Back Tested Results USD / CAD 12-2011

USD/CAD (US Dollar vs Canadian Dollar)

Bars in test 29279 Ticks modelled 16590911 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 97817.00
Total net profit 261.64 Gross profit 7218.88 Gross loss -6957.24
Profit factor 1.04 Expected payoff 8.44
Absolute drawdown 4433.93 Maximal drawdown 7241.59 (7.20%) Relative drawdown 7.20% (7241.59)
Total trades 31 Short positions (won %) 10 (70.00%) Long positions (won %) 21 (76.19%)
Profit trades (% of total) 23 (74.19%) Loss trades (% of total) 8 (25.81%)
Largest profit trade 579.09 loss trade -2295.28
Average profit trade 313.86 loss trade -869.65
Maximum consecutive wins (profit in money) 7 (3612.11) consecutive losses (loss in money) 2 (-4572.70)
Maximal consecutive profit (count of wins) 3612.11 (7) consecutive loss (count of losses) -4572.70 (2)
Average consecutive wins 3 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.12.01 00:00 buy 1 5.85 1.01840 0.00000 0.00000
2 2011.12.01 00:00 modify 1 5.85 1.01840 1.01440 1.01940
3 2011.12.01 01:37 close 1 5.85 1.01860 1.01440 1.01940 114.86 97931.86
4 2011.12.01 21:39 buy 2 5.85 1.01420 0.00000 0.00000
5 2011.12.01 21:39 modify 2 5.85 1.01420 1.01020 1.01520
6 2011.12.01 23:39 close 2 5.85 1.01420 1.01020 1.01520 0.00 97931.86
7 2011.12.05 21:55 buy 3 5.85 1.01740 0.00000 0.00000
8 2011.12.05 21:55 modify 3 5.85 1.01740 1.01340 1.01840
9 2011.12.06 00:01 close 3 5.85 1.01740 1.01340 1.01840 -14.36 97917.50
10 2011.12.06 00:14 buy 4 5.85 1.01670 0.00000 0.00000
11 2011.12.06 00:14 modify 4 5.85 1.01670 1.01270 1.01770
12 2011.12.06 00:49 t/p 4 5.85 1.01770 1.01270 1.01770 574.83 98492.33
13 2011.12.06 22:09 buy 5 5.85 1.00920 0.00000 0.00000
14 2011.12.06 22:09 modify 5 5.85 1.00920 1.00520 1.01020
15 2011.12.06 22:23 t/p 5 5.85 1.01020 1.00520 1.01020 579.09 99071.42
16 2011.12.07 21:30 buy 6 5.85 1.00960 0.00000 0.00000
17 2011.12.07 21:30 modify 6 5.85 1.00960 1.00560 1.01060
18 2011.12.07 23:45 close 6 5.85 1.00960 1.00560 1.01060 0.00 99071.42
19 2011.12.08 21:57 sell 7 5.85 1.02300 0.00000 0.00000
20 2011.12.08 21:57 modify 7 5.85 1.02300 1.02700 1.02200
21 2011.12.08 23:54 close 7 5.85 1.02280 1.02700 1.02200 114.39 99185.81
22 2011.12.08 23:54 buy 8 5.85 1.02280 0.00000 0.00000
23 2011.12.08 23:54 modify 8 5.85 1.02280 1.01880 1.02380
24 2011.12.09 03:05 close 8 5.85 1.02280 1.01880 1.02380 -14.36 99171.45
25 2011.12.12 22:00 sell 9 5.85 1.02720 0.00000 0.00000
26 2011.12.12 22:00 modify 9 5.85 1.02720 1.03120 1.02620
27 2011.12.13 00:24 close 9 5.85 1.02720 1.03120 1.02620 -14.36 99157.08
28 2011.12.13 21:40 sell 10 5.85 1.03390 0.00000 0.00000
29 2011.12.13 21:40 modify 10 5.85 1.03390 1.03790 1.03290
30 2011.12.13 22:55 close 10 5.85 1.03370 1.03790 1.03290 113.19 99270.27
31 2011.12.13 23:13 buy 11 5.85 1.03350 0.00000 0.00000
32 2011.12.13 23:13 modify 11 5.85 1.03350 1.02950 1.03450
33 2011.12.13 23:46 t/p 11 5.85 1.03450 1.02950 1.03450 565.49 99835.76
34 2011.12.13 23:46 sell 12 5.85 1.03450 0.00000 0.00000
35 2011.12.13 23:46 modify 12 5.85 1.03450 1.03850 1.03350
36 2011.12.14 01:02 close 12 5.85 1.03380 1.03850 1.03350 381.75 100217.51
37 2011.12.14 21:34 buy 13 5.85 1.03940 0.00000 0.00000
38 2011.12.14 21:34 modify 13 5.85 1.03940 1.03540 1.04040
39 2011.12.15 09:43 close 13 5.85 1.04010 1.03540 1.04040 350.62 100568.14
40 2011.12.15 21:30 buy 14 5.85 1.03500 0.00000 0.00000
