Back Tested Results EUR / CHF 7-2011

EUR/CHF (Euro vs Swiss Franc)

Bars in test 29279 Ticks modelled 24372418 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 46407.00
Total net profit 980.84 Gross profit 4918.80 Gross loss -3937.96
Profit factor 1.25 Expected payoff 19.62
Absolute drawdown 1804.25 Maximal drawdown 2741.47 (5.79%) Relative drawdown 5.79% (2741.47)
Total trades 50 Short positions (won %) 20 (85.00%) Long positions (won %) 30 (93.33%)
Profit trades (% of total) 45 (90.00%) Loss trades (% of total) 5 (10.00%)
Largest profit trade 147.25 loss trade -992.17
Average profit trade 109.31 loss trade -787.59
Maximum consecutive wins (profit in money) 18 (2320.05) consecutive losses (loss in money) 2 (-992.29)
Maximal consecutive profit (count of wins) 2320.05 (18) consecutive loss (count of losses) -992.29 (2)
Average consecutive wins 9 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.07.04 23:33 sell 1 2.24 1.23340 0.00000 0.00000
2 2011.07.04 23:33 modify 1 2.24 1.23340 1.23740 1.23280
3 2011.07.05 00:14 close 1 2.24 1.23300 1.23740 1.23280 82.28 46489.28
4 2011.07.05 00:18 buy 2 2.24 1.23260 0.00000 0.00000
5 2011.07.05 00:18 modify 2 2.24 1.23260 1.22860 1.23320
6 2011.07.05 01:18 close 2 2.24 1.23300 1.22860 1.23320 97.68 46586.96
7 2011.07.05 22:43 buy 3 2.24 1.21270 0.00000 0.00000
8 2011.07.05 22:43 modify 3 2.24 1.21270 1.20870 1.21330
9 2011.07.05 23:19 close 3 2.24 1.21300 1.20870 1.21330 73.26 46660.22
10 2011.07.06 00:16 sell 4 2.24 1.21390 0.00000 0.00000
11 2011.07.06 00:17 modify 4 2.24 1.21390 1.21790 1.21330
12 2011.07.06 00:25 t/p 4 2.24 1.21330 1.21790 1.21330 146.51 46806.73
13 2011.07.06 22:00 sell 5 2.24 1.20230 0.00000 0.00000
14 2011.07.06 22:00 modify 5 2.24 1.20230 1.20630 1.20170
15 2011.07.06 22:25 t/p 5 2.24 1.20170 1.20630 1.20170 146.51 46953.24
16 2011.07.06 23:00 sell 6 2.24 1.20310 0.00000 0.00000
17 2011.07.06 23:00 modify 6 2.24 1.20310 1.20710 1.20250
18 2011.07.06 23:30 close 6 2.24 1.20260 1.20710 1.20250 122.10 47075.34
19 2011.07.07 00:00 sell 7 2.24 1.20340 0.00000 0.00000
20 2011.07.07 00:00 modify 7 2.24 1.20340 1.20740 1.20280
21 2011.07.07 00:07 t/p 7 2.24 1.20280 1.20740 1.20280 146.52 47221.86
22 2011.07.07 22:00 sell 8 2.24 1.21320 0.00000 0.00000
23 2011.07.07 22:00 modify 8 2.24 1.21320 1.21720 1.21260
24 2011.07.07 23:47 close 8 2.24 1.21320 1.21720 1.21260 0.00 47221.86
25 2011.07.07 23:50 buy 9 2.24 1.21290 0.00000 0.00000
26 2011.07.07 23:50 modify 9 2.24 1.21290 1.20890 1.21350
27 2011.07.08 06:07 close 9 2.24 1.21290 1.20890 1.21350 0.24 47222.11
