Back Tested Results GBP / CHF 2-2011

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 35870.00        
Total net profit 3388.48 Gross profit 6746.93 Gross loss -3358.44
Profit factor 2.01 Expected payoff 67.77    
Absolute drawdown 585.07 Maximal drawdown 2140.82 (5.31%) Relative drawdown 5.31% (2140.82)
 
Total trades 50 Short positions (won %) 14 (100.00%) Long positions (won %) 36 (86.11%)
  Profit trades (% of total) 45 (90.00%) Loss trades (% of total) 5 (10.00%)
Largest profit trade 1044.78 loss trade -840.90
Average profit trade 149.93 loss trade -671.69
Maximum consecutive wins (profit in money) 20 (2633.77) consecutive losses (loss in money) 1 (-840.90)
Maximal consecutive profit (count of wins) 2633.77 (20) consecutive loss (count of losses) -840.90 (1)
Average consecutive wins 8 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.02.01 00:02 sell 1 1.92 1.51320 0.00000 0.00000  
2 2011.02.01 00:02 modify 1 1.92 1.51320 1.51720 1.51240  
3 2011.02.01 02:21 close 1 1.92 1.51320 1.51720 1.51240 0.00 35870.00
4 2011.02.01 21:30 buy 2 1.92 1.51030 0.00000 0.00000  
5 2011.02.01 21:31 modify 2 1.92 1.51030 1.50630 1.51110  
6 2011.02.02 02:17 close 2 1.92 1.51030 1.50630 1.51110 -5.02 35864.98
7 2011.02.02 21:34 buy 3 1.92 1.52180 0.00000 0.00000  
8 2011.02.02 21:34 modify 3 1.92 1.52180 1.51780 1.52260  
9 2011.02.02 22:16 t/p 3 1.92 1.52260 1.51780 1.52260 167.18 36032.16
10 2011.02.02 23:48 sell 4 1.92 1.52330 0.00000 0.00000  
11 2011.02.02 23:48 modify 4 1.92 1.52330 1.52730 1.52250  
12 2011.02.03 00:45 t/p 4 1.92 1.52250 1.52730 1.52250 136.42 36168.59
13 2011.02.03 21:31 buy 5 1.92 1.52600 0.00000 0.00000  
14 2011.02.03 21:31 modify 5 1.92 1.52600 1.52200 1.52680  
15 2011.02.03 21:47 t/p 5 1.92 1.52680 1.52200 1.52680 167.18 36335.77
16 2011.02.03 21:48 sell 6 1.92 1.52710 0.00000 0.00000  
17 2011.02.03 21:48 modify 6 1.92 1.52710 1.53110 1.52630  
18 2011.02.03 21:49 t/p 6 1.92 1.52630 1.53110 1.52630 167.16 36502.93
19 2011.02.03 21:59 buy 7 1.92 1.52580 0.00000 0.00000  
20 2011.02.03 21:59 modify 7 1.92 1.52580 1.52180 1.52660  
21 2011.02.03 22:15 t/p 7 1.92 1.52660 1.52180 1.52660 167.18 36670.11
22 2011.02.03 22:32 buy 8 1.92 1.52570 0.00000 0.00000  
23 2011.02.03 23:52 close 8 1.92 1.52650 0.00000 0.00000 167.18 36837.29
24 2011.02.04 00:10 sell 9 1.92 1.52730 0.00000 0.00000  
25 2011.02.04 00:10 modify 9 1.92 1.52730 1.53130 1.52650  
26 2011.02.04 00:35 t/p 9 1.92 1.52650 1.53130 1.52650 167.16 37004.45
27 2011.02.07 21:33 buy 10 1.92 1.53910 0.00000 0.00000  
28 2011.02.07 21:33 modify 10 1.92 1.53910 1.53510 1.53990  
