Back Tested Results USD / CAD 1-2010

USD/CAD (US Dollar vs Canadian Dollar)

Bars in test 28993 Ticks modelled 15860362 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 215.18 Gross profit 596.09 Gross loss -380.91
Profit factor 1.56 Expected payoff 5.38
Absolute drawdown 199.31 Maximal drawdown 235.41 (2.35%) Relative drawdown 2.35% (235.41)
Total trades 40 Short positions (won %) 13 (100.00%) Long positions (won %) 27 (88.89%)
Profit trades (% of total) 37 (92.50%) Loss trades (% of total) 3 (7.50%)
Largest profit trade 18.32 loss trade -190.42
Average profit trade 16.11 loss trade -126.97
Maximum consecutive wins (profit in money) 26 (411.22) consecutive losses (loss in money) 1 (-190.42)
Maximal consecutive profit (count of wins) 411.22 (26) consecutive loss (count of losses) -190.42 (1)
Average consecutive wins 9 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.01.04 21:51 sell 1 0.47 1.04210 0.00000 0.00000
2 2010.01.04 21:51 modify 1 0.47 1.04210 1.04630 1.04170
3 2010.01.04 21:59 t/p 1 0.47 1.04170 1.04630 1.04170 18.05 10018.05
4 2010.01.04 22:00 buy 2 0.47 1.04120 0.00000 0.00000
5 2010.01.04 22:00 modify 2 0.47 1.04120 1.03700 1.04160
6 2010.01.04 22:32 t/p 2 0.47 1.04160 1.03700 1.04160 18.05 10036.10
7 2010.01.05 00:01 buy 3 0.47 1.04100 0.00000 0.00000
8 2010.01.05 00:01 modify 3 0.47 1.04100 1.03680 1.04140
9 2010.01.05 06:53 s/l 3 0.47 1.03680 1.03680 1.04140 -190.42 9845.68
10 2010.01.05 21:33 buy 4 0.47 1.03870 0.00000 0.00000
11 2010.01.05 21:33 modify 4 0.47 1.03870 1.03450 1.03910
12 2010.01.05 21:36 t/p 4 0.47 1.03910 1.03450 1.03910 18.09 9863.77
13 2010.01.05 21:41 buy 5 0.47 1.03870 0.00000 0.00000
14 2010.01.05 21:41 modify 5 0.47 1.03870 1.03450 1.03910
15 2010.01.05 22:08 t/p 5 0.47 1.03910 1.03450 1.03910 18.09 9881.86
16 2010.01.05 22:59 buy 6 0.47 1.03850 0.00000 0.00000
17 2010.01.05 23:00 modify 6 0.47 1.03850 1.03430 1.03890
18 2010.01.05 23:00 t/p 6 0.47 1.03890 1.03430 1.03890 18.10 9899.96
19 2010.01.06 21:30 buy 7 0.47 1.03190 0.00000 0.00000
20 2010.01.06 21:30 modify 7 0.47 1.03190 1.02770 1.03230
21 2010.01.06 21:52 t/p 7 0.47 1.03230 1.02770 1.03230 18.21 9918.17
22 2010.01.06 23:36 buy 8 0.47 1.03200 0.00000 0.00000
23 2010.01.06 23:36 modify 8 0.47 1.03200 1.02780 1.03240
24 2010.01.07 01:11 close 8 0.47 1.03220 1.02780 1.03240 5.76 9923.93
25 2010.01.07 21:33 buy 9 0.47 1.03460 0.00000 0.00000
26 2010.01.07 21:33 modify 9 0.47 1.03460 1.03040 1.03500
27 2010.01.08 00:33 close 9 0.47 1.03460 1.03040 1.03500 -1.12 9922.81
28 2010.01.11 21:34 sell 10 0.47 1.03380 0.00000 0.00000
29 2010.01.11 21:34 modify 10 0.47 1.03380 1.03800 1.03340
30 2010.01.11 21:59 t/p 10 0.47 1.03340 1.03800 1.03340 18.19 9941.00
31 2010.01.11 22:30 sell 11 0.47 1.03440 0.00000 0.00000
32 2010.01.11 22:30 modify 11 0.47 1.03440 1.03860 1.03400
