Back Tested Results USD / CHF 1-2011

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 29278 Ticks modelled 21754411 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 28065.00
Total net profit 1171.41 Gross profit 2505.01 Gross loss -1333.60
Profit factor 1.88 Expected payoff 34.45
Absolute drawdown 159.21 Maximal drawdown 1080.60 (3.73%) Relative drawdown 3.73% (1080.60)
Total trades 34 Short positions (won %) 11 (90.91%) Long positions (won %) 23 (86.96%)
Profit trades (% of total) 30 (88.24%) Loss trades (% of total) 4 (11.76%)
Largest profit trade 102.84 loss trade -666.94
Average profit trade 83.50 loss trade -333.40
Maximum consecutive wins (profit in money) 16 (1247.68) consecutive losses (loss in money) 1 (-666.94)
Maximal consecutive profit (count of wins) 1247.68 (16) consecutive loss (count of losses) -666.94 (1)
Average consecutive wins 6 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.01.03 22:04 buy 1 1.60 0.93290 0.00000 0.00000
2 2011.01.03 22:04 modify 1 1.60 0.93290 0.92890 0.93350
3 2011.01.03 22:11 t/p 1 1.60 0.93350 0.92890 0.93350 102.84 28167.84
4 2011.01.03 23:17 sell 2 1.60 0.93420 0.00000 0.00000
5 2011.01.03 23:17 modify 2 1.60 0.93420 0.93820 0.93360
6 2011.01.04 00:07 t/p 2 1.60 0.93360 0.93820 0.93360 98.89 28266.73
7 2011.01.04 00:07 buy 3 1.60 0.93350 0.00000 0.00000
8 2011.01.04 00:07 modify 3 1.60 0.93350 0.92950 0.93410
9 2011.01.04 00:21 t/p 3 1.60 0.93410 0.92950 0.93410 102.77 28369.50
10 2011.01.04 21:30 buy 4 1.60 0.94840 0.00000 0.00000
11 2011.01.04 21:30 modify 4 1.60 0.94840 0.94440 0.94900
12 2011.01.05 00:24 close 4 1.60 0.94840 0.94440 0.94900 -3.94 28365.56
13 2011.01.05 21:30 buy 5 1.60 0.96610 0.00000 0.00000
14 2011.01.05 21:30 modify 5 1.60 0.96610 0.96210 0.96670
15 2011.01.05 22:59 close 5 1.60 0.96620 0.96210 0.96670 16.56 28382.12
16 2011.01.06 22:24 sell 6 1.60 0.96570 0.00000 0.00000
17 2011.01.06 22:24 modify 6 1.60 0.96570 0.96970 0.96510
18 2011.01.06 22:44 t/p 6 1.60 0.96510 0.96970 0.96510 99.47 28481.59
19 2011.01.06 22:44 buy 7 1.60 0.96500 0.00000 0.00000
20 2011.01.06 22:44 modify 7 1.60 0.96500 0.96100 0.96560
21 2011.01.06 22:54 t/p 7 1.60 0.96560 0.96100 0.96560 99.42 28581.01
22 2011.01.06 23:22 sell 8 1.60 0.96630 0.00000 0.00000
23 2011.01.06 23:22 modify 8 1.60 0.96630 0.97030 0.96570
24 2011.01.06 23:48 t/p 8 1.60 0.96570 0.97030 0.96570 99.41 28680.42
25 2011.01.06 23:56 sell 9 1.60 0.96620 0.00000 0.00000
26 2011.01.06 23:56 modify 9 1.60 0.96620 0.97020 0.96560
27 2011.01.07 00:08 t/p 9 1.60 0.96560 0.97020 0.96560 95.48 28775.90
28 2011.01.07 00:15 buy 10 1.60 0.96530 0.00000 0.00000
29 2011.01.07 00:15 modify 10 1.60 0.96530 0.96130 0.96590
30 2011.01.07 01:30 close 10 1.60 0.96560 0.96130 0.96590 49.71 28825.61
31 2011.01.10 22:00 buy 11 1.60 0.96750 0.00000 0.00000
32 2011.01.10 22:00 modify 11 1.60 0.96750 0.96350 0.96810
33 2011.01.11 00:20 close 11 1.60 0.96750 0.96350 0.96810 -3.94 28821.66
34 2011.01.11 23:22 buy 12 1.60 0.97350 0.00000 0.00000
35 2011.01.11 23:22 modify 12 1.60 0.97350 0.96950 0.97410
36 2011.01.11 23:53 t/p 12 1.60 0.97410 0.96950 0.97410 98.55 28920.21
37 2011.01.13 00:01 sell 13 1.60 0.96750 0.00000 0.00000
38 2011.01.13 00:01 modify 13 1.60 0.96750 0.97150 0.96690
39 2011.01.13 07:25 s/l 13 1.60 0.97150 0.97150 0.96690 -658.78 28261.43
40 2011.01.13 22:00 buy 14 1.60 0.96380 0.00000 0.00000
41 2011.01.13 22:00 modify 14 1.60 0.96380 0.95980 0.96440
42 2011.01.13 22:46 t/p 14 1.60 0.96440 0.95980 0.96440 99.54 28360.97
43 2011.01.17 22:00 buy 15 1.60 0.96470 0.00000 0.00000
44 2011.01.17 22:00 modify 15 1.60 0.96470 0.96070 0.96530