29 2011.02.07 22:53 close 10 1.92 1.53940 1.53510 1.53990 62.69 37067.14
30 2011.02.07 23:25 sell 11 1.92 1.54080 0.00000 0.00000  
31 2011.02.07 23:25 modify 11 1.92 1.54080 1.54480 1.54000  
32 2011.02.07 23:27 t/p 11 1.92 1.54000 1.54480 1.54000 167.17 37234.31
33 2011.02.08 00:03 sell 12 1.92 1.54120 0.00000 0.00000  
34 2011.02.08 00:03 modify 12 1.92 1.54120 1.54520 1.54040  
35 2011.02.08 00:16 t/p 12 1.92 1.54040 1.54520 1.54040 167.16 37401.47
36 2011.02.08 21:32 sell 13 1.92 1.54800 0.00000 0.00000  
37 2011.02.08 21:32 modify 13 1.92 1.54800 1.55200 1.54720  
38 2011.02.08 22:01 t/p 13 1.92 1.54720 1.55200 1.54720 167.16 37568.63
39 2011.02.08 22:01 buy 14 1.92 1.54710 0.00000 0.00000  
40 2011.02.08 22:01 modify 14 1.92 1.54710 1.54310 1.54790  
41 2011.02.08 22:15 t/p 14 1.92 1.54790 1.54310 1.54790 167.18 37735.81
42 2011.02.08 22:26 buy 15 1.92 1.54730 0.00000 0.00000  
43 2011.02.08 22:26 modify 15 1.92 1.54730 1.54330 1.54810  
44 2011.02.08 23:13 t/p 15 1.92 1.54810 1.54330 1.54810 167.18 37902.99
45 2011.02.08 23:58 buy 16 1.92 1.54720 0.00000 0.00000  
46 2011.02.08 23:58 modify 16 1.92 1.54720 1.54320 1.54800  
47 2011.02.09 00:09 t/p 16 1.92 1.54800 1.54320 1.54800 162.16 38065.15
48 2011.02.09 00:12 sell 17 1.92 1.54820 0.00000 0.00000  
49 2011.02.09 00:12 modify 17 1.92 1.54820 1.55220 1.54740  
50 2011.02.09 02:20 close 17 1.92 1.54820 1.55220 1.54740 0.00 38065.15
51 2011.02.09 22:03 buy 18 1.92 1.54180 0.00000 0.00000  
52 2011.02.09 22:03 modify 18 1.92 1.54180 1.53780 1.54260  
53 2011.02.09 22:10 t/p 18 1.92 1.54260 1.53780 1.54260 167.17 38232.32
54 2011.02.09 22:10 buy 19 1.92 1.54180 0.00000 0.00000  
55 2011.02.09 22:11 modify 19 1.92 1.54180 1.53780 1.54260  
56 2011.02.09 23:30 close 19 1.92 1.54180 1.53780 1.54260 0.00 38232.32
57 2011.02.09 23:31 buy 20 1.92 1.54170 0.00000 0.00000  
58 2011.02.09 23:31 modify 20 1.92 1.54170 1.53770 1.54250  
59 2011.02.09 23:43 t/p 20 1.92 1.54250 1.53770 1.54250 167.18 38399.50
60 2011.02.10 21:30 buy 21 1.92 1.56030 0.00000 0.00000  
61 2011.02.10 21:30 modify 21 1.92 1.56030 1.55630 1.56110  
62 2011.02.11 02:19 s/l 21 1.92 1.55630 1.55630 1.56110 -840.90 37558.60
63 2011.02.14 22:36 buy 22 1.92 1.55520 0.00000 0.00000  
64 2011.02.14 22:36 modify 22 1.92 1.55520 1.55120 1.55600  
65 2011.02.14 23:56 close 22 1.92 1.55580 1.55120 1.55600 125.38 37683.98
66 2011.02.15 00:11 sell 23 1.92 1.55610 0.00000 0.00000  
67 2011.02.15 00:11 modify 23 1.92 1.55610 1.56010 1.55530  
68 2011.02.15 01:15 t/p 23 1.92 1.55530 1.56010 1.55530 167.16 37851.14
