Back Tested Results EUR / CHF 4-2010

EUR/CHF (Euro vs Swiss Franc)

Bars in test 28993 Ticks modelled 18341226 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 14869.00
Total net profit -164.45 Gross profit 196.69 Gross loss -361.15
Profit factor 0.54 Expected payoff -8.22
Absolute drawdown 381.28 Maximal drawdown 423.74 (2.84%) Relative drawdown 2.84% (423.74)
Total trades 20 Short positions (won %) 11 (81.82%) Long positions (won %) 9 (88.89%)
Profit trades (% of total) 17 (85.00%) Loss trades (% of total) 3 (15.00%)
Largest profit trade 33.98 loss trade -339.74
Average profit trade 11.57 loss trade -120.38
Maximum consecutive wins (profit in money) 12 (190.41) consecutive losses (loss in money) 1 (-339.74)
Maximal consecutive profit (count of wins) 190.41 (12) consecutive loss (count of losses) -339.74 (1)
Average consecutive wins 6 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.04.01 22:22 sell 1 0.78 1.43250 0.00000 0.00000
2 2010.04.01 22:22 modify 1 0.78 1.43250 1.43650 1.43050
3 2010.04.02 00:00 close 1 0.78 1.43250 1.43650 1.43050 -5.35 14863.65
4 2010.04.05 21:40 sell 2 0.78 1.43240 0.00000 0.00000
5 2010.04.05 21:40 modify 2 0.78 1.43240 1.43640 1.43040
6 2010.04.06 00:20 close 2 0.78 1.43230 1.43640 1.43040 3.14 14866.79
7 2010.04.07 21:57 buy 3 0.78 1.43270 0.00000 0.00000
8 2010.04.07 21:57 modify 3 0.78 1.43270 1.42870 1.43470
9 2010.04.07 23:20 close 3 0.78 1.43270 1.42870 1.43470 0.00 14866.79
10 2010.04.08 00:02 sell 4 0.78 1.43290 0.00000 0.00000
11 2010.04.08 00:02 modify 4 0.78 1.43290 1.43690 1.43090
12 2010.04.08 02:43 close 4 0.78 1.43290 1.43690 1.43090 0.00 14866.79
13 2010.04.08 23:34 sell 5 0.78 1.43380 0.00000 0.00000
14 2010.04.08 23:34 modify 5 0.78 1.43380 1.43780 1.43180
15 2010.04.09 02:14 close 5 0.78 1.43370 1.43780 1.43180 3.14 14869.93
16 2010.04.13 00:01 buy 6 0.78 1.43980 0.00000 0.00000
17 2010.04.13 00:01 modify 6 0.78 1.43980 1.43580 1.44180
18 2010.04.13 14:35 s/l 6 0.78 1.43580 1.43580 1.44180 -339.74 14530.19
19 2010.04.13 21:39 sell 7 0.78 1.43510 0.00000 0.00000
20 2010.04.13 21:39 modify 7 0.78 1.43510 1.43910 1.43310
21 2010.04.13 23:03 close 7 0.78 1.43500 1.43910 1.43310 8.49 14538.68
22 2010.04.14 21:56 sell 8 0.78 1.43660 0.00000 0.00000
23 2010.04.14 21:56 modify 8 0.78 1.43660 1.44060 1.43460
24 2010.04.14 22:26 close 8 0.78 1.43620 1.44060 1.43460 33.97 14572.65
25 2010.04.14 22:42 buy 9 0.78 1.43580 0.00000 0.00000
26 2010.04.14 22:42 modify 9 0.78 1.43580 1.43180 1.43780
27 2010.04.14 23:59 close 9 0.78 1.43580 1.43180 1.43780 0.00 14572.65
28 2010.04.15 00:16 sell 10 0.78 1.43630 0.00000 0.00000
29 2010.04.15 00:16 modify 10 0.78 1.43630 1.44030 1.43430
30 2010.04.15 00:58 close 10 0.78 1.43600 1.44030 1.43430 25.48 14598.13
31 2010.04.15 23:11 sell 11 0.78 1.43420 0.00000 0.00000
32 2010.04.15 23:11 modify 11 0.78 1.43420 1.43820 1.43220
33 2010.04.16 00:26 close 11 0.78 1.43390 1.43820 1.43220 20.13 14618.25
34 2010.04.20 23:24 buy 12 0.78 1.43530 0.00000 0.00000
35 2010.04.20 23:24 modify 12 0.78 1.43530 1.43130 1.43730
36 2010.04.21 04:55 close 12 0.78 1.43530 1.43130 1.43730 0.08 14618.34
37 2010.04.21 21:48 buy 13 0.78 1.43300 0.00000 0.00000
38 2010.04.21 21:48 modify 13 0.78 1.43300 1.42900 1.43500
39 2010.04.22 08:59 close 13 0.78 1.43300 1.42900 1.43500 0.25 14618.59
40 2010.04.22 21:33 buy 14 0.78 1.43290 0.00000 0.00000
41 2010.04.22 21:33 modify 14 0.78 1.43290 1.42890 1.43490
42 2010.04.22 22:48 close 14 0.78 1.43290 1.42890 1.43490 0.00 14618.59
43 2010.04.22 23:11 buy 15 0.78 1.43260 0.00000 0.00000
44 2010.04.22 23:11 modify 15 0.78 1.43260 1.42860 1.43460
45 2010.04.23 00:26 close 15 0.78 1.43260 1.42860 1.43460 0.08 14618.68
46 2010.04.26 21:32 buy 16 0.78 1.43520 0.00000 0.00000
47 2010.04.26 21:32 modify 16 0.78 1.43520 1.43120 1.43720
48 2010.04.26 22:31 close 16 0.78 1.43560 1.43120 1.43720 33.97 14652.65
49 2010.04.28 21:31 sell 17 0.78 1.43370 0.00000 0.00000
50 2010.04.28 21:31 modify 17 0.78 1.43370 1.43770 1.43170
51 2010.04.28 22:12 close 17 0.78 1.43330 1.43770 1.43170 33.97 14686.62
52 2010.04.28 22:13 buy 18 0.78 1.43320 0.00000 0.00000
53 2010.04.28 22:13 modify 18 0.78 1.43320 1.42920 1.43520
54 2010.04.28 22:55 close 18 0.78 1.43360 1.42920 1.43520 33.98 14720.60
55 2010.04.28 23:49 sell 19 0.78 1.43370 0.00000 0.00000
56 2010.04.28 23:49 modify 19 0.78 1.43370 1.43770 1.43170
57 2010.04.29 01:13 close 19 0.78 1.43370 1.43770 1.43170 -16.05 14704.55
58 2010.04.29 22:02 sell 20 0.78 1.43460 0.00000 0.00000
59 2010.04.29 22:02 modify 20 0.78 1.43460 1.43860 1.43260
60 2010.04.29 23:17 close 20 0.78 1.43460 1.43860 1.43260 0.00 14704.55

 

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