Back Tested Results GBP / USD 1-2011

GBP/USD (Great Britain Pound vs US Dollar)

Bars in test 29275 Ticks modelled 26875900 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 28065.00
Total net profit -1407.68 Gross profit 2534.40 Gross loss -3942.08
Profit factor 0.64 Expected payoff -46.92
Absolute drawdown 1493.92 Maximal drawdown 2477.44 (8.53%) Relative drawdown 8.53% (2477.44)
Total trades 30 Short positions (won %) 8 (75.00%) Long positions (won %) 22 (86.36%)
Profit trades (% of total) 25 (83.33%) Loss trades (% of total) 5 (16.67%)
Largest profit trade 144.00 loss trade -795.04
Average profit trade 101.38 loss trade -788.42
Maximum consecutive wins (profit in money) 13 (1390.88) consecutive losses (loss in money) 2 (-1579.04)
Maximal consecutive profit (count of wins) 1390.88 (13) consecutive loss (count of losses) -1579.04 (2)
Average consecutive wins 6 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.01.03 22:34 buy 1 1.60 1.54770 0.00000 0.00000
2 2011.01.03 22:34 modify 1 1.60 1.54770 1.54280 1.54860
3 2011.01.03 23:49 close 1 1.60 1.54830 1.54280 1.54860 96.00 28161.00
4 2011.01.04 00:04 sell 2 1.60 1.54930 0.00000 0.00000
5 2011.01.04 00:04 modify 2 1.60 1.54930 1.55420 1.54840
6 2011.01.04 00:25 t/p 2 1.60 1.54840 1.55420 1.54840 144.00 28305.00
7 2011.01.04 23:37 sell 3 1.60 1.55990 0.00000 0.00000
8 2011.01.04 23:37 modify 3 1.60 1.55990 1.56480 1.55900
9 2011.01.05 00:16 t/p 3 1.60 1.55900 1.56480 1.55900 136.64 28441.64
10 2011.01.05 00:16 buy 4 1.60 1.55900 0.00000 0.00000
11 2011.01.05 00:16 modify 4 1.60 1.55900 1.55410 1.55990
12 2011.01.05 07:02 s/l 4 1.60 1.55410 1.55410 1.55990 -784.00 27657.64
13 2011.01.05 21:31 sell 5 1.60 1.55120 0.00000 0.00000
14 2011.01.05 21:31 modify 5 1.60 1.55120 1.55610 1.55030
15 2011.01.05 22:47 close 5 1.60 1.55060 1.55610 1.55030 96.00 27753.64
16 2011.01.05 22:47 buy 6 1.60 1.55060 0.00000 0.00000
17 2011.01.05 22:47 modify 6 1.60 1.55060 1.54570 1.55150
18 2011.01.06 00:00 t/p 6 1.60 1.55150 1.54570 1.55150 132.96 27886.60
19 2011.01.06 00:00 sell 7 1.60 1.55150 0.00000 0.00000
20 2011.01.06 00:00 modify 7 1.60 1.55150 1.55640 1.55060
21 2011.01.06 00:52 t/p 7 1.60 1.55060 1.55640 1.55060 144.00 28030.60
22 2011.01.06 22:00 buy 8 1.60 1.54660 0.00000 0.00000
23 2011.01.06 22:00 modify 8 1.60 1.54660 1.54170 1.54750
24 2011.01.06 23:16 close 8 1.60 1.54680 1.54170 1.54750 32.00 28062.60
25 2011.01.06 23:21 buy 9 1.60 1.54570 0.00000 0.00000
26 2011.01.06 23:21 modify 9 1.60 1.54570 1.54080 1.54660
27 2011.01.07 00:08 t/p 9 1.60 1.54660 1.54080 1.54660 140.32 28202.92
28 2011.01.10 21:30 buy 10 1.60 1.55750 0.00000 0.00000
29 2011.01.10 21:30 modify 10 1.60 1.55750 1.55260 1.55840
30 2011.01.10 23:22 close 10 1.60 1.55770 1.55260 1.55840 32.00 28234.92
31 2011.01.10 23:54 sell 11 1.60 1.55840 0.00000 0.00000
32 2011.01.10 23:54 modify 11 1.60 1.55840 1.56330 1.55750
33 2011.01.11 00:26 t/p 11 1.60 1.55750 1.56330 1.55750 136.64 28371.56
34 2011.01.11 21:34 buy 12 1.60 1.56050 0.00000 0.00000
35 2011.01.11 21:34 modify 12 1.60 1.56050 1.55560 1.56140
36 2011.01.11 21:48 t/p 12 1.60 1.56140 1.55560 1.56140 144.00 28515.56
37 2011.01.11 21:56 buy 13 1.60 1.56060 0.00000 0.00000
38 2011.01.11 21:56 modify 13 1.60 1.56060 1.55570 1.56150
