Back Tested Results GBP / CHF 10-2011

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 64553.00
Total net profit 12939.93 Gross profit 13049.00 Gross loss -109.08
Profit factor 119.63 Expected payoff 281.30
Absolute drawdown 758.64 Maximal drawdown 1591.70 (2.22%) Relative drawdown 2.22% (1591.70)
Total trades 46 Short positions (won %) 9 (88.89%) Long positions (won %) 37 (89.19%)
Profit trades (% of total) 41 (89.13%) Loss trades (% of total) 5 (10.87%)
Largest profit trade 412.35 loss trade -55.10
Average profit trade 318.27 loss trade -21.82
Maximum consecutive wins (profit in money) 13 (5323.84) consecutive losses (loss in money) 1 (-55.10)
Maximal consecutive profit (count of wins) 5323.84 (13) consecutive loss (count of losses) -55.10 (1)
Average consecutive wins 7 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.10.03 21:30 buy 1 3.42 1.42090 0.00000 0.00000
2 2011.10.03 21:30 modify 1 3.42 1.42090 1.41690 1.42200
3 2011.10.03 22:56 close 1 3.42 1.42090 1.41690 1.42200 0.00 64553.00
4 2011.10.03 22:56 buy 2 3.42 1.42080 0.00000 0.00000
5 2011.10.03 22:56 modify 2 3.42 1.42080 1.41680 1.42190
6 2011.10.04 00:21 close 2 3.42 1.42080 1.41680 1.42190 -9.00 64544.00
7 2011.10.04 21:30 buy 3 3.42 1.41880 0.00000 0.00000
8 2011.10.04 21:30 modify 3 3.42 1.41880 1.41480 1.41990
9 2011.10.04 21:47 t/p 3 3.42 1.41990 1.41480 1.41990 412.30 64956.30
10 2011.10.04 22:50 sell 4 3.42 1.42130 0.00000 0.00000
11 2011.10.04 22:50 modify 4 3.42 1.42130 1.42530 1.42020
12 2011.10.04 22:59 t/p 4 3.42 1.42020 1.42530 1.42020 412.25 65368.55
13 2011.10.04 23:00 sell 5 3.42 1.42130 0.00000 0.00000
14 2011.10.04 23:00 modify 5 3.42 1.42130 1.42530 1.42020
15 2011.10.04 23:27 t/p 5 3.42 1.42020 1.42530 1.42020 412.25 65780.80
16 2011.10.04 23:33 buy 6 3.42 1.41990 0.00000 0.00000
17 2011.10.04 23:33 modify 6 3.42 1.41990 1.41590 1.42100
18 2011.10.04 23:54 t/p 6 3.42 1.42100 1.41590 1.42100 412.30 66193.10
19 2011.10.04 23:57 buy 7 3.42 1.42020 0.00000 0.00000
20 2011.10.04 23:57 modify 7 3.42 1.42020 1.41620 1.42130
21 2011.10.05 00:03 t/p 7 3.42 1.42130 1.41620 1.42130 403.31 66596.42
22 2011.10.05 00:10 buy 8 3.42 1.42030 0.00000 0.00000
23 2011.10.05 00:10 modify 8 3.42 1.42030 1.41630 1.42140
24 2011.10.05 00:12 t/p 8 3.42 1.42140 1.41630 1.42140 412.30 67008.72
25 2011.10.05 00:13 buy 9 3.42 1.42030 0.00000 0.00000
26 2011.10.05 00:13 modify 9 3.42 1.42030 1.41630 1.42140
27 2011.10.05 01:17 t/p 9 3.42 1.42140 1.41630 1.42140 412.30 67421.02
28 2011.10.05 21:30 buy 10 3.42 1.42730 0.00000 0.00000
29 2011.10.05 21:30 modify 10 3.42 1.42730 1.42330 1.42840
30 2011.10.05 21:43 t/p 10 3.42 1.42840 1.42330 1.42840 412.30 67833.32
31 2011.10.05 21:46 buy 11 3.42 1.42710 0.00000 0.00000
32 2011.10.05 21:46 modify 11 3.42 1.42710 1.42310 1.42820
33 2011.10.05 21:46 t/p 11 3.42 1.42820 1.42310 1.42820 412.30 68245.62
34 2011.10.05 21:46 buy 12 3.42 1.42710 0.00000 0.00000
35 2011.10.05 21:46 modify 12 3.42 1.42710 1.42310 1.42820
36 2011.10.05 21:54 t/p 12 3.42 1.42820 1.42310 1.42820 412.30 68657.92
37 2011.10.05 22:30 buy 13 3.42 1.42740 0.00000 0.00000
38 2011.10.05 22:30 modify 13 3.42 1.42740 1.42340 1.42850
