Back Tested Results USD / CAD 3-2010

USD/CAD (US Dollar vs Canadian Dollar)

Bars in test 28993 Ticks modelled 15860362 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 14597.00
Total net profit 140.40 Gross profit 954.36 Gross loss -813.96
Profit factor 1.17 Expected payoff 4.68
Absolute drawdown 197.02 Maximal drawdown 587.14 (3.89%) Relative drawdown 3.89% (587.14)
Total trades 30 Short positions (won %) 6 (83.33%) Long positions (won %) 24 (83.33%)
Profit trades (% of total) 25 (83.33%) Loss trades (% of total) 5 (16.67%)
Largest profit trade 55.90 loss trade -323.15
Average profit trade 38.17 loss trade -162.79
Maximum consecutive wins (profit in money) 10 (366.16) consecutive losses (loss in money) 2 (-7.70)
Maximal consecutive profit (count of wins) 366.16 (10) consecutive loss (count of losses) -323.15 (1)
Average consecutive wins 6 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.03.01 21:45 buy 1 0.81 1.04170 0.00000 0.00000
2 2010.03.01 21:45 modify 1 0.81 1.04170 1.03770 1.04240
3 2010.03.01 23:57 close 1 0.81 1.04170 1.03770 1.04240 0.00 14597.00
4 2010.03.02 00:16 buy 2 0.81 1.04110 0.00000 0.00000
5 2010.03.02 00:16 modify 2 0.81 1.04110 1.03710 1.04180
6 2010.03.02 00:23 t/p 2 0.81 1.04180 1.03710 1.04180 54.43 14651.43
7 2010.03.02 21:31 sell 3 0.81 1.03630 0.00000 0.00000
8 2010.03.02 21:31 modify 3 0.81 1.03630 1.04030 1.03560
9 2010.03.02 22:00 t/p 3 0.81 1.03560 1.04030 1.03560 54.76 14706.19
10 2010.03.02 22:00 buy 4 0.81 1.03550 0.00000 0.00000
11 2010.03.02 22:00 modify 4 0.81 1.03550 1.03150 1.03620
12 2010.03.02 22:13 t/p 4 0.81 1.03620 1.03150 1.03620 54.72 14760.91
13 2010.03.02 22:24 buy 5 0.81 1.03580 0.00000 0.00000
14 2010.03.02 22:25 modify 5 0.81 1.03580 1.03180 1.03650
15 2010.03.03 13:36 s/l 5 0.81 1.03180 1.03180 1.03650 -315.94 14444.97
16 2010.03.03 23:59 sell 6 0.81 1.03210 0.00000 0.00000
17 2010.03.03 23:59 modify 6 0.81 1.03210 1.03610 1.03140
18 2010.03.04 01:20 close 6 0.81 1.03190 1.03610 1.03140 9.92 14454.90
19 2010.03.04 22:25 buy 7 0.81 1.03080 0.00000 0.00000
20 2010.03.04 22:25 modify 7 0.81 1.03080 1.02680 1.03150
21 2010.03.04 23:28 t/p 7 0.81 1.03150 1.02680 1.03150 54.97 14509.87
22 2010.03.05 00:15 buy 8 0.81 1.03090 0.00000 0.00000
23 2010.03.05 00:15 modify 8 0.81 1.03090 1.02690 1.03160
24 2010.03.05 01:47 close 8 0.81 1.03110 1.02690 1.03160 15.71 14525.58
25 2010.03.08 21:57 buy 9 0.81 1.02730 0.00000 0.00000
26 2010.03.08 21:57 modify 9 0.81 1.02730 1.02330 1.02800
27 2010.03.08 22:55 t/p 9 0.81 1.02800 1.02330 1.02800 55.16 14580.74
28 2010.03.08 23:30 sell 10 0.81 1.02820 0.00000 0.00000
29 2010.03.08 23:30 modify 10 0.81 1.02820 1.03220 1.02750
30 2010.03.09 00:43 t/p 10 0.81 1.02750 1.03220 1.02750 53.26 14634.00
31 2010.03.09 22:01 buy 11 0.81 1.02570 0.00000 0.00000
32 2010.03.09 22:01 modify 11 0.81 1.02570 1.02170 1.02640
33 2010.03.09 22:05 t/p 11 0.81 1.02640 1.02170 1.02640 55.24 14689.24
34 2010.03.09 22:05 buy 12 0.81 1.02610 0.00000 0.00000
35 2010.03.09 22:05 modify 12 0.81 1.02610 1.02210 1.02680
36 2010.03.09 23:20 close 12 0.81 1.02630 1.02210 1.02680 15.78 14705.02
37 2010.03.09 23:52 sell 13 0.81 1.02690 0.00000 0.00000
38 2010.03.09 23:52 modify 13 0.81 1.02690 1.03090 1.02620
39 2010.03.10 02:26 close 13 0.81 1.02690 1.03090 1.02620 -1.93 14703.10
