Back Tested Results GBP / USD 7-2010

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 24457.00
Total net profit 414.08 Gross profit 2650.87 Gross loss -2236.79
Profit factor 1.19 Expected payoff 12.18
Absolute drawdown 1153.56 Maximal drawdown 1775.86 (7.08%) Relative drawdown 7.08% (1775.86)
Total trades 34 Short positions (won %) 10 (80.00%) Long positions (won %) 24 (91.67%)
Profit trades (% of total) 30 (88.24%) Loss trades (% of total) 4 (11.76%)
Largest profit trade 166.80 loss trade -562.39
Average profit trade 88.36 loss trade -559.20
Maximum consecutive wins (profit in money) 15 (1373.04) consecutive losses (loss in money) 1 (-562.39)
Maximal consecutive profit (count of wins) 1373.04 (15) consecutive loss (count of losses) -562.39 (1)
Average consecutive wins 6 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.07.01 00:00 sell 1 1.39 1.49570 0.00000 0.00000
2 2010.07.01 00:00 modify 1 1.39 1.49570 1.49970 1.49450
3 2010.07.01 00:54 t/p 1 1.39 1.49450 1.49970 1.49450 166.80 24623.80
4 2010.07.01 21:30 buy 2 1.39 1.51730 0.00000 0.00000
5 2010.07.01 21:30 modify 2 1.39 1.51730 1.51330 1.51850
6 2010.07.02 00:19 close 2 1.39 1.51830 1.51330 1.51850 135.80 24759.60
7 2010.07.02 00:19 sell 3 1.39 1.51830 0.00000 0.00000
8 2010.07.02 00:19 modify 3 1.39 1.51830 1.52230 1.51710
9 2010.07.02 00:55 t/p 3 1.39 1.51710 1.52230 1.51710 166.80 24926.40
10 2010.07.05 21:51 buy 4 1.39 1.51330 0.00000 0.00000
11 2010.07.05 21:51 modify 4 1.39 1.51330 1.50930 1.51450
12 2010.07.05 23:07 close 4 1.39 1.51350 1.50930 1.51450 27.80 24954.20
13 2010.07.05 23:08 buy 5 1.39 1.51320 0.00000 0.00000
14 2010.07.05 23:08 modify 5 1.39 1.51320 1.50920 1.51440
15 2010.07.06 00:01 s/l 5 1.39 1.50920 1.50920 1.51440 -559.20 24395.01
16 2010.07.06 00:01 buy 6 1.39 1.50950 0.00000 0.00000
17 2010.07.06 00:01 modify 6 1.39 1.50950 1.50550 1.51070
18 2010.07.06 01:16 close 6 1.39 1.50980 1.50550 1.51070 41.70 24436.71
19 2010.07.06 22:15 buy 7 1.39 1.51480 0.00000 0.00000
20 2010.07.06 22:15 modify 7 1.39 1.51480 1.51080 1.51600
21 2010.07.06 23:45 close 7 1.39 1.51500 1.51080 1.51600 27.80 24464.51
22 2010.07.06 23:50 sell 8 1.39 1.51550 0.00000 0.00000
23 2010.07.06 23:50 modify 8 1.39 1.51550 1.51950 1.51430
24 2010.07.07 00:03 t/p 8 1.39 1.51430 1.51950 1.51430 160.41 24624.91
25 2010.07.07 00:04 buy 9 1.39 1.51410 0.00000 0.00000
26 2010.07.07 00:04 modify 9 1.39 1.51410 1.51010 1.51530
27 2010.07.07 00:37 t/p 9 1.39 1.51530 1.51010 1.51530 166.80 24791.71
28 2010.07.07 21:30 buy 10 1.39 1.51810 0.00000 0.00000
29 2010.07.07 21:30 modify 10 1.39 1.51810 1.51410 1.51930
30 2010.07.07 23:22 close 10 1.39 1.51830 1.51410 1.51930 27.80 24819.51
31 2010.07.08 00:02 sell 11 1.39 1.51910 0.00000 0.00000
32 2010.07.08 00:02 modify 11 1.39 1.51910 1.52310 1.51790
33 2010.07.08 01:33 s/l 11 1.39 1.52310 1.52310 1.51790 -556.00 24263.51
34 2010.07.08 21:32 buy 12 1.39 1.51590 0.00000 0.00000
35 2010.07.08 21:32 modify 12 1.39 1.51590 1.51190 1.51710
36 2010.07.08 23:37 close 12 1.39 1.51610 1.51190 1.51710 27.80 24291.31
37 2010.07.08 23:52 buy 13 1.39 1.51530 0.00000 0.00000
38 2010.07.08 23:52 modify 13 1.39 1.51530 1.51130 1.51650
39 2010.07.09 01:40 close 13 1.39 1.51540 1.51130 1.51650 10.70 24302.01
40 2010.07.12 21:30 buy 14 1.39 1.50250 0.00000 0.00000
41 2010.07.12 21:30 modify 14 1.39 1.50250 1.49850 1.50370
42 2010.07.12 23:35 close 14 1.39 1.50260 1.49850 1.50370 13.90 24315.91
43 2010.07.12 23:50 sell 15 1.39 1.50350 0.00000 0.00000
44 2010.07.12 23:50 modify 15 1.39 1.50350 1.50750 1.50230
45 2010.07.13 01:44 close 15 1.39 1.50330 1.50750 1.50230 21.41 24337.32
