Back Tested Results EUR / CHF 12-2010

EUR/CHF (Euro vs Swiss Franc)

Bars in test 28993 Ticks modelled 18341226 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 30048.00
Total net profit 874.02 Gross profit 1634.77 Gross loss -760.75
Profit factor 2.15 Expected payoff 23.62
Absolute drawdown 168.63 Maximal drawdown 992.33 (3.14%) Relative drawdown 3.14% (992.33)
Total trades 37 Short positions (won %) 4 (75.00%) Long positions (won %) 33 (96.97%)
Profit trades (% of total) 35 (94.59%) Loss trades (% of total) 2 (5.41%)
Largest profit trade 187.36 loss trade -748.94
Average profit trade 46.71 loss trade -380.37
Maximum consecutive wins (profit in money) 32 (1559.63) consecutive losses (loss in money) 1 (-748.94)
Maximal consecutive profit (count of wins) 1559.63 (32) consecutive loss (count of losses) -748.94 (1)
Average consecutive wins 12 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.12.01 21:53 buy 1 1.72 1.31680 0.00000 0.00000
2 2010.12.01 21:53 modify 1 1.72 1.31680 1.31280 1.31780
3 2010.12.01 23:09 close 1 1.72 1.31680 1.31280 1.31780 0.00 30048.00
4 2010.12.01 23:16 buy 2 1.72 1.31660 0.00000 0.00000
5 2010.12.01 23:16 modify 2 1.72 1.31660 1.31260 1.31760
6 2010.12.01 23:46 close 2 1.72 1.31700 1.31260 1.31760 74.94 30122.94
7 2010.12.01 23:53 buy 3 1.72 1.31640 0.00000 0.00000
8 2010.12.01 23:53 modify 3 1.72 1.31640 1.31240 1.31740
9 2010.12.02 01:02 close 3 1.72 1.31680 1.31240 1.31740 75.51 30198.45
10 2010.12.02 21:30 sell 4 1.72 1.31260 0.00000 0.00000
11 2010.12.02 21:30 modify 4 1.72 1.31260 1.31660 1.31160
12 2010.12.02 21:58 t/p 4 1.72 1.31160 1.31660 1.31160 187.36 30385.81
13 2010.12.02 21:58 buy 5 1.72 1.31160 0.00000 0.00000
14 2010.12.02 21:58 modify 5 1.72 1.31160 1.30760 1.31260
15 2010.12.02 22:44 close 5 1.72 1.31190 1.30760 1.31260 56.21 30442.02
16 2010.12.02 23:08 buy 6 1.72 1.31170 0.00000 0.00000
17 2010.12.02 23:08 modify 6 1.72 1.31170 1.30770 1.31270
18 2010.12.02 23:39 close 6 1.72 1.31210 1.30770 1.31270 74.95 30516.97
19 2010.12.03 00:00 buy 7 1.72 1.31140 0.00000 0.00000
20 2010.12.03 00:00 modify 7 1.72 1.31140 1.30740 1.31240
21 2010.12.03 00:50 close 7 1.72 1.31180 1.30740 1.31240 74.94 30591.91
22 2010.12.06 21:30 buy 8 1.72 1.30670 0.00000 0.00000
23 2010.12.06 21:30 modify 8 1.72 1.30670 1.30270 1.30770
24 2010.12.06 22:21 close 8 1.72 1.30750 1.30270 1.30770 149.89 30741.80
25 2010.12.06 22:29 buy 9 1.72 1.30630 0.00000 0.00000
26 2010.12.06 22:29 modify 9 1.72 1.30630 1.30230 1.30730
27 2010.12.06 22:59 close 9 1.72 1.30680 1.30230 1.30730 93.69 30835.49
28 2010.12.06 23:16 buy 10 1.72 1.30620 0.00000 0.00000
