Back Tested Results GBP / CHF 12-2011

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 97817.00
Total net profit 14237.99 Gross profit 18911.19 Gross loss -4673.20
Profit factor 4.05 Expected payoff 241.32
Absolute drawdown 457.62 Maximal drawdown 3230.40 (3.17%) Relative drawdown 3.17% (3230.40)
Total trades 59 Short positions (won %) 12 (83.33%) Long positions (won %) 47 (91.49%)
Profit trades (% of total) 53 (89.83%) Loss trades (% of total) 6 (10.17%)
Largest profit trade 743.52 loss trade -2301.42
Average profit trade 356.81 loss trade -778.87
Maximum consecutive wins (profit in money) 17 (6149.80) consecutive losses (loss in money) 1 (-2301.42)
Maximal consecutive profit (count of wins) 6149.80 (17) consecutive loss (count of losses) -2301.42 (1)
Average consecutive wins 8 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.12.01 00:00 sell 1 5.23 1.43470 0.00000 0.00000
2 2011.12.01 00:00 modify 1 5.23 1.43470 1.43870 1.43400
3 2011.12.01 00:01 t/p 1 5.23 1.43400 1.43870 1.43400 400.24 98217.24
4 2011.12.01 21:30 buy 2 5.23 1.43690 0.00000 0.00000
5 2011.12.01 21:30 modify 2 5.23 1.43690 1.43290 1.43760
6 2011.12.01 22:56 close 2 5.23 1.43690 1.43290 1.43760 0.00 98217.24
7 2011.12.01 23:20 buy 3 5.23 1.43610 0.00000 0.00000
8 2011.12.01 23:20 modify 3 5.23 1.43610 1.43210 1.43680
9 2011.12.02 01:10 close 3 5.23 1.43610 1.43210 1.43680 -13.73 98203.51
10 2011.12.05 21:47 buy 4 5.23 1.43990 0.00000 0.00000
11 2011.12.05 21:48 modify 4 5.23 1.43990 1.43590 1.44060
12 2011.12.05 21:59 t/p 4 5.23 1.44060 1.43590 1.44060 400.36 98603.87
13 2011.12.05 22:00 buy 5 5.23 1.43990 0.00000 0.00000
14 2011.12.05 22:01 modify 5 5.23 1.43990 1.43590 1.44060
15 2011.12.05 22:18 t/p 5 5.23 1.44060 1.43590 1.44060 400.36 99004.23
16 2011.12.05 22:27 buy 6 5.23 1.43960 0.00000 0.00000
17 2011.12.05 23:47 close 6 5.23 1.44090 0.00000 0.00000 743.52 99747.75
18 2011.12.05 23:48 sell 7 5.23 1.44130 0.00000 0.00000
19 2011.12.05 23:48 modify 7 5.23 1.44130 1.44530 1.44060
20 2011.12.06 00:13 t/p 7 5.23 1.44060 1.44530 1.44060 372.22 100119.97
21 2011.12.06 22:00 buy 8 5.23 1.44420 0.00000 0.00000
22 2011.12.06 22:00 modify 8 5.23 1.44420 1.44020 1.44490
23 2011.12.06 22:11 t/p 8 5.23 1.44490 1.44020 1.44490 400.35 100520.32
24 2011.12.06 22:14 buy 9 5.23 1.44420 0.00000 0.00000
25 2011.12.06 22:15 modify 9 5.23 1.44420 1.44020 1.44490
26 2011.12.07 01:32 t/p 9 5.23 1.44490 1.44020 1.44490 386.62 100906.94
27 2011.12.07 21:51 buy 10 5.23 1.45050 0.00000 0.00000
28 2011.12.07 21:51 modify 10 5.23 1.45050 1.44650 1.45120
29 2011.12.07 22:02 t/p 10 5.23 1.45120 1.44650 1.45120 400.35 101307.29
30 2011.12.07 22:06 buy 11 5.23 1.45050 0.00000 0.00000
31 2011.12.07 22:06 modify 11 5.23 1.45050 1.44650 1.45120
32 2011.12.07 23:30 close 11 5.23 1.45050 1.44650 1.45120 0.00 101307.29
33 2011.12.08 00:01 sell 12 5.23 1.45130 0.00000 0.00000
34 2011.12.08 00:01 modify 12 5.23 1.45130 1.45530 1.45060
35 2011.12.08 01:21 t/p 12 5.23 1.45060 1.45530 1.45060 400.27 101707.56
