Back Tested Results EUR / CHF 12-2011

EUR/CHF (Euro vs Swiss Franc)

Bars in test 29279 Ticks modelled 24372418 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 97817.00
Total net profit 9293.66 Gross profit 9401.40 Gross loss -107.74
Profit factor 87.26 Expected payoff 238.30
Absolute drawdown 855.11 Maximal drawdown 1361.93 (1.34%) Relative drawdown 1.34% (1361.93)
Total trades 39 Short positions (won %) 13 (92.31%) Long positions (won %) 26 (100.00%)
Profit trades (% of total) 38 (97.44%) Loss trades (% of total) 1 (2.56%)
Largest profit trade 342.11 loss trade -107.74
Average profit trade 247.41 loss trade -107.74
Maximum consecutive wins (profit in money) 22 (6015.54) consecutive losses (loss in money) 1 (-107.74)
Maximal consecutive profit (count of wins) 6015.54 (22) consecutive loss (count of losses) -107.74 (1)
Average consecutive wins 19 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.12.01 00:05 sell 1 5.23 1.22870 0.00000 0.00000
2 2011.12.01 00:05 modify 1 5.23 1.22870 1.23270 1.22810
3 2011.12.01 02:46 close 1 5.23 1.22870 1.23270 1.22810 0.00 97817.00
4 2011.12.01 21:30 buy 2 5.23 1.23290 0.00000 0.00000
5 2011.12.01 21:30 modify 2 5.23 1.23290 1.22890 1.23350
6 2011.12.01 23:14 close 2 5.23 1.23290 1.22890 1.23350 0.00 97817.00
7 2011.12.01 23:22 sell 3 5.23 1.23320 0.00000 0.00000
8 2011.12.01 23:22 modify 3 5.23 1.23320 1.23720 1.23260
9 2011.12.01 23:43 t/p 3 5.23 1.23260 1.23720 1.23260 342.04 98159.04
10 2011.12.05 21:39 buy 4 5.23 1.23300 0.00000 0.00000
11 2011.12.05 21:39 modify 4 5.23 1.23300 1.22900 1.23360
12 2011.12.05 21:59 t/p 4 5.23 1.23360 1.22900 1.23360 342.08 98501.12
13 2011.12.05 22:01 buy 5 5.23 1.23300 0.00000 0.00000
14 2011.12.05 22:31 close 5 5.23 1.23340 0.00000 0.00000 228.06 98729.18
15 2011.12.06 21:45 buy 6 5.23 1.24130 0.00000 0.00000
16 2011.12.06 21:45 modify 6 5.23 1.24130 1.23730 1.24190
17 2011.12.07 01:25 close 6 5.23 1.24130 1.23730 1.24190 0.57 98729.75
18 2011.12.08 21:30 buy 7 5.23 1.23580 0.00000 0.00000
19 2011.12.08 21:30 modify 7 5.23 1.23580 1.23180 1.23640
20 2011.12.08 23:01 close 7 5.23 1.23580 1.23180 1.23640 0.00 98729.75
21 2011.12.12 22:55 buy 8 5.23 1.23540 0.00000 0.00000
22 2011.12.12 22:55 modify 8 5.23 1.23540 1.23140 1.23600
23 2011.12.12 23:23 t/p 8 5.23 1.23600 1.23140 1.23600 342.07 99071.82
24 2011.12.12 23:29 sell 9 5.23 1.23650 0.00000 0.00000
25 2011.12.12 23:29 modify 9 5.23 1.23650 1.24050 1.23590
26 2011.12.12 23:30 t/p 9 5.23 1.23590 1.24050 1.23590 342.04 99413.86
27 2011.12.12 23:31 buy 10 5.23 1.23540 0.00000 0.00000
28 2011.12.12 23:31 modify 10 5.23 1.23540 1.23140 1.23600
29 2011.12.12 23:34 t/p 10 5.23 1.23600 1.23140 1.23600 342.07 99755.93
