Back Tested Results GBP / CHF 9-2010

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 29421.00
Total net profit -1421.37 Gross profit 3219.95 Gross loss -4641.32
Profit factor 0.69 Expected payoff -29.61
Absolute drawdown 2660.56 Maximal drawdown 2697.80 (9.16%) Relative drawdown 9.16% (2697.80)
Total trades 48 Short positions (won %) 14 (71.43%) Long positions (won %) 34 (79.41%)
Profit trades (% of total) 37 (77.08%) Loss trades (% of total) 11 (22.92%)
Largest profit trade 111.79 loss trade -758.67
Average profit trade 87.03 loss trade -421.94
Maximum consecutive wins (profit in money) 9 (531.49) consecutive losses (loss in money) 2 (-754.38)
Maximal consecutive profit (count of wins) 558.80 (6) consecutive loss (count of losses) -758.67 (1)
Average consecutive wins 4 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.09.01 00:01 sell 1 1.70 1.55850 0.00000 0.00000
2 2010.09.01 00:01 modify 1 1.70 1.55850 1.56250 1.55790
3 2010.09.01 01:38 s/l 1 1.70 1.56250 1.56250 1.55790 -744.77 28676.23
4 2010.09.01 22:32 buy 2 1.70 1.56910 0.00000 0.00000
5 2010.09.01 22:32 modify 2 1.70 1.56910 1.56510 1.56970
6 2010.09.01 23:53 close 2 1.70 1.56910 1.56510 1.56970 0.00 28676.23
7 2010.09.01 23:58 sell 3 1.70 1.57000 0.00000 0.00000
8 2010.09.01 23:58 modify 3 1.70 1.57000 1.57400 1.56940
9 2010.09.02 00:48 t/p 3 1.70 1.56940 1.57400 1.56940 84.32 28760.55
10 2010.09.02 21:30 buy 4 1.70 1.55920 0.00000 0.00000
11 2010.09.02 21:30 modify 4 1.70 1.55920 1.55520 1.55980
12 2010.09.02 21:36 t/p 4 1.70 1.55980 1.55520 1.55980 111.79 28872.34
13 2010.09.02 21:41 buy 5 1.70 1.55930 0.00000 0.00000
14 2010.09.02 21:42 modify 5 1.70 1.55930 1.55530 1.55990
15 2010.09.02 23:01 close 5 1.70 1.55950 1.55530 1.55990 37.27 28909.61
16 2010.09.02 23:36 sell 6 1.70 1.56020 0.00000 0.00000
17 2010.09.02 23:36 modify 6 1.70 1.56020 1.56420 1.55960
18 2010.09.03 03:45 close 6 1.70 1.56020 1.56420 1.55960 -9.13 28900.48
19 2010.09.06 21:30 buy 7 1.70 1.55770 0.00000 0.00000
20 2010.09.06 21:30 modify 7 1.70 1.55770 1.55370 1.55830
21 2010.09.06 22:37 s/l 7 1.70 1.55370 1.55370 1.55830 -745.25 28155.23
22 2010.09.06 22:37 buy 8 1.70 1.55400 0.00000 0.00000
23 2010.09.06 22:37 modify 8 1.70 1.55400 1.55000 1.55460
24 2010.09.06 22:45 t/p 8 1.70 1.55460 1.55000 1.55460 111.79 28267.02
25 2010.09.06 22:56 buy 9 1.70 1.55610 0.00000 0.00000
26 2010.09.06 22:56 modify 9 1.70 1.55610 1.55210 1.55670
27 2010.09.06 23:26 s/l 9 1.70 1.55210 1.55210 1.55670 -745.25 27521.77
