Back Tested Results EUR / USD 1-2010

EUR/USD (Euro vs US Dollar)

Bars in test 28992 Ticks modelled 23398654 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit -389.84 Gross profit 339.68 Gross loss -729.52
Profit factor 0.47 Expected payoff -16.24
Absolute drawdown 400.36 Maximal drawdown 492.71 (4.88%) Relative drawdown 4.88% (492.71)
Total trades 24 Short positions (won %) 4 (75.00%) Long positions (won %) 20 (85.00%)
Profit trades (% of total) 20 (83.33%) Loss trades (% of total) 4 (16.67%)
Largest profit trade 57.20 loss trade -188.19
Average profit trade 16.98 loss trade -182.38
Maximum consecutive wins (profit in money) 7 (142.56) consecutive losses (loss in money) 1 (-188.19)
Maximal consecutive profit (count of wins) 142.56 (7) consecutive loss (count of losses) -188.19 (1)
Average consecutive wins 5 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.01.04 23:06 buy 1 0.44 1.44100 0.00000 0.00000
2 2010.01.04 23:06 modify 1 0.44 1.44100 1.43690 1.44230
3 2010.01.04 23:55 t/p 1 0.44 1.44230 1.43690 1.44230 57.20 10057.20
4 2010.01.05 22:00 buy 2 0.44 1.43660 0.00000 0.00000
5 2010.01.05 22:00 modify 2 0.44 1.43660 1.43250 1.43790
6 2010.01.05 23:01 close 2 0.44 1.43660 1.43250 1.43790 0.00 10057.20
7 2010.01.05 23:15 buy 3 0.44 1.43630 0.00000 0.00000
8 2010.01.05 23:15 modify 3 0.44 1.43630 1.43220 1.43760
9 2010.01.06 01:56 close 3 0.44 1.43660 1.43220 1.43760 13.16 10070.36
10 2010.01.06 22:24 buy 4 0.44 1.44080 0.00000 0.00000
11 2010.01.06 22:24 modify 4 0.44 1.44080 1.43670 1.44210
12 2010.01.06 23:41 close 4 0.44 1.44080 1.43670 1.44210 0.00 10070.36
13 2010.01.07 22:00 buy 5 0.44 1.43100 0.00000 0.00000
14 2010.01.07 22:00 modify 5 0.44 1.43100 1.42690 1.43230
15 2010.01.07 23:22 close 5 0.44 1.43100 1.42690 1.43230 0.00 10070.36
16 2010.01.11 22:00 buy 6 0.44 1.45150 0.00000 0.00000
17 2010.01.11 22:00 modify 6 0.44 1.45150 1.44740 1.45280
18 2010.01.11 23:02 close 6 0.44 1.45150 1.44740 1.45280 0.00 10070.36
19 2010.01.11 23:45 buy 7 0.44 1.45100 0.00000 0.00000
20 2010.01.11 23:45 modify 7 0.44 1.45100 1.44690 1.45230
21 2010.01.12 02:09 s/l 7 0.44 1.44690 1.44690 1.45230 -180.44 9889.91
22 2010.01.12 22:04 buy 8 0.44 1.44870 0.00000 0.00000
23 2010.01.12 22:04 modify 8 0.44 1.44870 1.44460 1.45000
24 2010.01.12 22:59 close 8 0.44 1.44910 1.44460 1.45000 17.60 9907.51
25 2010.01.12 23:18 buy 9 0.44 1.44870 0.00000 0.00000
26 2010.01.12 23:18 modify 9 0.44 1.44870 1.44460 1.45000
27 2010.01.13 04:34 close 9 0.44 1.44930 1.44460 1.45000 26.36 9933.87
28 2010.01.13 22:07 buy 10 0.44 1.45080 0.00000 0.00000
29 2010.01.13 22:07 modify 10 0.44 1.45080 1.44670 1.45210
30 2010.01.13 23:10 close 10 0.44 1.45080 1.44670 1.45210 0.00 9933.87