69 2011.02.15 21:41 buy 24 1.92 1.55920 0.00000 0.00000  
70 2011.02.15 21:41 modify 24 1.92 1.55920 1.55520 1.56000  
71 2011.02.15 23:01 close 24 1.92 1.55920 1.55520 1.56000 0.00 37851.14
72 2011.02.15 23:40 buy 25 1.92 1.55910 0.00000 0.00000  
73 2011.02.15 23:41 modify 25 1.92 1.55910 1.55510 1.55990  
74 2011.02.16 01:00 t/p 25 1.92 1.55990 1.55510 1.55990 162.15 38013.29
75 2011.02.16 22:01 buy 26 1.92 1.54360 0.00000 0.00000  
76 2011.02.16 22:01 modify 26 1.92 1.54360 1.53960 1.54440  
77 2011.02.16 22:04 t/p 26 1.92 1.54440 1.53960 1.54440 167.18 38180.47
78 2011.02.16 22:05 buy 27 1.92 1.54360 0.00000 0.00000  
79 2011.02.16 22:05 modify 27 1.92 1.54360 1.53960 1.54440  
80 2011.02.16 22:05 t/p 27 1.92 1.54440 1.53960 1.54440 167.18 38347.65
81 2011.02.16 22:07 buy 28 1.92 1.54350 0.00000 0.00000  
82 2011.02.16 22:07 modify 28 1.92 1.54350 1.53950 1.54430  
83 2011.02.16 22:07 t/p 28 1.92 1.54430 1.53950 1.54430 167.17 38514.82
84 2011.02.16 22:10 buy 29 1.92 1.54350 0.00000 0.00000  
85 2011.02.16 22:10 modify 29 1.92 1.54350 1.53950 1.54430  
86 2011.02.16 22:23 t/p 29 1.92 1.54430 1.53950 1.54430 167.17 38681.99
87 2011.02.16 22:23 buy 30 1.92 1.54360 0.00000 0.00000  
88 2011.02.16 22:23 modify 30 1.92 1.54360 1.53960 1.54440  
89 2011.02.16 22:43 t/p 30 1.92 1.54440 1.53960 1.54440 167.18 38849.17
90 2011.02.16 23:18 buy 31 1.92 1.54350 0.00000 0.00000  
91 2011.02.16 23:18 modify 31 1.92 1.54350 1.53950 1.54430  
92 2011.02.17 00:38 close 31 1.92 1.54360 1.53950 1.54430 5.84 38855.01
93 2011.02.17 21:30 buy 32 1.92 1.53580 0.00000 0.00000  
94 2011.02.17 21:30 modify 32 1.92 1.53580 1.53180 1.53660  
95 2011.02.17 22:55 close 32 1.92 1.53580 1.53180 1.53660 0.00 38855.01
96 2011.02.18 00:17 sell 33 1.92 1.53660 0.00000 0.00000  
97 2011.02.18 00:17 modify 33 1.92 1.53660 1.54060 1.53580  
98 2011.02.18 02:39 close 33 1.92 1.53660 1.54060 1.53580 0.00 38855.01
99 2011.02.21 22:01 buy 34 1.92 1.53470 0.00000 0.00000  
100 2011.02.21 22:01 modify 34 1.92 1.53470 1.53070 1.53550  
101 2011.02.21 22:06 t/p 34 1.92 1.53550 1.53070 1.53550 167.17 39022.18
102 2011.02.21 22:07 buy 35 1.92 1.53540 0.00000 0.00000  
103 2011.02.21 22:07 modify 35 1.92 1.53540 1.53140 1.53620  
104 2011.02.21 22:09 t/p 35 1.92 1.53620 1.53140 1.53620 167.17 39189.35
105 2011.02.21 22:09 sell 36 1.92 1.53670 0.00000 0.00000  
106 2011.02.21 22:09 modify 36 1.92 1.53670 1.54070 1.53590  
107 2011.02.21 22:09 t/p 36 1.92 1.53590 1.54070 1.53590 167.16 39356.51
108 2011.02.21 22:09 sell 37 1.92 1.53670 0.00000 0.00000  
109 2011.02.21 22:09 modify 37 1.92 1.53670 1.54070 1.53590  
