Back Tested Results GBP / USD 8-2010

GBPUSD (Great Britain Pound vs US Dollar)

Bars in test 28994 Ticks modelled 21976619 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 28723.00
Total net profit -2814.24 Gross profit 2183.82 Gross loss -4998.06
Profit factor 0.44 Expected payoff -93.81
Absolute drawdown 2994.64 Maximal drawdown 3799.55 (12.87%) Relative drawdown 12.87% (3799.55)
Total trades 30 Short positions (won %) 6 (50.00%) Long positions (won %) 24 (79.17%)
Profit trades (% of total) 22 (73.33%) Loss trades (% of total) 8 (26.67%)
Largest profit trade 147.60 loss trade -711.43
Average profit trade 99.26 loss trade -624.76
Maximum consecutive wins (profit in money) 8 (804.91) consecutive losses (loss in money) 2 (-1385.14)
Maximal consecutive profit (count of wins) 804.91 (8) consecutive loss (count of losses) -1385.14 (2)
Average consecutive wins 3 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.08.02 22:01 buy 1 1.64 1.58870 0.00000 0.00000
2 2010.08.02 22:01 modify 1 1.64 1.58870 1.58450 1.58960
3 2010.08.02 23:16 close 1 1.64 1.58920 1.58450 1.58960 82.00 28805.00
4 2010.08.03 00:19 sell 2 1.64 1.58950 0.00000 0.00000
5 2010.08.03 00:19 modify 2 1.64 1.58950 1.59370 1.58860
6 2010.08.03 00:54 t/p 2 1.64 1.58860 1.59370 1.58860 147.60 28952.60
7 2010.08.03 21:38 buy 3 1.64 1.59460 0.00000 0.00000
8 2010.08.03 21:39 modify 3 1.64 1.59460 1.59040 1.59550
9 2010.08.03 23:33 close 3 1.64 1.59480 1.59040 1.59550 32.80 28985.40
10 2010.08.04 22:33 sell 4 1.64 1.58970 0.00000 0.00000
11 2010.08.04 22:33 modify 4 1.64 1.58970 1.59390 1.58880
12 2010.08.04 23:06 t/p 4 1.64 1.58880 1.59390 1.58880 147.60 29133.00
13 2010.08.04 23:06 buy 5 1.64 1.58870 0.00000 0.00000
14 2010.08.04 23:06 modify 5 1.64 1.58870 1.58450 1.58960
15 2010.08.05 00:10 t/p 5 1.64 1.58960 1.58450 1.58960 136.28 29269.28
16 2010.08.05 00:14 sell 6 1.64 1.58990 0.00000 0.00000
17 2010.08.05 00:14 modify 6 1.64 1.58990 1.59410 1.58900
18 2010.08.05 00:57 t/p 6 1.64 1.58900 1.59410 1.58900 147.60 29416.88
19 2010.08.05 21:45 buy 7 1.64 1.58900 0.00000 0.00000
20 2010.08.05 21:45 modify 7 1.64 1.58900 1.58480 1.58990
21 2010.08.05 23:07 close 7 1.64 1.58920 1.58480 1.58990 32.80 29449.68
22 2010.08.05 23:43 buy 8 1.64 1.58860 0.00000 0.00000
23 2010.08.05 23:43 modify 8 1.64 1.58860 1.58440 1.58950
24 2010.08.06 05:59 close 8 1.64 1.58910 1.58440 1.58950 78.23 29527.91
25 2010.08.09 23:01 buy 9 1.64 1.59000 0.00000 0.00000
26 2010.08.09 23:01 modify 9 1.64 1.59000 1.58580 1.59090
27 2010.08.10 00:51 s/l 9 1.64 1.58580 1.58580 1.59090 -692.57 28835.34
28 2010.08.10 21:51 buy 10 1.64 1.58520 0.00000 0.00000
29 2010.08.10 21:51 modify 10 1.64 1.58520 1.58100 1.58610
30 2010.08.10 22:22 t/p 10 1.64 1.58610 1.58100 1.58610 147.60 28982.94
31 2010.08.10 23:03 buy 11 1.64 1.58520 0.00000 0.00000
32 2010.08.10 23:03 modify 11 1.64 1.58520 1.58100 1.58610
33 2010.08.11 00:28 s/l 11 1.64 1.58100 1.58100 1.58610 -692.57 28290.37
34 2010.08.11 21:30 buy 12 1.64 1.56260 0.00000 0.00000
35 2010.08.11 21:30 modify 12 1.64 1.56260 1.55840 1.56350
36 2010.08.11 21:43 t/p 12 1.64 1.56350 1.55840 1.56350 147.60 28437.97
37 2010.08.11 21:45 buy 13 1.64 1.56380 0.00000 0.00000
38 2010.08.11 21:45 modify 13 1.64 1.56380 1.55960 1.56470
39 2010.08.11 22:28 t/p 13 1.64 1.56470 1.55960 1.56470 147.60 28585.57
