Back Tested Results USD / CAD 2-2010

USD/CAD (US Dollar vs Canadian Dollar)

Bars in test 28993 Ticks modelled 15860362 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 11569.00
Total net profit 184.81 Gross profit 689.50 Gross loss -504.69
Profit factor 1.37 Expected payoff 6.60
Absolute drawdown 138.54 Maximal drawdown 360.99 (3.06%) Relative drawdown 3.06% (360.99)
Total trades 28 Short positions (won %) 11 (81.82%) Long positions (won %) 17 (88.24%)
Profit trades (% of total) 24 (85.71%) Loss trades (% of total) 4 (14.29%)
Largest profit trade 50.56 loss trade -252.05
Average profit trade 28.73 loss trade -126.17
Maximum consecutive wins (profit in money) 7 (233.12) consecutive losses (loss in money) 1 (-252.05)
Maximal consecutive profit (count of wins) 233.12 (7) consecutive loss (count of losses) -252.05 (1)
Average consecutive wins 5 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.02.01 21:30 buy 1 0.66 1.06160 0.00000 0.00000
2 2010.02.01 21:30 modify 1 0.66 1.06160 1.05760 1.06240
3 2010.02.01 23:31 close 1 0.66 1.06160 1.05760 1.06240 0.00 11569.00
4 2010.02.02 21:39 buy 2 0.66 1.05810 0.00000 0.00000
5 2010.02.02 21:39 modify 2 0.66 1.05810 1.05410 1.05890
6 2010.02.03 02:37 close 2 0.66 1.05880 1.05410 1.05890 42.09 11611.09
7 2010.02.03 21:41 sell 3 0.66 1.06280 0.00000 0.00000
8 2010.02.03 21:41 modify 3 0.66 1.06280 1.06680 1.06200
9 2010.02.03 22:20 t/p 3 0.66 1.06200 1.06680 1.06200 49.72 11660.81
10 2010.02.03 22:50 buy 4 0.66 1.06200 0.00000 0.00000
11 2010.02.03 22:50 modify 4 0.66 1.06200 1.05800 1.06280
12 2010.02.04 00:22 close 4 0.66 1.06220 1.05800 1.06280 7.80 11668.60
13 2010.02.04 21:30 sell 5 0.66 1.07300 0.00000 0.00000
14 2010.02.04 21:30 modify 5 0.66 1.07300 1.07700 1.07220
15 2010.02.04 22:53 close 5 0.66 1.07280 1.07700 1.07220 12.30 11680.90
16 2010.02.04 22:53 buy 6 0.66 1.07280 0.00000 0.00000
17 2010.02.04 22:53 modify 6 0.66 1.07280 1.06880 1.07360
18 2010.02.05 00:25 close 6 0.66 1.07300 1.06880 1.07360 10.76 11691.66
19 2010.02.08 21:30 sell 7 0.66 1.07440 0.00000 0.00000
20 2010.02.08 21:30 modify 7 0.66 1.07440 1.07840 1.07360
21 2010.02.09 00:17 close 7 0.66 1.07440 1.07840 1.07360 -1.54 11690.11
22 2010.02.09 00:17 buy 8 0.66 1.07440 0.00000 0.00000
23 2010.02.09 00:17 modify 8 0.66 1.07440 1.07040 1.07520
24 2010.02.09 01:15 t/p 8 0.66 1.07520 1.07040 1.07520 49.11 11739.22
25 2010.02.09 21:30 buy 9 0.66 1.06740 0.00000 0.00000
26 2010.02.09 21:30 modify 9 0.66 1.06740 1.06340 1.06820
27 2010.02.09 23:36 close 9 0.66 1.06740 1.06340 1.06820 0.00 11739.22
28 2010.02.10 21:58 buy 10 0.66 1.06190 0.00000 0.00000
29 2010.02.10 21:58 modify 10 0.66 1.06190 1.05790 1.06270
30 2010.02.10 22:32 t/p 10 0.66 1.06270 1.05790 1.06270 49.68 11788.90
31 2010.02.11 00:00 buy 11 0.66 1.06190 0.00000 0.00000
32 2010.02.11 00:00 modify 11 0.66 1.06190 1.05790 1.06270
33 2010.02.11 00:43 s/l 11 0.66 1.05790 1.05790 1.06270 -249.55 11539.35
34 2010.02.11 21:52 buy 12 0.66 1.05000 0.00000 0.00000
35 2010.02.11 21:52 modify 12 0.66 1.05000 1.04600 1.05080
36 2010.02.11 23:13 close 12 0.66 1.05020 1.04600 1.05080 12.57 11551.92
