Back Tested Results GBP / USD 3-2010

GBPUSD (Great Britain Pound vs US Dollar)

Bars in test 28994 Ticks modelled 21976619 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 14597.00
Total net profit -393.30 Gross profit 979.94 Gross loss -1373.24
Profit factor 0.71 Expected payoff -10.93
Absolute drawdown 755.90 Maximal drawdown 847.10 (5.77%) Relative drawdown 5.77% (847.10)
Total trades 36 Short positions (won %) 10 (80.00%) Long positions (won %) 26 (88.46%)
Profit trades (% of total) 31 (86.11%) Loss trades (% of total) 5 (13.89%)
Largest profit trade 38.00 loss trade -320.95
Average profit trade 31.61 loss trade -274.65
Maximum consecutive wins (profit in money) 16 (515.13) consecutive losses (loss in money) 2 (-640.15)
Maximal consecutive profit (count of wins) 515.13 (16) consecutive loss (count of losses) -640.15 (2)
Average consecutive wins 8 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.03.01 21:30 buy 1 0.76 1.49890 0.00000 0.00000
2 2010.03.01 21:30 modify 1 0.76 1.49890 1.49470 1.49940
3 2010.03.01 21:37 t/p 1 0.76 1.49940 1.49470 1.49940 38.00 14635.00
4 2010.03.01 21:38 buy 2 0.76 1.49890 0.00000 0.00000
5 2010.03.01 21:38 modify 2 0.76 1.49890 1.49470 1.49940
6 2010.03.01 22:22 t/p 2 0.76 1.49940 1.49470 1.49940 38.00 14673.00
7 2010.03.01 23:17 buy 3 0.76 1.49870 0.00000 0.00000
8 2010.03.01 23:17 modify 3 0.76 1.49870 1.49450 1.49920
9 2010.03.02 00:52 s/l 3 0.76 1.49450 1.49450 1.49920 -320.95 14352.05
10 2010.03.02 23:41 sell 4 0.76 1.49760 0.00000 0.00000
11 2010.03.02 23:41 modify 4 0.76 1.49760 1.50180 1.49710
12 2010.03.02 23:53 s/l 4 0.76 1.50180 1.50180 1.49710 -319.20 14032.85
13 2010.03.03 21:40 buy 5 0.76 1.50990 0.00000 0.00000
14 2010.03.03 21:40 modify 5 0.76 1.50990 1.50570 1.51040
15 2010.03.03 22:10 t/p 5 0.76 1.51040 1.50570 1.51040 38.00 14070.85
16 2010.03.03 22:36 buy 6 0.76 1.50980 0.00000 0.00000
17 2010.03.03 22:37 modify 6 0.76 1.50980 1.50560 1.51030
18 2010.03.03 23:06 t/p 6 0.76 1.51030 1.50560 1.51030 38.00 14108.85
19 2010.03.03 23:29 buy 7 0.76 1.50970 0.00000 0.00000
20 2010.03.03 23:29 modify 7 0.76 1.50970 1.50550 1.51020
21 2010.03.03 23:38 t/p 7 0.76 1.51020 1.50550 1.51020 38.00 14146.85
22 2010.03.04 00:02 buy 8 0.76 1.50970 0.00000 0.00000
23 2010.03.04 00:02 modify 8 0.76 1.50970 1.50550 1.51020
24 2010.03.04 02:22 close 8 0.76 1.50990 1.50550 1.51020 15.20 14162.05
25 2010.03.04 21:53 buy 9 0.76 1.50300 0.00000 0.00000
26 2010.03.04 21:53 modify 9 0.76 1.50300 1.49880 1.50350
27 2010.03.04 22:02 t/p 9 0.76 1.50350 1.49880 1.50350 38.00 14200.05
