Back Tested Results GBP / CHF 6-2011

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 42531.00
Total net profit 3876.88 Gross profit 5719.41 Gross loss -1842.54
Profit factor 3.10 Expected payoff 86.15
Absolute drawdown 581.12 Maximal drawdown 1240.10 (2.84%) Relative drawdown 2.84% (1240.10)
Total trades 45 Short positions (won %) 14 (92.86%) Long positions (won %) 31 (87.10%)
Profit trades (% of total) 40 (88.89%) Loss trades (% of total) 5 (11.11%)
Largest profit trade 223.54 loss trade -899.47
Average profit trade 142.99 loss trade -368.51
Maximum consecutive wins (profit in money) 23 (3986.27) consecutive losses (loss in money) 1 (-899.47)
Maximal consecutive profit (count of wins) 3986.27 (23) consecutive loss (count of losses) -899.47 (1)
Average consecutive wins 7 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.06.01 00:00 buy 1 2.05 1.40240 0.00000 0.00000
2 2011.06.01 00:00 modify 1 2.05 1.40240 1.39840 1.40340
3 2011.06.01 01:21 close 1 2.05 1.40240 1.39840 1.40340 0.00 42531.00
4 2011.06.01 21:30 buy 2 2.05 1.37480 0.00000 0.00000
5 2011.06.01 21:30 modify 2 2.05 1.37480 1.37080 1.37580
6 2011.06.01 21:38 t/p 2 2.05 1.37580 1.37080 1.37580 223.52 42754.52
7 2011.06.01 21:38 buy 3 2.05 1.37590 0.00000 0.00000
8 2011.06.01 21:38 modify 3 2.05 1.37590 1.37190 1.37690
9 2011.06.01 23:24 close 3 2.05 1.37590 1.37190 1.37690 0.00 42754.52
10 2011.06.02 00:05 sell 4 2.05 1.37640 0.00000 0.00000
11 2011.06.02 00:05 modify 4 2.05 1.37640 1.38040 1.37540
12 2011.06.02 03:30 close 4 2.05 1.37640 1.38040 1.37540 0.00 42754.52
13 2011.06.02 23:03 sell 5 2.05 1.37990 0.00000 0.00000
14 2011.06.02 23:03 modify 5 2.05 1.37990 1.38390 1.37890
15 2011.06.03 00:23 close 5 2.05 1.37970 1.38390 1.37890 33.74 42788.26
16 2011.06.06 21:30 buy 6 2.05 1.36520 0.00000 0.00000
17 2011.06.06 21:30 modify 6 2.05 1.36520 1.36120 1.36620
18 2011.06.06 22:50 close 6 2.05 1.36530 1.36120 1.36620 22.35 42810.61
19 2011.06.06 23:01 buy 7 2.05 1.36490 0.00000 0.00000
20 2011.06.06 23:01 modify 7 2.05 1.36490 1.36090 1.36590
21 2011.06.06 23:18 t/p 7 2.05 1.36590 1.36090 1.36590 223.53 43034.14
22 2011.06.06 23:48 buy 8 2.05 1.36520 0.00000 0.00000
23 2011.06.06 23:48 modify 8 2.05 1.36520 1.36120 1.36620
24 2011.06.07 01:09 close 8 2.05 1.36540 1.36120 1.36620 39.33 43073.47
25 2011.06.07 21:32 buy 9 2.05 1.37510 0.00000 0.00000
26 2011.06.07 21:33 modify 9 2.05 1.37510 1.37110 1.37610
27 2011.06.07 22:53 close 9 2.05 1.37550 1.37110 1.37610 89.41 43162.88
28 2011.06.07 23:05 buy 10 2.05 1.37500 0.00000 0.00000
29 2011.06.07 23:05 modify 10 2.05 1.37500 1.37100 1.37600
30 2011.06.08 00:22 t/p 10 2.05 1.37600 1.37100 1.37600 218.15 43381.04
31 2011.06.08 23:58 sell 11 2.05 1.37180 0.00000 0.00000
32 2011.06.08 23:58 modify 11 2.05 1.37180 1.37580 1.37080
33 2011.06.09 01:23 close 11 2.05 1.37180 1.37580 1.37080 -32.88 43348.16
34 2011.06.09 21:43 buy 12 2.05 1.37670 0.00000 0.00000
35 2011.06.09 21:43 modify 12 2.05 1.37670 1.37270 1.37770
36 2011.06.09 23:03 close 12 2.05 1.37700 1.37270 1.37770 67.06 43415.22
37 2011.06.09 23:49 sell 13 2.05 1.37790 0.00000 0.00000
