Back Tested Results GBP / CHF 7-2011

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 46407.00
Total net profit 3129.36 Gross profit 5165.71 Gross loss -2036.35
Profit factor 2.54 Expected payoff 82.35
Absolute drawdown 244.14 Maximal drawdown 1726.50 (3.52%) Relative drawdown 3.52% (1726.50)
Total trades 38 Short positions (won %) 11 (63.64%) Long positions (won %) 27 (81.48%)
Profit trades (% of total) 29 (76.32%) Loss trades (% of total) 9 (23.68%)
Largest profit trade 341.82 loss trade -976.57
Average profit trade 178.13 loss trade -226.26
Maximum consecutive wins (profit in money) 11 (1685.22) consecutive losses (loss in money) 3 (-1018.27)
Maximal consecutive profit (count of wins) 1685.22 (11) consecutive loss (count of losses) -1018.27 (3)
Average consecutive wins 4 consecutive losses 2

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.07.01 00:01 buy 1 2.24 1.34890 0.00000 0.00000
2 2011.07.01 00:01 modify 1 2.24 1.34890 1.34490 1.35030
3 2011.07.01 01:41 close 1 2.24 1.34890 1.34490 1.35030 0.00 46407.00
4 2011.07.04 21:30 buy 2 2.24 1.36340 0.00000 0.00000
5 2011.07.04 21:30 modify 2 2.24 1.36340 1.35940 1.36480
6 2011.07.04 22:50 close 2 2.24 1.36400 1.35940 1.36480 146.48 46553.48
7 2011.07.04 23:00 buy 3 2.24 1.36340 0.00000 0.00000
8 2011.07.04 23:00 modify 3 2.24 1.36340 1.35940 1.36480
9 2011.07.05 00:20 close 3 2.24 1.36410 1.35940 1.36480 165.04 46718.52
10 2011.07.05 22:31 buy 4 2.24 1.35040 0.00000 0.00000
11 2011.07.05 22:31 modify 4 2.24 1.35040 1.34640 1.35180
12 2011.07.06 00:01 close 4 2.24 1.35050 1.34640 1.35180 18.55 46737.07
13 2011.07.06 00:07 buy 5 2.24 1.35030 0.00000 0.00000
14 2011.07.06 00:07 modify 5 2.24 1.35030 1.34630 1.35170
15 2011.07.06 01:29 close 5 2.24 1.35030 1.34630 1.35170 0.00 46737.07
16 2011.07.06 21:58 sell 6 2.24 1.34350 0.00000 0.00000
17 2011.07.06 21:58 modify 6 2.24 1.34350 1.34750 1.34210
18 2011.07.06 23:28 close 6 2.24 1.34350 1.34750 1.34210 0.00 46737.07
19 2011.07.07 00:01 sell 7 2.24 1.34460 0.00000 0.00000
20 2011.07.07 00:01 modify 7 2.24 1.34460 1.34860 1.34320
21 2011.07.07 00:55 t/p 7 2.24 1.34320 1.34860 1.34320 341.76 47078.83
22 2011.07.07 21:35 buy 8 2.24 1.34850 0.00000 0.00000
23 2011.07.07 21:35 modify 8 2.24 1.34850 1.34450 1.34990
24 2011.07.07 22:55 close 8 2.24 1.34960 1.34450 1.34990 268.55 47347.38
25 2011.07.07 22:58 sell 9 2.24 1.34990 0.00000 0.00000
26 2011.07.07 22:58 modify 9 2.24 1.34990 1.35390 1.34850
27 2011.07.08 00:18 close 9 2.24 1.34960 1.35390 1.34850 61.27 47408.65
28 2011.07.11 21:36 buy 10 2.24 1.32880 0.00000 0.00000
29 2011.07.11 21:36 modify 10 2.24 1.32880 1.32480 1.33020
30 2011.07.11 21:44 t/p 10 2.24 1.33020 1.32480 1.33020 341.80 47750.45