29 2010.12.06 23:16 modify 10 1.72 1.30620 1.30220 1.30720
30 2010.12.07 00:48 close 10 1.72 1.30640 1.30220 1.30720 37.66 30873.15
31 2010.12.07 21:30 buy 11 1.72 1.31040 0.00000 0.00000
32 2010.12.07 21:30 modify 11 1.72 1.31040 1.30640 1.31140
33 2010.12.07 22:51 close 11 1.72 1.31040 1.30640 1.31140 0.00 30873.15
34 2010.12.07 23:36 buy 12 1.72 1.30970 0.00000 0.00000
35 2010.12.07 23:36 modify 12 1.72 1.30970 1.30570 1.31070
36 2010.12.08 00:51 close 12 1.72 1.30980 1.30570 1.31070 18.93 30892.08
37 2010.12.08 21:57 buy 13 1.72 1.30780 0.00000 0.00000
38 2010.12.08 21:57 modify 13 1.72 1.30780 1.30380 1.30880
39 2010.12.08 22:57 close 13 1.72 1.30820 1.30380 1.30880 74.95 30967.03
40 2010.12.08 23:10 buy 14 1.72 1.30750 0.00000 0.00000
41 2010.12.08 23:10 modify 14 1.72 1.30750 1.30350 1.30850
42 2010.12.09 00:25 close 14 1.72 1.30750 1.30350 1.30850 0.56 30967.59
43 2010.12.09 21:45 buy 15 1.72 1.30170 0.00000 0.00000
44 2010.12.09 21:45 modify 15 1.72 1.30170 1.29770 1.30270
45 2010.12.09 22:17 close 15 1.72 1.30210 1.29770 1.30270 74.95 31042.54
46 2010.12.09 22:18 buy 16 1.72 1.30150 0.00000 0.00000
47 2010.12.09 22:18 modify 16 1.72 1.30150 1.29750 1.30250
48 2010.12.09 23:01 close 16 1.72 1.30180 1.29750 1.30250 56.22 31098.76
49 2010.12.10 00:16 buy 17 1.72 1.30140 0.00000 0.00000
50 2010.12.10 00:16 modify 17 1.72 1.30140 1.29740 1.30240
51 2010.12.10 02:05 close 17 1.72 1.30140 1.29740 1.30240 0.00 31098.76
52 2010.12.13 21:30 buy 18 1.72 1.29630 0.00000 0.00000
53 2010.12.13 21:30 modify 18 1.72 1.29630 1.29230 1.29730
54 2010.12.13 22:45 close 18 1.72 1.29640 1.29230 1.29730 18.74 31117.50
55 2010.12.14 00:05 buy 19 1.72 1.29610 0.00000 0.00000
56 2010.12.14 00:06 modify 19 1.72 1.29610 1.29210 1.29710
57 2010.12.14 01:22 close 19 1.72 1.29610 1.29210 1.29710 0.00 31117.50
58 2010.12.14 21:58 buy 20 1.72 1.28370 0.00000 0.00000
59 2010.12.14 21:58 modify 20 1.72 1.28370 1.27970 1.28470
60 2010.12.14 22:55 close 20 1.72 1.28410 1.27970 1.28470 74.95 31192.45
61 2010.12.14 23:44 buy 21 1.72 1.28340 0.00000 0.00000
62 2010.12.14 23:44 modify 21 1.72 1.28340 1.27940 1.28440
63 2010.12.15 00:15 close 21 1.72 1.28370 1.27940 1.28440 56.41 31248.86
64 2010.12.15 21:30 buy 22 1.72 1.27900 0.00000 0.00000
65 2010.12.15 21:30 modify 22 1.72 1.27900 1.27500 1.28000
66 2010.12.15 23:00 close 22 1.72 1.27930 1.27500 1.28000 56.21 31305.07
67 2010.12.16 23:34 buy 23 1.72 1.27690 0.00000 0.00000
68 2010.12.16 23:34 modify 23 1.72 1.27690 1.27290 1.27790
69 2010.12.17 00:05 close 23 1.72 1.27720 1.27290 1.27790 56.40 31361.46
70 2010.12.17 00:15 sell 24 1.72 1.27760 0.00000 0.00000
