Back Tested Results GBP / CHF 3-2010

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 14597.00
Total net profit 1013.58 Gross profit 2162.47 Gross loss -1148.89
Profit factor 1.88 Expected payoff 21.12
Absolute drawdown 743.21 Maximal drawdown 833.37 (5.67%) Relative drawdown 5.67% (833.37)
Total trades 48 Short positions (won %) 9 (88.89%) Long positions (won %) 39 (89.74%)
Profit trades (% of total) 43 (89.58%) Loss trades (% of total) 5 (10.42%)
Largest profit trade 63.11 loss trade -380.84
Average profit trade 50.29 loss trade -229.78
Maximum consecutive wins (profit in money) 24 (1231.33) consecutive losses (loss in money) 1 (-380.84)
Maximal consecutive profit (count of wins) 1231.33 (24) consecutive loss (count of losses) -380.84 (1)
Average consecutive wins 7 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.03.01 21:55 buy 1 0.84 1.61740 0.00000 0.00000
2 2010.03.01 21:55 modify 1 0.84 1.61740 1.61320 1.61810
3 2010.03.01 22:28 t/p 1 0.84 1.61810 1.61320 1.61810 63.11 14660.11
4 2010.03.01 22:34 buy 2 0.84 1.61740 0.00000 0.00000
5 2010.03.01 22:35 modify 2 0.84 1.61740 1.61320 1.61810
6 2010.03.02 03:33 s/l 2 0.84 1.61320 1.61320 1.61810 -380.84 14279.27
7 2010.03.02 21:30 buy 3 0.84 1.60810 0.00000 0.00000
8 2010.03.02 21:30 modify 3 0.84 1.60810 1.60390 1.60880
9 2010.03.02 21:33 t/p 3 0.84 1.60880 1.60390 1.60880 63.10 14342.37
10 2010.03.02 22:06 buy 4 0.84 1.60830 0.00000 0.00000
11 2010.03.02 22:06 modify 4 0.84 1.60830 1.60410 1.60900
12 2010.03.02 22:57 t/p 4 0.84 1.60900 1.60410 1.60900 63.10 14405.47
13 2010.03.02 23:42 sell 5 0.84 1.61010 0.00000 0.00000
14 2010.03.02 23:42 modify 5 0.84 1.61010 1.61430 1.60940
15 2010.03.02 23:54 s/l 5 0.84 1.61430 1.61430 1.60940 -378.60 14026.87
16 2010.03.03 22:03 buy 6 0.84 1.61170 0.00000 0.00000
17 2010.03.03 22:11 modify 6 0.84 1.61170 1.60750 1.61240
18 2010.03.03 22:27 t/p 6 0.84 1.61240 1.60750 1.61240 63.11 14089.98
19 2010.03.03 23:03 buy 7 0.84 1.61200 0.00000 0.00000
20 2010.03.03 23:03 modify 7 0.84 1.61200 1.60780 1.61270
21 2010.03.03 23:16 t/p 7 0.84 1.61270 1.60780 1.61270 63.10 14153.08
22 2010.03.03 23:23 buy 8 0.84 1.61200 0.00000 0.00000
23 2010.03.03 23:23 modify 8 0.84 1.61200 1.60780 1.61270
24 2010.03.04 03:16 close 8 0.84 1.61200 1.60780 1.61270 -6.50 14146.59
25 2010.03.04 22:03 buy 9 0.84 1.61890 0.00000 0.00000
26 2010.03.04 22:03 modify 9 0.84 1.61890 1.61470 1.61960
27 2010.03.04 22:03 t/p 9 0.84 1.61960 1.61470 1.61960 63.11 14209.70
