Back Tested Results EUR / GBP 11-2011

EUR/GBP (Euro vs Great Britain Pound)

Bars in test 29272 Ticks modelled 23996652 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 84439.00
Total net profit 1868.91 Gross profit 2090.49 Gross loss -221.59
Profit factor 9.43 Expected payoff 74.76
Absolute drawdown 1384.24 Maximal drawdown 1739.31 (2.05%) Relative drawdown 2.05% (1739.31)
Total trades 25 Short positions (won %) 9 (66.67%) Long positions (won %) 16 (56.25%)
Profit trades (% of total) 15 (60.00%) Loss trades (% of total) 10 (40.00%)
Largest profit trade 295.47 loss trade -147.74
Average profit trade 139.37 loss trade -22.16
Maximum consecutive wins (profit in money) 8 (1265.13) consecutive losses (loss in money) 4 (-34.95)
Maximal consecutive profit (count of wins) 1265.13 (8) consecutive loss (count of losses) -147.74 (1)
Average consecutive wins 3 consecutive losses 2

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.11.01 00:15 buy 1 3.11 0.86160 0.00000 0.00000
2 2011.11.01 00:15 modify 1 3.11 0.86160 0.85760 0.86220
3 2011.11.01 02:21 close 1 3.11 0.86160 0.85760 0.86220 0.00 84439.00
4 2011.11.01 21:56 buy 2 3.11 0.85860 0.00000 0.00000
5 2011.11.01 21:56 modify 2 3.11 0.85860 0.85460 0.85920
6 2011.11.02 01:01 close 2 3.11 0.85860 0.85460 0.85920 -3.94 84435.06
7 2011.11.02 22:34 buy 3 3.11 0.86150 0.00000 0.00000
8 2011.11.02 22:34 modify 3 3.11 0.86150 0.85750 0.86210
9 2011.11.03 00:47 close 3 3.11 0.86150 0.85750 0.86210 -11.82 84423.25
10 2011.11.03 23:05 sell 4 3.11 0.86220 0.00000 0.00000
11 2011.11.03 23:05 modify 4 3.11 0.86220 0.86620 0.86160
12 2011.11.04 00:18 close 4 3.11 0.86220 0.86620 0.86160 -15.26 84407.98
13 2011.11.07 22:05 buy 5 3.11 0.85780 0.00000 0.00000
14 2011.11.07 22:05 modify 5 3.11 0.85780 0.85380 0.85840
15 2011.11.08 07:16 close 5 3.11 0.85780 0.85380 0.85840 -3.94 84404.05
16 2011.11.08 21:30 sell 6 3.11 0.85980 0.00000 0.00000
17 2011.11.08 21:30 modify 6 3.11 0.85980 0.86380 0.85920
18 2011.11.08 22:30 close 6 3.11 0.85950 0.86380 0.85920 147.75 84551.80
19 2011.11.08 23:14 buy 7 3.11 0.85930 0.00000 0.00000
20 2011.11.08 23:14 modify 7 3.11 0.85930 0.85530 0.85990
21 2011.11.09 01:09 close 7 3.11 0.85930 0.85530 0.85990 -3.94 84547.86
22 2011.11.09 22:02 buy 8 3.11 0.85050 0.00000 0.00000
23 2011.11.09 22:02 modify 8 3.11 0.85050 0.84650 0.85110
24 2011.11.10 01:32 close 8 3.11 0.85050 0.84650 0.85110 -11.82 84536.04
25 2011.11.14 22:56 buy 9 3.11 0.85660 0.00000 0.00000
26 2011.11.14 22:56 modify 9 3.11 0.85660 0.85260 0.85720
27 2011.11.14 23:56 close 9 3.11 0.85680 0.85260 0.85720 98.49 84634.53
28 2011.11.15 00:16 sell 10 3.11 0.85710 0.00000 0.00000
29 2011.11.15 00:16 modify 10 3.11 0.85710 0.86110 0.85650
30 2011.11.15 01:16 close 10 3.11 0.85710 0.86110 0.85650 0.00 84634.53
31 2011.11.15 23:00 buy 11 3.11 0.85520 0.00000 0.00000
