Back Tested Results EUR / CHF 3-2010

EUR/CHF (Euro vs Swiss Franc)

Bars in test 28993 Ticks modelled 18341226 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 14597.00
Total net profit -228.56 Gross profit 183.86 Gross loss -412.42
Profit factor 0.45 Expected payoff -11.43
Absolute drawdown 303.95 Maximal drawdown 450.32 (3.05%) Relative drawdown 3.05% (450.32)
Total trades 20 Short positions (won %) 11 (45.45%) Long positions (won %) 9 (100.00%)
Profit trades (% of total) 14 (70.00%) Loss trades (% of total) 6 (30.00%)
Largest profit trade 36.03 loss trade -360.33
Average profit trade 13.13 loss trade -68.74
Maximum consecutive wins (profit in money) 8 (72.15) consecutive losses (loss in money) 1 (-360.33)
Maximal consecutive profit (count of wins) 72.15 (8) consecutive loss (count of losses) -360.33 (1)
Average consecutive wins 3 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.03.01 23:59 sell 1 0.84 1.46380 0.00000 0.00000
2 2010.03.01 23:59 modify 1 0.84 1.46380 1.46780 1.46180
3 2010.03.02 01:14 close 1 0.84 1.46380 1.46780 1.46180 -5.68 14591.32
4 2010.03.03 00:04 sell 2 0.84 1.46350 0.00000 0.00000
5 2010.03.03 00:04 modify 2 0.84 1.46350 1.46750 1.46150
6 2010.03.03 01:42 close 2 0.84 1.46350 1.46750 1.46150 0.00 14591.32
7 2010.03.03 21:40 buy 3 0.84 1.46250 0.00000 0.00000
8 2010.03.03 21:40 modify 3 0.84 1.46250 1.45850 1.46450
9 2010.03.03 22:28 close 3 0.84 1.46280 1.45850 1.46450 27.03 14618.35
10 2010.03.03 23:06 sell 4 0.84 1.46310 0.00000 0.00000
11 2010.03.03 23:06 modify 4 0.84 1.46310 1.46710 1.46110
12 2010.03.04 00:21 close 4 0.84 1.46310 1.46710 1.46110 -17.03 14601.32
13 2010.03.10 23:48 buy 5 0.84 1.46080 0.00000 0.00000
14 2010.03.10 23:48 modify 5 0.84 1.46080 1.45680 1.46280
15 2010.03.11 00:18 close 5 0.84 1.46110 1.45680 1.46280 27.30 14628.62
16 2010.03.11 23:32 sell 6 0.84 1.46200 0.00000 0.00000
17 2010.03.11 23:32 modify 6 0.84 1.46200 1.46600 1.46000
18 2010.03.12 05:30 close 6 0.84 1.46200 1.46600 1.46000 -5.68 14622.94
19 2010.03.16 00:05 buy 7 0.84 1.45200 0.00000 0.00000
20 2010.03.16 00:05 modify 7 0.84 1.45200 1.44800 1.45400
21 2010.03.16 01:54 close 7 0.84 1.45200 1.44800 1.45400 0.00 14622.94
22 2010.03.16 23:37 sell 8 0.84 1.45270 0.00000 0.00000
23 2010.03.16 23:37 modify 8 0.84 1.45270 1.45670 1.45070
24 2010.03.17 07:37 close 8 0.84 1.45270 1.45670 1.45070 -5.68 14617.26
25 2010.03.18 21:42 buy 9 0.84 1.43930 0.00000 0.00000
26 2010.03.18 21:42 modify 9 0.84 1.43930 1.43530 1.44130
27 2010.03.18 22:57 close 9 0.84 1.43930 1.43530 1.44130 0.00 14617.26
28 2010.03.22 21:32 sell 10 0.84 1.43480 0.00000 0.00000
29 2010.03.22 21:32 modify 10 0.84 1.43480 1.43880 1.43280
30 2010.03.22 22:41 close 10 0.84 1.43450 1.43880 1.43280 27.03 14644.29
31 2010.03.23 00:12 sell 11 0.84 1.43520 0.00000 0.00000
32 2010.03.23 00:12 modify 11 0.84 1.43520 1.43920 1.43320
33 2010.03.23 00:45 close 11 0.84 1.43480 1.43920 1.43320 36.03 14680.32
34 2010.03.23 21:36 buy 12 0.84 1.42700 0.00000 0.00000
35 2010.03.23 21:36 modify 12 0.84 1.42700 1.42300 1.42900
36 2010.03.23 22:51 close 12 0.84 1.42710 1.42300 1.42900 9.00 14689.32
37 2010.03.23 23:10 buy 13 0.84 1.42680 0.00000 0.00000
38 2010.03.23 23:10 modify 13 0.84 1.42680 1.42280 1.42880
39 2010.03.24 08:03 close 13 0.84 1.42680 1.42280 1.42880 0.09 14689.41
40 2010.03.24 21:30 buy 14 0.84 1.42890 0.00000 0.00000
41 2010.03.24 21:30 modify 14 0.84 1.42890 1.42490 1.43090
42 2010.03.24 22:55 close 14 0.84 1.42890 1.42490 1.43090 0.00 14689.41
43 2010.03.25 00:18 buy 15 0.84 1.42840 0.00000 0.00000
44 2010.03.25 00:18 modify 15 0.84 1.42840 1.42440 1.43040
45 2010.03.25 04:56 close 15 0.84 1.42840 1.42440 1.43040 0.00 14689.41
46 2010.03.25 22:03 buy 16 0.84 1.42570 0.00000 0.00000
47 2010.03.25 22:03 modify 16 0.84 1.42570 1.42170 1.42770
48 2010.03.25 23:21 close 16 0.84 1.42570 1.42170 1.42770 0.00 14689.41
49 2010.03.26 00:11 sell 17 0.84 1.42690 0.00000 0.00000
50 2010.03.26 00:11 modify 17 0.84 1.42690 1.43090 1.42490
51 2010.03.26 09:32 s/l 17 0.84 1.43090 1.43090 1.42490 -360.33 14329.08
52 2010.03.29 21:35 sell 18 0.84 1.43250 0.00000 0.00000
53 2010.03.29 21:35 modify 18 0.84 1.43250 1.43650 1.43050
54 2010.03.29 22:21 close 18 0.84 1.43220 1.43650 1.43050 27.03 14356.11
55 2010.03.29 23:34 sell 19 0.84 1.43260 0.00000 0.00000
56 2010.03.29 23:34 modify 19 0.84 1.43260 1.43660 1.43060
57 2010.03.30 00:25 close 19 0.84 1.43220 1.43660 1.43060 30.35 14386.46
58 2010.03.30 23:12 sell 20 0.84 1.43110 0.00000 0.00000
59 2010.03.30 23:12 modify 20 0.84 1.43110 1.43510 1.42910
60 2010.03.30 23:59 close at stop 20 0.84 1.43130 1.43510 1.42910 -18.02 14368.44

 

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