Back Tested Results USD / CAD 4-2010

USD/CAD (US Dollar vs Canadian Dollar)

Bars in test 28993 Ticks modelled 15860362 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 14869.00
Total net profit -571.52 Gross profit 379.53 Gross loss -951.05
Profit factor 0.40 Expected payoff -17.86
Absolute drawdown 646.32 Maximal drawdown 661.11 (4.44%) Relative drawdown 4.44% (661.11)
Total trades 32 Short positions (won %) 10 (90.00%) Long positions (won %) 22 (81.82%)
Profit trades (% of total) 27 (84.38%) Loss trades (% of total) 5 (15.63%)
Largest profit trade 15.03 loss trade -300.81
Average profit trade 14.06 loss trade -190.21
Maximum consecutive wins (profit in money) 12 (172.36) consecutive losses (loss in money) 1 (-300.81)
Maximal consecutive profit (count of wins) 172.36 (12) consecutive loss (count of losses) -300.81 (1)
Average consecutive wins 5 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.04.01 00:00 buy 1 0.75 1.01420 0.00000 0.00000
2 2010.04.01 00:00 modify 1 0.75 1.01420 1.01020 1.01440
3 2010.04.01 01:37 t/p 1 0.75 1.01440 1.01020 1.01440 14.79 14883.79
4 2010.04.01 23:19 sell 2 0.75 1.00910 0.00000 0.00000
5 2010.04.01 23:19 modify 2 0.75 1.00910 1.01310 1.00890
6 2010.04.02 09:40 s/l 2 0.75 1.01310 1.01310 1.00890 -297.97 14585.82
7 2010.04.05 21:30 buy 3 0.75 1.00180 0.00000 0.00000
8 2010.04.05 21:30 modify 3 0.75 1.00180 0.99780 1.00200
9 2010.04.05 22:40 t/p 3 0.75 1.00200 0.99780 1.00200 14.97 14600.79
10 2010.04.05 23:54 sell 4 0.75 1.00250 0.00000 0.00000
11 2010.04.05 23:54 modify 4 0.75 1.00250 1.00650 1.00230
12 2010.04.05 23:56 t/p 4 0.75 1.00230 1.00650 1.00230 14.97 14615.76
13 2010.04.06 00:03 sell 5 0.75 1.00270 0.00000 0.00000
14 2010.04.06 00:03 modify 5 0.75 1.00270 1.00670 1.00250
15 2010.04.06 04:51 t/p 5 0.75 1.00250 1.00670 1.00250 14.96 14630.72
16 2010.04.06 21:34 buy 6 0.75 1.00070 0.00000 0.00000
17 2010.04.06 21:34 modify 6 0.75 1.00070 0.99670 1.00090
18 2010.04.06 21:36 t/p 6 0.75 1.00090 0.99670 1.00090 14.99 14645.71
19 2010.04.06 21:53 buy 7 0.75 1.00100 0.00000 0.00000
20 2010.04.06 21:54 modify 7 0.75 1.00100 0.99700 1.00120
21 2010.04.06 21:56 t/p 7 0.75 1.00120 0.99700 1.00120 14.98 14660.69
22 2010.04.06 23:16 buy 8 0.75 1.00100 0.00000 0.00000
23 2010.04.06 23:16 modify 8 0.75 1.00100 0.99700 1.00120
24 2010.04.06 23:33 t/p 8 0.75 1.00120 0.99700 1.00120 14.98 14675.67
25 2010.04.07 00:02 sell 9 0.75 1.00190 0.00000 0.00000
26 2010.04.07 00:02 modify 9 0.75 1.00190 1.00590 1.00170
27 2010.04.07 00:10 t/p 9 0.75 1.00170 1.00590 1.00170 14.97 14690.64
28 2010.04.07 22:02 buy 10 0.75 1.00500 0.00000 0.00000
29 2010.04.07 22:02 modify 10 0.75 1.00500 1.00100 1.00520
30 2010.04.07 23:05 t/p 10 0.75 1.00520 1.00100 1.00520 14.92 14705.56
31 2010.04.08 22:57 buy 11 0.75 1.00190 0.00000 0.00000
32 2010.04.08 22:57 modify 11 0.75 1.00190 0.99790 1.00210
33 2010.04.09 00:46 t/p 11 0.75 1.00210 0.99790 1.00210 13.12 14718.68
34 2010.04.12 21:32 buy 12 0.75 1.00260 0.00000 0.00000
35 2010.04.12 21:32 modify 12 0.75 1.00260 0.99860 1.00280
36 2010.04.12 21:34 t/p 12 0.75 1.00280 0.99860 1.00280 14.96 14733.64
37 2010.04.13 00:01 sell 13 0.75 1.00340 0.00000 0.00000
38 2010.04.13 00:01 modify 13 0.75 1.00340 1.00740 1.00320
39 2010.04.13 10:41 t/p 13 0.75 1.00320 1.00740 1.00320 14.95 14748.59
40 2010.04.14 00:10 buy 14 0.75 1.00130 0.00000 0.00000
41 2010.04.14 00:10 modify 14 0.75 1.00130 0.99730 1.00150
42 2010.04.14 11:25 s/l 14 0.75 0.99730 0.99730 1.00150 -300.81 14447.78