28 2010.03.04 22:03 buy 10 0.84 1.61880 0.00000 0.00000
29 2010.03.04 22:03 modify 10 0.84 1.61880 1.61460 1.61950
30 2010.03.04 23:30 close 10 0.84 1.61880 1.61460 1.61950 0.00 14209.70
31 2010.03.04 23:30 buy 11 0.84 1.61870 0.00000 0.00000
32 2010.03.04 23:30 modify 11 0.84 1.61870 1.61450 1.61940
33 2010.03.05 00:50 t/p 11 0.84 1.61940 1.61450 1.61940 60.94 14270.64
34 2010.03.08 22:14 buy 12 0.84 1.61640 0.00000 0.00000
35 2010.03.08 22:14 modify 12 0.84 1.61640 1.61220 1.61710
36 2010.03.09 01:05 s/l 12 0.84 1.61220 1.61220 1.61710 -380.80 13889.85
37 2010.03.09 21:40 buy 13 0.84 1.61190 0.00000 0.00000
38 2010.03.09 21:40 modify 13 0.84 1.61190 1.60770 1.61260
39 2010.03.09 22:10 t/p 13 0.84 1.61260 1.60770 1.61260 63.11 13952.96
40 2010.03.09 22:31 buy 14 0.84 1.61200 0.00000 0.00000
41 2010.03.09 22:31 modify 14 0.84 1.61200 1.60780 1.61270
42 2010.03.09 23:10 t/p 14 0.84 1.61270 1.60780 1.61270 63.10 14016.06
43 2010.03.09 23:58 sell 15 0.84 1.61350 0.00000 0.00000
44 2010.03.09 23:58 modify 15 0.84 1.61350 1.61770 1.61280
45 2010.03.10 00:09 t/p 15 0.84 1.61280 1.61770 1.61280 58.68 14074.74
46 2010.03.10 22:07 sell 16 0.84 1.60340 0.00000 0.00000
47 2010.03.10 22:07 modify 16 0.84 1.60340 1.60760 1.60270
48 2010.03.10 22:08 t/p 16 0.84 1.60270 1.60760 1.60270 63.10 14137.84
49 2010.03.10 22:26 sell 17 0.84 1.60340 0.00000 0.00000
50 2010.03.10 22:26 modify 17 0.84 1.60340 1.60760 1.60270
51 2010.03.10 23:14 t/p 17 0.84 1.60270 1.60760 1.60270 63.10 14200.94
52 2010.03.10 23:14 buy 18 0.84 1.60240 0.00000 0.00000
53 2010.03.10 23:14 modify 18 0.84 1.60240 1.59820 1.60310
54 2010.03.10 23:32 t/p 18 0.84 1.60310 1.59820 1.60310 63.10 14264.04
55 2010.03.10 23:58 buy 19 0.84 1.60250 0.00000 0.00000
56 2010.03.10 23:58 modify 19 0.84 1.60250 1.59830 1.60320
57 2010.03.11 00:47 t/p 19 0.84 1.60320 1.59830 1.60320 56.61 14320.65
58 2010.03.11 22:24 sell 20 0.84 1.61050 0.00000 0.00000
59 2010.03.11 22:24 modify 20 0.84 1.61050 1.61470 1.60980
60 2010.03.11 22:30 t/p 20 0.84 1.60980 1.61470 1.60980 63.10 14383.75
61 2010.03.11 22:42 sell 21 0.84 1.61040 0.00000 0.00000
62 2010.03.11 23:02 modify 21 0.84 1.61040 1.61460 1.60970
63 2010.03.11 23:58 t/p 21 0.84 1.60970 1.61460 1.60970 63.10 14446.85
64 2010.03.11 23:58 buy 22 0.84 1.60960 0.00000 0.00000
65 2010.03.11 23:58 modify 22 0.84 1.60960 1.60540 1.61030
66 2010.03.12 00:30 t/p 22 0.84 1.61030 1.60540 1.61030 60.94 14507.80
