Back Tested Results EUR / CHF 2-2010

EUR/CHF (Euro vs Swiss Franc)

Bars in test 28993 Ticks modelled 18341226 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 11569.00
Total net profit 486.68 Gross profit 497.16 Gross loss -10.49
Profit factor 47.41 Expected payoff 15.21
Absolute drawdown 48.29 Maximal drawdown 193.14 (1.60%) Relative drawdown 1.65% (193.13)
Total trades 32 Short positions (won %) 13 (84.62%) Long positions (won %) 19 (100.00%)
Profit trades (% of total) 30 (93.75%) Loss trades (% of total) 2 (6.25%)
Largest profit trade 41.39 loss trade -6.14
Average profit trade 16.57 loss trade -5.24
Maximum consecutive wins (profit in money) 26 (462.68) consecutive losses (loss in money) 1 (-6.14)
Maximal consecutive profit (count of wins) 462.68 (26) consecutive loss (count of losses) -6.14 (1)
Average consecutive wins 10 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.02.01 21:30 buy 1 0.64 1.47130 0.00000 0.00000
2 2010.02.01 21:30 modify 1 0.64 1.47130 1.46730 1.47190
3 2010.02.01 22:00 close 1 0.64 1.47170 1.46730 1.47190 27.59 11596.59
4 2010.02.01 22:01 buy 2 0.64 1.47140 0.00000 0.00000
5 2010.02.01 22:01 modify 2 0.64 1.47140 1.46740 1.47200
6 2010.02.01 23:16 close 2 0.64 1.47150 1.46740 1.47200 6.89 11603.48
7 2010.02.02 22:10 sell 3 0.64 1.47380 0.00000 0.00000
8 2010.02.02 22:12 modify 3 0.64 1.47380 1.47780 1.47320
9 2010.02.02 23:29 close 3 0.64 1.47380 1.47780 1.47320 0.00 11603.48
10 2010.02.02 23:45 sell 4 0.64 1.47390 0.00000 0.00000
11 2010.02.02 23:45 modify 4 0.64 1.47390 1.47790 1.47330
12 2010.02.03 01:00 close 4 0.64 1.47390 1.47790 1.47330 -4.35 11599.13
13 2010.02.03 21:44 buy 5 0.64 1.47160 0.00000 0.00000
14 2010.02.03 21:45 modify 5 0.64 1.47160 1.46760 1.47220
15 2010.02.03 22:15 close 5 0.64 1.47200 1.46760 1.47220 27.59 11626.72
16 2010.02.03 22:24 buy 6 0.64 1.47130 0.00000 0.00000
17 2010.02.03 22:26 modify 6 0.64 1.47130 1.46730 1.47190
18 2010.02.04 06:08 close 6 0.64 1.47130 1.46730 1.47190 0.21 11626.93
19 2010.02.04 21:35 buy 7 0.64 1.46440 0.00000 0.00000
20 2010.02.04 21:35 modify 7 0.64 1.46440 1.46040 1.46500
21 2010.02.04 22:51 close 7 0.64 1.46440 1.46040 1.46500 0.00 11626.93
22 2010.02.08 21:30 buy 8 0.64 1.46510 0.00000 0.00000
23 2010.02.08 21:30 modify 8 0.64 1.46510 1.46110 1.46570
24 2010.02.08 22:13 close 8 0.64 1.46550 1.46110 1.46570 27.59 11654.52
25 2010.02.08 22:52 buy 9 0.64 1.46490 0.00000 0.00000
26 2010.02.08 22:52 modify 9 0.64 1.46490 1.46090 1.46550
27 2010.02.08 23:00 t/p 9 0.64 1.46550 1.46090 1.46550 41.39 11695.91
28 2010.02.08 23:37 buy 10 0.64 1.46490 0.00000 0.00000
29 2010.02.08 23:37 modify 10 0.64 1.46490 1.46090 1.46550
30 2010.02.08 23:46 t/p 10 0.64 1.46550 1.46090 1.46550 41.39 11737.30
31 2010.02.09 00:17 sell 11 0.64 1.46600 0.00000 0.00000
32 2010.02.09 00:17 modify 11 0.64 1.46600 1.47000 1.46540
33 2010.02.09 11:43 close 11 0.64 1.46600 1.47000 1.46540 0.00 11737.30
34 2010.02.09 22:19 sell 12 0.64 1.46810 0.00000 0.00000
35 2010.02.09 22:19 modify 12 0.64 1.46810 1.47210 1.46750
36 2010.02.09 23:48 close 12 0.64 1.46810 1.47210 1.46750 0.00 11737.30
37 2010.02.10 00:06 sell 13 0.64 1.46850 0.00000 0.00000
38 2010.02.10 00:06 modify 13 0.64 1.46850 1.47250 1.46790
39 2010.02.10 01:55 close 13 0.64 1.46850 1.47250 1.46790 0.00 11737.30
40 2010.02.10 21:41 buy 14 0.64 1.46650 0.00000 0.00000
41 2010.02.10 21:41 modify 14 0.64 1.46650 1.46250 1.46710
