Back Tested Results EUR / GBP 2-2010

EUR/GBP (Euro vs Great Britain Pound)

Bars in test 28993 Ticks modelled 23672533 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 11569.00
Total net profit 222.57 Gross profit 407.21 Gross loss -184.64
Profit factor 2.21 Expected payoff 6.55
Absolute drawdown 78.08 Maximal drawdown 259.86 (2.18%) Relative drawdown 2.18% (259.86)
Total trades 34 Short positions (won %) 12 (83.33%) Long positions (won %) 22 (90.91%)
Profit trades (% of total) 30 (88.24%) Loss trades (% of total) 4 (11.76%)
Largest profit trade 22.55 loss trade -181.80
Average profit trade 13.57 loss trade -46.16
Maximum consecutive wins (profit in money) 19 (259.82) consecutive losses (loss in money) 2 (-1.44)
Maximal consecutive profit (count of wins) 259.82 (19) consecutive loss (count of losses) -181.80 (1)
Average consecutive wins 10 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.02.01 22:11 sell 1 0.29 0.87320 0.00000 0.00000
2 2010.02.01 22:11 modify 1 0.29 0.87320 0.87720 0.87280
3 2010.02.01 22:38 t/p 1 0.29 0.87280 0.87720 0.87280 18.03 11587.03
4 2010.02.01 23:32 sell 2 0.29 0.87310 0.00000 0.00000
5 2010.02.01 23:32 modify 2 0.29 0.87310 0.87710 0.87270
6 2010.02.02 00:23 t/p 2 0.29 0.87270 0.87710 0.87270 16.63 11603.66
7 2010.02.02 23:20 sell 3 0.29 0.87450 0.00000 0.00000
8 2010.02.02 23:20 modify 3 0.29 0.87450 0.87850 0.87410
9 2010.02.02 23:53 t/p 3 0.29 0.87410 0.87850 0.87410 18.03 11621.69
10 2010.02.03 00:01 buy 4 0.29 0.87390 0.00000 0.00000
11 2010.02.03 00:01 modify 4 0.29 0.87390 0.86990 0.87430
12 2010.02.03 09:28 close 4 0.29 0.87420 0.86990 0.87430 13.53 11635.22
13 2010.02.03 21:45 buy 5 0.29 0.87390 0.00000 0.00000
14 2010.02.03 22:15 modify 5 0.29 0.87390 0.86990 0.87430
15 2010.02.03 22:25 t/p 5 0.29 0.87430 0.86990 0.87430 18.04 11653.26
16 2010.02.03 22:37 sell 6 0.29 0.87450 0.00000 0.00000
17 2010.02.03 22:37 modify 6 0.29 0.87450 0.87850 0.87410
18 2010.02.03 22:50 t/p 6 0.29 0.87410 0.87850 0.87410 18.03 11671.29
19 2010.02.03 22:55 buy 7 0.29 0.87380 0.00000 0.00000
20 2010.02.03 22:55 modify 7 0.29 0.87380 0.86980 0.87420
21 2010.02.04 06:02 close 7 0.29 0.87380 0.86980 0.87420 -1.08 11670.21
22 2010.02.04 21:39 buy 8 0.29 0.87180 0.00000 0.00000
23 2010.02.04 21:39 modify 8 0.29 0.87180 0.86780 0.87220
24 2010.02.05 05:44 close 8 0.29 0.87180 0.86780 0.87220 -0.36 11669.85
25 2010.02.08 22:04 sell 9 0.29 0.87650 0.00000 0.00000
26 2010.02.08 22:04 modify 9 0.29 0.87650 0.88050 0.87610
27 2010.02.08 22:15 t/p 9 0.29 0.87610 0.88050 0.87610 18.04 11687.89
28 2010.02.08 22:22 sell 10 0.29 0.87640 0.00000 0.00000
29 2010.02.08 22:22 modify 10 0.29 0.87640 0.88040 0.87600
30 2010.02.08 23:00 t/p 10 0.29 0.87600 0.88040 0.87600 18.04 11705.93
31 2010.02.08 23:55 sell 11 0.29 0.87670 0.00000 0.00000
32 2010.02.08 23:55 modify 11 0.29 0.87670 0.88070 0.87630
33 2010.02.09 00:01 t/p 11 0.29 0.87630 0.88070 0.87630 16.64 11722.57
34 2010.02.09 21:31 buy 12 0.29 0.87770 0.00000 0.00000
35 2010.02.09 21:31 modify 12 0.29 0.87770 0.87370 0.87810
36 2010.02.09 22:36 close 12 0.29 0.87770 0.87370 0.87810 0.00 11722.57
37 2010.02.09 22:38 buy 13 0.29 0.87740 0.00000 0.00000
38 2010.02.09 22:42 modify 13 0.29 0.87740 0.87340 0.87780
39 2010.02.09 22:47 t/p 13 0.29 0.87780 0.87340 0.87780 18.04 11740.61
40 2010.02.10 00:14 sell 14 0.29 0.87840 0.00000 0.00000
41 2010.02.10 00:14 modify 14 0.29 0.87840 0.88240 0.87800
42 2010.02.10 01:14 close 14 0.29 0.87840 0.88240 0.87800 0.00 11740.61
43 2010.02.10 21:45 buy 15 0.29 0.88080 0.00000 0.00000
44 2010.02.10 22:02 modify 15 0.29 0.88080 0.87680 0.88120
