Back Tested Results USD / CAD 6-2010

USD/CAD (US Dollar vs Canadian Dollar)

Bars in test 28993 Ticks modelled 15860362 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 19763.00
Total net profit 1275.81 Gross profit 1837.48 Gross loss -561.68
Profit factor 3.27 Expected payoff 37.52
Absolute drawdown 139.72 Maximal drawdown 550.22 (2.73%) Relative drawdown 2.73% (550.22)
Total trades 34 Short positions (won %) 14 (100.00%) Long positions (won %) 20 (70.00%)
Profit trades (% of total) 28 (82.35%) Loss trades (% of total) 6 (17.65%)
Largest profit trade 80.33 loss trade -449.63
Average profit trade 65.62 loss trade -93.61
Maximum consecutive wins (profit in money) 15 (1035.14) consecutive losses (loss in money) 1 (-449.63)
Maximal consecutive profit (count of wins) 1035.14 (15) consecutive loss (count of losses) -449.63 (1)
Average consecutive wins 5 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.06.01 21:30 sell 1 1.18 1.05530 0.00000 0.00000
2 2010.06.01 21:30 modify 1 1.18 1.05530 1.05930 1.05460
3 2010.06.01 21:58 t/p 1 1.18 1.05460 1.05930 1.05460 78.34 19841.34
4 2010.06.01 21:58 buy 2 1.18 1.05440 0.00000 0.00000
5 2010.06.01 21:58 modify 2 1.18 1.05440 1.05040 1.05510
6 2010.06.02 00:05 close 2 1.18 1.05440 1.05040 1.05510 -2.83 19838.51
7 2010.06.02 00:15 sell 3 1.18 1.05520 0.00000 0.00000
8 2010.06.02 00:15 modify 3 1.18 1.05520 1.05920 1.05450
9 2010.06.02 00:38 t/p 3 1.18 1.05450 1.05920 1.05450 78.35 19916.86
10 2010.06.02 21:39 buy 4 1.18 1.03870 0.00000 0.00000
11 2010.06.02 21:40 modify 4 1.18 1.03870 1.03470 1.03940
12 2010.06.02 22:56 close 4 1.18 1.03890 1.03470 1.03940 22.72 19939.58
13 2010.06.02 23:17 sell 5 1.18 1.03970 0.00000 0.00000
14 2010.06.02 23:17 modify 5 1.18 1.03970 1.04370 1.03900
15 2010.06.02 23:33 t/p 5 1.18 1.03900 1.04370 1.03900 79.50 20019.08
16 2010.06.03 21:49 buy 6 1.18 1.04020 0.00000 0.00000
17 2010.06.03 21:49 modify 6 1.18 1.04020 1.03620 1.04090
18 2010.06.03 21:52 t/p 6 1.18 1.04090 1.03620 1.04090 79.35 20098.43
19 2010.06.03 23:59 buy 7 1.18 1.04060 0.00000 0.00000
20 2010.06.03 23:59 modify 7 1.18 1.04060 1.03660 1.04130
21 2010.06.04 02:03 close 7 1.18 1.04060 1.03660 1.04130 -2.83 20095.60
22 2010.06.07 21:31 sell 8 1.18 1.06110 0.00000 0.00000
23 2010.06.07 21:31 modify 8 1.18 1.06110 1.06510 1.06040
24 2010.06.07 22:18 t/p 8 1.18 1.06040 1.06510 1.06040 77.90 20173.50
25 2010.06.07 22:18 buy 9 1.18 1.06040 0.00000 0.00000
26 2010.06.07 22:18 modify 9 1.18 1.06040 1.05640 1.06110
27 2010.06.08 01:03 s/l 9 1.18 1.05640 1.05640 1.06110 -449.63 19723.87
28 2010.06.08 21:30 buy 10 1.18 1.04750 0.00000 0.00000
29 2010.06.08 21:30 modify 10 1.18 1.04750 1.04350 1.04820
30 2010.06.08 22:04 t/p 10 1.18 1.04820 1.04350 1.04820 78.80 19802.67
31 2010.06.08 23:33 sell 11 1.18 1.04900 0.00000 0.00000
32 2010.06.08 23:33 modify 11 1.18 1.04900 1.05300 1.04830
33 2010.06.08 23:53 t/p 11 1.18 1.04830 1.05300 1.04830 78.79 19881.46
34 2010.06.09 00:05 sell 12 1.18 1.04890 0.00000 0.00000
35 2010.06.09 00:05 modify 12 1.18 1.04890 1.05290 1.04820
36 2010.06.09 01:33 close 12 1.18 1.04860 1.05290 1.04820 33.76 19915.22
37 2010.06.09 21:51 sell 13 1.18 1.04470 0.00000 0.00000
38 2010.06.09 21:52 modify 13 1.18 1.04470 1.04870 1.04400
39 2010.06.09 22:26 t/p 13 1.18 1.04400 1.04870 1.04400 79.12 19994.34
40 2010.06.09 22:26 buy 14 1.18 1.04400 0.00000 0.00000
41 2010.06.09 22:26 modify 14 1.18 1.04400 1.04000 1.04470
42 2010.06.09 23:18 t/p 14 1.18 1.04470 1.04000 1.04470 79.07 20073.41
43 2010.06.09 23:18 sell 15 1.18 1.04480 0.00000 0.00000
44 2010.06.09 23:18 modify 15 1.18 1.04480 1.04880 1.04410
45 2010.06.09 23:52 t/p 15 1.18 1.04410 1.04880 1.04410 79.11 20152.52
