Back Tested Results GBP / CHF 6-2010

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 19763.00
Total net profit 2810.10 Gross profit 4559.69 Gross loss -1749.59
Profit factor 2.61 Expected payoff 51.09
Absolute drawdown 726.08 Maximal drawdown 1005.85 (4.40%) Relative drawdown 4.40% (1005.85)
Total trades 55 Short positions (won %) 16 (93.75%) Long positions (won %) 39 (87.18%)
Profit trades (% of total) 49 (89.09%) Loss trades (% of total) 6 (10.91%)
Largest profit trade 99.66 loss trade -579.59
Average profit trade 93.05 loss trade -291.60
Maximum consecutive wins (profit in money) 18 (1779.75) consecutive losses (loss in money) 1 (-579.59)
Maximal consecutive profit (count of wins) 1779.75 (18) consecutive loss (count of losses) -579.59 (1)
Average consecutive wins 8 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.06.01 00:00 buy 1 1.31 1.67690 0.00000 0.00000
2 2010.06.01 00:00 modify 1 1.31 1.67690 1.67290 1.67760
3 2010.06.01 03:29 s/l 1 1.31 1.67290 1.67290 1.67760 -569.47 19193.53
4 2010.06.01 21:31 buy 2 1.31 1.69370 0.00000 0.00000
5 2010.06.01 21:31 modify 2 1.31 1.69370 1.68970 1.69440
6 2010.06.01 21:40 t/p 2 1.31 1.69440 1.68970 1.69440 99.66 19293.19
7 2010.06.01 21:43 buy 3 1.31 1.69400 0.00000 0.00000
8 2010.06.01 21:43 modify 3 1.31 1.69400 1.69000 1.69470
9 2010.06.01 21:45 t/p 3 1.31 1.69470 1.69000 1.69470 99.66 19392.85
10 2010.06.01 22:01 buy 4 1.31 1.69390 0.00000 0.00000
11 2010.06.01 22:01 modify 4 1.31 1.69390 1.68990 1.69460
12 2010.06.01 22:02 t/p 4 1.31 1.69460 1.68990 1.69460 99.66 19492.51
13 2010.06.01 22:05 buy 5 1.31 1.69390 0.00000 0.00000
14 2010.06.01 22:05 modify 5 1.31 1.69390 1.68990 1.69460
15 2010.06.01 22:50 t/p 5 1.31 1.69460 1.68990 1.69460 99.66 19592.17
16 2010.06.02 00:00 buy 6 1.31 1.69380 0.00000 0.00000
17 2010.06.02 00:00 modify 6 1.31 1.69380 1.68980 1.69450
18 2010.06.02 00:00 t/p 6 1.31 1.69450 1.68980 1.69450 99.66 19691.83
19 2010.06.02 00:03 sell 7 1.31 1.69580 0.00000 0.00000
20 2010.06.02 00:03 modify 7 1.31 1.69580 1.69980 1.69510
21 2010.06.02 00:06 t/p 7 1.31 1.69510 1.69980 1.69510 99.65 19791.48
22 2010.06.02 22:37 buy 8 1.31 1.69130 0.00000 0.00000
23 2010.06.02 22:37 modify 8 1.31 1.69130 1.68730 1.69200
24 2010.06.02 22:39 t/p 8 1.31 1.69200 1.68730 1.69200 99.66 19891.14
25 2010.06.02 22:46 sell 9 1.31 1.69300 0.00000 0.00000
26 2010.06.02 22:46 modify 9 1.31 1.69300 1.69700 1.69230
27 2010.06.02 22:57 t/p 9 1.31 1.69230 1.69700 1.69230 99.65 19990.79
28 2010.06.02 23:04 sell 10 1.31 1.69360 0.00000 0.00000
29 2010.06.02 23:04 modify 10 1.31 1.69360 1.69760 1.69290
30 2010.06.02 23:07 t/p 10 1.31 1.69290 1.69760 1.69290 99.65 20090.44
31 2010.06.02 23:35 buy 11 1.31 1.69200 0.00000 0.00000
32 2010.06.02 23:35 modify 11 1.31 1.69200 1.68800 1.69270
