Back Tested Results GBP / CHF 3-2011

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 37612.00
Total net profit 2218.50 Gross profit 5123.65 Gross loss -2905.15
Profit factor 1.76 Expected payoff 48.23
Absolute drawdown 1920.83 Maximal drawdown 1920.83 (5.11%) Relative drawdown 5.11% (1920.83)
Total trades 46 Short positions (won %) 19 (78.95%) Long positions (won %) 27 (92.59%)
Profit trades (% of total) 40 (86.96%) Loss trades (% of total) 6 (13.04%)
Largest profit trade 152.39 loss trade -881.37
Average profit trade 128.09 loss trade -484.19
Maximum consecutive wins (profit in money) 20 (2815.11) consecutive losses (loss in money) 2 (-1746.68)
Maximal consecutive profit (count of wins) 2815.11 (20) consecutive loss (count of losses) -1746.68 (2)
Average consecutive wins 10 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.03.01 00:00 sell 1 1.99 1.51130 0.00000 0.00000
2 2011.03.01 00:00 modify 1 1.99 1.51130 1.51530 1.51060
3 2011.03.01 03:03 s/l 1 1.99 1.51530 1.51530 1.51060 -870.71 36741.29
4 2011.03.01 21:30 buy 2 1.99 1.51140 0.00000 0.00000
5 2011.03.01 21:30 modify 2 1.99 1.51140 1.50740 1.51210
6 2011.03.02 00:40 s/l 2 1.99 1.50740 1.50740 1.51210 -875.97 35865.32
7 2011.03.02 21:59 buy 3 1.99 1.50800 0.00000 0.00000
8 2011.03.02 21:59 modify 3 1.99 1.50800 1.50400 1.50870
9 2011.03.02 23:33 close 3 1.99 1.50800 1.50400 1.50870 0.00 35865.32
10 2011.03.03 00:01 sell 4 1.99 1.50850 0.00000 0.00000
11 2011.03.03 00:01 modify 4 1.99 1.50850 1.51250 1.50780
12 2011.03.03 00:33 t/p 4 1.99 1.50780 1.51250 1.50780 152.37 36017.69
13 2011.03.03 22:41 buy 5 1.99 1.51600 0.00000 0.00000
14 2011.03.03 22:41 modify 5 1.99 1.51600 1.51200 1.51670
15 2011.03.03 22:41 t/p 5 1.99 1.51670 1.51200 1.51670 152.37 36170.06
16 2011.03.03 22:56 buy 6 1.99 1.51590 0.00000 0.00000
17 2011.03.03 22:56 modify 6 1.99 1.51590 1.51190 1.51660
18 2011.03.03 23:00 t/p 6 1.99 1.51660 1.51190 1.51660 152.37 36322.43
19 2011.03.03 23:42 sell 7 1.99 1.51740 0.00000 0.00000
20 2011.03.03 23:42 modify 7 1.99 1.51740 1.52140 1.51670
21 2011.03.04 05:31 close 7 1.99 1.51740 1.52140 1.51670 -10.67 36311.76
22 2011.03.07 22:10 buy 8 1.99 1.50040 0.00000 0.00000
23 2011.03.07 22:10 modify 8 1.99 1.50040 1.49640 1.50110
24 2011.03.07 22:37 t/p 8 1.99 1.50110 1.49640 1.50110 152.38 36464.14
25 2011.03.07 23:00 sell 9 1.99 1.50150 0.00000 0.00000
26 2011.03.07 23:00 modify 9 1.99 1.50150 1.50550 1.50080
27 2011.03.07 23:28 t/p 9 1.99 1.50080 1.50550 1.50080 152.36 36616.50
28 2011.03.07 23:52 buy 10 1.99 1.50060 0.00000 0.00000
29 2011.03.07 23:52 modify 10 1.99 1.50060 1.49660 1.50130
30 2011.03.08 00:55 t/p 10 1.99 1.50130 1.49660 1.50130 147.17 36763.66
31 2011.03.08 22:00 buy 11 1.99 1.51090 0.00000 0.00000
32 2011.03.08 22:26 modify 11 1.99 1.51090 1.50690 1.51160
33 2011.03.08 22:45 t/p 11 1.99 1.51160 1.50690 1.51160 152.38 36916.04
34 2011.03.08 23:00 buy 12 1.99 1.51110 0.00000 0.00000
35 2011.03.08 23:00 modify 12 1.99 1.51110 1.50710 1.51180
36 2011.03.08 23:37 t/p 12 1.99 1.51180 1.50710 1.51180 152.38 37068.42
37 2011.03.08 23:59 sell 13 1.99 1.51240 0.00000 0.00000
38 2011.03.08 23:59 modify 13 1.99 1.51240 1.51640 1.51170