33 2010.01.11 22:49 t/p 11 0.47 1.03400 1.03860 1.03400 18.18 9959.18
34 2010.01.12 00:03 sell 12 0.47 1.03430 0.00000 0.00000
35 2010.01.12 00:03 modify 12 0.47 1.03430 1.03850 1.03390
36 2010.01.12 01:27 close 12 0.47 1.03400 1.03850 1.03390 13.64 9972.82
37 2010.01.12 21:54 buy 13 0.47 1.03900 0.00000 0.00000
38 2010.01.12 21:54 modify 13 0.47 1.03900 1.03480 1.03940
39 2010.01.12 22:02 t/p 13 0.47 1.03940 1.03480 1.03940 18.09 9990.91
40 2010.01.12 22:33 buy 14 0.47 1.03900 0.00000 0.00000
41 2010.01.12 22:33 modify 14 0.47 1.03900 1.03480 1.03940
42 2010.01.12 23:48 close 14 0.47 1.03930 1.03480 1.03940 13.57 10004.48
43 2010.01.13 00:02 sell 15 0.47 1.03990 0.00000 0.00000
44 2010.01.13 00:02 modify 15 0.47 1.03990 1.04410 1.03950
45 2010.01.13 00:25 t/p 15 0.47 1.03950 1.04410 1.03950 18.09 10022.57
46 2010.01.13 22:01 buy 16 0.47 1.03040 0.00000 0.00000
47 2010.01.13 22:01 modify 16 0.47 1.03040 1.02620 1.03080
48 2010.01.13 22:12 t/p 16 0.47 1.03080 1.02620 1.03080 18.24 10040.81
49 2010.01.13 23:54 sell 17 0.47 1.03110 0.00000 0.00000
50 2010.01.13 23:54 modify 17 0.47 1.03110 1.03530 1.03070
51 2010.01.14 00:16 t/p 17 0.47 1.03070 1.03530 1.03070 14.89 10055.70
52 2010.01.18 21:55 buy 18 0.47 1.02570 0.00000 0.00000
53 2010.01.18 21:55 modify 18 0.47 1.02570 1.02150 1.02610
54 2010.01.18 22:00 t/p 18 0.47 1.02610 1.02150 1.02610 18.32 10074.02
55 2010.01.18 22:08 buy 19 0.47 1.02570 0.00000 0.00000
56 2010.01.18 22:10 modify 19 0.47 1.02570 1.02150 1.02610
57 2010.01.18 22:40 t/p 19 0.47 1.02610 1.02150 1.02610 18.32 10092.34
58 2010.01.18 22:51 sell 20 0.47 1.02660 0.00000 0.00000
59 2010.01.18 22:51 modify 20 0.47 1.02660 1.03080 1.02620
60 2010.01.18 22:52 t/p 20 0.47 1.02620 1.03080 1.02620 18.32 10110.66
61 2010.01.18 23:12 buy 21 0.47 1.02560 0.00000 0.00000
62 2010.01.18 23:12 modify 21 0.47 1.02560 1.02140 1.02600
63 2010.01.19 00:34 close 21 0.47 1.02580 1.02140 1.02600 8.04 10118.70
64 2010.01.19 21:30 buy 22 0.47 1.03070 0.00000 0.00000
65 2010.01.19 21:30 modify 22 0.47 1.03070 1.02650 1.03110
66 2010.01.19 21:36 t/p 22 0.47 1.03110 1.02650 1.03110 18.23 10136.93
67 2010.01.19 22:33 buy 23 0.47 1.03040 0.00000 0.00000
68 2010.01.19 22:33 modify 23 0.47 1.03040 1.02620 1.03080
69 2010.01.19 22:36 t/p 23 0.47 1.03080 1.02620 1.03080 18.24 10155.17
70 2010.01.19 23:15 sell 24 0.47 1.03180 0.00000 0.00000
71 2010.01.19 23:15 modify 24 0.47 1.03180 1.03600 1.03140
72 2010.01.20 00:44 close 24 0.47 1.03160 1.03600 1.03140 7.99 10163.16
73 2010.01.20 21:30 buy 25 0.47 1.04660 0.00000 0.00000
74 2010.01.20 21:30 modify 25 0.47 1.04660 1.04240 1.04700
75 2010.01.21 02:00 t/p 25 0.47 1.04700 1.04240 1.04700 14.61 10177.77
76 2010.01.21 21:30 sell 26 0.47 1.05190 0.00000 0.00000
