Back Tested Results USD / CAD 7-2010

USD/CAD (US Dollar vs Canadian Dollar)

Bars in test 28993 Ticks modelled 15860362 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 24457.00
Total net profit -420.01 Gross profit 1288.66 Gross loss -1708.67
Profit factor 0.75 Expected payoff -16.15
Absolute drawdown 1167.57 Maximal drawdown 1604.51 (6.45%) Relative drawdown 6.45% (1604.51)
Total trades 26 Short positions (won %) 5 (80.00%) Long positions (won %) 21 (80.95%)
Profit trades (% of total) 21 (80.77%) Loss trades (% of total) 5 (19.23%)
Largest profit trade 183.64 loss trade -567.48
Average profit trade 61.36 loss trade -341.73
Maximum consecutive wins (profit in money) 6 (436.94) consecutive losses (loss in money) 1 (-567.48)
Maximal consecutive profit (count of wins) 523.14 (5) consecutive loss (count of losses) -567.48 (1)
Average consecutive wins 4 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.07.01 21:31 buy 1 1.48 1.05880 0.00000 0.00000
2 2010.07.01 21:31 modify 1 1.48 1.05880 1.05480 1.06010
3 2010.07.01 22:47 close 1 1.48 1.05920 1.05480 1.06010 55.89 24512.89
4 2010.07.01 23:03 buy 2 1.48 1.05850 0.00000 0.00000
5 2010.07.01 23:03 modify 2 1.48 1.05850 1.05450 1.05980
6 2010.07.02 00:18 close 2 1.48 1.05870 1.05450 1.05980 24.48 24537.37
7 2010.07.05 21:39 buy 3 1.48 1.06400 0.00000 0.00000
8 2010.07.05 21:39 modify 3 1.48 1.06400 1.06000 1.06530
9 2010.07.05 22:54 close 3 1.48 1.06430 1.06000 1.06530 41.72 24579.09
10 2010.07.05 22:58 sell 4 1.48 1.06490 0.00000 0.00000
11 2010.07.05 22:58 modify 4 1.48 1.06490 1.06890 1.06360
12 2010.07.06 03:30 close 4 1.48 1.06420 1.06890 1.06360 93.87 24672.96
13 2010.07.06 21:31 buy 5 1.48 1.05360 0.00000 0.00000
14 2010.07.06 21:31 modify 5 1.48 1.05360 1.04960 1.05490
15 2010.07.06 22:46 close 5 1.48 1.05390 1.04960 1.05490 42.13 24715.09
16 2010.07.06 23:48 buy 6 1.48 1.05400 0.00000 0.00000
17 2010.07.06 23:48 modify 6 1.48 1.05400 1.05000 1.05530
18 2010.07.07 00:18 t/p 6 1.48 1.05530 1.05000 1.05530 178.84 24893.94
19 2010.07.08 00:09 buy 7 1.48 1.04770 0.00000 0.00000
20 2010.07.08 00:09 modify 7 1.48 1.04770 1.04370 1.04900
21 2010.07.08 12:14 s/l 7 1.48 1.04370 1.04370 1.04900 -567.27 24326.67
22 2010.07.12 21:30 buy 8 1.48 1.03610 0.00000 0.00000
23 2010.07.12 21:30 modify 8 1.48 1.03610 1.03210 1.03740
24 2010.07.12 22:46 close 8 1.48 1.03640 1.03210 1.03740 42.84 24369.51
25 2010.07.12 23:18 buy 9 1.48 1.03600 0.00000 0.00000
26 2010.07.12 23:18 modify 9 1.48 1.03600 1.03200 1.03730
27 2010.07.13 03:47 close 9 1.48 1.03670 1.03200 1.03730 96.45 24465.96
28 2010.07.13 21:31 buy 10 1.48 1.03110 0.00000 0.00000
29 2010.07.13 21:31 modify 10 1.48 1.03110 1.02710 1.03240
30 2010.07.13 23:40 close 10 1.48 1.03110 1.02710 1.03240 0.00 24465.96
31 2010.07.14 00:17 buy 11 1.48 1.03070 0.00000 0.00000
32 2010.07.14 00:17 modify 11 1.48 1.03070 1.02670 1.03200
33 2010.07.14 01:55 close 11 1.48 1.03090 1.02670 1.03200 28.71 24494.67
