Back Tested Results GBP / CHF 7-2010

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 24457.00
Total net profit 3133.65 Gross profit 5135.69 Gross loss -2002.04
Profit factor 2.57 Expected payoff 51.37
Absolute drawdown 114.01 Maximal drawdown 1139.88 (4.23%) Relative drawdown 4.23% (1139.88)
Total trades 61 Short positions (won %) 14 (78.57%) Long positions (won %) 47 (91.49%)
Profit trades (% of total) 54 (88.52%) Loss trades (% of total) 7 (11.48%)
Largest profit trade 553.85 loss trade -659.51
Average profit trade 95.11 loss trade -286.01
Maximum consecutive wins (profit in money) 19 (1547.42) consecutive losses (loss in money) 1 (-659.51)
Maximal consecutive profit (count of wins) 1547.42 (19) consecutive loss (count of losses) -659.51 (1)
Average consecutive wins 8 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.07.01 00:00 sell 1 1.49 1.61290 0.00000 0.00000
2 2010.07.01 00:00 modify 1 1.49 1.61290 1.61690 1.61240
3 2010.07.01 00:11 t/p 1 1.49 1.61240 1.61690 1.61240 81.44 24538.44
4 2010.07.01 00:15 sell 2 1.49 1.61260 0.00000 0.00000
5 2010.07.01 00:15 modify 2 1.49 1.61260 1.61660 1.61210
6 2010.07.01 00:23 t/p 2 1.49 1.61210 1.61660 1.61210 81.44 24619.88
7 2010.07.01 21:30 buy 3 1.49 1.60770 0.00000 0.00000
8 2010.07.01 21:30 modify 3 1.49 1.60770 1.60370 1.60820
9 2010.07.01 22:12 t/p 3 1.49 1.60820 1.60370 1.60820 81.45 24701.33
10 2010.07.01 22:13 buy 4 1.49 1.60750 0.00000 0.00000
11 2010.07.01 22:14 modify 4 1.49 1.60750 1.60350 1.60800
12 2010.07.01 22:39 t/p 4 1.49 1.60800 1.60350 1.60800 81.45 24782.78
13 2010.07.01 22:59 sell 5 1.49 1.60940 0.00000 0.00000
14 2010.07.01 22:59 modify 5 1.49 1.60940 1.61340 1.60890
15 2010.07.01 23:00 t/p 5 1.49 1.60890 1.61340 1.60890 81.44 24864.22
16 2010.07.01 23:28 buy 6 1.49 1.60730 0.00000 0.00000
17 2010.07.01 23:28 modify 6 1.49 1.60730 1.60330 1.60780
18 2010.07.01 23:41 t/p 6 1.49 1.60780 1.60330 1.60780 81.45 24945.67
19 2010.07.01 23:41 buy 7 1.49 1.60750 0.00000 0.00000
20 2010.07.01 23:41 modify 7 1.49 1.60750 1.60350 1.60800
21 2010.07.01 23:44 t/p 7 1.49 1.60800 1.60350 1.60800 81.45 25027.12
22 2010.07.01 23:45 buy 8 1.49 1.60730 0.00000 0.00000
23 2010.07.01 23:45 modify 8 1.49 1.60730 1.60330 1.60780
24 2010.07.01 23:46 t/p 8 1.49 1.60780 1.60330 1.60780 81.45 25108.57
25 2010.07.01 23:53 buy 9 1.49 1.60750 0.00000 0.00000
26 2010.07.01 23:53 modify 9 1.49 1.60750 1.60350 1.60800
27 2010.07.01 23:57 t/p 9 1.49 1.60800 1.60350 1.60800 81.45 25190.02
28 2010.07.02 00:19 sell 10 1.49 1.61040 0.00000 0.00000
29 2010.07.02 00:19 modify 10 1.49 1.61040 1.61440 1.60990
30 2010.07.02 00:46 t/p 10 1.49 1.60990 1.61440 1.60990 81.44 25271.46
31 2010.07.05 21:51 buy 11 1.49 1.61080 0.00000 0.00000
32 2010.07.05 21:52 modify 11 1.49 1.61080 1.60680 1.61130
33 2010.07.05 21:53 t/p 11 1.49 1.61130 1.60680 1.61130 81.44 25352.90
34 2010.07.05 22:14 buy 12 1.49 1.61090 0.00000 0.00000
35 2010.07.05 22:14 modify 12 1.49 1.61090 1.60690 1.61140
36 2010.07.05 22:17 t/p 12 1.49 1.61140 1.60690 1.61140 81.44 25434.34