28 2011.07.11 21:33 sell 10 2.24 1.17290 0.00000 0.00000
29 2011.07.11 21:33 modify 10 2.24 1.17290 1.17690 1.17230
30 2011.07.12 00:14 close 10 2.24 1.17290 1.17690 1.17230 -15.40 47206.71
31 2011.07.12 00:14 buy 11 2.24 1.17290 0.00000 0.00000
32 2011.07.12 00:14 modify 11 2.24 1.17290 1.16890 1.17350
33 2011.07.12 01:34 s/l 11 2.24 1.16890 1.16890 1.17350 -976.89 46229.82
34 2011.07.12 21:30 buy 12 2.24 1.15900 0.00000 0.00000
35 2011.07.12 21:30 modify 12 2.24 1.15900 1.15500 1.15960
36 2011.07.12 22:00 close 12 2.24 1.15940 1.15500 1.15960 97.68 46327.50
37 2011.07.12 22:07 buy 13 2.24 1.15970 0.00000 0.00000
38 2011.07.12 22:07 modify 13 2.24 1.15970 1.15570 1.16030
39 2011.07.12 22:40 t/p 13 2.24 1.16030 1.15570 1.16030 146.53 46474.03
40 2011.07.12 23:03 sell 14 2.24 1.16200 0.00000 0.00000
41 2011.07.12 23:03 modify 14 2.24 1.16200 1.16600 1.16140
42 2011.07.13 00:17 s/l 14 2.24 1.16600 1.16600 1.16140 -992.17 45481.87
43 2011.07.13 21:30 buy 15 2.24 1.15240 0.00000 0.00000
44 2011.07.13 21:30 modify 15 2.24 1.15240 1.14840 1.15300
45 2011.07.13 21:30 t/p 15 2.24 1.15300 1.14840 1.15300 146.52 45628.39
46 2011.07.13 22:05 buy 16 2.24 1.15360 0.00000 0.00000
47 2011.07.13 22:05 modify 16 2.24 1.15360 1.14960 1.15420
48 2011.07.13 22:06 t/p 16 2.24 1.15420 1.14960 1.15420 146.52 45774.91
49 2011.07.13 22:06 buy 17 2.24 1.15460 0.00000 0.00000
50 2011.07.13 22:06 modify 17 2.24 1.15460 1.15060 1.15520
51 2011.07.13 22:17 s/l 17 2.24 1.15060 1.15060 1.15520 -976.80 44798.11
52 2011.07.13 22:17 buy 18 2.24 1.15090 0.00000 0.00000
53 2011.07.13 22:17 modify 18 2.24 1.15090 1.14690 1.15150
54 2011.07.13 22:17 t/p 18 2.24 1.15150 1.14690 1.15150 146.52 44944.63
55 2011.07.13 22:30 buy 19 2.24 1.15380 0.00000 0.00000
56 2011.07.13 22:33 modify 19 2.24 1.15380 1.14980 1.15440
57 2011.07.13 22:48 t/p 19 2.24 1.15440 1.14980 1.15440 146.52 45091.15
58 2011.07.13 23:52 sell 20 2.24 1.15670 0.00000 0.00000
59 2011.07.13 23:52 modify 20 2.24 1.15670 1.16070 1.15610
60 2011.07.13 23:54 t/p 20 2.24 1.15610 1.16070 1.15610 146.51 45237.66
61 2011.07.14 00:05 sell 21 2.24 1.15650 0.00000 0.00000
62 2011.07.14 00:05 modify 21 2.24 1.15650 1.16050 1.15590
63 2011.07.14 00:14 t/p 21 2.24 1.15590 1.16050 1.15590 146.50 45384.16
64 2011.07.14 00:18 sell 22 2.24 1.15660 0.00000 0.00000
65 2011.07.14 00:18 modify 22 2.24 1.15660 1.16060 1.15600
66 2011.07.14 00:36 t/p 22 2.24 1.15600 1.16060 1.15600 146.51 45530.67
67 2011.07.14 21:30 buy 23 2.24 1.15380 0.00000 0.00000
68 2011.07.14 21:30 modify 23 2.24 1.15380 1.14980 1.15440
69 2011.07.14 22:09 close 23 2.24 1.15420 1.14980 1.15440 97.68 45628.35
