Back Tested Results GBP / USD 2-2010

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 11569.00
Total net profit 603.75 Gross profit 1107.49 Gross loss -503.74
Profit factor 2.20 Expected payoff 13.42
Absolute drawdown 23.60 Maximal drawdown 489.70 (4.04%) Relative drawdown 4.04% (489.70)
Total trades 45 Short positions (won %) 16 (93.75%) Long positions (won %) 29 (96.55%)
Profit trades (% of total) 43 (95.56%) Loss trades (% of total) 2 (4.44%)
Largest profit trade 29.50 loss trade -255.94
Average profit trade 25.76 loss trade -251.87
Maximum consecutive wins (profit in money) 19 (468.87) consecutive losses (loss in money) 1 (-255.94)
Maximal consecutive profit (count of wins) 468.87 (19) consecutive loss (count of losses) -255.94 (1)
Average consecutive wins 14 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.02.01 21:30 buy 1 0.59 1.59570 0.00000 0.00000
2 2010.02.01 21:30 modify 1 0.59 1.59570 1.59150 1.59620
3 2010.02.01 22:06 t/p 1 0.59 1.59620 1.59150 1.59620 29.50 11598.50
4 2010.02.01 22:11 buy 2 0.59 1.59560 0.00000 0.00000
5 2010.02.01 22:11 modify 2 0.59 1.59560 1.59140 1.59610
6 2010.02.01 22:11 t/p 2 0.59 1.59610 1.59140 1.59610 29.50 11628.00
7 2010.02.01 22:12 buy 3 0.59 1.59560 0.00000 0.00000
8 2010.02.01 22:12 modify 3 0.59 1.59560 1.59140 1.59610
9 2010.02.01 22:12 t/p 3 0.59 1.59610 1.59140 1.59610 29.50 11657.50
10 2010.02.01 22:38 buy 4 0.59 1.59550 0.00000 0.00000
11 2010.02.01 22:38 modify 4 0.59 1.59550 1.59130 1.59600
12 2010.02.01 22:40 t/p 4 0.59 1.59600 1.59130 1.59600 29.50 11687.00
13 2010.02.01 22:41 sell 5 0.59 1.59650 0.00000 0.00000
14 2010.02.01 22:41 modify 5 0.59 1.59650 1.60070 1.59600
15 2010.02.01 23:16 t/p 5 0.59 1.59600 1.60070 1.59600 29.50 11716.50
16 2010.02.01 23:26 buy 6 0.59 1.59560 0.00000 0.00000
17 2010.02.01 23:26 modify 6 0.59 1.59560 1.59140 1.59610
18 2010.02.02 00:30 t/p 6 0.59 1.59610 1.59140 1.59610 28.14 11744.64
19 2010.02.02 21:30 buy 7 0.59 1.59750 0.00000 0.00000
20 2010.02.02 21:30 modify 7 0.59 1.59750 1.59330 1.59800
21 2010.02.02 22:09 t/p 7 0.59 1.59800 1.59330 1.59800 29.50 11774.14
22 2010.02.02 23:46 sell 8 0.59 1.59850 0.00000 0.00000
23 2010.02.02 23:46 modify 8 0.59 1.59850 1.60270 1.59800
24 2010.02.03 02:12 close 8 0.59 1.59830 1.60270 1.59800 9.09 11783.23
25 2010.02.03 21:31 buy 9 0.59 1.58980 0.00000 0.00000
26 2010.02.03 21:31 modify 9 0.59 1.58980 1.58560 1.59030
27 2010.02.03 22:50 close 9 0.59 1.58990 1.58560 1.59030 5.90 11789.13
28 2010.02.03 23:10 sell 10 0.59 1.59120 0.00000 0.00000
29 2010.02.03 23:10 modify 10 0.59 1.59120 1.59540 1.59070
30 2010.02.03 23:12 t/p 10 0.59 1.59070 1.59540 1.59070 29.50 11818.63
31 2010.02.03 23:22 sell 11 0.59 1.59100 0.00000 0.00000
32 2010.02.03 23:22 modify 11 0.59 1.59100 1.59520 1.59050
33 2010.02.04 00:30 t/p 11 0.59 1.59050 1.59520 1.59050 21.36 11839.99
34 2010.02.04 21:30 buy 12 0.59 1.57540 0.00000 0.00000
35 2010.02.04 21:30 modify 12 0.59 1.57540 1.57120 1.57590
36 2010.02.04 21:48 t/p 12 0.59 1.57590 1.57120 1.57590 29.50 11869.49
37 2010.02.04 21:48 buy 13 0.59 1.57550 0.00000 0.00000
