Back Tested Results EUR / CHF 2-2011

EUR/CHF (Euro vs Swiss Franc)

Bars in test 29279 Ticks modelled 24372418 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 35870.00
Total net profit -1081.09 Gross profit 2330.55 Gross loss -3411.64
Profit factor 0.68 Expected payoff -28.45
Absolute drawdown 1478.42 Maximal drawdown 2775.29 (7.47%) Relative drawdown 7.47% (2775.29)
Total trades 38 Short positions (won %) 8 (50.00%) Long positions (won %) 30 (90.00%)
Profit trades (% of total) 31 (81.58%) Loss trades (% of total) 7 (18.42%)
Largest profit trade 125.48 loss trade -836.48
Average profit trade 75.18 loss trade -487.38
Maximum consecutive wins (profit in money) 16 (1275.95) consecutive losses (loss in money) 2 (-1672.96)
Maximal consecutive profit (count of wins) 1275.95 (16) consecutive loss (count of losses) -1672.96 (2)
Average consecutive wins 4 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.02.01 00:00 sell 1 1.92 1.29380 0.00000 0.00000
2 2011.02.01 00:00 modify 1 1.92 1.29380 1.29780 1.29330
3 2011.02.01 00:23 t/p 1 1.92 1.29330 1.29780 1.29330 104.56 35974.56
4 2011.02.01 21:37 buy 2 1.92 1.29360 0.00000 0.00000
5 2011.02.01 21:37 modify 2 1.92 1.29360 1.28960 1.29410
6 2011.02.01 21:45 t/p 2 1.92 1.29410 1.28960 1.29410 104.57 36079.13
7 2011.02.01 21:56 buy 3 1.92 1.29370 0.00000 0.00000
8 2011.02.01 21:57 modify 3 1.92 1.29370 1.28970 1.29420
9 2011.02.01 22:32 close 3 1.92 1.29410 1.28970 1.29420 83.66 36162.79
10 2011.02.01 22:39 buy 4 1.92 1.29350 0.00000 0.00000
11 2011.02.01 22:42 modify 4 1.92 1.29350 1.28950 1.29400
12 2011.02.01 23:10 close 4 1.92 1.29380 1.28950 1.29400 62.74 36225.53
13 2011.02.01 23:12 buy 5 1.92 1.29330 0.00000 0.00000
14 2011.02.01 23:12 modify 5 1.92 1.29330 1.28930 1.29380
15 2011.02.01 23:13 t/p 5 1.92 1.29380 1.28930 1.29380 104.57 36330.10
16 2011.02.01 23:13 buy 6 1.92 1.29330 0.00000 0.00000
17 2011.02.01 23:13 modify 6 1.92 1.29330 1.28930 1.29380
18 2011.02.01 23:14 t/p 6 1.92 1.29380 1.28930 1.29380 104.57 36434.67
19 2011.02.01 23:16 buy 7 1.92 1.29330 0.00000 0.00000
20 2011.02.01 23:16 modify 7 1.92 1.29330 1.28930 1.29380
21 2011.02.01 23:51 close 7 1.92 1.29360 1.28930 1.29380 62.74 36497.41
22 2011.02.02 21:30 buy 8 1.92 1.29830 0.00000 0.00000
23 2011.02.02 21:32 modify 8 1.92 1.29830 1.29430 1.29880
24 2011.02.02 22:45 close 8 1.92 1.29840 1.29430 1.29880 20.92 36518.33
25 2011.02.03 22:00 buy 9 1.92 1.28820 0.00000 0.00000
26 2011.02.03 22:30 close 9 1.92 1.28880 0.00000 0.00000 125.48 36643.81
27 2011.02.03 22:40 buy 10 1.92 1.28870 0.00000 0.00000
28 2011.02.03 22:40 modify 10 1.92 1.28870 1.28470 1.28920
