Back Tested Results GBP / CHF 5-2010

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 15251.00
Total net profit 1584.39 Gross profit 3631.10 Gross loss -2046.72
Profit factor 1.77 Expected payoff 25.15
Absolute drawdown 142.08 Maximal drawdown 611.33 (3.74%) Relative drawdown 3.74% (611.33)
Total trades 63 Short positions (won %) 7 (85.71%) Long positions (won %) 56 (89.29%)
Profit trades (% of total) 56 (88.89%) Loss trades (% of total) 7 (11.11%)
Largest profit trade 71.05 loss trade -408.40
Average profit trade 64.84 loss trade -292.39
Maximum consecutive wins (profit in money) 16 (1078.58) consecutive losses (loss in money) 1 (-408.40)
Maximal consecutive profit (count of wins) 1078.58 (16) consecutive loss (count of losses) -408.40 (1)
Average consecutive wins 7 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.05.03 21:39 buy 1 0.93 1.65480 0.00000 0.00000
2 2010.05.03 21:39 modify 1 0.93 1.65480 1.65080 1.65550
3 2010.05.03 22:59 close 1 0.93 1.65500 1.65080 1.65550 20.30 15271.30
4 2010.05.04 21:54 buy 2 0.93 1.66990 0.00000 0.00000
5 2010.05.04 21:54 modify 2 0.93 1.66990 1.66590 1.67060
6 2010.05.04 21:54 t/p 2 0.93 1.67060 1.66590 1.67060 71.03 15342.33
7 2010.05.04 22:17 buy 3 0.93 1.67040 0.00000 0.00000
8 2010.05.04 22:17 modify 3 0.93 1.67040 1.66640 1.67110
9 2010.05.04 22:53 t/p 3 0.93 1.67110 1.66640 1.67110 71.03 15413.36
10 2010.05.05 00:00 buy 4 0.93 1.67050 0.00000 0.00000
11 2010.05.05 00:00 modify 4 0.93 1.67050 1.66650 1.67120
12 2010.05.05 00:07 t/p 4 0.93 1.67120 1.66650 1.67120 71.03 15484.39
13 2010.05.05 00:14 buy 5 0.93 1.67050 0.00000 0.00000
14 2010.05.05 00:14 modify 5 0.93 1.67050 1.66650 1.67120
15 2010.05.05 00:44 t/p 5 0.93 1.67120 1.66650 1.67120 71.03 15555.42
16 2010.05.05 21:30 sell 6 0.93 1.68900 0.00000 0.00000
17 2010.05.05 21:30 modify 6 0.93 1.68900 1.69300 1.68830
18 2010.05.05 21:36 t/p 6 0.93 1.68830 1.69300 1.68830 71.04 15626.46
19 2010.05.05 21:48 buy 7 0.93 1.68750 0.00000 0.00000
20 2010.05.05 21:48 modify 7 0.93 1.68750 1.68350 1.68820
21 2010.05.05 21:59 t/p 7 0.93 1.68820 1.68350 1.68820 71.04 15697.50
22 2010.05.05 22:04 buy 8 0.93 1.68750 0.00000 0.00000
23 2010.05.05 22:04 modify 8 0.93 1.68750 1.68350 1.68820
24 2010.05.05 22:11 t/p 8 0.93 1.68820 1.68350 1.68820 71.04 15768.54
25 2010.05.05 22:42 buy 9 0.93 1.68760 0.00000 0.00000
26 2010.05.05 22:43 modify 9 0.93 1.68760 1.68360 1.68830
27 2010.05.05 23:20 t/p 9 0.93 1.68830 1.68360 1.68830 71.05 15839.59
28 2010.05.05 23:28 buy 10 0.93 1.68770 0.00000 0.00000