42 2010.02.10 23:08 close 14 0.64 1.46660 1.46250 1.46710 6.90 11744.20
43 2010.02.10 23:12 buy 15 0.64 1.46620 0.00000 0.00000
44 2010.02.10 23:12 modify 15 0.64 1.46620 1.46220 1.46680
45 2010.02.10 23:42 close 15 0.64 1.46660 1.46220 1.46680 27.59 11771.79
46 2010.02.11 21:49 sell 16 0.64 1.46620 0.00000 0.00000
47 2010.02.11 21:49 modify 16 0.64 1.46620 1.47020 1.46560
48 2010.02.11 22:13 t/p 16 0.64 1.46560 1.47020 1.46560 41.39 11813.18
49 2010.02.11 23:46 buy 17 0.64 1.46530 0.00000 0.00000
50 2010.02.11 23:46 modify 17 0.64 1.46530 1.46130 1.46590
51 2010.02.12 01:01 close 17 0.64 1.46530 1.46130 1.46590 0.07 11813.25
52 2010.02.16 00:08 sell 18 0.64 1.46570 0.00000 0.00000
53 2010.02.16 00:08 modify 18 0.64 1.46570 1.46970 1.46510
54 2010.02.16 03:24 close 18 0.64 1.46570 1.46970 1.46510 0.00 11813.25
55 2010.02.16 22:01 buy 19 0.64 1.46770 0.00000 0.00000
56 2010.02.16 22:32 close 19 0.64 1.46810 0.00000 0.00000 27.59 11840.84
57 2010.02.16 22:51 buy 20 0.64 1.46740 0.00000 0.00000
58 2010.02.16 23:21 close 20 0.64 1.46780 0.00000 0.00000 27.59 11868.43
59 2010.02.17 00:02 buy 21 0.64 1.46740 0.00000 0.00000
60 2010.02.17 00:02 modify 21 0.64 1.46740 1.46340 1.46800
61 2010.02.17 00:10 t/p 21 0.64 1.46800 1.46340 1.46800 41.38 11909.81
62 2010.02.17 21:32 buy 22 0.64 1.46680 0.00000 0.00000
63 2010.02.17 21:32 modify 22 0.64 1.46680 1.46280 1.46740
64 2010.02.17 22:26 close 22 0.64 1.46720 1.46280 1.46740 27.59 11937.40
65 2010.02.17 23:51 buy 23 0.64 1.46650 0.00000 0.00000
66 2010.02.17 23:51 modify 23 0.64 1.46650 1.46250 1.46710
67 2010.02.18 13:58 close 23 0.64 1.46650 1.46250 1.46710 0.21 11937.61
68 2010.02.18 21:30 sell 24 0.64 1.46730 0.00000 0.00000
69 2010.02.18 21:30 modify 24 0.64 1.46730 1.47130 1.46670
70 2010.02.18 21:31 t/p 24 0.64 1.46670 1.47130 1.46670 41.38 11978.99
71 2010.02.18 21:31 buy 25 0.64 1.46640 0.00000 0.00000
72 2010.02.18 21:31 modify 25 0.64 1.46640 1.46240 1.46700
73 2010.02.18 21:37 t/p 25 0.64 1.46700 1.46240 1.46700 41.38 12020.37
74 2010.02.18 21:37 sell 26 0.64 1.46720 0.00000 0.00000
75 2010.02.18 21:37 modify 26 0.64 1.46720 1.47120 1.46660
76 2010.02.18 21:37 t/p 26 0.64 1.46660 1.47120 1.46660 41.38 12061.75
77 2010.02.18 21:37 buy 27 0.64 1.46640 0.00000 0.00000
78 2010.02.18 21:37 modify 27 0.64 1.46640 1.46240 1.46700
79 2010.02.19 01:42 close 27 0.64 1.46640 1.46240 1.46700 0.07 12061.82
80 2010.02.22 22:03 buy 28 0.64 1.46310 0.00000 0.00000
81 2010.02.22 22:03 modify 28 0.64 1.46310 1.45910 1.46370
82 2010.02.22 23:18 close 28 0.64 1.46310 1.45910 1.46370 0.00 12061.82
83 2010.02.24 00:15 sell 29 0.64 1.46430 0.00000 0.00000
84 2010.02.24 00:15 modify 29 0.64 1.46430 1.46830 1.46370
85 2010.02.24 01:47 close 29 0.64 1.46430 1.46830 1.46370 0.00 12061.82
86 2010.02.24 21:56 sell 30 0.64 1.46380 0.00000 0.00000
87 2010.02.24 22:04 modify 30 0.64 1.46380 1.46780 1.46320
88 2010.02.24 23:12 close 30 0.64 1.46380 1.46780 1.46320 0.00 12061.82
89 2010.02.24 23:14 sell 31 0.64 1.46380 0.00000 0.00000
90 2010.02.24 23:14 modify 31 0.64 1.46380 1.46780 1.46320
91 2010.02.25 00:59 close 31 0.64 1.46370 1.46780 1.46320 -6.14 12055.68
92 2010.02.26 00:07 sell 32 0.64 1.46370 0.00000 0.00000
93 2010.02.26 00:07 modify 32 0.64 1.46370 1.46770 1.46310
94 2010.02.26 01:23 close 32 0.64 1.46370 1.46770 1.46310 0.00 12055.68

 

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