Back Tested Results GBP / CHF 5-2011

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 39804.00
Total net profit 5159.18 Gross profit 6617.53 Gross loss -1458.35
Profit factor 4.54 Expected payoff 90.51
Absolute drawdown 64.65 Maximal drawdown 1087.89 (2.42%) Relative drawdown 2.42% (1087.89)
Total trades 57 Short positions (won %) 21 (85.71%) Long positions (won %) 36 (94.44%)
Profit trades (% of total) 52 (91.23%) Loss trades (% of total) 5 (8.77%)
Largest profit trade 937.49 loss trade -861.87
Average profit trade 127.26 loss trade -291.67
Maximum consecutive wins (profit in money) 30 (3416.87) consecutive losses (loss in money) 1 (-861.87)
Maximal consecutive profit (count of wins) 3416.87 (30) consecutive loss (count of losses) -861.87 (1)
Average consecutive wins 10 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.05.02 21:55 buy 1 1.97 1.43950 0.00000 0.00000
2 2011.05.02 23:15 close 1 1.97 1.44050 0.00000 0.00000 215.47 40019.47
3 2011.05.02 23:29 sell 2 1.97 1.44160 0.00000 0.00000
4 2011.05.02 23:29 modify 2 1.97 1.44160 1.44560 1.44120
5 2011.05.03 00:02 t/p 2 1.97 1.44120 1.44560 1.44120 75.62 40095.09
6 2011.05.03 00:02 buy 3 1.97 1.44060 0.00000 0.00000
7 2011.05.03 00:02 modify 3 1.97 1.44060 1.43660 1.44100
8 2011.05.03 00:04 t/p 3 1.97 1.44100 1.43660 1.44100 86.19 40181.28
9 2011.05.03 00:06 buy 4 1.97 1.44050 0.00000 0.00000
10 2011.05.03 00:06 modify 4 1.97 1.44050 1.43650 1.44090
11 2011.05.03 00:21 t/p 4 1.97 1.44090 1.43650 1.44090 86.19 40267.47
12 2011.05.03 21:59 buy 5 1.97 1.41920 0.00000 0.00000
13 2011.05.03 23:19 close 5 1.97 1.42090 0.00000 0.00000 366.29 40633.76
14 2011.05.03 23:20 sell 6 1.97 1.42120 0.00000 0.00000
15 2011.05.03 23:21 modify 6 1.97 1.42120 1.42520 1.42080
16 2011.05.03 23:47 t/p 6 1.97 1.42080 1.42520 1.42080 86.17 40719.93
17 2011.05.04 21:30 buy 7 1.97 1.42050 0.00000 0.00000
18 2011.05.04 21:30 modify 7 1.97 1.42050 1.41650 1.42090
19 2011.05.04 21:31 t/p 7 1.97 1.42090 1.41650 1.42090 86.19 40806.12
20 2011.05.04 21:31 buy 8 1.97 1.42070 0.00000 0.00000
21 2011.05.04 21:31 modify 8 1.97 1.42070 1.41670 1.42110
22 2011.05.04 22:58 close 8 1.97 1.42070 1.41670 1.42110 0.00 40806.12
23 2011.05.04 23:35 sell 9 1.97 1.42120 0.00000 0.00000
24 2011.05.05 00:24 modify 9 1.97 1.42120 1.42520 1.42080
25 2011.05.05 00:41 t/p 9 1.97 1.42080 1.42520 1.42080 54.49 40860.61
26 2011.05.05 21:33 buy 10 1.97 1.42550 0.00000 0.00000
27 2011.05.05 21:33 modify 10 1.97 1.42550 1.42150 1.42590
28 2011.05.05 21:38 t/p 10 1.97 1.42590 1.42150 1.42590 86.19 40946.80
29 2011.05.05 21:48 buy 11 1.97 1.42560 0.00000 0.00000
30 2011.05.05 21:54 modify 11 1.97 1.42560 1.42160 1.42600
31 2011.05.05 21:59 t/p 11 1.97 1.42600 1.42160 1.42600 86.19 41032.99