29 2011.02.03 23:27 close 10 1.92 1.28910 1.28470 1.28920 83.66 36727.47
30 2011.02.07 22:01 buy 11 1.92 1.29780 0.00000 0.00000
31 2011.02.07 22:01 modify 11 1.92 1.29780 1.29380 1.29830
32 2011.02.07 22:36 close 11 1.92 1.29820 1.29380 1.29830 83.66 36811.13
33 2011.02.07 22:45 buy 12 1.92 1.29770 0.00000 0.00000
34 2011.02.07 22:49 modify 12 1.92 1.29770 1.29370 1.29820
35 2011.02.07 23:25 close 12 1.92 1.29810 1.29370 1.29820 83.66 36894.79
36 2011.02.07 23:27 buy 13 1.92 1.29760 0.00000 0.00000
37 2011.02.07 23:27 modify 13 1.92 1.29760 1.29360 1.29810
38 2011.02.07 23:33 t/p 13 1.92 1.29810 1.29360 1.29810 104.57 36999.36
39 2011.02.07 23:37 buy 14 1.92 1.29750 0.00000 0.00000
40 2011.02.08 00:07 close 14 1.92 1.29780 0.00000 0.00000 62.95 37062.31
41 2011.02.08 21:54 buy 15 1.92 1.31270 0.00000 0.00000
42 2011.02.08 21:54 modify 15 1.92 1.31270 1.30870 1.31320
43 2011.02.08 23:25 close 15 1.92 1.31270 1.30870 1.31320 0.00 37062.31
44 2011.02.08 23:25 sell 16 1.92 1.31280 0.00000 0.00000
45 2011.02.08 23:55 close 16 1.92 1.31240 0.00000 0.00000 83.64 37145.95
46 2011.02.09 00:06 sell 17 1.92 1.31290 0.00000 0.00000
47 2011.02.09 00:07 modify 17 1.92 1.31290 1.31690 1.31240
48 2011.02.09 08:20 s/l 17 1.92 1.31690 1.31690 1.31240 -836.46 36309.49
49 2011.02.09 22:52 buy 18 1.92 1.31470 0.00000 0.00000
50 2011.02.09 22:52 modify 18 1.92 1.31470 1.31070 1.31520
51 2011.02.10 00:07 close 18 1.92 1.31470 1.31070 1.31520 0.63 36310.12
52 2011.02.10 21:30 buy 19 1.92 1.31820 0.00000 0.00000
53 2011.02.10 21:31 modify 19 1.92 1.31820 1.31420 1.31870
54 2011.02.10 22:49 close 19 1.92 1.31820 1.31420 1.31870 0.00 36310.12
55 2011.02.10 23:08 buy 20 1.92 1.31760 0.00000 0.00000
56 2011.02.10 23:08 modify 20 1.92 1.31760 1.31360 1.31810
57 2011.02.10 23:30 t/p 20 1.92 1.31810 1.31360 1.31810 104.57 36414.69
58 2011.02.14 23:49 sell 21 1.92 1.30890 0.00000 0.00000
59 2011.02.15 00:02 modify 21 1.92 1.30890 1.31290 1.30840
60 2011.02.15 06:54 close 21 1.92 1.30890 1.31290 1.30840 -13.18 36401.50
61 2011.02.15 22:00 buy 22 1.92 1.30380 0.00000 0.00000
62 2011.02.15 22:00 modify 22 1.92 1.30380 1.29980 1.30430
63 2011.02.15 22:12 t/p 22 1.92 1.30430 1.29980 1.30430 104.57 36506.07
64 2011.02.16 23:49 sell 23 1.92 1.30210 0.00000 0.00000
65 2011.02.16 23:49 modify 23 1.92 1.30210 1.30610 1.30160
66 2011.02.17 01:04 close 23 1.92 1.30210 1.30610 1.30160 -39.55 36466.52
67 2011.02.17 22:01 buy 24 1.92 1.29180 0.00000 0.00000
68 2011.02.17 22:33 close 24 1.92 1.29220 0.00000 0.00000 83.65 36550.17
69 2011.02.17 23:34 sell 25 1.92 1.29300 0.00000 0.00000