37 2010.07.05 22:18 buy 13 1.49 1.61090 0.00000 0.00000
38 2010.07.05 22:18 modify 13 1.49 1.61090 1.60690 1.61140
39 2010.07.05 22:23 t/p 13 1.49 1.61140 1.60690 1.61140 81.44 25515.78
40 2010.07.05 22:23 buy 14 1.49 1.61080 0.00000 0.00000
41 2010.07.05 22:25 modify 14 1.49 1.61080 1.60680 1.61130
42 2010.07.05 22:26 t/p 14 1.49 1.61130 1.60680 1.61130 81.44 25597.22
43 2010.07.05 22:28 buy 15 1.49 1.61080 0.00000 0.00000
44 2010.07.05 22:28 modify 15 1.49 1.61080 1.60680 1.61130
45 2010.07.05 22:28 t/p 15 1.49 1.61130 1.60680 1.61130 81.44 25678.66
46 2010.07.05 22:29 buy 16 1.49 1.61090 0.00000 0.00000
47 2010.07.05 22:29 modify 16 1.49 1.61090 1.60690 1.61140
48 2010.07.05 22:29 t/p 16 1.49 1.61140 1.60690 1.61140 81.44 25760.10
49 2010.07.05 22:29 buy 17 1.49 1.61080 0.00000 0.00000
50 2010.07.05 22:29 modify 17 1.49 1.61080 1.60680 1.61130
51 2010.07.05 22:30 t/p 17 1.49 1.61130 1.60680 1.61130 81.44 25841.54
52 2010.07.05 22:31 buy 18 1.49 1.61070 0.00000 0.00000
53 2010.07.05 22:40 modify 18 1.49 1.61070 1.60670 1.61120
54 2010.07.05 22:40 t/p 18 1.49 1.61120 1.60670 1.61120 81.44 25922.98
55 2010.07.05 22:43 buy 19 1.49 1.61080 0.00000 0.00000
56 2010.07.05 22:45 modify 19 1.49 1.61080 1.60680 1.61130
57 2010.07.05 22:48 t/p 19 1.49 1.61130 1.60680 1.61130 81.44 26004.42
58 2010.07.05 22:49 buy 20 1.49 1.61080 0.00000 0.00000
59 2010.07.05 22:53 modify 20 1.49 1.61080 1.60680 1.61130
60 2010.07.06 02:49 s/l 20 1.49 1.60680 1.60680 1.61130 -655.49 25348.93
61 2010.07.06 22:06 sell 21 1.49 1.60600 0.00000 0.00000
62 2010.07.06 22:06 modify 21 1.49 1.60600 1.61000 1.60550
63 2010.07.06 22:06 t/p 21 1.49 1.60550 1.61000 1.60550 81.44 25430.37
64 2010.07.06 22:22 buy 22 1.49 1.60460 0.00000 0.00000
65 2010.07.06 22:22 modify 22 1.49 1.60460 1.60060 1.60510
66 2010.07.06 22:30 t/p 22 1.49 1.60510 1.60060 1.60510 81.45 25511.82
67 2010.07.06 22:56 buy 23 1.49 1.60450 0.00000 0.00000
68 2010.07.07 00:16 close 23 1.49 1.60670 0.00000 0.00000 354.46 25866.28
69 2010.07.07 00:16 sell 24 1.49 1.60680 0.00000 0.00000
70 2010.07.07 00:18 modify 24 1.49 1.60680 1.61080 1.60630
71 2010.07.07 02:06 close 24 1.49 1.60680 1.61080 1.60630 0.00 25866.28
72 2010.07.07 21:30 buy 25 1.49 1.59700 0.00000 0.00000
73 2010.07.07 21:30 modify 25 1.49 1.59700 1.59300 1.59750
74 2010.07.08 01:29 close 25 1.49 1.59700 1.59300 1.59750 -11.74 25854.54
75 2010.07.08 21:33 buy 26 1.49 1.59060 0.00000 0.00000
76 2010.07.08 21:36 modify 26 1.49 1.59060 1.58660 1.59110
77 2010.07.08 21:58 t/p 26 1.49 1.59110 1.58660 1.59110 81.45 25935.99
78 2010.07.08 22:09 buy 27 1.49 1.59060 0.00000 0.00000
79 2010.07.08 22:14 modify 27 1.49 1.59060 1.58660 1.59110
80 2010.07.08 23:19 t/p 27 1.49 1.59110 1.58660 1.59110 81.45 26017.44
81 2010.07.08 23:30 buy 28 1.49 1.59030 0.00000 0.00000
82 2010.07.08 23:30 modify 28 1.49 1.59030 1.58630 1.59080
83 2010.07.08 23:38 t/p 28 1.49 1.59080 1.58630 1.59080 81.45 26098.89
84 2010.07.09 00:01 buy 29 1.49 1.59040 0.00000 0.00000