41 2011.12.15 21:30 modify 14 5.85 1.03500 1.03100 1.03600
42 2011.12.16 07:14 s/l 14 5.85 1.03100 1.03100 1.03600 -2284.00 98284.14
43 2011.12.19 21:55 sell 15 5.85 1.03830 0.00000 0.00000
44 2011.12.19 21:55 modify 15 5.85 1.03830 1.04230 1.03730
45 2011.12.19 23:36 close 15 5.85 1.03810 1.04230 1.03730 112.71 98396.85
46 2011.12.19 23:37 buy 16 5.85 1.03800 0.00000 0.00000
47 2011.12.19 23:37 modify 16 5.85 1.03800 1.03400 1.03900
48 2011.12.20 08:52 s/l 16 5.85 1.03400 1.03400 1.03900 -2277.42 96119.42
49 2011.12.20 21:30 buy 17 5.85 1.02990 0.00000 0.00000
50 2011.12.20 21:30 modify 17 5.85 1.02990 1.02590 1.03090
51 2011.12.21 06:18 s/l 17 5.85 1.02590 1.02590 1.03090 -2295.28 93824.14
52 2011.12.21 21:30 buy 18 5.85 1.02640 0.00000 0.00000
53 2011.12.21 21:30 modify 18 5.85 1.02640 1.02240 1.02740
54 2011.12.21 22:53 close 18 5.85 1.02660 1.02240 1.02740 113.97 93938.11
55 2011.12.21 23:58 sell 19 5.85 1.02750 0.00000 0.00000
56 2011.12.21 23:58 modify 19 5.85 1.02750 1.03150 1.02650
57 2011.12.22 02:02 close 19 5.85 1.02750 1.03150 1.02650 -43.09 93895.03
58 2011.12.22 22:00 buy 20 5.85 1.02030 0.00000 0.00000
59 2011.12.22 22:00 modify 20 5.85 1.02030 1.01630 1.02130
60 2011.12.22 23:15 close 20 5.85 1.02090 1.01630 1.02130 343.81 94238.84
61 2011.12.26 21:36 buy 21 5.85 1.01960 0.00000 0.00000
62 2011.12.26 21:36 modify 21 5.85 1.01960 1.01560 1.02060
63 2011.12.26 21:39 t/p 21 5.85 1.02060 1.01560 1.02060 573.14 94811.98
64 2011.12.26 21:39 sell 22 5.85 1.02070 0.00000 0.00000
65 2011.12.26 21:39 modify 22 5.85 1.02070 1.02470 1.01970
66 2011.12.26 22:10 t/p 22 5.85 1.01970 1.02470 1.01970 573.75 95385.73
67 2011.12.26 22:10 buy 23 5.85 1.01960 0.00000 0.00000
68 2011.12.26 22:10 modify 23 5.85 1.01960 1.01560 1.02060
69 2011.12.26 22:25 t/p 23 5.85 1.02060 1.01560 1.02060 573.14 95958.87
70 2011.12.26 22:25 sell 24 5.85 1.02070 0.00000 0.00000
71 2011.12.26 22:25 modify 24 5.85 1.02070 1.02470 1.01970
72 2011.12.26 22:44 t/p 24 5.85 1.01970 1.02470 1.01970 573.70 96532.57
73 2011.12.26 22:44 buy 25 5.85 1.01970 0.00000 0.00000
74 2011.12.26 22:44 modify 25 5.85 1.01970 1.01570 1.02070
75 2011.12.26 23:38 t/p 25 5.85 1.02070 1.01570 1.02070 573.14 97105.71
76 2011.12.27 00:00 buy 26 5.85 1.01940 0.00000 0.00000
77 2011.12.27 00:00 modify 26 5.85 1.01940 1.01540 1.02040
78 2011.12.27 01:15 close 26 5.85 1.02010 1.01540 1.02040 401.43 97507.14
79 2011.12.27 23:05 sell 27 5.85 1.01940 0.00000 0.00000
80 2011.12.27 23:05 modify 27 5.85 1.01940 1.02340 1.01840
81 2011.12.28 01:11 close 27 5.85 1.01940 1.02340 1.01840 -14.36 97492.78
82 2011.12.28 22:13 buy 28 5.85 1.02390 0.00000 0.00000
83 2011.12.28 22:13 modify 28 5.85 1.02390 1.01990 1.02490
84 2011.12.28 23:28 close 28 5.85 1.02440 1.01990 1.02490 285.53 97778.31
85 2011.12.28 23:32 sell 29 5.85 1.02490 0.00000 0.00000
86 2011.12.28 23:32 modify 29 5.85 1.02490 1.02890 1.02390
87 2011.12.29 01:25 close 29 5.85 1.02470 1.02890 1.02390 71.09 97849.40
88 2011.12.29 21:43 buy 30 5.85 1.02070 0.00000 0.00000
89 2011.12.29 21:43 modify 30 5.85 1.02070 1.01670 1.02170
90 2011.12.29 23:12 close 30 5.85 1.02090 1.01670 1.02170 114.60 97964.00
91 2011.12.30 00:10 buy 31 5.85 1.02040 0.00000 0.00000
92 2011.12.30 00:10 modify 31 5.85 1.02040 1.01640 1.02140
93 2011.12.30 01:38 close 31 5.85 1.02060 1.01640 1.02140 114.64 98078.64

 

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