31 2011.07.11 21:45 sell 11 2.24 1.33070 0.00000 0.00000
32 2011.07.11 21:45 modify 11 2.24 1.33070 1.33470 1.32930
33 2011.07.11 21:47 t/p 11 2.24 1.32930 1.33470 1.32930 341.77 48092.22
34 2011.07.11 22:55 buy 12 2.24 1.32930 0.00000 0.00000
35 2011.07.11 22:55 modify 12 2.24 1.32930 1.32530 1.33070
36 2011.07.12 00:15 close 12 2.24 1.32930 1.32530 1.33070 -5.86 48086.36
37 2011.07.12 00:17 buy 13 2.24 1.32930 0.00000 0.00000
38 2011.07.12 00:17 modify 13 2.24 1.32930 1.32530 1.33070
39 2011.07.12 02:05 close 13 2.24 1.32930 1.32530 1.33070 0.00 48086.36
40 2011.07.12 21:30 buy 14 2.24 1.32130 0.00000 0.00000
41 2011.07.12 21:30 modify 14 2.24 1.32130 1.31730 1.32270
42 2011.07.12 21:55 t/p 14 2.24 1.32270 1.31730 1.32270 341.80 48428.16
43 2011.07.12 23:02 sell 15 2.24 1.32370 0.00000 0.00000
44 2011.07.12 23:02 modify 15 2.24 1.32370 1.32770 1.32230
45 2011.07.13 04:55 close 15 2.24 1.32370 1.32770 1.32230 -11.96 48416.19
46 2011.07.13 22:00 buy 16 2.24 1.30720 0.00000 0.00000
47 2011.07.13 22:00 modify 16 2.24 1.30720 1.30320 1.30860
48 2011.07.13 22:03 t/p 16 2.24 1.30860 1.30320 1.30860 341.79 48757.98
49 2011.07.13 22:06 buy 17 2.24 1.31150 0.00000 0.00000
50 2011.07.13 22:06 modify 17 2.24 1.31150 1.30750 1.31290
51 2011.07.13 22:12 t/p 17 2.24 1.31290 1.30750 1.31290 341.79 49099.77
52 2011.07.13 22:12 buy 18 2.24 1.31320 0.00000 0.00000
53 2011.07.13 22:12 modify 18 2.24 1.31320 1.30920 1.31460
54 2011.07.13 22:16 s/l 18 2.24 1.30920 1.30920 1.31460 -976.57 48123.20
55 2011.07.13 22:16 buy 19 2.24 1.30940 0.00000 0.00000
56 2011.07.13 22:16 modify 19 2.24 1.30940 1.30540 1.31080
57 2011.07.13 22:27 t/p 19 2.24 1.31080 1.30540 1.31080 341.80 48465.00
58 2011.07.13 22:29 buy 20 2.24 1.31160 0.00000 0.00000
59 2011.07.13 22:29 modify 20 2.24 1.31160 1.30760 1.31300
60 2011.07.13 22:30 t/p 20 2.24 1.31300 1.30760 1.31300 341.80 48806.80
61 2011.07.13 22:33 buy 21 2.24 1.31100 0.00000 0.00000
62 2011.07.13 22:33 modify 21 2.24 1.31100 1.30700 1.31240
63 2011.07.13 23:53 close 21 2.24 1.31100 1.30700 1.31240 0.00 48806.80
64 2011.07.14 21:34 buy 22 2.24 1.31690 0.00000 0.00000
65 2011.07.14 21:34 modify 22 2.24 1.31690 1.31290 1.31830
66 2011.07.14 23:21 close 22 2.24 1.31690 1.31290 1.31830 0.00 48806.80
67 2011.07.14 23:37 buy 23 2.24 1.31620 0.00000 0.00000
68 2011.07.14 23:37 modify 23 2.24 1.31620 1.31220 1.31760
69 2011.07.15 02:00 close 23 2.24 1.31620 1.31220 1.31760 -5.86 48800.94
70 2011.07.18 23:58 buy 24 2.24 1.31230 0.00000 0.00000
71 2011.07.18 23:58 modify 24 2.24 1.31230 1.30830 1.31370
72 2011.07.19 01:26 close 24 2.24 1.31230 1.30830 1.31370 -5.86 48795.08