46 2010.06.09 23:56 buy 16 1.18 1.04390 0.00000 0.00000
47 2010.06.09 23:56 modify 16 1.18 1.04390 1.03990 1.04460
48 2010.06.10 00:17 t/p 16 1.18 1.04460 1.03990 1.04460 70.58 20223.11
49 2010.06.10 23:18 buy 17 1.18 1.03070 0.00000 0.00000
50 2010.06.10 23:18 modify 17 1.18 1.03070 1.02670 1.03140
51 2010.06.11 00:23 t/p 17 1.18 1.03140 1.02670 1.03140 77.26 20300.37
52 2010.06.14 21:30 sell 18 1.18 1.03400 0.00000 0.00000
53 2010.06.14 21:30 modify 18 1.18 1.03400 1.03800 1.03330
54 2010.06.14 21:56 t/p 18 1.18 1.03330 1.03800 1.03330 79.94 20380.31
55 2010.06.14 21:57 buy 19 1.18 1.03310 0.00000 0.00000
56 2010.06.14 21:57 modify 19 1.18 1.03310 1.02910 1.03380
57 2010.06.14 23:12 close 19 1.18 1.03340 1.02910 1.03380 34.26 20414.57
58 2010.06.15 00:09 buy 20 1.18 1.03270 0.00000 0.00000
59 2010.06.15 00:09 modify 20 1.18 1.03270 1.02870 1.03340
60 2010.06.15 01:06 t/p 20 1.18 1.03340 1.02870 1.03340 79.93 20494.50
61 2010.06.15 21:47 buy 21 1.18 1.02540 0.00000 0.00000
62 2010.06.15 21:47 modify 21 1.18 1.02540 1.02140 1.02610
63 2010.06.15 23:02 close 21 1.18 1.02570 1.02140 1.02610 34.51 20529.01
64 2010.06.16 23:59 sell 22 1.18 1.02600 0.00000 0.00000
65 2010.06.16 23:59 modify 22 1.18 1.02600 1.03000 1.02530
66 2010.06.17 08:30 t/p 22 1.18 1.02530 1.03000 1.02530 72.07 20601.08
67 2010.06.17 21:48 buy 23 1.18 1.02740 0.00000 0.00000
68 2010.06.17 21:48 modify 23 1.18 1.02740 1.02340 1.02810
69 2010.06.17 22:18 t/p 23 1.18 1.02810 1.02340 1.02810 80.33 20681.41
70 2010.06.17 23:01 sell 24 1.18 1.02910 0.00000 0.00000
71 2010.06.17 23:01 modify 24 1.18 1.02910 1.03310 1.02840
72 2010.06.18 06:01 t/p 24 1.18 1.02840 1.03310 1.02840 77.60 20759.01
73 2010.06.21 21:57 buy 25 1.18 1.02400 0.00000 0.00000
74 2010.06.21 21:58 modify 25 1.18 1.02400 1.02000 1.02470
75 2010.06.22 00:27 close 25 1.18 1.02400 1.02000 1.02470 -2.83 20756.18
76 2010.06.22 21:30 sell 26 1.18 1.02920 0.00000 0.00000
77 2010.06.22 21:30 modify 26 1.18 1.02920 1.03320 1.02850
78 2010.06.22 22:39 t/p 26 1.18 1.02850 1.03320 1.02850 80.33 20836.51
79 2010.06.22 22:39 buy 27 1.18 1.02820 0.00000 0.00000
80 2010.06.22 22:39 modify 27 1.18 1.02820 1.02420 1.02890
81 2010.06.22 23:59 close 27 1.18 1.02840 1.02420 1.02890 22.95 20859.46
82 2010.06.23 23:43 sell 28 1.18 1.03990 0.00000 0.00000
83 2010.06.23 23:43 modify 28 1.18 1.03990 1.04390 1.03920
84 2010.06.24 00:06 t/p 28 1.18 1.03920 1.04390 1.03920 71.00 20930.46
85 2010.06.24 00:06 buy 29 1.18 1.03910 0.00000 0.00000
86 2010.06.24 00:06 modify 29 1.18 1.03910 1.03510 1.03980
87 2010.06.24 03:31 close 29 1.18 1.03940 1.03510 1.03980 34.06 20964.52
88 2010.06.24 22:57 buy 30 1.18 1.04280 0.00000 0.00000
89 2010.06.24 22:57 modify 30 1.18 1.04280 1.03880 1.04350
90 2010.06.25 00:16 close 30 1.18 1.04300 1.03880 1.04350 19.80 20984.33
91 2010.06.28 23:00 sell 31 1.18 1.03660 0.00000 0.00000
92 2010.06.28 23:00 modify 31 1.18 1.03660 1.04060 1.03590
93 2010.06.28 23:43 t/p 31 1.18 1.03590 1.04060 1.03590 79.74 21064.07
94 2010.06.28 23:55 buy 32 1.18 1.03560 0.00000 0.00000
95 2010.06.28 23:55 modify 32 1.18 1.03560 1.03160 1.03630
96 2010.06.29 02:31 close 32 1.18 1.03560 1.03160 1.03630 -2.83 21061.24
97 2010.06.29 21:30 buy 33 1.18 1.05420 0.00000 0.00000
98 2010.06.29 21:30 modify 33 1.18 1.05420 1.05020 1.05490
99 2010.06.29 21:31 t/p 33 1.18 1.05490 1.05020 1.05490 78.30 21139.54
100 2010.06.29 21:31 buy 34 1.18 1.05520 0.00000 0.00000
101 2010.06.29 21:31 modify 34 1.18 1.05520 1.05120 1.05590
102 2010.06.29 23:59 close at stop 34 1.18 1.05430 1.05120 1.05590 -100.73 21038.81

 

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