Back Tested Results EUR / GBP 1-2010

EUR/GBP (euro vs Great British Pound)

 

Bars in test 28993 Ticks modelled 23672533 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 251.16 Gross profit 255.40 Gross loss -4.25
Profit factor 60.14 Expected payoff 8.37
Absolute drawdown 27.46 Maximal drawdown 117.48 (1.15%) Relative drawdown 1.15% (117.48)
Total trades 30 Short positions (won %) 8 (75.00%) Long positions (won %) 22 (81.82%)
Profit trades (% of total) 24 (80.00%) Loss trades (% of total) 6 (20.00%)
Largest profit trade 13.56 loss trade -1.40
Average profit trade 10.64 loss trade -0.71
Maximum consecutive wins (profit in money) 13 (143.83) consecutive losses (loss in money) 1 (-1.40)
Maximal consecutive profit (count of wins) 143.83 (13) consecutive loss (count of losses) -1.40 (1)
Average consecutive wins 4 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.01.04 22:00 sell 1 0.29 0.89600 0.00000 0.00000
2 2010.01.04 23:00 close 1 0.29 0.89580 0.00000 0.00000 9.04 10009.04
3 2010.01.04 23:23 buy 2 0.29 0.89530 0.00000 0.00000
4 2010.01.04 23:23 modify 2 0.29 0.89530 0.89130 0.89560
5 2010.01.05 00:56 close 2 0.29 0.89530 0.89130 0.89560 -0.36 10008.68
6 2010.01.05 23:07 sell 3 0.29 0.89880 0.00000 0.00000
7 2010.01.05 23:07 modify 3 0.29 0.89880 0.90280 0.89850
8 2010.01.05 23:25 t/p 3 0.29 0.89850 0.90280 0.89850 13.55 10022.23
9 2010.01.05 23:49 sell 4 0.29 0.89910 0.00000 0.00000
10 2010.01.06 00:49 close 4 0.29 0.89910 0.00000 0.00000 -1.40 10020.83
11 2010.01.06 22:10 buy 5 0.29 0.89950 0.00000 0.00000
12 2010.01.06 22:20 modify 5 0.29 0.89950 0.89550 0.89980
13 2010.01.06 23:13 close 5 0.29 0.89950 0.89550 0.89980 0.00 10020.83
14 2010.01.06 23:46 buy 6 0.29 0.89910 0.00000 0.00000
15 2010.01.06 23:48 modify 6 0.29 0.89910 0.89510 0.89940
16 2010.01.07 00:03 t/p 6 0.29 0.89940 0.89510 0.89940 12.47 10033.29
17 2010.01.07 22:10 buy 7 0.29 0.89800 0.00000 0.00000
18 2010.01.07 23:10 close 7 0.29 0.89830 0.00000 0.00000 13.55 10046.84
19 2010.01.11 22:00 buy 8 0.29 0.90060 0.00000 0.00000
20 2010.01.11 22:00 modify 8 0.29 0.90060 0.89660 0.90090
21 2010.01.11 22:08 t/p 8 0.29 0.90090 0.89660 0.90090 13.56 10060.40
22 2010.01.11 22:09 buy 9 0.29 0.90080 0.00000 0.00000
23 2010.01.11 22:13 modify 9 0.29 0.90080 0.89680 0.90110
24 2010.01.11 22:32 t/p 9 0.29 0.90110 0.89680 0.90110 13.56 10073.96
25 2010.01.11 22:47 buy 10 0.29 0.90060 0.00000 0.00000
26 2010.01.11 22:47 modify 10 0.29 0.90060 0.89660 0.90090
27 2010.01.11 23:22 t/p 10 0.29 0.90090 0.89660 0.90090 13.56 10087.52
28 2010.01.13 22:19 sell 11 0.29 0.89160 0.00000 0.00000
29 2010.01.13 22:19 modify 11 0.29 0.89160 0.89560 0.89130
30 2010.01.13 22:35 t/p 11 0.29 0.89130 0.89560 0.89130 13.56 10101.08
31 2010.01.13 23:47 sell 12 0.29 0.89160 0.00000 0.00000
32 2010.01.13 23:47 modify 12 0.29 0.89160 0.89560 0.89130
33 2010.01.14 00:34 t/p 12 0.29 0.89130 0.89560 0.89130 9.36 10110.44
34 2010.01.14 22:16 buy 13 0.29 0.88760 0.00000 0.00000
35 2010.01.14 22:16 modify 13 0.29 0.88760 0.88360 0.88790
36 2010.01.14 22:19 t/p 13 0.29 0.88790 0.88360 0.88790 13.56 10124.00