70 2011.02.17 23:37 modify 25 1.92 1.29300 1.29700 1.29250
71 2011.02.18 02:15 close 25 1.92 1.29300 1.29700 1.29250 -13.18 36536.98
72 2011.02.21 21:30 buy 26 1.92 1.29480 0.00000 0.00000
73 2011.02.21 21:30 modify 26 1.92 1.29480 1.29080 1.29530
74 2011.02.21 22:09 close 26 1.92 1.29520 1.29080 1.29530 83.65 36620.63
75 2011.02.21 22:09 buy 27 1.92 1.29460 0.00000 0.00000
76 2011.02.21 22:41 close 27 1.92 1.29510 0.00000 0.00000 104.56 36725.19
77 2011.02.21 22:50 sell 28 1.92 1.29540 0.00000 0.00000
78 2011.02.21 22:50 modify 28 1.92 1.29540 1.29940 1.29490
79 2011.02.21 23:00 t/p 28 1.92 1.29490 1.29940 1.29490 104.55 36829.74
80 2011.02.21 23:18 buy 29 1.92 1.29460 0.00000 0.00000
81 2011.02.21 23:51 modify 29 1.92 1.29460 1.29060 1.29510
82 2011.02.22 00:45 s/l 29 1.92 1.29060 1.29060 1.29510 -836.30 35993.44
83 2011.02.22 22:01 buy 30 1.92 1.28130 0.00000 0.00000
84 2011.02.22 22:01 modify 30 1.92 1.28130 1.27730 1.28180
85 2011.02.22 23:11 close 30 1.92 1.28160 1.27730 1.28180 62.74 36056.18
86 2011.02.22 23:30 sell 31 1.92 1.28230 0.00000 0.00000
87 2011.02.22 23:55 modify 31 1.92 1.28230 1.28630 1.28180
88 2011.02.23 03:08 close 31 1.92 1.28220 1.28630 1.28180 7.73 36063.91
89 2011.02.23 21:57 buy 32 1.92 1.28290 0.00000 0.00000
90 2011.02.23 21:59 modify 32 1.92 1.28290 1.27890 1.28340
91 2011.02.23 23:29 close 32 1.92 1.28290 1.27890 1.28340 0.00 36063.91
92 2011.02.23 23:37 buy 33 1.92 1.28240 0.00000 0.00000
93 2011.02.23 23:37 modify 33 1.92 1.28240 1.27840 1.28290
94 2011.02.23 23:46 t/p 33 1.92 1.28290 1.27840 1.28290 104.56 36168.47
95 2011.02.23 23:53 buy 34 1.92 1.28240 0.00000 0.00000
96 2011.02.23 23:53 modify 34 1.92 1.28240 1.27840 1.28290
97 2011.02.24 00:05 t/p 34 1.92 1.28290 1.27840 1.28290 105.19 36273.66
98 2011.02.24 00:18 buy 35 1.92 1.28240 0.00000 0.00000
99 2011.02.24 00:18 modify 35 1.92 1.28240 1.27840 1.28290
100 2011.02.24 00:53 s/l 35 1.92 1.27840 1.27840 1.28290 -836.48 35437.18
101 2011.02.24 21:47 buy 36 1.92 1.27790 0.00000 0.00000
102 2011.02.24 22:07 modify 36 1.92 1.27790 1.27390 1.27840
103 2011.02.24 22:16 s/l 36 1.92 1.27390 1.27390 1.27840 -836.48 34600.70
104 2011.02.24 22:16 buy 37 1.92 1.27410 0.00000 0.00000
105 2011.02.24 22:16 modify 37 1.92 1.27410 1.27010 1.27460
106 2011.02.24 22:16 t/p 37 1.92 1.27460 1.27010 1.27460 104.56 34705.26
107 2011.02.24 22:17 buy 38 1.92 1.27780 0.00000 0.00000
108 2011.02.24 22:17 modify 38 1.92 1.27780 1.27380 1.27830
109 2011.02.24 23:15 close 38 1.92 1.27820 1.27380 1.27830 83.65 34788.91

 

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