30 2011.12.12 23:58 sell 11 5.23 1.23620 0.00000 0.00000
31 2011.12.12 23:58 modify 11 5.23 1.23620 1.24020 1.23560
32 2011.12.13 00:41 close 11 5.23 1.23580 1.24020 1.23560 192.12 99948.05
33 2011.12.13 22:00 buy 12 5.23 1.23240 0.00000 0.00000
34 2011.12.13 22:00 modify 12 5.23 1.23240 1.22840 1.23300
35 2011.12.13 22:08 t/p 12 5.23 1.23300 1.22840 1.23300 342.07 100290.12
36 2011.12.13 22:21 buy 13 5.23 1.23240 0.00000 0.00000
37 2011.12.13 22:21 modify 13 5.23 1.23240 1.22840 1.23300
38 2011.12.13 23:30 close 13 5.23 1.23280 1.22840 1.23300 228.05 100518.17
39 2011.12.13 23:49 buy 14 5.23 1.23210 0.00000 0.00000
40 2011.12.13 23:49 modify 14 5.23 1.23210 1.22810 1.23270
41 2011.12.14 01:20 close 14 5.23 1.23210 1.22810 1.23270 0.57 100518.74
42 2011.12.14 21:30 sell 15 5.23 1.23740 0.00000 0.00000
43 2011.12.14 21:30 modify 15 5.23 1.23740 1.24140 1.23680
44 2011.12.14 22:00 t/p 15 5.23 1.23680 1.24140 1.23680 342.05 100860.79
45 2011.12.14 22:00 buy 16 5.23 1.23680 0.00000 0.00000
46 2011.12.14 22:00 modify 16 5.23 1.23680 1.23280 1.23740
47 2011.12.14 22:02 t/p 16 5.23 1.23740 1.23280 1.23740 342.07 101202.86
48 2011.12.14 22:06 sell 17 5.23 1.23760 0.00000 0.00000
49 2011.12.14 22:06 modify 17 5.23 1.23760 1.24160 1.23700
50 2011.12.15 02:57 close 17 5.23 1.23760 1.24160 1.23700 -107.74 101095.11
51 2011.12.15 22:00 buy 18 5.23 1.22310 0.00000 0.00000
52 2011.12.15 22:00 modify 18 5.23 1.22310 1.21910 1.22370
53 2011.12.15 22:05 t/p 18 5.23 1.22370 1.21910 1.22370 342.07 101437.18
54 2011.12.15 22:31 buy 19 5.23 1.22350 0.00000 0.00000
55 2011.12.15 23:01 close 19 5.23 1.22410 0.00000 0.00000 342.07 101779.25
56 2011.12.15 23:55 sell 20 5.23 1.22460 0.00000 0.00000
57 2011.12.15 23:55 modify 20 5.23 1.22460 1.22860 1.22400
58 2011.12.16 00:11 t/p 20 5.23 1.22400 1.22860 1.22400 306.14 102085.39
59 2011.12.19 22:18 buy 21 5.23 1.21700 0.00000 0.00000
60 2011.12.19 22:18 modify 21 5.23 1.21700 1.21300 1.21760
61 2011.12.19 22:18 t/p 21 5.23 1.21760 1.21300 1.21760 342.08 102427.47
62 2011.12.19 23:37 sell 22 5.23 1.21870 0.00000 0.00000
63 2011.12.19 23:37 modify 22 5.23 1.21870 1.22270 1.21810
64 2011.12.20 00:52 close 22 5.23 1.21860 1.22270 1.21810 21.09 102448.55
65 2011.12.20 21:54 sell 23 5.23 1.21880 0.00000 0.00000
66 2011.12.20 21:54 modify 23 5.23 1.21880 1.22280 1.21820
67 2011.12.20 22:26 close 23 5.23 1.21830 1.22280 1.21820 285.04 102733.59
68 2011.12.20 22:26 buy 24 5.23 1.21810 0.00000 0.00000
69 2011.12.20 22:44 modify 24 5.23 1.21810 1.21410 1.21870
70 2011.12.20 22:47 t/p 24 5.23 1.21870 1.21410 1.21870 342.07 103075.66
71 2011.12.20 22:50 buy 25 5.23 1.21820 0.00000 0.00000
72 2011.12.20 22:50 modify 25 5.23 1.21820 1.21420 1.21880