40 2010.03.10 21:30 buy 14 0.81 1.02570 0.00000 0.00000
41 2010.03.10 21:30 modify 14 0.81 1.02570 1.02170 1.02640
42 2010.03.11 00:30 close 14 0.81 1.02570 1.02170 1.02640 -5.78 14697.32
43 2010.03.11 22:00 buy 15 0.81 1.02390 0.00000 0.00000
44 2010.03.11 22:01 modify 15 0.81 1.02390 1.01990 1.02460
45 2010.03.11 22:40 t/p 15 0.81 1.02460 1.01990 1.02460 55.34 14752.66
46 2010.03.11 23:19 buy 16 0.81 1.02380 0.00000 0.00000
47 2010.03.11 23:19 modify 16 0.81 1.02380 1.01980 1.02450
48 2010.03.12 00:34 close 16 0.81 1.02400 1.01980 1.02450 13.89 14766.55
49 2010.03.15 22:04 buy 17 0.81 1.01890 0.00000 0.00000
50 2010.03.15 22:04 modify 17 0.81 1.01890 1.01490 1.01960
51 2010.03.15 23:14 t/p 17 0.81 1.01960 1.01490 1.01960 55.61 14822.16
52 2010.03.16 00:14 buy 18 0.81 1.01870 0.00000 0.00000
53 2010.03.16 00:14 modify 18 0.81 1.01870 1.01470 1.01940
54 2010.03.16 00:31 t/p 18 0.81 1.01940 1.01470 1.01940 55.62 14877.78
55 2010.03.16 21:34 buy 19 0.81 1.01370 0.00000 0.00000
56 2010.03.16 21:34 modify 19 0.81 1.01370 1.00970 1.01440
57 2010.03.16 21:53 t/p 19 0.81 1.01440 1.00970 1.01440 55.90 14933.68
58 2010.03.16 23:20 buy 20 0.81 1.01380 0.00000 0.00000
59 2010.03.16 23:20 modify 20 0.81 1.01380 1.00980 1.01450
60 2010.03.17 00:36 close 20 0.81 1.01400 1.00980 1.01450 14.05 14947.74
61 2010.03.18 21:30 sell 21 0.81 1.01510 0.00000 0.00000
62 2010.03.18 21:30 modify 21 0.81 1.01510 1.01910 1.01440
63 2010.03.18 22:00 t/p 21 0.81 1.01440 1.01910 1.01440 55.90 15003.64
64 2010.03.18 22:55 buy 22 0.81 1.01400 0.00000 0.00000
65 2010.03.18 22:55 modify 22 0.81 1.01400 1.01000 1.01470
66 2010.03.19 00:23 close 22 0.81 1.01420 1.01000 1.01470 14.04 15017.68
67 2010.03.22 21:30 buy 23 0.81 1.01820 0.00000 0.00000
68 2010.03.22 21:30 modify 23 0.81 1.01820 1.01420 1.01890
69 2010.03.22 22:45 close 23 0.81 1.01860 1.01420 1.01890 31.81 15049.49
70 2010.03.22 23:04 buy 24 0.81 1.01800 0.00000 0.00000
71 2010.03.22 23:04 modify 24 0.81 1.01800 1.01400 1.01870
72 2010.03.23 00:43 close 24 0.81 1.01820 1.01400 1.01870 13.98 15063.47
73 2010.03.24 21:50 buy 25 0.81 1.02490 0.00000 0.00000
74 2010.03.24 21:50 modify 25 0.81 1.02490 1.02090 1.02560
75 2010.03.25 07:27 s/l 25 0.81 1.02090 1.02090 1.02560 -323.15 14740.33
76 2010.03.25 21:40 buy 26 0.81 1.02380 0.00000 0.00000
77 2010.03.25 21:40 modify 26 0.81 1.02380 1.01980 1.02450
78 2010.03.25 21:54 t/p 26 0.81 1.02450 1.01980 1.02450 55.34 14795.67
79 2010.03.25 23:38 buy 27 0.81 1.02410 0.00000 0.00000
80 2010.03.25 23:38 modify 27 0.81 1.02410 1.02010 1.02480
81 2010.03.26 08:43 t/p 27 0.81 1.02480 1.02010 1.02480 53.38 14849.05
82 2010.03.29 21:39 buy 28 0.81 1.02080 0.00000 0.00000
83 2010.03.29 21:39 modify 28 0.81 1.02080 1.01680 1.02150
84 2010.03.29 22:54 close 28 0.81 1.02130 1.01680 1.02150 39.66 14888.71
85 2010.03.30 00:19 sell 29 0.81 1.02170 0.00000 0.00000
86 2010.03.30 00:19 modify 29 0.81 1.02170 1.02570 1.02100
87 2010.03.30 01:40 close 29 0.81 1.02150 1.02570 1.02100 15.86 14904.57
88 2010.03.30 22:20 buy 30 0.81 1.01960 0.00000 0.00000
89 2010.03.30 22:20 modify 30 0.81 1.01960 1.01560 1.02030
90 2010.03.30 23:59 close at stop 30 0.81 1.01750 1.01560 1.02030 -167.17 14737.40

 

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