29 2010.05.05 23:28 modify 10 0.93 1.68770 1.68370 1.68840
30 2010.05.06 00:32 t/p 10 0.93 1.68840 1.68370 1.68840 63.74 15903.33
31 2010.05.06 22:00 buy 11 0.93 1.64490 0.00000 0.00000
32 2010.05.06 22:00 modify 11 0.93 1.64490 1.64090 1.64560
33 2010.05.06 22:00 t/p 11 0.93 1.64560 1.64090 1.64560 71.05 15974.38
34 2010.05.06 22:00 buy 12 0.93 1.64600 0.00000 0.00000
35 2010.05.06 22:00 modify 12 0.93 1.64600 1.64200 1.64670
36 2010.05.06 22:05 t/p 12 0.93 1.64670 1.64200 1.64670 71.05 16045.43
37 2010.05.06 22:05 buy 13 0.93 1.64700 0.00000 0.00000
38 2010.05.06 22:05 modify 13 0.93 1.64700 1.64300 1.64770
39 2010.05.06 22:05 t/p 13 0.93 1.64770 1.64300 1.64770 71.04 16116.47
40 2010.05.06 22:05 buy 14 0.93 1.64700 0.00000 0.00000
41 2010.05.06 22:05 modify 14 0.93 1.64700 1.64300 1.64770
42 2010.05.06 22:07 t/p 14 0.93 1.64770 1.64300 1.64770 71.04 16187.51
43 2010.05.06 22:59 sell 15 0.93 1.65540 0.00000 0.00000
44 2010.05.06 22:59 modify 15 0.93 1.65540 1.65940 1.65470
45 2010.05.06 23:03 t/p 15 0.93 1.65470 1.65940 1.65470 71.04 16258.55
46 2010.05.06 23:42 sell 16 0.93 1.65850 0.00000 0.00000
47 2010.05.06 23:42 modify 16 0.93 1.65850 1.66250 1.65780
48 2010.05.06 23:42 t/p 16 0.93 1.65780 1.66250 1.65780 71.03 16329.58
49 2010.05.07 00:09 sell 17 0.93 1.65860 0.00000 0.00000
50 2010.05.07 00:09 modify 17 0.93 1.65860 1.66260 1.65790
51 2010.05.07 00:16 s/l 17 0.93 1.66260 1.66260 1.65790 -405.93 15923.65
52 2010.05.10 21:30 buy 18 0.93 1.64920 0.00000 0.00000
53 2010.05.10 21:30 modify 18 0.93 1.64920 1.64520 1.64990
54 2010.05.10 21:47 t/p 18 0.93 1.64990 1.64520 1.64990 71.05 15994.70
55 2010.05.10 21:54 buy 19 0.93 1.64920 0.00000 0.00000
56 2010.05.10 21:54 modify 19 0.93 1.64920 1.64520 1.64990
57 2010.05.10 23:28 close 19 0.93 1.64920 1.64520 1.64990 0.00 15994.70
58 2010.05.10 23:35 buy 20 0.93 1.64850 0.00000 0.00000
59 2010.05.10 23:35 modify 20 0.93 1.64850 1.64450 1.64920
60 2010.05.10 23:38 t/p 20 0.93 1.64920 1.64450 1.64920 71.04 16065.74
61 2010.05.10 23:50 buy 21 0.93 1.64850 0.00000 0.00000
62 2010.05.10 23:50 modify 21 0.93 1.64850 1.64450 1.64920
63 2010.05.10 23:55 t/p 21 0.93 1.64920 1.64450 1.64920 71.04 16136.78
64 2010.05.10 23:57 buy 22 0.93 1.64840 0.00000 0.00000
65 2010.05.10 23:57 modify 22 0.93 1.64840 1.64440 1.64910
66 2010.05.10 23:58 t/p 22 0.93 1.64910 1.64440 1.64910 71.04 16207.82
67 2010.05.10 23:59 buy 23 0.93 1.64850 0.00000 0.00000
68 2010.05.10 23:59 modify 23 0.93 1.64850 1.64450 1.64920
69 2010.05.11 00:55 s/l 23 0.93 1.64450 1.64450 1.64920 -408.38 15799.45