32 2011.05.05 22:00 buy 12 1.97 1.42550 0.00000 0.00000
33 2011.05.05 22:30 modify 12 1.97 1.42550 1.42150 1.42590
34 2011.05.05 22:41 t/p 12 1.97 1.42590 1.42150 1.42590 86.19 41119.18
35 2011.05.05 23:26 sell 13 1.97 1.42700 0.00000 0.00000
36 2011.05.05 23:29 modify 13 1.97 1.42700 1.43100 1.42660
37 2011.05.05 23:43 t/p 13 1.97 1.42660 1.43100 1.42660 86.18 41205.36
38 2011.05.05 23:55 sell 14 1.97 1.42740 0.00000 0.00000
39 2011.05.05 23:55 modify 14 1.97 1.42740 1.43140 1.42700
40 2011.05.06 00:00 t/p 14 1.97 1.42700 1.43140 1.42700 75.62 41280.98
41 2011.05.06 00:01 sell 15 1.97 1.42730 0.00000 0.00000
42 2011.05.06 00:10 modify 15 1.97 1.42730 1.43130 1.42690
43 2011.05.06 00:23 t/p 15 1.97 1.42690 1.43130 1.42690 86.18 41367.16
44 2011.05.09 22:52 buy 16 1.97 1.42930 0.00000 0.00000
45 2011.05.09 22:53 modify 16 1.97 1.42930 1.42530 1.42970
46 2011.05.09 22:54 t/p 16 1.97 1.42970 1.42530 1.42970 86.19 41453.35
47 2011.05.09 22:54 buy 17 1.97 1.42930 0.00000 0.00000
48 2011.05.10 00:14 close 17 1.97 1.43100 0.00000 0.00000 361.13 41814.48
49 2011.05.10 21:55 buy 18 1.97 1.43970 0.00000 0.00000
50 2011.05.10 21:55 modify 18 1.97 1.43970 1.43570 1.44010
51 2011.05.10 21:58 t/p 18 1.97 1.44010 1.43570 1.44010 86.19 41900.67
52 2011.05.10 22:17 sell 19 1.97 1.44090 0.00000 0.00000
53 2011.05.10 22:18 modify 19 1.97 1.44090 1.44490 1.44050
54 2011.05.10 22:30 t/p 19 1.97 1.44050 1.44490 1.44050 86.17 41986.84
55 2011.05.10 22:53 sell 20 1.97 1.44090 0.00000 0.00000
56 2011.05.10 23:42 modify 20 1.97 1.44090 1.44490 1.44050
57 2011.05.10 23:42 t/p 20 1.97 1.44050 1.44490 1.44050 86.17 42073.01
58 2011.05.10 23:43 buy 21 1.97 1.44010 0.00000 0.00000
59 2011.05.10 23:43 modify 21 1.97 1.44010 1.43610 1.44050
60 2011.05.10 23:45 t/p 21 1.97 1.44050 1.43610 1.44050 86.18 42159.19
61 2011.05.10 23:46 sell 22 1.97 1.44080 0.00000 0.00000
62 2011.05.10 23:47 modify 22 1.97 1.44080 1.44480 1.44040
63 2011.05.10 23:47 t/p 22 1.97 1.44040 1.44480 1.44040 86.18 42245.37
64 2011.05.10 23:52 sell 23 1.97 1.44080 0.00000 0.00000
65 2011.05.10 23:53 modify 23 1.97 1.44080 1.44480 1.44040
66 2011.05.11 00:05 t/p 23 1.97 1.44040 1.44480 1.44040 75.62 42320.99
67 2011.05.11 00:06 sell 24 1.97 1.44080 0.00000 0.00000
68 2011.05.11 00:06 modify 24 1.97 1.44080 1.44480 1.44040
69 2011.05.11 00:48 t/p 24 1.97 1.44040 1.44480 1.44040 86.18 42407.17
70 2011.05.11 21:36 buy 25 1.97 1.45000 0.00000 0.00000
71 2011.05.11 21:36 modify 25 1.97 1.45000 1.44600 1.45040
72 2011.05.11 21:38 t/p 25 1.97 1.45040 1.44600 1.45040 86.20 42493.37
73 2011.05.11 21:39 buy 26 1.97 1.45000 0.00000 0.00000
74 2011.05.11 21:39 modify 26 1.97 1.45000 1.44600 1.45040
75 2011.05.11 21:40 t/p 26 1.97 1.45040 1.44600 1.45040 86.20 42579.57
76 2011.05.11 21:43 buy 27 1.97 1.44990 0.00000 0.00000
