Back Tested Results USD / CHF 11-2010

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 28994 Ticks modelled 19579253 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 29449.00
Total net profit 1803.78 Gross profit 2606.46 Gross loss -802.67
Profit factor 3.25 Expected payoff 45.09
Absolute drawdown 133.99 Maximal drawdown 990.91 (3.13%) Relative drawdown 3.13% (990.91)
Total trades 40 Short positions (won %) 11 (81.82%) Long positions (won %) 29 (89.66%)
Profit trades (% of total) 35 (87.50%) Loss trades (% of total) 5 (12.50%)
Largest profit trade 86.56 loss trade -683.79
Average profit trade 74.47 loss trade -160.53
Maximum consecutive wins (profit in money) 15 (1202.11) consecutive losses (loss in money) 1 (-683.79)
Maximal consecutive profit (count of wins) 1202.11 (15) consecutive loss (count of losses) -683.79 (1)
Average consecutive wins 7 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.11.01 21:30 buy 1 1.66 0.99190 0.00000 0.00000
2 2010.11.01 21:30 modify 1 1.66 0.99190 0.98790 0.99240
3 2010.11.01 22:45 close 1 1.66 0.99220 0.98790 0.99240 50.19 29499.19
4 2010.11.01 23:36 sell 2 1.66 0.99280 0.00000 0.00000
5 2010.11.01 23:36 modify 2 1.66 0.99280 0.99680 0.99230
6 2010.11.01 23:45 t/p 2 1.66 0.99230 0.99680 0.99230 83.64 29582.83
7 2010.11.02 00:03 buy 3 1.66 0.99170 0.00000 0.00000
8 2010.11.02 00:03 modify 3 1.66 0.99170 0.98770 0.99220
9 2010.11.02 01:04 t/p 3 1.66 0.99220 0.98770 0.99220 83.65 29666.48
10 2010.11.02 22:20 sell 4 1.66 0.97990 0.00000 0.00000
11 2010.11.02 22:20 modify 4 1.66 0.97990 0.98390 0.97940
12 2010.11.02 22:38 t/p 4 1.66 0.97940 0.98390 0.97940 84.75 29751.23
13 2010.11.02 23:40 buy 5 1.66 0.97910 0.00000 0.00000
14 2010.11.02 23:40 modify 5 1.66 0.97910 0.97510 0.97960
15 2010.11.03 00:00 t/p 5 1.66 0.97960 0.97510 0.97960 80.83 29832.06
16 2010.11.03 00:12 sell 6 1.66 0.98010 0.00000 0.00000
17 2010.11.03 00:12 modify 6 1.66 0.98010 0.98410 0.97960
18 2010.11.03 00:21 t/p 6 1.66 0.97960 0.98410 0.97960 84.73 29916.79
19 2010.11.03 21:30 buy 7 1.66 0.97070 0.00000 0.00000
20 2010.11.03 21:30 modify 7 1.66 0.97070 0.96670 0.97120
21 2010.11.03 21:41 t/p 7 1.66 0.97120 0.96670 0.97120 85.46 30002.25
22 2010.11.03 23:07 buy 8 1.66 0.97100 0.00000 0.00000
23 2010.11.03 23:07 modify 8 1.66 0.97100 0.96700 0.97150
24 2010.11.03 23:13 t/p 8 1.66 0.97150 0.96700 0.97150 85.43 30087.68
25 2010.11.04 21:52 buy 9 1.66 0.95840 0.00000 0.00000
26 2010.11.04 21:52 modify 9 1.66 0.95840 0.95440 0.95890
27 2010.11.04 22:22 t/p 9 1.66 0.95890 0.95440 0.95890 86.56 30174.24
28 2010.11.04 22:58 buy 10 1.66 0.95820 0.00000 0.00000
29 2010.11.04 22:58 modify 10 1.66 0.95820 0.95420 0.95870
30 2010.11.05 00:12 t/p 10 1.66 0.95870 0.95420 0.95870 82.69 30256.94
31 2010.11.08 21:30 sell 11 1.66 0.96620 0.00000 0.00000
