Back Tested Results GBP / CHF 8-2011

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 50516.00
Total net profit 3969.15 Gross profit 9149.17 Gross loss -5180.02
Profit factor 1.77 Expected payoff 94.50
Absolute drawdown 1892.40 Maximal drawdown 2716.56 (5.29%) Relative drawdown 5.29% (2716.56)
Total trades 42 Short positions (won %) 11 (63.64%) Long positions (won %) 31 (87.10%)
Profit trades (% of total) 34 (80.95%) Loss trades (% of total) 8 (19.05%)
Largest profit trade 393.48 loss trade -1019.75
Average profit trade 269.09 loss trade -647.50
Maximum consecutive wins (profit in money) 13 (3086.98) consecutive losses (loss in money) 1 (-1019.75)
Maximal consecutive profit (count of wins) 3086.98 (13) consecutive loss (count of losses) -1019.75 (1)
Average consecutive wins 5 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.08.01 21:30 sell 1 2.25 1.27690 0.00000 0.00000
2 2011.08.01 21:30 modify 1 2.25 1.27690 1.28090 1.27530
3 2011.08.02 01:21 s/l 1 2.25 1.28090 1.28090 1.27530 -995.66 49520.34
4 2011.08.02 21:30 buy 2 2.25 1.24460 0.00000 0.00000
5 2011.08.02 21:30 modify 2 2.25 1.24460 1.24060 1.24620
6 2011.08.02 21:56 t/p 2 2.25 1.24620 1.24060 1.24620 393.48 49913.82
7 2011.08.02 21:59 buy 3 2.25 1.23940 0.00000 0.00000
8 2011.08.02 21:59 modify 3 2.25 1.23940 1.23540 1.24100
9 2011.08.02 21:59 t/p 3 2.25 1.24100 1.23540 1.24100 393.48 50307.30
10 2011.08.02 21:59 buy 4 2.25 1.24510 0.00000 0.00000
11 2011.08.02 22:00 modify 4 2.25 1.24510 1.24110 1.24670
12 2011.08.02 23:19 t/p 4 2.25 1.24670 1.24110 1.24670 393.48 50700.78
13 2011.08.03 00:00 sell 5 2.25 1.24820 0.00000 0.00000
14 2011.08.03 00:00 modify 5 2.25 1.24820 1.25220 1.24660
15 2011.08.03 01:20 close 5 2.25 1.24800 1.25220 1.24660 49.18 50749.96
16 2011.08.03 21:58 buy 6 2.25 1.26360 0.00000 0.00000
17 2011.08.03 21:58 modify 6 2.25 1.26360 1.25960 1.26520
18 2011.08.03 22:14 t/p 6 2.25 1.26520 1.25960 1.26520 393.48 51143.44
19 2011.08.03 22:14 sell 7 2.25 1.26520 0.00000 0.00000
20 2011.08.03 22:14 modify 7 2.25 1.26520 1.26920 1.26360
21 2011.08.04 01:01 s/l 7 2.25 1.26920 1.26920 1.26360 -1019.75 50123.69
22 2011.08.04 21:30 buy 8 2.25 1.24470 0.00000 0.00000
23 2011.08.04 21:30 modify 8 2.25 1.24470 1.24070 1.24630
24 2011.08.04 21:59 t/p 8 2.25 1.24630 1.24070 1.24630 393.48 50517.17
25 2011.08.04 22:00 buy 9 2.25 1.24430 0.00000 0.00000
26 2011.08.04 22:00 modify 9 2.25 1.24430 1.24030 1.24590
27 2011.08.04 23:11 s/l 9 2.25 1.24030 1.24030 1.24590 -983.68 49533.49
28 2011.08.04 23:11 buy 10 2.25 1.23970 0.00000 0.00000
29 2011.08.04 23:11 modify 10 2.25 1.23970 1.23570 1.24130
30 2011.08.04 23:21 t/p 10 2.25 1.24130 1.23570 1.24130 393.47 49926.96
31 2011.08.04 23:53 buy 11 2.25 1.24130 0.00000 0.00000
32 2011.08.04 23:53 modify 11 2.25 1.24130 1.23730 1.24290
33 2011.08.05 00:48 t/p 11 2.25 1.24290 1.23730 1.24290 387.57 50314.53
34 2011.08.08 21:30 buy 12 2.25 1.23170 0.00000 0.00000
