Back Tested Results EUR /CHF 8-2011

EUR/CHF (Euro vs Swiss Franc)

Bars in test 29279 Ticks modelled 24372418 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 50516.00
Total net profit -18.22 Gross profit 6892.00 Gross loss -6910.22
Profit factor 1.00 Expected payoff -0.29
Absolute drawdown 3035.48 Maximal drawdown 3929.11 (7.64%) Relative drawdown 7.64% (3929.11)
Total trades 62 Short positions (won %) 14 (78.57%) Long positions (won %) 48 (87.50%)
Profit trades (% of total) 53 (85.48%) Loss trades (% of total) 9 (14.52%)
Largest profit trade 196.57 loss trade -982.87
Average profit trade 130.04 loss trade -767.80
Maximum consecutive wins (profit in money) 21 (2492.16) consecutive losses (loss in money) 2 (-1965.67)
Maximal consecutive profit (count of wins) 2492.16 (21) consecutive loss (count of losses) -1965.67 (2)
Average consecutive wins 7 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.08.01 21:30 sell 1 2.25 1.11730 0.00000 0.00000
2 2011.08.01 21:30 modify 1 2.25 1.11730 1.12130 1.11670
3 2011.08.02 00:31 close 1 2.25 1.11730 1.12130 1.11670 -15.48 50500.52
4 2011.08.02 21:30 buy 2 2.25 1.08470 0.00000 0.00000
5 2011.08.02 21:30 modify 2 2.25 1.08470 1.08070 1.08530
6 2011.08.02 21:40 t/p 2 2.25 1.08530 1.08070 1.08530 147.42 50647.94
7 2011.08.02 21:41 buy 3 2.25 1.08520 0.00000 0.00000
8 2011.08.02 21:41 modify 3 2.25 1.08520 1.08120 1.08580
9 2011.08.02 21:55 t/p 3 2.25 1.08580 1.08120 1.08580 147.43 50795.37
10 2011.08.02 22:00 buy 4 2.25 1.08430 0.00000 0.00000
11 2011.08.02 22:00 modify 4 2.25 1.08430 1.08030 1.08490
12 2011.08.02 22:00 t/p 4 2.25 1.08490 1.08030 1.08490 147.43 50942.80
13 2011.08.02 22:00 buy 5 2.25 1.08470 0.00000 0.00000
14 2011.08.02 22:00 modify 5 2.25 1.08470 1.08070 1.08530
15 2011.08.02 22:19 t/p 5 2.25 1.08530 1.08070 1.08530 147.42 51090.22
16 2011.08.02 22:41 buy 6 2.25 1.08390 0.00000 0.00000
17 2011.08.02 22:42 modify 6 2.25 1.08390 1.07990 1.08450
18 2011.08.02 22:44 t/p 6 2.25 1.08450 1.07990 1.08450 147.43 51237.65
19 2011.08.03 00:00 sell 7 2.25 1.08800 0.00000 0.00000
20 2011.08.03 00:00 modify 7 2.25 1.08800 1.09200 1.08740
21 2011.08.03 00:12 t/p 7 2.25 1.08740 1.09200 1.08740 147.41 51385.06
22 2011.08.03 21:56 sell 8 2.25 1.10280 0.00000 0.00000
23 2011.08.03 21:56 modify 8 2.25 1.10280 1.10680 1.10220
24 2011.08.03 23:52 s/l 8 2.25 1.10680 1.10680 1.10220 -982.74 50402.32
25 2011.08.04 00:02 buy 9 2.25 1.10530 0.00000 0.00000
26 2011.08.04 00:02 modify 9 2.25 1.10530 1.10130 1.10590
