Back Tested Results GBP / CHF 8-2010

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 28723.00
Total net profit 4032.22 Gross profit 4933.98 Gross loss -901.77
Profit factor 5.47 Expected payoff 76.08
Absolute drawdown 93.16 Maximal drawdown 1088.82 (3.30%) Relative drawdown 3.30% (1088.82)
Total trades 53 Short positions (won %) 7 (85.71%) Long positions (won %) 46 (95.65%)
Profit trades (% of total) 50 (94.34%) Loss trades (% of total) 3 (5.66%)
Largest profit trade 111.79 loss trade -883.88
Average profit trade 98.68 loss trade -300.59
Maximum consecutive wins (profit in money) 22 (2157.44) consecutive losses (loss in money) 1 (-883.88)
Maximal consecutive profit (count of wins) 2157.44 (22) consecutive loss (count of losses) -883.88 (1)
Average consecutive wins 13 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.08.02 21:30 buy 1 1.70 1.65100 0.00000 0.00000
2 2010.08.02 21:30 modify 1 1.70 1.65100 1.64640 1.65160
3 2010.08.02 22:30 t/p 1 1.70 1.65160 1.64640 1.65160 111.78 28834.78
4 2010.08.02 22:50 buy 2 1.70 1.65070 0.00000 0.00000
5 2010.08.02 22:50 modify 2 1.70 1.65070 1.64610 1.65130
6 2010.08.02 22:53 t/p 2 1.70 1.65130 1.64610 1.65130 111.79 28946.57
7 2010.08.02 23:04 sell 3 1.70 1.65190 0.00000 0.00000
8 2010.08.02 23:05 modify 3 1.70 1.65190 1.65650 1.65130
9 2010.08.02 23:19 t/p 3 1.70 1.65130 1.65650 1.65130 111.72 29058.29
10 2010.08.02 23:21 buy 4 1.70 1.65080 0.00000 0.00000
11 2010.08.02 23:21 modify 4 1.70 1.65080 1.64620 1.65140
12 2010.08.03 00:09 t/p 4 1.70 1.65140 1.64620 1.65140 107.32 29165.61
13 2010.08.04 00:00 sell 5 1.70 1.65810 0.00000 0.00000
14 2010.08.04 00:00 modify 5 1.70 1.65810 1.66270 1.65750
15 2010.08.04 00:43 t/p 5 1.70 1.65750 1.66270 1.65750 111.72 29277.33
16 2010.08.04 21:30 sell 6 1.70 1.67350 0.00000 0.00000
17 2010.08.04 21:31 modify 6 1.70 1.67350 1.67810 1.67290
18 2010.08.04 22:51 close 6 1.70 1.67350 1.67810 1.67290 0.00 29277.33
19 2010.08.04 23:12 buy 7 1.70 1.67330 0.00000 0.00000
20 2010.08.04 23:12 modify 7 1.70 1.67330 1.66870 1.67390
21 2010.08.04 23:15 t/p 7 1.70 1.67390 1.66870 1.67390 111.79 29389.12
22 2010.08.05 00:09 sell 8 1.70 1.67440 0.00000 0.00000
23 2010.08.05 00:09 modify 8 1.70 1.67440 1.67900 1.67380
24 2010.08.05 01:29 close 8 1.70 1.67420 1.67900 1.67380 37.24 29426.36
25 2010.08.05 23:50 buy 9 1.70 1.66240 0.00000 0.00000
26 2010.08.05 23:50 modify 9 1.70 1.66240 1.65780 1.66300
27 2010.08.06 02:05 close 9 1.70 1.66250 1.65780 1.66300 14.16 29440.52
28 2010.08.09 23:01 buy 10 1.70 1.66740 0.00000 0.00000
29 2010.08.09 23:01 modify 10 1.70 1.66740 1.66280 1.66800
30 2010.08.09 23:15 t/p 10 1.70 1.66800 1.66280 1.66800 111.78 29552.30