31 2010.01.13 23:31 sell 11 0.44 1.45160 0.00000 0.00000
32 2010.01.13 23:31 modify 11 0.44 1.45160 1.45570 1.45030
33 2010.01.14 05:43 s/l 11 0.44 1.45570 1.45570 1.45030 -188.19 9745.68
34 2010.01.14 22:14 buy 12 0.44 1.44990 0.00000 0.00000
35 2010.01.14 22:14 modify 12 0.44 1.44990 1.44580 1.45120
36 2010.01.14 23:09 close 12 0.44 1.45010 1.44580 1.45120 8.80 9754.48
37 2010.01.14 23:31 sell 13 0.44 1.45060 0.00000 0.00000
38 2010.01.14 23:31 modify 13 0.44 1.45060 1.45470 1.44930
39 2010.01.15 00:26 close 13 0.44 1.44960 1.45470 1.44930 41.40 9795.88
40 2010.01.18 22:38 sell 14 0.44 1.43920 0.00000 0.00000
41 2010.01.18 22:38 modify 14 0.44 1.43920 1.44330 1.43790
42 2010.01.19 05:21 close 14 0.44 1.43870 1.44330 1.43790 19.40 9815.29
43 2010.01.19 22:00 buy 15 0.44 1.42900 0.00000 0.00000
44 2010.01.19 22:00 modify 15 0.44 1.42900 1.42490 1.43030
45 2010.01.19 22:55 close 15 0.44 1.42930 1.42490 1.43030 13.20 9828.49
46 2010.01.19 22:59 buy 16 0.44 1.42920 0.00000 0.00000
47 2010.01.19 22:59 modify 16 0.44 1.42920 1.42510 1.43050
48 2010.01.20 01:17 s/l 16 0.44 1.42510 1.42510 1.43050 -180.44 9648.04
49 2010.01.20 22:19 buy 17 0.44 1.41000 0.00000 0.00000
50 2010.01.20 22:19 modify 17 0.44 1.41000 1.40590 1.41130
51 2010.01.20 23:14 close 17 0.44 1.41070 1.40590 1.41130 30.80 9678.84
52 2010.01.21 22:00 buy 18 0.44 1.40860 0.00000 0.00000
53 2010.01.21 22:00 modify 18 0.44 1.40860 1.40450 1.40990
54 2010.01.21 22:55 close 18 0.44 1.40880 1.40450 1.40990 8.80 9687.64
55 2010.01.21 22:59 buy 19 0.44 1.40860 0.00000 0.00000
56 2010.01.21 22:59 modify 19 0.44 1.40860 1.40450 1.40990
57 2010.01.21 23:54 close 19 0.44 1.40970 1.40450 1.40990 48.40 9736.04
58 2010.01.25 22:14 buy 20 0.44 1.41510 0.00000 0.00000
59 2010.01.25 22:14 modify 20 0.44 1.41510 1.41100 1.41640
60 2010.01.25 23:31 close 20 0.44 1.41510 1.41100 1.41640 0.00 9736.04
61 2010.01.25 23:47 sell 21 0.44 1.41580 0.00000 0.00000
62 2010.01.25 23:47 modify 21 0.44 1.41580 1.41990 1.41450
63 2010.01.26 02:48 close 21 0.44 1.41550 1.41990 1.41450 10.60 9746.65
64 2010.01.26 22:00 buy 22 0.44 1.40740 0.00000 0.00000
65 2010.01.26 22:00 modify 22 0.44 1.40740 1.40330 1.40870
66 2010.01.26 22:55 close 22 0.44 1.40760 1.40330 1.40870 8.80 9755.45
67 2010.01.26 23:06 buy 23 0.44 1.40720 0.00000 0.00000
68 2010.01.26 23:06 modify 23 0.44 1.40720 1.40310 1.40850
69 2010.01.27 00:01 close 23 0.44 1.40800 1.40310 1.40850 35.16 9790.60
70 2010.01.28 22:01 buy 24 0.44 1.39710 0.00000 0.00000
71 2010.01.28 22:01 modify 24 0.44 1.39710 1.39300 1.39840
72 2010.01.29 00:28 s/l 24 0.44 1.39300 1.39300 1.39840 -180.44 9610.16

 

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