39 2011.10.05 22:35 t/p 13 3.42 1.42850 1.42340 1.42850 412.30 69070.22
40 2011.10.05 23:34 buy 14 3.42 1.42780 0.00000 0.00000
41 2011.10.05 23:34 modify 14 3.42 1.42780 1.42380 1.42890
42 2011.10.06 00:17 t/p 14 3.42 1.42890 1.42380 1.42890 385.31 69455.53
43 2011.10.06 21:30 buy 15 3.42 1.42130 0.00000 0.00000
44 2011.10.06 21:30 modify 15 3.42 1.42130 1.41730 1.42240
45 2011.10.06 22:01 t/p 15 3.42 1.42240 1.41730 1.42240 412.31 69867.84
46 2011.10.06 22:58 buy 16 3.42 1.42150 0.00000 0.00000
47 2011.10.06 22:58 modify 16 3.42 1.42150 1.41750 1.42260
48 2011.10.07 02:26 close 16 3.42 1.42150 1.41750 1.42260 -9.00 69858.84
49 2011.10.10 22:45 sell 17 3.42 1.41610 0.00000 0.00000
50 2011.10.10 22:45 modify 17 3.42 1.41610 1.42010 1.41500
51 2011.10.10 23:19 t/p 17 3.42 1.41500 1.42010 1.41500 412.26 70271.10
52 2011.10.10 23:19 buy 18 3.42 1.41500 0.00000 0.00000
53 2011.10.10 23:19 modify 18 3.42 1.41500 1.41100 1.41610
54 2011.10.11 00:39 close 18 3.42 1.41510 1.41100 1.41610 28.49 70299.60
55 2011.10.11 22:00 buy 19 3.42 1.41470 0.00000 0.00000
56 2011.10.11 22:00 modify 19 3.42 1.41470 1.41070 1.41580
57 2011.10.11 22:12 t/p 19 3.42 1.41580 1.41070 1.41580 412.30 70711.90
58 2011.10.11 23:17 buy 20 3.42 1.41520 0.00000 0.00000
59 2011.10.11 23:17 modify 20 3.42 1.41520 1.41120 1.41630
60 2011.10.12 00:35 t/p 20 3.42 1.41630 1.41120 1.41630 403.30 71115.20
61 2011.10.12 21:52 buy 21 3.42 1.40940 0.00000 0.00000
62 2011.10.12 21:52 modify 21 3.42 1.40940 1.40540 1.41050
63 2011.10.12 23:13 close 21 3.42 1.40940 1.40540 1.41050 0.00 71115.20
64 2011.10.12 23:24 buy 22 3.42 1.40910 0.00000 0.00000
65 2011.10.12 23:24 modify 22 3.42 1.40910 1.40510 1.41020
66 2011.10.12 23:48 t/p 22 3.42 1.41020 1.40510 1.41020 412.30 71527.50
67 2011.10.12 23:48 sell 23 3.42 1.41050 0.00000 0.00000
68 2011.10.12 23:48 modify 23 3.42 1.41050 1.41450 1.40940
69 2011.10.13 01:08 close 23 3.42 1.41050 1.41450 1.40940 -55.10 71472.40
70 2011.10.13 21:42 buy 24 3.42 1.41480 0.00000 0.00000
71 2011.10.13 21:42 modify 24 3.42 1.41480 1.41080 1.41590
72 2011.10.13 22:22 t/p 24 3.42 1.41590 1.41080 1.41590 412.32 71884.72
73 2011.10.13 22:42 buy 25 3.42 1.41460 0.00000 0.00000
74 2011.10.13 22:42 modify 25 3.42 1.41460 1.41060 1.41570
75 2011.10.13 22:45 t/p 25 3.42 1.41570 1.41060 1.41570 412.31 72297.03
76 2011.10.13 22:56 sell 26 3.42 1.41670 0.00000 0.00000
77 2011.10.13 22:56 modify 26 3.42 1.41670 1.42070 1.41560
78 2011.10.14 00:16 close 26 3.42 1.41620 1.42070 1.41560 169.02 72466.06
79 2011.10.17 21:32 buy 27 3.42 1.41490 0.00000 0.00000
80 2011.10.17 21:32 modify 27 3.42 1.41490 1.41090 1.41600
81 2011.10.17 22:04 t/p 27 3.42 1.41600 1.41090 1.41600 412.31 72878.37
82 2011.10.17 22:12 buy 28 3.42 1.41480 0.00000 0.00000
83 2011.10.17 22:12 modify 28 3.42 1.41480 1.41080 1.41590
84 2011.10.17 23:33 close 28 3.42 1.41480 1.41080 1.41590 0.00 72878.37
85 2011.10.17 23:41 buy 29 3.42 1.41450 0.00000 0.00000
86 2011.10.17 23:41 modify 29 3.42 1.41450 1.41050 1.41560
87 2011.10.18 01:39 close 29 3.42 1.41450 1.41050 1.41560 -9.00 72869.37
88 2011.10.18 22:22 buy 30 3.42 1.41190 0.00000 0.00000
89 2011.10.18 22:22 modify 30 3.42 1.41190 1.40790 1.41300