85 2010.07.09 00:03 modify 29 1.49 1.59040 1.58640 1.59090
86 2010.07.09 00:51 t/p 29 1.49 1.59090 1.58640 1.59090 81.45 26180.34
87 2010.07.12 22:05 buy 30 1.49 1.58990 0.00000 0.00000
88 2010.07.12 23:25 close 30 1.49 1.59330 0.00000 0.00000 553.85 26734.19
89 2010.07.12 23:52 sell 31 1.49 1.59480 0.00000 0.00000
90 2010.07.13 00:07 modify 31 1.49 1.59480 1.59880 1.59430
91 2010.07.13 04:25 close 31 1.49 1.59480 1.59880 1.59430 -7.99 26726.20
92 2010.07.13 21:45 sell 32 1.49 1.60130 0.00000 0.00000
93 2010.07.13 21:46 modify 32 1.49 1.60130 1.60530 1.60080
94 2010.07.13 22:02 t/p 32 1.49 1.60080 1.60530 1.60080 81.44 26807.64
95 2010.07.13 22:18 buy 33 1.49 1.60010 0.00000 0.00000
96 2010.07.13 22:20 modify 33 1.49 1.60010 1.59610 1.60060
97 2010.07.13 22:26 t/p 33 1.49 1.60060 1.59610 1.60060 81.45 26889.09
98 2010.07.13 22:59 sell 34 1.49 1.60190 0.00000 0.00000
99 2010.07.13 23:00 modify 34 1.49 1.60190 1.60590 1.60140
100 2010.07.14 00:08 s/l 34 1.49 1.60590 1.60590 1.60140 -659.50 26229.59
101 2010.07.14 21:30 buy 35 1.49 1.60670 0.00000 0.00000
102 2010.07.14 21:30 modify 35 1.49 1.60670 1.60270 1.60720
103 2010.07.14 23:33 close 35 1.49 1.60670 1.60270 1.60720 0.00 26229.59
104 2010.07.15 00:00 buy 36 1.49 1.60590 0.00000 0.00000
105 2010.07.15 00:00 modify 36 1.49 1.60590 1.60190 1.60640
106 2010.07.15 04:03 close 36 1.49 1.60590 1.60190 1.60640 0.00 26229.59
107 2010.07.15 21:36 buy 37 1.49 1.60890 0.00000 0.00000
108 2010.07.15 21:38 modify 37 1.49 1.60890 1.60490 1.60940
109 2010.07.15 21:48 t/p 37 1.49 1.60940 1.60490 1.60940 81.45 26311.04
110 2010.07.15 21:55 buy 38 1.49 1.60890 0.00000 0.00000
111 2010.07.15 21:56 modify 38 1.49 1.60890 1.60490 1.60940
112 2010.07.15 22:19 t/p 38 1.49 1.60940 1.60490 1.60940 81.45 26392.49
113 2010.07.15 22:54 buy 39 1.49 1.60870 0.00000 0.00000
114 2010.07.15 23:03 modify 39 1.49 1.60870 1.60470 1.60920
115 2010.07.15 23:07 t/p 39 1.49 1.60920 1.60470 1.60920 81.45 26473.94
116 2010.07.15 23:12 buy 40 1.49 1.60870 0.00000 0.00000
117 2010.07.15 23:19 modify 40 1.49 1.60870 1.60470 1.60920
118 2010.07.15 23:32 t/p 40 1.49 1.60920 1.60470 1.60920 81.45 26555.39
119 2010.07.15 23:52 buy 41 1.49 1.60860 0.00000 0.00000
120 2010.07.15 23:52 modify 41 1.49 1.60860 1.60460 1.60910
121 2010.07.16 01:18 close 41 1.49 1.60860 1.60460 1.60910 -3.91 26551.48
122 2010.07.19 21:30 buy 42 1.49 1.60640 0.00000 0.00000
123 2010.07.19 21:31 modify 42 1.49 1.60640 1.60240 1.60690
124 2010.07.19 22:13 t/p 42 1.49 1.60690 1.60240 1.60690 81.45 26632.93
125 2010.07.19 22:19 buy 43 1.49 1.60600 0.00000 0.00000
126 2010.07.19 22:29 modify 43 1.49 1.60600 1.60200 1.60650
127 2010.07.19 22:50 t/p 43 1.49 1.60650 1.60200 1.60650 81.45 26714.38
128 2010.07.19 22:58 buy 44 1.49 1.60590 0.00000 0.00000
129 2010.07.19 22:58 modify 44 1.49 1.60590 1.60190 1.60640
130 2010.07.19 23:00 t/p 44 1.49 1.60640 1.60190 1.60640 81.45 26795.83
131 2010.07.19 23:05 buy 45 1.49 1.60580 0.00000 0.00000
132 2010.07.19 23:05 modify 45 1.49 1.60580 1.60180 1.60630
