Back Tested Results EUR / GBP 9-2010

EURGBP (Euro vs Great Britain Pound)

Bars in test 28993 Ticks modelled 23672533 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 29421.00
Total net profit -522.76 Gross profit 341.49 Gross loss -864.25
Profit factor 0.40 Expected payoff -22.73
Absolute drawdown 897.04 Maximal drawdown 931.33 (3.16%) Relative drawdown 3.16% (931.33)
Total trades 23 Short positions (won %) 13 (69.23%) Long positions (won %) 10 (40.00%)
Profit trades (% of total) 13 (56.52%) Loss trades (% of total) 10 (43.48%)
Largest profit trade 85.72 loss trade -687.02
Average profit trade 26.27 loss trade -86.42
Maximum consecutive wins (profit in money) 4 (171.43) consecutive losses (loss in money) 3 (-139.87)
Maximal consecutive profit (count of wins) 171.43 (4) consecutive loss (count of losses) -688.39 (2)
Average consecutive wins 3 consecutive losses 2

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.09.01 00:01 buy 1 1.09 0.82620 0.00000 0.00000
2 2010.09.01 00:01 modify 1 1.09 0.82620 0.82220 0.82670
3 2010.09.01 01:04 close 1 1.09 0.82620 0.82220 0.82670 0.00 29421.00
4 2010.09.01 22:46 sell 2 1.09 0.82890 0.00000 0.00000
5 2010.09.01 22:46 modify 2 1.09 0.82890 0.83290 0.82840
6 2010.09.01 23:47 close 2 1.09 0.82880 0.83290 0.82840 17.15 29438.15
7 2010.09.02 21:46 sell 3 1.09 0.83320 0.00000 0.00000
8 2010.09.02 21:46 modify 3 1.09 0.83320 0.83720 0.83270
9 2010.09.02 22:49 close 3 1.09 0.83320 0.83720 0.83270 0.00 29438.15
10 2010.09.02 23:36 buy 4 1.09 0.83270 0.00000 0.00000
11 2010.09.02 23:36 modify 4 1.09 0.83270 0.82870 0.83320
12 2010.09.03 08:34 close 4 1.09 0.83270 0.82870 0.83320 -1.37 29436.78
13 2010.09.06 23:03 buy 5 1.09 0.83590 0.00000 0.00000
14 2010.09.06 23:03 modify 5 1.09 0.83590 0.83190 0.83640
15 2010.09.07 06:16 s/l 5 1.09 0.83190 0.83190 0.83640 -687.02 28749.76
16 2010.09.08 00:00 sell 6 1.09 0.82680 0.00000 0.00000
17 2010.09.08 00:00 modify 6 1.09 0.82680 0.83080 0.82630
18 2010.09.08 00:24 t/p 6 1.09 0.82630 0.83080 0.82630 85.72 28835.48
19 2010.09.08 22:46 sell 7 1.09 0.82260 0.00000 0.00000
20 2010.09.08 22:46 modify 7 1.09 0.82260 0.82660 0.82210
21 2010.09.08 23:46 close 7 1.09 0.82260 0.82660 0.82210 0.00 28835.48
22 2010.09.09 00:17 sell 8 1.09 0.82290 0.00000 0.00000
23 2010.09.09 00:17 modify 8 1.09 0.82290 0.82690 0.82240
24 2010.09.09 03:43 close 8 1.09 0.82290 0.82690 0.82240 0.00 28835.48
25 2010.09.13 22:59 buy 9 1.09 0.83450 0.00000 0.00000
26 2010.09.13 22:59 modify 9 1.09 0.83450 0.83050 0.83500
27 2010.09.13 23:01 t/p 9 1.09 0.83500 0.83050 0.83500 85.71 28921.19
28 2010.09.13 23:07 sell 10 1.09 0.83560 0.00000 0.00000