28 2010.09.06 23:26 buy 10 1.70 1.55240 0.00000 0.00000
29 2010.09.06 23:26 modify 10 1.70 1.55240 1.54840 1.55300
30 2010.09.06 23:29 t/p 10 1.70 1.55300 1.54840 1.55300 111.79 27633.56
31 2010.09.07 00:07 buy 11 1.70 1.55320 0.00000 0.00000
32 2010.09.07 00:07 modify 11 1.70 1.55320 1.54920 1.55380
33 2010.09.07 01:19 t/p 11 1.70 1.55380 1.54920 1.55380 111.79 27745.35
34 2010.09.07 22:08 buy 12 1.70 1.55240 0.00000 0.00000
35 2010.09.07 22:08 modify 12 1.70 1.55240 1.54840 1.55300
36 2010.09.07 23:57 close 12 1.70 1.55240 1.54840 1.55300 0.00 27745.35
37 2010.09.08 00:12 sell 13 1.70 1.55300 0.00000 0.00000
38 2010.09.08 00:12 modify 13 1.70 1.55300 1.55700 1.55240
39 2010.09.08 03:47 close 13 1.70 1.55300 1.55700 1.55240 0.00 27745.35
40 2010.09.08 22:46 buy 14 1.70 1.56440 0.00000 0.00000
41 2010.09.08 22:46 modify 14 1.70 1.56440 1.56040 1.56500
42 2010.09.08 22:47 t/p 14 1.70 1.56500 1.56040 1.56500 111.79 27857.14
43 2010.09.08 23:48 sell 15 1.70 1.56520 0.00000 0.00000
44 2010.09.08 23:48 modify 15 1.70 1.56520 1.56920 1.56460
45 2010.09.09 00:01 t/p 15 1.70 1.56460 1.56920 1.56460 84.33 27941.47
46 2010.09.09 00:03 buy 16 1.70 1.56440 0.00000 0.00000
47 2010.09.09 00:32 modify 16 1.70 1.56440 1.56040 1.56500
48 2010.09.09 01:23 close 16 1.70 1.56440 1.56040 1.56500 0.00 27941.47
49 2010.09.09 21:30 buy 17 1.70 1.56570 0.00000 0.00000
50 2010.09.09 21:32 modify 17 1.70 1.56570 1.56170 1.56630
51 2010.09.09 21:40 t/p 17 1.70 1.56630 1.56170 1.56630 111.79 28053.26
52 2010.09.09 21:40 buy 18 1.70 1.56650 0.00000 0.00000
53 2010.09.09 21:40 modify 18 1.70 1.56650 1.56250 1.56710
54 2010.09.09 23:06 close 18 1.70 1.56650 1.56250 1.56710 0.00 28053.26
55 2010.09.09 23:33 buy 19 1.70 1.56580 0.00000 0.00000
56 2010.09.09 23:33 modify 19 1.70 1.56580 1.56180 1.56640
57 2010.09.10 00:57 close 19 1.70 1.56580 1.56180 1.56640 -4.47 28048.79
58 2010.09.13 22:54 buy 20 1.70 1.55360 0.00000 0.00000
59 2010.09.13 22:54 modify 20 1.70 1.55360 1.54960 1.55420
60 2010.09.13 22:57 t/p 20 1.70 1.55420 1.54960 1.55420 111.79 28160.58
61 2010.09.13 23:00 sell 21 1.70 1.55520 0.00000 0.00000
62 2010.09.13 23:00 modify 21 1.70 1.55520 1.55920 1.55460
63 2010.09.13 23:01 t/p 21 1.70 1.55460 1.55920 1.55460 111.71 28272.29
64 2010.09.13 23:01 buy 22 1.70 1.55350 0.00000 0.00000
65 2010.09.13 23:01 modify 22 1.70 1.55350 1.54950 1.55410
66 2010.09.14 00:15 s/l 22 1.70 1.54950 1.54950 1.55410 -749.72 27522.57
67 2010.09.14 00:15 buy 23 1.70 1.54980 0.00000 0.00000