38 2011.06.09 23:49 modify 13 2.05 1.37790 1.38190 1.37690
39 2011.06.10 00:33 t/p 13 2.05 1.37690 1.38190 1.37690 212.54 43627.76
40 2011.06.13 21:31 buy 14 2.05 1.37070 0.00000 0.00000
41 2011.06.13 21:31 modify 14 2.05 1.37070 1.36670 1.37170
42 2011.06.14 01:14 s/l 14 2.05 1.36670 1.36670 1.37170 -899.46 42728.30
43 2011.06.14 21:43 buy 15 2.05 1.38280 0.00000 0.00000
44 2011.06.14 21:43 modify 15 2.05 1.38280 1.37880 1.38380
45 2011.06.14 21:45 t/p 15 2.05 1.38380 1.37880 1.38380 223.53 42951.83
46 2011.06.14 22:51 buy 16 2.05 1.38350 0.00000 0.00000
47 2011.06.14 22:51 modify 16 2.05 1.38350 1.37950 1.38450
48 2011.06.15 00:11 close 16 2.05 1.38350 1.37950 1.38450 -5.37 42946.46
49 2011.06.15 00:13 buy 17 2.05 1.38360 0.00000 0.00000
50 2011.06.15 00:13 modify 17 2.05 1.38360 1.37960 1.38460
51 2011.06.15 04:29 close 17 2.05 1.38360 1.37960 1.38460 0.00 42946.46
52 2011.06.15 22:06 buy 18 2.05 1.38020 0.00000 0.00000
53 2011.06.15 22:06 modify 18 2.05 1.38020 1.37620 1.38120
54 2011.06.15 23:26 close 18 2.05 1.38020 1.37620 1.38120 0.00 42946.46
55 2011.06.15 23:50 buy 19 2.05 1.38020 0.00000 0.00000
56 2011.06.15 23:50 modify 19 2.05 1.38020 1.37620 1.38120
57 2011.06.16 00:32 t/p 19 2.05 1.38120 1.37620 1.38120 207.41 43153.87
58 2011.06.16 21:30 buy 20 2.05 1.36980 0.00000 0.00000
59 2011.06.16 21:30 modify 20 2.05 1.36980 1.36580 1.37080
60 2011.06.16 22:05 t/p 20 2.05 1.37080 1.36580 1.37080 223.51 43377.38
61 2011.06.16 23:58 sell 21 2.05 1.37200 0.00000 0.00000
62 2011.06.16 23:58 modify 21 2.05 1.37200 1.37600 1.37100
63 2011.06.17 01:01 t/p 21 2.05 1.37100 1.37600 1.37100 212.54 43589.92
64 2011.06.20 21:30 buy 22 2.05 1.37060 0.00000 0.00000
65 2011.06.20 21:30 modify 22 2.05 1.37060 1.36660 1.37160
66 2011.06.20 23:49 close 22 2.05 1.37060 1.36660 1.37160 0.00 43589.92
67 2011.06.21 00:14 sell 23 2.05 1.37070 0.00000 0.00000
68 2011.06.21 00:14 modify 23 2.05 1.37070 1.37470 1.36970
69 2011.06.21 00:35 t/p 23 2.05 1.36970 1.37470 1.36970 223.52 43813.44
70 2011.06.21 21:50 buy 24 2.05 1.36480 0.00000 0.00000
71 2011.06.21 21:50 modify 24 2.05 1.36480 1.36080 1.36580
72 2011.06.21 21:52 t/p 24 2.05 1.36580 1.36080 1.36580 223.54 44036.98
73 2011.06.21 21:52 sell 25 2.05 1.36610 0.00000 0.00000
74 2011.06.21 21:52 modify 25 2.05 1.36610 1.37010 1.36510
75 2011.06.21 21:52 t/p 25 2.05 1.36510 1.37010 1.36510 223.52 44260.50
76 2011.06.21 21:52 buy 26 2.05 1.36470 0.00000 0.00000
77 2011.06.21 21:52 modify 26 2.05 1.36470 1.36070 1.36570
78 2011.06.21 21:53 t/p 26 2.05 1.36570 1.36070 1.36570 223.54 44484.04
79 2011.06.21 21:53 buy 27 2.05 1.36470 0.00000 0.00000
80 2011.06.21 21:53 modify 27 2.05 1.36470 1.36070 1.36570
81 2011.06.21 21:54 t/p 27 2.05 1.36570 1.36070 1.36570 223.54 44707.58
82 2011.06.21 21:54 buy 28 2.05 1.36450 0.00000 0.00000
83 2011.06.21 21:54 modify 28 2.05 1.36450 1.36050 1.36550
84 2011.06.21 21:54 t/p 28 2.05 1.36550 1.36050 1.36550 223.54 44931.12
85 2011.06.21 21:54 sell 29 2.05 1.36610 0.00000 0.00000
86 2011.06.21 21:54 modify 29 2.05 1.36610 1.37010 1.36510
87 2011.06.21 21:54 t/p 29 2.05 1.36510 1.37010 1.36510 223.52 45154.64
