Back Tested Results EUR / CHF 11-2011

EUR/CHF (Euro vs Swiss Franc)

Bars in test 29279 Ticks modelled 24372418 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 84439.00
Total net profit 3387.96 Gross profit 5595.55 Gross loss -2207.59
Profit factor 2.53 Expected payoff 89.16
Absolute drawdown 387.05 Maximal drawdown 2497.85 (2.88%) Relative drawdown 2.88% (2497.85)
Total trades 38 Short positions (won %) 17 (88.24%) Long positions (won %) 21 (100.00%)
Profit trades (% of total) 36 (94.74%) Loss trades (% of total) 2 (5.26%)
Largest profit trade 339.17 loss trade -1965.68
Average profit trade 155.43 loss trade -1103.79
Maximum consecutive wins (profit in money) 21 (3506.83) consecutive losses (loss in money) 1 (-1965.68)
Maximal consecutive profit (count of wins) 3506.83 (21) consecutive loss (count of losses) -1965.68 (1)
Average consecutive wins 18 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.11.01 00:00 sell 1 4.43 1.21600 0.00000 0.00000
2 2011.11.01 00:00 modify 1 4.43 1.21600 1.22000 1.21530
3 2011.11.01 00:14 t/p 1 4.43 1.21530 1.22000 1.21530 338.67 84777.67
4 2011.11.01 00:14 buy 2 4.43 1.21510 0.00000 0.00000
5 2011.11.01 00:14 modify 2 4.43 1.21510 1.21110 1.21580
6 2011.11.01 00:26 t/p 2 4.43 1.21580 1.21110 1.21580 338.69 85116.36
7 2011.11.01 23:00 buy 3 4.43 1.21490 0.00000 0.00000
8 2011.11.01 23:00 modify 3 4.43 1.21490 1.21090 1.21560
9 2011.11.02 00:15 close 3 4.43 1.21490 1.21090 1.21560 0.48 85116.84
10 2011.11.02 22:44 buy 4 4.43 1.21470 0.00000 0.00000
11 2011.11.02 22:44 modify 4 4.43 1.21470 1.21070 1.21540
12 2011.11.03 06:48 close 4 4.43 1.21470 1.21070 1.21540 1.45 85118.30
13 2011.11.03 22:39 sell 5 4.43 1.21410 0.00000 0.00000
14 2011.11.03 22:39 modify 5 4.43 1.21410 1.21810 1.21340
15 2011.11.03 23:36 close 5 4.43 1.21370 1.21810 1.21340 193.53 85311.83
16 2011.11.07 21:30 buy 6 4.43 1.24060 0.00000 0.00000
17 2011.11.07 21:30 modify 6 4.43 1.24060 1.23660 1.24130
18 2011.11.07 23:23 close 6 4.43 1.24070 1.23660 1.24130 48.38 85360.21
19 2011.11.07 23:38 buy 7 4.43 1.23980 0.00000 0.00000
20 2011.11.07 23:38 modify 7 4.43 1.23980 1.23580 1.24050
21 2011.11.08 00:00 t/p 7 4.43 1.24050 1.23580 1.24050 339.17 85699.38
22 2011.11.08 00:13 sell 8 4.43 1.24170 0.00000 0.00000
23 2011.11.08 00:13 modify 8 4.43 1.24170 1.24570 1.24100
24 2011.11.08 01:32 close 8 4.43 1.24170 1.24570 1.24100 0.00 85699.38
25 2011.11.08 21:59 buy 9 4.43 1.23780 0.00000 0.00000
26 2011.11.08 22:00 modify 9 4.43 1.23780 1.23380 1.23850
27 2011.11.08 23:26 close 9 4.43 1.23780 1.23380 1.23850 0.00 85699.38
28 2011.11.08 23:51 buy 10 4.43 1.23740 0.00000 0.00000
29 2011.11.08 23:51 modify 10 4.43 1.23740 1.23340 1.23810