90 2011.10.18 23:00 t/p 30 3.42 1.41300 1.40790 1.41300 412.32 73281.69
91 2011.10.18 23:15 sell 31 3.42 1.41340 0.00000 0.00000
92 2011.10.18 23:15 modify 31 3.42 1.41340 1.41740 1.41230
93 2011.10.19 00:35 close 31 3.42 1.41260 1.41740 1.41230 281.45 73563.14
94 2011.10.19 21:52 buy 32 3.42 1.42360 0.00000 0.00000
95 2011.10.19 21:52 modify 32 3.42 1.42360 1.41960 1.42470
96 2011.10.19 22:13 t/p 32 3.42 1.42470 1.41960 1.42470 412.32 73975.46
97 2011.10.19 22:17 sell 33 3.42 1.42490 0.00000 0.00000
98 2011.10.19 22:17 modify 33 3.42 1.42490 1.42890 1.42380
99 2011.10.19 23:37 close 33 3.42 1.42440 1.42890 1.42380 187.40 74162.86
100 2011.10.19 23:54 buy 34 3.42 1.42390 0.00000 0.00000
101 2011.10.19 23:54 modify 34 3.42 1.42390 1.41990 1.42500
102 2011.10.20 01:22 close 34 3.42 1.42390 1.41990 1.42500 -26.99 74135.87
103 2011.10.20 21:30 buy 35 3.42 1.41140 0.00000 0.00000
104 2011.10.20 21:30 modify 35 3.42 1.41140 1.40740 1.41250
105 2011.10.20 22:50 close 35 3.42 1.41160 1.40740 1.41250 74.97 74210.84
106 2011.10.20 22:58 buy 36 3.42 1.41130 0.00000 0.00000
107 2011.10.20 22:58 modify 36 3.42 1.41130 1.40730 1.41240
108 2011.10.21 00:09 t/p 36 3.42 1.41240 1.40730 1.41240 403.32 74614.17
109 2011.10.21 00:09 sell 37 3.42 1.41250 0.00000 0.00000
110 2011.10.21 00:09 modify 37 3.42 1.41250 1.41650 1.41140
111 2011.10.21 00:55 t/p 37 3.42 1.41140 1.41650 1.41140 412.27 75026.44
112 2011.10.24 21:51 buy 38 3.42 1.40820 0.00000 0.00000
113 2011.10.24 21:51 modify 38 3.42 1.40820 1.40420 1.40930
114 2011.10.24 22:30 t/p 38 3.42 1.40930 1.40420 1.40930 412.35 75438.79
115 2011.10.24 23:52 buy 39 3.42 1.40810 0.00000 0.00000
116 2011.10.24 23:52 modify 39 3.42 1.40810 1.40410 1.40920
117 2011.10.25 01:12 close 39 3.42 1.40820 1.40410 1.40920 28.48 75467.27
118 2011.10.25 21:30 buy 40 3.42 1.40460 0.00000 0.00000
119 2011.10.25 21:30 modify 40 3.42 1.40460 1.40060 1.40570
120 2011.10.25 22:27 t/p 40 3.42 1.40570 1.40060 1.40570 412.34 75879.61
121 2011.10.26 00:00 sell 41 3.42 1.40640 0.00000 0.00000
122 2011.10.26 00:00 modify 41 3.42 1.40640 1.41040 1.40530
123 2011.10.26 00:35 t/p 41 3.42 1.40530 1.41040 1.40530 412.28 76291.89
124 2011.10.26 21:30 buy 42 3.42 1.40670 0.00000 0.00000
125 2011.10.26 21:30 modify 42 3.42 1.40670 1.40270 1.40780
126 2011.10.26 22:50 close 42 3.42 1.40730 1.40270 1.40780 224.91 76516.80
127 2011.10.26 23:14 buy 43 3.42 1.40660 0.00000 0.00000
128 2011.10.26 23:14 modify 43 3.42 1.40660 1.40260 1.40770
129 2011.10.26 23:25 t/p 43 3.42 1.40770 1.40260 1.40770 412.34 76929.14
130 2011.10.26 23:43 buy 44 3.42 1.40670 0.00000 0.00000
131 2011.10.26 23:43 modify 44 3.42 1.40670 1.40270 1.40780
132 2011.10.27 01:03 close 44 3.42 1.40720 1.40270 1.40780 160.44 77089.58
133 2011.10.27 21:32 buy 45 3.42 1.38450 0.00000 0.00000
134 2011.10.27 21:32 modify 45 3.42 1.38450 1.38050 1.38560
135 2011.10.27 23:01 close 45 3.42 1.38450 1.38050 1.38560 0.00 77089.58
136 2011.10.27 23:14 buy 46 3.42 1.38400 0.00000 0.00000
137 2011.10.27 23:14 modify 46 3.42 1.38400 1.38000 1.38510
138 2011.10.28 00:05 t/p 46 3.42 1.38510 1.38000 1.38510 403.34 77492.93

 

Back Tested Results GBP / CHF 10-2011

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