Back Tested Results EUR / GBP 12-2011

EUR/GBP (Euro vs Great Britain Pound)

Bars in test 29272 Ticks modelled 23996652 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 97817.00
Total net profit 2591.25 Gross profit 2631.78 Gross loss -40.53
Profit factor 64.93 Expected payoff 99.66
Absolute drawdown 654.97 Maximal drawdown 1505.61 (1.52%) Relative drawdown 1.52% (1505.61)
Total trades 26 Short positions (won %) 11 (81.82%) Long positions (won %) 15 (93.33%)
Profit trades (% of total) 23 (88.46%) Loss trades (% of total) 3 (11.54%)
Largest profit trade 342.80 loss trade -17.95
Average profit trade 114.43 loss trade -13.51
Maximum consecutive wins (profit in money) 12 (1304.57) consecutive losses (loss in money) 1 (-17.95)
Maximal consecutive profit (count of wins) 1304.57 (12) consecutive loss (count of losses) -17.95 (1)
Average consecutive wins 8 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.12.01 23:51 sell 1 3.66 0.85870 0.00000 0.00000
2 2011.12.01 23:51 modify 1 3.66 0.85870 0.86270 0.85840
3 2011.12.02 03:34 close 1 3.66 0.85870 0.86270 0.85840 -17.95 97799.05
4 2011.12.05 21:39 buy 2 3.66 0.85600 0.00000 0.00000
5 2011.12.05 22:39 close 2 3.66 0.85620 0.00000 0.00000 115.82 97914.87
6 2011.12.05 23:49 buy 3 3.66 0.85590 0.00000 0.00000
7 2011.12.06 00:49 close 3 3.66 0.85650 0.00000 0.00000 342.80 98257.67
8 2011.12.06 21:54 buy 4 3.66 0.85910 0.00000 0.00000
9 2011.12.06 21:54 modify 4 3.66 0.85910 0.85510 0.85940
10 2011.12.06 22:54 close 4 3.66 0.85910 0.85510 0.85940 0.00 98257.67
11 2011.12.07 00:01 sell 5 3.66 0.85950 0.00000 0.00000
12 2011.12.07 00:01 modify 5 3.66 0.85950 0.86350 0.85920
13 2011.12.07 01:02 close 5 3.66 0.85950 0.86350 0.85920 0.00 98257.67
14 2011.12.07 23:17 sell 6 3.66 0.85420 0.00000 0.00000
15 2011.12.07 23:17 modify 6 3.66 0.85420 0.85820 0.85390
16 2011.12.07 23:35 t/p 6 3.66 0.85390 0.85820 0.85390 173.73 98431.40
17 2011.12.08 00:00 buy 7 3.66 0.85360 0.00000 0.00000
18 2011.12.08 00:00 modify 7 3.66 0.85360 0.84960 0.85390
19 2011.12.08 00:51 t/p 7 3.66 0.85390 0.84960 0.85390 173.71 98605.11
20 2011.12.08 21:34 sell 8 3.66 0.85360 0.00000 0.00000
21 2011.12.08 21:34 modify 8 3.66 0.85360 0.85760 0.85330
22 2011.12.08 23:52 close 8 3.66 0.85360 0.85760 0.85330 0.00 98605.11
23 2011.12.12 22:02 buy 9 3.66 0.84590 0.00000 0.00000
24 2011.12.12 22:44 modify 9 3.66 0.84590 0.84190 0.84620
25 2011.12.13 08:21 close 9 3.66 0.84590 0.84190 0.84620 -4.63 98600.48
26 2011.12.13 22:18 buy 10 3.66 0.84160 0.00000 0.00000
27 2011.12.13 23:18 close 10 3.66 0.84170 0.00000 0.00000 57.90 98658.38
28 2011.12.13 23:59 buy 11 3.66 0.84140 0.00000 0.00000
29 2011.12.13 23:59 modify 11 3.66 0.84140 0.83740 0.84170
30 2011.12.14 00:13 t/p 11 3.66 0.84170 0.83740 0.84170 169.08 98827.45