31 2010.08.09 23:18 buy 11 1.70 1.66750 0.00000 0.00000
32 2010.08.09 23:18 modify 11 1.70 1.66750 1.66290 1.66810
33 2010.08.09 23:33 t/p 11 1.70 1.66810 1.66290 1.66810 111.78 29664.08
34 2010.08.09 23:40 buy 12 1.70 1.66740 0.00000 0.00000
35 2010.08.09 23:40 modify 12 1.70 1.66740 1.66280 1.66800
36 2010.08.10 00:14 t/p 12 1.70 1.66800 1.66280 1.66800 107.31 29771.38
37 2010.08.10 21:42 buy 13 1.70 1.66160 0.00000 0.00000
38 2010.08.10 21:42 modify 13 1.70 1.66160 1.65700 1.66220
39 2010.08.11 00:15 close 13 1.70 1.66210 1.65700 1.66220 88.68 29860.06
40 2010.08.11 21:31 buy 14 1.70 1.65880 0.00000 0.00000
41 2010.08.11 21:31 modify 14 1.70 1.65880 1.65420 1.65940
42 2010.08.11 21:32 t/p 14 1.70 1.65940 1.65420 1.65940 111.78 29971.84
43 2010.08.11 21:33 buy 15 1.70 1.65850 0.00000 0.00000
44 2010.08.11 21:33 modify 15 1.70 1.65850 1.65390 1.65910
45 2010.08.11 21:46 t/p 15 1.70 1.65910 1.65390 1.65910 111.79 30083.63
46 2010.08.11 21:58 buy 16 1.70 1.65890 0.00000 0.00000
47 2010.08.11 21:59 modify 16 1.70 1.65890 1.65430 1.65950
48 2010.08.11 22:25 t/p 16 1.70 1.65950 1.65430 1.65950 111.78 30195.41
49 2010.08.11 22:38 buy 17 1.70 1.65850 0.00000 0.00000
50 2010.08.11 22:38 modify 17 1.70 1.65850 1.65390 1.65910
51 2010.08.11 22:39 t/p 17 1.70 1.65910 1.65390 1.65910 111.79 30307.20
52 2010.08.11 22:44 buy 18 1.70 1.65850 0.00000 0.00000
53 2010.08.11 22:44 modify 18 1.70 1.65850 1.65390 1.65910
54 2010.08.11 23:18 t/p 18 1.70 1.65910 1.65390 1.65910 111.79 30418.99
55 2010.08.11 23:30 buy 19 1.70 1.65800 0.00000 0.00000
56 2010.08.11 23:30 modify 19 1.70 1.65800 1.65340 1.65860
57 2010.08.12 01:04 close 19 1.70 1.65800 1.65340 1.65860 -13.42 30405.58
58 2010.08.12 21:30 buy 20 1.70 1.63500 0.00000 0.00000
59 2010.08.12 21:30 modify 20 1.70 1.63500 1.63040 1.63560
60 2010.08.12 22:24 t/p 20 1.70 1.63560 1.63040 1.63560 111.79 30517.37
61 2010.08.12 23:36 buy 21 1.70 1.63500 0.00000 0.00000
62 2010.08.12 23:36 modify 21 1.70 1.63500 1.63040 1.63560
63 2010.08.12 23:47 t/p 21 1.70 1.63560 1.63040 1.63560 111.79 30629.16
64 2010.08.13 00:19 sell 22 1.70 1.63680 0.00000 0.00000
65 2010.08.13 00:19 modify 22 1.70 1.63680 1.64140 1.63620
66 2010.08.13 00:53 t/p 22 1.70 1.63620 1.64140 1.63620 111.72 30740.88
67 2010.08.16 21:51 buy 23 1.70 1.62750 0.00000 0.00000
68 2010.08.16 21:51 modify 23 1.70 1.62750 1.62290 1.62810
69 2010.08.16 22:16 t/p 23 1.70 1.62810 1.62290 1.62810 111.79 30852.67
70 2010.08.16 22:35 buy 24 1.70 1.62750 0.00000 0.00000
71 2010.08.16 22:35 modify 24 1.70 1.62750 1.62290 1.62810
72 2010.08.17 02:11 close 24 1.70 1.62750 1.62290 1.62810 -4.47 30848.20
73 2010.08.17 21:37 buy 25 1.70 1.62540 0.00000 0.00000
74 2010.08.17 21:39 modify 25 1.70 1.62540 1.62080 1.62600