33 2010.06.02 23:37 t/p 11 1.31 1.69270 1.68800 1.69270 99.66 20190.10
34 2010.06.02 23:44 sell 12 1.31 1.69330 0.00000 0.00000
35 2010.06.02 23:44 modify 12 1.31 1.69330 1.69730 1.69260
36 2010.06.03 00:23 t/p 12 1.31 1.69260 1.69730 1.69260 78.71 20268.81
37 2010.06.03 22:53 sell 13 1.31 1.69260 0.00000 0.00000
38 2010.06.03 22:53 modify 13 1.31 1.69260 1.69660 1.69190
39 2010.06.03 22:55 t/p 13 1.31 1.69190 1.69660 1.69190 99.65 20368.46
40 2010.06.03 23:34 sell 14 1.31 1.69250 0.00000 0.00000
41 2010.06.03 23:34 modify 14 1.31 1.69250 1.69650 1.69180
42 2010.06.03 23:46 t/p 14 1.31 1.69180 1.69650 1.69180 99.65 20468.11
43 2010.06.03 23:57 buy 15 1.31 1.69110 0.00000 0.00000
44 2010.06.03 23:57 modify 15 1.31 1.69110 1.68710 1.69180
45 2010.06.04 08:11 close 15 1.31 1.69110 1.68710 1.69180 -3.42 20464.69
46 2010.06.07 22:10 buy 16 1.31 1.68260 0.00000 0.00000
47 2010.06.07 22:10 modify 16 1.31 1.68260 1.67860 1.68330
48 2010.06.07 22:50 t/p 16 1.31 1.68330 1.67860 1.68330 99.65 20564.34
49 2010.06.07 22:56 buy 17 1.31 1.68260 0.00000 0.00000
50 2010.06.07 22:56 modify 17 1.31 1.68260 1.67860 1.68330
51 2010.06.07 23:30 t/p 17 1.31 1.68330 1.67860 1.68330 99.65 20663.99
52 2010.06.08 00:11 buy 18 1.31 1.68240 0.00000 0.00000
53 2010.06.08 00:11 modify 18 1.31 1.68240 1.67840 1.68310
54 2010.06.08 00:17 t/p 18 1.31 1.68310 1.67840 1.68310 99.66 20763.65
55 2010.06.08 21:32 sell 19 1.31 1.66680 0.00000 0.00000
56 2010.06.08 21:32 modify 19 1.31 1.66680 1.67080 1.66610
57 2010.06.08 22:28 t/p 19 1.31 1.66610 1.67080 1.66610 99.65 20863.30
58 2010.06.08 22:30 buy 20 1.31 1.66580 0.00000 0.00000
59 2010.06.08 22:30 modify 20 1.31 1.66580 1.66180 1.66650
60 2010.06.08 23:38 t/p 20 1.31 1.66650 1.66180 1.66650 99.65 20962.95
61 2010.06.08 23:39 buy 21 1.31 1.66550 0.00000 0.00000
62 2010.06.08 23:39 modify 21 1.31 1.66550 1.66150 1.66620
63 2010.06.08 23:41 t/p 21 1.31 1.66620 1.66150 1.66620 99.66 21062.61
64 2010.06.08 23:42 buy 22 1.31 1.66570 0.00000 0.00000
65 2010.06.08 23:42 modify 22 1.31 1.66570 1.66170 1.66640
66 2010.06.09 01:31 close 22 1.31 1.66570 1.66170 1.66640 -3.42 21059.19
67 2010.06.09 21:42 buy 23 1.31 1.66830 0.00000 0.00000
68 2010.06.09 21:42 modify 23 1.31 1.66830 1.66430 1.66900
69 2010.06.09 21:43 t/p 23 1.31 1.66900 1.66430 1.66900 99.65 21158.84
70 2010.06.09 22:32 sell 24 1.31 1.67030 0.00000 0.00000
71 2010.06.09 22:32 modify 24 1.31 1.67030 1.67430 1.66960
72 2010.06.09 22:34 t/p 24 1.31 1.66960 1.67430 1.66960 99.65 21258.49
73 2010.06.09 23:05 buy 25 1.31 1.66890 0.00000 0.00000
74 2010.06.09 23:05 modify 25 1.31 1.66890 1.66490 1.66960
75 2010.06.09 23:42 t/p 25 1.31 1.66960 1.66490 1.66960 99.65 21358.14
76 2010.06.10 00:10 buy 26 1.31 1.66900 0.00000 0.00000
77 2010.06.10 00:10 modify 26 1.31 1.66900 1.66500 1.66970