34 2010.07.14 21:30 buy 12 1.48 1.03270 0.00000 0.00000
35 2010.07.14 21:30 modify 12 1.48 1.03270 1.02870 1.03400
36 2010.07.14 22:46 close 12 1.48 1.03290 1.02870 1.03400 28.66 24523.33
37 2010.07.15 00:01 sell 13 1.48 1.03370 0.00000 0.00000
38 2010.07.15 00:01 modify 13 1.48 1.03370 1.03770 1.03240
39 2010.07.15 02:01 close 13 1.48 1.03350 1.03770 1.03240 28.64 24551.97
40 2010.07.16 00:04 sell 14 1.48 1.03920 0.00000 0.00000
41 2010.07.16 00:04 modify 14 1.48 1.03920 1.04320 1.03790
42 2010.07.16 08:13 s/l 14 1.48 1.04320 1.04320 1.03790 -567.48 23984.49
43 2010.07.19 21:30 buy 15 1.48 1.05480 0.00000 0.00000
44 2010.07.19 21:30 modify 15 1.48 1.05480 1.05080 1.05610
45 2010.07.19 22:51 close 15 1.48 1.05500 1.05080 1.05610 28.06 24012.55
46 2010.07.19 23:54 buy 16 1.48 1.05460 0.00000 0.00000
47 2010.07.19 23:54 modify 16 1.48 1.05460 1.05060 1.05590
48 2010.07.20 02:31 s/l 16 1.48 1.05060 1.05060 1.05590 -566.97 23445.58
49 2010.07.20 21:31 buy 17 1.48 1.04370 0.00000 0.00000
50 2010.07.20 21:31 modify 17 1.48 1.04370 1.03970 1.04500
51 2010.07.20 22:47 close 17 1.48 1.04410 1.03970 1.04500 56.70 23502.28
52 2010.07.20 23:47 buy 18 1.48 1.04340 0.00000 0.00000
53 2010.07.20 23:47 modify 18 1.48 1.04340 1.03940 1.04470
54 2010.07.21 01:02 close 18 1.48 1.04400 1.03940 1.04470 81.58 23583.86
55 2010.07.21 21:30 sell 19 1.48 1.04900 0.00000 0.00000
56 2010.07.21 21:30 modify 19 1.48 1.04900 1.05300 1.04770
57 2010.07.21 22:27 t/p 19 1.48 1.04770 1.05300 1.04770 183.64 23767.50
58 2010.07.21 22:27 buy 20 1.48 1.04770 0.00000 0.00000
59 2010.07.21 22:27 modify 20 1.48 1.04770 1.04370 1.04900
60 2010.07.21 23:42 close 20 1.48 1.04790 1.04370 1.04900 28.25 23795.75
61 2010.07.21 23:52 buy 21 1.48 1.04780 0.00000 0.00000
62 2010.07.21 23:52 modify 21 1.48 1.04780 1.04380 1.04910
63 2010.07.22 00:36 t/p 21 1.48 1.04910 1.04380 1.04910 172.97 23968.72
64 2010.07.22 21:33 buy 22 1.48 1.03800 0.00000 0.00000
65 2010.07.22 21:33 modify 22 1.48 1.03800 1.03400 1.03930
66 2010.07.23 00:46 close 22 1.48 1.03800 1.03400 1.03930 -3.48 23965.24
67 2010.07.27 21:44 buy 23 1.48 1.03560 0.00000 0.00000
68 2010.07.27 21:45 modify 23 1.48 1.03560 1.03160 1.03690
69 2010.07.27 23:30 close 23 1.48 1.03580 1.03160 1.03690 28.58 23993.82
70 2010.07.28 23:32 buy 24 1.48 1.03810 0.00000 0.00000
71 2010.07.28 23:32 modify 24 1.48 1.03810 1.03410 1.03940
72 2010.07.29 00:51 close 24 1.48 1.03830 1.03410 1.03940 18.08 24011.90
73 2010.07.29 21:57 buy 25 1.48 1.03580 0.00000 0.00000
74 2010.07.29 21:57 modify 25 1.48 1.03580 1.03180 1.03710
75 2010.07.30 00:01 close 25 1.48 1.03580 1.03180 1.03710 -3.48 24008.42
76 2010.07.30 00:11 sell 26 1.48 1.03610 0.00000 0.00000
77 2010.07.30 00:11 modify 26 1.48 1.03610 1.04010 1.03480
78 2010.07.30 01:26 close 26 1.48 1.03590 1.04010 1.03480 28.57 24036.99

 

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