67 2010.03.15 21:58 buy 23 0.84 1.59820 0.00000 0.00000
68 2010.03.15 21:58 modify 23 0.84 1.59820 1.59400 1.59890
69 2010.03.15 23:24 close 23 0.84 1.59820 1.59400 1.59890 0.00 14507.80
70 2010.03.15 23:31 buy 24 0.84 1.59780 0.00000 0.00000
71 2010.03.15 23:31 modify 24 0.84 1.59780 1.59360 1.59850
72 2010.03.16 00:39 t/p 24 0.84 1.59850 1.59360 1.59850 60.94 14568.74
73 2010.03.16 21:34 buy 25 0.84 1.60790 0.00000 0.00000
74 2010.03.16 21:34 modify 25 0.84 1.60790 1.60370 1.60860
75 2010.03.16 21:38 t/p 25 0.84 1.60860 1.60370 1.60860 63.10 14631.84
76 2010.03.16 22:13 buy 26 0.84 1.60770 0.00000 0.00000
77 2010.03.16 22:13 modify 26 0.84 1.60770 1.60350 1.60840
78 2010.03.16 23:33 close 26 0.84 1.60790 1.60350 1.60840 18.03 14649.87
79 2010.03.17 00:07 buy 27 0.84 1.60720 0.00000 0.00000
80 2010.03.17 00:07 modify 27 0.84 1.60720 1.60300 1.60790
81 2010.03.17 01:27 close 27 0.84 1.60720 1.60300 1.60790 0.00 14649.87
82 2010.03.17 22:15 buy 28 0.84 1.61480 0.00000 0.00000
83 2010.03.17 22:15 modify 28 0.84 1.61480 1.61060 1.61550
84 2010.03.17 23:09 t/p 28 0.84 1.61550 1.61060 1.61550 63.11 14712.98
85 2010.03.17 23:12 sell 29 0.84 1.61570 0.00000 0.00000
86 2010.03.17 23:12 modify 29 0.84 1.61570 1.61990 1.61500
87 2010.03.17 23:40 t/p 29 0.84 1.61500 1.61990 1.61500 63.10 14776.08
88 2010.03.17 23:40 buy 30 0.84 1.61480 0.00000 0.00000
89 2010.03.17 23:40 modify 30 0.84 1.61480 1.61060 1.61550
90 2010.03.18 00:37 t/p 30 0.84 1.61550 1.61060 1.61550 56.61 14832.70
91 2010.03.18 22:27 buy 31 0.84 1.61260 0.00000 0.00000
92 2010.03.18 22:27 modify 31 0.84 1.61260 1.60840 1.61330
93 2010.03.18 23:48 close 31 0.84 1.61260 1.60840 1.61330 0.00 14832.70
94 2010.03.19 00:03 buy 32 0.84 1.61240 0.00000 0.00000
95 2010.03.19 00:03 modify 32 0.84 1.61240 1.60820 1.61310
96 2010.03.19 01:23 close 32 0.84 1.61280 1.60820 1.61310 36.06 14868.76
97 2010.03.22 21:30 buy 33 0.84 1.59740 0.00000 0.00000
98 2010.03.22 21:30 modify 33 0.84 1.59740 1.59320 1.59810
99 2010.03.22 21:45 t/p 33 0.84 1.59810 1.59320 1.59810 63.11 14931.87
100 2010.03.22 22:05 buy 34 0.84 1.59710 0.00000 0.00000
101 2010.03.22 22:05 modify 34 0.84 1.59710 1.59290 1.59780
102 2010.03.22 23:02 t/p 34 0.84 1.59780 1.59290 1.59780 63.10 14994.97
103 2010.03.23 00:11 sell 35 0.84 1.59870 0.00000 0.00000
104 2010.03.23 00:11 modify 35 0.84 1.59870 1.60290 1.59800
105 2010.03.23 00:21 t/p 35 0.84 1.59800 1.60290 1.59800 63.10 15058.07
106 2010.03.23 22:04 buy 36 0.84 1.58980 0.00000 0.00000