78 2010.06.10 00:12 t/p 26 1.31 1.66970 1.66500 1.66970 99.66 21457.80
79 2010.06.10 21:30 buy 27 1.31 1.68020 0.00000 0.00000
80 2010.06.10 21:30 modify 27 1.31 1.68020 1.67620 1.68090
81 2010.06.10 22:33 t/p 27 1.31 1.68090 1.67620 1.68090 99.65 21557.45
82 2010.06.10 23:08 sell 28 1.31 1.68210 0.00000 0.00000
83 2010.06.10 23:08 modify 28 1.31 1.68210 1.68610 1.68140
84 2010.06.10 23:15 t/p 28 1.31 1.68140 1.68610 1.68140 99.65 21657.10
85 2010.06.10 23:24 sell 29 1.31 1.68200 0.00000 0.00000
86 2010.06.10 23:24 modify 29 1.31 1.68200 1.68600 1.68130
87 2010.06.10 23:28 t/p 29 1.31 1.68130 1.68600 1.68130 99.64 21756.74
88 2010.06.10 23:45 sell 30 1.31 1.68210 0.00000 0.00000
89 2010.06.10 23:45 modify 30 1.31 1.68210 1.68610 1.68140
90 2010.06.11 00:07 t/p 30 1.31 1.68140 1.68610 1.68140 92.67 21849.42
91 2010.06.11 00:12 sell 31 1.31 1.68230 0.00000 0.00000
92 2010.06.11 00:12 modify 31 1.31 1.68230 1.68630 1.68160
93 2010.06.11 00:15 t/p 31 1.31 1.68160 1.68630 1.68160 99.64 21949.06
94 2010.06.14 21:30 buy 32 1.31 1.68350 0.00000 0.00000
95 2010.06.14 21:30 modify 32 1.31 1.68350 1.67950 1.68420
96 2010.06.14 21:31 t/p 32 1.31 1.68420 1.67950 1.68420 99.65 22048.71
97 2010.06.14 21:32 buy 33 1.31 1.68390 0.00000 0.00000
98 2010.06.14 21:32 modify 33 1.31 1.68390 1.67990 1.68460
99 2010.06.14 22:26 t/p 33 1.31 1.68460 1.67990 1.68460 99.64 22148.35
100 2010.06.14 22:42 buy 34 1.31 1.68360 0.00000 0.00000
101 2010.06.14 22:42 modify 34 1.31 1.68360 1.67960 1.68430
102 2010.06.14 23:01 t/p 34 1.31 1.68430 1.67960 1.68430 99.64 22247.99
103 2010.06.14 23:05 buy 35 1.31 1.68350 0.00000 0.00000
104 2010.06.14 23:05 modify 35 1.31 1.68350 1.67950 1.68420
105 2010.06.15 00:09 t/p 35 1.31 1.68420 1.67950 1.68420 96.22 22344.21
106 2010.06.15 21:40 buy 36 1.31 1.67690 0.00000 0.00000
107 2010.06.15 21:40 modify 36 1.31 1.67690 1.67290 1.67760
108 2010.06.15 21:44 t/p 36 1.31 1.67760 1.67290 1.67760 99.63 22443.84
109 2010.06.15 22:45 sell 37 1.31 1.67840 0.00000 0.00000
110 2010.06.15 22:45 modify 37 1.31 1.67840 1.68240 1.67770
111 2010.06.15 22:52 t/p 37 1.31 1.67770 1.68240 1.67770 99.63 22543.47
112 2010.06.15 23:01 buy 38 1.31 1.67740 0.00000 0.00000
113 2010.06.15 23:01 modify 38 1.31 1.67740 1.67340 1.67810
114 2010.06.16 00:02 t/p 38 1.31 1.67810 1.67340 1.67810 96.21 22639.68
115 2010.06.16 00:08 buy 39 1.31 1.67720 0.00000 0.00000
116 2010.06.16 00:08 modify 39 1.31 1.67720 1.67320 1.67790
117 2010.06.16 00:34 t/p 39 1.31 1.67790 1.67320 1.67790 99.63 22739.31
118 2010.06.16 21:30 buy 40 1.31 1.66580 0.00000 0.00000
119 2010.06.16 21:30 modify 40 1.31 1.66580 1.66180 1.66650
120 2010.06.16 21:33 t/p 40 1.31 1.66650 1.66180 1.66650 99.63 22838.94
121 2010.06.16 21:33 buy 41 1.31 1.66650 0.00000 0.00000
122 2010.06.16 21:33 modify 41 1.31 1.66650 1.66250 1.66720