31 2011.12.15 22:00 buy 12 3.66 0.83900 0.00000 0.00000
32 2011.12.15 22:00 modify 12 3.66 0.83900 0.83500 0.83930
33 2011.12.15 22:07 t/p 12 3.66 0.83930 0.83500 0.83930 173.71 99001.16
34 2011.12.19 22:51 sell 13 3.66 0.83880 0.00000 0.00000
35 2011.12.19 23:51 close 13 3.66 0.83880 0.00000 0.00000 0.00 99001.16
36 2011.12.21 00:03 sell 14 3.66 0.83550 0.00000 0.00000
37 2011.12.21 00:03 modify 14 3.66 0.83550 0.83950 0.83520
38 2011.12.21 07:36 close 14 3.66 0.83550 0.83950 0.83520 0.00 99001.16
39 2011.12.21 22:11 buy 15 3.66 0.83190 0.00000 0.00000
40 2011.12.21 22:11 modify 15 3.66 0.83190 0.82790 0.83220
41 2011.12.21 22:15 t/p 15 3.66 0.83220 0.82790 0.83220 173.71 99174.87
42 2011.12.22 22:00 sell 16 3.66 0.83270 0.00000 0.00000
43 2011.12.22 23:00 close 16 3.66 0.83270 0.00000 0.00000 0.00 99174.87
44 2011.12.22 23:02 sell 17 3.66 0.83280 0.00000 0.00000
45 2011.12.22 23:13 modify 17 3.66 0.83280 0.83680 0.83250
46 2011.12.23 00:02 close 17 3.66 0.83270 0.83680 0.83250 39.96 99214.83
47 2011.12.26 21:30 buy 18 3.66 0.83540 0.00000 0.00000
48 2011.12.26 21:30 modify 18 3.66 0.83540 0.83140 0.83570
49 2011.12.26 21:34 t/p 18 3.66 0.83570 0.83140 0.83570 173.71 99388.54
50 2011.12.26 23:11 buy 19 3.66 0.83520 0.00000 0.00000
51 2011.12.26 23:11 modify 19 3.66 0.83520 0.83120 0.83550
52 2011.12.26 23:12 t/p 19 3.66 0.83550 0.83120 0.83550 173.71 99562.25
53 2011.12.26 23:13 buy 20 3.66 0.83530 0.00000 0.00000
54 2011.12.26 23:13 modify 20 3.66 0.83530 0.83130 0.83560
55 2011.12.26 23:13 t/p 20 3.66 0.83560 0.83130 0.83560 173.71 99735.96
56 2011.12.26 23:59 buy 21 3.66 0.83520 0.00000 0.00000
57 2011.12.26 23:59 modify 21 3.66 0.83520 0.83120 0.83550
58 2011.12.27 00:01 t/p 21 3.66 0.83550 0.83120 0.83550 169.08 99905.04
59 2011.12.27 23:19 sell 22 3.66 0.83430 0.00000 0.00000
60 2011.12.27 23:19 modify 22 3.66 0.83430 0.83830 0.83400
61 2011.12.28 00:21 close 22 3.66 0.83430 0.83830 0.83400 -17.95 99887.09
62 2011.12.28 22:01 buy 23 3.66 0.83690 0.00000 0.00000
63 2011.12.28 22:01 modify 23 3.66 0.83690 0.83290 0.83720
64 2011.12.28 22:19 t/p 23 3.66 0.83720 0.83290 0.83720 173.71 100060.80
65 2011.12.28 22:51 sell 24 3.66 0.83750 0.00000 0.00000
66 2011.12.28 23:04 modify 24 3.66 0.83750 0.84150 0.83720
67 2011.12.28 23:32 t/p 24 3.66 0.83720 0.84150 0.83720 173.73 100234.53
68 2011.12.29 00:10 buy 25 3.66 0.83690 0.00000 0.00000
69 2011.12.29 00:10 modify 25 3.66 0.83690 0.83290 0.83720
70 2011.12.29 02:44 close 25 3.66 0.83690 0.83290 0.83720 0.00 100234.53
71 2011.12.29 21:51 sell 26 3.66 0.84100 0.00000 0.00000
72 2011.12.29 22:17 modify 26 3.66 0.84100 0.84500 0.84070
73 2011.12.29 22:23 t/p 26 3.66 0.84070 0.84500 0.84070 173.72 100408.25

 

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