Back Tested Results GBP / CHF 9-2011

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 57640.00
Total net profit 5029.18 Gross profit 8590.81 Gross loss -3561.63
Profit factor 2.41 Expected payoff 135.92
Absolute drawdown 1234.57 Maximal drawdown 2773.02 (4.69%) Relative drawdown 4.69% (2773.02)
Total trades 37 Short positions (won %) 11 (72.73%) Long positions (won %) 26 (76.92%)
Profit trades (% of total) 28 (75.68%) Loss trades (% of total) 9 (24.32%)
Largest profit trade 488.80 loss trade -1157.05
Average profit trade 306.81 loss trade -395.74
Maximum consecutive wins (profit in money) 7 (2027.77) consecutive losses (loss in money) 1 (-1157.05)
Maximal consecutive profit (count of wins) 2027.77 (7) consecutive loss (count of losses) -1157.05 (1)
Average consecutive wins 3 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.09.01 00:00 buy 1 2.63 1.30830 0.00000 0.00000
2 2011.09.01 00:00 modify 1 2.63 1.30830 1.30430 1.31000
3 2011.09.01 00:16 t/p 1 2.63 1.31000 1.30430 1.31000 488.77 58128.77
4 2011.09.01 21:55 buy 2 2.63 1.28600 0.00000 0.00000
5 2011.09.01 21:55 modify 2 2.63 1.28600 1.28200 1.28770
6 2011.09.01 22:50 t/p 2 2.63 1.28770 1.28200 1.28770 488.77 58617.54
7 2011.09.01 22:50 sell 3 2.63 1.28770 0.00000 0.00000
8 2011.09.01 22:50 modify 3 2.63 1.28770 1.29170 1.28600
9 2011.09.02 00:10 close 3 2.63 1.28670 1.29170 1.28600 273.40 58890.94
10 2011.09.02 00:11 buy 4 2.63 1.28640 0.00000 0.00000
11 2011.09.02 00:11 modify 4 2.63 1.28640 1.28240 1.28810
12 2011.09.02 01:31 close 4 2.63 1.28670 1.28240 1.28810 86.25 58977.19
13 2011.09.05 22:00 buy 5 2.63 1.26660 0.00000 0.00000
14 2011.09.05 22:00 modify 5 2.63 1.26660 1.26260 1.26830
15 2011.09.06 00:59 s/l 5 2.63 1.26260 1.26260 1.26830 -1157.03 57820.17
16 2011.09.06 21:39 buy 6 2.63 1.37320 0.00000 0.00000
17 2011.09.06 21:39 modify 6 2.63 1.37320 1.36920 1.37490
18 2011.09.06 22:59 close 6 2.63 1.37350 1.36920 1.37490 86.26 57906.43
19 2011.09.06 23:52 buy 7 2.63 1.37350 0.00000 0.00000
20 2011.09.06 23:52 modify 7 2.63 1.37350 1.36950 1.37520
21 2011.09.07 03:27 s/l 7 2.63 1.36950 1.36950 1.37520 -1157.05 56749.38
22 2011.09.07 21:31 buy 8 2.63 1.37140 0.00000 0.00000
23 2011.09.07 21:31 modify 8 2.63 1.37140 1.36740 1.37310
24 2011.09.07 22:20 t/p 8 2.63 1.37310 1.36740 1.37310 488.78 57238.16
25 2011.09.07 22:20 sell 9 2.63 1.37370 0.00000 0.00000
26 2011.09.07 22:20 modify 9 2.63 1.37370 1.37770 1.37200
27 2011.09.07 23:05 t/p 9 2.63 1.37200 1.37770 1.37200 488.73 57726.89
28 2011.09.07 23:06 buy 10 2.63 1.37160 0.00000 0.00000
29 2011.09.07 23:06 modify 10 2.63 1.37160 1.36760 1.37330