36 2011.12.08 21:30 buy 13 5.23 1.44800 0.00000 0.00000
37 2011.12.08 21:30 modify 13 5.23 1.44800 1.44400 1.44870
38 2011.12.09 08:01 s/l 13 5.23 1.44400 1.44400 1.44870 -2301.42 99406.14
39 2011.12.12 22:00 buy 14 5.23 1.45980 0.00000 0.00000
40 2011.12.12 22:00 modify 14 5.23 1.45980 1.45580 1.46050
41 2011.12.12 22:04 t/p 14 5.23 1.46050 1.45580 1.46050 400.34 99806.48
42 2011.12.12 22:05 buy 15 5.23 1.45990 0.00000 0.00000
43 2011.12.12 22:05 modify 15 5.23 1.45990 1.45590 1.46060
44 2011.12.12 22:12 t/p 15 5.23 1.46060 1.45590 1.46060 400.35 100206.83
45 2011.12.12 22:13 buy 16 5.23 1.45990 0.00000 0.00000
46 2011.12.12 22:13 modify 16 5.23 1.45990 1.45590 1.46060
47 2011.12.12 22:21 t/p 16 5.23 1.46060 1.45590 1.46060 400.35 100607.18
48 2011.12.12 22:45 sell 17 5.23 1.46110 0.00000 0.00000
49 2011.12.12 22:45 modify 17 5.23 1.46110 1.46510 1.46040
50 2011.12.13 08:22 close 17 5.23 1.46110 1.46510 1.46040 -28.04 100579.14
51 2011.12.13 21:45 buy 18 5.23 1.46390 0.00000 0.00000
52 2011.12.13 21:45 modify 18 5.23 1.46390 1.45990 1.46460
53 2011.12.13 22:03 t/p 18 5.23 1.46460 1.45990 1.46460 400.33 100979.47
54 2011.12.13 22:11 buy 19 5.23 1.46400 0.00000 0.00000
55 2011.12.13 22:11 modify 19 5.23 1.46400 1.46000 1.46470
56 2011.12.13 23:31 close 19 5.23 1.46400 1.46000 1.46470 0.00 100979.47
57 2011.12.13 23:47 sell 20 5.23 1.46470 0.00000 0.00000
58 2011.12.13 23:47 modify 20 5.23 1.46470 1.46870 1.46400
59 2011.12.13 23:52 t/p 20 5.23 1.46400 1.46870 1.46400 400.27 101379.74
60 2011.12.14 00:06 buy 21 5.23 1.46380 0.00000 0.00000
61 2011.12.14 00:06 modify 21 5.23 1.46380 1.45980 1.46450
62 2011.12.14 01:26 close 21 5.23 1.46420 1.45980 1.46450 228.76 101608.50
63 2011.12.14 21:39 sell 22 5.23 1.47460 0.00000 0.00000
64 2011.12.14 21:39 modify 22 5.23 1.47460 1.47860 1.47390
65 2011.12.14 22:01 t/p 22 5.23 1.47390 1.47860 1.47390 400.27 102008.77
66 2011.12.14 22:01 buy 23 5.23 1.47370 0.00000 0.00000
67 2011.12.14 22:01 modify 23 5.23 1.47370 1.46970 1.47440
68 2011.12.14 22:05 t/p 23 5.23 1.47440 1.46970 1.47440 400.34 102409.11
69 2011.12.14 22:12 buy 24 5.23 1.47380 0.00000 0.00000
70 2011.12.14 22:12 modify 24 5.23 1.47380 1.46980 1.47450
71 2011.12.14 22:32 t/p 24 5.23 1.47450 1.46980 1.47450 400.34 102809.45
72 2011.12.14 23:45 sell 25 5.23 1.47520 0.00000 0.00000
73 2011.12.14 23:45 modify 25 5.23 1.47520 1.47920 1.47450
74 2011.12.15 00:34 t/p 25 5.23 1.47450 1.47920 1.47450 316.16 103125.61
75 2011.12.15 22:03 buy 26 5.23 1.45780 0.00000 0.00000
76 2011.12.15 22:03 modify 26 5.23 1.45780 1.45380 1.45850
77 2011.12.15 22:12 t/p 26 5.23 1.45850 1.45380 1.45850 400.35 103525.96
78 2011.12.15 22:23 buy 27 5.23 1.45780 0.00000 0.00000
79 2011.12.15 22:23 modify 27 5.23 1.45780 1.45380 1.45850
80 2011.12.15 22:27 t/p 27 5.23 1.45850 1.45380 1.45850 400.35 103926.31
81 2011.12.15 22:27 buy 28 5.23 1.45770 0.00000 0.00000
82 2011.12.15 22:27 modify 28 5.23 1.45770 1.45370 1.45840
83 2011.12.15 22:33 t/p 28 5.23 1.45840 1.45370 1.45840 400.35 104326.66
