Back Tested Results GBP / CHF 4-2010

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 14869.00
Total net profit 1097.47 Gross profit 2500.47 Gross loss -1403.00
Profit factor 1.78 Expected payoff 20.32
Absolute drawdown 76.20 Maximal drawdown 772.21 (4.79%) Relative drawdown 4.79% (772.21)
Total trades 54 Short positions (won %) 21 (90.48%) Long positions (won %) 33 (90.91%)
Profit trades (% of total) 49 (90.74%) Loss trades (% of total) 5 (9.26%)
Largest profit trade 59.27 loss trade -342.75
Average profit trade 51.03 loss trade -280.60
Maximum consecutive wins (profit in money) 20 (990.99) consecutive losses (loss in money) 2 (-679.27)
Maximal consecutive profit (count of wins) 990.99 (20) consecutive loss (count of losses) -679.27 (2)
Average consecutive wins 12 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.04.01 00:00 buy 1 0.78 1.59900 0.00000 0.00000
2 2010.04.01 00:00 modify 1 0.78 1.59900 1.59500 1.59970
3 2010.04.01 00:10 t/p 1 0.78 1.59970 1.59500 1.59970 59.26 14928.26
4 2010.04.01 00:14 sell 2 0.78 1.60160 0.00000 0.00000
5 2010.04.01 00:14 modify 2 0.78 1.60160 1.60560 1.60090
6 2010.04.01 00:22 t/p 2 0.78 1.60090 1.60560 1.60090 59.25 14987.51
7 2010.04.01 22:03 sell 3 0.78 1.61250 0.00000 0.00000
8 2010.04.01 22:03 modify 3 0.78 1.61250 1.61650 1.61180
9 2010.04.01 22:29 t/p 3 0.78 1.61180 1.61650 1.61180 59.26 15046.77
10 2010.04.01 23:15 sell 4 0.78 1.61260 0.00000 0.00000
11 2010.04.01 23:15 modify 4 0.78 1.61260 1.61660 1.61190
12 2010.04.02 00:06 t/p 4 0.78 1.61190 1.61660 1.61190 55.10 15101.87
13 2010.04.02 00:06 buy 5 0.78 1.61190 0.00000 0.00000
14 2010.04.02 00:06 modify 5 0.78 1.61190 1.60790 1.61260
15 2010.04.02 04:17 close 5 0.78 1.61190 1.60790 1.61260 0.00 15101.87
16 2010.04.05 21:40 sell 6 0.78 1.62460 0.00000 0.00000
17 2010.04.05 21:40 modify 6 0.78 1.62460 1.62860 1.62390
18 2010.04.05 21:54 t/p 6 0.78 1.62390 1.62860 1.62390 59.25 15161.12
19 2010.04.05 21:54 buy 7 0.78 1.62380 0.00000 0.00000
20 2010.04.05 21:54 modify 7 0.78 1.62380 1.61980 1.62450
21 2010.04.05 22:10 t/p 7 0.78 1.62450 1.61980 1.62450 59.26 15220.38
22 2010.04.05 22:42 sell 8 0.78 1.62510 0.00000 0.00000
23 2010.04.05 22:42 modify 8 0.78 1.62510 1.62910 1.62440
24 2010.04.05 23:02 t/p 8 0.78 1.62440 1.62910 1.62440 59.26 15279.64
25 2010.04.05 23:43 sell 9 0.78 1.62510 0.00000 0.00000
26 2010.04.05 23:43 modify 9 0.78 1.62510 1.62910 1.62440
27 2010.04.06 00:04 t/p 9 0.78 1.62440 1.62910 1.62440 55.11 15334.75
28 2010.04.06 00:10 buy 10 0.78 1.62420 0.00000 0.00000
29 2010.04.06 00:10 modify 10 0.78 1.62420 1.62020 1.62490
30 2010.04.06 00:58 t/p 10 0.78 1.62490 1.62020 1.62490 59.27 15394.02
31 2010.04.06 21:46 buy 11 0.78 1.63150 0.00000 0.00000
