Back Tested Results GBP / CHF 1-2011

GBP/CHF (Great Britain Pound vs Swiss Franc)

Bars in test 29272 Ticks modelled 25046718 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 28065.00
Total net profit 4445.12 Gross profit 5157.39 Gross loss -712.27
Profit factor 7.24 Expected payoff 92.61
Absolute drawdown 195.79 Maximal drawdown 787.01 (2.36%) Relative drawdown 2.36% (787.01)
Total trades 48 Short positions (won %) 10 (80.00%) Long positions (won %) 38 (86.84%)
Profit trades (% of total) 41 (85.42%) Loss trades (% of total) 7 (14.58%)
Largest profit trade 146.85 loss trade -672.81
Average profit trade 125.79 loss trade -101.75
Maximum consecutive wins (profit in money) 15 (1982.66) consecutive losses (loss in money) 1 (-672.81)
Maximal consecutive profit (count of wins) 1982.66 (15) consecutive loss (count of losses) -672.81 (1)
Average consecutive wins 6 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.01.03 21:48 buy 1 1.50 1.44520 0.00000 0.00000
2 2011.01.03 21:48 modify 1 1.50 1.44520 1.44110 1.44610
3 2011.01.03 23:08 close 1 1.50 1.44540 1.44110 1.44610 32.63 28097.63
4 2011.01.03 23:47 sell 2 1.50 1.44660 0.00000 0.00000
5 2011.01.03 23:47 modify 2 1.50 1.44660 1.45070 1.44570
6 2011.01.04 00:08 t/p 2 1.50 1.44570 1.45070 1.44570 138.85 28236.48
7 2011.01.04 00:10 buy 3 1.50 1.44540 0.00000 0.00000
8 2011.01.04 00:10 modify 3 1.50 1.44540 1.44130 1.44630
9 2011.01.04 00:12 t/p 3 1.50 1.44630 1.44130 1.44630 146.85 28383.33
10 2011.01.04 00:17 buy 4 1.50 1.44560 0.00000 0.00000
11 2011.01.04 00:17 modify 4 1.50 1.44560 1.44150 1.44650
12 2011.01.04 00:19 t/p 4 1.50 1.44650 1.44150 1.44650 146.85 28530.18
13 2011.01.04 21:30 buy 5 1.50 1.47810 0.00000 0.00000
14 2011.01.04 21:30 modify 5 1.50 1.47810 1.47400 1.47900
15 2011.01.04 22:15 t/p 5 1.50 1.47900 1.47400 1.47900 146.85 28677.03
16 2011.01.04 22:41 buy 6 1.50 1.47820 0.00000 0.00000
17 2011.01.04 22:41 modify 6 1.50 1.47820 1.47410 1.47910
18 2011.01.04 23:47 t/p 6 1.50 1.47910 1.47410 1.47910 146.84 28823.87
19 2011.01.04 23:57 buy 7 1.50 1.47800 0.00000 0.00000
20 2011.01.04 23:57 modify 7 1.50 1.47800 1.47390 1.47890
21 2011.01.05 01:34 close 7 1.50 1.47800 1.47390 1.47890 -3.91 28819.96
22 2011.01.05 21:32 buy 8 1.50 1.49820 0.00000 0.00000
23 2011.01.05 21:32 modify 8 1.50 1.49820 1.49410 1.49910
24 2011.01.05 21:49 t/p 8 1.50 1.49910 1.49410 1.49910 146.85 28966.81
25 2011.01.05 22:01 buy 9 1.50 1.49810 0.00000 0.00000
26 2011.01.05 22:01 modify 9 1.50 1.49810 1.49400 1.49900
