Back Tested Results GBP / CHF 1-2010

GBP/CHF (Great Britain Pound vs Swiss Franc)

Bars in test 28984 Ticks modelled 23870939 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 937.32 Gross profit 1139.68 Gross loss -202.36
Profit factor 5.63 Expected payoff 28.40
Absolute drawdown 14.23 Maximal drawdown 265.50 (2.39%) Relative drawdown 2.39% (265.50)
Total trades 33 Short positions (won %) 11 (81.82%) Long positions (won %) 22 (95.45%)
Profit trades (% of total) 30 (90.91%) Loss trades (% of total) 3 (9.09%)
Largest profit trade 52.17 loss trade -196.62
Average profit trade 37.99 loss trade -67.45
Maximum consecutive wins (profit in money) 19 (712.81) consecutive losses (loss in money) 1 (-196.62)
Maximal consecutive profit (count of wins) 712.81 (19) consecutive loss (count of losses) -196.62 (1)
Average consecutive wins 8 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.01.04 22:00 buy 1 0.44 1.65630 0.00000 0.00000
2 2010.01.04 22:00 modify 1 0.44 1.65630 1.65230 1.65740
3 2010.01.04 22:13 t/p 1 0.44 1.65740 1.65230 1.65740 52.16 10052.16
4 2010.01.04 22:18 buy 2 0.44 1.65680 0.00000 0.00000
5 2010.01.04 22:18 modify 2 0.44 1.65680 1.65280 1.65790
6 2010.01.04 23:22 t/p 2 0.44 1.65790 1.65280 1.65790 52.16 10104.32
7 2010.01.04 23:23 sell 3 0.44 1.65860 0.00000 0.00000
8 2010.01.04 23:23 modify 3 0.44 1.65860 1.66260 1.65750
9 2010.01.05 00:48 close 3 0.44 1.65860 1.66260 1.65750 -2.32 10102.00
10 2010.01.05 22:00 buy 4 0.44 1.65280 0.00000 0.00000
11 2010.01.05 22:00 modify 4 0.44 1.65280 1.64880 1.65390
12 2010.01.05 22:06 t/p 4 0.44 1.65390 1.64880 1.65390 52.17 10154.17
13 2010.01.05 22:29 buy 5 0.44 1.65310 0.00000 0.00000
14 2010.01.05 22:29 modify 5 0.44 1.65310 1.64910 1.65420
15 2010.01.06 01:24 close 5 0.44 1.65370 1.64910 1.65420 27.31 10181.48
16 2010.01.06 22:02 buy 6 0.44 1.64450 0.00000 0.00000
17 2010.01.06 22:02 modify 6 0.44 1.64450 1.64050 1.64560
18 2010.01.06 22:02 t/p 6 0.44 1.64560 1.64050 1.64560 52.17 10233.65
19 2010.01.06 22:02 buy 7 0.44 1.64560 0.00000 0.00000
20 2010.01.06 22:02 modify 7 0.44 1.64560 1.64160 1.64670
21 2010.01.06 23:22 close 7 0.44 1.64570 1.64160 1.64670 4.74 10238.39
22 2010.01.06 23:36 sell 8 0.44 1.64650 0.00000 0.00000
23 2010.01.06 23:36 modify 8 0.44 1.64650 1.65050 1.64540
24 2010.01.07 00:01 t/p 8 0.44 1.64540 1.65050 1.64540 45.20 10283.58
25 2010.01.07 22:00 buy 9 0.44 1.64670 0.00000 0.00000
26 2010.01.07 22:00 modify 9 0.44 1.64670 1.64270 1.64780
27 2010.01.07 22:01 t/p 9 0.44 1.64780 1.64270 1.64780 52.16 10335.74
28 2010.01.07 22:37 sell 10 0.44 1.64860 0.00000 0.00000
29 2010.01.07 22:37 modify 10 0.44 1.64860 1.65260 1.64750
30 2010.01.07 23:11 t/p 10 0.44 1.64750 1.65260 1.64750 52.17 10387.91
31 2010.01.07 23:19 buy 11 0.44 1.64710 0.00000 0.00000
32 2010.01.07 23:19 modify 11 0.44 1.64710 1.64310 1.64820
33 2010.01.08 00:07 t/p 11 0.44 1.64820 1.64310 1.64820 51.02 10438.94
34 2010.01.11 22:05 sell 12 0.44 1.63820 0.00000 0.00000
35 2010.01.11 22:05 modify 12 0.44 1.63820 1.64220 1.63710
36 2010.01.11 22:06 t/p 12 0.44 1.63710 1.64220 1.63710 52.15 10491.09
37 2010.01.11 22:32 buy 13 0.44 1.63660 0.00000 0.00000
38 2010.01.11 22:32 modify 13 0.44 1.63660 1.63260 1.63770
39 2010.01.11 22:48 t/p 13 0.44 1.63770 1.63260 1.63770 52.16 10543.25
40 2010.01.11 23:03 buy 14 0.44 1.63670 0.00000 0.00000
41 2010.01.11 23:03 modify 14 0.44 1.63670 1.63270 1.63780
42 2010.01.11 23:45 t/p 14 0.44 1.63780 1.63270 1.63780 52.16 10595.41
43 2010.01.12 22:00 buy 15 0.44 1.64580 0.00000 0.00000
