Back Tested Results EUR / GBP 5-2011

EUR/GBP (Euro vs Great Britain Pound)

Bars in test 29272 Ticks modelled 23996652 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 39804.00
Total net profit -1712.71 Gross profit 351.16 Gross loss -2063.87
Profit factor 0.17 Expected payoff -90.14
Absolute drawdown 1948.55 Maximal drawdown 2261.76 (5.64%) Relative drawdown 5.64% (2261.76)
Total trades 19 Short positions (won %) 12 (58.33%) Long positions (won %) 7 (57.14%)
Profit trades (% of total) 11 (57.89%) Loss trades (% of total) 8 (42.11%)
Largest profit trade 150.07 loss trade -864.28
Average profit trade 31.92 loss trade -257.98
Maximum consecutive wins (profit in money) 8 (229.18) consecutive losses (loss in money) 4 (-1176.21)
Maximal consecutive profit (count of wins) 229.18 (8) consecutive loss (count of losses) -1176.21 (4)
Average consecutive wins 6 consecutive losses 3

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.05.02 22:28 buy 1 1.36 0.89010 0.00000 0.00000
2 2011.05.02 22:28 modify 1 1.36 0.89010 0.88610 0.89140
3 2011.05.03 00:42 close 1 1.36 0.89010 0.88610 0.89140 -1.72 39802.28
4 2011.05.03 21:33 buy 2 1.36 0.89930 0.00000 0.00000
5 2011.05.03 21:33 modify 2 1.36 0.89930 0.89530 0.90060
6 2011.05.03 22:34 close 2 1.36 0.89930 0.89530 0.90060 0.00 39802.28
7 2011.05.05 00:00 sell 3 1.36 0.89930 0.00000 0.00000
8 2011.05.05 00:00 modify 3 1.36 0.89930 0.90330 0.89800
9 2011.05.05 02:10 close 3 1.36 0.89930 0.90330 0.89800 0.00 39802.28
10 2011.05.05 22:00 sell 4 1.36 0.88750 0.00000 0.00000
11 2011.05.05 22:00 modify 4 1.36 0.88750 0.89150 0.88620
12 2011.05.05 23:00 close 4 1.36 0.88750 0.89150 0.88620 0.00 39802.28
13 2011.05.05 23:43 sell 5 1.36 0.88790 0.00000 0.00000
14 2011.05.05 23:43 modify 5 1.36 0.88790 0.89190 0.88660
15 2011.05.06 00:43 close 5 1.36 0.88750 0.89190 0.88660 79.11 39881.40
16 2011.05.09 22:53 sell 6 1.36 0.87600 0.00000 0.00000
17 2011.05.09 22:53 modify 6 1.36 0.87600 0.88000 0.87470
18 2011.05.09 23:53 close 6 1.36 0.87600 0.88000 0.87470 0.00 39881.40
19 2011.05.10 00:01 buy 7 1.36 0.87530 0.00000 0.00000
20 2011.05.10 00:01 modify 7 1.36 0.87530 0.87130 0.87660
21 2011.05.10 07:15 close 7 1.36 0.87530 0.87130 0.87660 0.00 39881.40
22 2011.05.12 00:10 buy 8 1.36 0.86790 0.00000 0.00000
23 2011.05.12 00:10 modify 8 1.36 0.86790 0.86390 0.86920
24 2011.05.12 01:10 close 8 1.36 0.86860 0.86390 0.86920 150.07 40031.47
25 2011.05.12 22:17 sell 9 1.36 0.87470 0.00000 0.00000
26 2011.05.12 22:17 modify 9 1.36 0.87470 0.87870 0.87340
27 2011.05.12 23:26 close 9 1.36 0.87470 0.87870 0.87340 0.00 40031.47
28 2011.05.16 21:32 buy 10 1.36 0.87440 0.00000 0.00000
29 2011.05.16 21:32 modify 10 1.36 0.87440 0.87040 0.87570
30 2011.05.17 00:14 close 10 1.36 0.87440 0.87040 0.87570 -1.72 40029.75
31 2011.05.17 21:30 sell 11 1.36 0.87610 0.00000 0.00000
32 2011.05.17 21:30 modify 11 1.36 0.87610 0.88010 0.87480
33 2011.05.18 08:30 s/l 11 1.36 0.88010 0.88010 0.87480 -864.28 39165.47
34 2011.05.18 22:45 sell 12 1.36 0.88160 0.00000 0.00000
35 2011.05.18 22:45 modify 12 1.36 0.88160 0.88560 0.88030
36 2011.05.19 07:10 close 12 1.36 0.88160 0.88560 0.88030 -19.95 39145.53
37 2011.05.19 22:25 sell 13 1.36 0.88230 0.00000 0.00000
38 2011.05.19 22:25 modify 13 1.36 0.88230 0.88630 0.88100
39 2011.05.19 23:25 close 13 1.36 0.88230 0.88630 0.88100 0.00 39145.53
40 2011.05.19 23:28 sell 14 1.36 0.88240 0.00000 0.00000
41 2011.05.19 23:28 modify 14 1.36 0.88240 0.88640 0.88110
42 2011.05.20 00:29 close 14 1.36 0.88200 0.88640 0.88110 79.11 39224.64
43 2011.05.23 21:39 buy 15 1.36 0.87130 0.00000 0.00000
44 2011.05.23 21:39 modify 15 1.36 0.87130 0.86730 0.87260
45 2011.05.23 22:39 close 15 1.36 0.87150 0.86730 0.87260 42.87 39267.51
46 2011.05.23 23:24 sell 16 1.36 0.87200 0.00000 0.00000
47 2011.05.23 23:24 modify 16 1.36 0.87200 0.87600 0.87070
48 2011.05.24 00:33 close 16 1.36 0.87200 0.87600 0.87070 -6.65 39260.86
49 2011.05.25 22:28 buy 17 1.36 0.86510 0.00000 0.00000
50 2011.05.25 22:28 modify 17 1.36 0.86510 0.86110 0.86640
51 2011.05.26 00:26 close 17 1.36 0.86510 0.86110 0.86640 -5.15 39255.71
52 2011.05.26 23:42 sell 18 1.36 0.86290 0.00000 0.00000
53 2011.05.26 23:42 modify 18 1.36 0.86290 0.86690 0.86160
54 2011.05.27 03:15 s/l 18 1.36 0.86690 0.86690 0.86160 -864.26 38391.45
55 2011.05.30 22:27 sell 19 1.36 0.86750 0.00000 0.00000
56 2011.05.30 22:27 modify 19 1.36 0.86750 0.87150 0.86620
57 2011.05.30 23:59 close at stop 19 1.36 0.86890 0.87150 0.86620 -300.16 38091.29

 

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