Back Tested Results USD / CAD 10-2010

USD/CAD (US Dollar vs Canadian Dollar)

Bars in test 28993 Ticks modelled 15860362 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 28752.00
Total net profit 697.32 Gross profit 1398.13 Gross loss -700.82
Profit factor 2.00 Expected payoff 27.89
Absolute drawdown 502.19 Maximal drawdown 972.20 (3.33%) Relative drawdown 3.33% (972.20)
Total trades 25 Short positions (won %) 8 (87.50%) Long positions (won %) 17 (88.24%)
Profit trades (% of total) 22 (88.00%) Loss trades (% of total) 3 (12.00%)
Largest profit trade 131.80 loss trade -684.50
Average profit trade 63.55 loss trade -233.61
Maximum consecutive wins (profit in money) 9 (546.28) consecutive losses (loss in money) 1 (-684.50)
Maximal consecutive profit (count of wins) 546.28 (9) consecutive loss (count of losses) -684.50 (1)
Average consecutive wins 7 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.10.01 00:12 buy 1 1.68 1.03020 0.00000 0.00000
2 2010.10.01 00:12 modify 1 1.68 1.03020 1.02620 1.03100
3 2010.10.01 05:52 close 1 1.68 1.03090 1.02620 1.03100 114.08 28866.08
4 2010.10.04 23:48 sell 2 1.68 1.02360 0.00000 0.00000
5 2010.10.04 23:48 modify 2 1.68 1.02360 1.02760 1.02280
6 2010.10.05 00:52 t/p 2 1.68 1.02280 1.02760 1.02280 127.32 28993.40
7 2010.10.05 21:30 buy 3 1.68 1.01600 0.00000 0.00000
8 2010.10.05 21:30 modify 3 1.68 1.01600 1.01200 1.01680
9 2010.10.05 23:37 close 3 1.68 1.01600 1.01200 1.01680 0.00 28993.40
10 2010.10.06 21:30 buy 4 1.68 1.01090 0.00000 0.00000
11 2010.10.06 21:30 modify 4 1.68 1.01090 1.00690 1.01170
12 2010.10.06 22:46 close 4 1.68 1.01130 1.00690 1.01170 66.45 29059.85
13 2010.10.07 00:18 buy 5 1.68 1.01100 0.00000 0.00000
14 2010.10.07 00:18 modify 5 1.68 1.01100 1.00700 1.01180
15 2010.10.07 01:33 close 5 1.68 1.01130 1.00700 1.01180 49.84 29109.69
16 2010.10.11 22:40 buy 6 1.68 1.01340 0.00000 0.00000
17 2010.10.11 22:40 modify 6 1.68 1.01340 1.00940 1.01420
18 2010.10.11 23:55 close 6 1.68 1.01360 1.00940 1.01420 33.15 29142.84
19 2010.10.12 23:52 buy 7 1.68 1.01000 0.00000 0.00000
20 2010.10.12 23:52 modify 7 1.68 1.01000 1.00600 1.01080
21 2010.10.13 01:07 close 7 1.68 1.01040 1.00600 1.01080 62.43 29205.27
22 2010.10.13 21:30 buy 8 1.68 1.00360 0.00000 0.00000
23 2010.10.13 21:30 modify 8 1.68 1.00360 0.99960 1.00440
24 2010.10.14 06:29 s/l 8 1.68 0.99960 0.99960 1.00440 -684.50 28520.77
25 2010.10.14 21:30 buy 9 1.68 1.00430 0.00000 0.00000
26 2010.10.14 21:30 modify 9 1.68 1.00430 1.00030 1.00510
27 2010.10.14 22:45 close 9 1.68 1.00450 1.00030 1.00510 33.45 28554.22
28 2010.10.14 23:32 sell 10 1.68 1.00510 0.00000 0.00000
29 2010.10.14 23:32 modify 10 1.68 1.00510 1.00910 1.00430
30 2010.10.15 01:00 close 10 1.68 1.00500 1.00910 1.00430 12.64 28566.86
31 2010.10.18 21:30 sell 11 1.68 1.01730 0.00000 0.00000
