Back Tested Results GBP / CHF 4-2011

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 39061.00
Total net profit 877.22 Gross profit 3615.67 Gross loss -2738.45
Profit factor 1.32 Expected payoff 21.40
Absolute drawdown 1345.85 Maximal drawdown 1954.61 (4.93%) Relative drawdown 4.93% (1954.61)
Total trades 41 Short positions (won %) 14 (92.86%) Long positions (won %) 27 (88.89%)
Profit trades (% of total) 37 (90.24%) Loss trades (% of total) 4 (9.76%)
Largest profit trade 716.15 loss trade -912.89
Average profit trade 97.72 loss trade -684.61
Maximum consecutive wins (profit in money) 20 (2464.58) consecutive losses (loss in money) 2 (-929.12)
Maximal consecutive profit (count of wins) 2464.58 (20) consecutive loss (count of losses) -929.12 (2)
Average consecutive wins 9 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.04.01 00:04 buy 1 2.06 1.47350 0.00000 0.00000
2 2011.04.01 00:05 modify 1 2.06 1.47350 1.46950 1.47380
3 2011.04.01 01:01 t/p 1 2.06 1.47380 1.46950 1.47380 67.65 39128.65
4 2011.04.04 21:34 buy 2 2.06 1.48840 0.00000 0.00000
5 2011.04.04 21:34 modify 2 2.06 1.48840 1.48440 1.48870
6 2011.04.04 21:35 t/p 2 2.06 1.48870 1.48440 1.48870 67.64 39196.29
7 2011.04.04 21:36 buy 3 2.06 1.48860 0.00000 0.00000
8 2011.04.04 21:36 modify 3 2.06 1.48860 1.48460 1.48890
9 2011.04.04 21:49 t/p 3 2.06 1.48890 1.48460 1.48890 67.64 39263.93
10 2011.04.04 23:49 sell 4 2.06 1.48990 0.00000 0.00000
11 2011.04.04 23:49 modify 4 2.06 1.48990 1.49390 1.48960
12 2011.04.04 23:58 t/p 4 2.06 1.48960 1.49390 1.48960 67.64 39331.57
13 2011.04.05 00:05 sell 5 2.06 1.48980 0.00000 0.00000
14 2011.04.05 01:25 close 5 2.06 1.48930 0.00000 0.00000 112.73 39444.30
15 2011.04.05 21:30 sell 6 2.06 1.50800 0.00000 0.00000
16 2011.04.05 21:55 modify 6 2.06 1.50800 1.51200 1.50770
17 2011.04.05 22:00 t/p 6 2.06 1.50770 1.51200 1.50770 67.64 39511.94
18 2011.04.05 22:14 sell 7 2.06 1.50830 0.00000 0.00000
19 2011.04.05 22:30 modify 7 2.06 1.50830 1.51230 1.50800
20 2011.04.05 22:38 t/p 7 2.06 1.50800 1.51230 1.50800 67.64 39579.58
21 2011.04.05 22:38 sell 8 2.06 1.50820 0.00000 0.00000
22 2011.04.05 22:44 modify 8 2.06 1.50820 1.51220 1.50790
23 2011.04.05 22:48 t/p 8 2.06 1.50790 1.51220 1.50790 67.64 39647.22
24 2011.04.05 22:50 sell 9 2.06 1.50840 0.00000 0.00000
25 2011.04.05 22:58 modify 9 2.06 1.50840 1.51240 1.50810
26 2011.04.06 01:36 s/l 9 2.06 1.51240 1.51240 1.50810 -912.89 38734.33
27 2011.04.06 21:36 buy 10 2.06 1.50010 0.00000 0.00000
28 2011.04.06 21:48 modify 10 2.06 1.50010 1.49610 1.50040
29 2011.04.07 01:30 close 10 2.06 1.50010 1.49610 1.50040 -16.23 38718.10