32 2010.11.08 21:30 modify 11 1.66 0.96620 0.97020 0.96570
33 2010.11.08 22:00 t/p 11 1.66 0.96570 0.97020 0.96570 85.96 30342.90
34 2010.11.08 22:00 buy 12 1.66 0.96560 0.00000 0.00000
35 2010.11.08 22:00 modify 12 1.66 0.96560 0.96160 0.96610
36 2010.11.08 22:28 t/p 12 1.66 0.96610 0.96160 0.96610 85.91 30428.81
37 2010.11.08 23:48 sell 13 1.66 0.96650 0.00000 0.00000
38 2010.11.08 23:48 modify 13 1.66 0.96650 0.97050 0.96600
39 2010.11.09 01:18 close 13 1.66 0.96650 0.97050 0.96600 -3.89 30424.92
40 2010.11.09 22:06 buy 14 1.66 0.96790 0.00000 0.00000
41 2010.11.09 22:06 modify 14 1.66 0.96790 0.96390 0.96840
42 2010.11.09 22:33 t/p 14 1.66 0.96840 0.96390 0.96840 85.71 30510.63
43 2010.11.09 22:37 sell 15 1.66 0.96910 0.00000 0.00000
44 2010.11.09 22:37 modify 15 1.66 0.96910 0.97310 0.96860
45 2010.11.09 22:40 t/p 15 1.66 0.96860 0.97310 0.96860 85.69 30596.32
46 2010.11.09 23:00 buy 16 1.66 0.96770 0.00000 0.00000
47 2010.11.09 23:00 modify 16 1.66 0.96770 0.96370 0.96820
48 2010.11.09 23:04 t/p 16 1.66 0.96820 0.96370 0.96820 85.73 30682.05
49 2010.11.09 23:07 buy 17 1.66 0.96780 0.00000 0.00000
50 2010.11.09 23:07 modify 17 1.66 0.96780 0.96380 0.96830
51 2010.11.09 23:09 t/p 17 1.66 0.96830 0.96380 0.96830 85.72 30767.77
52 2010.11.09 23:56 buy 18 1.66 0.96790 0.00000 0.00000
53 2010.11.09 23:56 modify 18 1.66 0.96790 0.96390 0.96840
54 2010.11.09 23:59 t/p 18 1.66 0.96840 0.96390 0.96840 85.71 30853.48
55 2010.11.10 21:32 buy 19 1.66 0.97080 0.00000 0.00000
56 2010.11.10 21:32 modify 19 1.66 0.97080 0.96680 0.97130
57 2010.11.10 22:35 t/p 19 1.66 0.97130 0.96680 0.97130 85.45 30938.93
58 2010.11.10 22:55 buy 20 1.66 0.97050 0.00000 0.00000
59 2010.11.10 22:55 modify 20 1.66 0.97050 0.96650 0.97100
60 2010.11.10 23:21 t/p 20 1.66 0.97100 0.96650 0.97100 85.48 31024.41
61 2010.11.11 21:44 buy 21 1.66 0.97520 0.00000 0.00000
62 2010.11.11 21:44 modify 21 1.66 0.97520 0.97120 0.97570
63 2010.11.11 22:59 close 21 1.66 0.97530 0.97120 0.97570 17.02 31041.43
64 2010.11.11 23:23 sell 22 1.66 0.97590 0.00000 0.00000
65 2010.11.11 23:23 modify 22 1.66 0.97590 0.97990 0.97540
66 2010.11.12 00:12 t/p 22 1.66 0.97540 0.97990 0.97540 81.20 31122.63
67 2010.11.12 00:12 buy 23 1.66 0.97540 0.00000 0.00000
68 2010.11.12 00:12 modify 23 1.66 0.97540 0.97140 0.97590
69 2010.11.12 00:14 t/p 23 1.66 0.97590 0.97140 0.97590 85.05 31207.68
70 2010.11.15 22:00 buy 24 1.66 0.98460 0.00000 0.00000
71 2010.11.15 22:00 modify 24 1.66 0.98460 0.98060 0.98510
72 2010.11.15 22:06 t/p 24 1.66 0.98510 0.98060 0.98510 84.25 31291.93
73 2010.11.15 22:13 buy 25 1.66 0.98460 0.00000 0.00000
74 2010.11.15 22:13 modify 25 1.66 0.98460 0.98060 0.98510
75 2010.11.15 23:05 t/p 25 1.66 0.98510 0.98060 0.98510 84.26 31376.19
76 2010.11.15 23:44 sell 26 1.66 0.98560 0.00000 0.00000