123 2010.06.17 00:10 s/l 41 1.31 1.66250 1.66250 1.66720 -579.59 22259.35
124 2010.06.17 00:10 buy 42 1.31 1.66280 0.00000 0.00000
125 2010.06.17 00:10 modify 42 1.31 1.66280 1.65880 1.66350
126 2010.06.17 00:21 t/p 42 1.31 1.66350 1.65880 1.66350 99.63 22358.98
127 2010.06.17 22:15 buy 43 1.31 1.64750 0.00000 0.00000
128 2010.06.17 22:15 modify 43 1.31 1.64750 1.64350 1.64820
129 2010.06.18 06:01 t/p 43 1.31 1.64820 1.64350 1.64820 96.22 22455.20
130 2010.06.21 21:30 buy 44 1.31 1.64020 0.00000 0.00000
131 2010.06.21 21:30 modify 44 1.31 1.64020 1.63620 1.64090
132 2010.06.21 21:49 t/p 44 1.31 1.64090 1.63620 1.64090 99.63 22554.83
133 2010.06.21 22:09 buy 45 1.31 1.64020 0.00000 0.00000
134 2010.06.21 22:09 modify 45 1.31 1.64020 1.63620 1.64090
135 2010.06.22 00:53 s/l 45 1.31 1.63620 1.63620 1.64090 -572.76 21982.07
136 2010.06.22 21:44 buy 46 1.31 1.64000 0.00000 0.00000
137 2010.06.22 21:44 modify 46 1.31 1.64000 1.63600 1.64070
138 2010.06.22 22:09 t/p 46 1.31 1.64070 1.63600 1.64070 99.63 22081.70
139 2010.06.22 23:20 sell 47 1.31 1.64150 0.00000 0.00000
140 2010.06.22 23:20 modify 47 1.31 1.64150 1.64550 1.64080
141 2010.06.22 23:50 t/p 47 1.31 1.64080 1.64550 1.64080 99.62 22181.32
142 2010.06.23 00:17 sell 48 1.31 1.64180 0.00000 0.00000
143 2010.06.23 00:17 modify 48 1.31 1.64180 1.64580 1.64110
144 2010.06.23 00:18 t/p 48 1.31 1.64110 1.64580 1.64110 99.62 22280.94
145 2010.06.23 21:57 sell 49 1.31 1.65320 0.00000 0.00000
146 2010.06.23 21:57 modify 49 1.31 1.65320 1.65720 1.65250
147 2010.06.24 05:44 close 49 1.31 1.65320 1.65720 1.65250 -20.93 22260.01
148 2010.06.24 21:30 buy 50 1.31 1.64510 0.00000 0.00000
149 2010.06.24 21:30 modify 50 1.31 1.64510 1.64110 1.64580
150 2010.06.24 23:05 close 50 1.31 1.64510 1.64110 1.64580 0.00 22260.01
151 2010.06.24 23:43 buy 51 1.31 1.64460 0.00000 0.00000
152 2010.06.24 23:43 modify 51 1.31 1.64460 1.64060 1.64530
153 2010.06.24 23:53 t/p 51 1.31 1.64530 1.64060 1.64530 99.62 22359.63
154 2010.06.28 21:33 buy 52 1.31 1.64150 0.00000 0.00000
155 2010.06.28 21:33 modify 52 1.31 1.64150 1.63750 1.64220
156 2010.06.28 22:53 close 52 1.31 1.64160 1.63750 1.64220 14.23 22373.86
157 2010.06.28 22:56 buy 53 1.31 1.64070 0.00000 0.00000
158 2010.06.28 22:56 modify 53 1.31 1.64070 1.63670 1.64140
159 2010.06.28 23:10 t/p 53 1.31 1.64140 1.63670 1.64140 99.62 22473.48
160 2010.06.29 21:54 buy 54 1.31 1.62930 0.00000 0.00000
161 2010.06.29 21:54 modify 54 1.31 1.62930 1.62530 1.63000
162 2010.06.29 23:22 close 54 1.31 1.62930 1.62530 1.63000 0.00 22473.48
163 2010.06.29 23:28 buy 55 1.31 1.62840 0.00000 0.00000
164 2010.06.29 23:28 modify 55 1.31 1.62840 1.62440 1.62910
165 2010.06.29 23:45 t/p 55 1.31 1.62910 1.62440 1.62910 99.62 22573.10

 

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