30 2011.04.07 21:52 buy 11 2.06 1.49490 0.00000 0.00000
31 2011.04.07 23:12 close 11 2.06 1.49490 0.00000 0.00000 0.00 38718.10
32 2011.04.07 23:38 buy 12 2.06 1.49490 0.00000 0.00000
33 2011.04.07 23:42 modify 12 2.06 1.49490 1.49090 1.49520
34 2011.04.08 00:06 t/p 12 2.06 1.49520 1.49090 1.49520 62.24 38780.34
35 2011.04.11 22:00 buy 13 2.06 1.48140 0.00000 0.00000
36 2011.04.11 23:20 close 13 2.06 1.48180 0.00000 0.00000 90.19 38870.53
37 2011.04.11 23:37 buy 14 2.06 1.48150 0.00000 0.00000
38 2011.04.11 23:37 modify 14 2.06 1.48150 1.47750 1.48180
39 2011.04.12 02:23 s/l 14 2.06 1.47750 1.47750 1.48180 -907.34 37963.19
40 2011.04.12 22:00 buy 15 2.06 1.45770 0.00000 0.00000
41 2011.04.12 23:00 modify 15 2.06 1.45770 1.45370 1.45800
42 2011.04.12 23:21 close 15 2.06 1.45770 1.45370 1.45800 0.00 37963.19
43 2011.04.12 23:22 buy 16 2.06 1.45760 0.00000 0.00000
44 2011.04.13 00:42 close 16 2.06 1.46080 0.00000 0.00000 716.15 38679.34
45 2011.04.13 21:55 buy 17 2.06 1.45760 0.00000 0.00000
46 2011.04.13 23:15 close 17 2.06 1.45770 0.00000 0.00000 22.55 38701.89
47 2011.04.13 23:31 buy 18 2.06 1.45740 0.00000 0.00000
48 2011.04.13 23:34 modify 18 2.06 1.45740 1.45340 1.45770
49 2011.04.13 23:52 t/p 18 2.06 1.45770 1.45340 1.45770 67.65 38769.54
50 2011.04.14 22:32 sell 19 2.06 1.45950 0.00000 0.00000
51 2011.04.14 22:40 modify 19 2.06 1.45950 1.46350 1.45920
52 2011.04.14 23:23 t/p 19 2.06 1.45920 1.46350 1.45920 67.64 38837.18
53 2011.04.14 23:25 buy 20 2.06 1.45880 0.00000 0.00000
54 2011.04.14 23:25 modify 20 2.06 1.45880 1.45480 1.45910
55 2011.04.14 23:37 t/p 20 2.06 1.45910 1.45480 1.45910 67.65 38904.83
56 2011.04.14 23:54 sell 21 2.06 1.46050 0.00000 0.00000
57 2011.04.14 23:56 modify 21 2.06 1.46050 1.46450 1.46020
58 2011.04.15 00:02 t/p 21 2.06 1.46020 1.46450 1.46020 56.60 38961.43
59 2011.04.15 00:17 sell 22 2.06 1.46090 0.00000 0.00000
60 2011.04.15 00:29 modify 22 2.06 1.46090 1.46490 1.46060
61 2011.04.15 01:37 close 22 2.06 1.46090 1.46490 1.46060 0.00 38961.43
62 2011.04.18 21:41 buy 23 2.06 1.45710 0.00000 0.00000
63 2011.04.18 21:48 modify 23 2.06 1.45710 1.45310 1.45740
64 2011.04.18 21:48 t/p 23 2.06 1.45740 1.45310 1.45740 67.65 39029.08
65 2011.04.18 22:12 buy 24 2.06 1.45730 0.00000 0.00000
66 2011.04.18 22:15 modify 24 2.06 1.45730 1.45330 1.45760
67 2011.04.18 23:48 close 24 2.06 1.45730 1.45330 1.45760 0.00 39029.08
68 2011.04.19 00:04 sell 25 2.06 1.45800 0.00000 0.00000
69 2011.04.19 00:04 modify 25 2.06 1.45800 1.46200 1.45770
70 2011.04.19 00:09 t/p 25 2.06 1.45770 1.46200 1.45770 67.64 39096.72
71 2011.04.19 21:39 buy 26 2.06 1.46770 0.00000 0.00000