32 2011.11.15 23:00 modify 11 3.11 0.85520 0.85120 0.85580
33 2011.11.16 08:34 close 11 3.11 0.85520 0.85120 0.85580 -3.94 84630.59
34 2011.11.16 21:30 buy 12 3.11 0.85600 0.00000 0.00000
35 2011.11.16 21:30 modify 12 3.11 0.85600 0.85200 0.85660
36 2011.11.16 22:40 close 12 3.11 0.85600 0.85200 0.85660 0.00 84630.59
37 2011.11.16 23:15 buy 13 3.11 0.85540 0.00000 0.00000
38 2011.11.16 23:15 modify 13 3.11 0.85540 0.85140 0.85600
39 2011.11.17 00:02 t/p 13 3.11 0.85600 0.85140 0.85600 283.65 84914.25
40 2011.11.17 22:02 buy 14 3.11 0.85410 0.00000 0.00000
41 2011.11.17 22:02 modify 14 3.11 0.85410 0.85010 0.85470
42 2011.11.17 22:57 t/p 14 3.11 0.85470 0.85010 0.85470 295.47 85209.72
43 2011.11.17 23:08 sell 15 3.11 0.85480 0.00000 0.00000
44 2011.11.17 23:08 modify 15 3.11 0.85480 0.85880 0.85420
45 2011.11.18 00:08 close 15 3.11 0.85480 0.85880 0.85420 -15.26 85194.46
46 2011.11.21 23:08 buy 16 3.11 0.86220 0.00000 0.00000
47 2011.11.21 23:08 modify 16 3.11 0.86220 0.85820 0.86280
48 2011.11.22 00:08 close 16 3.11 0.86220 0.85820 0.86280 -3.94 85190.52
49 2011.11.22 22:01 buy 17 3.11 0.86350 0.00000 0.00000
50 2011.11.22 22:01 modify 17 3.11 0.86350 0.85950 0.86410
51 2011.11.22 22:07 t/p 17 3.11 0.86410 0.85950 0.86410 295.47 85485.99
52 2011.11.22 22:07 buy 18 3.11 0.86380 0.00000 0.00000
53 2011.11.22 22:07 modify 18 3.11 0.86380 0.85980 0.86440
54 2011.11.22 23:07 close 18 3.11 0.86400 0.85980 0.86440 98.49 85584.48
55 2011.11.24 00:01 sell 19 3.11 0.85990 0.00000 0.00000
56 2011.11.24 00:01 modify 19 3.11 0.85990 0.86390 0.85930
57 2011.11.24 04:49 close 19 3.11 0.85990 0.86390 0.85930 0.00 85584.48
58 2011.11.24 21:33 sell 20 3.11 0.86140 0.00000 0.00000
59 2011.11.24 21:33 modify 20 3.11 0.86140 0.86540 0.86080
60 2011.11.24 22:51 close 20 3.11 0.86140 0.86540 0.86080 0.00 85584.48
61 2011.11.25 00:04 sell 21 3.11 0.86150 0.00000 0.00000
62 2011.11.25 00:04 modify 21 3.11 0.86150 0.86550 0.86090
63 2011.11.25 01:15 close 21 3.11 0.86150 0.86550 0.86090 0.00 85584.48
64 2011.11.28 23:26 sell 22 3.11 0.85920 0.00000 0.00000
65 2011.11.28 23:26 modify 22 3.11 0.85920 0.86320 0.85860
66 2011.11.29 00:11 t/p 22 3.11 0.85860 0.86320 0.85860 280.23 85864.71
67 2011.11.29 00:11 buy 23 3.11 0.85850 0.00000 0.00000
68 2011.11.29 00:11 modify 23 3.11 0.85850 0.85450 0.85910
69 2011.11.29 00:32 t/p 23 3.11 0.85910 0.85450 0.85910 295.47 86160.18
70 2011.11.29 22:00 buy 24 3.11 0.85350 0.00000 0.00000
71 2011.11.29 22:00 modify 24 3.11 0.85350 0.84950 0.85410
72 2011.11.29 22:42 t/p 24 3.11 0.85410 0.84950 0.85410 295.47 86455.65
73 2011.11.29 23:00 sell 25 3.11 0.85420 0.00000 0.00000
74 2011.11.29 23:00 modify 25 3.11 0.85420 0.85820 0.85360
75 2011.11.29 23:59 close at stop 25 3.11 0.85450 0.85820 0.85360 -147.74 86307.91

 

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