73 2011.07.19 21:35 buy 25 2.24 1.32880 0.00000 0.00000
74 2011.07.19 21:35 modify 25 2.24 1.32880 1.32480 1.33020
75 2011.07.19 22:55 close 25 2.24 1.32920 1.32480 1.33020 97.66 48892.74
76 2011.07.19 23:21 buy 26 2.24 1.32890 0.00000 0.00000
77 2011.07.19 23:21 modify 26 2.24 1.32890 1.32490 1.33030
78 2011.07.20 00:56 close 26 2.24 1.32890 1.32490 1.33030 -5.86 48886.88
79 2011.07.20 22:28 sell 27 2.24 1.32540 0.00000 0.00000
80 2011.07.20 22:28 modify 27 2.24 1.32540 1.32940 1.32400
81 2011.07.20 22:39 s/l 27 2.24 1.32940 1.32940 1.32400 -976.52 47910.36
82 2011.07.20 22:39 sell 28 2.24 1.32910 0.00000 0.00000
83 2011.07.20 22:39 modify 28 2.24 1.32910 1.33310 1.32770
84 2011.07.21 00:02 close 28 2.24 1.32910 1.33310 1.32770 -35.89 47874.47
85 2011.07.21 00:17 buy 29 2.24 1.32830 0.00000 0.00000
86 2011.07.21 00:17 modify 29 2.24 1.32830 1.32430 1.32970
87 2011.07.21 01:37 close 29 2.24 1.32870 1.32430 1.32970 97.66 47972.13
88 2011.07.21 22:55 sell 30 2.24 1.33370 0.00000 0.00000
89 2011.07.21 22:55 modify 30 2.24 1.33370 1.33770 1.33230
90 2011.07.22 00:17 close 30 2.24 1.33370 1.33770 1.33230 -11.96 47960.17
91 2011.07.25 21:30 buy 31 2.24 1.31140 0.00000 0.00000
92 2011.07.25 21:30 modify 31 2.24 1.31140 1.30740 1.31280
93 2011.07.25 22:15 t/p 31 2.24 1.31280 1.30740 1.31280 341.82 48301.99
94 2011.07.25 22:15 sell 32 2.24 1.31290 0.00000 0.00000
95 2011.07.25 22:15 modify 32 2.24 1.31290 1.31690 1.31150
96 2011.07.25 22:42 t/p 32 2.24 1.31150 1.31690 1.31150 341.78 48643.77
97 2011.07.25 22:58 sell 33 2.24 1.31300 0.00000 0.00000
98 2011.07.25 22:58 modify 33 2.24 1.31300 1.31700 1.31160
99 2011.07.25 23:03 t/p 33 2.24 1.31160 1.31700 1.31160 341.78 48985.55
100 2011.07.25 23:04 buy 34 2.24 1.31140 0.00000 0.00000
101 2011.07.25 23:04 modify 34 2.24 1.31140 1.30740 1.31280
102 2011.07.26 00:24 close 34 2.24 1.31190 1.30740 1.31280 116.22 49101.77
103 2011.07.26 21:30 sell 35 2.24 1.31580 0.00000 0.00000
104 2011.07.26 21:30 modify 35 2.24 1.31580 1.31980 1.31440
105 2011.07.26 23:17 close 35 2.24 1.31580 1.31980 1.31440 0.00 49101.77
106 2011.07.26 23:23 buy 36 2.24 1.31540 0.00000 0.00000
107 2011.07.26 23:23 modify 36 2.24 1.31540 1.31140 1.31680
108 2011.07.27 00:17 t/p 36 2.24 1.31680 1.31140 1.31680 335.96 49437.73
109 2011.07.27 21:34 buy 37 2.24 1.30880 0.00000 0.00000
110 2011.07.27 21:34 modify 37 2.24 1.30880 1.30480 1.31020
111 2011.07.28 00:59 close 37 2.24 1.30890 1.30480 1.31020 6.83 49444.56
112 2011.07.28 23:13 buy 38 2.24 1.31100 0.00000 0.00000
113 2011.07.28 23:13 modify 38 2.24 1.31100 1.30700 1.31240
114 2011.07.29 00:33 close 38 2.24 1.31140 1.30700 1.31240 91.80 49536.36

 

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