75 2010.08.17 22:37 t/p 25 1.70 1.62600 1.62080 1.62600 111.79 30959.99
76 2010.08.17 23:16 buy 26 1.70 1.62530 0.00000 0.00000
77 2010.08.17 23:16 modify 26 1.70 1.62530 1.62070 1.62590
78 2010.08.17 23:26 t/p 26 1.70 1.62590 1.62070 1.62590 111.79 31071.78
79 2010.08.17 23:32 buy 27 1.70 1.62520 0.00000 0.00000
80 2010.08.17 23:32 modify 27 1.70 1.62520 1.62060 1.62580
81 2010.08.17 23:37 t/p 27 1.70 1.62580 1.62060 1.62580 111.78 31183.56
82 2010.08.18 00:04 buy 28 1.70 1.62530 0.00000 0.00000
83 2010.08.18 00:04 modify 28 1.70 1.62530 1.62070 1.62590
84 2010.08.18 00:06 t/p 28 1.70 1.62590 1.62070 1.62590 111.79 31295.35
85 2010.08.18 00:07 buy 29 1.70 1.62520 0.00000 0.00000
86 2010.08.18 00:07 modify 29 1.70 1.62520 1.62060 1.62580
87 2010.08.18 00:11 t/p 29 1.70 1.62580 1.62060 1.62580 111.78 31407.13
88 2010.08.18 21:42 buy 30 1.70 1.62550 0.00000 0.00000
89 2010.08.18 21:42 modify 30 1.70 1.62550 1.62090 1.62610
90 2010.08.18 21:43 t/p 30 1.70 1.62610 1.62090 1.62610 111.79 31518.92
91 2010.08.18 21:54 buy 31 1.70 1.62550 0.00000 0.00000
92 2010.08.18 21:54 modify 31 1.70 1.62550 1.62090 1.62610
93 2010.08.18 22:00 t/p 31 1.70 1.62610 1.62090 1.62610 111.79 31630.71
94 2010.08.18 22:39 buy 32 1.70 1.62560 0.00000 0.00000
95 2010.08.18 22:39 modify 32 1.70 1.62560 1.62100 1.62620
96 2010.08.18 22:48 t/p 32 1.70 1.62620 1.62100 1.62620 111.79 31742.50
97 2010.08.18 22:52 buy 33 1.70 1.62550 0.00000 0.00000
98 2010.08.18 22:52 modify 33 1.70 1.62550 1.62090 1.62610
99 2010.08.18 23:02 t/p 33 1.70 1.62610 1.62090 1.62610 111.79 31854.29
100 2010.08.18 23:07 buy 34 1.70 1.62550 0.00000 0.00000
101 2010.08.18 23:07 modify 34 1.70 1.62550 1.62090 1.62610
102 2010.08.18 23:08 t/p 34 1.70 1.62610 1.62090 1.62610 111.79 31966.08
103 2010.08.18 23:40 buy 35 1.70 1.62540 0.00000 0.00000
104 2010.08.18 23:40 modify 35 1.70 1.62540 1.62080 1.62600
105 2010.08.19 00:51 t/p 35 1.70 1.62600 1.62080 1.62600 98.37 32064.45
106 2010.08.19 21:30 buy 36 1.70 1.60910 0.00000 0.00000
107 2010.08.19 21:30 modify 36 1.70 1.60910 1.60450 1.60970
108 2010.08.19 22:51 close 36 1.70 1.60910 1.60450 1.60970 0.00 32064.45
109 2010.08.19 22:51 buy 37 1.70 1.60890 0.00000 0.00000
110 2010.08.19 22:51 modify 37 1.70 1.60890 1.60430 1.60950
111 2010.08.20 01:23 t/p 37 1.70 1.60950 1.60430 1.60950 107.32 32171.77
112 2010.08.23 21:30 buy 38 1.70 1.61440 0.00000 0.00000
113 2010.08.23 21:30 modify 38 1.70 1.61440 1.60980 1.61500
114 2010.08.23 21:42 t/p 38 1.70 1.61500 1.60980 1.61500 111.79 32283.56
115 2010.08.23 21:44 buy 39 1.70 1.61440 0.00000 0.00000
116 2010.08.23 21:44 modify 39 1.70 1.61440 1.60980 1.61500
117 2010.08.23 23:09 close 39 1.70 1.61440 1.60980 1.61500 0.00 32283.56