30 2011.09.08 03:55 close 10 2.63 1.37160 1.36760 1.37330 -20.70 57706.19
31 2011.09.08 21:43 buy 11 2.63 1.39640 0.00000 0.00000
32 2011.09.08 21:43 modify 11 2.63 1.39640 1.39240 1.39810
33 2011.09.08 23:03 close 11 2.63 1.39680 1.39240 1.39810 115.01 57821.20
34 2011.09.08 23:04 buy 12 2.63 1.39630 0.00000 0.00000
35 2011.09.08 23:04 modify 12 2.63 1.39630 1.39230 1.39800
36 2011.09.09 03:10 s/l 12 2.63 1.39230 1.39230 1.39800 -1157.00 56664.20
37 2011.09.12 21:30 buy 13 2.63 1.39630 0.00000 0.00000
38 2011.09.12 21:30 modify 13 2.63 1.39630 1.39230 1.39800
39 2011.09.12 22:49 t/p 13 2.63 1.39800 1.39230 1.39800 488.80 57153.00
40 2011.09.13 00:00 sell 14 2.63 1.39910 0.00000 0.00000
41 2011.09.13 00:00 modify 14 2.63 1.39910 1.40310 1.39740
42 2011.09.13 01:20 close 14 2.63 1.39820 1.40310 1.39740 258.74 57411.74
43 2011.09.13 21:49 buy 15 2.63 1.38830 0.00000 0.00000
44 2011.09.13 21:49 modify 15 2.63 1.38830 1.38430 1.39000
45 2011.09.13 23:09 close 15 2.63 1.38880 1.38430 1.39000 143.76 57555.50
46 2011.09.13 23:20 buy 16 2.63 1.38860 0.00000 0.00000
47 2011.09.13 23:20 modify 16 2.63 1.38860 1.38460 1.39030
48 2011.09.14 00:40 close 16 2.63 1.38890 1.38460 1.39030 79.36 57634.86
49 2011.09.14 21:43 buy 17 2.63 1.38110 0.00000 0.00000
50 2011.09.14 21:43 modify 17 2.63 1.38110 1.37710 1.38280
51 2011.09.14 23:03 close 17 2.63 1.38150 1.37710 1.38280 115.01 57749.87
52 2011.09.14 23:09 buy 18 2.63 1.38110 0.00000 0.00000
53 2011.09.14 23:09 modify 18 2.63 1.38110 1.37710 1.38280
54 2011.09.15 00:29 close 18 2.63 1.38110 1.37710 1.38280 -20.70 57729.17
55 2011.09.15 21:36 buy 19 2.63 1.37300 0.00000 0.00000
56 2011.09.15 21:36 modify 19 2.63 1.37300 1.36900 1.37470
57 2011.09.15 22:04 t/p 19 2.63 1.37470 1.36900 1.37470 488.79 58217.96
58 2011.09.15 22:54 sell 20 2.63 1.37490 0.00000 0.00000
59 2011.09.15 22:55 modify 20 2.63 1.37490 1.37890 1.37320
60 2011.09.16 00:15 close 20 2.63 1.37490 1.37890 1.37320 -14.09 58203.88
61 2011.09.16 00:19 buy 21 2.63 1.37410 0.00000 0.00000
62 2011.09.16 00:20 modify 21 2.63 1.37410 1.37010 1.37580
63 2011.09.16 01:11 t/p 21 2.63 1.37580 1.37010 1.37580 488.79 58692.67
64 2011.09.19 21:32 buy 22 2.63 1.38390 0.00000 0.00000
65 2011.09.19 21:32 modify 22 2.63 1.38390 1.37990 1.38560
66 2011.09.19 22:21 t/p 22 2.63 1.38560 1.37990 1.38560 488.80 59181.47
67 2011.09.19 22:21 sell 23 2.63 1.38560 0.00000 0.00000
68 2011.09.19 22:21 modify 23 2.63 1.38560 1.38960 1.38390
69 2011.09.20 07:34 close 23 2.63 1.38560 1.38960 1.38390 -14.09 59167.38
70 2011.09.20 21:30 buy 24 2.63 1.39660 0.00000 0.00000
71 2011.09.20 21:30 modify 24 2.63 1.39660 1.39260 1.39830
