Back Tested Results GBP / USD 12-2010

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 30048.00
Total net profit 134.58 Gross profit 2392.97 Gross loss -2258.40
Profit factor 1.06 Expected payoff 4.08
Absolute drawdown 921.69 Maximal drawdown 2057.13 (6.60%) Relative drawdown 6.60% (2057.13)
Total trades 33 Short positions (won %) 13 (76.92%) Long positions (won %) 20 (95.00%)
Profit trades (% of total) 29 (87.88%) Loss trades (% of total) 4 (12.12%)
Largest profit trade 153.90 loss trade -707.60
Average profit trade 82.52 loss trade -564.60
Maximum consecutive wins (profit in money) 13 (1034.04) consecutive losses (loss in money) 1 (-707.60)
Maximal consecutive profit (count of wins) 1034.04 (13) consecutive loss (count of losses) -707.60 (1)
Average consecutive wins 7 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.12.01 00:07 sell 1 1.71 1.55750 0.00000 0.00000
2 2010.12.01 00:07 modify 1 1.71 1.55750 1.56150 1.55660
3 2010.12.01 00:30 t/p 1 1.71 1.55660 1.56150 1.55660 153.90 30201.90
4 2010.12.01 22:31 buy 2 1.71 1.56210 0.00000 0.00000
5 2010.12.01 22:31 modify 2 1.71 1.56210 1.55810 1.56300
6 2010.12.02 06:37 close 2 1.71 1.56260 1.55810 1.56300 73.70 30275.60
7 2010.12.02 22:38 buy 3 1.71 1.55950 0.00000 0.00000
8 2010.12.02 22:38 modify 3 1.71 1.55950 1.55550 1.56040
9 2010.12.02 23:56 close 3 1.71 1.55960 1.55550 1.56040 17.10 30292.70
10 2010.12.02 23:57 buy 4 1.71 1.55920 0.00000 0.00000
11 2010.12.02 23:57 modify 4 1.71 1.55920 1.55520 1.56010
12 2010.12.03 02:22 close 4 1.71 1.55940 1.55520 1.56010 30.27 30322.97
13 2010.12.06 21:30 buy 5 1.71 1.57130 0.00000 0.00000
14 2010.12.06 21:30 modify 5 1.71 1.57130 1.56730 1.57220
15 2010.12.06 22:28 t/p 5 1.71 1.57220 1.56730 1.57220 153.90 30476.87
16 2010.12.06 23:49 buy 6 1.71 1.57120 0.00000 0.00000
17 2010.12.06 23:49 modify 6 1.71 1.57120 1.56720 1.57210
18 2010.12.07 01:07 close 6 1.71 1.57140 1.56720 1.57210 30.27 30507.14
19 2010.12.07 21:40 buy 7 1.71 1.57600 0.00000 0.00000
20 2010.12.07 21:40 modify 7 1.71 1.57600 1.57200 1.57690
21 2010.12.07 23:04 close 7 1.71 1.57620 1.57200 1.57690 34.20 30541.34
22 2010.12.07 23:44 buy 8 1.71 1.57530 0.00000 0.00000
23 2010.12.07 23:44 modify 8 1.71 1.57530 1.57130 1.57620
24 2010.12.08 00:08 t/p 8 1.71 1.57620 1.57130 1.57620 149.97 30691.30
25 2010.12.08 23:21 buy 9 1.71 1.58000 0.00000 0.00000
26 2010.12.08 23:21 modify 9 1.71 1.58000 1.57600 1.58090
27 2010.12.09 00:24 t/p 9 1.71 1.58090 1.57600 1.58090 142.10 30833.40
28 2010.12.09 21:30 sell 10 1.71 1.57710 0.00000 0.00000
29 2010.12.09 21:30 modify 10 1.71 1.57710 1.58110 1.57620
30 2010.12.10 00:04 close 10 1.71 1.57690 1.58110 1.57620 26.33 30859.74
31 2010.12.10 00:04 buy 11 1.71 1.57690 0.00000 0.00000
32 2010.12.10 00:04 modify 11 1.71 1.57690 1.57290 1.57780
33 2010.12.10 01:35 close 11 1.71 1.57710 1.57290 1.57780 34.20 30893.94
34 2010.12.13 21:48 buy 12 1.71 1.58610 0.00000 0.00000
35 2010.12.13 21:48 modify 12 1.71 1.58610 1.58210 1.58700
36 2010.12.13 23:37 close 12 1.71 1.58630 1.58210 1.58700 34.20 30928.14
37 2010.12.14 00:15 buy 13 1.71 1.58550 0.00000 0.00000
38 2010.12.14 00:15 modify 13 1.71 1.58550 1.58150 1.58640
39 2010.12.14 01:03 t/p 13 1.71 1.58640 1.58150 1.58640 153.90 31082.04
40 2010.12.14 21:59 buy 14 1.71 1.57760 0.00000 0.00000
41 2010.12.14 22:00 modify 14 1.71 1.57760 1.57360 1.57850
42 2010.12.15 06:05 s/l 14 1.71 1.57360 1.57360 1.57850 -687.93 30394.10
43 2010.12.15 23:53 sell 15 1.71 1.55570 0.00000 0.00000
44 2010.12.15 23:53 modify 15 1.71 1.55570 1.55970 1.55480
