Back Tested Results USD / CHF 1-2010

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 28994 Ticks modelled 19579253 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 320.04 Gross profit 497.37 Gross loss -177.32
Profit factor 2.80 Expected payoff 11.43
Absolute drawdown 49.69 Maximal drawdown 229.53 (2.20%) Relative drawdown 2.20% (229.53)
Total trades 28 Short positions (won %) 13 (69.23%) Long positions (won %) 15 (80.00%)
Profit trades (% of total) 21 (75.00%) Loss trades (% of total) 7 (25.00%)
Largest profit trade 80.96 loss trade -169.52
Average profit trade 23.68 loss trade -25.33
Maximum consecutive wins (profit in money) 7 (143.94) consecutive losses (loss in money) 3 (-4.88)
Maximal consecutive profit (count of wins) 143.94 (7) consecutive loss (count of losses) -169.52 (1)
Average consecutive wins 4 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.01.04 21:30 sell 1 0.44 1.03000 0.00000 0.00000
2 2010.01.04 21:30 modify 1 0.44 1.03000 1.03400 1.02810
3 2010.01.04 22:45 close 1 0.44 1.02990 1.03400 1.02810 4.27 10004.27
4 2010.01.04 23:02 sell 2 0.44 1.03020 0.00000 0.00000
5 2010.01.04 23:02 modify 2 0.44 1.03020 1.03420 1.02830
6 2010.01.05 00:11 t/p 2 0.44 1.02830 1.03420 1.02830 80.32 10084.59
7 2010.01.05 00:11 buy 3 0.44 1.02830 0.00000 0.00000
8 2010.01.05 00:11 modify 3 0.44 1.02830 1.02430 1.03020
9 2010.01.05 01:26 close 3 0.44 1.02850 1.02430 1.03020 8.56 10093.15
10 2010.01.05 21:30 buy 4 0.44 1.03350 0.00000 0.00000
11 2010.01.05 21:30 modify 4 0.44 1.03350 1.02950 1.03540
12 2010.01.05 22:46 close 4 0.44 1.03370 1.02950 1.03540 8.51 10101.66
13 2010.01.05 23:28 sell 5 0.44 1.03460 0.00000 0.00000
14 2010.01.05 23:28 modify 5 0.44 1.03460 1.03860 1.03270
15 2010.01.06 01:03 close 5 0.44 1.03460 1.03860 1.03270 -0.98 10100.69
16 2010.01.07 00:01 buy 6 0.44 1.02760 0.00000 0.00000
17 2010.01.07 00:01 modify 6 0.44 1.02760 1.02360 1.02950
18 2010.01.07 02:19 close 6 0.44 1.02760 1.02360 1.02950 0.00 10100.69
19 2010.01.07 22:14 sell 7 0.44 1.03470 0.00000 0.00000
20 2010.01.07 22:14 modify 7 0.44 1.03470 1.03870 1.03280
21 2010.01.07 23:29 close 7 0.44 1.03410 1.03870 1.03280 25.53 10126.22
22 2010.01.07 23:30 buy 8 0.44 1.03400 0.00000 0.00000
23 2010.01.07 23:30 modify 8 0.44 1.03400 1.03000 1.03590
24 2010.01.08 00:45 close 8 0.44 1.03500 1.03000 1.03590 41.53 10167.75
25 2010.01.11 21:30 sell 9 0.44 1.01640 0.00000 0.00000
26 2010.01.11 21:30 modify 9 0.44 1.01640 1.02040 1.01450
27 2010.01.11 22:48 close 9 0.44 1.01630 1.02040 1.01450 4.33 10172.08
28 2010.01.11 23:03 buy 10 0.44 1.01590 0.00000 0.00000
29 2010.01.11 23:03 modify 10 0.44 1.01590 1.01190 1.01780
30 2010.01.12 00:18 close 10 0.44 1.01730 1.01190 1.01780 59.57 10231.66
31 2010.01.12 00:18 sell 11 0.44 1.01730 0.00000 0.00000
32 2010.01.12 00:18 modify 11 0.44 1.01730 1.02130 1.01540
33 2010.01.12 01:34 close 11 0.44 1.01730 1.02130 1.01540 0.00 10231.66
34 2010.01.12 21:30 buy 12 0.44 1.01780 0.00000 0.00000
35 2010.01.12 21:30 modify 12 0.44 1.01780 1.01380 1.01970
36 2010.01.12 22:45 close 12 0.44 1.01810 1.01380 1.01970 12.97 10244.63
