Back Tested Results EUR / CHF 10-2011

EUR/CHF (Euro vs Swiss Franc)

Bars in test 29279 Ticks modelled 24372418 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 64553.00
Total net profit 4957.59 Gross profit 5122.58 Gross loss -165.00
Profit factor 31.05 Expected payoff 141.65
Absolute drawdown 187.19 Maximal drawdown 1459.71 (2.18%) Relative drawdown 2.18% (1459.71)
Total trades 35 Short positions (won %) 6 (50.00%) Long positions (won %) 29 (100.00%)
Profit trades (% of total) 32 (91.43%) Loss trades (% of total) 3 (8.57%)
Largest profit trade 449.26 loss trade -70.71
Average profit trade 160.08 loss trade -55.00
Maximum consecutive wins (profit in money) 14 (3109.18) consecutive losses (loss in money) 1 (-70.71)
Maximal consecutive profit (count of wins) 3109.18 (14) consecutive loss (count of losses) -70.71 (1)
Average consecutive wins 11 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.10.03 21:30 buy 1 3.42 1.21350 0.00000 0.00000
2 2011.10.03 21:30 modify 1 3.42 1.21350 1.20950 1.21470
3 2011.10.03 22:00 close 1 3.42 1.21410 1.20950 1.21470 224.63 64777.63
4 2011.10.04 21:30 buy 2 3.42 1.22330 0.00000 0.00000
5 2011.10.04 21:30 modify 2 3.42 1.22330 1.21930 1.22450
6 2011.10.04 22:00 close 2 3.42 1.22370 1.21930 1.22450 149.75 64927.38
7 2011.10.04 23:04 sell 3 3.42 1.22580 0.00000 0.00000
8 2011.10.04 23:04 modify 3 3.42 1.22580 1.22980 1.22460
9 2011.10.04 23:27 t/p 3 3.42 1.22460 1.22980 1.22460 449.20 65376.58
10 2011.10.04 23:33 buy 4 3.42 1.22360 0.00000 0.00000
11 2011.10.04 23:33 modify 4 3.42 1.22360 1.21960 1.22480
12 2011.10.05 00:03 close 4 3.42 1.22440 1.21960 1.22480 299.88 65676.46
13 2011.10.05 00:04 buy 5 3.42 1.22370 0.00000 0.00000
14 2011.10.05 00:04 modify 5 3.42 1.22370 1.21970 1.22490
15 2011.10.05 01:19 close 5 3.42 1.22370 1.21970 1.22490 0.00 65676.46
16 2011.10.05 21:35 buy 6 3.42 1.23190 0.00000 0.00000
17 2011.10.05 21:35 modify 6 3.42 1.23190 1.22790 1.23310
18 2011.10.05 21:45 t/p 6 3.42 1.23310 1.22790 1.23310 449.26 66125.72
19 2011.10.05 21:46 buy 7 3.42 1.23180 0.00000 0.00000
20 2011.10.05 21:46 modify 7 3.42 1.23180 1.22780 1.23300
21 2011.10.05 21:55 t/p 7 3.42 1.23300 1.22780 1.23300 449.26 66574.98
22 2011.10.05 23:41 buy 8 3.42 1.23210 0.00000 0.00000
23 2011.10.05 23:41 modify 8 3.42 1.23210 1.22810 1.23330
24 2011.10.06 00:14 close 8 3.42 1.23250 1.22810 1.23330 150.87 66725.86
25 2011.10.06 00:15 buy 9 3.42 1.23220 0.00000 0.00000
26 2011.10.06 00:15 modify 9 3.42 1.23220 1.22820 1.23340
27 2011.10.06 01:35 close 9 3.42 1.23220 1.22820 1.23340 0.00 66725.86
28 2011.10.06 22:58 buy 10 3.42 1.23680 0.00000 0.00000
29 2011.10.06 22:58 modify 10 3.42 1.23680 1.23280 1.23800
30 2011.10.07 04:59 close 10 3.42 1.23690 1.23280 1.23800 37.81 66763.67
31 2011.10.11 21:56 buy 11 3.42 1.23840 0.00000 0.00000
32 2011.10.11 21:56 modify 11 3.42 1.23840 1.23440 1.23960
33 2011.10.11 22:12 t/p 11 3.42 1.23960 1.23440 1.23960 449.26 67212.93
34 2011.10.12 00:00 buy 12 3.42 1.23910 0.00000 0.00000
35 2011.10.12 00:00 modify 12 3.42 1.23910 1.23510 1.24030
36 2011.10.12 00:30 close 12 3.42 1.23950 1.23510 1.24030 149.75 67362.68
37 2011.10.12 21:44 buy 13 3.42 1.23370 0.00000 0.00000
38 2011.10.12 21:44 modify 13 3.42 1.23370 1.22970 1.23490
39 2011.10.12 22:19 close 13 3.42 1.23410 1.22970 1.23490 149.75 67512.43
40 2011.10.12 22:46 buy 14 3.42 1.23370 0.00000 0.00000
41 2011.10.12 22:46 modify 14 3.42 1.23370 1.22970 1.23490
42 2011.10.12 23:16 close 14 3.42 1.23410 1.22970 1.23490 149.75 67662.18
43 2011.10.12 23:28 sell 15 3.42 1.23460 0.00000 0.00000
44 2011.10.12 23:28 modify 15 3.42 1.23460 1.23860 1.23340
45 2011.10.13 01:08 close 15 3.42 1.23460 1.23860 1.23340 -70.71 67591.47
46 2011.10.13 21:53 buy 16 3.42 1.23530 0.00000 0.00000