43 2010.04.14 21:54 buy 15 0.75 0.99870 0.00000 0.00000
44 2010.04.14 21:54 modify 15 0.75 0.99870 0.99470 0.99890
45 2010.04.15 07:35 t/p 15 0.75 0.99890 0.99470 0.99890 9.47 14457.25
46 2010.04.15 21:30 buy 16 0.75 1.00170 0.00000 0.00000
47 2010.04.15 21:30 modify 16 0.75 1.00170 0.99770 1.00190
48 2010.04.15 21:48 t/p 16 0.75 1.00190 0.99770 1.00190 14.97 14472.22
49 2010.04.15 22:10 buy 17 0.75 1.00180 0.00000 0.00000
50 2010.04.15 22:10 modify 17 0.75 1.00180 0.99780 1.00200
51 2010.04.15 22:35 t/p 17 0.75 1.00200 0.99780 1.00200 14.97 14487.19
52 2010.04.16 00:16 sell 18 0.75 1.00260 0.00000 0.00000
53 2010.04.16 00:16 modify 18 0.75 1.00260 1.00660 1.00240
54 2010.04.16 06:50 t/p 18 0.75 1.00240 1.00660 1.00240 14.96 14502.15
55 2010.04.20 00:10 buy 19 0.75 1.01460 0.00000 0.00000
56 2010.04.20 00:10 modify 19 0.75 1.01460 1.01060 1.01480
57 2010.04.20 01:54 t/p 19 0.75 1.01480 1.01060 1.01480 14.78 14516.93
58 2010.04.20 21:30 buy 20 0.75 0.99850 0.00000 0.00000
59 2010.04.20 21:30 modify 20 0.75 0.99850 0.99450 0.99870
60 2010.04.20 21:54 t/p 20 0.75 0.99870 0.99450 0.99870 15.02 14531.95
61 2010.04.20 22:58 buy 21 0.75 0.99810 0.00000 0.00000
62 2010.04.20 22:58 modify 21 0.75 0.99810 0.99410 0.99830
63 2010.04.20 23:05 t/p 21 0.75 0.99830 0.99410 0.99830 15.03 14546.98
64 2010.04.21 00:01 buy 22 0.75 0.99820 0.00000 0.00000
65 2010.04.21 00:01 modify 22 0.75 0.99820 0.99420 0.99840
66 2010.04.21 01:10 t/p 22 0.75 0.99840 0.99420 0.99840 15.02 14562.00
67 2010.04.21 21:37 buy 23 0.75 0.99920 0.00000 0.00000
68 2010.04.21 21:58 modify 23 0.75 0.99920 0.99520 0.99940
69 2010.04.21 22:27 t/p 23 0.75 0.99940 0.99520 0.99940 15.01 14577.01
70 2010.04.21 22:41 buy 24 0.75 0.99910 0.00000 0.00000
71 2010.04.21 22:41 modify 24 0.75 0.99910 0.99510 0.99930
72 2010.04.21 23:03 t/p 24 0.75 0.99930 0.99510 0.99930 15.01 14592.02
73 2010.04.22 21:42 sell 25 0.75 1.00100 0.00000 0.00000
74 2010.04.22 21:42 modify 25 0.75 1.00100 1.00500 1.00080
75 2010.04.22 21:49 t/p 25 0.75 1.00080 1.00500 1.00080 14.99 14607.01
76 2010.04.22 22:36 sell 26 0.75 1.00130 0.00000 0.00000
77 2010.04.22 22:36 modify 26 0.75 1.00130 1.00530 1.00110
78 2010.04.23 07:02 t/p 26 0.75 1.00110 1.00530 1.00110 13.13 14620.14
79 2010.04.26 21:30 buy 27 0.75 1.00080 0.00000 0.00000
80 2010.04.26 21:30 modify 27 0.75 1.00080 0.99680 1.00100
81 2010.04.27 00:18 close 27 0.75 1.00080 0.99680 1.00100 -1.85 14618.29
82 2010.04.27 21:42 buy 28 0.75 1.01630 0.00000 0.00000
83 2010.04.27 21:42 modify 28 0.75 1.01630 1.01230 1.01650
84 2010.04.27 21:43 t/p 28 0.75 1.01650 1.01230 1.01650 14.76 14633.05
85 2010.04.27 21:46 buy 29 0.75 1.01650 0.00000 0.00000
86 2010.04.27 21:46 modify 29 0.75 1.01650 1.01250 1.01670
87 2010.04.28 03:35 s/l 29 0.75 1.01250 1.01250 1.01670 -298.15 14334.90
88 2010.04.28 22:43 sell 30 0.75 1.01040 0.00000 0.00000
89 2010.04.28 22:43 modify 30 0.75 1.01040 1.01440 1.01020
90 2010.04.28 23:10 t/p 30 0.75 1.01020 1.01440 1.01020 14.85 14349.75
91 2010.04.29 00:12 sell 31 0.75 1.01080 0.00000 0.00000
92 2010.04.29 00:12 modify 31 0.75 1.01080 1.01480 1.01060
93 2010.04.29 02:49 close 31 0.75 1.01080 1.01480 1.01060 0.00 14349.75
94 2010.04.29 22:32 buy 32 0.75 1.00510 0.00000 0.00000
95 2010.04.29 22:32 modify 32 0.75 1.00510 1.00110 1.00530
96 2010.04.29 23:59 close at stop 32 0.75 1.00440 1.00110 1.00530 -52.27 14297.48

 

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