Back Tested Results GBP / USD 1-2010

GBP/USD (Great Britain Pound vs US Dollar)

Bars in test 28994 Ticks modelled 21976619 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 160.82 Gross profit 524.66 Gross loss -363.84
Profit factor 1.44 Expected payoff 7.31
Absolute drawdown 86.94 Maximal drawdown 288.02 (2.82%) Relative drawdown 2.82% (288.02)
Total trades 22 Short positions (won %) 6 (83.33%) Long positions (won %) 16 (93.75%)
Profit trades (% of total) 20 (90.91%) Loss trades (% of total) 2 (9.09%)
Largest profit trade 57.20 loss trade -182.42
Average profit trade 26.23 loss trade -181.92
Maximum consecutive wins (profit in money) 9 (234.92) consecutive losses (loss in money) 1 (-182.42)
Maximal consecutive profit (count of wins) 234.92 (9) consecutive loss (count of losses) -182.42 (1)
Average consecutive wins 7 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.01.04 22:00 buy 1 0.44 1.60850 0.00000 0.00000
2 2010.01.04 22:00 modify 1 0.44 1.60850 1.60440 1.60980
3 2010.01.04 22:13 t/p 1 0.44 1.60980 1.60440 1.60980 57.20 10057.20
4 2010.01.04 22:47 buy 2 0.44 1.60900 0.00000 0.00000
5 2010.01.04 22:47 modify 2 0.44 1.60900 1.60490 1.61030
6 2010.01.04 23:23 t/p 2 0.44 1.61030 1.60490 1.61030 57.20 10114.40
7 2010.01.04 23:23 sell 3 0.44 1.61080 0.00000 0.00000
8 2010.01.04 23:23 modify 3 0.44 1.61080 1.61490 1.60950
9 2010.01.05 00:56 close 3 0.44 1.61060 1.61490 1.60950 6.78 10121.18
10 2010.01.05 22:00 buy 4 0.44 1.59930 0.00000 0.00000
11 2010.01.05 22:00 modify 4 0.44 1.59930 1.59520 1.60060
12 2010.01.06 00:44 s/l 4 0.44 1.59520 1.59520 1.60060 -181.41 9939.76
13 2010.01.06 22:02 buy 5 0.44 1.60090 0.00000 0.00000
14 2010.01.06 22:02 modify 5 0.44 1.60090 1.59680 1.60220
15 2010.01.06 22:10 t/p 5 0.44 1.60220 1.59680 1.60220 57.20 9996.96
16 2010.01.06 22:30 buy 6 0.44 1.60140 0.00000 0.00000
17 2010.01.06 22:30 modify 6 0.44 1.60140 1.59730 1.60270
18 2010.01.06 23:46 close 6 0.44 1.60180 1.59730 1.60270 17.60 10014.56
19 2010.01.07 22:00 buy 7 0.44 1.59320 0.00000 0.00000
20 2010.01.07 22:00 modify 7 0.44 1.59320 1.58910 1.59450
21 2010.01.07 23:30 close 7 0.44 1.59330 1.58910 1.59450 4.40 10018.96
22 2010.01.11 22:21 buy 8 0.44 1.61080 0.00000 0.00000
23 2010.01.11 22:21 modify 8 0.44 1.61080 1.60670 1.61210
24 2010.01.11 23:36 close 8 0.44 1.61130 1.60670 1.61210 22.00 10040.96
25 2010.01.12 22:00 buy 9 0.44 1.61650 0.00000 0.00000
26 2010.01.12 22:00 modify 9 0.44 1.61650 1.61240 1.61780
27 2010.01.13 00:40 close 9 0.44 1.61670 1.61240 1.61780 7.79 10048.75
28 2010.01.13 22:00 buy 10 0.44 1.62820 0.00000 0.00000
29 2010.01.13 22:00 modify 10 0.44 1.62820 1.62410 1.62950
30 2010.01.13 23:31 close 10 0.44 1.62840 1.62410 1.62950 8.80 10057.55
31 2010.01.13 23:40 sell 11 0.44 1.62930 0.00000 0.00000
32 2010.01.13 23:40 modify 11 0.44 1.62930 1.63340 1.62800
33 2010.01.14 00:00 t/p 11 0.44 1.62800 1.63340 1.62800 51.13 10108.68
34 2010.01.14 22:20 buy 12 0.44 1.63270 0.00000 0.00000
35 2010.01.14 22:20 modify 12 0.44 1.63270 1.62860 1.63400
36 2010.01.14 22:33 t/p 12 0.44 1.63400 1.62860 1.63400 57.20 10165.88
37 2010.01.14 22:33 sell 13 0.44 1.63400 0.00000 0.00000
38 2010.01.14 22:33 modify 13 0.44 1.63400 1.63810 1.63270
39 2010.01.14 23:55 close 13 0.44 1.63380 1.63810 1.63270 8.80 10174.68
40 2010.01.18 22:00 sell 14 0.44 1.63400 0.00000 0.00000
41 2010.01.18 22:00 modify 14 0.44 1.63400 1.63810 1.63270
42 2010.01.19 00:32 s/l 14 0.44 1.63810 1.63810 1.63270 -182.42 9992.26
43 2010.01.19 22:00 buy 15 0.44 1.63630 0.00000 0.00000
44 2010.01.19 22:00 modify 15 0.44 1.63630 1.63220 1.63760
45 2010.01.20 00:43 close 15 0.44 1.63640 1.63220 1.63760 3.39 9995.64
46 2010.01.20 22:00 sell 16 0.44 1.62950 0.00000 0.00000
47 2010.01.20 22:00 modify 16 0.44 1.62950 1.63360 1.62820
48 2010.01.20 23:40 close 16 0.44 1.62930 1.63360 1.62820 8.80 10004.44
49 2010.01.20 23:43 buy 17 0.44 1.62880 0.00000 0.00000
50 2010.01.20 23:43 modify 17 0.44 1.62880 1.62470 1.63010
51 2010.01.20 23:58 t/p 17 0.44 1.63010 1.62470 1.63010 57.20 10061.64
52 2010.01.21 22:00 buy 18 0.44 1.61950 0.00000 0.00000
53 2010.01.21 22:00 modify 18 0.44 1.61950 1.61540 1.62080
54 2010.01.21 23:54 close 18 0.44 1.61960 1.61540 1.62080 4.40 10066.04
55 2010.01.25 22:13 sell 19 0.44 1.62480 0.00000 0.00000
56 2010.01.25 22:13 modify 19 0.44 1.62480 1.62890 1.62350
57 2010.01.26 02:30 close 19 0.44 1.62430 1.62890 1.62350 19.98 10086.02
58 2010.01.26 22:32 buy 20 0.44 1.61390 0.00000 0.00000
59 2010.01.26 22:32 modify 20 0.44 1.61390 1.60980 1.61520
60 2010.01.26 23:47 close 20 0.44 1.61410 1.60980 1.61520 8.80 10094.82
61 2010.01.27 23:20 buy 21 0.44 1.61660 0.00000 0.00000
62 2010.01.27 23:20 modify 21 0.44 1.61660 1.61250 1.61790
63 2010.01.27 23:37 t/p 21 0.44 1.61790 1.61250 1.61790 57.20 10152.02
64 2010.01.28 22:26 buy 22 0.44 1.61290 0.00000 0.00000
65 2010.01.28 22:26 modify 22 0.44 1.61290 1.60880 1.61420
66 2010.01.28 23:43 close 22 0.44 1.61310 1.60880 1.61420 8.80 10160.82

 

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