71 2010.12.17 00:15 modify 24 1.72 1.27760 1.28160 1.27660
72 2010.12.17 01:01 close 24 1.72 1.27730 1.28160 1.27660 56.20 31417.66
73 2010.12.20 21:40 buy 25 1.72 1.26650 0.00000 0.00000
74 2010.12.20 21:40 modify 25 1.72 1.26650 1.26250 1.26750
75 2010.12.20 23:09 close 25 1.72 1.26660 1.26250 1.26750 18.74 31436.40
76 2010.12.20 23:47 buy 26 1.72 1.26600 0.00000 0.00000
77 2010.12.20 23:47 modify 26 1.72 1.26600 1.26200 1.26700
78 2010.12.21 01:06 close 26 1.72 1.26600 1.26200 1.26700 0.19 31436.59
79 2010.12.21 21:56 buy 27 1.72 1.25530 0.00000 0.00000
80 2010.12.21 21:56 modify 27 1.72 1.25530 1.25130 1.25630
81 2010.12.22 00:50 close 27 1.72 1.25530 1.25130 1.25630 0.19 31436.78
82 2010.12.22 22:06 buy 28 1.72 1.24670 0.00000 0.00000
83 2010.12.22 22:06 modify 28 1.72 1.24670 1.24270 1.24770
84 2010.12.22 22:51 close 28 1.72 1.24710 1.24270 1.24770 74.94 31511.72
85 2010.12.22 23:58 sell 29 1.72 1.24780 0.00000 0.00000
86 2010.12.22 23:58 modify 29 1.72 1.24780 1.25180 1.24680
87 2010.12.23 01:14 close 29 1.72 1.24760 1.25180 1.24680 2.04 31513.76
88 2010.12.23 21:30 buy 30 1.72 1.25750 0.00000 0.00000
89 2010.12.23 21:30 modify 30 1.72 1.25750 1.25350 1.25850
90 2010.12.23 22:46 close 30 1.72 1.25760 1.25350 1.25850 18.74 31532.50
91 2010.12.23 23:29 buy 31 1.72 1.25700 0.00000 0.00000
92 2010.12.23 23:29 modify 31 1.72 1.25700 1.25300 1.25800
93 2010.12.24 02:39 close 31 1.72 1.25700 1.25300 1.25800 0.19 31532.68
94 2010.12.27 22:59 buy 32 1.72 1.26360 0.00000 0.00000
95 2010.12.27 22:59 modify 32 1.72 1.26360 1.25960 1.26460
96 2010.12.27 23:37 close 32 1.72 1.26400 1.25960 1.26460 74.95 31607.63
97 2010.12.27 23:49 sell 33 1.72 1.26460 0.00000 0.00000
98 2010.12.27 23:49 modify 33 1.72 1.26460 1.26860 1.26360
99 2010.12.28 05:01 close 33 1.72 1.26460 1.26860 1.26360 -11.81 31595.82
100 2010.12.28 22:00 buy 34 1.72 1.24840 0.00000 0.00000
101 2010.12.28 22:00 modify 34 1.72 1.24840 1.24440 1.24940
102 2010.12.29 01:53 close 34 1.72 1.24840 1.24440 1.24940 0.19 31596.01
103 2010.12.29 21:56 buy 35 1.72 1.25090 0.00000 0.00000
104 2010.12.29 21:56 modify 35 1.72 1.25090 1.24690 1.25190
105 2010.12.30 03:25 s/l 35 1.72 1.24690 1.24690 1.25190 -748.94 30847.07
106 2010.12.30 21:30 buy 36 1.72 1.24300 0.00000 0.00000
107 2010.12.30 21:30 modify 36 1.72 1.24300 1.23900 1.24400
108 2010.12.30 22:46 close 36 1.72 1.24300 1.23900 1.24400 0.00 30847.07
109 2010.12.30 22:54 buy 37 1.72 1.24250 0.00000 0.00000
110 2010.12.30 22:54 modify 37 1.72 1.24250 1.23850 1.24350
111 2010.12.30 23:57 close 37 1.72 1.24290 1.23850 1.24350 74.95 30922.02

 

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