Back Tested Results USD / CAD 8-2010

USD/CAD (US Dollar vs Canadian Dollar)

Bars in test 28993 Ticks modelled 15860362 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 28723.00
Total net profit 163.47 Gross profit 1491.26 Gross loss -1327.79
Profit factor 1.12 Expected payoff 6.81
Absolute drawdown 504.83 Maximal drawdown 806.97 (2.78%) Relative drawdown 2.78% (806.97)
Total trades 24 Short positions (won %) 9 (66.67%) Long positions (won %) 15 (80.00%)
Profit trades (% of total) 18 (75.00%) Loss trades (% of total) 6 (25.00%)
Largest profit trade 230.11 loss trade -659.34
Average profit trade 82.85 loss trade -221.30
Maximum consecutive wins (profit in money) 6 (681.60) consecutive losses (loss in money) 2 (-663.45)
Maximal consecutive profit (count of wins) 681.60 (6) consecutive loss (count of losses) -663.45 (2)
Average consecutive wins 4 consecutive losses 2

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.08.02 22:38 buy 1 1.69 1.02300 0.00000 0.00000
2 2010.08.02 22:38 modify 1 1.69 1.02300 1.01900 1.02440
3 2010.08.03 00:21 close 1 1.69 1.02320 1.01900 1.02440 28.92 28751.92
4 2010.08.03 23:52 buy 2 1.69 1.02370 0.00000 0.00000
5 2010.08.03 23:52 modify 2 1.69 1.02370 1.01970 1.02510
6 2010.08.04 01:07 close 2 1.69 1.02440 1.01970 1.02510 111.37 28863.29
7 2010.08.04 21:51 buy 3 1.69 1.01780 0.00000 0.00000
8 2010.08.04 21:51 modify 3 1.69 1.01780 1.01380 1.01920
9 2010.08.04 23:06 close 3 1.69 1.01860 1.01380 1.01920 132.73 28996.02
10 2010.08.05 00:02 buy 4 1.69 1.01780 0.00000 0.00000
11 2010.08.05 00:02 modify 4 1.69 1.01780 1.01380 1.01920
12 2010.08.05 03:05 close 4 1.69 1.01780 1.01380 1.01920 0.00 28996.02
13 2010.08.05 23:30 sell 5 1.69 1.01730 0.00000 0.00000
14 2010.08.05 23:30 modify 5 1.69 1.01730 1.02130 1.01590
15 2010.08.06 01:02 close 5 1.69 1.01710 1.02130 1.01590 29.12 29025.14
16 2010.08.09 23:37 sell 6 1.69 1.02770 0.00000 0.00000
17 2010.08.09 23:37 modify 6 1.69 1.02770 1.03170 1.02630
18 2010.08.10 04:35 s/l 6 1.69 1.03170 1.03170 1.02630 -659.34 28365.80
19 2010.08.10 21:30 buy 7 1.69 1.03120 0.00000 0.00000
20 2010.08.10 21:30 modify 7 1.69 1.03120 1.02720 1.03260
21 2010.08.11 00:22 close 7 1.69 1.03120 1.02720 1.03260 -4.11 28361.69
22 2010.08.11 21:30 sell 8 1.69 1.04780 0.00000 0.00000
23 2010.08.11 21:30 modify 8 1.69 1.04780 1.05180 1.04640
24 2010.08.11 23:12 close 8 1.69 1.04760 1.05180 1.04640 32.26 28393.95
25 2010.08.11 23:31 buy 9 1.69 1.04720 0.00000 0.00000
26 2010.08.11 23:31 modify 9 1.69 1.04720 1.04320 1.04860
27 2010.08.12 01:30 close 9 1.69 1.04740 1.04320 1.04860 19.94 28413.88
28 2010.08.12 21:30 buy 10 1.69 1.04250 0.00000 0.00000
29 2010.08.12 21:31 modify 10 1.69 1.04250 1.03850 1.04390