32 2010.04.06 21:46 modify 11 0.78 1.63150 1.62750 1.63220
33 2010.04.06 21:51 t/p 11 0.78 1.63220 1.62750 1.63220 59.26 15453.28
34 2010.04.06 22:04 buy 12 0.78 1.63160 0.00000 0.00000
35 2010.04.06 22:04 modify 12 0.78 1.63160 1.62760 1.63230
36 2010.04.06 23:27 close 12 0.78 1.63160 1.62760 1.63230 0.00 15453.28
37 2010.04.06 23:47 buy 13 0.78 1.63120 0.00000 0.00000
38 2010.04.06 23:47 modify 13 0.78 1.63120 1.62720 1.63190
39 2010.04.07 00:37 t/p 13 0.78 1.63190 1.62720 1.63190 57.23 15510.51
40 2010.04.07 21:51 buy 14 0.78 1.63620 0.00000 0.00000
41 2010.04.07 21:51 modify 14 0.78 1.63620 1.63220 1.63690
42 2010.04.07 23:12 close 14 0.78 1.63620 1.63220 1.63690 0.00 15510.51
43 2010.04.07 23:47 buy 15 0.78 1.63560 0.00000 0.00000
44 2010.04.07 23:47 modify 15 0.78 1.63560 1.63160 1.63630
45 2010.04.08 00:17 t/p 15 0.78 1.63630 1.63160 1.63630 53.16 15563.67
46 2010.04.08 21:30 buy 16 0.78 1.63870 0.00000 0.00000
47 2010.04.08 21:30 modify 16 0.78 1.63870 1.63470 1.63940
48 2010.04.08 21:42 t/p 16 0.78 1.63940 1.63470 1.63940 59.27 15622.94
49 2010.04.08 23:27 sell 17 0.78 1.64010 0.00000 0.00000
50 2010.04.08 23:27 modify 17 0.78 1.64010 1.64410 1.63940
51 2010.04.08 23:37 t/p 17 0.78 1.63940 1.64410 1.63940 59.25 15682.19
52 2010.04.08 23:37 buy 18 0.78 1.63920 0.00000 0.00000
53 2010.04.08 23:37 modify 18 0.78 1.63920 1.63520 1.63990
54 2010.04.08 23:55 t/p 18 0.78 1.63990 1.63520 1.63990 59.27 15741.46
55 2010.04.12 21:30 buy 19 0.78 1.62790 0.00000 0.00000
56 2010.04.12 21:30 modify 19 0.78 1.62790 1.62390 1.62860
57 2010.04.12 22:30 t/p 19 0.78 1.62860 1.62390 1.62860 59.27 15800.73
58 2010.04.12 23:01 buy 20 0.78 1.62780 0.00000 0.00000
59 2010.04.12 23:01 modify 20 0.78 1.62780 1.62380 1.62850
60 2010.04.12 23:21 t/p 20 0.78 1.62850 1.62380 1.62850 59.26 15859.99
61 2010.04.13 00:10 buy 21 0.78 1.62800 0.00000 0.00000
62 2010.04.13 00:10 modify 21 0.78 1.62800 1.62400 1.62870
63 2010.04.13 03:53 s/l 21 0.78 1.62400 1.62400 1.62870 -338.65 15521.34
64 2010.04.13 22:08 buy 22 0.78 1.62080 0.00000 0.00000
65 2010.04.13 22:08 modify 22 0.78 1.62080 1.61680 1.62150
66 2010.04.13 22:42 t/p 22 0.78 1.62150 1.61680 1.62150 59.27 15580.61
67 2010.04.13 23:18 sell 23 0.78 1.62230 0.00000 0.00000
68 2010.04.13 23:18 modify 23 0.78 1.62230 1.62630 1.62160
69 2010.04.13 23:36 t/p 23 0.78 1.62160 1.62630 1.62160 59.26 15639.87
70 2010.04.13 23:40 buy 24 0.78 1.62100 0.00000 0.00000
71 2010.04.13 23:40 modify 24 0.78 1.62100 1.61700 1.62170
72 2010.04.14 00:03 t/p 24 0.78 1.62170 1.61700 1.62170 57.24 15697.10
73 2010.04.14 00:15 sell 25 0.78 1.62280 0.00000 0.00000
74 2010.04.14 00:15 modify 25 0.78 1.62280 1.62680 1.62210
75 2010.04.14 00:17 t/p 25 0.78 1.62210 1.62680 1.62210 59.25 15756.35
