Back Tested Results USD / CAD 5-2010

USD/CAD (US Dollar vs Canadian Dollar)

Bars in test 28993 Ticks modelled 15860362 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 15251.00
Total net profit 432.05 Gross profit 2109.35 Gross loss -1677.29
Profit factor 1.26 Expected payoff 10.80
Absolute drawdown 157.61 Maximal drawdown 1022.67 (6.35%) Relative drawdown 6.35% (1022.67)
Total trades 40 Short positions (won %) 17 (76.47%) Long positions (won %) 23 (82.61%)
Profit trades (% of total) 32 (80.00%) Loss trades (% of total) 8 (20.00%)
Largest profit trade 119.33 loss trade -349.20
Average profit trade 65.92 loss trade -209.66
Maximum consecutive wins (profit in money) 8 (384.51) consecutive losses (loss in money) 3 (-690.65)
Maximal consecutive profit (count of wins) 471.10 (5) consecutive loss (count of losses) -690.65 (3)
Average consecutive wins 5 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.05.03 21:46 buy 1 0.87 1.01050 0.00000 0.00000
2 2010.05.03 21:46 modify 1 0.87 1.01050 1.00650 1.01190
3 2010.05.03 23:01 close 1 0.87 1.01080 1.00650 1.01190 25.82 15276.82
4 2010.05.03 23:41 sell 2 0.87 1.01150 0.00000 0.00000
5 2010.05.03 23:41 modify 2 0.87 1.01150 1.01550 1.01010
6 2010.05.04 00:56 close 2 0.87 1.01130 1.01550 1.01010 15.07 15291.89
7 2010.05.04 21:54 buy 3 0.87 1.02460 0.00000 0.00000
8 2010.05.04 21:54 modify 3 0.87 1.02460 1.02060 1.02600
9 2010.05.04 23:09 close 3 0.87 1.02480 1.02060 1.02600 16.98 15308.87
10 2010.05.04 23:14 buy 4 0.87 1.02440 0.00000 0.00000
11 2010.05.04 23:14 modify 4 0.87 1.02440 1.02040 1.02580
12 2010.05.05 00:44 close 4 0.87 1.02460 1.02040 1.02580 14.84 15323.71
13 2010.05.05 21:30 sell 5 0.87 1.03150 0.00000 0.00000
14 2010.05.05 21:30 modify 5 0.87 1.03150 1.03550 1.03010
15 2010.05.05 22:45 close 5 0.87 1.03040 1.03550 1.03010 92.88 15416.59
16 2010.05.05 22:45 buy 6 0.87 1.03040 0.00000 0.00000
17 2010.05.05 22:45 modify 6 0.87 1.03040 1.02640 1.03180
18 2010.05.06 00:00 close 6 0.87 1.03100 1.02640 1.03180 44.22 15460.81
19 2010.05.06 00:04 buy 7 0.87 1.03050 0.00000 0.00000
20 2010.05.06 00:04 modify 7 0.87 1.03050 1.02650 1.03190
21 2010.05.06 05:03 close 7 0.87 1.03120 1.02650 1.03190 59.06 15519.87
22 2010.05.06 21:30 buy 8 0.87 1.05190 0.00000 0.00000
23 2010.05.06 21:30 modify 8 0.87 1.05190 1.04790 1.05330
24 2010.05.06 22:03 t/p 8 0.87 1.05330 1.04790 1.05330 115.64 15635.51
25 2010.05.06 22:54 buy 9 0.87 1.05220 0.00000 0.00000
26 2010.05.06 22:54 modify 9 0.87 1.05220 1.04820 1.05360
27 2010.05.07 01:47 close 9 0.87 1.05220 1.04820 1.05360 -2.14 15633.37
28 2010.05.10 23:10 sell 10 0.87 1.02520 0.00000 0.00000
29 2010.05.10 23:10 modify 10 0.87 1.02520 1.02920 1.02380
30 2010.05.10 23:27 t/p 10 0.87 1.02380 1.02920 1.02380 118.97 15752.34
31 2010.05.10 23:27 buy 11 0.87 1.02380 0.00000 0.00000