68 2010.09.14 00:15 modify 23 1.70 1.54980 1.54580 1.55040
69 2010.09.14 00:18 t/p 23 1.70 1.55040 1.54580 1.55040 111.79 27634.36
70 2010.09.14 21:44 buy 24 1.70 1.54780 0.00000 0.00000
71 2010.09.14 21:44 modify 24 1.70 1.54780 1.54380 1.54840
72 2010.09.14 23:50 close 24 1.70 1.54780 1.54380 1.54840 0.00 27634.36
73 2010.09.15 00:00 sell 25 1.70 1.54830 0.00000 0.00000
74 2010.09.15 00:00 modify 25 1.70 1.54830 1.55230 1.54770
75 2010.09.15 00:02 t/p 25 1.70 1.54770 1.55230 1.54770 111.72 27746.08
76 2010.09.15 00:12 sell 26 1.70 1.54830 0.00000 0.00000
77 2010.09.15 00:12 modify 26 1.70 1.54830 1.55230 1.54770
78 2010.09.15 00:50 t/p 26 1.70 1.54770 1.55230 1.54770 111.72 27857.80
79 2010.09.15 22:48 buy 27 1.70 1.56740 0.00000 0.00000
80 2010.09.15 22:48 modify 27 1.70 1.56740 1.56340 1.56800
81 2010.09.15 23:14 t/p 27 1.70 1.56800 1.56340 1.56800 111.79 27969.59
82 2010.09.15 23:21 buy 28 1.70 1.56720 0.00000 0.00000
83 2010.09.15 23:21 modify 28 1.70 1.56720 1.56320 1.56780
84 2010.09.15 23:30 t/p 28 1.70 1.56780 1.56320 1.56780 111.78 28081.37
85 2010.09.15 23:52 buy 29 1.70 1.56730 0.00000 0.00000
86 2010.09.15 23:52 modify 29 1.70 1.56730 1.56330 1.56790
87 2010.09.16 02:58 s/l 29 1.70 1.56330 1.56330 1.56790 -758.67 27322.70
88 2010.09.16 23:17 buy 30 1.70 1.58650 0.00000 0.00000
89 2010.09.16 23:17 modify 30 1.70 1.58650 1.58250 1.58710
90 2010.09.17 00:06 t/p 30 1.70 1.58710 1.58250 1.58710 107.32 27430.02
91 2010.09.20 23:01 buy 31 1.70 1.56220 0.00000 0.00000
92 2010.09.20 23:01 modify 31 1.70 1.56220 1.55820 1.56280
93 2010.09.20 23:06 t/p 31 1.70 1.56280 1.55820 1.56280 111.79 27541.81
94 2010.09.20 23:47 buy 32 1.70 1.56240 0.00000 0.00000
95 2010.09.20 23:47 modify 32 1.70 1.56240 1.55840 1.56300
96 2010.09.21 01:08 close 32 1.70 1.56240 1.55840 1.56300 -4.47 27537.34
97 2010.09.21 22:03 buy 33 1.70 1.55600 0.00000 0.00000
98 2010.09.21 22:03 modify 33 1.70 1.55600 1.55200 1.55660
99 2010.09.21 22:31 t/p 33 1.70 1.55660 1.55200 1.55660 111.78 27649.12
100 2010.09.21 23:12 buy 34 1.70 1.55620 0.00000 0.00000
101 2010.09.21 23:12 modify 34 1.70 1.55620 1.55220 1.55680
102 2010.09.21 23:15 t/p 34 1.70 1.55680 1.55220 1.55680 111.79 27760.91
103 2010.09.21 23:50 sell 35 1.70 1.55790 0.00000 0.00000
104 2010.09.21 23:50 modify 35 1.70 1.55790 1.56190 1.55730
105 2010.09.21 23:53 t/p 35 1.70 1.55730 1.56190 1.55730 111.71 27872.62
106 2010.09.22 00:08 sell 36 1.70 1.55790 0.00000 0.00000