35 2011.08.08 21:30 modify 12 2.25 1.23170 1.22770 1.23330
36 2011.08.08 23:07 close 12 2.25 1.23170 1.22770 1.23330 0.00 50314.53
37 2011.08.08 23:09 buy 13 2.25 1.23130 0.00000 0.00000
38 2011.08.08 23:09 modify 13 2.25 1.23130 1.22730 1.23290
39 2011.08.09 00:19 s/l 13 2.25 1.22730 1.22730 1.23290 -989.53 49324.99
40 2011.08.09 00:19 buy 14 2.25 1.22760 0.00000 0.00000
41 2011.08.09 00:19 modify 14 2.25 1.22760 1.22360 1.22920
42 2011.08.09 00:54 t/p 14 2.25 1.22920 1.22360 1.22920 393.45 49718.44
43 2011.08.09 22:15 buy 15 2.25 1.17720 0.00000 0.00000
44 2011.08.09 22:15 modify 15 2.25 1.17720 1.17320 1.17880
45 2011.08.09 22:42 t/p 15 2.25 1.17880 1.17320 1.17880 393.45 50111.89
46 2011.08.09 22:48 buy 16 2.25 1.17790 0.00000 0.00000
47 2011.08.09 22:48 modify 16 2.25 1.17790 1.17390 1.17950
48 2011.08.09 23:36 t/p 16 2.25 1.17950 1.17390 1.17950 393.45 50505.34
49 2011.08.10 00:02 buy 17 2.25 1.17800 0.00000 0.00000
50 2011.08.10 00:02 modify 17 2.25 1.17800 1.17400 1.17960
51 2011.08.10 01:04 t/p 17 2.25 1.17960 1.17400 1.17960 393.45 50898.79
52 2011.08.10 21:30 buy 18 2.25 1.17150 0.00000 0.00000
53 2011.08.10 21:30 modify 18 2.25 1.17150 1.16750 1.17310
54 2011.08.10 21:48 t/p 18 2.25 1.17310 1.16750 1.17310 393.45 51292.24
55 2011.08.10 22:01 buy 19 2.25 1.17170 0.00000 0.00000
56 2011.08.10 22:01 modify 19 2.25 1.17170 1.16770 1.17330
57 2011.08.11 00:04 close 19 2.25 1.17170 1.16770 1.17330 -17.71 51274.54
58 2011.08.11 21:30 buy 20 2.25 1.23730 0.00000 0.00000
59 2011.08.11 21:30 modify 20 2.25 1.23730 1.23330 1.23890
60 2011.08.11 21:52 t/p 20 2.25 1.23890 1.23330 1.23890 393.45 51667.99
61 2011.08.11 21:59 sell 21 2.25 1.24040 0.00000 0.00000
62 2011.08.11 21:59 modify 21 2.25 1.24040 1.24440 1.23880
63 2011.08.11 22:01 t/p 21 2.25 1.23880 1.24440 1.23880 393.41 52061.40
64 2011.08.11 22:04 buy 22 2.25 1.23730 0.00000 0.00000
65 2011.08.11 22:04 modify 22 2.25 1.23730 1.23330 1.23890
66 2011.08.11 23:34 close 22 2.25 1.23730 1.23330 1.23890 0.00 52061.40
67 2011.08.15 21:31 buy 23 2.25 1.28530 0.00000 0.00000
68 2011.08.15 21:31 modify 23 2.25 1.28530 1.28130 1.28690
69 2011.08.16 00:06 close 23 2.25 1.28580 1.28130 1.28690 117.05 52178.45
70 2011.08.16 21:45 sell 24 2.25 1.31100 0.00000 0.00000
71 2011.08.16 21:45 modify 24 2.25 1.31100 1.31500 1.30940
72 2011.08.16 22:17 t/p 24 2.25 1.30940 1.31500 1.30940 393.41 52571.86
73 2011.08.16 22:34 buy 25 2.25 1.30850 0.00000 0.00000
74 2011.08.16 22:34 modify 25 2.25 1.30850 1.30450 1.31010
75 2011.08.16 23:57 close 25 2.25 1.30850 1.30450 1.31010 0.00 52571.86
76 2011.08.16 23:57 buy 26 2.25 1.30860 0.00000 0.00000
77 2011.08.16 23:57 modify 26 2.25 1.30860 1.30460 1.31020
78 2011.08.17 00:38 s/l 26 2.25 1.30460 1.30460 1.31020 -989.53 51582.32
79 2011.08.17 21:44 buy 27 2.25 1.30620 0.00000 0.00000
80 2011.08.17 21:44 modify 27 2.25 1.30620 1.30220 1.30780
81 2011.08.17 23:10 close 27 2.25 1.30620 1.30220 1.30780 0.00 51582.32
