Back Tested Results EUR / USD 2-2010

EUR/USD (Euro vs US Dollar)

Bars in test 28992 Ticks modelled 23398654 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 11569.00
Total net profit -128.62 Gross profit 829.48 Gross loss -958.10
Profit factor 0.87 Expected payoff -3.67
Absolute drawdown 391.88 Maximal drawdown 866.18 (7.19%) Relative drawdown 7.19% (866.18)
Total trades 35 Short positions (won %) 14 (85.71%) Long positions (won %) 21 (76.19%)
Profit trades (% of total) 28 (80.00%) Loss trades (% of total) 7 (20.00%)
Largest profit trade 70.80 loss trade -246.44
Average profit trade 29.62 loss trade -136.87
Maximum consecutive wins (profit in money) 8 (235.94) consecutive losses (loss in money) 2 (-472.00)
Maximal consecutive profit (count of wins) 235.94 (8) consecutive loss (count of losses) -472.00 (2)
Average consecutive wins 4 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.02.01 21:38 sell 1 0.59 1.39340 0.00000 0.00000
2 2010.02.01 21:38 modify 1 0.59 1.39340 1.39740 1.39220
3 2010.02.01 22:33 close 1 0.59 1.39320 1.39740 1.39220 11.80 11580.80
4 2010.02.01 22:38 buy 2 0.59 1.39210 0.00000 0.00000
5 2010.02.01 22:38 modify 2 0.59 1.39210 1.38810 1.39330
6 2010.02.01 22:47 t/p 2 0.59 1.39330 1.38810 1.39330 70.80 11651.60
7 2010.02.01 22:48 sell 3 0.59 1.39350 0.00000 0.00000
8 2010.02.01 22:48 modify 3 0.59 1.39350 1.39750 1.39230
9 2010.02.01 23:31 t/p 3 0.59 1.39230 1.39750 1.39230 70.80 11722.40
10 2010.02.01 23:31 buy 4 0.59 1.39230 0.00000 0.00000
11 2010.02.01 23:31 modify 4 0.59 1.39230 1.38830 1.39350
12 2010.02.02 00:27 close 4 0.59 1.39230 1.38830 1.39350 -0.06 11722.34
13 2010.02.02 21:30 buy 5 0.59 1.39630 0.00000 0.00000
14 2010.02.02 21:30 modify 5 0.59 1.39630 1.39230 1.39750
15 2010.02.02 22:25 close 5 0.59 1.39640 1.39230 1.39750 5.90 11728.24
16 2010.02.02 22:25 buy 6 0.59 1.39610 0.00000 0.00000
17 2010.02.02 22:25 modify 6 0.59 1.39610 1.39210 1.39730
18 2010.02.02 22:43 t/p 6 0.59 1.39730 1.39210 1.39730 70.80 11799.04
19 2010.02.02 22:43 sell 7 0.59 1.39730 0.00000 0.00000
20 2010.02.02 22:43 modify 7 0.59 1.39730 1.40130 1.39610
21 2010.02.02 23:41 close 7 0.59 1.39730 1.40130 1.39610 0.00 11799.04
22 2010.02.02 23:44 sell 8 0.59 1.39730 0.00000 0.00000
23 2010.02.02 23:44 modify 8 0.59 1.39730 1.40130 1.39610
24 2010.02.03 00:50 close 8 0.59 1.39730 1.40130 1.39610 -3.48 11795.56
25 2010.02.03 21:42 buy 9 0.59 1.38980 0.00000 0.00000
26 2010.02.03 21:42 modify 9 0.59 1.38980 1.38580 1.39100
27 2010.02.03 23:49 close 9 0.59 1.38980 1.38580 1.39100 0.00 11795.56
28 2010.02.04 21:30 buy 10 0.59 1.37380 0.00000 0.00000
29 2010.02.04 21:30 modify 10 0.59 1.37380 1.36980 1.37500
30 2010.02.04 23:56 close 10 0.59 1.37410 1.36980 1.37500 17.70 11813.26
31 2010.02.05 00:16 sell 11 0.59 1.37460 0.00000 0.00000
32 2010.02.05 00:16 modify 11 0.59 1.37460 1.37860 1.37340
33 2010.02.05 00:53 t/p 11 0.59 1.37340 1.37860 1.37340 70.80 11884.06
34 2010.02.08 21:30 buy 12 0.59 1.36610 0.00000 0.00000
35 2010.02.08 21:30 modify 12 0.59 1.36610 1.36210 1.36730
36 2010.02.08 23:25 close 12 0.59 1.36610 1.36210 1.36730 0.00 11884.06
37 2010.02.09 00:18 sell 13 0.59 1.36690 0.00000 0.00000
38 2010.02.09 00:18 modify 13 0.59 1.36690 1.37090 1.36570
39 2010.02.09 00:52 t/p 13 0.59 1.36570 1.37090 1.36570 70.80 11954.86
40 2010.02.09 22:04 sell 14 0.59 1.38000 0.00000 0.00000
41 2010.02.09 22:04 modify 14 0.59 1.38000 1.38400 1.37880
42 2010.02.09 22:59 close 14 0.59 1.37970 1.38400 1.37880 17.70 11972.56
43 2010.02.09 23:30 buy 15 0.59 1.37890 0.00000 0.00000
44 2010.02.09 23:30 modify 15 0.59 1.37890 1.37490 1.38010
45 2010.02.10 00:25 close 15 0.59 1.37940 1.37490 1.38010 29.44 12002.00
46 2010.02.10 21:35 buy 16 0.59 1.37310 0.00000 0.00000