45 2010.02.10 23:01 close 15 0.29 0.88080 0.87680 0.88120 0.00 11740.61
46 2010.02.11 23:20 sell 16 0.29 0.87250 0.00000 0.00000
47 2010.02.11 23:20 modify 16 0.29 0.87250 0.87650 0.87210
48 2010.02.11 23:30 t/p 16 0.29 0.87210 0.87650 0.87210 18.04 11758.65
49 2010.02.11 23:58 buy 17 0.29 0.87170 0.00000 0.00000
50 2010.02.11 23:58 modify 17 0.29 0.87170 0.86770 0.87210
51 2010.02.12 00:33 t/p 17 0.29 0.87210 0.86770 0.87210 17.68 11776.33
52 2010.02.17 00:15 sell 18 0.29 0.87220 0.00000 0.00000
53 2010.02.17 00:15 modify 18 0.29 0.87220 0.87620 0.87180
54 2010.02.17 07:01 close 18 0.29 0.87220 0.87620 0.87180 0.00 11776.33
55 2010.02.17 21:31 buy 19 0.29 0.86750 0.00000 0.00000
56 2010.02.17 21:31 modify 19 0.29 0.86750 0.86350 0.86790
57 2010.02.17 21:47 t/p 19 0.29 0.86790 0.86350 0.86790 18.04 11794.37
58 2010.02.17 22:13 buy 20 0.29 0.86760 0.00000 0.00000
59 2010.02.17 22:13 modify 20 0.29 0.86760 0.86360 0.86800
60 2010.02.17 22:26 t/p 20 0.29 0.86800 0.86360 0.86800 18.04 11812.41
61 2010.02.17 22:36 buy 21 0.29 0.86750 0.00000 0.00000
62 2010.02.17 22:36 modify 21 0.29 0.86750 0.86350 0.86790
63 2010.02.17 23:36 close 21 0.29 0.86770 0.86350 0.86790 9.02 11821.43
64 2010.02.18 21:30 buy 22 0.29 0.87100 0.00000 0.00000
65 2010.02.18 21:30 modify 22 0.29 0.87100 0.86700 0.87140
66 2010.02.18 21:30 t/p 22 0.29 0.87140 0.86700 0.87140 18.04 11839.47
67 2010.02.18 21:31 buy 23 0.29 0.87100 0.00000 0.00000
68 2010.02.18 21:31 modify 23 0.29 0.87100 0.86700 0.87140
69 2010.02.18 21:31 t/p 23 0.29 0.87140 0.86700 0.87140 18.04 11857.51
70 2010.02.18 21:33 buy 24 0.29 0.87120 0.00000 0.00000
71 2010.02.18 21:33 modify 24 0.29 0.87120 0.86720 0.87160
72 2010.02.18 21:38 t/p 24 0.29 0.87160 0.86720 0.87160 18.04 11875.55
73 2010.02.18 21:38 buy 25 0.29 0.87120 0.00000 0.00000
74 2010.02.18 21:38 modify 25 0.29 0.87120 0.86720 0.87160
75 2010.02.18 21:52 t/p 25 0.29 0.87160 0.86720 0.87160 18.04 11893.59
76 2010.02.18 22:57 buy 26 0.29 0.87090 0.00000 0.00000
77 2010.02.18 22:57 modify 26 0.29 0.87090 0.86690 0.87130
78 2010.02.18 22:58 t/p 26 0.29 0.87130 0.86690 0.87130 18.04 11911.63
79 2010.02.18 23:46 buy 27 0.29 0.87090 0.00000 0.00000
80 2010.02.18 23:46 modify 27 0.29 0.87090 0.86690 0.87130
81 2010.02.18 23:47 t/p 27 0.29 0.87130 0.86690 0.87130 18.04 11929.67
82 2010.02.18 23:50 sell 28 0.29 0.87240 0.00000 0.00000
83 2010.02.18 23:50 modify 28 0.29 0.87240 0.87640 0.87200
84 2010.02.19 08:11 s/l 28 0.29 0.87640 0.87640 0.87200 -181.80 11747.87
85 2010.02.22 22:05 buy 29 0.29 0.87800 0.00000 0.00000
86 2010.02.22 23:05 close 29 0.29 0.87850 0.00000 0.00000 22.55 11770.42
87 2010.02.23 00:00 buy 30 0.29 0.87800 0.00000 0.00000
88 2010.02.23 00:00 modify 30 0.29 0.87800 0.87400 0.87840
89 2010.02.23 01:00 close 30 0.29 0.87810 0.87400 0.87840 4.51 11774.93
90 2010.02.23 22:03 buy 31 0.29 0.87570 0.00000 0.00000
91 2010.02.23 22:03 modify 31 0.29 0.87570 0.87170 0.87610
92 2010.02.23 23:19 close 31 0.29 0.87570 0.87170 0.87610 0.00 11774.93
93 2010.02.25 21:30 buy 32 0.29 0.88770 0.00000 0.00000
94 2010.02.25 21:30 modify 32 0.29 0.88770 0.88370 0.88810
95 2010.02.25 22:33 close 32 0.29 0.88770 0.88370 0.88810 0.00 11774.93
96 2010.02.25 22:56 buy 33 0.29 0.88740 0.00000 0.00000
97 2010.02.25 22:56 modify 33 0.29 0.88740 0.88340 0.88780
98 2010.02.25 23:33 t/p 33 0.29 0.88780 0.88340 0.88780 18.04 11792.97
99 2010.02.25 23:46 sell 34 0.29 0.88810 0.00000 0.00000
100 2010.02.25 23:46 modify 34 0.29 0.88810 0.89210 0.88770
101 2010.02.26 09:02 close 34 0.29 0.88810 0.89210 0.88770 -1.40 11791.57

 

Comments are closed.

s2Member®