30 2010.08.12 23:18 close 10 1.69 1.04270 1.03850 1.04390 32.42 28446.30
31 2010.08.12 23:49 buy 11 1.69 1.04210 0.00000 0.00000
32 2010.08.12 23:49 modify 11 1.69 1.04210 1.03810 1.04350
33 2010.08.13 01:04 close 11 1.69 1.04240 1.03810 1.04350 44.53 28490.83
34 2010.08.16 21:57 buy 12 1.69 1.04360 0.00000 0.00000
35 2010.08.16 21:57 modify 12 1.69 1.04360 1.03960 1.04500
36 2010.08.17 00:17 close 12 1.69 1.04360 1.03960 1.04500 -4.11 28486.72
37 2010.08.17 23:38 sell 13 1.69 1.03320 0.00000 0.00000
38 2010.08.17 23:39 modify 13 1.69 1.03320 1.03720 1.03180
39 2010.08.18 00:40 t/p 13 1.69 1.03180 1.03720 1.03180 225.20 28711.92
40 2010.08.18 22:05 buy 14 1.69 1.02880 0.00000 0.00000
41 2010.08.18 22:05 modify 14 1.69 1.02880 1.02480 1.03020
42 2010.08.18 23:59 close 14 1.69 1.02900 1.02480 1.03020 32.85 28744.77
43 2010.08.19 00:00 sell 15 1.69 1.02970 0.00000 0.00000
44 2010.08.19 00:00 modify 15 1.69 1.02970 1.03370 1.02830
45 2010.08.19 00:37 t/p 15 1.69 1.02830 1.03370 1.02830 230.11 28974.88
46 2010.08.19 21:30 sell 16 1.69 1.04020 0.00000 0.00000
47 2010.08.19 21:30 modify 16 1.69 1.04020 1.04420 1.03880
48 2010.08.19 22:50 close 16 1.69 1.04000 1.04420 1.03880 32.50 29007.38
49 2010.08.20 00:18 buy 17 1.69 1.03950 0.00000 0.00000
50 2010.08.20 00:18 modify 17 1.69 1.03950 1.03550 1.04090
51 2010.08.20 01:56 close 17 1.69 1.03970 1.03550 1.04090 32.51 29039.89
52 2010.08.23 21:30 buy 18 1.69 1.05190 0.00000 0.00000
53 2010.08.23 21:30 modify 18 1.69 1.05190 1.04790 1.05330
54 2010.08.23 22:47 close 18 1.69 1.05270 1.04790 1.05330 128.43 29168.32
55 2010.08.23 22:48 sell 19 1.69 1.05280 0.00000 0.00000
56 2010.08.23 22:48 modify 19 1.69 1.05280 1.05680 1.05140
57 2010.08.24 01:43 s/l 19 1.69 1.05680 1.05680 1.05140 -643.78 28524.54
58 2010.08.24 21:41 sell 20 1.69 1.06150 0.00000 0.00000
59 2010.08.24 21:41 modify 20 1.69 1.06150 1.06550 1.06010
60 2010.08.24 22:56 close 20 1.69 1.06030 1.06550 1.06010 191.27 28715.81
61 2010.08.24 22:56 buy 21 1.69 1.06030 0.00000 0.00000
62 2010.08.24 22:56 modify 21 1.69 1.06030 1.05630 1.06170
63 2010.08.25 05:13 close 21 1.69 1.06100 1.05630 1.06170 107.39 28823.20
64 2010.08.25 21:30 buy 22 1.69 1.05970 0.00000 0.00000
65 2010.08.25 21:30 modify 22 1.69 1.05970 1.05570 1.06110
66 2010.08.26 00:43 close 22 1.69 1.05970 1.05570 1.06110 -12.33 28810.87
67 2010.08.26 22:29 sell 23 1.69 1.05830 0.00000 0.00000
68 2010.08.26 22:29 modify 23 1.69 1.05830 1.06230 1.05690
69 2010.08.27 00:30 close 23 1.69 1.05830 1.06230 1.05690 -4.11 28806.75
70 2010.08.30 22:36 buy 24 1.69 1.05950 0.00000 0.00000
71 2010.08.30 22:36 modify 24 1.69 1.05950 1.05550 1.06090
72 2010.08.30 23:51 close 24 1.69 1.06000 1.05550 1.06090 79.72 28886.47

 

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