39 2011.03.09 00:00 t/p 13 1.99 1.51170 1.51640 1.51170 141.69 37210.11
40 2011.03.09 22:00 buy 14 1.99 1.50590 0.00000 0.00000
41 2011.03.09 22:00 modify 14 1.99 1.50590 1.50190 1.50660
42 2011.03.09 23:18 t/p 14 1.99 1.50660 1.50190 1.50660 152.38 37362.49
43 2011.03.09 23:24 sell 15 1.99 1.50680 0.00000 0.00000
44 2011.03.09 23:24 modify 15 1.99 1.50680 1.51080 1.50610
45 2011.03.10 00:28 t/p 15 1.99 1.50610 1.51080 1.50610 120.35 37482.84
46 2011.03.10 22:24 sell 16 1.99 1.49720 0.00000 0.00000
47 2011.03.10 22:24 modify 16 1.99 1.49720 1.50120 1.49650
48 2011.03.10 23:25 t/p 16 1.99 1.49650 1.50120 1.49650 152.35 37635.19
49 2011.03.10 23:29 buy 17 1.99 1.49630 0.00000 0.00000
50 2011.03.10 23:29 modify 17 1.99 1.49630 1.49230 1.49700
51 2011.03.10 23:33 t/p 17 1.99 1.49700 1.49230 1.49700 152.37 37787.56
52 2011.03.10 23:59 sell 18 1.99 1.49760 0.00000 0.00000
53 2011.03.10 23:59 modify 18 1.99 1.49760 1.50160 1.49690
54 2011.03.11 00:08 t/p 18 1.99 1.49690 1.50160 1.49690 141.68 37929.24
55 2011.03.11 00:15 sell 19 1.99 1.49750 0.00000 0.00000
56 2011.03.11 00:15 modify 19 1.99 1.49750 1.50150 1.49680
57 2011.03.11 01:21 t/p 19 1.99 1.49680 1.50150 1.49680 152.35 38081.59
58 2011.03.14 21:32 buy 20 1.99 1.49490 0.00000 0.00000
59 2011.03.14 21:32 modify 20 1.99 1.49490 1.49090 1.49560
60 2011.03.14 22:52 close 20 1.99 1.49490 1.49090 1.49560 0.00 38081.59
61 2011.03.14 23:51 sell 21 1.99 1.49560 0.00000 0.00000
62 2011.03.14 23:51 modify 21 1.99 1.49560 1.49960 1.49490
63 2011.03.15 00:50 t/p 21 1.99 1.49490 1.49960 1.49490 141.69 38223.29
64 2011.03.15 21:30 buy 22 1.99 1.47360 0.00000 0.00000
65 2011.03.15 21:30 modify 22 1.99 1.47360 1.46960 1.47430
66 2011.03.15 22:08 t/p 22 1.99 1.47430 1.46960 1.47430 152.38 38375.67
67 2011.03.15 23:33 sell 23 1.99 1.47480 0.00000 0.00000
68 2011.03.15 23:33 modify 23 1.99 1.47480 1.47880 1.47410
69 2011.03.16 02:46 t/p 23 1.99 1.47410 1.47880 1.47410 141.69 38517.36
70 2011.03.16 22:30 buy 24 1.99 1.43580 0.00000 0.00000
71 2011.03.16 22:30 modify 24 1.99 1.43580 1.43180 1.43650
72 2011.03.16 22:30 t/p 24 1.99 1.43650 1.43180 1.43650 152.38 38669.74
73 2011.03.16 22:57 buy 25 1.99 1.44070 0.00000 0.00000
74 2011.03.16 22:57 modify 25 1.99 1.44070 1.43670 1.44140
75 2011.03.16 23:00 t/p 25 1.99 1.44140 1.43670 1.44140 152.38 38822.12
76 2011.03.17 00:19 sell 26 1.99 1.44770 0.00000 0.00000
77 2011.03.17 00:19 modify 26 1.99 1.44770 1.45170 1.44700
78 2011.03.17 00:20 t/p 26 1.99 1.44700 1.45170 1.44700 152.37 38974.49
79 2011.03.17 22:38 buy 27 1.99 1.44950 0.00000 0.00000
80 2011.03.17 22:38 modify 27 1.99 1.44950 1.44550 1.45020
81 2011.03.17 23:37 t/p 27 1.99 1.45020 1.44550 1.45020 152.38 39126.87
82 2011.03.17 23:55 sell 28 1.99 1.45190 0.00000 0.00000
83 2011.03.17 23:55 modify 28 1.99 1.45190 1.45590 1.45120
84 2011.03.18 00:01 s/l 28 1.99 1.45590 1.45590 1.45120 -881.37 38245.50
85 2011.03.18 00:01 sell 29 1.99 1.45560 0.00000 0.00000
86 2011.03.18 00:01 modify 29 1.99 1.45560 1.45960 1.45490
87 2011.03.18 00:02 t/p 29 1.99 1.45490 1.45960 1.45490 152.38 38397.88
88 2011.03.21 21:45 buy 30 1.99 1.47540 0.00000 0.00000
89 2011.03.21 21:45 modify 30 1.99 1.47540 1.47140 1.47610
