Back Tested Results EUR / CHF 3-2011

EUR/CHF (Euro vs Swiss Franc)

Bars in test 29279 Ticks modelled 24372418 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 37612.00
Total net profit -769.74 Gross profit 2031.27 Gross loss -2801.01
Profit factor 0.73 Expected payoff -19.74
Absolute drawdown 1379.81 Maximal drawdown 1804.67 (4.74%) Relative drawdown 4.74% (1804.67)
Total trades 39 Short positions (won %) 15 (80.00%) Long positions (won %) 24 (91.67%)
Profit trades (% of total) 34 (87.18%) Loss trades (% of total) 5 (12.82%)
Largest profit trade 370.25 loss trade -871.08
Average profit trade 59.74 loss trade -560.20
Maximum consecutive wins (profit in money) 14 (626.34) consecutive losses (loss in money) 1 (-871.08)
Maximal consecutive profit (count of wins) 661.43 (6) consecutive loss (count of losses) -871.08 (1)
Average consecutive wins 7 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.03.01 00:00 sell 1 1.99 1.28390 0.00000 0.00000
2 2011.03.01 00:11 modify 1 1.99 1.28390 1.28790 1.28370
3 2011.03.01 01:40 close 1 1.99 1.28390 1.28790 1.28370 0.00 37612.00
4 2011.03.01 21:30 buy 2 1.99 1.28050 0.00000 0.00000
5 2011.03.01 21:31 modify 2 1.99 1.28050 1.27650 1.28070
6 2011.03.02 03:02 s/l 2 1.99 1.27650 1.27650 1.28070 -870.96 36741.04
7 2011.03.02 22:00 buy 3 1.99 1.28050 0.00000 0.00000
8 2011.03.02 23:15 close 3 1.99 1.28070 0.00000 0.00000 43.56 36784.60
9 2011.03.03 21:30 sell 4 1.99 1.30130 0.00000 0.00000
10 2011.03.03 21:38 modify 4 1.99 1.30130 1.30530 1.30110
11 2011.03.03 21:49 t/p 4 1.99 1.30110 1.30530 1.30110 43.56 36828.16
12 2011.03.03 21:53 sell 5 1.99 1.30130 0.00000 0.00000
13 2011.03.03 22:41 close 5 1.99 1.30090 0.00000 0.00000 87.11 36915.27
14 2011.03.03 22:41 buy 6 1.99 1.30080 0.00000 0.00000
15 2011.03.03 23:12 close 6 1.99 1.30120 0.00000 0.00000 87.12 37002.39
16 2011.03.03 23:42 sell 7 1.99 1.30160 0.00000 0.00000
17 2011.03.04 00:12 close 7 1.99 1.30130 0.00000 0.00000 51.60 37053.99
18 2011.03.07 22:45 sell 8 1.99 1.29450 0.00000 0.00000
19 2011.03.07 23:15 close 8 1.99 1.29410 0.00000 0.00000 87.10 37141.09
20 2011.03.07 23:16 buy 9 1.99 1.29400 0.00000 0.00000
21 2011.03.08 00:08 close 9 1.99 1.29440 0.00000 0.00000 87.34 37228.43
22 2011.03.08 21:34 buy 10 1.99 1.30030 0.00000 0.00000
23 2011.03.08 22:49 close 10 1.99 1.30030 0.00000 0.00000 0.00 37228.43
24 2011.03.08 23:41 buy 11 1.99 1.30000 0.00000 0.00000
25 2011.03.09 00:06 modify 11 1.99 1.30000 1.29600 1.30020
26 2011.03.09 02:23 close 11 1.99 1.30000 1.29600 1.30020 0.22 37228.65
27 2011.03.09 22:10 buy 12 1.99 1.29250 0.00000 0.00000
28 2011.03.09 22:46 close 12 1.99 1.29300 0.00000 0.00000 108.90 37337.55
29 2011.03.11 00:00 sell 13 1.99 1.28660 0.00000 0.00000
30 2011.03.11 00:25 modify 13 1.99 1.28660 1.29060 1.28640
31 2011.03.11 02:57 close 13 1.99 1.28660 1.29060 1.28640 0.00 37337.55
32 2011.03.14 21:31 buy 14 1.99 1.29320 0.00000 0.00000
33 2011.03.14 21:52 modify 14 1.99 1.29320 1.28920 1.29340
34 2011.03.14 23:00 close 14 1.99 1.29320 1.28920 1.29340 0.00 37337.55
35 2011.03.14 23:49 sell 15 1.99 1.29370 0.00000 0.00000
36 2011.03.14 23:53 modify 15 1.99 1.29370 1.29770 1.29350
37 2011.03.15 00:46 t/p 15 1.99 1.29350 1.29770 1.29350 29.83 37367.38
38 2011.03.15 21:30 buy 16 1.99 1.28280 0.00000 0.00000
39 2011.03.15 22:08 modify 16 1.99 1.28280 1.27880 1.28300
40 2011.03.15 23:29 close 16 1.99 1.28280 1.27880 1.28300 0.00 37367.38
41 2011.03.15 23:46 sell 17 1.99 1.28330 0.00000 0.00000
42 2011.03.15 23:48 modify 17 1.99 1.28330 1.28730 1.28310
43 2011.03.16 01:03 close 17 1.99 1.28330 1.28730 1.28310 -13.73 37353.65