39 2011.01.11 23:17 close 13 1.60 1.56080 1.55570 1.56150 32.00 28547.56
40 2011.01.12 00:19 buy 14 1.60 1.56030 0.00000 0.00000
41 2011.01.12 00:19 modify 14 1.60 1.56030 1.55540 1.56120
42 2011.01.12 01:04 t/p 14 1.60 1.56120 1.55540 1.56120 144.00 28691.56
43 2011.01.12 21:30 buy 15 1.60 1.57620 0.00000 0.00000
44 2011.01.12 21:30 modify 15 1.60 1.57620 1.57130 1.57710
45 2011.01.13 07:23 close 15 1.60 1.57670 1.57130 1.57710 68.96 28760.52
46 2011.01.13 21:30 buy 16 1.60 1.58300 0.00000 0.00000
47 2011.01.13 21:30 modify 16 1.60 1.58300 1.57810 1.58390
48 2011.01.13 22:15 t/p 16 1.60 1.58390 1.57810 1.58390 144.00 28904.52
49 2011.01.17 22:36 buy 17 1.60 1.58800 0.00000 0.00000
50 2011.01.17 22:36 modify 17 1.60 1.58800 1.58310 1.58890
51 2011.01.17 23:11 t/p 17 1.60 1.58890 1.58310 1.58890 144.00 29048.52
52 2011.01.17 23:54 sell 18 1.60 1.58940 0.00000 0.00000
53 2011.01.17 23:54 modify 18 1.60 1.58940 1.59430 1.58850
54 2011.01.18 05:05 s/l 18 1.60 1.59430 1.59430 1.58850 -791.36 28257.16
55 2011.01.18 22:31 buy 19 1.60 1.59530 0.00000 0.00000
56 2011.01.18 22:31 modify 19 1.60 1.59530 1.59040 1.59620
57 2011.01.18 22:41 t/p 19 1.60 1.59620 1.59040 1.59620 144.00 28401.16
58 2011.01.18 23:22 buy 20 1.60 1.59560 0.00000 0.00000
59 2011.01.18 23:22 modify 20 1.60 1.59560 1.59070 1.59650
60 2011.01.19 00:02 t/p 20 1.60 1.59650 1.59070 1.59650 140.32 28541.48
61 2011.01.19 00:04 sell 21 1.60 1.59710 0.00000 0.00000
62 2011.01.19 00:04 modify 21 1.60 1.59710 1.60200 1.59620
63 2011.01.19 01:43 s/l 21 1.60 1.60200 1.60200 1.59620 -784.00 27757.48
64 2011.01.19 22:15 buy 22 1.60 1.59880 0.00000 0.00000
65 2011.01.19 22:15 modify 22 1.60 1.59880 1.59390 1.59970
66 2011.01.20 01:48 s/l 22 1.60 1.59390 1.59390 1.59970 -795.04 26962.44
67 2011.01.20 21:52 buy 23 1.60 1.59030 0.00000 0.00000
68 2011.01.20 21:52 modify 23 1.60 1.59030 1.58540 1.59120
69 2011.01.20 23:56 close 23 1.60 1.59050 1.58540 1.59120 32.00 26994.44
70 2011.01.21 00:06 buy 24 1.60 1.58980 0.00000 0.00000
71 2011.01.21 00:06 modify 24 1.60 1.58980 1.58490 1.59070
72 2011.01.21 00:36 t/p 24 1.60 1.59070 1.58490 1.59070 144.00 27138.44
73 2011.01.24 21:32 buy 25 1.60 1.59920 0.00000 0.00000
74 2011.01.24 21:32 modify 25 1.60 1.59920 1.59430 1.60010
75 2011.01.25 01:32 close 25 1.60 1.59960 1.59430 1.60010 60.32 27198.76
76 2011.01.25 22:00 buy 26 1.60 1.58160 0.00000 0.00000
77 2011.01.25 22:01 modify 26 1.60 1.58160 1.57670 1.58250
78 2011.01.25 23:17 close 26 1.60 1.58180 1.57670 1.58250 32.00 27230.76
79 2011.01.25 23:41 buy 27 1.60 1.58160 0.00000 0.00000
80 2011.01.25 23:41 modify 27 1.60 1.58160 1.57670 1.58250
81 2011.01.26 02:25 close 27 1.60 1.58170 1.57670 1.58250 12.32 27243.08
82 2011.01.26 21:30 sell 28 1.60 1.59050 0.00000 0.00000
83 2011.01.26 21:30 modify 28 1.60 1.59050 1.59540 1.58960
84 2011.01.27 05:42 close 28 1.60 1.59000 1.59540 1.58960 57.92 27301.00
85 2011.01.27 22:39 buy 29 1.60 1.59250 0.00000 0.00000
86 2011.01.27 22:39 modify 29 1.60 1.59250 1.58760 1.59340
87 2011.01.27 23:17 t/p 29 1.60 1.59340 1.58760 1.59340 144.00 27445.00
88 2011.01.27 23:31 buy 30 1.60 1.59270 0.00000 0.00000
89 2011.01.27 23:31 modify 30 1.60 1.59270 1.58780 1.59360
90 2011.01.28 07:09 s/l 30 1.60 1.58780 1.58780 1.59360 -787.68 26657.32

 

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