27 2011.08.04 00:22 t/p 9 2.25 1.10590 1.10130 1.10590 147.42 50549.74
28 2011.08.04 21:30 buy 10 2.25 1.07930 0.00000 0.00000
29 2011.08.04 21:30 modify 10 2.25 1.07930 1.07530 1.07990
30 2011.08.04 21:59 t/p 10 2.25 1.07990 1.07530 1.07990 147.43 50697.17
31 2011.08.04 21:59 buy 11 2.25 1.08020 0.00000 0.00000
32 2011.08.04 21:59 modify 11 2.25 1.08020 1.07620 1.08080
33 2011.08.04 21:59 t/p 11 2.25 1.08080 1.07620 1.08080 147.43 50844.60
34 2011.08.04 22:00 buy 12 2.25 1.07890 0.00000 0.00000
35 2011.08.04 22:00 modify 12 2.25 1.07890 1.07490 1.07950
36 2011.08.04 22:30 close 12 2.25 1.07940 1.07490 1.07950 122.85 50967.45
37 2011.08.04 22:30 buy 13 2.25 1.07920 0.00000 0.00000
38 2011.08.04 22:30 modify 13 2.25 1.07920 1.07520 1.07980
39 2011.08.04 23:11 s/l 13 2.25 1.07520 1.07520 1.07980 -982.83 49984.62
40 2011.08.04 23:11 buy 14 2.25 1.07510 0.00000 0.00000
41 2011.08.04 23:11 modify 14 2.25 1.07510 1.07110 1.07570
42 2011.08.04 23:12 s/l 14 2.25 1.07110 1.07110 1.07570 -982.84 49001.78
43 2011.08.04 23:49 buy 15 2.25 1.07590 0.00000 0.00000
44 2011.08.04 23:49 modify 15 2.25 1.07590 1.07190 1.07650
45 2011.08.04 23:53 t/p 15 2.25 1.07650 1.07190 1.07650 147.43 49149.21
46 2011.08.04 23:53 buy 16 2.25 1.07660 0.00000 0.00000
47 2011.08.04 23:53 modify 16 2.25 1.07660 1.07260 1.07720
48 2011.08.05 00:01 t/p 16 2.25 1.07720 1.07260 1.07720 147.68 49296.89
49 2011.08.08 21:30 buy 17 2.25 1.07050 0.00000 0.00000
50 2011.08.08 21:30 modify 17 2.25 1.07050 1.06650 1.07110
51 2011.08.08 23:12 close 17 2.25 1.07050 1.06650 1.07110 0.00 49296.89
52 2011.08.08 23:55 buy 18 2.25 1.06920 0.00000 0.00000
53 2011.08.08 23:55 modify 18 2.25 1.06920 1.06520 1.06980
54 2011.08.09 00:01 t/p 18 2.25 1.06980 1.06520 1.06980 147.68 49444.56
55 2011.08.09 00:15 buy 19 2.25 1.06910 0.00000 0.00000
56 2011.08.09 00:15 modify 19 2.25 1.06910 1.06510 1.06970
57 2011.08.09 01:40 s/l 19 2.25 1.06510 1.06510 1.06970 -982.86 48461.70
58 2011.08.09 23:02 buy 20 2.25 1.03820 0.00000 0.00000
59 2011.08.09 23:32 close 20 2.25 1.03900 0.00000 0.00000 196.57 48658.27
60 2011.08.09 23:58 buy 21 2.25 1.03820 0.00000 0.00000
61 2011.08.09 23:58 modify 21 2.25 1.03820 1.03420 1.03880
62 2011.08.10 00:56 close 21 2.25 1.03860 1.03420 1.03880 98.54 48756.81
63 2011.08.10 21:30 buy 22 2.25 1.02990 0.00000 0.00000
64 2011.08.10 21:30 modify 22 2.25 1.02990 1.02590 1.03050
65 2011.08.10 21:37 t/p 22 2.25 1.03050 1.02590 1.03050 147.43 48904.24
66 2011.08.10 21:38 buy 23 2.25 1.03060 0.00000 0.00000