37 2010.02.15 22:01 sell 13 0.66 1.04920 0.00000 0.00000
38 2010.02.15 22:03 modify 13 0.66 1.04920 1.05320 1.04840
39 2010.02.15 22:58 t/p 13 0.66 1.04840 1.05320 1.04840 50.36 11602.28
40 2010.02.15 22:58 buy 14 0.66 1.04840 0.00000 0.00000
41 2010.02.15 22:58 modify 14 0.66 1.04840 1.04440 1.04920
42 2010.02.15 23:07 t/p 14 0.66 1.04920 1.04440 1.04920 50.32 11652.60
43 2010.02.16 00:00 sell 15 0.66 1.04970 0.00000 0.00000
44 2010.02.16 00:00 modify 15 0.66 1.04970 1.05370 1.04890
45 2010.02.16 00:40 t/p 15 0.66 1.04890 1.05370 1.04890 50.34 11702.94
46 2010.02.16 21:59 buy 16 0.66 1.04360 0.00000 0.00000
47 2010.02.16 21:59 modify 16 0.66 1.04360 1.03960 1.04440
48 2010.02.16 23:15 close 16 0.66 1.04390 1.03960 1.04440 18.97 11721.91
49 2010.02.17 00:00 buy 17 0.66 1.04350 0.00000 0.00000
50 2010.02.17 00:00 modify 17 0.66 1.04350 1.03950 1.04430
51 2010.02.17 01:10 t/p 17 0.66 1.04430 1.03950 1.04430 50.56 11772.47
52 2010.02.17 21:31 sell 18 0.66 1.04630 0.00000 0.00000
53 2010.02.17 21:31 modify 18 0.66 1.04630 1.05030 1.04550
54 2010.02.17 23:46 close 18 0.66 1.04630 1.05030 1.04550 0.00 11772.47
55 2010.02.18 21:30 sell 19 0.66 1.04340 0.00000 0.00000
56 2010.02.18 21:30 modify 19 0.66 1.04340 1.04740 1.04260
57 2010.02.18 21:53 s/l 19 0.66 1.04740 1.04740 1.04260 -252.05 11520.42
58 2010.02.18 23:57 sell 20 0.66 1.05070 0.00000 0.00000
59 2010.02.18 23:57 modify 20 0.66 1.05070 1.05470 1.04990
60 2010.02.19 00:01 t/p 20 0.66 1.04990 1.05470 1.04990 48.75 11569.17
61 2010.02.19 00:15 buy 21 0.66 1.04900 0.00000 0.00000
62 2010.02.19 00:15 modify 21 0.66 1.04900 1.04500 1.04980
63 2010.02.19 01:46 close 21 0.66 1.04920 1.04500 1.04980 12.58 11581.75
64 2010.02.22 21:30 sell 22 0.66 1.04300 0.00000 0.00000
65 2010.02.22 21:30 modify 22 0.66 1.04300 1.04700 1.04220
66 2010.02.22 22:55 close 22 0.66 1.04280 1.04700 1.04220 12.66 11594.41
67 2010.02.22 22:56 buy 23 0.66 1.04250 0.00000 0.00000
68 2010.02.22 22:56 modify 23 0.66 1.04250 1.03850 1.04330
69 2010.02.23 00:50 close 23 0.66 1.04270 1.03850 1.04330 11.12 11605.52
70 2010.02.23 22:01 sell 24 0.66 1.05710 0.00000 0.00000
71 2010.02.23 22:01 modify 24 0.66 1.05710 1.06110 1.05630
72 2010.02.23 22:04 t/p 24 0.66 1.05630 1.06110 1.05630 49.99 11655.51
73 2010.02.23 22:19 buy 25 0.66 1.05580 0.00000 0.00000
74 2010.02.23 22:19 modify 25 0.66 1.05580 1.05180 1.05660
75 2010.02.24 00:19 close 25 0.66 1.05580 1.05180 1.05660 -1.54 11653.97
76 2010.02.24 21:36 buy 26 0.66 1.05420 0.00000 0.00000
77 2010.02.24 21:36 modify 26 0.66 1.05420 1.05020 1.05500
78 2010.02.25 01:32 close 26 0.66 1.05490 1.05020 1.05500 39.17 11693.14
79 2010.02.25 21:30 buy 27 0.66 1.06050 0.00000 0.00000
80 2010.02.25 21:30 modify 27 0.66 1.06050 1.05650 1.06130
81 2010.02.25 23:20 close 27 0.66 1.06070 1.05650 1.06130 12.44 11705.58
82 2010.02.25 23:55 sell 28 0.66 1.06150 0.00000 0.00000
83 2010.02.25 23:55 modify 28 0.66 1.06150 1.06550 1.06070
84 2010.02.26 00:08 t/p 28 0.66 1.06070 1.06550 1.06070 48.24 11753.81

 

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