27 2011.01.05 23:21 close 9 1.50 1.49810 1.49400 1.49900 0.00 28966.81
28 2011.01.05 23:47 buy 10 1.50 1.49760 0.00000 0.00000
29 2011.01.05 23:47 modify 10 1.50 1.49760 1.49350 1.49850
30 2011.01.06 00:00 t/p 10 1.50 1.49850 1.49350 1.49850 135.10 29101.91
31 2011.01.06 00:02 sell 11 1.50 1.49960 0.00000 0.00000
32 2011.01.06 00:02 modify 11 1.50 1.49960 1.50370 1.49870
33 2011.01.06 00:51 t/p 11 1.50 1.49870 1.50370 1.49870 146.83 29248.74
34 2011.01.06 21:57 sell 12 1.50 1.49390 0.00000 0.00000
35 2011.01.06 21:57 modify 12 1.50 1.49390 1.49800 1.49300
36 2011.01.06 22:00 t/p 12 1.50 1.49300 1.49800 1.49300 146.84 29395.58
37 2011.01.06 22:02 buy 13 1.50 1.49260 0.00000 0.00000
38 2011.01.06 22:02 modify 13 1.50 1.49260 1.48850 1.49350
39 2011.01.06 23:22 close 13 1.50 1.49320 1.48850 1.49350 97.89 29493.47
40 2011.01.06 23:58 buy 14 1.50 1.49230 0.00000 0.00000
41 2011.01.06 23:58 modify 14 1.50 1.49230 1.48820 1.49320
42 2011.01.07 00:08 t/p 14 1.50 1.49320 1.48820 1.49320 142.93 29636.39
43 2011.01.10 21:30 buy 15 1.50 1.50730 0.00000 0.00000
44 2011.01.10 21:30 modify 15 1.50 1.50730 1.50320 1.50820
45 2011.01.11 00:55 close 15 1.50 1.50730 1.50320 1.50820 -3.91 29632.48
46 2011.01.11 21:30 buy 16 1.50 1.51970 0.00000 0.00000
47 2011.01.11 21:30 modify 16 1.50 1.51970 1.51560 1.52060
48 2011.01.11 22:50 close 16 1.50 1.51970 1.51560 1.52060 0.00 29632.48
49 2011.01.11 22:52 buy 17 1.50 1.51940 0.00000 0.00000
50 2011.01.11 22:52 modify 17 1.50 1.51940 1.51530 1.52030
51 2011.01.11 23:48 t/p 17 1.50 1.52030 1.51530 1.52030 146.83 29779.31
52 2011.01.12 21:30 buy 18 1.50 1.52340 0.00000 0.00000
53 2011.01.12 21:30 modify 18 1.50 1.52340 1.51930 1.52430
54 2011.01.12 21:59 t/p 18 1.50 1.52430 1.51930 1.52430 146.83 29926.14
55 2011.01.12 21:59 buy 19 1.50 1.52390 0.00000 0.00000
56 2011.01.12 21:59 modify 19 1.50 1.52390 1.51980 1.52480
57 2011.01.13 00:12 close 19 1.50 1.52390 1.51980 1.52480 -11.74 29914.40
58 2011.01.13 21:30 buy 20 1.50 1.52600 0.00000 0.00000
59 2011.01.13 21:30 modify 20 1.50 1.52600 1.52190 1.52690
60 2011.01.13 22:21 t/p 20 1.50 1.52690 1.52190 1.52690 146.82 30061.22
61 2011.01.13 22:54 buy 21 1.50 1.52610 0.00000 0.00000
62 2011.01.13 22:54 modify 21 1.50 1.52610 1.52200 1.52700
63 2011.01.13 23:23 t/p 21 1.50 1.52700 1.52200 1.52700 146.82 30208.04
64 2011.01.14 00:00 sell 22 1.50 1.52750 0.00000 0.00000
65 2011.01.14 00:00 modify 22 1.50 1.52750 1.53160 1.52660
66 2011.01.14 00:41 t/p 22 1.50 1.52660 1.53160 1.52660 146.81 30354.85