45 2011.01.17 22:35 t/p 15 1.60 0.96530 0.96070 0.96530 99.45 28460.42
46 2011.01.18 22:04 buy 16 1.60 0.96330 0.00000 0.00000
47 2011.01.18 22:04 modify 16 1.60 0.96330 0.95930 0.96390
48 2011.01.18 22:19 t/p 16 1.60 0.96390 0.95930 0.96390 99.60 28560.02
49 2011.01.18 23:28 sell 17 1.60 0.96460 0.00000 0.00000
50 2011.01.18 23:28 modify 17 1.60 0.96460 0.96860 0.96400
51 2011.01.19 00:01 t/p 17 1.60 0.96400 0.96860 0.96400 95.65 28655.67
52 2011.01.19 00:04 buy 18 1.60 0.96360 0.00000 0.00000
53 2011.01.19 00:04 modify 18 1.60 0.96360 0.95960 0.96420
54 2011.01.19 03:01 s/l 18 1.60 0.95960 0.95960 0.96420 -666.94 27988.73
55 2011.01.19 22:00 buy 19 1.60 0.95480 0.00000 0.00000
56 2011.01.19 22:00 modify 19 1.60 0.95480 0.95080 0.95540
57 2011.01.19 22:08 t/p 19 1.60 0.95540 0.95080 0.95540 100.48 28089.21
58 2011.01.19 22:09 buy 20 1.60 0.95480 0.00000 0.00000
59 2011.01.19 22:09 modify 20 1.60 0.95480 0.95080 0.95540
60 2011.01.19 22:16 t/p 20 1.60 0.95540 0.95080 0.95540 100.48 28189.69
61 2011.01.20 00:15 sell 21 1.60 0.95640 0.00000 0.00000
62 2011.01.20 00:15 modify 21 1.60 0.95640 0.96040 0.95580
63 2011.01.20 04:22 close 21 1.60 0.95640 0.96040 0.95580 0.00 28189.69
64 2011.01.20 22:25 buy 22 1.60 0.96690 0.00000 0.00000
65 2011.01.20 22:25 modify 22 1.60 0.96690 0.96290 0.96750
66 2011.01.20 22:47 t/p 22 1.60 0.96750 0.96290 0.96750 99.22 28288.91
67 2011.01.20 23:40 buy 23 1.60 0.96690 0.00000 0.00000
68 2011.01.20 23:40 modify 23 1.60 0.96690 0.96290 0.96750
69 2011.01.21 00:05 t/p 23 1.60 0.96750 0.96290 0.96750 95.28 28384.19
70 2011.01.21 00:09 sell 24 1.60 0.96790 0.00000 0.00000
71 2011.01.21 00:09 modify 24 1.60 0.96790 0.97190 0.96730
72 2011.01.21 00:25 t/p 24 1.60 0.96730 0.97190 0.96730 99.25 28483.44
73 2011.01.24 23:10 buy 25 1.60 0.94870 0.00000 0.00000
74 2011.01.24 23:10 modify 25 1.60 0.94870 0.94470 0.94930
75 2011.01.24 23:25 t/p 25 1.60 0.94930 0.94470 0.94930 101.13 28584.57
76 2011.01.24 23:30 buy 26 1.60 0.94870 0.00000 0.00000
77 2011.01.24 23:30 modify 26 1.60 0.94870 0.94470 0.94930
78 2011.01.24 23:52 t/p 26 1.60 0.94930 0.94470 0.94930 101.13 28685.70
79 2011.01.24 23:53 sell 27 1.60 0.94960 0.00000 0.00000
80 2011.01.24 23:53 modify 27 1.60 0.94960 0.95360 0.94900
81 2011.01.25 00:00 t/p 27 1.60 0.94900 0.95360 0.94900 97.22 28782.92
82 2011.01.25 00:02 sell 28 1.60 0.94950 0.00000 0.00000
83 2011.01.25 00:02 modify 28 1.60 0.94950 0.95350 0.94890
84 2011.01.25 01:17 close 28 1.60 0.94940 0.95350 0.94890 16.85 28799.77
85 2011.01.25 21:38 buy 29 1.60 0.94170 0.00000 0.00000
86 2011.01.25 21:38 modify 29 1.60 0.94170 0.93770 0.94230
87 2011.01.25 21:49 t/p 29 1.60 0.94230 0.93770 0.94230 101.88 28901.65
88 2011.01.25 22:33 buy 30 1.60 0.94160 0.00000 0.00000
89 2011.01.25 22:33 modify 30 1.60 0.94160 0.93760 0.94220
90 2011.01.25 22:42 t/p 30 1.60 0.94220 0.93760 0.94220 101.89 29003.54
91 2011.01.26 21:30 buy 31 1.60 0.94320 0.00000 0.00000
92 2011.01.26 21:30 modify 31 1.60 0.94320 0.93920 0.94380
93 2011.01.26 23:16 close 31 1.60 0.94320 0.93920 0.94380 0.00 29003.54
94 2011.01.27 22:00 buy 32 1.60 0.94530 0.00000 0.00000
95 2011.01.27 22:00 modify 32 1.60 0.94530 0.94130 0.94590
96 2011.01.27 22:11 t/p 32 1.60 0.94590 0.94130 0.94590 101.49 29105.03
97 2011.01.27 22:12 buy 33 1.60 0.94530 0.00000 0.00000
98 2011.01.27 22:12 modify 33 1.60 0.94530 0.94130 0.94590
99 2011.01.27 22:25 t/p 33 1.60 0.94590 0.94130 0.94590 101.49 29206.52
100 2011.01.27 23:21 sell 34 1.60 0.94610 0.00000 0.00000
101 2011.01.27 23:21 modify 34 1.60 0.94610 0.95010 0.94550
102 2011.01.28 00:36 close 34 1.60 0.94590 0.95010 0.94550 29.89 29236.41

 

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