73 2011.12.20 22:55 t/p 25 5.23 1.21880 1.21420 1.21880 342.07 103417.73
74 2011.12.20 23:01 buy 26 5.23 1.21800 0.00000 0.00000
75 2011.12.20 23:01 modify 26 5.23 1.21800 1.21400 1.21860
76 2011.12.20 23:01 t/p 26 5.23 1.21860 1.21400 1.21860 342.08 103759.81
77 2011.12.21 00:02 sell 27 5.23 1.21910 0.00000 0.00000
78 2011.12.21 00:02 modify 27 5.23 1.21910 1.22310 1.21850
79 2011.12.21 01:31 close 27 5.23 1.21910 1.22310 1.21850 0.00 103759.81
80 2011.12.22 22:36 buy 28 5.23 1.22100 0.00000 0.00000
81 2011.12.22 23:10 close 28 5.23 1.22140 0.00000 0.00000 228.07 103987.88
82 2011.12.26 21:30 buy 29 5.23 1.22200 0.00000 0.00000
83 2011.12.26 21:30 modify 29 5.23 1.22200 1.21800 1.22260
84 2011.12.26 21:58 t/p 29 5.23 1.22260 1.21800 1.22260 342.10 104329.98
85 2011.12.26 22:05 buy 30 5.23 1.22190 0.00000 0.00000
86 2011.12.26 22:05 modify 30 5.23 1.22190 1.21790 1.22250
87 2011.12.26 22:09 t/p 30 5.23 1.22250 1.21790 1.22250 342.10 104672.08
88 2011.12.26 22:09 sell 31 5.23 1.22270 0.00000 0.00000
89 2011.12.26 22:09 modify 31 5.23 1.22270 1.22670 1.22210
90 2011.12.26 22:09 t/p 31 5.23 1.22210 1.22670 1.22210 342.07 105014.15
91 2011.12.26 22:09 buy 32 5.23 1.22180 0.00000 0.00000
92 2011.12.26 22:39 close 32 5.23 1.22230 0.00000 0.00000 285.09 105299.24
93 2011.12.27 23:50 sell 33 5.23 1.22100 0.00000 0.00000
94 2011.12.27 23:50 modify 33 5.23 1.22100 1.22500 1.22040
95 2011.12.28 00:31 close 33 5.23 1.22070 1.22500 1.22040 135.13 105434.37
96 2011.12.28 22:16 buy 34 5.23 1.21930 0.00000 0.00000
97 2011.12.28 22:16 modify 34 5.23 1.21930 1.21530 1.21990
98 2011.12.28 22:20 t/p 34 5.23 1.21990 1.21530 1.21990 342.10 105776.47
99 2011.12.28 22:29 buy 35 5.23 1.21930 0.00000 0.00000
100 2011.12.28 22:31 modify 35 5.23 1.21930 1.21530 1.21990
101 2011.12.28 22:34 t/p 35 5.23 1.21990 1.21530 1.21990 342.10 106118.57
102 2011.12.28 22:34 buy 36 5.23 1.21930 0.00000 0.00000
103 2011.12.28 22:34 modify 36 5.23 1.21930 1.21530 1.21990
104 2011.12.28 22:48 t/p 36 5.23 1.21990 1.21530 1.21990 342.10 106460.67
105 2011.12.28 23:34 buy 37 5.23 1.21930 0.00000 0.00000
106 2011.12.28 23:34 modify 37 5.23 1.21930 1.21530 1.21990
107 2011.12.29 02:14 close 37 5.23 1.21950 1.21530 1.21990 115.74 106576.41
108 2011.12.29 22:56 buy 38 5.23 1.21810 0.00000 0.00000
109 2011.12.29 22:56 modify 38 5.23 1.21810 1.21410 1.21870
110 2011.12.29 23:10 t/p 38 5.23 1.21870 1.21410 1.21870 342.11 106918.52
111 2011.12.29 23:30 sell 39 5.23 1.21870 0.00000 0.00000
112 2011.12.29 23:30 modify 39 5.23 1.21870 1.22270 1.21810
113 2011.12.30 00:01 close 39 5.23 1.21830 1.22270 1.21810 192.14 107110.66

 

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