38 2010.02.04 21:48 modify 13 0.59 1.57550 1.57130 1.57600
39 2010.02.04 21:53 t/p 13 0.59 1.57600 1.57130 1.57600 29.50 11898.99
40 2010.02.04 21:59 buy 14 0.59 1.57550 0.00000 0.00000
41 2010.02.04 22:00 modify 14 0.59 1.57550 1.57130 1.57600
42 2010.02.04 22:04 t/p 14 0.59 1.57600 1.57130 1.57600 29.50 11928.49
43 2010.02.04 23:33 buy 15 0.59 1.57600 0.00000 0.00000
44 2010.02.04 23:33 modify 15 0.59 1.57600 1.57180 1.57650
45 2010.02.04 23:49 t/p 15 0.59 1.57650 1.57180 1.57650 29.50 11957.99
46 2010.02.05 00:13 sell 16 0.59 1.57740 0.00000 0.00000
47 2010.02.05 00:13 modify 16 0.59 1.57740 1.58160 1.57690
48 2010.02.05 00:37 t/p 16 0.59 1.57690 1.58160 1.57690 29.50 11987.49
49 2010.02.08 21:30 buy 17 0.59 1.55990 0.00000 0.00000
50 2010.02.08 21:30 modify 17 0.59 1.55990 1.55570 1.56040
51 2010.02.09 00:20 t/p 17 0.59 1.56040 1.55570 1.56040 28.14 12015.63
52 2010.02.09 21:30 sell 18 0.59 1.57120 0.00000 0.00000
53 2010.02.09 21:30 modify 18 0.59 1.57120 1.57540 1.57070
54 2010.02.09 22:47 close 18 0.59 1.57100 1.57540 1.57070 11.80 12027.43
55 2010.02.09 22:47 buy 19 0.59 1.57100 0.00000 0.00000
56 2010.02.09 22:47 modify 19 0.59 1.57100 1.56680 1.57150
57 2010.02.10 00:29 close 19 0.59 1.57120 1.56680 1.57150 10.44 12037.87
58 2010.02.10 23:17 sell 20 0.59 1.56000 0.00000 0.00000
59 2010.02.10 23:17 modify 20 0.59 1.56000 1.56420 1.55950
60 2010.02.11 00:32 s/l 20 0.59 1.56420 1.56420 1.55950 -255.94 11781.93
61 2010.02.11 21:32 sell 21 0.59 1.57070 0.00000 0.00000
62 2010.02.11 21:32 modify 21 0.59 1.57070 1.57490 1.57020
63 2010.02.11 22:06 t/p 21 0.59 1.57020 1.57490 1.57020 29.50 11811.43
64 2010.02.11 22:13 sell 22 0.59 1.57050 0.00000 0.00000
65 2010.02.11 22:13 modify 22 0.59 1.57050 1.57470 1.57000
66 2010.02.11 22:15 t/p 22 0.59 1.57000 1.57470 1.57000 29.50 11840.93
67 2010.02.11 22:18 buy 23 0.59 1.56940 0.00000 0.00000
68 2010.02.11 22:18 modify 23 0.59 1.56940 1.56520 1.56990
69 2010.02.11 22:37 t/p 23 0.59 1.56990 1.56520 1.56990 29.50 11870.43
70 2010.02.11 23:00 buy 24 0.59 1.56970 0.00000 0.00000
71 2010.02.11 23:00 modify 24 0.59 1.56970 1.56550 1.57020
72 2010.02.12 00:03 t/p 24 0.59 1.57020 1.56550 1.57020 28.14 11898.57
73 2010.02.12 00:13 buy 25 0.59 1.56930 0.00000 0.00000
74 2010.02.12 00:13 modify 25 0.59 1.56930 1.56510 1.56980
75 2010.02.12 04:42 t/p 25 0.59 1.56980 1.56510 1.56980 29.50 11928.07
76 2010.02.15 21:46 buy 26 0.59 1.56580 0.00000 0.00000
77 2010.02.15 21:47 modify 26 0.59 1.56580 1.56160 1.56630
78 2010.02.15 22:08 t/p 26 0.59 1.56630 1.56160 1.56630 29.50 11957.57
79 2010.02.15 22:47 sell 27 0.59 1.56700 0.00000 0.00000
80 2010.02.15 22:47 modify 27 0.59 1.56700 1.57120 1.56650
81 2010.02.15 23:05 t/p 27 0.59 1.56650 1.57120 1.56650 29.50 11987.07
82 2010.02.15 23:32 sell 28 0.59 1.56690 0.00000 0.00000
83 2010.02.15 23:32 modify 28 0.59 1.56690 1.57110 1.56640
84 2010.02.15 23:44 t/p 28 0.59 1.56640 1.57110 1.56640 29.50 12016.57
85 2010.02.16 00:12 buy 29 0.59 1.56610 0.00000 0.00000
86 2010.02.16 00:12 modify 29 0.59 1.56610 1.56190 1.56660
87 2010.02.16 00:58 t/p 29 0.59 1.56660 1.56190 1.56660 29.50 12046.07