37 2010.01.14 22:25 buy 14 0.29 0.88760 0.00000 0.00000
38 2010.01.14 22:25 modify 14 0.29 0.88760 0.88360 0.88790
39 2010.01.14 23:27 close 14 0.29 0.88760 0.88360 0.88790 0.00 10124.00
40 2010.01.18 22:00 buy 15 0.29 0.88030 0.00000 0.00000
41 2010.01.18 22:00 modify 15 0.29 0.88030 0.87630 0.88060
42 2010.01.18 22:35 t/p 15 0.29 0.88060 0.87630 0.88060 13.55 10137.55
43 2010.01.18 22:53 buy 16 0.29 0.88020 0.00000 0.00000
44 2010.01.18 22:57 modify 16 0.29 0.88020 0.87620 0.88050
45 2010.01.18 23:09 t/p 16 0.29 0.88050 0.87620 0.88050 13.55 10151.10
46 2010.01.19 23:05 buy 17 0.29 0.87300 0.00000 0.00000
47 2010.01.19 23:09 modify 17 0.29 0.87300 0.86900 0.87330
48 2010.01.19 23:30 t/p 17 0.29 0.87330 0.86900 0.87330 13.56 10164.66
49 2010.01.19 23:43 buy 18 0.29 0.87290 0.00000 0.00000
50 2010.01.20 00:43 close 18 0.29 0.87290 0.00000 0.00000 -0.36 10164.30
51 2010.01.21 22:02 buy 19 0.29 0.86960 0.00000 0.00000
52 2010.01.21 22:02 modify 19 0.29 0.86960 0.86560 0.86990
53 2010.01.21 22:30 t/p 19 0.29 0.86990 0.86560 0.86990 13.56 10177.86
54 2010.01.21 23:09 buy 20 0.29 0.86950 0.00000 0.00000
55 2010.01.21 23:09 modify 20 0.29 0.86950 0.86550 0.86980
56 2010.01.21 23:09 t/p 20 0.29 0.86980 0.86550 0.86980 13.55 10191.41
57 2010.01.21 23:20 sell 21 0.29 0.87040 0.00000 0.00000
58 2010.01.21 23:20 modify 21 0.29 0.87040 0.87440 0.87010
59 2010.01.21 23:24 t/p 21 0.29 0.87010 0.87440 0.87010 13.56 10204.97
60 2010.01.21 23:49 sell 22 0.29 0.87030 0.00000 0.00000
61 2010.01.21 23:49 modify 22 0.29 0.87030 0.87430 0.87000
62 2010.01.22 00:01 t/p 22 0.29 0.87000 0.87430 0.87000 12.15 10217.12
63 2010.01.25 22:00 buy 23 0.29 0.87130 0.00000 0.00000
64 2010.01.25 22:00 modify 23 0.29 0.87130 0.86730 0.87160
65 2010.01.26 00:43 close 23 0.29 0.87130 0.86730 0.87160 -0.36 10216.76
66 2010.01.26 22:00 buy 24 0.29 0.87170 0.00000 0.00000
67 2010.01.26 22:00 modify 24 0.29 0.87170 0.86770 0.87200
68 2010.01.26 23:02 close 24 0.29 0.87170 0.86770 0.87200 0.00 10216.76
69 2010.01.26 23:29 sell 25 0.29 0.87220 0.00000 0.00000
70 2010.01.26 23:29 modify 25 0.29 0.87220 0.87620 0.87190
71 2010.01.27 00:29 close 25 0.29 0.87220 0.87620 0.87190 -1.40 10215.36
72 2010.01.27 22:01 buy 26 0.29 0.86720 0.00000 0.00000
73 2010.01.27 22:02 modify 26 0.29 0.86720 0.86320 0.86750
74 2010.01.27 22:14 t/p 26 0.29 0.86750 0.86320 0.86750 13.56 10228.92
75 2010.01.27 22:25 buy 27 0.29 0.86710 0.00000 0.00000
76 2010.01.27 23:25 close 27 0.29 0.86730 0.00000 0.00000 9.04 10237.96
77 2010.01.28 22:00 buy 28 0.29 0.86580 0.00000 0.00000
78 2010.01.28 22:01 modify 28 0.29 0.86580 0.86180 0.86610
79 2010.01.28 23:00 close 28 0.29 0.86580 0.86180 0.86610 0.00 10237.96
80 2010.01.28 23:25 buy 29 0.29 0.86540 0.00000 0.00000
81 2010.01.28 23:25 modify 29 0.29 0.86540 0.86140 0.86570
82 2010.01.28 23:30 t/p 29 0.29 0.86570 0.86140 0.86570 13.56 10251.52
83 2010.01.28 23:45 buy 30 0.29 0.86540 0.00000 0.00000
84 2010.01.28 23:45 modify 30 0.29 0.86540 0.86140 0.86570
85 2010.01.29 07:45 close 30 0.29 0.86540 0.86140 0.86570 -0.36 10251.16

 

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