32 2010.10.18 21:30 modify 11 1.68 1.01730 1.02130 1.01650
33 2010.10.18 23:12 close 11 1.68 1.01710 1.02130 1.01650 33.04 28599.90
34 2010.10.18 23:43 buy 12 1.68 1.01690 0.00000 0.00000
35 2010.10.18 23:43 modify 12 1.68 1.01690 1.01290 1.01770
36 2010.10.19 00:59 close 12 1.68 1.01730 1.01290 1.01770 61.98 28661.88
37 2010.10.19 23:41 sell 13 1.68 1.03400 0.00000 0.00000
38 2010.10.19 23:41 modify 13 1.68 1.03400 1.03800 1.03320
39 2010.10.20 00:19 t/p 13 1.68 1.03320 1.03800 1.03320 126.00 28787.88
40 2010.10.20 21:30 buy 14 1.68 1.02150 0.00000 0.00000
41 2010.10.20 21:30 modify 14 1.68 1.02150 1.01750 1.02230
42 2010.10.20 22:39 t/p 14 1.68 1.02230 1.01750 1.02230 131.47 28919.35
43 2010.10.20 23:25 sell 15 1.68 1.02300 0.00000 0.00000
44 2010.10.20 23:25 modify 15 1.68 1.02300 1.02700 1.02220
45 2010.10.21 02:31 close 15 1.68 1.02300 1.02700 1.02220 -12.23 28907.12
46 2010.10.21 22:07 buy 16 1.68 1.02620 0.00000 0.00000
47 2010.10.21 22:07 modify 16 1.68 1.02620 1.02220 1.02700
48 2010.10.21 23:51 close 16 1.68 1.02640 1.02220 1.02700 32.74 28939.86
49 2010.10.22 00:16 sell 17 1.68 1.02690 0.00000 0.00000
50 2010.10.22 00:16 modify 17 1.68 1.02690 1.03090 1.02610
51 2010.10.22 01:31 close 17 1.68 1.02670 1.03090 1.02610 32.73 28972.59
52 2010.10.25 22:11 buy 18 1.68 1.01930 0.00000 0.00000
53 2010.10.25 22:11 modify 18 1.68 1.01930 1.01530 1.02010
54 2010.10.25 23:00 t/p 18 1.68 1.02010 1.01530 1.02010 131.75 29104.34
55 2010.10.25 23:04 sell 19 1.68 1.02060 0.00000 0.00000
56 2010.10.25 23:04 modify 19 1.68 1.02060 1.02460 1.01980
57 2010.10.25 23:22 t/p 19 1.68 1.01980 1.02460 1.01980 131.80 29236.14
58 2010.10.26 00:14 buy 20 1.68 1.01930 0.00000 0.00000
59 2010.10.26 00:14 modify 20 1.68 1.01930 1.01530 1.02010
60 2010.10.26 02:16 close 20 1.68 1.01930 1.01530 1.02010 0.00 29236.14
61 2010.10.26 21:52 buy 21 1.68 1.02350 0.00000 0.00000
62 2010.10.26 21:52 modify 21 1.68 1.02350 1.01950 1.02430
63 2010.10.26 23:07 close 21 1.68 1.02370 1.01950 1.02430 32.82 29268.96
64 2010.10.27 00:11 sell 22 1.68 1.02440 0.00000 0.00000
65 2010.10.27 00:11 modify 22 1.68 1.02440 1.02840 1.02360
66 2010.10.27 00:52 t/p 22 1.68 1.02360 1.02840 1.02360 131.30 29400.26
67 2010.10.27 21:30 buy 23 1.68 1.02790 0.00000 0.00000
68 2010.10.27 21:30 modify 23 1.68 1.02790 1.02390 1.02870
69 2010.10.27 22:46 close 23 1.68 1.02810 1.02390 1.02870 32.68 29432.94
70 2010.10.27 23:28 buy 24 1.68 1.02750 0.00000 0.00000
71 2010.10.27 23:28 modify 24 1.68 1.02750 1.02350 1.02830
72 2010.10.28 00:47 close 24 1.68 1.02770 1.02350 1.02830 20.46 29453.40
73 2010.10.28 21:30 buy 25 1.68 1.02050 0.00000 0.00000
74 2010.10.28 21:30 modify 25 1.68 1.02050 1.01650 1.02130
75 2010.10.29 00:22 close 25 1.68 1.02050 1.01650 1.02130 -4.08 29449.32

 

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