67 2011.08.10 21:38 modify 23 2.25 1.03060 1.02660 1.03120
68 2011.08.10 21:48 t/p 23 2.25 1.03120 1.02660 1.03120 147.43 49051.67
69 2011.08.10 21:48 buy 24 2.25 1.03010 0.00000 0.00000
70 2011.08.10 21:48 modify 24 2.25 1.03010 1.02610 1.03070
71 2011.08.10 22:38 s/l 24 2.25 1.02610 1.02610 1.03070 -982.87 48068.80
72 2011.08.10 22:38 buy 25 2.25 1.02580 0.00000 0.00000
73 2011.08.10 22:38 modify 25 2.25 1.02580 1.02180 1.02640
74 2011.08.10 22:42 t/p 25 2.25 1.02640 1.02180 1.02640 147.43 48216.23
75 2011.08.10 23:07 buy 26 2.25 1.02750 0.00000 0.00000
76 2011.08.10 23:07 modify 26 2.25 1.02750 1.02350 1.02810
77 2011.08.11 00:00 close 26 2.25 1.02790 1.02350 1.02810 99.03 48315.26
78 2011.08.11 21:43 buy 27 2.25 1.08470 0.00000 0.00000
79 2011.08.11 21:50 modify 27 2.25 1.08470 1.08070 1.08530
80 2011.08.11 21:52 t/p 27 2.25 1.08530 1.08070 1.08530 147.42 48462.68
81 2011.08.11 21:52 sell 28 2.25 1.08730 0.00000 0.00000
82 2011.08.11 21:52 modify 28 2.25 1.08730 1.09130 1.08670
83 2011.08.11 21:52 t/p 28 2.25 1.08670 1.09130 1.08670 147.41 48610.09
84 2011.08.11 21:55 sell 29 2.25 1.08760 0.00000 0.00000
85 2011.08.11 21:55 modify 29 2.25 1.08760 1.09160 1.08700
86 2011.08.11 21:55 t/p 29 2.25 1.08700 1.09160 1.08700 147.41 48757.50
87 2011.08.11 21:58 sell 30 2.25 1.08730 0.00000 0.00000
88 2011.08.11 21:59 modify 30 2.25 1.08730 1.09130 1.08670
89 2011.08.11 22:01 t/p 30 2.25 1.08670 1.09130 1.08670 147.41 48904.91
90 2011.08.11 22:04 buy 31 2.25 1.08500 0.00000 0.00000
91 2011.08.11 22:04 modify 31 2.25 1.08500 1.08100 1.08560
92 2011.08.12 01:10 s/l 31 2.25 1.08100 1.08100 1.08560 -982.54 47922.36
93 2011.08.15 21:33 buy 32 2.25 1.13280 0.00000 0.00000
94 2011.08.15 21:33 modify 32 2.25 1.13280 1.12880 1.13340
95 2011.08.15 21:59 t/p 32 2.25 1.13340 1.12880 1.13340 147.42 48069.78
96 2011.08.15 21:59 buy 33 2.25 1.13280 0.00000 0.00000
97 2011.08.15 21:59 modify 33 2.25 1.13280 1.12880 1.13340
98 2011.08.16 00:06 close 33 2.25 1.13320 1.12880 1.13340 98.53 48168.31
99 2011.08.16 00:16 sell 34 2.25 1.13370 0.00000 0.00000
100 2011.08.16 00:16 modify 34 2.25 1.13370 1.13770 1.13310
101 2011.08.16 00:52 close 34 2.25 1.13320 1.13770 1.13310 122.84 48291.15
102 2011.08.16 21:43 sell 35 2.25 1.14760 0.00000 0.00000
103 2011.08.16 21:45 modify 35 2.25 1.14760 1.15160 1.14700
104 2011.08.16 22:05 t/p 35 2.25 1.14700 1.15160 1.14700 147.41 48438.56
105 2011.08.16 22:17 buy 36 2.25 1.14540 0.00000 0.00000
106 2011.08.16 22:17 modify 36 2.25 1.14540 1.14140 1.14600
