Back Tested Results EUR / GBP 8-2010

EUR/GBP (Euro vs Great Britain Pound)

Bars in test 28993 Ticks modelled 23672533 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 28723.00
Total net profit 343.27 Gross profit 408.25 Gross loss -64.98
Profit factor 6.28 Expected payoff 16.35
Absolute drawdown 179.25 Maximal drawdown 383.29 (1.33%) Relative drawdown 1.33% (383.29)
Total trades 21 Short positions (won %) 9 (77.78%) Long positions (won %) 12 (75.00%)
Profit trades (% of total) 16 (76.19%) Loss trades (% of total) 5 (23.81%)
Largest profit trade 49.48 loss trade -49.48
Average profit trade 25.52 loss trade -13.00
Maximum consecutive wins (profit in money) 9 (225.66) consecutive losses (loss in money) 2 (-10.22)
Maximal consecutive profit (count of wins) 225.66 (9) consecutive loss (count of losses) -49.48 (1)
Average consecutive wins 5 consecutive losses 2

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.08.04 23:41 sell 1 1.05 0.82840 0.00000 0.00000
2 2010.08.04 23:41 modify 1 1.05 0.82840 0.83240 0.82810
3 2010.08.05 00:09 t/p 1 1.05 0.82810 0.83240 0.82810 34.15 28757.15
4 2010.08.06 00:00 sell 2 1.05 0.83010 0.00000 0.00000
5 2010.08.06 00:00 modify 2 1.05 0.83010 0.83410 0.82980
6 2010.08.06 05:10 close 2 1.05 0.83010 0.83410 0.82980 0.00 28757.15
7 2010.08.09 23:01 sell 3 1.05 0.83190 0.00000 0.00000
8 2010.08.09 23:01 modify 3 1.05 0.83190 0.83590 0.83160
9 2010.08.10 00:50 close 3 1.05 0.83190 0.83590 0.83160 -5.11 28752.04
10 2010.08.10 23:01 sell 4 1.05 0.83160 0.00000 0.00000
11 2010.08.10 23:01 modify 4 1.05 0.83160 0.83560 0.83130
12 2010.08.11 00:06 close 4 1.05 0.83160 0.83560 0.83130 -5.11 28746.93
13 2010.08.11 23:47 sell 5 1.05 0.82200 0.00000 0.00000
14 2010.08.11 23:54 modify 5 1.05 0.82200 0.82600 0.82170
15 2010.08.11 23:59 t/p 5 1.05 0.82170 0.82600 0.82170 49.48 28796.41
16 2010.08.12 00:09 sell 6 1.05 0.82190 0.00000 0.00000
17 2010.08.12 00:09 modify 6 1.05 0.82190 0.82590 0.82160
18 2010.08.12 01:30 close 6 1.05 0.82190 0.82590 0.82160 0.00 28796.41
19 2010.08.12 22:56 buy 7 1.05 0.82330 0.00000 0.00000
20 2010.08.12 22:56 modify 7 1.05 0.82330 0.81930 0.82360
21 2010.08.12 23:10 t/p 7 1.05 0.82360 0.81930 0.82360 49.48 28845.89
22 2010.08.16 22:42 sell 8 1.05 0.81930 0.00000 0.00000
23 2010.08.16 22:42 modify 8 1.05 0.81930 0.82330 0.81900
24 2010.08.16 23:42 close 8 1.05 0.81930 0.82330 0.81900 0.00 28845.89
25 2010.08.17 00:02 buy 9 1.05 0.81890 0.00000 0.00000
26 2010.08.17 00:02 modify 9 1.05 0.81890 0.81490 0.81920
27 2010.08.17 00:25 t/p 9 1.05 0.81920 0.81490 0.81920 49.48 28895.37
28 2010.08.17 23:43 buy 10 1.05 0.82650 0.00000 0.00000
29 2010.08.18 00:43 close 10 1.05 0.82650 0.00000 0.00000 -1.32 28894.05
30 2010.08.18 23:47 buy 11 1.05 0.82360 0.00000 0.00000
31 2010.08.18 23:47 modify 11 1.05 0.82360 0.81960 0.82390
32 2010.08.19 06:20 close 11 1.05 0.82360 0.81960 0.82390 -3.96 28890.09
33 2010.08.19 23:19 sell 12 1.05 0.82240 0.00000 0.00000
34 2010.08.19 23:21 modify 12 1.05 0.82240 0.82640 0.82210
35 2010.08.20 00:06 t/p 12 1.05 0.82210 0.82640 0.82210 44.38 28934.47
36 2010.08.23 22:31 buy 13 1.05 0.81560 0.00000 0.00000
37 2010.08.23 23:09 modify 13 1.05 0.81560 0.81160 0.81590
38 2010.08.23 23:34 close 13 1.05 0.81560 0.81160 0.81590 0.00 28934.47
39 2010.08.23 23:36 buy 14 1.05 0.81550 0.00000 0.00000
40 2010.08.23 23:37 modify 14 1.05 0.81550 0.81150 0.81580
41 2010.08.24 00:05 t/p 14 1.05 0.81580 0.81150 0.81580 48.16 28982.63
42 2010.08.24 21:30 buy 15 1.05 0.81990 0.00000 0.00000
43 2010.08.24 21:30 modify 15 1.05 0.81990 0.81590 0.82020
44 2010.08.24 22:05 t/p 15 1.05 0.82020 0.81590 0.82020 49.48 29032.11
45 2010.08.24 22:06 buy 16 1.05 0.82020 0.00000 0.00000
46 2010.08.24 22:06 modify 16 1.05 0.82020 0.81620 0.82050
47 2010.08.24 23:25 close 16 1.05 0.82020 0.81620 0.82050 0.00 29032.11
48 2010.08.25 21:31 buy 17 1.05 0.81850 0.00000 0.00000
49 2010.08.25 21:32 modify 17 1.05 0.81850 0.81450 0.81880
50 2010.08.25 22:41 close 17 1.05 0.81850 0.81450 0.81880 0.00 29032.11
51 2010.08.25 23:38 sell 18 1.05 0.81900 0.00000 0.00000
52 2010.08.25 23:38 modify 18 1.05 0.81900 0.82300 0.81870
53 2010.08.26 00:01 t/p 18 1.05 0.81870 0.82300 0.81870 34.16 29066.27
54 2010.08.26 00:13 buy 19 1.05 0.81830 0.00000 0.00000
55 2010.08.26 00:13 modify 19 1.05 0.81830 0.81430 0.81860
56 2010.08.26 01:33 close 19 1.05 0.81830 0.81430 0.81860 0.00 29066.27
57 2010.08.27 00:06 buy 20 1.05 0.81840 0.00000 0.00000
58 2010.08.27 00:07 modify 20 1.05 0.81840 0.81440 0.81870
59 2010.08.27 01:00 t/p 20 1.05 0.81870 0.81440 0.81870 49.48 29115.75
60 2010.08.30 23:02 buy 21 1.05 0.81870 0.00000 0.00000
61 2010.08.30 23:02 modify 21 1.05 0.81870 0.81470 0.81900
62 2010.08.30 23:59 close at stop 21 1.05 0.81840 0.81470 0.81900 -49.48 29066.27

 

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