77 2010.11.15 23:44 modify 26 1.66 0.98560 0.98960 0.98510
78 2010.11.15 23:49 t/p 26 1.66 0.98510 0.98960 0.98510 84.26 31460.45
79 2010.11.16 21:30 buy 27 1.66 0.99570 0.00000 0.00000
80 2010.11.16 21:30 modify 27 1.66 0.99570 0.99170 0.99620
81 2010.11.16 22:14 t/p 27 1.66 0.99620 0.99170 0.99620 83.32 31543.77
82 2010.11.17 00:07 sell 28 1.66 0.99740 0.00000 0.00000
83 2010.11.17 00:08 modify 28 1.66 0.99740 1.00140 0.99690
84 2010.11.17 00:26 t/p 28 1.66 0.99690 1.00140 0.99690 83.26 31627.03
85 2010.11.17 21:45 buy 29 1.66 0.99190 0.00000 0.00000
86 2010.11.17 21:45 modify 29 1.66 0.99190 0.98790 0.99240
87 2010.11.18 06:04 s/l 29 1.66 0.98790 0.98790 0.99240 -683.79 30943.24
88 2010.11.18 21:50 buy 30 1.66 0.99600 0.00000 0.00000
89 2010.11.18 21:50 modify 30 1.66 0.99600 0.99200 0.99650
90 2010.11.18 23:14 close 30 1.66 0.99600 0.99200 0.99650 0.00 30943.24
91 2010.11.18 23:59 buy 31 1.66 0.99570 0.00000 0.00000
92 2010.11.18 23:59 modify 31 1.66 0.99570 0.99170 0.99620
93 2010.11.19 00:40 t/p 31 1.66 0.99620 0.99170 0.99620 79.43 31022.68
94 2010.11.22 21:59 buy 32 1.66 0.98970 0.00000 0.00000
95 2010.11.22 21:59 modify 32 1.66 0.98970 0.98570 0.99020
96 2010.11.23 01:01 close 32 1.66 0.98970 0.98570 0.99020 -3.89 31018.79
97 2010.11.23 21:33 sell 33 1.66 0.99710 0.00000 0.00000
98 2010.11.23 21:33 modify 33 1.66 0.99710 1.00110 0.99660
99 2010.11.23 22:48 close 33 1.66 0.99710 1.00110 0.99660 0.00 31018.79
100 2010.11.23 22:58 buy 34 1.66 0.99670 0.00000 0.00000
101 2010.11.23 22:58 modify 34 1.66 0.99670 0.99270 0.99720
102 2010.11.23 23:38 t/p 34 1.66 0.99720 0.99270 0.99720 83.23 31102.02
103 2010.11.23 23:49 buy 35 1.66 0.99660 0.00000 0.00000
104 2010.11.23 23:49 modify 35 1.66 0.99660 0.99260 0.99710
105 2010.11.24 00:10 t/p 35 1.66 0.99710 0.99260 0.99710 79.33 31181.35
106 2010.11.24 21:59 buy 36 1.66 0.99600 0.00000 0.00000
107 2010.11.24 21:59 modify 36 1.66 0.99600 0.99200 0.99650
108 2010.11.25 00:37 close 36 1.66 0.99600 0.99200 0.99650 -11.66 31169.69
109 2010.11.25 22:18 buy 37 1.66 1.00010 0.00000 0.00000
110 2010.11.25 22:18 modify 37 1.66 1.00010 0.99610 1.00060
111 2010.11.25 23:33 close 37 1.66 1.00020 0.99610 1.00060 16.60 31186.29
112 2010.11.26 00:18 buy 38 1.66 0.99980 0.00000 0.00000
113 2010.11.26 00:18 modify 38 1.66 0.99980 0.99580 1.00030
114 2010.11.26 00:29 t/p 38 1.66 1.00030 0.99580 1.00030 82.98 31269.27
115 2010.11.29 21:56 buy 39 1.66 0.99970 0.00000 0.00000
116 2010.11.29 21:56 modify 39 1.66 0.99970 0.99570 1.00020
117 2010.11.29 22:00 t/p 39 1.66 1.00020 0.99570 1.00020 82.96 31352.23
118 2010.11.29 22:59 sell 40 1.66 1.00090 0.00000 0.00000
119 2010.11.29 22:59 modify 40 1.66 1.00090 1.00490 1.00040
120 2010.11.29 23:59 close at stop 40 1.66 1.00150 1.00490 1.00040 -99.45 31252.78

 

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