Back Tested Results USD / CAD 1-2011

USD/CAD (US Dollar vs Canadian Dollar)

Bars in test 29279 Ticks modelled 16590911 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 28065.00
Total net profit 492.64 Gross profit 1794.68 Gross loss -1302.04
Profit factor 1.38 Expected payoff 18.25
Absolute drawdown 247.07 Maximal drawdown 874.65 (3.04%) Relative drawdown 3.04% (874.65)
Total trades 27 Short positions (won %) 7 (85.71%) Long positions (won %) 20 (80.00%)
Profit trades (% of total) 22 (81.48%) Loss trades (% of total) 5 (18.52%)
Largest profit trade 128.86 loss trade -649.03
Average profit trade 81.58 loss trade -260.41
Maximum consecutive wins (profit in money) 10 (831.54) consecutive losses (loss in money) 2 (-8.00)
Maximal consecutive profit (count of wins) 831.54 (10) consecutive loss (count of losses) -649.03 (1)
Average consecutive wins 6 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.01.03 21:30 sell 1 1.59 0.99350 0.00000 0.00000
2 2011.01.03 21:30 modify 1 1.59 0.99350 0.99750 0.99270
3 2011.01.03 22:45 close 1 1.59 0.99330 0.99750 0.99270 32.01 28097.01
4 2011.01.03 23:02 buy 2 1.59 0.99300 0.00000 0.00000
5 2011.01.03 23:02 modify 2 1.59 0.99300 0.98900 0.99380
6 2011.01.04 00:52 close 2 1.59 0.99320 0.98900 0.99380 28.02 28125.03
7 2011.01.04 21:39 buy 3 1.59 0.99860 0.00000 0.00000
8 2011.01.04 21:39 modify 3 1.59 0.99860 0.99460 0.99940
9 2011.01.05 00:18 close 3 1.59 0.99860 0.99460 0.99940 -4.00 28121.03
10 2011.01.05 21:30 sell 4 1.59 0.99650 0.00000 0.00000
11 2011.01.05 21:30 modify 4 1.59 0.99650 1.00050 0.99570
12 2011.01.05 21:59 t/p 4 1.59 0.99570 1.00050 0.99570 127.75 28248.78
13 2011.01.05 21:59 buy 5 1.59 0.99570 0.00000 0.00000
14 2011.01.05 21:59 modify 5 1.59 0.99570 0.99170 0.99650
15 2011.01.05 22:21 t/p 5 1.59 0.99650 0.99170 0.99650 127.64 28376.42
16 2011.01.06 00:17 buy 6 1.59 0.99620 0.00000 0.00000
17 2011.01.06 00:17 modify 6 1.59 0.99620 0.99220 0.99700
18 2011.01.06 02:53 close 6 1.59 0.99620 0.99220 0.99700 0.00 28376.42
19 2011.01.06 22:24 sell 7 1.59 0.99720 0.00000 0.00000
20 2011.01.06 22:24 modify 7 1.59 0.99720 1.00120 0.99640
21 2011.01.07 00:23 close 7 1.59 0.99700 1.00120 0.99640 27.90 28404.32
22 2011.01.10 21:43 buy 8 1.59 0.99280 0.00000 0.00000
23 2011.01.10 21:43 modify 8 1.59 0.99280 0.98880 0.99360
24 2011.01.10 22:58 close 8 1.59 0.99330 0.98880 0.99360 80.04 28484.36
25 2011.01.10 23:55 buy 9 1.59 0.99280 0.00000 0.00000
26 2011.01.10 23:55 modify 9 1.59 0.99280 0.98880 0.99360
27 2011.01.11 00:37 t/p 9 1.59 0.99360 0.98880 0.99360 124.02 28608.38
28 2011.01.11 22:07 buy 10 1.59 0.99000 0.00000 0.00000
29 2011.01.11 22:07 modify 10 1.59 0.99000 0.98600 0.99080
30 2011.01.11 22:18 t/p 10 1.59 0.99080 0.98600 0.99080 128.38 28736.76
31 2011.01.11 22:45 buy 11 1.59 0.99000 0.00000 0.00000
32 2011.01.11 22:45 modify 11 1.59 0.99000 0.98600 0.99080
33 2011.01.12 12:57 s/l 11 1.59 0.98600 0.98600 0.99080 -649.03 28087.74
34 2011.01.12 21:30 buy 12 1.59 0.98610 0.00000 0.00000