28 2010.03.04 22:19 buy 10 0.76 1.50310 0.00000 0.00000
29 2010.03.04 22:19 modify 10 0.76 1.50310 1.49890 1.50360
30 2010.03.04 23:37 close 10 0.76 1.50330 1.49890 1.50360 15.20 14215.25
31 2010.03.08 22:03 buy 11 0.76 1.50640 0.00000 0.00000
32 2010.03.08 22:03 modify 11 0.76 1.50640 1.50220 1.50690
33 2010.03.09 00:19 s/l 11 0.76 1.50220 1.50220 1.50690 -320.95 13894.30
34 2010.03.09 00:19 buy 12 0.76 1.50250 0.00000 0.00000
35 2010.03.09 00:19 modify 12 0.76 1.50250 1.49830 1.50300
36 2010.03.09 00:24 t/p 12 0.76 1.50300 1.49830 1.50300 38.00 13932.30
37 2010.03.09 22:25 buy 13 0.76 1.49920 0.00000 0.00000
38 2010.03.09 22:25 modify 13 0.76 1.49920 1.49500 1.49970
39 2010.03.09 22:47 t/p 13 0.76 1.49970 1.49500 1.49970 38.00 13970.30
40 2010.03.09 23:10 sell 14 0.76 1.50040 0.00000 0.00000
41 2010.03.09 23:10 modify 14 0.76 1.50040 1.50460 1.49990
42 2010.03.10 00:20 t/p 14 0.76 1.49990 1.50460 1.49990 34.50 14004.81
43 2010.03.10 22:11 sell 15 0.76 1.49850 0.00000 0.00000
44 2010.03.10 22:11 modify 15 0.76 1.49850 1.50270 1.49800
45 2010.03.10 23:06 t/p 15 0.76 1.49800 1.50270 1.49800 38.00 14042.81
46 2010.03.10 23:10 buy 16 0.76 1.49770 0.00000 0.00000
47 2010.03.10 23:10 modify 16 0.76 1.49770 1.49350 1.49820
48 2010.03.11 01:50 close 16 0.76 1.49790 1.49350 1.49820 9.96 14052.76
49 2010.03.11 22:24 sell 17 0.76 1.50660 0.00000 0.00000
50 2010.03.11 22:24 modify 17 0.76 1.50660 1.51080 1.50610
51 2010.03.12 00:24 close 17 0.76 1.50650 1.51080 1.50610 4.10 14056.87
52 2010.03.15 22:58 buy 18 0.76 1.50500 0.00000 0.00000
53 2010.03.15 22:58 modify 18 0.76 1.50500 1.50080 1.50550
54 2010.03.15 23:55 t/p 18 0.76 1.50550 1.50080 1.50550 38.00 14094.87
55 2010.03.15 23:59 buy 19 0.76 1.50480 0.00000 0.00000
56 2010.03.15 23:59 modify 19 0.76 1.50480 1.50060 1.50530
57 2010.03.16 00:02 t/p 19 0.76 1.50530 1.50060 1.50530 36.25 14131.12
58 2010.03.16 00:08 sell 20 0.76 1.50570 0.00000 0.00000
59 2010.03.16 00:08 modify 20 0.76 1.50570 1.50990 1.50520
60 2010.03.16 00:31 t/p 20 0.76 1.50520 1.50990 1.50520 38.00 14169.12
61 2010.03.16 22:09 buy 21 0.76 1.52460 0.00000 0.00000
62 2010.03.16 22:09 modify 21 0.76 1.52460 1.52040 1.52510
63 2010.03.17 07:01 t/p 21 0.76 1.52510 1.52040 1.52510 36.25 14205.37
64 2010.03.17 21:45 buy 22 0.76 1.53220 0.00000 0.00000
65 2010.03.17 21:45 modify 22 0.76 1.53220 1.52800 1.53270
66 2010.03.17 23:15 close 22 0.76 1.53250 1.52800 1.53270 22.80 14228.17
67 2010.03.17 23:42 buy 23 0.76 1.53170 0.00000 0.00000
68 2010.03.17 23:42 modify 23 0.76 1.53170 1.52750 1.53220