67 2011.01.17 22:00 buy 23 1.50 1.53230 0.00000 0.00000
68 2011.01.17 22:00 modify 23 1.50 1.53230 1.52820 1.53320
69 2011.01.17 22:53 t/p 23 1.50 1.53320 1.52820 1.53320 146.82 30501.67
70 2011.01.17 23:33 sell 24 1.50 1.53370 0.00000 0.00000
71 2011.01.17 23:33 modify 24 1.50 1.53370 1.53780 1.53280
72 2011.01.18 01:48 close 24 1.50 1.53370 1.53780 1.53280 -7.99 30493.68
73 2011.01.18 22:04 buy 25 1.50 1.53720 0.00000 0.00000
74 2011.01.18 22:04 modify 25 1.50 1.53720 1.53310 1.53810
75 2011.01.18 22:20 t/p 25 1.50 1.53810 1.53310 1.53810 146.82 30640.50
76 2011.01.18 23:02 buy 26 1.50 1.53740 0.00000 0.00000
77 2011.01.18 23:02 modify 26 1.50 1.53740 1.53330 1.53830
78 2011.01.18 23:06 t/p 26 1.50 1.53830 1.53330 1.53830 146.82 30787.32
79 2011.01.18 23:45 sell 27 1.50 1.53890 0.00000 0.00000
80 2011.01.18 23:45 modify 27 1.50 1.53890 1.54300 1.53800
81 2011.01.19 01:52 close 27 1.50 1.53890 1.54300 1.53800 -7.99 30779.33
82 2011.01.19 22:00 buy 28 1.50 1.52700 0.00000 0.00000
83 2011.01.19 22:00 modify 28 1.50 1.52700 1.52290 1.52790
84 2011.01.19 22:54 t/p 28 1.50 1.52790 1.52290 1.52790 146.83 30926.16
85 2011.01.19 23:15 buy 29 1.50 1.52720 0.00000 0.00000
86 2011.01.19 23:15 modify 29 1.50 1.52720 1.52310 1.52810
87 2011.01.20 00:31 t/p 29 1.50 1.52810 1.52310 1.52810 135.09 31061.25
88 2011.01.20 21:36 buy 30 1.50 1.53820 0.00000 0.00000
89 2011.01.20 21:36 modify 30 1.50 1.53820 1.53410 1.53910
90 2011.01.20 22:57 close 30 1.50 1.53820 1.53410 1.53910 0.00 31061.25
91 2011.01.20 23:15 buy 31 1.50 1.53770 0.00000 0.00000
92 2011.01.20 23:15 modify 31 1.50 1.53770 1.53360 1.53860
93 2011.01.21 00:05 t/p 31 1.50 1.53860 1.53360 1.53860 142.93 31204.18
94 2011.01.24 21:30 buy 32 1.50 1.51780 0.00000 0.00000
95 2011.01.24 21:30 modify 32 1.50 1.51780 1.51370 1.51870
96 2011.01.25 01:01 close 32 1.50 1.51780 1.51370 1.51870 -3.91 31200.27
97 2011.01.25 22:05 buy 33 1.50 1.48970 0.00000 0.00000
98 2011.01.25 22:05 modify 33 1.50 1.48970 1.48560 1.49060
99 2011.01.25 22:21 t/p 33 1.50 1.49060 1.48560 1.49060 146.83 31347.10
100 2011.01.25 22:23 buy 34 1.50 1.48970 0.00000 0.00000
101 2011.01.25 22:23 modify 34 1.50 1.48970 1.48560 1.49060
102 2011.01.25 22:52 t/p 34 1.50 1.49060 1.48560 1.49060 146.83 31493.93
103 2011.01.25 22:54 buy 35 1.50 1.48990 0.00000 0.00000
104 2011.01.25 22:54 modify 35 1.50 1.48990 1.48580 1.49080
105 2011.01.25 22:55 t/p 35 1.50 1.49080 1.48580 1.49080 146.83 31640.76
106 2011.01.26 00:05 buy 36 1.50 1.48980 0.00000 0.00000