45 2010.12.16 03:19 t/p 15 1.71 1.55480 1.55970 1.55480 130.30 30524.41
46 2010.12.16 22:03 sell 16 1.71 1.56330 0.00000 0.00000
47 2010.12.16 22:03 modify 16 1.71 1.56330 1.56730 1.56240
48 2010.12.16 23:38 close 16 1.71 1.56310 1.56730 1.56240 34.20 30558.61
49 2010.12.17 00:07 buy 17 1.71 1.56290 0.00000 0.00000
50 2010.12.17 00:07 modify 17 1.71 1.56290 1.55890 1.56380
51 2010.12.17 01:11 t/p 17 1.71 1.56380 1.55890 1.56380 153.90 30712.51
52 2010.12.20 21:43 buy 18 1.71 1.55090 0.00000 0.00000
53 2010.12.20 21:43 modify 18 1.71 1.55090 1.54690 1.55180
54 2010.12.20 23:10 close 18 1.71 1.55110 1.54690 1.55180 34.20 30746.71
55 2010.12.20 23:53 buy 19 1.71 1.55050 0.00000 0.00000
56 2010.12.20 23:53 modify 19 1.71 1.55050 1.54650 1.55140
57 2010.12.21 00:38 t/p 19 1.71 1.55140 1.54650 1.55140 149.97 30896.67
58 2010.12.21 21:35 sell 20 1.71 1.54710 0.00000 0.00000
59 2010.12.21 21:35 modify 20 1.71 1.54710 1.55110 1.54620
60 2010.12.21 22:52 close 20 1.71 1.54690 1.55110 1.54620 34.20 30930.87
61 2010.12.21 23:11 buy 21 1.71 1.54640 0.00000 0.00000
62 2010.12.21 23:11 modify 21 1.71 1.54640 1.54240 1.54730
63 2010.12.22 00:48 close 21 1.71 1.54660 1.54240 1.54730 30.27 30961.14
64 2010.12.22 21:30 sell 22 1.71 1.53890 0.00000 0.00000
65 2010.12.22 21:30 modify 22 1.71 1.53890 1.54290 1.53800
66 2010.12.22 21:40 t/p 22 1.71 1.53800 1.54290 1.53800 153.90 31115.04
67 2010.12.22 22:03 sell 23 1.71 1.53910 0.00000 0.00000
68 2010.12.22 22:03 modify 23 1.71 1.53910 1.54310 1.53820
69 2010.12.23 05:40 s/l 23 1.71 1.54310 1.54310 1.53820 -707.60 30407.44
70 2010.12.23 21:45 buy 24 1.71 1.54240 0.00000 0.00000
71 2010.12.23 21:45 modify 24 1.71 1.54240 1.53840 1.54330
72 2010.12.23 23:00 close 24 1.71 1.54260 1.53840 1.54330 34.20 30441.64
73 2010.12.23 23:33 sell 25 1.71 1.54380 0.00000 0.00000
74 2010.12.23 23:33 modify 25 1.71 1.54380 1.54780 1.54290
75 2010.12.24 00:53 close 25 1.71 1.54370 1.54780 1.54290 9.23 30450.88
76 2010.12.27 21:30 sell 26 1.71 1.54170 0.00000 0.00000
77 2010.12.27 21:30 modify 26 1.71 1.54170 1.54570 1.54080
78 2010.12.28 00:15 s/l 26 1.71 1.54570 1.54570 1.54080 -691.87 29759.01
79 2010.12.28 00:15 sell 27 1.71 1.54540 0.00000 0.00000
80 2010.12.28 00:15 modify 27 1.71 1.54540 1.54940 1.54450
81 2010.12.28 07:49 close 27 1.71 1.54490 1.54940 1.54450 85.50 29844.51
82 2010.12.28 21:52 buy 28 1.71 1.53750 0.00000 0.00000
83 2010.12.28 21:52 modify 28 1.71 1.53750 1.53350 1.53840
84 2010.12.29 00:33 close 28 1.71 1.53770 1.53350 1.53840 30.27 29874.78
85 2010.12.29 21:40 buy 29 1.71 1.55010 0.00000 0.00000
86 2010.12.29 21:40 modify 29 1.71 1.55010 1.54610 1.55100
87 2010.12.29 22:16 t/p 29 1.71 1.55100 1.54610 1.55100 153.90 30028.68
88 2010.12.29 22:16 sell 30 1.71 1.55110 0.00000 0.00000
89 2010.12.29 22:16 modify 30 1.71 1.55110 1.55510 1.55020
90 2010.12.29 22:20 t/p 30 1.71 1.55020 1.55510 1.55020 153.90 30182.58
91 2010.12.29 22:43 buy 31 1.71 1.54940 0.00000 0.00000
92 2010.12.29 22:43 modify 31 1.71 1.54940 1.54540 1.55030
93 2010.12.29 23:58 close 31 1.71 1.55000 1.54540 1.55030 102.60 30285.18
94 2010.12.30 00:17 sell 32 1.71 1.55100 0.00000 0.00000
95 2010.12.30 00:17 modify 32 1.71 1.55100 1.55500 1.55010
96 2010.12.30 08:27 close 32 1.71 1.55060 1.55500 1.55010 68.40 30353.58
97 2010.12.30 22:06 sell 33 1.71 1.54270 0.00000 0.00000
98 2010.12.30 22:06 modify 33 1.71 1.54270 1.54670 1.54180
99 2010.12.30 23:59 close at stop 33 1.71 1.54370 1.54670 1.54180 -171.00 30182.58

 

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