29 2010.09.13 23:07 modify 10 1.09 0.83560 0.83960 0.83510
30 2010.09.14 00:46 close 10 1.09 0.83560 0.83960 0.83510 -5.31 28915.88
31 2010.09.15 00:05 sell 11 1.09 0.83670 0.00000 0.00000
32 2010.09.15 00:05 modify 11 1.09 0.83670 0.84070 0.83620
33 2010.09.15 03:50 close 11 1.09 0.83670 0.84070 0.83620 0.00 28915.88
34 2010.09.15 21:38 buy 12 1.09 0.83250 0.00000 0.00000
35 2010.09.15 21:38 modify 12 1.09 0.83250 0.82850 0.83300
36 2010.09.15 22:38 close 12 1.09 0.83260 0.82850 0.83300 17.14 28933.02
37 2010.09.15 23:28 buy 13 1.09 0.83220 0.00000 0.00000
38 2010.09.15 23:28 modify 13 1.09 0.83220 0.82820 0.83270
39 2010.09.16 02:55 close 13 1.09 0.83220 0.82820 0.83270 -4.11 28928.90
40 2010.09.16 23:51 sell 14 1.09 0.83730 0.00000 0.00000
41 2010.09.16 23:52 modify 14 1.09 0.83730 0.84130 0.83680
42 2010.09.17 04:16 close 14 1.09 0.83730 0.84130 0.83680 -5.31 28923.59
43 2010.09.20 22:59 sell 15 1.09 0.84040 0.00000 0.00000
44 2010.09.20 22:59 modify 15 1.09 0.84040 0.84440 0.83990
45 2010.09.20 23:59 close 15 1.09 0.84040 0.84440 0.83990 0.00 28923.59
46 2010.09.21 21:30 sell 16 1.09 0.84900 0.00000 0.00000
47 2010.09.21 21:30 modify 16 1.09 0.84900 0.85300 0.84850
48 2010.09.21 22:31 close 16 1.09 0.84900 0.85300 0.84850 0.00 28923.59
49 2010.09.21 23:20 sell 17 1.09 0.84920 0.00000 0.00000
50 2010.09.21 23:20 modify 17 1.09 0.84920 0.85320 0.84870
51 2010.09.22 04:12 close 17 1.09 0.84920 0.85320 0.84870 -5.31 28918.28
52 2010.09.22 22:56 sell 18 1.09 0.85600 0.00000 0.00000
53 2010.09.22 22:56 modify 18 1.09 0.85600 0.86000 0.85550
54 2010.09.23 01:23 close 18 1.09 0.85600 0.86000 0.85550 -15.94 28902.35
55 2010.09.23 23:15 sell 19 1.09 0.84970 0.00000 0.00000
56 2010.09.23 23:15 modify 19 1.09 0.84970 0.85370 0.84920
57 2010.09.23 23:51 t/p 19 1.09 0.84920 0.85370 0.84920 85.72 28988.07
58 2010.09.23 23:58 buy 20 1.09 0.84910 0.00000 0.00000
59 2010.09.23 23:58 modify 20 1.09 0.84910 0.84510 0.84960
60 2010.09.24 00:58 close 20 1.09 0.84940 0.84510 0.84960 50.05 29038.11
61 2010.09.27 23:57 buy 21 1.09 0.84960 0.00000 0.00000
62 2010.09.27 23:57 modify 21 1.09 0.84960 0.84560 0.85010
63 2010.09.28 00:57 close 21 1.09 0.84960 0.84560 0.85010 -1.37 29036.74
64 2010.09.28 21:41 buy 22 1.09 0.85950 0.00000 0.00000
65 2010.09.28 21:41 modify 22 1.09 0.85950 0.85550 0.86000
66 2010.09.29 07:24 close 22 1.09 0.85950 0.85550 0.86000 -1.37 29035.37
67 2010.09.29 21:50 buy 23 1.09 0.86290 0.00000 0.00000
68 2010.09.29 21:50 modify 23 1.09 0.86290 0.85890 0.86340
69 2010.09.29 23:59 close at stop 23 1.09 0.86210 0.85890 0.86340 -137.13 28898.24

 

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