44 2011.03.16 22:00 buy 18 1.99 1.25200 0.00000 0.00000
45 2011.03.16 22:01 modify 18 1.99 1.25200 1.24800 1.25220
46 2011.03.16 22:04 t/p 18 1.99 1.25220 1.24800 1.25220 43.56 37397.21
47 2011.03.17 21:46 buy 19 1.99 1.25950 0.00000 0.00000
48 2011.03.17 22:16 close 19 1.99 1.26010 0.00000 0.00000 130.68 37527.89
49 2011.03.17 22:38 buy 20 1.99 1.25930 0.00000 0.00000
50 2011.03.17 22:39 modify 20 1.99 1.25930 1.25530 1.25950
51 2011.03.17 22:42 t/p 20 1.99 1.25950 1.25530 1.25950 43.56 37571.45
52 2011.03.17 22:43 buy 21 1.99 1.25930 0.00000 0.00000
53 2011.03.17 22:56 modify 21 1.99 1.25930 1.25530 1.25950
54 2011.03.17 23:21 t/p 21 1.99 1.25950 1.25530 1.25950 43.56 37615.01
55 2011.03.17 23:22 buy 22 1.99 1.25910 0.00000 0.00000
56 2011.03.17 23:52 close 22 1.99 1.26080 0.00000 0.00000 370.25 37985.26
57 2011.03.17 23:55 sell 23 1.99 1.26150 0.00000 0.00000
58 2011.03.17 23:57 modify 23 1.99 1.26150 1.26550 1.26130
59 2011.03.18 00:01 t/p 23 1.99 1.26130 1.26550 1.26130 29.82 38015.08
60 2011.03.18 00:01 sell 24 1.99 1.26210 0.00000 0.00000
61 2011.03.18 00:01 modify 24 1.99 1.26210 1.26610 1.26190
62 2011.03.18 00:05 s/l 24 1.99 1.26610 1.26610 1.26190 -871.08 37144.00
63 2011.03.21 22:00 buy 25 1.99 1.28650 0.00000 0.00000
64 2011.03.21 22:30 close 25 1.99 1.28690 0.00000 0.00000 87.11 37231.11
65 2011.03.21 23:24 buy 26 1.99 1.28650 0.00000 0.00000
66 2011.03.22 00:00 close 26 1.99 1.28690 0.00000 0.00000 87.33 37318.44
67 2011.03.22 00:02 sell 27 1.99 1.28720 0.00000 0.00000
68 2011.03.22 00:16 modify 27 1.99 1.28720 1.29120 1.28700
69 2011.03.22 00:27 t/p 27 1.99 1.28700 1.29120 1.28700 43.55 37361.99
70 2011.03.22 21:32 buy 28 1.99 1.28240 0.00000 0.00000
71 2011.03.22 22:02 close 28 1.99 1.28290 0.00000 0.00000 108.90 37470.89
72 2011.03.22 22:59 buy 29 1.99 1.28220 0.00000 0.00000
73 2011.03.22 23:30 modify 29 1.99 1.28220 1.27820 1.28240
74 2011.03.23 07:21 s/l 29 1.99 1.27820 1.27820 1.28240 -871.02 36599.87
75 2011.03.23 21:30 buy 30 1.99 1.27950 0.00000 0.00000
76 2011.03.23 22:00 close 30 1.99 1.27990 0.00000 0.00000 87.12 36686.99
77 2011.03.23 23:41 sell 31 1.99 1.28130 0.00000 0.00000
78 2011.03.24 00:12 close 31 1.99 1.28090 0.00000 0.00000 45.93 36732.91
79 2011.03.24 21:32 buy 32 1.99 1.28750 0.00000 0.00000
80 2011.03.24 21:46 modify 32 1.99 1.28750 1.28350 1.28770
81 2011.03.24 22:53 close 32 1.99 1.28750 1.28350 1.28770 0.00 36732.91
82 2011.03.24 23:03 buy 33 1.99 1.28700 0.00000 0.00000
83 2011.03.24 23:14 modify 33 1.99 1.28700 1.28300 1.28720
84 2011.03.24 23:37 t/p 33 1.99 1.28720 1.28300 1.28720 43.56 36776.47
85 2011.03.28 21:30 buy 34 1.99 1.29120 0.00000 0.00000
86 2011.03.28 22:29 modify 34 1.99 1.29120 1.28720 1.29140
87 2011.03.29 05:21 close 34 1.99 1.29120 1.28720 1.29140 0.22 36776.69
88 2011.03.29 22:40 sell 35 1.99 1.29910 0.00000 0.00000
89 2011.03.29 23:55 close 35 1.99 1.29910 0.00000 0.00000 0.00 36776.69
90 2011.03.29 23:57 buy 36 1.99 1.29860 0.00000 0.00000
91 2011.03.30 00:27 close 36 1.99 1.29900 0.00000 0.00000 87.34 36864.03
92 2011.03.30 21:42 buy 37 1.99 1.29730 0.00000 0.00000
93 2011.03.30 22:12 close 37 1.99 1.29760 0.00000 0.00000 65.34 36929.37
94 2011.03.30 22:37 sell 38 1.99 1.29800 0.00000 0.00000
95 2011.03.30 23:07 close 38 1.99 1.29760 0.00000 0.00000 87.11 37016.48
96 2011.03.30 23:49 sell 39 1.99 1.29810 0.00000 0.00000
97 2011.03.30 23:57 modify 39 1.99 1.29810 1.30210 1.29790
98 2011.03.30 23:59 close at stop 39 1.99 1.29890 1.30210 1.29790 -174.22 36842.26

 

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