118 2010.08.23 23:29 buy 40 1.70 1.61370 0.00000 0.00000
119 2010.08.23 23:29 modify 40 1.70 1.61370 1.60910 1.61430
120 2010.08.23 23:39 t/p 40 1.70 1.61430 1.60910 1.61430 111.79 32395.35
121 2010.08.24 00:06 buy 41 1.70 1.61360 0.00000 0.00000
122 2010.08.24 00:06 modify 41 1.70 1.61360 1.60900 1.61420
123 2010.08.24 00:29 t/p 41 1.70 1.61420 1.60900 1.61420 111.79 32507.14
124 2010.08.24 21:30 buy 42 1.70 1.58910 0.00000 0.00000
125 2010.08.24 21:30 modify 42 1.70 1.58910 1.58450 1.58970
126 2010.08.24 21:35 t/p 42 1.70 1.58970 1.58450 1.58970 111.79 32618.93
127 2010.08.24 21:37 buy 43 1.70 1.58960 0.00000 0.00000
128 2010.08.24 21:37 modify 43 1.70 1.58960 1.58500 1.59020
129 2010.08.24 22:47 t/p 43 1.70 1.59020 1.58500 1.59020 111.78 32730.71
130 2010.08.24 23:26 buy 44 1.70 1.58940 0.00000 0.00000
131 2010.08.24 23:27 modify 44 1.70 1.58940 1.58480 1.59000
132 2010.08.25 00:39 t/p 44 1.70 1.59000 1.58480 1.59000 107.32 32838.03
133 2010.08.25 21:30 sell 45 1.70 1.59370 0.00000 0.00000
134 2010.08.25 21:30 modify 45 1.70 1.59370 1.59830 1.59310
135 2010.08.25 22:01 t/p 45 1.70 1.59310 1.59830 1.59310 111.71 32949.74
136 2010.08.25 22:23 buy 46 1.70 1.59280 0.00000 0.00000
137 2010.08.25 22:23 modify 46 1.70 1.59280 1.58820 1.59340
138 2010.08.25 23:43 close 46 1.70 1.59310 1.58820 1.59340 55.90 33005.64
139 2010.08.25 23:57 sell 47 1.70 1.59360 0.00000 0.00000
140 2010.08.25 23:57 modify 47 1.70 1.59360 1.59820 1.59300
141 2010.08.26 03:49 s/l 47 1.70 1.59820 1.59820 1.59300 -883.88 32121.76
142 2010.08.26 21:50 buy 48 1.70 1.58980 0.00000 0.00000
143 2010.08.26 21:50 modify 48 1.70 1.58980 1.58520 1.59040
144 2010.08.26 22:26 t/p 48 1.70 1.59040 1.58520 1.59040 111.78 32233.54
145 2010.08.26 22:27 buy 49 1.70 1.58970 0.00000 0.00000
146 2010.08.26 22:27 modify 49 1.70 1.58970 1.58510 1.59030
147 2010.08.26 22:57 t/p 49 1.70 1.59030 1.58510 1.59030 111.78 32345.32
148 2010.08.26 23:01 buy 50 1.70 1.58950 0.00000 0.00000
149 2010.08.26 23:01 modify 50 1.70 1.58950 1.58490 1.59010
150 2010.08.26 23:51 t/p 50 1.70 1.59010 1.58490 1.59010 111.79 32457.11
151 2010.08.30 22:01 buy 51 1.70 1.58590 0.00000 0.00000
152 2010.08.30 22:01 modify 51 1.70 1.58590 1.58130 1.58650
153 2010.08.30 22:03 t/p 51 1.70 1.58650 1.58130 1.58650 111.79 32568.90
154 2010.08.30 22:17 buy 52 1.70 1.58600 0.00000 0.00000
155 2010.08.30 22:18 modify 52 1.70 1.58600 1.58140 1.58660
156 2010.08.30 23:02 t/p 52 1.70 1.58660 1.58140 1.58660 111.79 32680.69
157 2010.08.30 23:55 buy 53 1.70 1.58590 0.00000 0.00000
158 2010.08.30 23:59 close at stop 53 1.70 1.58630 0.00000 0.00000 74.53 32755.22

 

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