90 2011.03.21 22:18 t/p 30 1.99 1.47610 1.47140 1.47610 152.39 38550.27
91 2011.03.21 22:22 sell 31 1.99 1.47630 0.00000 0.00000
92 2011.03.21 22:22 modify 31 1.99 1.47630 1.48030 1.47560
93 2011.03.21 23:43 close 31 1.99 1.47630 1.48030 1.47560 0.00 38550.27
94 2011.03.22 00:05 sell 32 1.99 1.47670 0.00000 0.00000
95 2011.03.22 00:05 modify 32 1.99 1.47670 1.48070 1.47600
96 2011.03.22 00:44 t/p 32 1.99 1.47600 1.48070 1.47600 152.37 38702.64
97 2011.03.22 21:30 buy 33 1.99 1.47850 0.00000 0.00000
98 2011.03.22 21:30 modify 33 1.99 1.47850 1.47450 1.47920
99 2011.03.22 21:48 t/p 33 1.99 1.47920 1.47450 1.47920 152.39 38855.03
100 2011.03.22 23:37 buy 34 1.99 1.47860 0.00000 0.00000
101 2011.03.22 23:37 modify 34 1.99 1.47860 1.47460 1.47930
102 2011.03.23 00:00 t/p 34 1.99 1.47930 1.47460 1.47930 147.17 39002.20
103 2011.03.23 00:02 sell 35 1.99 1.47960 0.00000 0.00000
104 2011.03.23 00:02 modify 35 1.99 1.47960 1.48360 1.47890
105 2011.03.23 00:19 t/p 35 1.99 1.47890 1.48360 1.47890 152.37 39154.57
106 2011.03.23 00:19 buy 36 1.99 1.47880 0.00000 0.00000
107 2011.03.23 00:19 modify 36 1.99 1.47880 1.47480 1.47950
108 2011.03.23 04:02 close 36 1.99 1.47880 1.47480 1.47950 0.00 39154.57
109 2011.03.23 21:52 buy 37 1.99 1.47460 0.00000 0.00000
110 2011.03.23 21:52 modify 37 1.99 1.47460 1.47060 1.47530
111 2011.03.23 23:09 t/p 37 1.99 1.47530 1.47060 1.47530 152.39 39306.96
112 2011.03.23 23:14 sell 38 1.99 1.47550 0.00000 0.00000
113 2011.03.23 23:14 modify 38 1.99 1.47550 1.47950 1.47480
114 2011.03.24 00:34 close 38 1.99 1.47520 1.47950 1.47480 33.30 39340.25
115 2011.03.24 22:01 buy 39 1.99 1.46370 0.00000 0.00000
116 2011.03.24 22:01 modify 39 1.99 1.46370 1.45970 1.46440
117 2011.03.24 23:36 close 39 1.99 1.46370 1.45970 1.46440 0.00 39340.25
118 2011.03.25 00:04 buy 40 1.99 1.46320 0.00000 0.00000
119 2011.03.25 00:04 modify 40 1.99 1.46320 1.45920 1.46390
120 2011.03.25 00:47 t/p 40 1.99 1.46390 1.45920 1.46390 152.38 39492.63
121 2011.03.28 21:30 buy 41 1.99 1.46610 0.00000 0.00000
122 2011.03.28 21:30 modify 41 1.99 1.46610 1.46210 1.46680
123 2011.03.29 02:52 close 41 1.99 1.46610 1.46210 1.46680 -5.22 39487.41
124 2011.03.29 23:35 buy 42 1.99 1.47310 0.00000 0.00000
125 2011.03.29 23:35 modify 42 1.99 1.47310 1.46910 1.47380
126 2011.03.30 00:00 t/p 42 1.99 1.47380 1.46910 1.47380 147.16 39634.56
127 2011.03.30 21:30 buy 43 1.99 1.47610 0.00000 0.00000
128 2011.03.30 21:30 modify 43 1.99 1.47610 1.47210 1.47680
129 2011.03.30 21:38 t/p 43 1.99 1.47680 1.47210 1.47680 152.38 39786.94
130 2011.03.30 21:38 buy 44 1.99 1.47630 0.00000 0.00000
131 2011.03.30 21:38 modify 44 1.99 1.47630 1.47230 1.47700
132 2011.03.30 22:28 t/p 44 1.99 1.47700 1.47230 1.47700 152.38 39939.32
133 2011.03.30 23:17 buy 45 1.99 1.47620 0.00000 0.00000
134 2011.03.30 23:17 modify 45 1.99 1.47620 1.47220 1.47690
135 2011.03.30 23:35 t/p 45 1.99 1.47690 1.47220 1.47690 152.38 40091.70
136 2011.03.30 23:46 sell 46 1.99 1.47740 0.00000 0.00000
137 2011.03.30 23:46 modify 46 1.99 1.47740 1.48140 1.47670
138 2011.03.30 23:59 close at stop 46 1.99 1.47860 1.48140 1.47670 -261.20 39830.50

 

Comments are closed.

s2Member®