76 2010.04.14 21:41 buy 26 0.78 1.62640 0.00000 0.00000
77 2010.04.14 21:41 modify 26 0.78 1.62640 1.62240 1.62710
78 2010.04.14 21:43 t/p 26 0.78 1.62710 1.62240 1.62710 59.26 15815.61
79 2010.04.14 21:46 sell 27 0.78 1.62760 0.00000 0.00000
80 2010.04.14 21:46 modify 27 0.78 1.62760 1.63160 1.62690
81 2010.04.14 21:51 t/p 27 0.78 1.62690 1.63160 1.62690 59.25 15874.86
82 2010.04.14 21:56 sell 28 0.78 1.62750 0.00000 0.00000
83 2010.04.14 21:56 modify 28 0.78 1.62750 1.63150 1.62680
84 2010.04.14 21:56 t/p 28 0.78 1.62680 1.63150 1.62680 59.25 15934.11
85 2010.04.14 21:56 buy 29 0.78 1.62640 0.00000 0.00000
86 2010.04.14 21:56 modify 29 0.78 1.62640 1.62240 1.62710
87 2010.04.14 21:56 t/p 29 0.78 1.62710 1.62240 1.62710 59.26 15993.37
88 2010.04.14 21:56 buy 30 0.78 1.62660 0.00000 0.00000
89 2010.04.14 21:56 modify 30 0.78 1.62660 1.62260 1.62730
90 2010.04.14 22:43 t/p 30 0.78 1.62730 1.62260 1.62730 59.27 16052.64
91 2010.04.14 23:01 buy 31 0.78 1.62650 0.00000 0.00000
92 2010.04.14 23:01 modify 31 0.78 1.62650 1.62250 1.62720
93 2010.04.15 00:01 t/p 31 0.78 1.62720 1.62250 1.62720 53.16 16105.80
94 2010.04.15 00:01 sell 32 0.78 1.62740 0.00000 0.00000
95 2010.04.15 00:01 modify 32 0.78 1.62740 1.63140 1.62670
96 2010.04.15 03:25 s/l 32 0.78 1.63140 1.63140 1.62670 -338.59 15767.21
97 2010.04.15 21:36 buy 33 0.78 1.63660 0.00000 0.00000
98 2010.04.15 21:36 modify 33 0.78 1.63660 1.63260 1.63730
99 2010.04.16 01:21 s/l 33 0.78 1.63260 1.63260 1.63730 -340.68 15426.53
100 2010.04.19 21:35 buy 34 0.78 1.63010 0.00000 0.00000
101 2010.04.19 21:35 modify 34 0.78 1.63010 1.62610 1.63080
102 2010.04.19 21:37 t/p 34 0.78 1.63080 1.62610 1.63080 59.26 15485.79
103 2010.04.19 21:37 sell 35 0.78 1.63080 0.00000 0.00000
104 2010.04.19 21:37 modify 35 0.78 1.63080 1.63480 1.63010
105 2010.04.19 21:40 t/p 35 0.78 1.63010 1.63480 1.63010 59.26 15545.05
106 2010.04.19 21:40 buy 36 0.78 1.63010 0.00000 0.00000
107 2010.04.19 21:40 modify 36 0.78 1.63010 1.62610 1.63080
108 2010.04.19 23:00 close 36 0.78 1.63010 1.62610 1.63080 0.00 15545.05
109 2010.04.19 23:54 sell 37 0.78 1.63070 0.00000 0.00000
110 2010.04.19 23:54 modify 37 0.78 1.63070 1.63470 1.63000
111 2010.04.20 00:00 t/p 37 0.78 1.63000 1.63470 1.63000 55.10 15600.15
112 2010.04.20 00:00 buy 38 0.78 1.62980 0.00000 0.00000
113 2010.04.20 00:00 modify 38 0.78 1.62980 1.62580 1.63050
114 2010.04.20 01:09 t/p 38 0.78 1.63050 1.62580 1.63050 59.27 15659.42
115 2010.04.20 21:36 sell 39 0.78 1.64280 0.00000 0.00000
116 2010.04.20 21:36 modify 39 0.78 1.64280 1.64680 1.64210
117 2010.04.20 22:28 t/p 39 0.78 1.64210 1.64680 1.64210 59.26 15718.68
118 2010.04.20 22:30 buy 40 0.78 1.64190 0.00000 0.00000
119 2010.04.20 22:30 modify 40 0.78 1.64190 1.63790 1.64260