44 2010.01.12 22:00 modify 15 0.44 1.64580 1.64180 1.64690
45 2010.01.12 23:37 close 15 0.44 1.64580 1.64180 1.64690 0.00 10595.41
46 2010.01.12 23:44 buy 16 0.44 1.64550 0.00000 0.00000
47 2010.01.12 23:44 modify 16 0.44 1.64550 1.64150 1.64660
48 2010.01.13 00:11 t/p 16 0.44 1.64660 1.64150 1.64660 51.02 10646.43
49 2010.01.13 22:00 buy 17 0.44 1.65770 0.00000 0.00000
50 2010.01.13 22:00 modify 17 0.44 1.65770 1.65370 1.65880
51 2010.01.13 23:27 close 17 0.44 1.65770 1.65370 1.65880 0.00 10646.43
52 2010.01.14 22:00 sell 18 0.44 1.66410 0.00000 0.00000
53 2010.01.14 22:00 modify 18 0.44 1.66410 1.66810 1.66300
54 2010.01.14 23:23 close 18 0.44 1.66410 1.66810 1.66300 0.00 10646.43
55 2010.01.18 22:00 sell 19 0.44 1.67500 0.00000 0.00000
56 2010.01.18 22:00 modify 19 0.44 1.67500 1.67900 1.67390
57 2010.01.18 22:38 t/p 19 0.44 1.67390 1.67900 1.67390 52.16 10698.59
58 2010.01.18 22:42 sell 20 0.44 1.67500 0.00000 0.00000
59 2010.01.18 22:42 modify 20 0.44 1.67500 1.67900 1.67390
60 2010.01.19 00:02 close 20 0.44 1.67470 1.67900 1.67390 11.91 10710.49
61 2010.01.19 22:00 buy 21 0.44 1.68910 0.00000 0.00000
62 2010.01.19 22:00 modify 21 0.44 1.68910 1.68510 1.69020
63 2010.01.19 23:05 t/p 21 0.44 1.69020 1.68510 1.69020 52.16 10762.65
64 2010.01.19 23:38 buy 22 0.44 1.68890 0.00000 0.00000
65 2010.01.19 23:38 modify 22 0.44 1.68890 1.68490 1.69000
66 2010.01.19 23:43 t/p 22 0.44 1.69000 1.68490 1.69000 52.15 10814.80
67 2010.01.20 23:41 buy 23 0.44 1.70050 0.00000 0.00000
68 2010.01.20 23:41 modify 23 0.44 1.70050 1.69650 1.70160
69 2010.01.21 01:51 close 23 0.44 1.70050 1.69650 1.70160 -3.42 10811.39
70 2010.01.21 22:01 buy 24 0.44 1.68790 0.00000 0.00000
71 2010.01.21 22:01 modify 24 0.44 1.68790 1.68390 1.68900
72 2010.01.21 22:01 t/p 24 0.44 1.68900 1.68390 1.68900 52.15 10863.54
73 2010.01.21 22:30 buy 25 0.44 1.68810 0.00000 0.00000
74 2010.01.21 22:30 modify 25 0.44 1.68810 1.68410 1.68920
75 2010.01.21 22:41 t/p 25 0.44 1.68920 1.68410 1.68920 52.16 10915.70
76 2010.01.21 22:42 buy 26 0.44 1.68820 0.00000 0.00000
77 2010.01.21 22:42 modify 26 0.44 1.68820 1.68420 1.68930
78 2010.01.22 00:02 close 26 0.44 1.68890 1.68420 1.68930 32.05 10947.75
79 2010.01.25 22:13 sell 27 0.44 1.68960 0.00000 0.00000
80 2010.01.25 22:13 modify 27 0.44 1.68960 1.69360 1.68850
81 2010.01.26 00:20 close 27 0.44 1.68940 1.69360 1.68850 7.16 10954.91
82 2010.01.26 22:04 sell 28 0.44 1.68950 0.00000 0.00000
83 2010.01.26 22:04 modify 28 0.44 1.68950 1.69350 1.68840
84 2010.01.26 23:06 t/p 28 0.44 1.68840 1.69350 1.68840 52.15 11007.06
85 2010.01.26 23:06 buy 29 0.44 1.68840 0.00000 0.00000
86 2010.01.26 23:06 modify 29 0.44 1.68840 1.68440 1.68950
87 2010.01.27 00:26 close 29 0.44 1.68890 1.68440 1.68950 22.57 11029.63
88 2010.01.27 23:09 buy 30 0.44 1.69720 0.00000 0.00000
89 2010.01.27 23:09 modify 30 0.44 1.69720 1.69320 1.69830
90 2010.01.27 23:47 t/p 30 0.44 1.69830 1.69320 1.69830 52.16 11081.79
91 2010.01.27 23:47 sell 31 0.44 1.69830 0.00000 0.00000
92 2010.01.27 23:47 modify 31 0.44 1.69830 1.70230 1.69720
93 2010.01.28 01:14 s/l 31 0.44 1.70230 1.70230 1.69720 -196.62 10885.17
94 2010.01.28 22:05 sell 32 0.44 1.69760 0.00000 0.00000
95 2010.01.28 22:05 modify 32 0.44 1.69760 1.70160 1.69650
96 2010.01.28 23:30 close 32 0.44 1.69760 1.70160 1.69650 0.00 10885.17
97 2010.01.28 23:30 buy 33 0.44 1.69710 0.00000 0.00000
98 2010.01.28 23:30 modify 33 0.44 1.69710 1.69310 1.69820
99 2010.01.28 23:58 t/p 33 0.44 1.69820 1.69310 1.69820 52.15 10937.32

 

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