70 2010.05.11 21:30 sell 24 0.93 1.66250 0.00000 0.00000
71 2010.05.11 21:30 modify 24 0.93 1.66250 1.66650 1.66180
72 2010.05.11 21:34 t/p 24 0.93 1.66180 1.66650 1.66180 71.04 15870.49
73 2010.05.11 21:37 buy 25 0.93 1.65990 0.00000 0.00000
74 2010.05.11 21:37 modify 25 0.93 1.65990 1.65590 1.66060
75 2010.05.11 21:38 t/p 25 0.93 1.66060 1.65590 1.66060 71.04 15941.53
76 2010.05.11 21:41 buy 26 0.93 1.66040 0.00000 0.00000
77 2010.05.11 21:41 modify 26 0.93 1.66040 1.65640 1.66110
78 2010.05.11 23:45 close 26 0.93 1.66040 1.65640 1.66110 0.00 15941.53
79 2010.05.12 21:30 buy 27 0.93 1.64650 0.00000 0.00000
80 2010.05.12 21:30 modify 27 0.93 1.64650 1.64250 1.64720
81 2010.05.12 22:08 t/p 27 0.93 1.64720 1.64250 1.64720 71.04 16012.57
82 2010.05.12 22:28 buy 28 0.93 1.64660 0.00000 0.00000
83 2010.05.12 22:28 modify 28 0.93 1.64660 1.64260 1.64730
84 2010.05.12 23:08 t/p 28 0.93 1.64730 1.64260 1.64730 71.04 16083.61
85 2010.05.12 23:31 buy 29 0.93 1.64640 0.00000 0.00000
86 2010.05.12 23:31 modify 29 0.93 1.64640 1.64240 1.64710
87 2010.05.12 23:46 t/p 29 0.93 1.64710 1.64240 1.64710 71.04 16154.65
88 2010.05.13 21:30 buy 30 0.93 1.63170 0.00000 0.00000
89 2010.05.13 21:30 modify 30 0.93 1.63170 1.62770 1.63240
90 2010.05.13 21:38 t/p 30 0.93 1.63240 1.62770 1.63240 71.04 16225.69
91 2010.05.13 21:38 buy 31 0.93 1.63260 0.00000 0.00000
92 2010.05.13 21:38 modify 31 0.93 1.63260 1.62860 1.63330
93 2010.05.13 21:51 t/p 31 0.93 1.63330 1.62860 1.63330 71.04 16296.73
94 2010.05.13 22:11 buy 32 0.93 1.63250 0.00000 0.00000
95 2010.05.13 22:11 modify 32 0.93 1.63250 1.62850 1.63320
96 2010.05.14 00:17 close 32 0.93 1.63250 1.62850 1.63320 -2.44 16294.29
97 2010.05.17 23:03 buy 33 0.93 1.63800 0.00000 0.00000
98 2010.05.17 23:03 modify 33 0.93 1.63800 1.63400 1.63870
99 2010.05.17 23:10 t/p 33 0.93 1.63870 1.63400 1.63870 71.03 16365.32
100 2010.05.17 23:11 buy 34 0.93 1.63780 0.00000 0.00000
101 2010.05.17 23:11 modify 34 0.93 1.63780 1.63380 1.63850
102 2010.05.17 23:15 t/p 34 0.93 1.63850 1.63380 1.63850 71.04 16436.36
103 2010.05.17 23:49 buy 35 0.93 1.63810 0.00000 0.00000
104 2010.05.17 23:49 modify 35 0.93 1.63810 1.63410 1.63880
105 2010.05.18 00:04 t/p 35 0.93 1.63880 1.63410 1.63880 68.59 16504.96
106 2010.05.18 21:30 buy 36 0.93 1.64400 0.00000 0.00000
107 2010.05.18 21:30 modify 36 0.93 1.64400 1.64000 1.64470
108 2010.05.19 00:56 s/l 36 0.93 1.64000 1.64000 1.64470 -408.36 16096.60
109 2010.05.19 21:44 sell 37 0.93 1.66400 0.00000 0.00000
110 2010.05.19 21:44 modify 37 0.93 1.66400 1.66800 1.66330