84 2011.12.15 22:33 buy 29 5.23 1.45790 0.00000 0.00000
85 2011.12.15 22:33 modify 29 5.23 1.45790 1.45390 1.45860
86 2011.12.15 22:39 t/p 29 5.23 1.45860 1.45390 1.45860 400.34 104727.00
87 2011.12.15 23:49 buy 30 5.23 1.45790 0.00000 0.00000
88 2011.12.15 23:49 modify 30 5.23 1.45790 1.45390 1.45860
89 2011.12.15 23:52 t/p 30 5.23 1.45860 1.45390 1.45860 400.34 105127.34
90 2011.12.19 21:40 buy 31 5.23 1.45240 0.00000 0.00000
91 2011.12.19 21:40 modify 31 5.23 1.45240 1.44840 1.45310
92 2011.12.19 21:50 t/p 31 5.23 1.45310 1.44840 1.45310 400.40 105527.74
93 2011.12.19 21:56 buy 32 5.23 1.45230 0.00000 0.00000
94 2011.12.19 21:56 modify 32 5.23 1.45230 1.44830 1.45300
95 2011.12.19 22:18 t/p 32 5.23 1.45300 1.44830 1.45300 400.40 105928.14
96 2011.12.19 22:26 buy 33 5.23 1.45220 0.00000 0.00000
97 2011.12.19 22:26 modify 33 5.23 1.45220 1.44820 1.45290
98 2011.12.19 22:48 t/p 33 5.23 1.45290 1.44820 1.45290 400.40 106328.54
99 2011.12.19 22:51 buy 34 5.23 1.45220 0.00000 0.00000
100 2011.12.19 22:51 modify 34 5.23 1.45220 1.44820 1.45290
101 2011.12.19 22:52 t/p 34 5.23 1.45290 1.44820 1.45290 400.40 106728.94
102 2011.12.19 23:23 sell 35 5.23 1.45320 0.00000 0.00000
103 2011.12.19 23:23 modify 35 5.23 1.45320 1.45720 1.45250
104 2011.12.20 01:14 close 35 5.23 1.45320 1.45720 1.45250 -28.04 106700.91
105 2011.12.20 22:06 sell 36 5.23 1.45950 0.00000 0.00000
106 2011.12.20 22:06 modify 36 5.23 1.45950 1.46350 1.45880
107 2011.12.20 22:10 t/p 36 5.23 1.45880 1.46350 1.45880 400.33 107101.24
108 2011.12.20 22:11 buy 37 5.23 1.45840 0.00000 0.00000
109 2011.12.20 22:11 modify 37 5.23 1.45840 1.45440 1.45910
110 2011.12.20 22:12 t/p 37 5.23 1.45910 1.45440 1.45910 400.42 107501.66
111 2011.12.20 22:22 sell 38 5.23 1.45950 0.00000 0.00000
112 2011.12.20 22:22 modify 38 5.23 1.45950 1.46350 1.45880
113 2011.12.20 22:37 t/p 38 5.23 1.45880 1.46350 1.45880 400.33 107901.99
114 2011.12.20 22:43 buy 39 5.23 1.45850 0.00000 0.00000
115 2011.12.20 22:43 modify 39 5.23 1.45850 1.45450 1.45920
116 2011.12.20 22:47 t/p 39 5.23 1.45920 1.45450 1.45920 400.43 108302.42
117 2011.12.20 22:50 buy 40 5.23 1.45850 0.00000 0.00000
118 2011.12.20 22:50 modify 40 5.23 1.45850 1.45450 1.45920
119 2011.12.20 22:58 t/p 40 5.23 1.45920 1.45450 1.45920 400.43 108702.85
120 2011.12.21 00:05 buy 41 5.23 1.45890 0.00000 0.00000
121 2011.12.21 00:05 modify 41 5.23 1.45890 1.45490 1.45960
122 2011.12.21 02:55 s/l 41 5.23 1.45490 1.45490 1.45960 -2288.24 106414.61
123 2011.12.21 21:55 buy 42 5.23 1.46650 0.00000 0.00000
124 2011.12.21 21:55 modify 42 5.23 1.46650 1.46250 1.46720
125 2011.12.21 22:11 t/p 42 5.23 1.46720 1.46250 1.46720 400.46 106815.07
126 2011.12.21 22:19 buy 43 5.23 1.46650 0.00000 0.00000
127 2011.12.21 22:20 modify 43 5.23 1.46650 1.46250 1.46720
128 2011.12.21 22:58 t/p 43 5.23 1.46720 1.46250 1.46720 400.46 107215.53
129 2011.12.21 23:11 buy 44 5.23 1.46640 0.00000 0.00000
130 2011.12.21 23:11 modify 44 5.23 1.46640 1.46240 1.46710