107 2011.08.16 22:20 t/p 36 2.25 1.14600 1.14140 1.14600 147.42 48585.98
108 2011.08.16 22:34 buy 37 2.25 1.14570 0.00000 0.00000
109 2011.08.16 22:34 modify 37 2.25 1.14570 1.14170 1.14630
110 2011.08.16 22:38 t/p 37 2.25 1.14630 1.14170 1.14630 147.42 48733.40
111 2011.08.16 22:42 buy 38 2.25 1.14580 0.00000 0.00000
112 2011.08.16 22:42 modify 38 2.25 1.14580 1.14180 1.14640
113 2011.08.17 00:14 s/l 38 2.25 1.14180 1.14180 1.14640 -982.57 47750.82
114 2011.08.17 00:14 buy 39 2.25 1.14210 0.00000 0.00000
115 2011.08.17 00:14 modify 39 2.25 1.14210 1.13810 1.14270
116 2011.08.17 00:27 t/p 39 2.25 1.14270 1.13810 1.14270 147.42 47898.24
117 2011.08.17 21:44 buy 40 2.25 1.13950 0.00000 0.00000
118 2011.08.17 21:44 modify 40 2.25 1.13950 1.13550 1.14010
119 2011.08.17 23:08 close 40 2.25 1.13950 1.13550 1.14010 0.00 47898.24
120 2011.08.18 21:35 buy 41 2.25 1.13710 0.00000 0.00000
121 2011.08.18 21:36 modify 41 2.25 1.13710 1.13310 1.13770
122 2011.08.18 22:50 close 41 2.25 1.13740 1.13310 1.13770 73.72 47971.96
123 2011.08.18 23:24 buy 42 2.25 1.13660 0.00000 0.00000
124 2011.08.18 23:24 modify 42 2.25 1.13660 1.13260 1.13720
125 2011.08.18 23:37 t/p 42 2.25 1.13720 1.13260 1.13720 147.44 48119.40
126 2011.08.18 23:57 buy 43 2.25 1.13650 0.00000 0.00000
127 2011.08.18 23:57 modify 43 2.25 1.13650 1.13250 1.13710
128 2011.08.19 00:02 t/p 43 2.25 1.13710 1.13250 1.13710 147.68 48267.08
129 2011.08.22 21:30 buy 44 2.25 1.13430 0.00000 0.00000
130 2011.08.22 21:30 modify 44 2.25 1.13430 1.13030 1.13490
131 2011.08.22 21:31 t/p 44 2.25 1.13490 1.13030 1.13490 147.44 48414.52
132 2011.08.22 21:33 buy 45 2.25 1.13410 0.00000 0.00000
133 2011.08.22 21:33 modify 45 2.25 1.13410 1.13010 1.13470
134 2011.08.22 21:33 t/p 45 2.25 1.13470 1.13010 1.13470 147.44 48561.96
135 2011.08.22 21:34 buy 46 2.25 1.13380 0.00000 0.00000
136 2011.08.22 21:34 modify 46 2.25 1.13380 1.12980 1.13440
137 2011.08.22 21:35 t/p 46 2.25 1.13440 1.12980 1.13440 147.44 48709.40
138 2011.08.22 21:35 buy 47 2.25 1.13370 0.00000 0.00000
139 2011.08.22 22:05 close 47 2.25 1.13420 0.00000 0.00000 122.87 48832.27
140 2011.08.22 22:27 buy 48 2.25 1.13420 0.00000 0.00000
141 2011.08.22 22:27 modify 48 2.25 1.13420 1.13020 1.13480
142 2011.08.23 00:32 close 48 2.25 1.13470 1.13020 1.13480 123.12 48955.38
143 2011.08.23 21:32 buy 49 2.25 1.14350 0.00000 0.00000
144 2011.08.23 21:32 modify 49 2.25 1.14350 1.13950 1.14410
145 2011.08.23 22:47 close 49 2.25 1.14350 1.13950 1.14410 0.00 48955.38
146 2011.08.23 22:49 sell 50 2.25 1.14440 0.00000 0.00000