70 2011.07.14 22:26 buy 24 2.24 1.15370 0.00000 0.00000
71 2011.07.14 22:26 modify 24 2.24 1.15370 1.14970 1.15430
72 2011.07.14 22:47 t/p 24 2.24 1.15430 1.14970 1.15430 146.52 45774.87
73 2011.07.14 23:36 sell 25 2.24 1.15510 0.00000 0.00000
74 2011.07.14 23:36 modify 25 2.24 1.15510 1.15910 1.15450
75 2011.07.14 23:39 t/p 25 2.24 1.15450 1.15910 1.15450 146.51 45921.38
76 2011.07.14 23:39 buy 26 2.24 1.15360 0.00000 0.00000
77 2011.07.14 23:39 modify 26 2.24 1.15360 1.14960 1.15420
78 2011.07.15 00:29 close 26 2.24 1.15410 1.14960 1.15420 122.34 46043.72
79 2011.07.18 22:13 buy 27 2.24 1.15340 0.00000 0.00000
80 2011.07.18 22:13 modify 27 2.24 1.15340 1.14940 1.15400
81 2011.07.18 23:06 close 27 2.24 1.15380 1.14940 1.15400 97.68 46141.40
82 2011.07.19 00:09 buy 28 2.24 1.15330 0.00000 0.00000
83 2011.07.19 00:09 modify 28 2.24 1.15330 1.14930 1.15390
84 2011.07.19 01:37 close 28 2.24 1.15330 1.14930 1.15390 0.00 46141.40
85 2011.07.19 21:36 sell 29 2.24 1.16690 0.00000 0.00000
86 2011.07.19 21:36 modify 29 2.24 1.16690 1.17090 1.16630
87 2011.07.19 21:44 t/p 29 2.24 1.16630 1.17090 1.16630 146.50 46287.90
88 2011.07.19 21:48 buy 30 2.24 1.16570 0.00000 0.00000
89 2011.07.19 21:48 modify 30 2.24 1.16570 1.16170 1.16630
90 2011.07.19 21:51 t/p 30 2.24 1.16630 1.16170 1.16630 146.52 46434.42
91 2011.07.19 21:51 buy 31 2.24 1.16580 0.00000 0.00000
92 2011.07.19 21:52 modify 31 2.24 1.16580 1.16180 1.16640
93 2011.07.19 21:52 t/p 31 2.24 1.16640 1.16180 1.16640 146.52 46580.94
94 2011.07.19 22:08 sell 32 2.24 1.16730 0.00000 0.00000
95 2011.07.19 22:24 modify 32 2.24 1.16730 1.17130 1.16670
96 2011.07.19 23:17 close 32 2.24 1.16690 1.17130 1.16670 97.68 46678.62
97 2011.07.19 23:21 buy 33 2.24 1.16660 0.00000 0.00000
98 2011.07.19 23:21 modify 33 2.24 1.16660 1.16260 1.16720
99 2011.07.19 23:46 t/p 33 2.24 1.16720 1.16260 1.16720 146.52 46825.14
100 2011.07.20 00:00 sell 34 2.24 1.16830 0.00000 0.00000
101 2011.07.20 00:00 modify 34 2.24 1.16830 1.17230 1.16770
102 2011.07.20 00:19 t/p 34 2.24 1.16770 1.17230 1.16770 146.51 46971.65
103 2011.07.20 21:47 sell 35 2.24 1.16620 0.00000 0.00000
104 2011.07.20 21:48 modify 35 2.24 1.16620 1.17020 1.16560
105 2011.07.20 22:17 t/p 35 2.24 1.16560 1.17020 1.16560 146.51 47118.16
106 2011.07.20 22:28 sell 36 2.24 1.16680 0.00000 0.00000
107 2011.07.20 22:28 modify 36 2.24 1.16680 1.17080 1.16620
108 2011.07.20 22:38 s/l 36 2.24 1.17080 1.17080 1.16620 -976.71 46141.45
109 2011.07.21 00:07 buy 37 2.24 1.17110 0.00000 0.00000
110 2011.07.21 00:07 modify 37 2.24 1.17110 1.16710 1.17170