69 2010.03.18 00:04 t/p 23 0.76 1.53220 1.52750 1.53220 32.76 14260.93
70 2010.03.18 21:30 buy 24 0.76 1.52410 0.00000 0.00000
71 2010.03.18 21:30 modify 24 0.76 1.52410 1.51990 1.52460
72 2010.03.18 21:59 t/p 24 0.76 1.52460 1.51990 1.52460 38.00 14298.93
73 2010.03.18 23:02 sell 25 0.76 1.52550 0.00000 0.00000
74 2010.03.18 23:02 modify 25 0.76 1.52550 1.52970 1.52500
75 2010.03.19 00:02 t/p 25 0.76 1.52500 1.52970 1.52500 34.50 14333.43
76 2010.03.19 00:06 buy 26 0.76 1.52460 0.00000 0.00000
77 2010.03.19 00:06 modify 26 0.76 1.52460 1.52040 1.52510
78 2010.03.19 00:28 t/p 26 0.76 1.52510 1.52040 1.52510 38.00 14371.43
79 2010.03.22 22:30 buy 27 0.76 1.50980 0.00000 0.00000
80 2010.03.22 22:30 modify 27 0.76 1.50980 1.50560 1.51030
81 2010.03.22 23:02 t/p 27 0.76 1.51030 1.50560 1.51030 38.00 14409.43
82 2010.03.23 21:37 buy 28 0.76 1.50400 0.00000 0.00000
83 2010.03.23 21:37 modify 28 0.76 1.50400 1.49980 1.50450
84 2010.03.24 01:20 s/l 28 0.76 1.49980 1.49980 1.50450 -320.95 14088.48
85 2010.03.24 21:30 buy 29 0.76 1.48700 0.00000 0.00000
86 2010.03.24 21:30 modify 29 0.76 1.48700 1.48280 1.48750
87 2010.03.24 21:53 t/p 29 0.76 1.48750 1.48280 1.48750 38.00 14126.48
88 2010.03.24 23:11 sell 30 0.76 1.48940 0.00000 0.00000
89 2010.03.24 23:11 modify 30 0.76 1.48940 1.49360 1.48890
90 2010.03.25 01:02 close 30 0.76 1.48920 1.49360 1.48890 4.71 14131.20
91 2010.03.25 22:22 buy 31 0.76 1.48130 0.00000 0.00000
92 2010.03.25 22:22 modify 31 0.76 1.48130 1.47710 1.48180
93 2010.03.25 22:49 t/p 31 0.76 1.48180 1.47710 1.48180 38.00 14169.20
94 2010.03.25 23:07 buy 32 0.76 1.48110 0.00000 0.00000
95 2010.03.25 23:07 modify 32 0.76 1.48110 1.47690 1.48160
96 2010.03.25 23:21 t/p 32 0.76 1.48160 1.47690 1.48160 38.00 14207.20
97 2010.03.25 23:25 sell 33 0.76 1.48310 0.00000 0.00000
98 2010.03.25 23:25 modify 33 0.76 1.48310 1.48730 1.48260
99 2010.03.25 23:26 t/p 33 0.76 1.48260 1.48730 1.48260 38.00 14245.20
100 2010.03.29 21:35 buy 34 0.76 1.49820 0.00000 0.00000
101 2010.03.29 21:35 modify 34 0.76 1.49820 1.49400 1.49870
102 2010.03.29 23:41 close 34 0.76 1.49840 1.49400 1.49870 15.20 14260.40
103 2010.03.29 23:56 sell 35 0.76 1.49900 0.00000 0.00000
104 2010.03.29 23:56 modify 35 0.76 1.49900 1.50320 1.49850
105 2010.03.30 00:19 t/p 35 0.76 1.49850 1.50320 1.49850 34.50 14294.90
106 2010.03.30 23:09 sell 36 0.76 1.50760 0.00000 0.00000
107 2010.03.30 23:09 modify 36 0.76 1.50760 1.51180 1.50710
108 2010.03.30 23:59 close at stop 36 0.76 1.50880 1.51180 1.50710 -91.20 14203.70

 

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