77 2011.05.11 21:51 modify 27 1.97 1.44990 1.44590 1.45030
78 2011.05.11 21:52 t/p 27 1.97 1.45030 1.44590 1.45030 86.20 42665.77
79 2011.05.11 21:52 buy 28 1.97 1.45000 0.00000 0.00000
80 2011.05.11 21:52 modify 28 1.97 1.45000 1.44600 1.45040
81 2011.05.11 21:53 t/p 28 1.97 1.45040 1.44600 1.45040 86.20 42751.97
82 2011.05.11 21:55 buy 29 1.97 1.45000 0.00000 0.00000
83 2011.05.11 21:55 modify 29 1.97 1.45000 1.44600 1.45040
84 2011.05.11 22:59 t/p 29 1.97 1.45040 1.44600 1.45040 86.20 42838.17
85 2011.05.12 23:50 buy 30 1.97 1.43960 0.00000 0.00000
86 2011.05.13 01:10 close 30 1.97 1.44140 0.00000 0.00000 382.71 43220.87
87 2011.05.16 22:44 sell 31 1.97 1.43300 0.00000 0.00000
88 2011.05.16 22:44 modify 31 1.97 1.43300 1.43700 1.43260
89 2011.05.17 00:10 close 31 1.97 1.43300 1.43700 1.43260 -10.56 43210.31
90 2011.05.17 00:14 buy 32 1.97 1.43250 0.00000 0.00000
91 2011.05.17 01:34 close 32 1.97 1.43450 0.00000 0.00000 430.97 43641.28
92 2011.05.17 21:54 buy 33 1.97 1.42970 0.00000 0.00000
93 2011.05.17 22:48 modify 33 1.97 1.42970 1.42570 1.43010
94 2011.05.17 23:14 close 33 1.97 1.42970 1.42570 1.43010 0.00 43641.28
95 2011.05.17 23:14 buy 34 1.97 1.42980 0.00000 0.00000
96 2011.05.17 23:16 modify 34 1.97 1.42980 1.42580 1.43020
97 2011.05.18 00:01 t/p 34 1.97 1.43020 1.42580 1.43020 81.03 43722.31
98 2011.05.18 22:00 sell 35 1.97 1.42460 0.00000 0.00000
99 2011.05.18 22:32 modify 35 1.97 1.42460 1.42860 1.42420
100 2011.05.18 22:50 t/p 35 1.97 1.42420 1.42860 1.42420 86.18 43808.49
101 2011.05.18 22:53 buy 36 1.97 1.42380 0.00000 0.00000
102 2011.05.18 22:53 modify 36 1.97 1.42380 1.41980 1.42420
103 2011.05.18 23:10 t/p 36 1.97 1.42420 1.41980 1.42420 86.19 43894.68
104 2011.05.18 23:12 buy 37 1.97 1.42390 0.00000 0.00000
105 2011.05.18 23:12 modify 37 1.97 1.42390 1.41990 1.42430
106 2011.05.18 23:13 t/p 37 1.97 1.42430 1.41990 1.42430 86.19 43980.87
107 2011.05.18 23:15 buy 38 1.97 1.42390 0.00000 0.00000
108 2011.05.18 23:15 modify 38 1.97 1.42390 1.41990 1.42430
109 2011.05.19 01:04 close 38 1.97 1.42390 1.41990 1.42430 -15.52 43965.35
110 2011.05.19 21:49 buy 39 1.97 1.42910 0.00000 0.00000
111 2011.05.19 21:49 modify 39 1.97 1.42910 1.42510 1.42950
112 2011.05.19 21:50 t/p 39 1.97 1.42950 1.42510 1.42950 86.20 44051.55
113 2011.05.19 21:55 buy 40 1.97 1.42920 0.00000 0.00000
114 2011.05.19 21:55 modify 40 1.97 1.42920 1.42520 1.42960
115 2011.05.19 22:11 t/p 40 1.97 1.42960 1.42520 1.42960 86.20 44137.75
116 2011.05.19 22:13 buy 41 1.97 1.42930 0.00000 0.00000
117 2011.05.19 22:23 modify 41 1.97 1.42930 1.42530 1.42970
118 2011.05.19 22:36 t/p 41 1.97 1.42970 1.42530 1.42970 86.19 44223.94
119 2011.05.19 22:51 sell 42 1.97 1.43030 0.00000 0.00000
120 2011.05.19 22:55 modify 42 1.97 1.43030 1.43430 1.42990
