Back Tested Results USD / CHF 10-2011

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 29278 Ticks modelled 21754411 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 64553.00
Total net profit 1990.61 Gross profit 6694.98 Gross loss -4704.37
Profit factor 1.42 Expected payoff 73.73
Absolute drawdown 111.34 Maximal drawdown 3570.13 (5.15%) Relative drawdown 5.15% (3570.13)
Total trades 27 Short positions (won %) 7 (57.14%) Long positions (won %) 20 (75.00%)
Profit trades (% of total) 19 (70.37%) Loss trades (% of total) 8 (29.63%)
Largest profit trade 723.69 loss trade -1559.69
Average profit trade 352.37 loss trade -588.05
Maximum consecutive wins (profit in money) 4 (2318.33) consecutive losses (loss in money) 3 (-43.18)
Maximal consecutive profit (count of wins) 2318.33 (4) consecutive loss (count of losses) -1559.69 (1)
Average consecutive wins 3 consecutive losses 2

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.10.03 21:32 sell 1 3.42 0.92120 0.00000 0.00000
2 2011.10.03 21:32 modify 1 3.42 0.92120 0.92520 0.91930
3 2011.10.03 22:48 close 1 3.42 0.92050 0.92520 0.91930 260.08 64813.08
4 2011.10.03 22:48 buy 2 3.42 0.92050 0.00000 0.00000
5 2011.10.03 22:48 modify 2 3.42 0.92050 0.91650 0.92240
6 2011.10.04 00:04 close 2 3.42 0.92060 0.91650 0.92240 28.51 64841.59
7 2011.10.04 21:30 buy 3 3.42 0.91650 0.00000 0.00000
8 2011.10.04 21:30 modify 3 3.42 0.91650 0.91250 0.91840
9 2011.10.04 22:02 t/p 3 3.42 0.91840 0.91250 0.91840 707.53 65549.12
10 2011.10.04 23:04 sell 4 3.42 0.91980 0.00000 0.00000
11 2011.10.04 23:04 modify 4 3.42 0.91980 0.92380 0.91790
12 2011.10.05 00:21 close 4 3.42 0.91980 0.92380 0.91790 -8.64 65540.49
13 2011.10.05 21:35 buy 5 3.42 0.92310 0.00000 0.00000
14 2011.10.05 21:35 modify 5 3.42 0.92310 0.91910 0.92500
15 2011.10.05 22:20 t/p 5 3.42 0.92500 0.91910 0.92500 702.49 66242.98
16 2011.10.05 22:20 sell 6 3.42 0.92500 0.00000 0.00000
17 2011.10.05 22:20 modify 6 3.42 0.92500 0.92900 0.92310
18 2011.10.05 23:33 t/p 6 3.42 0.92310 0.92900 0.92310 703.93 66946.91
19 2011.10.05 23:33 buy 7 3.42 0.92310 0.00000 0.00000
20 2011.10.05 23:33 modify 7 3.42 0.92310 0.91910 0.92500
21 2011.10.06 00:55 close 7 3.42 0.92310 0.91910 0.92500 -25.91 66921.00
22 2011.10.06 22:59 buy 8 3.42 0.92030 0.00000 0.00000
23 2011.10.06 22:59 modify 8 3.42 0.92030 0.91630 0.92220
24 2011.10.07 00:18 close 8 3.42 0.92030 0.91630 0.92220 -8.64 66912.36
25 2011.10.10 22:05 sell 9 3.42 0.90430 0.00000 0.00000
26 2011.10.10 22:05 modify 9 3.42 0.90430 0.90830 0.90240
27 2011.10.11 00:42 close 9 3.42 0.90430 0.90830 0.90240 -8.64 66903.72
28 2011.10.11 23:21 buy 10 3.42 0.90780 0.00000 0.00000
29 2011.10.11 23:21 modify 10 3.42 0.90780 0.90380 0.90970
30 2011.10.12 00:32 t/p 10 3.42 0.90970 0.90380 0.90970 705.66 67609.39
31 2011.10.12 22:01 sell 11 3.42 0.89560 0.00000 0.00000
32 2011.10.12 22:01 modify 11 3.42 0.89560 0.89960 0.89370
33 2011.10.12 23:16 close 11 3.42 0.89510 0.89960 0.89370 191.04 67800.43
34 2011.10.12 23:17 buy 12 3.42 0.89490 0.00000 0.00000