46 2010.07.13 22:24 buy 16 1.39 1.51760 0.00000 0.00000
47 2010.07.13 22:24 modify 16 1.39 1.51760 1.51360 1.51880
48 2010.07.13 23:00 t/p 16 1.39 1.51880 1.51360 1.51880 166.80 24504.12
49 2010.07.13 23:00 sell 17 1.39 1.51880 0.00000 0.00000
50 2010.07.13 23:00 modify 17 1.39 1.51880 1.52280 1.51760
51 2010.07.14 00:16 s/l 17 1.39 1.52280 1.52280 1.51760 -562.39 23941.73
52 2010.07.14 23:07 buy 18 1.39 1.52630 0.00000 0.00000
53 2010.07.14 23:07 modify 18 1.39 1.52630 1.52230 1.52750
54 2010.07.15 02:15 close 18 1.39 1.52720 1.52230 1.52750 115.51 24057.24
55 2010.07.15 21:34 buy 19 1.39 1.54490 0.00000 0.00000
56 2010.07.15 21:34 modify 19 1.39 1.54490 1.54090 1.54610
57 2010.07.16 03:47 s/l 19 1.39 1.54090 1.54090 1.54610 -559.20 23498.04
58 2010.07.19 21:30 buy 20 1.39 1.52240 0.00000 0.00000
59 2010.07.19 21:30 modify 20 1.39 1.52240 1.51840 1.52360
60 2010.07.19 22:45 close 20 1.39 1.52290 1.51840 1.52360 69.50 23567.54
61 2010.07.19 22:58 buy 21 1.39 1.52210 0.00000 0.00000
62 2010.07.19 22:58 modify 21 1.39 1.52210 1.51810 1.52330
63 2010.07.19 23:27 t/p 21 1.39 1.52330 1.51810 1.52330 166.80 23734.34
64 2010.07.19 23:54 buy 22 1.39 1.52230 0.00000 0.00000
65 2010.07.19 23:54 modify 22 1.39 1.52230 1.51830 1.52350
66 2010.07.20 00:50 t/p 22 1.39 1.52350 1.51830 1.52350 163.60 23897.94
67 2010.07.20 21:32 buy 23 1.39 1.52680 0.00000 0.00000
68 2010.07.20 21:32 modify 23 1.39 1.52680 1.52280 1.52800
69 2010.07.20 22:47 close 23 1.39 1.52730 1.52280 1.52800 69.50 23967.44
70 2010.07.20 23:34 sell 24 1.39 1.52890 0.00000 0.00000
71 2010.07.20 23:34 modify 24 1.39 1.52890 1.53290 1.52770
72 2010.07.21 00:17 t/p 24 1.39 1.52770 1.53290 1.52770 160.41 24127.85
73 2010.07.21 00:17 buy 25 1.39 1.52770 0.00000 0.00000
74 2010.07.21 00:17 modify 25 1.39 1.52770 1.52370 1.52890
75 2010.07.21 02:48 close 25 1.39 1.52780 1.52370 1.52890 13.90 24141.75
76 2010.07.22 21:30 buy 26 1.39 1.52580 0.00000 0.00000
77 2010.07.22 21:32 modify 26 1.39 1.52580 1.52180 1.52700
78 2010.07.22 22:46 close 26 1.39 1.52660 1.52180 1.52700 111.20 24252.95
79 2010.07.22 22:56 sell 27 1.39 1.52690 0.00000 0.00000
80 2010.07.22 22:56 modify 27 1.39 1.52690 1.53090 1.52570
81 2010.07.23 00:46 close 27 1.39 1.52670 1.53090 1.52570 21.41 24274.35
82 2010.07.26 21:56 buy 28 1.39 1.54820 0.00000 0.00000
83 2010.07.26 21:56 modify 28 1.39 1.54820 1.54420 1.54940
84 2010.07.26 23:12 close 28 1.39 1.54930 1.54420 1.54940 152.90 24427.25
85 2010.07.26 23:12 sell 29 1.39 1.54930 0.00000 0.00000
86 2010.07.26 23:12 modify 29 1.39 1.54930 1.55330 1.54810
87 2010.07.26 23:59 t/p 29 1.39 1.54810 1.55330 1.54810 166.80 24594.05
88 2010.07.26 23:59 buy 30 1.39 1.54810 0.00000 0.00000
89 2010.07.26 23:59 modify 30 1.39 1.54810 1.54410 1.54930
90 2010.07.27 01:14 close 30 1.39 1.54880 1.54410 1.54930 94.10 24688.16
91 2010.07.27 22:57 buy 31 1.39 1.55890 0.00000 0.00000
92 2010.07.27 22:57 modify 31 1.39 1.55890 1.55490 1.56010
93 2010.07.28 03:31 close 31 1.39 1.55940 1.55490 1.56010 66.30 24754.46
94 2010.07.28 21:45 buy 32 1.39 1.55890 0.00000 0.00000
95 2010.07.28 21:45 modify 32 1.39 1.55890 1.55490 1.56010
96 2010.07.28 23:00 close 32 1.39 1.55940 1.55490 1.56010 69.50 24823.96
97 2010.07.28 23:30 sell 33 1.39 1.56030 0.00000 0.00000
98 2010.07.28 23:30 modify 33 1.39 1.56030 1.56430 1.55910
99 2010.07.29 00:46 close 33 1.39 1.56000 1.56430 1.55910 22.52 24846.48
100 2010.07.29 23:14 buy 34 1.39 1.56080 0.00000 0.00000
101 2010.07.29 23:14 modify 34 1.39 1.56080 1.55680 1.56200
102 2010.07.30 00:46 close 34 1.39 1.56100 1.55680 1.56200 24.60 24871.08

 

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