133 2010.07.19 23:25 t/p 45 1.49 1.60630 1.60180 1.60630 81.45 26877.28
134 2010.07.19 23:29 buy 46 1.49 1.60580 0.00000 0.00000
135 2010.07.19 23:31 modify 46 1.49 1.60580 1.60180 1.60630
136 2010.07.20 00:48 t/p 46 1.49 1.60630 1.60180 1.60630 77.54 26954.82
137 2010.07.20 21:30 sell 47 1.49 1.60790 0.00000 0.00000
138 2010.07.20 21:30 modify 47 1.49 1.60790 1.61190 1.60740
139 2010.07.20 21:43 t/p 47 1.49 1.60740 1.61190 1.60740 81.44 27036.26
140 2010.07.20 21:51 buy 48 1.49 1.60730 0.00000 0.00000
141 2010.07.20 21:51 modify 48 1.49 1.60730 1.60330 1.60780
142 2010.07.20 22:54 t/p 48 1.49 1.60780 1.60330 1.60780 81.45 27117.71
143 2010.07.20 23:46 buy 49 1.49 1.60680 0.00000 0.00000
144 2010.07.20 23:46 modify 49 1.49 1.60680 1.60280 1.60730
145 2010.07.21 00:13 t/p 49 1.49 1.60730 1.60280 1.60730 77.54 27195.25
146 2010.07.21 21:31 buy 50 1.49 1.59330 0.00000 0.00000
147 2010.07.21 22:51 close 50 1.49 1.59520 0.00000 0.00000 309.51 27504.76
148 2010.07.21 23:31 sell 51 1.49 1.59580 0.00000 0.00000
149 2010.07.21 23:47 modify 51 1.49 1.59580 1.59980 1.59530
150 2010.07.21 23:58 t/p 51 1.49 1.59530 1.59980 1.59530 81.44 27586.20
151 2010.07.22 00:13 buy 52 1.49 1.59450 0.00000 0.00000
152 2010.07.22 00:14 modify 52 1.49 1.59450 1.59050 1.59500
153 2010.07.22 00:25 t/p 52 1.49 1.59500 1.59050 1.59500 81.45 27667.65
154 2010.07.22 23:38 sell 53 1.49 1.59320 0.00000 0.00000
155 2010.07.22 23:38 modify 53 1.49 1.59320 1.59720 1.59270
156 2010.07.22 23:39 t/p 53 1.49 1.59270 1.59720 1.59270 81.44 27749.09
157 2010.07.22 23:47 buy 54 1.49 1.59170 0.00000 0.00000
158 2010.07.22 23:48 modify 54 1.49 1.59170 1.58770 1.59220
159 2010.07.22 23:53 t/p 54 1.49 1.59220 1.58770 1.59220 81.45 27830.54
160 2010.07.26 22:30 sell 55 1.49 1.62490 0.00000 0.00000
161 2010.07.26 22:42 modify 55 1.49 1.62490 1.62890 1.62440
162 2010.07.26 22:44 t/p 55 1.49 1.62440 1.62890 1.62440 81.44 27911.98
163 2010.07.26 23:03 sell 56 1.49 1.62500 0.00000 0.00000
164 2010.07.26 23:03 modify 56 1.49 1.62500 1.62900 1.62450
165 2010.07.27 06:24 s/l 56 1.49 1.62900 1.62900 1.62450 -659.51 27252.47
166 2010.07.27 22:00 buy 57 1.49 1.65290 0.00000 0.00000
167 2010.07.27 23:20 close 57 1.49 1.65340 0.00000 0.00000 81.45 27333.92
168 2010.07.27 23:24 buy 58 1.49 1.65300 0.00000 0.00000
169 2010.07.27 23:24 modify 58 1.49 1.65300 1.64900 1.65350
170 2010.07.27 23:34 t/p 58 1.49 1.65350 1.64900 1.65350 81.45 27415.37
171 2010.07.28 21:37 buy 59 1.49 1.64740 0.00000 0.00000
172 2010.07.28 22:57 close 59 1.49 1.64800 0.00000 0.00000 97.74 27513.11
173 2010.07.29 00:05 buy 60 1.49 1.64790 0.00000 0.00000
174 2010.07.29 00:06 modify 60 1.49 1.64790 1.64390 1.64840
175 2010.07.29 00:19 t/p 60 1.49 1.64840 1.64390 1.64840 81.45 27594.56
176 2010.07.29 22:35 buy 61 1.49 1.62480 0.00000 0.00000
177 2010.07.29 22:55 modify 61 1.49 1.62480 1.62080 1.62530
178 2010.07.30 05:05 close 61 1.49 1.62480 1.62080 1.62530 -3.91 27590.65

 

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