30 2011.11.09 01:39 close 10 4.43 1.23740 1.23340 1.23810 0.48 85699.86
31 2011.11.09 21:42 buy 11 4.43 1.23160 0.00000 0.00000
32 2011.11.09 21:42 modify 11 4.43 1.23160 1.22760 1.23230
33 2011.11.09 23:02 close 11 4.43 1.23160 1.22760 1.23230 0.00 85699.86
34 2011.11.09 23:04 buy 12 4.43 1.23100 0.00000 0.00000
35 2011.11.09 23:04 modify 12 4.43 1.23100 1.22700 1.23170
36 2011.11.09 23:35 close 12 4.43 1.23140 1.22700 1.23170 193.54 85893.40
37 2011.11.09 23:55 sell 13 4.43 1.23220 0.00000 0.00000
38 2011.11.09 23:55 modify 13 4.43 1.23220 1.23620 1.23150
39 2011.11.10 00:19 t/p 13 4.43 1.23150 1.23620 1.23150 247.24 86140.64
40 2011.11.10 21:38 buy 14 4.43 1.23250 0.00000 0.00000
41 2011.11.10 21:38 modify 14 4.43 1.23250 1.22850 1.23320
42 2011.11.10 21:59 t/p 14 4.43 1.23320 1.22850 1.23320 338.69 86479.33
43 2011.11.11 00:13 sell 15 4.43 1.23310 0.00000 0.00000
44 2011.11.11 00:13 modify 15 4.43 1.23310 1.23710 1.23240
45 2011.11.11 01:28 close 15 4.43 1.23300 1.23710 1.23240 48.38 86527.71
46 2011.11.14 21:36 sell 16 4.43 1.23700 0.00000 0.00000
47 2011.11.14 21:36 modify 16 4.43 1.23700 1.24100 1.23630
48 2011.11.15 07:33 s/l 16 4.43 1.24100 1.24100 1.23630 -1965.68 84562.04
49 2011.11.15 21:56 buy 17 4.43 1.23880 0.00000 0.00000
50 2011.11.15 21:56 modify 17 4.43 1.23880 1.23480 1.23950
51 2011.11.15 22:26 close 17 4.43 1.23910 1.23480 1.23950 145.15 84707.19
52 2011.11.15 23:07 sell 18 4.43 1.23950 0.00000 0.00000
53 2011.11.15 23:07 modify 18 4.43 1.23950 1.24350 1.23880
54 2011.11.15 23:44 close 18 4.43 1.23910 1.24350 1.23880 193.52 84900.71
55 2011.11.16 00:12 sell 19 4.43 1.23990 0.00000 0.00000
56 2011.11.16 00:12 modify 19 4.43 1.23990 1.24390 1.23920
57 2011.11.16 02:03 close 19 4.43 1.23990 1.24390 1.23920 0.00 84900.71
58 2011.11.16 21:32 buy 20 4.43 1.23820 0.00000 0.00000
59 2011.11.16 21:32 modify 20 4.43 1.23820 1.23420 1.23890
60 2011.11.16 23:13 close 20 4.43 1.23830 1.23420 1.23890 48.38 84949.09
61 2011.11.16 23:15 sell 21 4.43 1.23900 0.00000 0.00000
62 2011.11.16 23:15 modify 21 4.43 1.23900 1.24300 1.23830
63 2011.11.17 00:09 close 21 4.43 1.23860 1.24300 1.23830 102.09 85051.18
64 2011.11.17 21:30 sell 22 4.43 1.24070 0.00000 0.00000
65 2011.11.17 21:30 modify 22 4.43 1.24070 1.24470 1.24000
66 2011.11.17 23:00 close 22 4.43 1.24070 1.24470 1.24000 0.00 85051.18
67 2011.11.17 23:01 sell 23 4.43 1.24100 0.00000 0.00000
68 2011.11.17 23:01 modify 23 4.43 1.24100 1.24500 1.24030
69 2011.11.17 23:57 close 23 4.43 1.24070 1.24500 1.24030 145.14 85196.32
70 2011.11.18 00:00 buy 24 4.43 1.24050 0.00000 0.00000
71 2011.11.18 00:00 modify 24 4.43 1.24050 1.23650 1.24120
72 2011.11.18 01:17 close 24 4.43 1.24050 1.23650 1.24120 0.00 85196.32
