Back Tested Results EUR / GBP 4-2011

EUR/GBP (Euro vs Great Britain Pound)

Bars in test 29272 Ticks modelled 23996652 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 39061.00
Total net profit -134.10 Gross profit 758.77 Gross loss -892.86
Profit factor 0.85 Expected payoff -5.83
Absolute drawdown 1072.13 Maximal drawdown 1593.34 (4.03%) Relative drawdown 4.03% (1593.34)
Total trades 23 Short positions (won %) 17 (88.24%) Long positions (won %) 6 (83.33%)
Profit trades (% of total) 20 (86.96%) Loss trades (% of total) 3 (13.04%)
Largest profit trade 198.97 loss trade -884.31
Average profit trade 37.94 loss trade -297.62
Maximum consecutive wins (profit in money) 10 (521.21) consecutive losses (loss in money) 2 (-8.55)
Maximal consecutive profit (count of wins) 521.21 (10) consecutive loss (count of losses) -884.31 (1)
Average consecutive wins 7 consecutive losses 2

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.04.01 00:11 sell 1 1.39 0.88380 0.00000 0.00000
2 2011.04.01 00:14 modify 1 1.39 0.88380 0.88780 0.88360
3 2011.04.01 01:10 t/p 1 1.39 0.88360 0.88780 0.88360 43.87 39104.87
4 2011.04.04 23:09 sell 2 1.39 0.88190 0.00000 0.00000
5 2011.04.05 00:09 close 2 1.39 0.88180 0.00000 0.00000 15.13 39120.00
6 2011.04.05 21:30 buy 3 1.39 0.87280 0.00000 0.00000
7 2011.04.05 21:33 modify 3 1.39 0.87280 0.86880 0.87300
8 2011.04.05 23:55 close 3 1.39 0.87280 0.86880 0.87300 0.00 39120.00
9 2011.04.06 22:53 sell 4 1.39 0.87810 0.00000 0.00000
10 2011.04.06 23:53 close 4 1.39 0.87770 0.00000 0.00000 87.75 39207.75
11 2011.04.11 21:39 sell 5 1.39 0.88310 0.00000 0.00000
12 2011.04.11 22:34 modify 5 1.39 0.88310 0.88710 0.88290
13 2011.04.11 23:36 close 5 1.39 0.88310 0.88710 0.88290 0.00 39207.75
14 2011.04.12 22:02 sell 6 1.39 0.89090 0.00000 0.00000
15 2011.04.12 23:02 close 6 1.39 0.89060 0.00000 0.00000 65.81 39273.56
16 2011.04.13 23:42 sell 7 1.39 0.88800 0.00000 0.00000
17 2011.04.14 00:42 close 7 1.39 0.88700 0.00000 0.00000 198.97 39472.53
18 2011.04.14 23:25 sell 8 1.39 0.88650 0.00000 0.00000
19 2011.04.14 23:25 modify 8 1.39 0.88650 0.89050 0.88630
20 2011.04.14 23:51 t/p 8 1.39 0.88630 0.89050 0.88630 43.87 39516.40
21 2011.04.15 00:13 buy 9 1.39 0.88580 0.00000 0.00000
22 2011.04.15 00:13 modify 9 1.39 0.88580 0.88180 0.88600
23 2011.04.15 00:27 t/p 9 1.39 0.88600 0.88180 0.88600 43.88 39560.28
24 2011.04.18 21:35 buy 10 1.39 0.87480 0.00000 0.00000
25 2011.04.18 21:36 modify 10 1.39 0.87480 0.87080 0.87500
26 2011.04.18 22:35 close 10 1.39 0.87490 0.87080 0.87500 21.93 39582.21
27 2011.04.19 23:40 sell 11 1.39 0.87880 0.00000 0.00000
28 2011.04.19 23:40 modify 11 1.39 0.87880 0.88280 0.87860
29 2011.04.20 08:30 s/l 11 1.39 0.88280 0.88280 0.87860 -884.31 38697.90
30 2011.04.20 21:45 sell 12 1.39 0.88540 0.00000 0.00000
31 2011.04.20 22:48 close 12 1.39 0.88540 0.00000 0.00000 0.00 38697.90
32 2011.04.20 23:34 sell 13 1.39 0.88550 0.00000 0.00000
33 2011.04.20 23:34 modify 13 1.39 0.88550 0.88950 0.88530
34 2011.04.20 23:55 t/p 13 1.39 0.88530 0.88950 0.88530 43.87 38741.77
35 2011.04.20 23:57 sell 14 1.39 0.88550 0.00000 0.00000
36 2011.04.20 23:57 modify 14 1.39 0.88550 0.88950 0.88530
37 2011.04.21 08:30 t/p 14 1.39 0.88530 0.88950 0.88530 23.47 38765.24
38 2011.04.21 22:17 sell 15 1.39 0.88120 0.00000 0.00000
39 2011.04.21 22:30 modify 15 1.39 0.88120 0.88520 0.88100
40 2011.04.21 22:49 t/p 15 1.39 0.88100 0.88520 0.88100 43.87 38809.11
41 2011.04.22 00:10 sell 16 1.39 0.88160 0.00000 0.00000
42 2011.04.22 00:10 modify 16 1.39 0.88160 0.88560 0.88140
43 2011.04.22 01:13 close 16 1.39 0.88160 0.88560 0.88140 0.00 38809.11
44 2011.04.25 23:10 buy 17 1.39 0.88330 0.00000 0.00000
45 2011.04.25 23:20 modify 17 1.39 0.88330 0.87930 0.88350
46 2011.04.26 05:04 close 17 1.39 0.88330 0.87930 0.88350 -1.75 38807.36
47 2011.04.26 22:20 sell 18 1.39 0.88890 0.00000 0.00000
48 2011.04.26 22:20 modify 18 1.39 0.88890 0.89290 0.88870
49 2011.04.27 08:30 close 18 1.39 0.88890 0.89290 0.88870 -6.80 38800.56
50 2011.04.27 21:57 buy 19 1.39 0.88860 0.00000 0.00000
51 2011.04.27 22:58 close 19 1.39 0.88860 0.00000 0.00000 0.00 38800.56
52 2011.04.27 23:42 buy 20 1.39 0.88850 0.00000 0.00000
53 2011.04.27 23:42 modify 20 1.39 0.88850 0.88450 0.88870
54 2011.04.28 00:05 t/p 20 1.39 0.88870 0.88450 0.88870 38.61 38839.16
55 2011.04.28 00:16 sell 21 1.39 0.88990 0.00000 0.00000
56 2011.04.28 00:16 modify 21 1.39 0.88990 0.89390 0.88970
57 2011.04.28 00:23 t/p 21 1.39 0.88970 0.89390 0.88970 43.87 38883.03
58 2011.04.28 22:12 sell 22 1.39 0.89140 0.00000 0.00000
59 2011.04.28 22:28 modify 22 1.39 0.89140 0.89540 0.89120
60 2011.04.28 23:47 close 22 1.39 0.89140 0.89540 0.89120 0.00 38883.03
61 2011.04.29 00:00 sell 23 1.39 0.89160 0.00000 0.00000
62 2011.04.29 00:20 modify 23 1.39 0.89160 0.89560 0.89140
63 2011.04.29 00:28 t/p 23 1.39 0.89140 0.89560 0.89140 43.87 38926.90

 

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