72 2011.04.19 21:40 modify 26 2.06 1.46770 1.46370 1.46800
73 2011.04.19 21:48 t/p 26 2.06 1.46800 1.46370 1.46800 67.65 39164.37
74 2011.04.19 21:49 buy 27 2.06 1.46770 0.00000 0.00000
75 2011.04.19 22:32 modify 27 2.06 1.46770 1.46370 1.46800
76 2011.04.19 22:44 t/p 27 2.06 1.46800 1.46370 1.46800 67.65 39232.02
77 2011.04.19 23:02 buy 28 2.06 1.46760 0.00000 0.00000
78 2011.04.20 00:22 close 28 2.06 1.46820 0.00000 0.00000 129.88 39361.90
79 2011.04.20 21:53 buy 29 2.06 1.45640 0.00000 0.00000
80 2011.04.20 23:13 close 29 2.06 1.45690 0.00000 0.00000 112.75 39474.65
81 2011.04.21 00:00 buy 30 2.06 1.45670 0.00000 0.00000
82 2011.04.21 00:18 modify 30 2.06 1.45670 1.45270 1.45700
83 2011.04.21 00:21 t/p 30 2.06 1.45700 1.45270 1.45700 67.64 39542.29
84 2011.04.21 21:48 buy 31 2.06 1.46300 0.00000 0.00000
85 2011.04.21 23:08 close 31 2.06 1.46370 0.00000 0.00000 157.85 39700.14
86 2011.04.21 23:20 sell 32 2.06 1.46430 0.00000 0.00000
87 2011.04.22 00:40 close 32 2.06 1.46320 0.00000 0.00000 236.96 39937.10
88 2011.04.25 23:15 sell 33 2.06 1.45450 0.00000 0.00000
89 2011.04.25 23:31 modify 33 2.06 1.45450 1.45850 1.45420
90 2011.04.25 23:46 t/p 33 2.06 1.45420 1.45850 1.45420 67.64 40004.74
91 2011.04.25 23:54 buy 34 2.06 1.45360 0.00000 0.00000
92 2011.04.26 01:14 close 34 2.06 1.45550 0.00000 0.00000 423.03 40427.77
93 2011.04.26 21:30 buy 35 2.06 1.44150 0.00000 0.00000
94 2011.04.26 21:50 modify 35 2.06 1.44150 1.43750 1.44180
95 2011.04.26 22:08 s/l 35 2.06 1.43750 1.43750 1.44180 -901.99 39525.78
96 2011.04.26 22:59 buy 36 2.06 1.43760 0.00000 0.00000
97 2011.04.26 22:59 modify 36 2.06 1.43760 1.43360 1.43790
98 2011.04.27 00:03 t/p 36 2.06 1.43790 1.43360 1.43790 62.24 39588.02
99 2011.04.27 21:31 sell 37 2.06 1.45550 0.00000 0.00000
100 2011.04.27 21:56 modify 37 2.06 1.45550 1.45950 1.45520
101 2011.04.27 22:00 t/p 37 2.06 1.45520 1.45950 1.45520 67.64 39655.66
102 2011.04.27 23:17 sell 38 2.06 1.45580 0.00000 0.00000
103 2011.04.27 23:21 modify 38 2.06 1.45580 1.45980 1.45550
104 2011.04.28 00:07 t/p 38 2.06 1.45550 1.45980 1.45550 34.51 39690.17
105 2011.04.28 00:12 buy 39 2.06 1.45500 0.00000 0.00000
106 2011.04.28 00:16 modify 39 2.06 1.45500 1.45100 1.45530
107 2011.04.28 00:26 t/p 39 2.06 1.45530 1.45100 1.45530 67.65 39757.82
108 2011.04.28 21:35 buy 40 2.06 1.45260 0.00000 0.00000
109 2011.04.28 22:55 close 40 2.06 1.45310 0.00000 0.00000 112.75 39870.57
110 2011.04.29 00:04 buy 41 2.06 1.45290 0.00000 0.00000
111 2011.04.29 00:45 modify 41 2.06 1.45290 1.44890 1.45320
112 2011.04.29 00:59 t/p 41 2.06 1.45320 1.44890 1.45320 67.65 39938.22

 

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