73 2011.11.21 21:47 sell 25 4.43 1.23770 0.00000 0.00000
74 2011.11.21 21:47 modify 25 4.43 1.23770 1.24170 1.23700
75 2011.11.21 22:18 close 25 4.43 1.23730 1.24170 1.23700 193.52 85389.84
76 2011.11.21 23:13 buy 26 4.43 1.23690 0.00000 0.00000
77 2011.11.21 23:13 modify 26 4.43 1.23690 1.23290 1.23760
78 2011.11.21 23:40 t/p 26 4.43 1.23760 1.23290 1.23760 338.70 85728.54
79 2011.11.22 21:55 buy 27 4.43 1.23490 0.00000 0.00000
80 2011.11.22 21:55 modify 27 4.43 1.23490 1.23090 1.23560
81 2011.11.22 23:10 close 27 4.43 1.23500 1.23090 1.23560 48.38 85776.92
82 2011.11.23 23:25 sell 28 4.43 1.22820 0.00000 0.00000
83 2011.11.23 23:25 modify 28 4.43 1.22820 1.23220 1.22750
84 2011.11.23 23:56 close 28 4.43 1.22780 1.23220 1.22750 193.52 85970.44
85 2011.11.24 21:38 sell 29 4.43 1.22710 0.00000 0.00000
86 2011.11.24 21:38 modify 29 4.43 1.22710 1.23110 1.22640
87 2011.11.24 23:01 close 29 4.43 1.22700 1.23110 1.22640 48.38 86018.82
88 2011.11.24 23:25 buy 30 4.43 1.22680 0.00000 0.00000
89 2011.11.24 23:25 modify 30 4.43 1.22680 1.22280 1.22750
90 2011.11.24 23:32 t/p 30 4.43 1.22750 1.22280 1.22750 338.70 86357.52
91 2011.11.24 23:33 buy 31 4.43 1.22680 0.00000 0.00000
92 2011.11.24 23:33 modify 31 4.43 1.22680 1.22280 1.22750
93 2011.11.24 23:39 t/p 31 4.43 1.22750 1.22280 1.22750 338.70 86696.22
94 2011.11.24 23:39 buy 32 4.43 1.22680 0.00000 0.00000
95 2011.11.24 23:39 modify 32 4.43 1.22680 1.22280 1.22750
96 2011.11.24 23:59 t/p 32 4.43 1.22750 1.22280 1.22750 338.70 87034.92
97 2011.11.25 00:01 sell 33 4.43 1.22810 0.00000 0.00000
98 2011.11.25 00:01 modify 33 4.43 1.22810 1.23210 1.22740
99 2011.11.25 00:23 t/p 33 4.43 1.22740 1.23210 1.22740 338.67 87373.59
100 2011.11.28 21:36 buy 34 4.43 1.22830 0.00000 0.00000
101 2011.11.28 21:36 modify 34 4.43 1.22830 1.22430 1.22900
102 2011.11.28 22:51 close 34 4.43 1.22870 1.22430 1.22900 193.54 87567.13
103 2011.11.28 23:24 sell 35 4.43 1.22900 0.00000 0.00000
104 2011.11.28 23:24 modify 35 4.43 1.22900 1.23300 1.22830
105 2011.11.29 00:00 close 35 4.43 1.22870 1.23300 1.22830 114.66 87681.79
106 2011.11.29 00:16 buy 36 4.43 1.22830 0.00000 0.00000
107 2011.11.29 00:16 modify 36 4.43 1.22830 1.22430 1.22900
108 2011.11.29 00:59 close 36 4.43 1.22870 1.22430 1.22900 193.54 87875.33
109 2011.11.29 21:37 buy 37 4.43 1.22610 0.00000 0.00000
110 2011.11.29 21:37 modify 37 4.43 1.22610 1.22210 1.22680
111 2011.11.29 22:14 close 37 4.43 1.22650 1.22210 1.22680 193.54 88068.87
112 2011.11.29 23:32 sell 38 4.43 1.22700 0.00000 0.00000
113 2011.11.29 23:32 modify 38 4.43 1.22700 1.23100 1.22630
114 2011.11.29 23:59 close at stop 38 4.43 1.22750 1.23100 1.22630 -241.91 87826.96

 

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