111 2011.07.21 00:20 t/p 37 2.24 1.17170 1.16710 1.17170 146.52 46287.97
112 2011.07.21 21:30 sell 38 2.24 1.17730 0.00000 0.00000
113 2011.07.21 21:30 modify 38 2.24 1.17730 1.18130 1.17670
114 2011.07.21 23:09 close 38 2.24 1.17730 1.18130 1.17670 0.00 46287.97
115 2011.07.21 23:17 buy 39 2.24 1.17700 0.00000 0.00000
116 2011.07.21 23:17 modify 39 2.24 1.17700 1.17300 1.17760
117 2011.07.21 23:50 close 39 2.24 1.17740 1.17300 1.17760 97.68 46385.65
118 2011.07.22 00:08 buy 40 2.24 1.17700 0.00000 0.00000
119 2011.07.22 00:08 modify 40 2.24 1.17700 1.17300 1.17760
120 2011.07.22 01:31 close 40 2.24 1.17700 1.17300 1.17760 0.00 46385.65
121 2011.07.25 21:30 buy 41 2.24 1.15790 0.00000 0.00000
122 2011.07.25 21:30 modify 41 2.24 1.15790 1.15390 1.15850
123 2011.07.25 22:00 close 41 2.24 1.15840 1.15390 1.15850 122.10 46507.75
124 2011.07.25 22:15 sell 42 2.24 1.15980 0.00000 0.00000
125 2011.07.25 22:15 modify 42 2.24 1.15980 1.16380 1.15920
126 2011.07.25 22:19 t/p 42 2.24 1.15920 1.16380 1.15920 146.51 46654.26
127 2011.07.25 22:37 buy 43 2.24 1.15820 0.00000 0.00000
128 2011.07.25 22:37 modify 43 2.24 1.15820 1.15420 1.15880
129 2011.07.25 22:50 t/p 43 2.24 1.15880 1.15420 1.15880 146.52 46800.78
130 2011.07.25 23:03 buy 44 2.24 1.15820 0.00000 0.00000
131 2011.07.25 23:03 modify 44 2.24 1.15820 1.15420 1.15880
132 2011.07.26 00:18 close 44 2.24 1.15820 1.15420 1.15880 0.24 46801.02
133 2011.07.26 23:21 buy 45 2.24 1.16250 0.00000 0.00000
134 2011.07.26 23:21 modify 45 2.24 1.16250 1.15850 1.16310
135 2011.07.26 23:57 close 45 2.24 1.16290 1.15850 1.16310 97.68 46898.70
136 2011.07.27 00:13 sell 46 2.24 1.16360 0.00000 0.00000
137 2011.07.27 00:13 modify 46 2.24 1.16360 1.16760 1.16300
138 2011.07.27 01:34 close 46 2.24 1.16360 1.16760 1.16300 0.00 46898.70
139 2011.07.27 21:58 buy 47 2.24 1.15140 0.00000 0.00000
140 2011.07.27 21:58 modify 47 2.24 1.15140 1.14740 1.15200
141 2011.07.27 22:56 close 47 2.24 1.15180 1.14740 1.15200 97.68 46996.38
142 2011.07.27 23:29 buy 48 2.24 1.15100 0.00000 0.00000
143 2011.07.27 23:29 modify 48 2.24 1.15100 1.14700 1.15160
144 2011.07.27 23:51 t/p 48 2.24 1.15160 1.14700 1.15160 146.52 47142.90
145 2011.07.27 23:56 buy 49 2.24 1.15080 0.00000 0.00000
146 2011.07.27 23:56 modify 49 2.24 1.15080 1.14680 1.15140
147 2011.07.28 00:05 t/p 49 2.24 1.15140 1.14680 1.15140 147.25 47290.16
148 2011.07.28 23:19 buy 50 2.24 1.14760 0.00000 0.00000
149 2011.07.28 23:19 modify 50 2.24 1.14760 1.14360 1.14820
150 2011.07.28 23:50 close 50 2.24 1.14800 1.14360 1.14820 97.68 47387.84

 

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