37 2010.01.12 23:47 sell 13 0.44 1.01900 0.00000 0.00000
38 2010.01.12 23:47 modify 13 0.44 1.01900 1.02300 1.01710
39 2010.01.13 01:48 close 13 0.44 1.01900 1.02300 1.01710 -0.98 10243.65
40 2010.01.13 21:32 buy 14 0.44 1.01810 0.00000 0.00000
41 2010.01.13 21:32 modify 14 0.44 1.01810 1.01410 1.02000
42 2010.01.13 22:47 close 14 0.44 1.01870 1.01410 1.02000 25.92 10269.57
43 2010.01.13 22:52 sell 15 0.44 1.01890 0.00000 0.00000
44 2010.01.13 22:52 modify 15 0.44 1.01890 1.02290 1.01700
45 2010.01.14 00:07 close 15 0.44 1.01810 1.02290 1.01700 31.64 10301.22
46 2010.01.14 00:07 buy 16 0.44 1.01810 0.00000 0.00000
47 2010.01.14 00:07 modify 16 0.44 1.01810 1.01410 1.02000
48 2010.01.14 07:32 close 16 0.44 1.01810 1.01410 1.02000 0.00 10301.22
49 2010.01.14 23:41 buy 17 0.44 1.01830 0.00000 0.00000
50 2010.01.14 23:41 modify 17 0.44 1.01830 1.01430 1.02020
51 2010.01.15 00:46 t/p 17 0.44 1.02020 1.01430 1.02020 80.96 10382.18
52 2010.01.18 22:21 buy 18 0.44 1.02440 0.00000 0.00000
53 2010.01.18 22:22 modify 18 0.44 1.02440 1.02040 1.02630
54 2010.01.18 23:45 close 18 0.44 1.02440 1.02040 1.02630 0.00 10382.18
55 2010.01.18 23:47 buy 19 0.44 1.02420 0.00000 0.00000
56 2010.01.18 23:47 modify 19 0.44 1.02420 1.02020 1.02610
57 2010.01.19 01:02 close 19 0.44 1.02420 1.02020 1.02610 -0.98 10381.20
58 2010.01.19 23:05 sell 20 0.44 1.03310 0.00000 0.00000
59 2010.01.19 23:05 modify 20 0.44 1.03310 1.03710 1.03120
60 2010.01.20 00:46 close 20 0.44 1.03310 1.03710 1.03120 -0.98 10380.23
61 2010.01.20 22:50 buy 21 0.44 1.04390 0.00000 0.00000
62 2010.01.20 22:50 modify 21 0.44 1.04390 1.03990 1.04580
63 2010.01.21 01:42 close 21 0.44 1.04390 1.03990 1.04580 -2.93 10377.30
64 2010.01.21 22:54 buy 22 0.44 1.04230 0.00000 0.00000
65 2010.01.21 22:54 modify 22 0.44 1.04230 1.03830 1.04420
66 2010.01.22 00:09 close 22 0.44 1.04260 1.03830 1.04420 11.68 10388.99
67 2010.01.22 00:18 buy 23 0.44 1.04220 0.00000 0.00000
68 2010.01.22 00:18 modify 23 0.44 1.04220 1.03820 1.04410
69 2010.01.22 09:59 s/l 23 0.44 1.03820 1.03820 1.04410 -169.52 10219.47
70 2010.01.26 00:01 sell 24 0.44 1.04020 0.00000 0.00000
71 2010.01.26 00:01 modify 24 0.44 1.04020 1.04420 1.03830
72 2010.01.26 01:10 t/p 24 0.44 1.03830 1.04420 1.03830 80.52 10299.99
73 2010.01.26 22:29 sell 25 0.44 1.04680 0.00000 0.00000
74 2010.01.26 22:29 modify 25 0.44 1.04680 1.05080 1.04490
75 2010.01.26 23:44 close 25 0.44 1.04630 1.05080 1.04490 21.03 10321.02
76 2010.01.27 22:25 buy 26 0.44 1.04980 0.00000 0.00000
77 2010.01.27 22:25 modify 26 0.44 1.04980 1.04580 1.05170
78 2010.01.27 23:47 close 26 0.44 1.04980 1.04580 1.05170 0.00 10321.02
79 2010.01.28 21:44 sell 27 0.44 1.05260 0.00000 0.00000
80 2010.01.28 21:44 modify 27 0.44 1.05260 1.05660 1.05070
81 2010.01.28 23:13 close 27 0.44 1.05260 1.05660 1.05070 0.00 10321.02
82 2010.01.28 23:28 sell 28 0.44 1.05290 0.00000 0.00000
83 2010.01.28 23:28 modify 28 0.44 1.05290 1.05690 1.05100
84 2010.01.29 01:09 close 28 0.44 1.05290 1.05690 1.05100 -0.98 10320.04

 

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