88 2011.06.21 21:54 buy 30 2.05 1.36470 0.00000 0.00000
89 2011.06.21 21:54 modify 30 2.05 1.36470 1.36070 1.36570
90 2011.06.21 21:59 t/p 30 2.05 1.36570 1.36070 1.36570 223.54 45378.18
91 2011.06.21 22:00 sell 31 2.05 1.36600 0.00000 0.00000
92 2011.06.21 22:00 modify 31 2.05 1.36600 1.37000 1.36500
93 2011.06.21 22:02 t/p 31 2.05 1.36500 1.37000 1.36500 223.51 45601.69
94 2011.06.21 22:02 buy 32 2.05 1.36470 0.00000 0.00000
95 2011.06.21 22:02 modify 32 2.05 1.36470 1.36070 1.36570
96 2011.06.21 22:10 t/p 32 2.05 1.36570 1.36070 1.36570 223.54 45825.23
97 2011.06.21 22:26 sell 33 2.05 1.36590 0.00000 0.00000
98 2011.06.21 22:26 modify 33 2.05 1.36590 1.36990 1.36490
99 2011.06.21 23:05 t/p 33 2.05 1.36490 1.36990 1.36490 223.51 46048.74
100 2011.06.21 23:05 buy 34 2.05 1.36490 0.00000 0.00000
101 2011.06.21 23:05 modify 34 2.05 1.36490 1.36090 1.36590
102 2011.06.22 00:00 t/p 34 2.05 1.36590 1.36090 1.36590 218.16 46266.90
103 2011.06.22 00:00 sell 35 2.05 1.36610 0.00000 0.00000
104 2011.06.22 00:00 modify 35 2.05 1.36610 1.37010 1.36510
105 2011.06.22 01:20 close 35 2.05 1.36610 1.37010 1.36510 0.00 46266.90
106 2011.06.22 22:04 buy 36 2.05 1.34850 0.00000 0.00000
107 2011.06.22 22:04 modify 36 2.05 1.34850 1.34450 1.34950
108 2011.06.22 22:27 t/p 36 2.05 1.34950 1.34450 1.34950 223.52 46490.42
109 2011.06.22 22:48 sell 37 2.05 1.34990 0.00000 0.00000
110 2011.06.22 22:48 modify 37 2.05 1.34990 1.35390 1.34890
111 2011.06.22 23:20 t/p 37 2.05 1.34890 1.35390 1.34890 223.51 46713.93
112 2011.06.22 23:20 buy 38 2.05 1.34890 0.00000 0.00000
113 2011.06.22 23:20 modify 38 2.05 1.34890 1.34490 1.34990
114 2011.06.23 00:40 close 38 2.05 1.34900 1.34490 1.34990 6.25 46720.18
115 2011.06.23 23:38 sell 39 2.05 1.34330 0.00000 0.00000
116 2011.06.23 23:38 modify 39 2.05 1.34330 1.34730 1.34230
117 2011.06.24 00:36 t/p 39 2.05 1.34230 1.34730 1.34230 212.55 46932.73
118 2011.06.27 21:30 buy 40 2.05 1.33500 0.00000 0.00000
119 2011.06.27 21:30 modify 40 2.05 1.33500 1.33100 1.33600
120 2011.06.28 06:38 s/l 40 2.05 1.33100 1.33100 1.33600 -899.47 46033.26
121 2011.06.28 21:30 buy 41 2.05 1.33060 0.00000 0.00000
122 2011.06.28 21:30 modify 41 2.05 1.33060 1.32660 1.33160
123 2011.06.28 22:18 t/p 41 2.05 1.33160 1.32660 1.33160 223.52 46256.78
124 2011.06.28 22:18 sell 42 2.05 1.33160 0.00000 0.00000
125 2011.06.28 22:18 modify 42 2.05 1.33160 1.33560 1.33060
126 2011.06.28 23:38 close 42 2.05 1.33110 1.33560 1.33060 111.76 46368.54
127 2011.06.28 23:48 buy 43 2.05 1.33090 0.00000 0.00000
128 2011.06.28 23:48 modify 43 2.05 1.33090 1.32690 1.33190
129 2011.06.29 01:53 close 43 2.05 1.33090 1.32690 1.33190 -5.37 46363.18
130 2011.06.29 21:32 buy 44 2.05 1.34010 0.00000 0.00000
131 2011.06.29 21:32 modify 44 2.05 1.34010 1.33610 1.34110
132 2011.06.29 23:20 close 44 2.05 1.34010 1.33610 1.34110 0.00 46363.18
133 2011.06.29 23:40 buy 45 2.05 1.33960 0.00000 0.00000
134 2011.06.29 23:40 modify 45 2.05 1.33960 1.33560 1.34060
135 2011.06.29 23:59 close at stop 45 2.05 1.33980 1.33560 1.34060 44.70 46407.88

 

Comments are closed.

s2Member®