147 2011.08.23 22:49 modify 50 2.25 1.14440 1.14840 1.14380
148 2011.08.23 23:27 close 50 2.25 1.14410 1.14840 1.14380 73.71 49029.09
149 2011.08.23 23:38 sell 51 2.25 1.14480 0.00000 0.00000
150 2011.08.23 23:38 modify 51 2.25 1.14480 1.14880 1.14420
151 2011.08.24 00:02 t/p 51 2.25 1.14420 1.14880 1.14420 131.95 49161.04
152 2011.08.24 00:11 buy 52 2.25 1.14350 0.00000 0.00000
153 2011.08.24 00:11 modify 52 2.25 1.14350 1.13950 1.14410
154 2011.08.24 00:30 t/p 52 2.25 1.14410 1.13950 1.14410 147.44 49308.48
155 2011.08.24 22:41 buy 53 2.25 1.14650 0.00000 0.00000
156 2011.08.24 22:41 modify 53 2.25 1.14650 1.14250 1.14710
157 2011.08.24 23:11 close 53 2.25 1.14690 1.14250 1.14710 98.29 49406.77
158 2011.08.24 23:53 buy 54 2.25 1.14650 0.00000 0.00000
159 2011.08.24 23:53 modify 54 2.25 1.14650 1.14250 1.14710
160 2011.08.25 00:07 t/p 54 2.25 1.14710 1.14250 1.14710 148.18 49554.95
161 2011.08.25 22:51 buy 55 2.25 1.14050 0.00000 0.00000
162 2011.08.25 22:51 modify 55 2.25 1.14050 1.13650 1.14110
163 2011.08.25 22:52 t/p 55 2.25 1.14110 1.13650 1.14110 147.44 49702.39
164 2011.08.25 23:34 buy 56 2.25 1.14080 0.00000 0.00000
165 2011.08.25 23:34 modify 56 2.25 1.14080 1.13680 1.14140
166 2011.08.25 23:53 t/p 56 2.25 1.14140 1.13680 1.14140 147.44 49849.83
167 2011.08.26 00:02 sell 57 2.25 1.14260 0.00000 0.00000
168 2011.08.26 00:02 modify 57 2.25 1.14260 1.14660 1.14200
169 2011.08.26 00:17 t/p 57 2.25 1.14200 1.14660 1.14200 147.42 49997.25
170 2011.08.29 21:37 buy 58 2.25 1.18290 0.00000 0.00000
171 2011.08.29 21:37 modify 58 2.25 1.18290 1.17890 1.18350
172 2011.08.29 21:43 t/p 58 2.25 1.18350 1.17890 1.18350 147.44 50144.69
173 2011.08.29 22:29 sell 59 2.25 1.18560 0.00000 0.00000
174 2011.08.29 22:49 modify 59 2.25 1.18560 1.18960 1.18500
175 2011.08.29 23:06 close 59 2.25 1.18520 1.18960 1.18500 98.29 50242.98
176 2011.08.29 23:47 sell 60 2.25 1.18650 0.00000 0.00000
177 2011.08.29 23:47 modify 60 2.25 1.18650 1.19050 1.18590
178 2011.08.30 01:10 close 60 2.25 1.18650 1.19050 1.18590 -15.48 50227.50
179 2011.08.30 21:47 buy 61 2.25 1.18420 0.00000 0.00000
180 2011.08.30 21:47 modify 61 2.25 1.18420 1.18020 1.18480
181 2011.08.30 23:50 close 61 2.25 1.18470 1.18020 1.18480 122.86 50350.36
182 2011.08.30 23:50 sell 62 2.25 1.18490 0.00000 0.00000
183 2011.08.30 23:50 modify 62 2.25 1.18490 1.18890 1.18430
184 2011.08.30 23:51 t/p 62 2.25 1.18430 1.18890 1.18430 147.42 50497.78

 

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