121 2011.05.19 23:00 t/p 42 1.97 1.42990 1.43430 1.42990 86.19 44310.13
122 2011.05.19 23:04 sell 43 1.97 1.43020 0.00000 0.00000
123 2011.05.19 23:04 modify 43 1.97 1.43020 1.43420 1.42980
124 2011.05.19 23:06 t/p 43 1.97 1.42980 1.43420 1.42980 86.18 44396.31
125 2011.05.19 23:59 buy 44 1.97 1.42920 0.00000 0.00000
126 2011.05.20 00:00 modify 44 1.97 1.42920 1.42520 1.42960
127 2011.05.20 00:18 t/p 44 1.97 1.42960 1.42520 1.42960 81.03 44477.34
128 2011.05.23 21:30 sell 45 1.97 1.42500 0.00000 0.00000
129 2011.05.23 22:50 close 45 1.97 1.42390 0.00000 0.00000 237.01 44714.35
130 2011.05.23 22:50 buy 46 1.97 1.42390 0.00000 0.00000
131 2011.05.23 22:50 modify 46 1.97 1.42390 1.41990 1.42430
132 2011.05.23 23:26 t/p 46 1.97 1.42430 1.41990 1.42430 86.19 44800.54
133 2011.05.23 23:26 buy 47 1.97 1.42390 0.00000 0.00000
134 2011.05.23 23:26 modify 47 1.97 1.42390 1.41990 1.42430
135 2011.05.23 23:26 t/p 47 1.97 1.42430 1.41990 1.42430 86.19 44886.73
136 2011.05.23 23:26 sell 48 1.97 1.42520 0.00000 0.00000
137 2011.05.23 23:27 modify 48 1.97 1.42520 1.42920 1.42480
138 2011.05.23 23:36 s/l 48 1.97 1.42920 1.42920 1.42480 -861.87 44024.86
139 2011.05.23 23:36 sell 49 1.97 1.42950 0.00000 0.00000
140 2011.05.24 00:56 close 49 1.97 1.42510 0.00000 0.00000 937.49 44962.35
141 2011.05.24 21:32 buy 50 1.97 1.42300 0.00000 0.00000
142 2011.05.24 22:53 close 50 1.97 1.42360 0.00000 0.00000 129.29 45091.64
143 2011.05.25 21:30 buy 51 1.97 1.41990 0.00000 0.00000
144 2011.05.25 21:30 modify 51 1.97 1.41990 1.41590 1.42030
145 2011.05.25 21:33 t/p 51 1.97 1.42030 1.41590 1.42030 86.19 45177.83
146 2011.05.25 22:14 sell 52 1.97 1.42130 0.00000 0.00000
147 2011.05.25 23:34 close 52 1.97 1.42080 0.00000 0.00000 107.74 45285.57
148 2011.05.25 23:45 sell 53 1.97 1.42120 0.00000 0.00000
149 2011.05.25 23:51 modify 53 1.97 1.42120 1.42520 1.42080
150 2011.05.26 03:10 close 53 1.97 1.42120 1.42520 1.42080 -31.68 45253.89
151 2011.05.26 21:30 buy 54 1.97 1.41820 0.00000 0.00000
152 2011.05.26 21:30 modify 54 1.97 1.41820 1.41420 1.41860
153 2011.05.26 22:26 t/p 54 1.97 1.41860 1.41420 1.41860 86.19 45340.08
154 2011.05.26 22:29 buy 55 1.97 1.41820 0.00000 0.00000
155 2011.05.26 22:32 modify 55 1.97 1.41820 1.41420 1.41860
156 2011.05.26 23:28 t/p 55 1.97 1.41860 1.41420 1.41860 86.19 45426.27
157 2011.05.26 23:51 sell 56 1.97 1.41920 0.00000 0.00000
158 2011.05.27 00:04 modify 56 1.97 1.41920 1.42320 1.41880
159 2011.05.27 00:19 t/p 56 1.97 1.41880 1.42320 1.41880 75.63 45501.90
160 2011.05.30 21:44 buy 57 1.97 1.40320 0.00000 0.00000
161 2011.05.30 22:57 modify 57 1.97 1.40320 1.39920 1.40360
162 2011.05.30 23:59 close at stop 57 1.97 1.40070 1.39920 1.40360 -538.72 44963.18

 

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