110 2011.02.21 22:09 t/p 37 1.92 1.53590 1.54070 1.53590 167.16 39523.67
111 2011.02.21 22:09 buy 38 1.92 1.53530 0.00000 0.00000  
112 2011.02.21 22:09 modify 38 1.92 1.53530 1.53130 1.53610  
113 2011.02.21 22:09 t/p 38 1.92 1.53610 1.53130 1.53610 167.18 39690.85
114 2011.02.21 22:10 buy 39 1.92 1.53530 0.00000 0.00000  
115 2011.02.21 22:10 modify 39 1.92 1.53530 1.53130 1.53610  
116 2011.02.21 22:15 t/p 39 1.92 1.53610 1.53130 1.53610 167.18 39858.03
117 2011.02.21 22:27 buy 40 1.92 1.53540 0.00000 0.00000  
118 2011.02.21 22:27 modify 40 1.92 1.53540 1.53140 1.53620  
119 2011.02.21 22:43 t/p 40 1.92 1.53620 1.53140 1.53620 167.17 40025.20
120 2011.02.21 22:43 sell 41 1.92 1.53700 0.00000 0.00000  
121 2011.02.21 22:43 modify 41 1.92 1.53700 1.54100 1.53620  
122 2011.02.21 22:55 t/p 41 1.92 1.53620 1.54100 1.53620 167.17 40192.37
123 2011.02.21 23:12 buy 42 1.92 1.53550 0.00000 0.00000  
124 2011.02.21 23:12 modify 42 1.92 1.53550 1.53150 1.53630  
125 2011.02.22 00:54 s/l 42 1.92 1.53150 1.53150 1.53630 -840.89 39351.48
126 2011.02.22 23:32 sell 43 1.92 1.51540 0.00000 0.00000  
127 2011.02.22 23:32 modify 43 1.92 1.51540 1.51940 1.51460  
128 2011.02.23 02:57 close 43 1.92 1.51520 1.51940 1.51460 31.54 39383.02
129 2011.02.23 22:44 buy 44 1.92 1.51230 0.00000 0.00000  
130 2011.02.23 22:44 modify 44 1.92 1.51230 1.50830 1.51310  
131 2011.02.23 22:45 t/p 44 1.92 1.51310 1.50830 1.51310 167.17 39550.19
132 2011.02.23 23:14 buy 45 1.92 1.51260 0.00000 0.00000  
133 2011.02.23 23:14 modify 45 1.92 1.51260 1.50860 1.51340  
134 2011.02.24 00:09 t/p 45 1.92 1.51340 1.50860 1.51340 152.11 39702.30
135 2011.02.24 00:18 buy 46 1.92 1.51250 0.00000 0.00000  
136 2011.02.24 00:18 modify 46 1.92 1.51250 1.50850 1.51330  
137 2011.02.24 00:51 s/l 46 1.92 1.50850 1.50850 1.51330 -835.81 38866.49
138 2011.02.24 22:06 buy 47 1.92 1.49360 0.00000 0.00000  
139 2011.02.24 22:06 modify 47 1.92 1.49360 1.48960 1.49440  
140 2011.02.24 22:08 t/p 47 1.92 1.49440 1.48960 1.49440 167.16 39033.65
141 2011.02.24 22:11 buy 48 1.92 1.49390 0.00000 0.00000  
142 2011.02.24 22:11 modify 48 1.92 1.49390 1.48990 1.49470  
143 2011.02.24 22:16 s/l 48 1.92 1.48990 1.48990 1.49470 -835.83 38197.82
144 2011.02.24 22:16 buy 49 1.92 1.48830 0.00000 0.00000  
145 2011.02.24 23:36 close 49 1.92 1.49330 0.00000 0.00000 1044.78 39242.60
146 2011.02.24 23:55 buy 50 1.92 1.49300 0.00000 0.00000  
147 2011.02.24 23:55 modify 50 1.92 1.49300 1.48900 1.49380  
148 2011.02.25 02:01 close 50 1.92 1.49310 1.48900 1.49380 15.88 39258.48

 

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