Back Tested Results EUR / GBP 3-2010

EUR/GBP (Euro vs Great Britain Pound)

Bars in test 28993 Ticks modelled 23672533 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 14597.00
Total net profit -612.40 Gross profit 223.39 Gross loss -835.79
Profit factor 0.27 Expected payoff -22.68
Absolute drawdown 1012.33 Maximal drawdown 1026.04 (7.02%) Relative drawdown 7.02% (1026.04)
Total trades 27 Short positions (won %) 14 (71.43%) Long positions (won %) 13 (76.92%)
Profit trades (% of total) 20 (74.07%) Loss trades (% of total) 7 (25.93%)
Largest profit trade 34.27 loss trade -276.28
Average profit trade 11.17 loss trade -119.40
Maximum consecutive wins (profit in money) 11 (73.18) consecutive losses (loss in money) 2 (-550.97)
Maximal consecutive profit (count of wins) 102.24 (3) consecutive loss (count of losses) -550.97 (2)
Average consecutive wins 3 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.03.01 22:05 sell 1 0.44 0.90490 0.00000 0.00000
2 2010.03.01 22:05 modify 1 0.44 0.90490 0.90890 0.90440
3 2010.03.01 23:05 close 1 0.44 0.90490 0.90890 0.90440 0.00 14597.00
4 2010.03.01 23:17 sell 2 0.44 0.90500 0.00000 0.00000
5 2010.03.01 23:17 modify 2 0.44 0.90500 0.90900 0.90450
6 2010.03.02 06:58 s/l 2 0.44 0.90900 0.90900 0.90450 -276.28 14320.72
7 2010.03.02 23:41 buy 3 0.44 0.90910 0.00000 0.00000
8 2010.03.02 23:41 modify 3 0.44 0.90910 0.90510 0.90960
9 2010.03.03 01:56 s/l 3 0.44 0.90510 0.90510 0.90960 -274.69 14046.03
10 2010.03.03 22:10 buy 4 0.44 0.90700 0.00000 0.00000
11 2010.03.03 22:10 modify 4 0.44 0.90700 0.90300 0.90750
12 2010.03.03 23:03 t/p 4 0.44 0.90750 0.90300 0.90750 34.27 14080.30
13 2010.03.03 23:23 sell 5 0.44 0.90770 0.00000 0.00000
14 2010.03.03 23:23 modify 5 0.44 0.90770 0.91170 0.90720
15 2010.03.04 03:25 close 5 0.44 0.90770 0.91170 0.90720 -6.37 14073.93
16 2010.03.04 22:40 sell 6 0.44 0.90370 0.00000 0.00000
17 2010.03.04 22:40 modify 6 0.44 0.90370 0.90770 0.90320
18 2010.03.04 23:42 close 6 0.44 0.90370 0.90770 0.90320 0.00 14073.93
19 2010.03.05 00:11 sell 7 0.44 0.90380 0.00000 0.00000
20 2010.03.05 00:11 modify 7 0.44 0.90380 0.90780 0.90330
21 2010.03.05 01:11 close 7 0.44 0.90380 0.90780 0.90330 0.00 14073.93
22 2010.03.08 22:14 sell 8 0.44 0.90510 0.00000 0.00000
23 2010.03.08 22:14 modify 8 0.44 0.90510 0.90910 0.90460
24 2010.03.08 23:54 close 8 0.44 0.90510 0.90910 0.90460 0.00 14073.93
25 2010.03.09 00:01 sell 9 0.44 0.90550 0.00000 0.00000
26 2010.03.09 00:01 modify 9 0.44 0.90550 0.90950 0.90500
27 2010.03.09 09:50 s/l 9 0.44 0.90950 0.90950 0.90500 -274.13 13799.80
28 2010.03.09 23:13 buy 10 0.44 0.90660 0.00000 0.00000
29 2010.03.09 23:13 modify 10 0.44 0.90660 0.90260 0.90710
30 2010.03.10 00:13 close 10 0.44 0.90680 0.90260 0.90710 13.15 13812.95
31 2010.03.10 22:01 buy 11 0.44 0.91160 0.00000 0.00000
32 2010.03.10 22:01 modify 11 0.44 0.91160 0.90760 0.91210
33 2010.03.10 23:06 close 11 0.44 0.91160 0.90760 0.91210 0.00 13812.95
34 2010.03.11 22:14 buy 12 0.44 0.90790 0.00000 0.00000