131 2011.12.22 00:19 t/p 44 5.23 1.46710 1.46240 1.46710 359.26 107574.79
132 2011.12.22 21:37 buy 45 5.23 1.46720 0.00000 0.00000
133 2011.12.22 21:37 modify 45 5.23 1.46720 1.46320 1.46790
134 2011.12.23 08:33 close 45 5.23 1.46720 1.46320 1.46790 -13.73 107561.06
135 2011.12.26 21:33 buy 46 5.23 1.46170 0.00000 0.00000
136 2011.12.26 21:33 modify 46 5.23 1.46170 1.45770 1.46240
137 2011.12.26 21:57 t/p 46 5.23 1.46240 1.45770 1.46240 400.48 107961.54
138 2011.12.26 21:58 buy 47 5.23 1.46070 0.00000 0.00000
139 2011.12.26 22:08 modify 47 5.23 1.46070 1.45670 1.46140
140 2011.12.26 22:08 t/p 47 5.23 1.46140 1.45670 1.46140 400.48 108362.02
141 2011.12.26 22:08 buy 48 5.23 1.46180 0.00000 0.00000
142 2011.12.26 22:08 modify 48 5.23 1.46180 1.45780 1.46250
143 2011.12.26 23:11 t/p 48 5.23 1.46250 1.45780 1.46250 400.49 108762.51
144 2011.12.26 23:20 buy 49 5.23 1.46130 0.00000 0.00000
145 2011.12.26 23:20 modify 49 5.23 1.46130 1.45730 1.46200
146 2011.12.26 23:21 t/p 49 5.23 1.46200 1.45730 1.46200 400.49 109163.00
147 2011.12.27 00:01 buy 50 5.23 1.46130 0.00000 0.00000
148 2011.12.27 00:54 modify 50 5.23 1.46130 1.45730 1.46200
149 2011.12.27 01:01 t/p 50 5.23 1.46200 1.45730 1.46200 400.49 109563.49
150 2011.12.27 21:44 buy 51 5.23 1.46340 0.00000 0.00000
151 2011.12.27 21:45 modify 51 5.23 1.46340 1.45940 1.46410
152 2011.12.27 22:01 t/p 51 5.23 1.46410 1.45940 1.46410 400.48 109963.97
153 2011.12.27 22:05 buy 52 5.23 1.46340 0.00000 0.00000
154 2011.12.27 22:05 modify 52 5.23 1.46340 1.45940 1.46410
155 2011.12.27 23:40 close 52 5.23 1.46340 1.45940 1.46410 0.00 109963.97
156 2011.12.27 23:51 buy 53 5.23 1.46310 0.00000 0.00000
157 2011.12.27 23:51 modify 53 5.23 1.46310 1.45910 1.46380
158 2011.12.28 00:21 t/p 53 5.23 1.46380 1.45910 1.46380 386.76 110350.73
159 2011.12.28 22:35 buy 54 5.23 1.45620 0.00000 0.00000
160 2011.12.28 22:35 modify 54 5.23 1.45620 1.45220 1.45690
161 2011.12.28 22:35 t/p 54 5.23 1.45690 1.45220 1.45690 400.49 110751.22
162 2011.12.28 22:51 buy 55 5.23 1.45630 0.00000 0.00000
163 2011.12.28 22:51 modify 55 5.23 1.45630 1.45230 1.45700
164 2011.12.28 23:44 t/p 55 5.23 1.45700 1.45230 1.45700 400.49 111151.71
165 2011.12.28 23:48 buy 56 5.23 1.45630 0.00000 0.00000
166 2011.12.28 23:48 modify 56 5.23 1.45630 1.45230 1.45700
167 2011.12.29 00:10 t/p 56 5.23 1.45700 1.45230 1.45700 359.29 111511.00
168 2011.12.29 00:14 sell 57 5.23 1.45780 0.00000 0.00000
169 2011.12.29 00:14 modify 57 5.23 1.45780 1.46180 1.45710
170 2011.12.29 01:13 t/p 57 5.23 1.45710 1.46180 1.45710 400.42 111911.42
171 2011.12.29 21:31 buy 58 5.23 1.44900 0.00000 0.00000
172 2011.12.29 21:31 modify 58 5.23 1.44900 1.44500 1.44970
173 2011.12.29 22:51 close 58 5.23 1.44900 1.44500 1.44970 0.00 111911.42
174 2011.12.29 23:23 sell 59 5.23 1.44970 0.00000 0.00000
175 2011.12.29 23:23 modify 59 5.23 1.44970 1.45370 1.44900
176 2011.12.30 00:43 close 59 5.23 1.44940 1.45370 1.44900 143.56 112054.99

 

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