40 2010.08.11 22:38 buy 14 1.64 1.56400 0.00000 0.00000
41 2010.08.11 22:38 modify 14 1.64 1.56400 1.55980 1.56490
42 2010.08.11 23:53 close 14 1.64 1.56420 1.55980 1.56490 32.80 28618.37
43 2010.08.12 21:30 buy 15 1.64 1.55720 0.00000 0.00000
44 2010.08.12 21:31 modify 15 1.64 1.55720 1.55300 1.55810
45 2010.08.12 22:23 t/p 15 1.64 1.55810 1.55300 1.55810 147.60 28765.97
46 2010.08.12 22:45 sell 16 1.64 1.55850 0.00000 0.00000
47 2010.08.12 22:45 modify 16 1.64 1.55850 1.56270 1.55760
48 2010.08.13 02:38 s/l 16 1.64 1.56270 1.56270 1.55760 -696.34 28069.62
49 2010.08.16 22:42 buy 17 1.64 1.56560 0.00000 0.00000
50 2010.08.16 22:42 modify 17 1.64 1.56560 1.56140 1.56650
51 2010.08.17 00:08 close 17 1.64 1.56570 1.56140 1.56650 12.63 28082.25
52 2010.08.17 21:41 buy 18 1.64 1.55750 0.00000 0.00000
53 2010.08.17 21:41 modify 18 1.64 1.55750 1.55330 1.55840
54 2010.08.17 22:58 close 18 1.64 1.55770 1.55330 1.55840 32.80 28115.05
55 2010.08.17 23:43 buy 19 1.64 1.55710 0.00000 0.00000
56 2010.08.17 23:43 modify 19 1.64 1.55710 1.55290 1.55800
57 2010.08.18 00:33 t/p 19 1.64 1.55800 1.55290 1.55800 143.83 28258.88
58 2010.08.18 22:11 buy 20 1.64 1.55940 0.00000 0.00000
59 2010.08.18 22:11 modify 20 1.64 1.55940 1.55520 1.56030
60 2010.08.18 22:43 t/p 20 1.64 1.56030 1.55520 1.56030 147.60 28406.48
61 2010.08.18 23:11 buy 21 1.64 1.55960 0.00000 0.00000
62 2010.08.18 23:11 modify 21 1.64 1.55960 1.55540 1.56050
63 2010.08.18 23:59 s/l 21 1.64 1.55540 1.55540 1.56050 -688.80 27717.68
64 2010.08.19 00:10 buy 22 1.64 1.55770 0.00000 0.00000
65 2010.08.19 00:10 modify 22 1.64 1.55770 1.55350 1.55860
66 2010.08.19 01:25 close 22 1.64 1.55790 1.55350 1.55860 32.80 27750.48
67 2010.08.19 21:30 buy 23 1.64 1.55940 0.00000 0.00000
68 2010.08.19 21:30 modify 23 1.64 1.55940 1.55520 1.56030
69 2010.08.20 06:11 s/l 23 1.64 1.55520 1.55520 1.56030 -692.57 27057.91
70 2010.08.23 21:30 buy 24 1.64 1.55100 0.00000 0.00000
71 2010.08.23 21:30 modify 24 1.64 1.55100 1.54680 1.55190
72 2010.08.24 01:38 s/l 24 1.64 1.54680 1.54680 1.55190 -692.57 26365.34
73 2010.08.24 21:31 buy 25 1.64 1.54040 0.00000 0.00000
74 2010.08.24 21:32 modify 25 1.64 1.54040 1.53620 1.54130
75 2010.08.24 21:48 t/p 25 1.64 1.54130 1.53620 1.54130 147.60 26512.94
76 2010.08.24 21:50 buy 26 1.64 1.54110 0.00000 0.00000
77 2010.08.24 21:50 modify 26 1.64 1.54110 1.53690 1.54200
78 2010.08.24 23:11 close 26 1.64 1.54130 1.53690 1.54200 32.80 26545.74
79 2010.08.24 23:39 buy 27 1.64 1.54040 0.00000 0.00000
80 2010.08.24 23:39 modify 27 1.64 1.54040 1.53620 1.54130
81 2010.08.25 00:22 t/p 27 1.64 1.54130 1.53620 1.54130 143.83 26689.56
82 2010.08.25 21:30 sell 28 1.64 1.54680 0.00000 0.00000
83 2010.08.25 21:30 modify 28 1.64 1.54680 1.55100 1.54590
84 2010.08.26 03:29 s/l 28 1.64 1.55100 1.55100 1.54590 -711.43 25978.13
85 2010.08.26 21:43 buy 29 1.64 1.55290 0.00000 0.00000
86 2010.08.26 21:43 modify 29 1.64 1.55290 1.54870 1.55380
87 2010.08.27 05:09 close 29 1.64 1.55330 1.54870 1.55380 61.83 26039.96
88 2010.08.30 22:13 sell 30 1.64 1.54680 0.00000 0.00000
89 2010.08.30 22:13 modify 30 1.64 1.54680 1.55100 1.54590
90 2010.08.30 23:59 close at stop 30 1.64 1.54760 1.55100 1.54590 -131.20 25908.76

 

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