88 2010.02.16 23:00 buy 30 0.59 1.57830 0.00000 0.00000
89 2010.02.16 23:00 modify 30 0.59 1.57830 1.57410 1.57880
90 2010.02.16 23:32 t/p 30 0.59 1.57880 1.57410 1.57880 29.50 12075.57
91 2010.02.17 21:30 buy 31 0.59 1.56780 0.00000 0.00000
92 2010.02.17 21:30 modify 31 0.59 1.56780 1.56360 1.56830
93 2010.02.17 22:46 close 31 0.59 1.56800 1.56360 1.56830 11.80 12087.37
94 2010.02.18 00:05 sell 32 0.59 1.56870 0.00000 0.00000
95 2010.02.18 00:05 modify 32 0.59 1.56870 1.57290 1.56820
96 2010.02.18 00:09 t/p 32 0.59 1.56820 1.57290 1.56820 29.50 12116.87
97 2010.02.18 21:30 buy 33 0.59 1.56110 0.00000 0.00000
98 2010.02.18 21:30 modify 33 0.59 1.56110 1.55690 1.56160
99 2010.02.18 21:35 s/l 33 0.59 1.55690 1.55690 1.56160 -247.80 11869.07
100 2010.02.18 21:35 buy 34 0.59 1.55720 0.00000 0.00000
101 2010.02.18 21:35 modify 34 0.59 1.55720 1.55300 1.55770
102 2010.02.18 21:40 t/p 34 0.59 1.55770 1.55300 1.55770 29.50 11898.57
103 2010.02.22 21:30 buy 35 0.59 1.54810 0.00000 0.00000
104 2010.02.22 21:30 modify 35 0.59 1.54810 1.54390 1.54860
105 2010.02.22 22:05 t/p 35 0.59 1.54860 1.54390 1.54860 29.50 11928.07
106 2010.02.22 22:38 buy 36 0.59 1.54800 0.00000 0.00000
107 2010.02.22 22:38 modify 36 0.59 1.54800 1.54380 1.54850
108 2010.02.22 23:46 t/p 36 0.59 1.54850 1.54380 1.54850 29.50 11957.57
109 2010.02.22 23:58 sell 37 0.59 1.54920 0.00000 0.00000
110 2010.02.22 23:58 modify 37 0.59 1.54920 1.55340 1.54870
111 2010.02.23 01:25 close 37 0.59 1.54900 1.55340 1.54870 9.09 11966.66
112 2010.02.23 21:30 buy 38 0.59 1.54220 0.00000 0.00000
113 2010.02.23 21:30 modify 38 0.59 1.54220 1.53800 1.54270
114 2010.02.23 21:33 t/p 38 0.59 1.54270 1.53800 1.54270 29.50 11996.16
115 2010.02.23 21:33 buy 39 0.59 1.54260 0.00000 0.00000
116 2010.02.23 21:34 modify 39 0.59 1.54260 1.53840 1.54310
117 2010.02.23 22:05 t/p 39 0.59 1.54310 1.53840 1.54310 29.50 12025.66
118 2010.02.23 23:15 sell 40 0.59 1.54400 0.00000 0.00000
119 2010.02.23 23:15 modify 40 0.59 1.54400 1.54820 1.54350
120 2010.02.24 00:08 t/p 40 0.59 1.54350 1.54820 1.54350 26.79 12052.45
121 2010.02.24 00:08 buy 41 0.59 1.54330 0.00000 0.00000
122 2010.02.24 00:08 modify 41 0.59 1.54330 1.53910 1.54380
123 2010.02.24 00:10 t/p 41 0.59 1.54380 1.53910 1.54380 29.50 12081.95
124 2010.02.24 00:18 buy 42 0.59 1.54340 0.00000 0.00000
125 2010.02.24 00:18 modify 42 0.59 1.54340 1.53920 1.54390
126 2010.02.24 00:43 t/p 42 0.59 1.54390 1.53920 1.54390 29.50 12111.45
127 2010.02.24 21:43 sell 43 0.59 1.54140 0.00000 0.00000
128 2010.02.24 21:43 modify 43 0.59 1.54140 1.54560 1.54090
129 2010.02.24 21:45 t/p 43 0.59 1.54090 1.54560 1.54090 29.50 12140.95
130 2010.02.24 23:15 sell 44 0.59 1.54130 0.00000 0.00000
131 2010.02.24 23:15 modify 44 0.59 1.54130 1.54550 1.54080
132 2010.02.25 00:25 t/p 44 0.59 1.54080 1.54550 1.54080 21.36 12162.30
133 2010.02.25 22:42 buy 45 0.59 1.52630 0.00000 0.00000
134 2010.02.25 22:42 modify 45 0.59 1.52630 1.52210 1.52680
135 2010.02.26 01:15 close 45 0.59 1.52650 1.52210 1.52680 10.44 12172.75

 

Comments are closed.

s2Member®