77 2010.01.21 21:30 modify 26 0.47 1.05190 1.05610 1.05150
78 2010.01.21 23:20 close 26 0.47 1.05170 1.05610 1.05150 8.94 10186.71
79 2010.01.21 23:20 buy 27 0.47 1.05170 0.00000 0.00000
80 2010.01.21 23:20 modify 27 0.47 1.05170 1.04750 1.05210
81 2010.01.22 00:55 close 27 0.47 1.05190 1.04750 1.05210 7.82 10194.53
82 2010.01.25 21:31 buy 28 0.47 1.05750 0.00000 0.00000
83 2010.01.25 21:31 modify 28 0.47 1.05750 1.05330 1.05790
84 2010.01.25 21:54 t/p 28 0.47 1.05790 1.05330 1.05790 17.77 10212.30
85 2010.01.25 22:06 buy 29 0.47 1.05740 0.00000 0.00000
86 2010.01.25 22:06 modify 29 0.47 1.05740 1.05320 1.05780
87 2010.01.25 22:14 t/p 29 0.47 1.05780 1.05320 1.05780 17.77 10230.07
88 2010.01.25 22:48 buy 30 0.47 1.05720 0.00000 0.00000
89 2010.01.25 22:48 modify 30 0.47 1.05720 1.05300 1.05760
90 2010.01.26 02:55 t/p 30 0.47 1.05760 1.05300 1.05760 16.66 10246.74
91 2010.01.26 21:56 sell 31 0.47 1.06320 0.00000 0.00000
92 2010.01.26 21:56 modify 31 0.47 1.06320 1.06740 1.06280
93 2010.01.26 21:59 t/p 31 0.47 1.06280 1.06740 1.06280 17.69 10264.43
94 2010.01.26 22:38 buy 32 0.47 1.06210 0.00000 0.00000
95 2010.01.26 22:44 modify 32 0.47 1.06210 1.05790 1.06250
96 2010.01.26 22:46 t/p 32 0.47 1.06250 1.05790 1.06250 17.69 10282.12
97 2010.01.26 23:59 buy 33 0.47 1.06220 0.00000 0.00000
98 2010.01.26 23:59 modify 33 0.47 1.06220 1.05800 1.06260
99 2010.01.27 00:04 t/p 33 0.47 1.06260 1.05800 1.06260 16.57 10298.69
100 2010.01.27 00:06 sell 34 0.47 1.06340 0.00000 0.00000
101 2010.01.27 00:06 modify 34 0.47 1.06340 1.06760 1.06300
102 2010.01.27 00:30 t/p 34 0.47 1.06300 1.06760 1.06300 17.69 10316.38
103 2010.01.27 21:30 buy 35 0.47 1.06460 0.00000 0.00000
104 2010.01.27 21:30 modify 35 0.47 1.06460 1.06040 1.06500
105 2010.01.27 21:39 t/p 35 0.47 1.06500 1.06040 1.06500 17.65 10334.03
106 2010.01.27 21:39 buy 36 0.47 1.06540 0.00000 0.00000
107 2010.01.27 21:39 modify 36 0.47 1.06540 1.06120 1.06580
108 2010.01.28 03:14 s/l 36 0.47 1.06120 1.06120 1.06580 -189.37 10144.66
109 2010.01.28 21:47 sell 37 0.47 1.06650 0.00000 0.00000
110 2010.01.28 21:47 modify 37 0.47 1.06650 1.07070 1.06610
111 2010.01.28 22:42 t/p 37 0.47 1.06610 1.07070 1.06610 17.64 10162.30
112 2010.01.28 22:42 buy 38 0.47 1.06590 0.00000 0.00000
113 2010.01.28 22:42 modify 38 0.47 1.06590 1.06170 1.06630
114 2010.01.28 22:47 t/p 38 0.47 1.06630 1.06170 1.06630 17.63 10179.93
115 2010.01.28 23:10 sell 39 0.47 1.06690 0.00000 0.00000
116 2010.01.28 23:10 modify 39 0.47 1.06690 1.07110 1.06650
117 2010.01.28 23:55 t/p 39 0.47 1.06650 1.07110 1.06650 17.63 10197.56
118 2010.01.29 00:00 buy 40 0.47 1.06630 0.00000 0.00000
119 2010.01.29 00:00 modify 40 0.47 1.06630 1.06210 1.06670
120 2010.01.29 00:16 t/p 40 0.47 1.06670 1.06210 1.06670 17.62 10215.18

 

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