82 2011.08.18 00:15 sell 28 2.25 1.30760 0.00000 0.00000
83 2011.08.18 00:15 modify 28 2.25 1.30760 1.31160 1.30600
84 2011.08.18 00:45 t/p 28 2.25 1.30600 1.31160 1.30600 393.41 51975.73
85 2011.08.18 21:42 buy 29 2.25 1.31040 0.00000 0.00000
86 2011.08.18 21:42 modify 29 2.25 1.31040 1.30640 1.31200
87 2011.08.18 23:02 close 29 2.25 1.31060 1.30640 1.31200 49.18 52024.91
88 2011.08.18 23:12 sell 30 2.25 1.31140 0.00000 0.00000
89 2011.08.18 23:12 modify 30 2.25 1.31140 1.31540 1.30980
90 2011.08.18 23:25 t/p 30 2.25 1.30980 1.31540 1.30980 393.41 52418.32
91 2011.08.18 23:25 buy 31 2.25 1.30980 0.00000 0.00000
92 2011.08.18 23:25 modify 31 2.25 1.30980 1.30580 1.31140
93 2011.08.19 00:45 close 31 2.25 1.31000 1.30580 1.31140 43.28 52461.60
94 2011.08.22 21:30 buy 32 2.25 1.30030 0.00000 0.00000
95 2011.08.22 21:30 modify 32 2.25 1.30030 1.29630 1.30190
96 2011.08.22 21:31 t/p 32 2.25 1.30190 1.29630 1.30190 393.45 52855.05
97 2011.08.22 21:32 buy 33 2.25 1.30050 0.00000 0.00000
98 2011.08.22 21:32 modify 33 2.25 1.30050 1.29650 1.30210
99 2011.08.23 00:57 close 33 2.25 1.30070 1.29650 1.30210 43.28 52898.33
100 2011.08.23 21:30 buy 34 2.25 1.30650 0.00000 0.00000
101 2011.08.23 21:30 modify 34 2.25 1.30650 1.30250 1.30810
102 2011.08.23 22:49 t/p 34 2.25 1.30810 1.30250 1.30810 393.46 53291.79
103 2011.08.23 22:49 sell 35 2.25 1.30810 0.00000 0.00000
104 2011.08.23 22:49 modify 35 2.25 1.30810 1.31210 1.30650
105 2011.08.24 00:09 close 35 2.25 1.30720 1.31210 1.30650 209.24 53501.03
106 2011.08.24 00:11 buy 36 2.25 1.30710 0.00000 0.00000
107 2011.08.24 00:11 modify 36 2.25 1.30710 1.30310 1.30870
108 2011.08.24 00:39 t/p 36 2.25 1.30870 1.30310 1.30870 393.45 53894.48
109 2011.08.24 21:52 buy 37 2.25 1.30200 0.00000 0.00000
110 2011.08.24 21:52 modify 37 2.25 1.30200 1.29800 1.30360
111 2011.08.24 23:12 close 37 2.25 1.30270 1.29800 1.30360 172.14 54066.62
112 2011.08.25 23:10 sell 38 2.25 1.29320 0.00000 0.00000
113 2011.08.25 23:10 modify 38 2.25 1.29320 1.29720 1.29160
114 2011.08.26 00:30 close 38 2.25 1.29230 1.29720 1.29160 209.24 54275.86
115 2011.08.29 21:35 buy 39 2.25 1.33800 0.00000 0.00000
116 2011.08.29 21:35 modify 39 2.25 1.33800 1.33400 1.33960
117 2011.08.29 21:55 t/p 39 2.25 1.33960 1.33400 1.33960 393.45 54669.31
118 2011.08.29 22:50 sell 40 2.25 1.34070 0.00000 0.00000
119 2011.08.29 22:50 modify 40 2.25 1.34070 1.34470 1.33910
120 2011.08.30 00:11 close 40 2.25 1.34070 1.34470 1.33910 -12.05 54657.26
121 2011.08.30 21:51 buy 41 2.25 1.33630 0.00000 0.00000
122 2011.08.30 21:51 modify 41 2.25 1.33630 1.33230 1.33790
123 2011.08.30 23:11 close 41 2.25 1.33630 1.33230 1.33790 0.00 54657.26
124 2011.08.30 23:50 sell 42 2.25 1.33750 0.00000 0.00000
125 2011.08.30 23:50 modify 42 2.25 1.33750 1.34150 1.33590
126 2011.08.30 23:59 close at stop 42 2.25 1.33820 1.34150 1.33590 -172.11 54485.15

 

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