107 2010.03.23 22:05 modify 36 0.84 1.58980 1.58560 1.59050
108 2010.03.23 23:17 t/p 36 0.84 1.59050 1.58560 1.59050 63.11 15121.18
109 2010.03.23 23:43 buy 37 0.84 1.58970 0.00000 0.00000
110 2010.03.23 23:43 modify 37 0.84 1.58970 1.58550 1.59040
111 2010.03.24 05:09 close 37 0.84 1.58970 1.58550 1.59040 -2.17 15119.01
112 2010.03.24 21:30 buy 38 0.84 1.59590 0.00000 0.00000
113 2010.03.24 21:30 modify 38 0.84 1.59590 1.59170 1.59660
114 2010.03.24 22:53 close 38 0.84 1.59590 1.59170 1.59660 0.00 15119.01
115 2010.03.24 23:40 sell 39 0.84 1.59690 0.00000 0.00000
116 2010.03.24 23:40 modify 39 0.84 1.59690 1.60110 1.59620
117 2010.03.25 00:40 t/p 39 0.84 1.59620 1.60110 1.59620 49.84 15168.85
118 2010.03.25 21:30 buy 40 0.84 1.59040 0.00000 0.00000
119 2010.03.25 21:30 modify 40 0.84 1.59040 1.58620 1.59110
120 2010.03.25 21:55 t/p 40 0.84 1.59110 1.58620 1.59110 63.10 15231.95
121 2010.03.25 21:57 buy 41 0.84 1.59050 0.00000 0.00000
122 2010.03.25 21:59 modify 41 0.84 1.59050 1.58630 1.59120
123 2010.03.25 22:17 t/p 41 0.84 1.59120 1.58630 1.59120 63.11 15295.06
124 2010.03.25 22:29 buy 42 0.84 1.59050 0.00000 0.00000
125 2010.03.25 22:29 modify 42 0.84 1.59050 1.58630 1.59120
126 2010.03.25 22:48 t/p 42 0.84 1.59120 1.58630 1.59120 63.11 15358.17
127 2010.03.25 23:07 buy 43 0.84 1.59040 0.00000 0.00000
128 2010.03.25 23:08 modify 43 0.84 1.59040 1.58620 1.59110
129 2010.03.25 23:23 t/p 43 0.84 1.59110 1.58620 1.59110 63.10 15421.27
130 2010.03.26 00:07 buy 44 0.84 1.59060 0.00000 0.00000
131 2010.03.26 00:07 modify 44 0.84 1.59060 1.58640 1.59130
132 2010.03.26 00:12 t/p 44 0.84 1.59130 1.58640 1.59130 63.10 15484.37
133 2010.03.29 21:47 buy 45 0.84 1.59180 0.00000 0.00000
134 2010.03.29 21:47 modify 45 0.84 1.59180 1.58760 1.59250
135 2010.03.29 23:29 close 45 0.84 1.59180 1.58760 1.59250 0.00 15484.37
136 2010.03.30 00:19 buy 46 0.84 1.59140 0.00000 0.00000
137 2010.03.30 00:19 modify 46 0.84 1.59140 1.58720 1.59210
138 2010.03.30 01:01 t/p 46 0.84 1.59210 1.58720 1.59210 63.10 15547.47
139 2010.03.30 21:48 buy 47 0.84 1.60680 0.00000 0.00000
140 2010.03.30 21:50 modify 47 0.84 1.60680 1.60260 1.60750
141 2010.03.30 23:09 close 47 0.84 1.60680 1.60260 1.60750 0.00 15547.47
142 2010.03.30 23:20 buy 48 0.84 1.60660 0.00000 0.00000
143 2010.03.30 23:20 modify 48 0.84 1.60660 1.60240 1.60730
144 2010.03.30 23:45 t/p 48 0.84 1.60730 1.60240 1.60730 63.11 15610.58

 

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