111 2010.05.19 22:00 t/p 37 0.93 1.66330 1.66800 1.66330 71.02 16167.62
112 2010.05.19 22:19 buy 38 0.93 1.66160 0.00000 0.00000
113 2010.05.19 22:19 modify 38 0.93 1.66160 1.65760 1.66230
114 2010.05.19 23:12 t/p 38 0.93 1.66230 1.65760 1.66230 71.03 16238.65
115 2010.05.19 23:17 buy 39 0.93 1.66150 0.00000 0.00000
116 2010.05.19 23:17 modify 39 0.93 1.66150 1.65750 1.66220
117 2010.05.19 23:58 t/p 39 0.93 1.66220 1.65750 1.66220 71.03 16309.68
118 2010.05.20 21:30 buy 40 0.93 1.65310 0.00000 0.00000
119 2010.05.20 21:30 modify 40 0.93 1.65310 1.64910 1.65380
120 2010.05.20 22:03 t/p 40 0.93 1.65380 1.64910 1.65380 71.04 16380.72
121 2010.05.20 22:07 buy 41 0.93 1.65200 0.00000 0.00000
122 2010.05.20 22:07 modify 41 0.93 1.65200 1.64800 1.65270
123 2010.05.20 22:10 t/p 41 0.93 1.65270 1.64800 1.65270 71.04 16451.76
124 2010.05.20 22:25 buy 42 0.93 1.65200 0.00000 0.00000
125 2010.05.20 22:25 modify 42 0.93 1.65200 1.64800 1.65270
126 2010.05.20 22:26 t/p 42 0.93 1.65270 1.64800 1.65270 71.04 16522.80
127 2010.05.20 22:28 buy 43 0.93 1.65200 0.00000 0.00000
128 2010.05.20 22:40 modify 43 0.93 1.65200 1.64800 1.65270
129 2010.05.20 22:45 t/p 43 0.93 1.65270 1.64800 1.65270 71.04 16593.84
130 2010.05.20 22:52 buy 44 0.93 1.65190 0.00000 0.00000
131 2010.05.20 22:52 modify 44 0.93 1.65190 1.64790 1.65260
132 2010.05.20 23:09 s/l 44 0.93 1.64790 1.64790 1.65260 -405.92 16187.92
133 2010.05.20 23:34 buy 45 0.93 1.65000 0.00000 0.00000
134 2010.05.20 23:34 modify 45 0.93 1.65000 1.64600 1.65070
135 2010.05.20 23:40 t/p 45 0.93 1.65070 1.64600 1.65070 71.03 16258.95
136 2010.05.20 23:40 buy 46 0.93 1.65090 0.00000 0.00000
137 2010.05.20 23:40 modify 46 0.93 1.65090 1.64690 1.65160
138 2010.05.20 23:45 t/p 46 0.93 1.65160 1.64690 1.65160 71.03 16329.98
139 2010.05.21 00:10 buy 47 0.93 1.65030 0.00000 0.00000
140 2010.05.21 00:10 modify 47 0.93 1.65030 1.64630 1.65100
141 2010.05.21 00:10 t/p 47 0.93 1.65100 1.64630 1.65100 71.04 16401.02
142 2010.05.21 00:11 buy 48 0.93 1.65070 0.00000 0.00000
143 2010.05.21 00:11 modify 48 0.93 1.65070 1.64670 1.65140
144 2010.05.21 00:11 t/p 48 0.93 1.65140 1.64670 1.65140 71.04 16472.06
145 2010.05.24 21:30 buy 49 0.93 1.67170 0.00000 0.00000
146 2010.05.24 21:30 modify 49 0.93 1.67170 1.66770 1.67240
147 2010.05.24 21:31 t/p 49 0.93 1.67240 1.66770 1.67240 71.05 16543.11
148 2010.05.24 21:32 buy 50 0.93 1.67220 0.00000 0.00000
149 2010.05.24 21:32 modify 50 0.93 1.67220 1.66820 1.67290
150 2010.05.25 00:24 s/l 50 0.93 1.66820 1.66820 1.67290 -408.40 16134.72