32 2010.05.10 23:27 modify 11 0.87 1.02380 1.01980 1.02520
33 2010.05.11 00:01 t/p 11 0.87 1.02520 1.01980 1.02520 116.67 15869.01
34 2010.05.11 00:08 buy 12 0.87 1.02400 0.00000 0.00000
35 2010.05.11 00:08 modify 12 0.87 1.02400 1.02000 1.02540
36 2010.05.11 02:51 close 12 0.87 1.02400 1.02000 1.02540 0.00 15869.01
37 2010.05.11 21:30 buy 13 0.87 1.02120 0.00000 0.00000
38 2010.05.11 21:30 modify 13 0.87 1.02120 1.01720 1.02260
39 2010.05.11 22:45 close 13 0.87 1.02160 1.01720 1.02260 34.06 15903.07
40 2010.05.11 22:46 sell 14 0.87 1.02220 0.00000 0.00000
41 2010.05.11 22:46 modify 14 0.87 1.02220 1.02620 1.02080
42 2010.05.11 23:03 t/p 14 0.87 1.02080 1.02620 1.02080 119.33 16022.40
43 2010.05.11 23:03 buy 15 0.87 1.02070 0.00000 0.00000
44 2010.05.11 23:03 modify 15 0.87 1.02070 1.01670 1.02210
45 2010.05.12 04:19 close 15 0.87 1.02130 1.01670 1.02210 48.97 16071.38
46 2010.05.12 21:59 buy 16 0.87 1.01930 0.00000 0.00000
47 2010.05.12 21:59 modify 16 0.87 1.01930 1.01530 1.02070
48 2010.05.13 05:18 s/l 16 0.87 1.01530 1.01530 1.02070 -349.20 15722.17
49 2010.05.13 21:31 sell 17 0.87 1.02150 0.00000 0.00000
50 2010.05.13 21:32 modify 17 0.87 1.02150 1.02550 1.02010
51 2010.05.14 00:00 close 17 0.87 1.02150 1.02550 1.02010 -2.14 15720.03
52 2010.05.14 00:08 sell 18 0.87 1.02160 0.00000 0.00000
53 2010.05.14 00:08 modify 18 0.87 1.02160 1.02560 1.02020
54 2010.05.14 08:25 s/l 18 0.87 1.02560 1.02560 1.02020 -339.31 15380.72
55 2010.05.17 21:35 buy 19 0.87 1.03240 0.00000 0.00000
56 2010.05.17 21:35 modify 19 0.87 1.03240 1.02840 1.03380
57 2010.05.17 22:52 close 19 0.87 1.03260 1.02840 1.03380 16.85 15397.57
58 2010.05.18 00:18 sell 20 0.87 1.03410 0.00000 0.00000
59 2010.05.18 00:18 modify 20 0.87 1.03410 1.03810 1.03270
60 2010.05.18 01:49 close 20 0.87 1.03390 1.03810 1.03270 16.83 15414.40
61 2010.05.18 22:29 sell 21 0.87 1.04080 0.00000 0.00000
62 2010.05.18 22:29 modify 21 0.87 1.04080 1.04480 1.03940
63 2010.05.18 23:44 close 21 0.87 1.04050 1.04480 1.03940 25.08 15439.48
64 2010.05.18 23:56 sell 22 0.87 1.04170 0.00000 0.00000
65 2010.05.18 23:56 modify 22 0.87 1.04170 1.04570 1.04030
66 2010.05.19 00:21 t/p 22 0.87 1.04030 1.04570 1.04030 114.94 15554.43
67 2010.05.19 21:30 buy 23 0.87 1.04270 0.00000 0.00000
68 2010.05.19 21:30 modify 23 0.87 1.04270 1.03870 1.04410
69 2010.05.19 22:45 close 23 0.87 1.04390 1.03870 1.04410 100.01 15654.44
70 2010.05.19 23:52 sell 24 0.87 1.04530 0.00000 0.00000
71 2010.05.19 23:52 modify 24 0.87 1.04530 1.04930 1.04390
72 2010.05.20 01:50 close 24 0.87 1.04510 1.04930 1.04390 10.24 15664.67
73 2010.05.20 21:30 sell 25 0.87 1.07050 0.00000 0.00000
74 2010.05.20 21:31 modify 25 0.87 1.07050 1.07450 1.06910
75 2010.05.20 22:45 close 25 0.87 1.07030 1.07450 1.06910 16.26 15680.93
76 2010.05.20 23:17 sell 26 0.87 1.07220 0.00000 0.00000
