Back Tested Results EUR / USD 3-2010

EUR/USD (Euro vs US Dollar)

Bars in test 28992 Ticks modelled 23398654 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 14597.00
Total net profit 57.99 Gross profit 807.12 Gross loss -749.13
Profit factor 1.08 Expected payoff 1.87
Absolute drawdown 100.17 Maximal drawdown 648.89 (4.25%) Relative drawdown 4.25% (648.89)
Total trades 31 Short positions (won %) 12 (58.33%) Long positions (won %) 19 (84.21%)
Profit trades (% of total) 23 (74.19%) Loss trades (% of total) 8 (25.81%)
Largest profit trade 91.20 loss trade -316.08
Average profit trade 35.09 loss trade -93.64
Maximum consecutive wins (profit in money) 8 (205.20) consecutive losses (loss in money) 1 (-316.08)
Maximal consecutive profit (count of wins) 205.20 (8) consecutive loss (count of losses) -316.08 (1)
Average consecutive wins 3 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.03.01 21:31 buy 1 0.76 1.35590 0.00000 0.00000
2 2010.03.01 21:31 modify 1 0.76 1.35590 1.35180 1.35710
3 2010.03.01 22:27 close 1 0.76 1.35680 1.35180 1.35710 68.40 14665.40
4 2010.03.01 22:27 sell 2 0.76 1.35680 0.00000 0.00000
5 2010.03.01 22:27 modify 2 0.76 1.35680 1.36090 1.35560
6 2010.03.01 23:22 close 2 0.76 1.35660 1.36090 1.35560 15.20 14680.60
7 2010.03.01 23:38 sell 3 0.76 1.35700 0.00000 0.00000
8 2010.03.01 23:38 modify 3 0.76 1.35700 1.36110 1.35580
9 2010.03.02 00:20 t/p 3 0.76 1.35580 1.36110 1.35580 86.72 14767.32
10 2010.03.02 23:57 sell 4 0.76 1.36200 0.00000 0.00000
11 2010.03.02 23:57 modify 4 0.76 1.36200 1.36610 1.36080
12 2010.03.03 01:00 close 4 0.76 1.36200 1.36610 1.36080 -4.48 14762.83
13 2010.03.03 21:35 buy 5 0.76 1.36980 0.00000 0.00000
14 2010.03.03 21:35 modify 5 0.76 1.36980 1.36570 1.37100
15 2010.03.03 22:30 close 5 0.76 1.36990 1.36570 1.37100 7.60 14770.43
16 2010.03.03 22:34 buy 6 0.76 1.36960 0.00000 0.00000
17 2010.03.03 22:34 modify 6 0.76 1.36960 1.36550 1.37080
18 2010.03.03 23:06 t/p 6 0.76 1.37080 1.36550 1.37080 91.20 14861.63
19 2010.03.04 00:03 buy 7 0.76 1.36970 0.00000 0.00000
20 2010.03.04 00:03 modify 7 0.76 1.36970 1.36560 1.37090
21 2010.03.04 01:04 close 7 0.76 1.36970 1.36560 1.37090 0.00 14861.63
22 2010.03.04 22:34 buy 8 0.76 1.35800 0.00000 0.00000
23 2010.03.04 22:34 modify 8 0.76 1.35800 1.35390 1.35920
24 2010.03.04 23:32 close 8 0.76 1.35800 1.35390 1.35920 0.00 14861.63
25 2010.03.08 22:37 buy 9 0.76 1.36290 0.00000 0.00000
26 2010.03.08 22:37 modify 9 0.76 1.36290 1.35880 1.36410
27 2010.03.09 00:35 close 9 0.76 1.36290 1.35880 1.36410 -0.08 14861.56
28 2010.03.09 22:30 buy 10 0.76 1.35970 0.00000 0.00000
29 2010.03.09 22:30 modify 10 0.76 1.35970 1.35560 1.36090
30 2010.03.09 23:25 close 10 0.76 1.36050 1.35560 1.36090 60.80 14922.36
31 2010.03.09 23:30 sell 11 0.76 1.36070 0.00000 0.00000
32 2010.03.09 23:30 modify 11 0.76 1.36070 1.36480 1.35950
33 2010.03.10 00:25 close 11 0.76 1.36060 1.36480 1.35950 3.12 14925.47
34 2010.03.10 23:33 buy 12 0.76 1.36520 0.00000 0.00000
35 2010.03.10 23:33 modify 12 0.76 1.36520 1.36110 1.36640
36 2010.03.11 09:44 close 12 0.76 1.36590 1.36110 1.36640 52.97 14978.44
37 2010.03.11 23:04 sell 13 0.76 1.36830 0.00000 0.00000
38 2010.03.11 23:04 modify 13 0.76 1.36830 1.37240 1.36710
39 2010.03.12 00:23 close 13 0.76 1.36830 1.37240 1.36710 -4.48 14973.96
40 2010.03.15 21:45 buy 14 0.76 1.36730 0.00000 0.00000