151 2010.05.25 22:12 buy 51 0.93 1.66590 0.00000 0.00000
152 2010.05.25 22:12 modify 51 0.93 1.66590 1.66190 1.66660
153 2010.05.25 22:17 t/p 51 0.93 1.66660 1.66190 1.66660 71.04 16205.76
154 2010.05.25 23:15 buy 52 0.93 1.66640 0.00000 0.00000
155 2010.05.25 23:15 modify 52 0.93 1.66640 1.66240 1.66710
156 2010.05.25 23:19 t/p 52 0.93 1.66710 1.66240 1.66710 71.04 16276.80
157 2010.05.25 23:38 buy 53 0.93 1.66650 0.00000 0.00000
158 2010.05.25 23:38 modify 53 0.93 1.66650 1.66250 1.66720
159 2010.05.25 23:39 t/p 53 0.93 1.66720 1.66250 1.66720 71.04 16347.84
160 2010.05.25 23:47 buy 54 0.93 1.66670 0.00000 0.00000
161 2010.05.25 23:47 modify 54 0.93 1.66670 1.66270 1.66740
162 2010.05.25 23:49 t/p 54 0.93 1.66740 1.66270 1.66740 71.04 16418.88
163 2010.05.25 23:56 buy 55 0.93 1.66670 0.00000 0.00000
164 2010.05.25 23:56 modify 55 0.93 1.66670 1.66270 1.66740
165 2010.05.26 00:49 t/p 55 0.93 1.66740 1.66270 1.66740 68.60 16487.48
166 2010.05.26 21:30 buy 56 0.93 1.66870 0.00000 0.00000
167 2010.05.26 21:30 modify 56 0.93 1.66870 1.66470 1.66940
168 2010.05.26 22:53 close 56 0.93 1.66870 1.66470 1.66940 0.00 16487.48
169 2010.05.26 22:54 buy 57 0.93 1.66820 0.00000 0.00000
170 2010.05.26 22:54 modify 57 0.93 1.66820 1.66420 1.66890
171 2010.05.26 23:14 t/p 57 0.93 1.66890 1.66420 1.66890 71.04 16558.52
172 2010.05.26 23:26 buy 58 0.93 1.66810 0.00000 0.00000
173 2010.05.26 23:26 modify 58 0.93 1.66810 1.66410 1.66880
174 2010.05.26 23:29 t/p 58 0.93 1.66880 1.66410 1.66880 71.04 16629.56
175 2010.05.26 23:43 buy 59 0.93 1.66820 0.00000 0.00000
176 2010.05.26 23:43 modify 59 0.93 1.66820 1.66420 1.66890
177 2010.05.27 04:45 close 59 0.93 1.66820 1.66420 1.66890 -7.31 16622.26
178 2010.05.27 21:30 buy 60 0.93 1.67850 0.00000 0.00000
179 2010.05.27 21:30 modify 60 0.93 1.67850 1.67450 1.67920
180 2010.05.27 21:33 t/p 60 0.93 1.67920 1.67450 1.67920 71.05 16693.31
181 2010.05.27 21:34 buy 61 0.93 1.67880 0.00000 0.00000
182 2010.05.27 21:34 modify 61 0.93 1.67880 1.67480 1.67950
183 2010.05.27 23:01 close 61 0.93 1.67880 1.67480 1.67950 0.00 16693.31
184 2010.05.27 23:17 buy 62 0.93 1.67750 0.00000 0.00000
185 2010.05.27 23:17 modify 62 0.93 1.67750 1.67350 1.67820
186 2010.05.27 23:47 t/p 62 0.93 1.67820 1.67350 1.67820 71.04 16764.35
187 2010.05.28 00:18 sell 63 0.93 1.67960 0.00000 0.00000
188 2010.05.28 00:18 modify 63 0.93 1.67960 1.68360 1.67890
189 2010.05.28 00:46 t/p 63 0.93 1.67890 1.68360 1.67890 71.04 16835.39

 

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