77 2010.05.20 23:17 modify 26 0.87 1.07220 1.07620 1.07080
78 2010.05.20 23:57 t/p 26 0.87 1.07080 1.07620 1.07080 113.75 15794.68
79 2010.05.20 23:57 buy 27 0.87 1.07080 0.00000 0.00000
80 2010.05.20 23:57 modify 27 0.87 1.07080 1.06680 1.07220
81 2010.05.21 00:14 s/l 27 0.87 1.06680 1.06680 1.07220 -328.38 15466.30
82 2010.05.21 00:14 buy 28 0.87 1.06700 0.00000 0.00000
83 2010.05.21 00:14 modify 28 0.87 1.06700 1.06300 1.06840
84 2010.05.21 00:18 t/p 28 0.87 1.06840 1.06300 1.06840 114.00 15580.30
85 2010.05.21 00:18 buy 29 0.87 1.06870 0.00000 0.00000
86 2010.05.21 00:18 modify 29 0.87 1.06870 1.06470 1.07010
87 2010.05.21 00:41 t/p 29 0.87 1.07010 1.06470 1.07010 113.82 15694.12
88 2010.05.24 21:30 sell 30 0.87 1.06400 0.00000 0.00000
89 2010.05.24 21:30 modify 30 0.87 1.06400 1.06800 1.06260
90 2010.05.24 21:49 t/p 30 0.87 1.06260 1.06800 1.06260 114.63 15808.75
91 2010.05.24 21:52 sell 31 0.87 1.06330 0.00000 0.00000
92 2010.05.24 21:52 modify 31 0.87 1.06330 1.06730 1.06190
93 2010.05.24 23:11 close 31 0.87 1.06310 1.06730 1.06190 16.37 15825.12
94 2010.05.24 23:11 buy 32 0.87 1.06310 0.00000 0.00000
95 2010.05.24 23:12 modify 32 0.87 1.06310 1.05910 1.06450
96 2010.05.25 00:18 t/p 32 0.87 1.06450 1.05910 1.06450 112.28 15937.41
97 2010.05.25 00:18 sell 33 0.87 1.06450 0.00000 0.00000
98 2010.05.25 00:18 modify 33 0.87 1.06450 1.06850 1.06310
99 2010.05.25 00:56 s/l 33 0.87 1.06850 1.06850 1.06310 -325.69 15611.72
100 2010.05.25 21:30 buy 34 0.87 1.06540 0.00000 0.00000
101 2010.05.25 21:30 modify 34 0.87 1.06540 1.06140 1.06680
102 2010.05.25 22:03 t/p 34 0.87 1.06680 1.06140 1.06680 114.17 15725.89
103 2010.05.26 00:13 sell 35 0.87 1.07000 0.00000 0.00000
104 2010.05.26 00:13 modify 35 0.87 1.07000 1.07400 1.06860
105 2010.05.26 01:25 s/l 35 0.87 1.07400 1.07400 1.06860 -324.02 15401.87
106 2010.05.26 22:00 buy 36 0.87 1.06980 0.00000 0.00000
107 2010.05.26 22:00 modify 36 0.87 1.06980 1.06580 1.07120
108 2010.05.26 23:29 close 36 0.87 1.07000 1.06580 1.07120 16.26 15418.13
109 2010.05.26 23:52 buy 37 0.87 1.06980 0.00000 0.00000
110 2010.05.26 23:52 modify 37 0.87 1.06980 1.06580 1.07120
111 2010.05.27 01:58 close 37 0.87 1.06980 1.06580 1.07120 -6.41 15411.71
112 2010.05.27 21:34 buy 38 0.87 1.04900 0.00000 0.00000
113 2010.05.27 21:34 modify 38 0.87 1.04900 1.04500 1.05040
114 2010.05.27 22:49 close 38 0.87 1.04950 1.04500 1.05040 41.45 15453.16
115 2010.05.27 23:01 sell 39 0.87 1.05060 0.00000 0.00000
116 2010.05.27 23:01 modify 39 0.87 1.05060 1.05460 1.04920
117 2010.05.27 23:12 t/p 39 0.87 1.04920 1.05460 1.04920 116.10 15569.26
118 2010.05.27 23:44 buy 40 0.87 1.04920 0.00000 0.00000
119 2010.05.27 23:44 modify 40 0.87 1.04920 1.04520 1.05060
120 2010.05.28 00:18 t/p 40 0.87 1.05060 1.04520 1.05060 113.79 15683.05

 

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