47 2010.02.10 21:35 modify 16 0.59 1.37310 1.36910 1.37430
48 2010.02.10 22:30 close 16 0.59 1.37360 1.36910 1.37430 29.50 12031.50
49 2010.02.10 23:27 sell 17 0.59 1.37440 0.00000 0.00000
50 2010.02.10 23:27 modify 17 0.59 1.37440 1.37840 1.37320
51 2010.02.11 02:02 s/l 17 0.59 1.37840 1.37840 1.37320 -246.44 11785.06
52 2010.02.11 21:30 sell 18 0.59 1.36930 0.00000 0.00000
53 2010.02.11 21:30 modify 18 0.59 1.36930 1.37330 1.36810
54 2010.02.11 22:25 close 18 0.59 1.36890 1.37330 1.36810 23.60 11808.66
55 2010.02.11 23:28 buy 19 0.59 1.36860 0.00000 0.00000
56 2010.02.11 23:28 modify 19 0.59 1.36860 1.36460 1.36980
57 2010.02.12 07:42 s/l 19 0.59 1.36460 1.36460 1.36980 -236.06 11572.60
58 2010.02.15 21:55 buy 20 0.59 1.35970 0.00000 0.00000
59 2010.02.15 21:55 modify 20 0.59 1.35970 1.35570 1.36090
60 2010.02.15 22:51 close 20 0.59 1.35990 1.35570 1.36090 11.80 11584.40
61 2010.02.16 00:12 buy 21 0.59 1.35960 0.00000 0.00000
62 2010.02.16 00:12 modify 21 0.59 1.35960 1.35560 1.36080
63 2010.02.16 01:07 close 21 0.59 1.36060 1.35560 1.36080 59.00 11643.40
64 2010.02.16 22:34 buy 22 0.59 1.37670 0.00000 0.00000
65 2010.02.16 22:34 modify 22 0.59 1.37670 1.37270 1.37790
66 2010.02.16 23:33 close 22 0.59 1.37670 1.37270 1.37790 0.00 11643.40
67 2010.02.17 00:16 sell 23 0.59 1.37740 0.00000 0.00000
68 2010.02.17 00:16 modify 23 0.59 1.37740 1.38140 1.37620
69 2010.02.17 01:11 close 23 0.59 1.37690 1.38140 1.37620 29.50 11672.90
70 2010.02.17 21:30 buy 24 0.59 1.36080 0.00000 0.00000
71 2010.02.17 21:30 modify 24 0.59 1.36080 1.35680 1.36200
72 2010.02.18 00:01 close 24 0.59 1.36110 1.35680 1.36200 17.52 11690.42
73 2010.02.18 21:30 buy 25 0.59 1.36090 0.00000 0.00000
74 2010.02.18 21:30 modify 25 0.59 1.36090 1.35690 1.36210
75 2010.02.18 21:31 s/l 25 0.59 1.35690 1.35690 1.36210 -236.00 11454.42
76 2010.02.18 21:31 buy 26 0.59 1.35720 0.00000 0.00000
77 2010.02.18 21:31 modify 26 0.59 1.35720 1.35320 1.35840
78 2010.02.18 21:36 s/l 26 0.59 1.35320 1.35320 1.35840 -236.00 11218.42
79 2010.02.22 21:30 buy 27 0.59 1.35990 0.00000 0.00000
80 2010.02.22 21:30 modify 27 0.59 1.35990 1.35590 1.36110
81 2010.02.22 22:30 close 27 0.59 1.35990 1.35590 1.36110 0.00 11218.42
82 2010.02.22 23:22 buy 28 0.59 1.35950 0.00000 0.00000
83 2010.02.22 23:22 modify 28 0.59 1.35950 1.35550 1.36070
84 2010.02.23 00:03 t/p 28 0.59 1.36070 1.35550 1.36070 70.74 11289.16
85 2010.02.23 00:08 sell 29 0.59 1.36110 0.00000 0.00000
86 2010.02.23 00:08 modify 29 0.59 1.36110 1.36510 1.35990
87 2010.02.23 01:03 close 29 0.59 1.36070 1.36510 1.35990 23.60 11312.76
88 2010.02.23 21:57 buy 30 0.59 1.35100 0.00000 0.00000
89 2010.02.23 21:57 modify 30 0.59 1.35100 1.34700 1.35220
90 2010.02.23 22:52 close 30 0.59 1.35140 1.34700 1.35220 23.60 11336.36
91 2010.02.23 23:41 sell 31 0.59 1.35210 0.00000 0.00000
92 2010.02.23 23:41 modify 31 0.59 1.35210 1.35610 1.35090
93 2010.02.24 00:25 t/p 31 0.59 1.35090 1.35610 1.35090 67.32 11403.68
94 2010.02.24 23:25 sell 32 0.59 1.35450 0.00000 0.00000
95 2010.02.24 23:25 modify 32 0.59 1.35450 1.35850 1.35330
96 2010.02.25 00:20 close 32 0.59 1.35370 1.35850 1.35330 36.76 11440.44
97 2010.02.25 21:35 buy 33 0.59 1.35490 0.00000 0.00000
98 2010.02.25 21:35 modify 33 0.59 1.35490 1.35090 1.35610
99 2010.02.25 22:32 close 33 0.59 1.35490 1.35090 1.35610 0.00 11440.44
100 2010.02.25 22:41 buy 34 0.59 1.35490 0.00000 0.00000
101 2010.02.25 22:41 modify 34 0.59 1.35490 1.35090 1.35610
102 2010.02.26 00:07 close 34 0.59 1.35490 1.35090 1.35610 -0.06 11440.38
103 2010.02.26 00:08 sell 35 0.59 1.35570 0.00000 0.00000
104 2010.02.26 00:08 modify 35 0.59 1.35570 1.35970 1.35450
105 2010.02.26 01:03 close 35 0.59 1.35570 1.35970 1.35450 0.00 11440.38

 

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