47 2011.10.13 21:53 modify 16 3.42 1.23530 1.23130 1.23650
48 2011.10.13 21:55 t/p 16 3.42 1.23650 1.23130 1.23650 449.26 68040.73
49 2011.10.13 22:01 buy 17 3.42 1.23650 0.00000 0.00000
50 2011.10.13 22:01 modify 17 3.42 1.23650 1.23250 1.23770
51 2011.10.13 22:35 close 17 3.42 1.23690 1.23250 1.23770 149.75 68190.48
52 2011.10.13 22:40 buy 18 3.42 1.23640 0.00000 0.00000
53 2011.10.13 22:40 modify 18 3.42 1.23640 1.23240 1.23760
54 2011.10.13 23:47 close 18 3.42 1.23680 1.23240 1.23760 149.75 68340.23
55 2011.10.13 23:58 sell 19 3.42 1.23740 0.00000 0.00000
56 2011.10.13 23:59 modify 19 3.42 1.23740 1.24140 1.23620
57 2011.10.14 00:29 close 19 3.42 1.23700 1.24140 1.23620 126.17 68466.40
58 2011.10.17 21:42 buy 20 3.42 1.23480 0.00000 0.00000
59 2011.10.17 21:42 modify 20 3.42 1.23480 1.23080 1.23600
60 2011.10.17 22:12 close 20 3.42 1.23510 1.23080 1.23600 112.32 68578.72
61 2011.10.17 22:12 buy 21 3.42 1.23470 0.00000 0.00000
62 2011.10.17 22:12 modify 21 3.42 1.23470 1.23070 1.23590
63 2011.10.17 22:48 close 21 3.42 1.23510 1.23070 1.23590 149.75 68728.47
64 2011.10.17 22:58 buy 22 3.42 1.23460 0.00000 0.00000
65 2011.10.17 22:58 modify 22 3.42 1.23460 1.23060 1.23580
66 2011.10.17 23:28 close 22 3.42 1.23490 1.23060 1.23580 112.31 68840.78
67 2011.10.18 00:08 buy 23 3.42 1.23450 0.00000 0.00000
68 2011.10.18 00:08 modify 23 3.42 1.23450 1.23050 1.23570
69 2011.10.18 04:37 close 23 3.42 1.23450 1.23050 1.23570 0.00 68840.78
70 2011.10.18 21:30 buy 24 3.42 1.23570 0.00000 0.00000
71 2011.10.18 21:30 modify 24 3.42 1.23570 1.23170 1.23690
72 2011.10.18 22:46 close 24 3.42 1.23570 1.23170 1.23690 0.00 68840.78
73 2011.10.19 21:30 sell 25 3.42 1.24220 0.00000 0.00000
74 2011.10.19 21:30 modify 25 3.42 1.24220 1.24620 1.24100
75 2011.10.20 01:11 close 25 3.42 1.24220 1.24620 1.24100 -70.71 68770.06
76 2011.10.20 21:30 buy 26 3.42 1.23150 0.00000 0.00000
77 2011.10.20 21:30 modify 26 3.42 1.23150 1.22750 1.23270
78 2011.10.20 22:02 close 26 3.42 1.23190 1.22750 1.23270 149.75 68919.81
79 2011.10.20 22:58 buy 27 3.42 1.23140 0.00000 0.00000
80 2011.10.20 22:58 modify 27 3.42 1.23140 1.22740 1.23260
81 2011.10.20 23:40 close 27 3.42 1.23180 1.22740 1.23260 149.75 69069.56
82 2011.10.20 23:59 sell 28 3.42 1.23240 0.00000 0.00000
83 2011.10.20 23:59 modify 28 3.42 1.23240 1.23640 1.23120
84 2011.10.21 00:45 close 28 3.42 1.23200 1.23640 1.23120 126.16 69195.72
85 2011.10.24 21:58 buy 29 3.42 1.22650 0.00000 0.00000
86 2011.10.24 21:58 modify 29 3.42 1.22650 1.22250 1.22770
87 2011.10.25 05:57 close 29 3.42 1.22660 1.22250 1.22770 37.81 69233.53
88 2011.10.25 21:30 buy 30 3.42 1.22100 0.00000 0.00000
89 2011.10.25 21:30 modify 30 3.42 1.22100 1.21700 1.22220
90 2011.10.25 22:15 close 30 3.42 1.22140 1.21700 1.22220 149.75 69383.28
91 2011.10.26 21:31 buy 31 3.42 1.22480 0.00000 0.00000
92 2011.10.26 21:31 modify 31 3.42 1.22480 1.22080 1.22600
93 2011.10.26 22:49 close 31 3.42 1.22480 1.22080 1.22600 0.00 69383.28
94 2011.10.26 22:53 buy 32 3.42 1.22440 0.00000 0.00000
95 2011.10.26 22:53 modify 32 3.42 1.22440 1.22040 1.22560
96 2011.10.27 00:09 close 32 3.42 1.22440 1.22040 1.22560 1.12 69384.41
97 2011.10.27 00:17 buy 33 3.42 1.22350 0.00000 0.00000
98 2011.10.27 00:17 modify 33 3.42 1.22350 1.21950 1.22470
99 2011.10.27 00:47 close 33 3.42 1.22390 1.21950 1.22470 149.75 69534.16
100 2011.10.27 21:31 buy 34 3.42 1.22020 0.00000 0.00000
101 2011.10.27 21:31 modify 34 3.42 1.22020 1.21620 1.22140
102 2011.10.27 23:12 close 34 3.42 1.22020 1.21620 1.22140 0.00 69534.16
103 2011.10.27 23:47 sell 35 3.42 1.22070 0.00000 0.00000
104 2011.10.27 23:47 modify 35 3.42 1.22070 1.22470 1.21950
105 2011.10.28 01:04 close 35 3.42 1.22070 1.22470 1.21950 -23.57 69510.59

 

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