35 2010.03.11 22:14 modify 12 0.44 0.90790 0.90390 0.90840
36 2010.03.11 23:48 close 12 0.44 0.90790 0.90390 0.90840 0.00 13812.95
37 2010.03.15 22:54 sell 13 0.44 0.90870 0.00000 0.00000
38 2010.03.15 22:54 modify 13 0.44 0.90870 0.91270 0.90820
39 2010.03.15 23:55 close 13 0.44 0.90870 0.91270 0.90820 0.00 13812.95
40 2010.03.16 00:09 buy 14 0.44 0.90830 0.00000 0.00000
41 2010.03.16 00:09 modify 14 0.44 0.90830 0.90430 0.90880
42 2010.03.16 01:28 close 14 0.44 0.90830 0.90430 0.90880 0.00 13812.95
43 2010.03.16 23:55 sell 15 0.44 0.90370 0.00000 0.00000
44 2010.03.16 23:55 modify 15 0.44 0.90370 0.90770 0.90320
45 2010.03.17 09:30 close 15 0.44 0.90360 0.90770 0.90320 4.73 13817.68
46 2010.03.17 23:47 sell 16 0.44 0.89710 0.00000 0.00000
47 2010.03.17 23:47 modify 16 0.44 0.89710 0.90110 0.89660
48 2010.03.18 00:21 t/p 16 0.44 0.89660 0.90110 0.89660 27.90 13845.57
49 2010.03.18 21:32 buy 17 0.44 0.89260 0.00000 0.00000
50 2010.03.18 21:32 modify 17 0.44 0.89260 0.88860 0.89310
51 2010.03.18 23:09 close 17 0.44 0.89260 0.88860 0.89310 0.00 13845.57
52 2010.03.19 00:17 sell 18 0.44 0.89290 0.00000 0.00000
53 2010.03.19 00:17 modify 18 0.44 0.89290 0.89690 0.89240
54 2010.03.19 01:19 close 18 0.44 0.89290 0.89690 0.89240 0.00 13845.57
55 2010.03.22 22:34 sell 19 0.44 0.89830 0.00000 0.00000
56 2010.03.22 22:34 modify 19 0.44 0.89830 0.90230 0.89780
57 2010.03.22 23:35 close 19 0.44 0.89800 0.90230 0.89780 20.55 13866.12
58 2010.03.23 21:34 buy 20 0.44 0.89730 0.00000 0.00000
59 2010.03.23 21:34 modify 20 0.44 0.89730 0.89330 0.89780
60 2010.03.23 22:35 close 20 0.44 0.89740 0.89330 0.89780 6.85 13872.97
61 2010.03.23 23:11 buy 21 0.44 0.89720 0.00000 0.00000
62 2010.03.23 23:11 modify 21 0.44 0.89720 0.89320 0.89770
63 2010.03.24 01:08 close 21 0.44 0.89720 0.89320 0.89770 -0.55 13872.43
64 2010.03.24 22:16 buy 22 0.44 0.89500 0.00000 0.00000
65 2010.03.24 22:16 modify 22 0.44 0.89500 0.89100 0.89550
66 2010.03.24 23:16 close 22 0.44 0.89520 0.89100 0.89550 13.70 13886.13
67 2010.03.24 23:40 buy 23 0.44 0.89490 0.00000 0.00000
68 2010.03.24 23:40 modify 23 0.44 0.89490 0.89090 0.89540
69 2010.03.25 00:45 close 23 0.44 0.89490 0.89090 0.89540 -1.64 13884.48
70 2010.03.25 22:19 buy 24 0.44 0.89600 0.00000 0.00000
71 2010.03.25 22:19 modify 24 0.44 0.89600 0.89200 0.89650
72 2010.03.25 23:08 t/p 24 0.44 0.89650 0.89200 0.89650 34.26 13918.74
73 2010.03.25 23:25 buy 25 0.44 0.89600 0.00000 0.00000
74 2010.03.25 23:25 modify 25 0.44 0.89600 0.89200 0.89650
75 2010.03.26 00:07 t/p 25 0.44 0.89650 0.89200 0.89650 33.71 13952.45
76 2010.03.26 00:09 sell 26 0.44 0.89680 0.00000 0.00000
77 2010.03.26 00:09 modify 26 0.44 0.89680 0.90080 0.89630
78 2010.03.26 00:20 t/p 26 0.44 0.89630 0.90080 0.89630 34.27 13986.72
79 2010.03.29 22:59 sell 27 0.44 0.89990 0.00000 0.00000
80 2010.03.29 22:59 modify 27 0.44 0.89990 0.90390 0.89940
81 2010.03.30 00:26 close 27 0.44 0.89990 0.90390 0.89940 -2.12 13984.60

 

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