107 2010.09.22 00:08 modify 36 1.70 1.55790 1.56190 1.55730
108 2010.09.22 03:52 s/l 36 1.70 1.56190 1.56190 1.55730 -744.78 27127.84
109 2010.09.22 21:30 buy 37 1.70 1.54500 0.00000 0.00000
110 2010.09.22 21:30 modify 37 1.70 1.54500 1.54100 1.54560
111 2010.09.23 00:59 close 37 1.70 1.54510 1.54100 1.54560 5.21 27133.06
112 2010.09.23 22:43 buy 38 1.70 1.54510 0.00000 0.00000
113 2010.09.23 22:43 modify 38 1.70 1.54510 1.54110 1.54570
114 2010.09.23 22:52 t/p 38 1.70 1.54570 1.54110 1.54570 111.79 27244.85
115 2010.09.23 22:56 buy 39 1.70 1.54500 0.00000 0.00000
116 2010.09.23 22:56 modify 39 1.70 1.54500 1.54100 1.54560
117 2010.09.23 23:23 t/p 39 1.70 1.54560 1.54100 1.54560 111.79 27356.64
118 2010.09.23 23:36 buy 40 1.70 1.54500 0.00000 0.00000
119 2010.09.23 23:36 modify 40 1.70 1.54500 1.54100 1.54560
120 2010.09.23 23:51 t/p 40 1.70 1.54560 1.54100 1.54560 111.79 27468.43
121 2010.09.23 23:56 buy 41 1.70 1.54490 0.00000 0.00000
122 2010.09.23 23:56 modify 41 1.70 1.54490 1.54090 1.54550
123 2010.09.24 00:00 t/p 41 1.70 1.54550 1.54090 1.54550 107.31 27575.73
124 2010.09.27 21:32 buy 42 1.70 1.55970 0.00000 0.00000
125 2010.09.27 21:32 modify 42 1.70 1.55970 1.55570 1.56030
126 2010.09.28 02:46 close 42 1.70 1.55970 1.55570 1.56030 -4.47 27571.26
127 2010.09.28 21:46 sell 43 1.70 1.54310 0.00000 0.00000
128 2010.09.28 21:46 modify 43 1.70 1.54310 1.54710 1.54250
129 2010.09.28 21:56 t/p 43 1.70 1.54250 1.54710 1.54250 111.72 27682.98
130 2010.09.28 22:31 sell 44 1.70 1.54340 0.00000 0.00000
131 2010.09.28 22:31 modify 44 1.70 1.54340 1.54740 1.54280
132 2010.09.28 22:32 t/p 44 1.70 1.54280 1.54740 1.54280 111.71 27794.69
133 2010.09.28 23:00 sell 45 1.70 1.54350 0.00000 0.00000
134 2010.09.28 23:00 modify 45 1.70 1.54350 1.54750 1.54290
135 2010.09.28 23:01 t/p 45 1.70 1.54290 1.54750 1.54290 111.71 27906.40
136 2010.09.28 23:28 buy 46 1.70 1.54220 0.00000 0.00000
137 2010.09.28 23:28 modify 46 1.70 1.54220 1.53820 1.54280
138 2010.09.28 23:31 t/p 46 1.70 1.54280 1.53820 1.54280 111.78 28018.18
139 2010.09.29 00:05 buy 47 1.70 1.54250 0.00000 0.00000
140 2010.09.29 00:05 modify 47 1.70 1.54250 1.53850 1.54310
141 2010.09.29 00:16 t/p 47 1.70 1.54310 1.53850 1.54310 111.79 28129.97
142 2010.09.29 21:46 sell 48 1.70 1.54320 0.00000 0.00000
143 2010.09.29 21:48 modify 48 1.70 1.54320 1.54720 1.54260
144 2010.09.29 23:59 close at stop 48 1.70 1.54390 1.54720 1.54260 -130.34 27999.63

 

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