72 2011.09.20 23:03 close 24 2.63 1.39660 1.39260 1.39830 0.00 59167.38
73 2011.09.20 23:51 buy 25 2.63 1.39580 0.00000 0.00000
74 2011.09.20 23:51 modify 25 2.63 1.39580 1.39180 1.39750
75 2011.09.21 03:30 close 25 2.63 1.39580 1.39180 1.39750 -6.90 59160.48
76 2011.09.21 21:34 sell 26 2.63 1.39550 0.00000 0.00000
77 2011.09.21 21:34 modify 26 2.63 1.39550 1.39950 1.39380
78 2011.09.21 22:12 t/p 26 2.63 1.39380 1.39950 1.39380 488.74 59649.22
79 2011.09.21 22:12 buy 27 2.63 1.39380 0.00000 0.00000
80 2011.09.21 22:12 modify 27 2.63 1.39380 1.38980 1.39550
81 2011.09.21 23:32 close 27 2.63 1.39390 1.38980 1.39550 28.75 59677.97
82 2011.09.22 00:00 sell 28 2.63 1.39540 0.00000 0.00000
83 2011.09.22 00:00 modify 28 2.63 1.39540 1.39940 1.39370
84 2011.09.22 01:01 t/p 28 2.63 1.39370 1.39940 1.39370 488.73 60166.70
85 2011.09.22 21:30 buy 29 2.63 1.39250 0.00000 0.00000
86 2011.09.22 21:30 modify 29 2.63 1.39250 1.38850 1.39420
87 2011.09.22 22:16 t/p 29 2.63 1.39420 1.38850 1.39420 488.79 60655.49
88 2011.09.22 23:50 sell 30 2.63 1.39590 0.00000 0.00000
89 2011.09.22 23:50 modify 30 2.63 1.39590 1.39990 1.39420
90 2011.09.23 01:23 close 30 2.63 1.39590 1.39990 1.39420 -14.09 60641.41
91 2011.09.26 21:30 buy 31 2.63 1.40230 0.00000 0.00000
92 2011.09.26 21:30 modify 31 2.63 1.40230 1.39830 1.40400
93 2011.09.26 22:50 close 31 2.63 1.40370 1.39830 1.40400 402.54 61043.95
94 2011.09.27 00:04 sell 32 2.63 1.40460 0.00000 0.00000
95 2011.09.27 00:04 modify 32 2.63 1.40460 1.40860 1.40290
96 2011.09.27 00:49 t/p 32 2.63 1.40290 1.40860 1.40290 488.74 61532.69
97 2011.09.27 21:36 buy 33 2.63 1.40120 0.00000 0.00000
98 2011.09.27 21:36 modify 33 2.63 1.40120 1.39720 1.40290
99 2011.09.27 22:56 close 33 2.63 1.40180 1.39720 1.40290 172.51 61705.20
100 2011.09.28 00:00 buy 34 2.63 1.40150 0.00000 0.00000
101 2011.09.28 00:00 modify 34 2.63 1.40150 1.39750 1.40320
102 2011.09.28 00:21 t/p 34 2.63 1.40320 1.39750 1.40320 488.78 62193.98
103 2011.09.28 22:00 sell 35 2.63 1.40290 0.00000 0.00000
104 2011.09.28 22:00 modify 35 2.63 1.40290 1.40690 1.40120
105 2011.09.28 23:21 close 35 2.63 1.40280 1.40690 1.40120 28.75 62222.73
106 2011.09.28 23:45 sell 36 2.63 1.40330 0.00000 0.00000
107 2011.09.28 23:45 modify 36 2.63 1.40330 1.40730 1.40160
108 2011.09.29 00:29 t/p 36 2.63 1.40160 1.40730 1.40160 446.45 62669.18
109 2011.09.29 21:48 buy 37 2.63 1.40100 0.00000 0.00000
110 2011.09.29 21:48 modify 37 2.63 1.40100 1.39700 1.40270
111 2011.09.29 23:49 close 37 2.63 1.40100 1.39700 1.40270 0.00 62669.18

 

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