120 2010.04.20 23:52 close 40 0.78 1.64190 1.63790 1.64260 0.00 15718.68
121 2010.04.21 00:04 buy 41 0.78 1.64160 0.00000 0.00000
122 2010.04.21 00:04 modify 41 0.78 1.64160 1.63760 1.64230
123 2010.04.21 01:51 close 41 0.78 1.64160 1.63760 1.64230 0.00 15718.68
124 2010.04.21 21:33 sell 42 0.78 1.65000 0.00000 0.00000
125 2010.04.21 22:53 close 42 0.78 1.64950 0.00000 0.00000 42.32 15761.00
126 2010.04.22 21:30 sell 43 0.78 1.65930 0.00000 0.00000
127 2010.04.22 21:30 modify 43 0.78 1.65930 1.66330 1.65860
128 2010.04.23 02:00 s/l 43 0.78 1.66330 1.66330 1.65860 -342.75 15418.25
129 2010.04.26 21:30 buy 44 0.78 1.65540 0.00000 0.00000
130 2010.04.26 21:30 modify 44 0.78 1.65540 1.65140 1.65610
131 2010.04.26 22:00 t/p 44 0.78 1.65610 1.65140 1.65610 59.26 15477.51
132 2010.04.26 22:13 buy 45 0.78 1.65660 0.00000 0.00000
133 2010.04.26 22:13 modify 45 0.78 1.65660 1.65260 1.65730
134 2010.04.26 22:59 t/p 45 0.78 1.65730 1.65260 1.65730 59.26 15536.77
135 2010.04.27 00:01 sell 46 0.78 1.65880 0.00000 0.00000
136 2010.04.27 00:01 modify 46 0.78 1.65880 1.66280 1.65810
137 2010.04.27 00:35 t/p 46 0.78 1.65810 1.66280 1.65810 59.25 15596.02
138 2010.04.27 21:36 sell 47 0.78 1.65970 0.00000 0.00000
139 2010.04.27 21:36 modify 47 0.78 1.65970 1.66370 1.65900
140 2010.04.27 22:07 t/p 47 0.78 1.65900 1.66370 1.65900 59.25 15655.27
141 2010.04.27 22:07 buy 48 0.78 1.65900 0.00000 0.00000
142 2010.04.27 22:07 modify 48 0.78 1.65900 1.65500 1.65970
143 2010.04.27 22:37 t/p 48 0.78 1.65970 1.65500 1.65970 59.27 15714.54
144 2010.04.27 22:55 buy 49 0.78 1.65900 0.00000 0.00000
145 2010.04.27 22:55 modify 49 0.78 1.65900 1.65500 1.65970
146 2010.04.28 00:00 t/p 49 0.78 1.65970 1.65500 1.65970 57.24 15771.78
147 2010.04.28 00:03 buy 50 0.78 1.65840 0.00000 0.00000
148 2010.04.28 00:03 modify 50 0.78 1.65840 1.65440 1.65910
149 2010.04.28 00:09 t/p 50 0.78 1.65910 1.65440 1.65910 59.26 15831.04
150 2010.04.28 22:11 sell 51 0.78 1.65080 0.00000 0.00000
151 2010.04.28 22:11 modify 51 0.78 1.65080 1.65480 1.65010
152 2010.04.28 22:24 t/p 51 0.78 1.65010 1.65480 1.65010 59.25 15890.29
153 2010.04.29 22:28 sell 52 0.78 1.66190 0.00000 0.00000
154 2010.04.29 22:28 modify 52 0.78 1.66190 1.66590 1.66120
155 2010.04.29 22:54 t/p 52 0.78 1.66120 1.66590 1.66120 59.25 15949.54
156 2010.04.29 23:00 buy 53 0.78 1.66090 0.00000 0.00000
157 2010.04.29 23:00 modify 53 0.78 1.66090 1.65690 1.66160
158 2010.04.29 23:46 t/p 53 0.78 1.66160 1.65690 1.66160 59.26 16008.80
159 2010.04.29 23:58 buy 54 0.78 1.66100 0.00000 0.00000
160 2010.04.29 23:58 modify 54 0.78 1.66100 1.65700 1.66170
161 2010.04.29 23:59 close at stop 54 0.78 1.66050 1.65700 1.66170 -42.33 15966.47

 

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