35 2011.10.12 23:17 modify 12 3.42 0.89490 0.89090 0.89680
36 2011.10.13 00:21 t/p 12 3.42 0.89680 0.89090 0.89680 698.67 68499.09
37 2011.10.13 21:53 buy 13 3.42 0.89690 0.00000 0.00000
38 2011.10.13 21:53 modify 13 3.42 0.89690 0.89290 0.89880
39 2011.10.13 22:42 t/p 13 3.42 0.89880 0.89290 0.89880 722.96 69222.05
40 2011.10.13 22:42 sell 14 3.42 0.89880 0.00000 0.00000
41 2011.10.13 22:42 modify 14 3.42 0.89880 0.90280 0.89690
42 2011.10.14 01:41 close 14 3.42 0.89880 0.90280 0.89690 -8.64 69213.42
43 2011.10.17 22:12 buy 15 3.42 0.89880 0.00000 0.00000
44 2011.10.17 22:12 modify 15 3.42 0.89880 0.89480 0.90070
45 2011.10.18 01:54 s/l 15 3.42 0.89480 0.89480 0.90070 -1537.47 67675.95
46 2011.10.19 00:08 sell 16 3.42 0.89980 0.00000 0.00000
47 2011.10.19 00:08 modify 16 3.42 0.89980 0.90380 0.89790
48 2011.10.19 00:53 t/p 16 3.42 0.89790 0.90380 0.89790 723.69 68399.64
49 2011.10.19 21:58 buy 17 3.42 0.90270 0.00000 0.00000
50 2011.10.19 21:58 modify 17 3.42 0.90270 0.89870 0.90460
51 2011.10.19 23:14 close 17 3.42 0.90280 0.89870 0.90460 37.88 68437.52
52 2011.10.19 23:48 buy 18 3.42 0.90270 0.00000 0.00000
53 2011.10.19 23:48 modify 18 3.42 0.90270 0.89870 0.90460
54 2011.10.20 01:03 close 18 3.42 0.90290 0.89870 0.90460 49.85 68487.37
55 2011.10.20 22:09 buy 19 3.42 0.89370 0.00000 0.00000
56 2011.10.20 22:09 modify 19 3.42 0.89370 0.88970 0.89560
57 2011.10.20 23:24 close 19 3.42 0.89370 0.88970 0.89560 0.00 68487.37
58 2011.10.20 23:59 buy 20 3.42 0.89350 0.00000 0.00000
59 2011.10.20 23:59 modify 20 3.42 0.89350 0.88950 0.89540
60 2011.10.21 01:28 s/l 20 3.42 0.88950 0.88950 0.89540 -1546.76 66940.61
61 2011.10.24 21:51 buy 21 3.42 0.88060 0.00000 0.00000
62 2011.10.24 21:51 modify 21 3.42 0.88060 0.87660 0.88250
63 2011.10.24 23:16 close 21 3.42 0.88060 0.87660 0.88250 0.00 66940.61
64 2011.10.24 23:55 buy 22 3.42 0.88020 0.00000 0.00000
65 2011.10.24 23:55 modify 22 3.42 0.88020 0.87620 0.88210
66 2011.10.25 01:10 close 22 3.42 0.88070 0.87620 0.88210 185.52 67126.14
67 2011.10.25 21:30 buy 23 3.42 0.87790 0.00000 0.00000
68 2011.10.25 21:30 modify 23 3.42 0.87790 0.87390 0.87980
69 2011.10.25 22:45 close 23 3.42 0.87860 0.87390 0.87980 272.48 67398.62
70 2011.10.26 22:33 buy 24 3.42 0.88090 0.00000 0.00000
71 2011.10.26 22:33 modify 24 3.42 0.88090 0.87690 0.88280
72 2011.10.26 23:48 close 24 3.42 0.88110 0.87690 0.88280 77.63 67476.25
73 2011.10.27 00:04 buy 25 3.42 0.88110 0.00000 0.00000
74 2011.10.27 00:04 modify 25 3.42 0.88110 0.87710 0.88300
75 2011.10.27 01:57 s/l 25 3.42 0.87710 0.87710 0.88300 -1559.69 65916.56
76 2011.10.27 21:57 buy 26 3.42 0.85990 0.00000 0.00000
77 2011.10.27 21:57 modify 26 3.42 0.85990 0.85590 0.86180
78 2011.10.27 23:12 close 26 3.42 0.86070 0.85590 0.86180 317.88 66234.44
79 2011.10.27 23:39 buy 27 3.42 0.86010 0.00000 0.00000
80 2011.10.27 23:39 modify 27 3.42 0.86010 0.85610 0.86200
81 2011.10.28 00:54 close 27 3.42 0.86090 0.85610 0.86200 309.17 66543.61

 

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