41 2010.03.15 21:45 modify 14 0.76 1.36730 1.36320 1.36850
42 2010.03.15 22:40 close 14 0.76 1.36780 1.36320 1.36850 38.00 15011.96
43 2010.03.16 21:34 sell 15 0.76 1.37790 0.00000 0.00000
44 2010.03.16 21:34 modify 15 0.76 1.37790 1.38200 1.37670
45 2010.03.16 21:50 t/p 15 0.76 1.37670 1.38200 1.37670 91.20 15103.16
46 2010.03.16 21:50 buy 16 0.76 1.37670 0.00000 0.00000
47 2010.03.16 21:50 modify 16 0.76 1.37670 1.37260 1.37790
48 2010.03.16 22:50 close 16 0.76 1.37670 1.37260 1.37790 0.00 15103.16
49 2010.03.16 22:59 buy 17 0.76 1.37660 0.00000 0.00000
50 2010.03.16 22:59 modify 17 0.76 1.37660 1.37250 1.37780
51 2010.03.16 23:54 close 17 0.76 1.37660 1.37250 1.37780 0.00 15103.16
52 2010.03.17 00:13 sell 18 0.76 1.37750 0.00000 0.00000
53 2010.03.17 00:13 modify 18 0.76 1.37750 1.38160 1.37630
54 2010.03.17 01:08 close 18 0.76 1.37700 1.38160 1.37630 38.00 15141.16
55 2010.03.17 22:46 buy 19 0.76 1.37340 0.00000 0.00000
56 2010.03.17 22:46 modify 19 0.76 1.37340 1.36930 1.37460
57 2010.03.17 23:41 close 19 0.76 1.37390 1.36930 1.37460 38.00 15179.16
58 2010.03.18 21:30 buy 20 0.76 1.36060 0.00000 0.00000
59 2010.03.18 21:30 modify 20 0.76 1.36060 1.35650 1.36180
60 2010.03.18 22:31 close 20 0.76 1.36060 1.35650 1.36180 0.00 15179.16
61 2010.03.22 21:37 sell 21 0.76 1.35610 0.00000 0.00000
62 2010.03.22 21:37 modify 21 0.76 1.35610 1.36020 1.35490
63 2010.03.22 22:35 close 21 0.76 1.35610 1.36020 1.35490 0.00 15179.16
64 2010.03.22 23:30 buy 22 0.76 1.35580 0.00000 0.00000
65 2010.03.22 23:30 modify 22 0.76 1.35580 1.35170 1.35700
66 2010.03.23 00:25 close 22 0.76 1.35580 1.35170 1.35700 -0.08 15179.08
67 2010.03.23 21:34 buy 23 0.76 1.35000 0.00000 0.00000
68 2010.03.23 21:34 modify 23 0.76 1.35000 1.34590 1.35120
69 2010.03.23 22:49 close 23 0.76 1.35000 1.34590 1.35120 0.00 15179.08
70 2010.03.23 22:56 buy 24 0.76 1.34960 0.00000 0.00000
71 2010.03.23 22:57 modify 24 0.76 1.34960 1.34550 1.35080
72 2010.03.24 01:19 s/l 24 0.76 1.34550 1.34550 1.35080 -311.68 14867.41
73 2010.03.24 21:30 buy 25 0.76 1.33130 0.00000 0.00000
74 2010.03.24 21:30 modify 25 0.76 1.33130 1.32720 1.33250
75 2010.03.24 21:54 t/p 25 0.76 1.33250 1.32720 1.33250 91.20 14958.61
76 2010.03.24 23:08 sell 26 0.76 1.33350 0.00000 0.00000
77 2010.03.24 23:08 modify 26 0.76 1.33350 1.33760 1.33230
78 2010.03.25 00:03 close 26 0.76 1.33350 1.33760 1.33230 -13.45 14945.16
79 2010.03.25 22:19 buy 27 0.76 1.32770 0.00000 0.00000
80 2010.03.25 22:19 modify 27 0.76 1.32770 1.32360 1.32890
81 2010.03.25 23:14 close 27 0.76 1.32780 1.32360 1.32890 7.60 14952.76
82 2010.03.25 23:39 sell 28 0.76 1.32950 0.00000 0.00000
83 2010.03.25 23:39 modify 28 0.76 1.32950 1.33360 1.32830
84 2010.03.26 03:37 s/l 28 0.76 1.33360 1.33360 1.32830 -316.08 14636.67
85 2010.03.29 22:19 buy 29 0.76 1.34760 0.00000 0.00000
86 2010.03.29 22:20 modify 29 0.76 1.34760 1.34350 1.34880
87 2010.03.29 23:15 close 29 0.76 1.34830 1.34350 1.34880 53.20 14689.87
88 2010.03.29 23:45 sell 30 0.76 1.34860 0.00000 0.00000
89 2010.03.29 23:45 modify 30 0.76 1.34860 1.35270 1.34740
90 2010.03.30 00:40 close 30 0.76 1.34770 1.35270 1.34740 63.92 14753.79
91 2010.03.30 22:59 sell 31 0.76 1.34240 0.00000 0.00000
92 2010.03.30 22:59 modify 31 0.76 1.34240 1.34650 1.34120
93 2010.03.30 23:59 close at stop 31 0.76 1.34370 1.34650 1.34120 -98.80 14654.99

 

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