35 2011.01.12 21:30 modify 12 1.59 0.98610 0.98210 0.98690
36 2011.01.12 22:45 close 12 1.59 0.98630 0.98210 0.98690 32.24 28119.98
37 2011.01.13 22:02 buy 13 1.59 0.98900 0.00000 0.00000
38 2011.01.13 22:02 modify 13 1.59 0.98900 0.98500 0.98980
39 2011.01.13 22:44 t/p 13 1.59 0.98980 0.98500 0.98980 128.51 28248.49
40 2011.01.13 22:44 sell 14 1.59 0.98980 0.00000 0.00000
41 2011.01.13 22:44 modify 14 1.59 0.98980 0.99380 0.98900
42 2011.01.13 23:30 t/p 14 1.59 0.98900 0.99380 0.98900 128.61 28377.10
43 2011.01.13 23:33 buy 15 1.59 0.98890 0.00000 0.00000
44 2011.01.13 23:33 modify 15 1.59 0.98890 0.98490 0.98970
45 2011.01.14 00:48 close 15 1.59 0.98940 0.98490 0.98970 76.35 28453.45
46 2011.01.17 21:49 buy 16 1.59 0.98700 0.00000 0.00000
47 2011.01.17 21:50 modify 16 1.59 0.98700 0.98300 0.98780
48 2011.01.17 22:44 t/p 16 1.59 0.98780 0.98300 0.98780 128.76 28582.21
49 2011.01.17 22:44 sell 17 1.59 0.98790 0.00000 0.00000
50 2011.01.17 22:44 modify 17 1.59 0.98790 0.99190 0.98710
51 2011.01.17 23:10 t/p 17 1.59 0.98710 0.99190 0.98710 128.86 28711.07
52 2011.01.18 21:30 buy 18 1.59 0.99200 0.00000 0.00000
53 2011.01.18 21:30 modify 18 1.59 0.99200 0.98800 0.99280
54 2011.01.18 23:06 close 18 1.59 0.99250 0.98800 0.99280 80.10 28791.17
55 2011.01.19 00:17 buy 19 1.59 0.99180 0.00000 0.00000
56 2011.01.19 00:17 modify 19 1.59 0.99180 0.98780 0.99260
57 2011.01.19 09:54 close 19 1.59 0.99250 0.98780 0.99260 112.14 28903.31
58 2011.01.19 22:12 buy 20 1.59 0.99540 0.00000 0.00000
59 2011.01.19 22:12 modify 20 1.59 0.99540 0.99140 0.99620
60 2011.01.19 23:28 close 20 1.59 0.99550 0.99140 0.99620 15.97 28919.28
61 2011.01.20 00:05 sell 21 1.59 0.99610 0.00000 0.00000
62 2011.01.20 00:05 modify 21 1.59 0.99610 1.00010 0.99530
63 2011.01.20 02:07 close 21 1.59 0.99610 1.00010 0.99530 0.00 28919.28
64 2011.01.20 23:27 buy 22 1.59 0.99710 0.00000 0.00000
65 2011.01.20 23:27 modify 22 1.59 0.99710 0.99310 0.99790
66 2011.01.21 02:28 close 22 1.59 0.99710 0.99310 0.99790 -4.00 28915.28
67 2011.01.24 21:30 buy 23 1.59 0.99400 0.00000 0.00000
68 2011.01.24 21:30 modify 23 1.59 0.99400 0.99000 0.99480
69 2011.01.25 00:30 close 23 1.59 0.99400 0.99000 0.99480 -4.00 28911.28
70 2011.01.25 21:30 buy 24 1.59 0.99680 0.00000 0.00000
71 2011.01.25 21:30 modify 24 1.59 0.99680 0.99280 0.99760
72 2011.01.25 22:47 close 24 1.59 0.99700 0.99280 0.99760 31.90 28943.18
73 2011.01.26 21:30 buy 25 1.59 0.99490 0.00000 0.00000
74 2011.01.26 21:30 modify 25 1.59 0.99490 0.99090 0.99570
75 2011.01.26 22:17 t/p 25 1.59 0.99570 0.99090 0.99570 127.75 29070.93
76 2011.01.27 00:00 buy 26 1.59 0.99490 0.00000 0.00000
77 2011.01.27 00:00 modify 26 1.59 0.99490 0.99090 0.99570
78 2011.01.27 00:11 t/p 26 1.59 0.99570 0.99090 0.99570 127.73 29198.66
79 2011.01.27 22:33 sell 27 1.59 0.99440 0.00000 0.00000
80 2011.01.27 22:33 modify 27 1.59 0.99440 0.99840 0.99360
81 2011.01.28 15:35 s/l 27 1.59 0.99840 0.99840 0.99360 -641.02 28557.64

 

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