107 2011.01.26 00:05 modify 36 1.50 1.48980 1.48570 1.49070
108 2011.01.26 03:57 close 36 1.50 1.48980 1.48570 1.49070 0.00 31640.76
109 2011.01.26 21:36 sell 37 1.50 1.50070 0.00000 0.00000
110 2011.01.26 21:36 modify 37 1.50 1.50070 1.50480 1.49980
111 2011.01.26 22:00 t/p 37 1.50 1.49980 1.50480 1.49980 146.81 31787.57
112 2011.01.26 22:00 buy 38 1.50 1.49920 0.00000 0.00000
113 2011.01.26 22:00 modify 38 1.50 1.49920 1.49510 1.50010
114 2011.01.26 22:01 t/p 38 1.50 1.50010 1.49510 1.50010 146.83 31934.40
115 2011.01.26 22:03 buy 39 1.50 1.49950 0.00000 0.00000
116 2011.01.26 22:03 modify 39 1.50 1.49950 1.49540 1.50040
117 2011.01.26 22:05 t/p 39 1.50 1.50040 1.49540 1.50040 146.84 32081.24
118 2011.01.26 22:05 sell 40 1.50 1.50100 0.00000 0.00000
119 2011.01.26 22:05 modify 40 1.50 1.50100 1.50510 1.50010
120 2011.01.26 22:06 t/p 40 1.50 1.50010 1.50510 1.50010 146.81 32228.05
121 2011.01.26 22:09 buy 41 1.50 1.49920 0.00000 0.00000
122 2011.01.26 22:09 modify 41 1.50 1.49920 1.49510 1.50010
123 2011.01.26 22:15 t/p 41 1.50 1.50010 1.49510 1.50010 146.83 32374.88
124 2011.01.26 23:22 buy 42 1.50 1.49990 0.00000 0.00000
125 2011.01.26 23:22 modify 42 1.50 1.49990 1.49580 1.50080
126 2011.01.26 23:49 t/p 42 1.50 1.50080 1.49580 1.50080 146.83 32521.71
127 2011.01.26 23:49 sell 43 1.50 1.50090 0.00000 0.00000
128 2011.01.26 23:49 modify 43 1.50 1.50090 1.50500 1.50000
129 2011.01.27 01:09 close 43 1.50 1.50030 1.50500 1.50000 73.91 32595.62
130 2011.01.27 22:00 buy 44 1.50 1.50580 0.00000 0.00000
131 2011.01.27 22:00 modify 44 1.50 1.50580 1.50170 1.50670
132 2011.01.27 22:09 t/p 44 1.50 1.50670 1.50170 1.50670 146.83 32742.45
133 2011.01.27 22:12 buy 45 1.50 1.50570 0.00000 0.00000
134 2011.01.27 22:12 modify 45 1.50 1.50570 1.50160 1.50660
135 2011.01.27 22:15 t/p 45 1.50 1.50660 1.50160 1.50660 146.83 32889.28
136 2011.01.27 22:39 buy 46 1.50 1.50560 0.00000 0.00000
137 2011.01.27 22:39 modify 46 1.50 1.50560 1.50150 1.50650
138 2011.01.27 22:42 t/p 46 1.50 1.50650 1.50150 1.50650 146.83 33036.11
139 2011.01.27 23:21 sell 47 1.50 1.50750 0.00000 0.00000
140 2011.01.27 23:21 modify 47 1.50 1.50750 1.51160 1.50660
141 2011.01.27 23:24 t/p 47 1.50 1.50660 1.51160 1.50660 146.82 33182.93
142 2011.01.27 23:32 buy 48 1.50 1.50630 0.00000 0.00000
143 2011.01.27 23:32 modify 48 1.50 1.50630 1.50220 1.50720
144 2011.01.28 01:27 s/l 48 1.50 1.50220 1.50220 1.50720 -672.81 32510.12

 

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