Back Tested Results USD / CHF 11-2011

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 29278 Ticks modelled 21754411 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 84439.00
Total net profit -7409.39 Gross profit 4474.43 Gross loss -11883.82
Profit factor 0.38 Expected payoff -211.70
Absolute drawdown 9127.58 Maximal drawdown 10718.03 (12.46%) Relative drawdown 12.46% (10718.03)
Total trades 35 Short positions (won %) 19 (47.37%) Long positions (won %) 16 (81.25%)
Profit trades (% of total) 22 (62.86%) Loss trades (% of total) 13 (37.14%)
Largest profit trade 554.88 loss trade -2004.52
Average profit trade 203.38 loss trade -914.14
Maximum consecutive wins (profit in money) 5 (1333.80) consecutive losses (loss in money) 2 (-2016.14)
Maximal consecutive profit (count of wins) 1333.80 (5) consecutive loss (count of losses) -2016.14 (2)
Average consecutive wins 2 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.11.01 00:03 buy 1 4.43 0.87710 0.00000 0.00000
2 2011.11.01 00:03 modify 1 4.43 0.87710 0.87310 0.87820
3 2011.11.01 00:14 t/p 1 4.43 0.87820 0.87310 0.87820 554.88 84993.88
4 2011.11.01 00:14 sell 2 4.43 0.87850 0.00000 0.00000
5 2011.11.01 00:14 modify 2 4.43 0.87850 0.88250 0.87740
6 2011.11.01 01:49 close 2 4.43 0.87850 0.88250 0.87740 0.00 84993.88
7 2011.11.01 22:05 buy 3 4.43 0.88670 0.00000 0.00000
8 2011.11.01 22:05 modify 3 4.43 0.88670 0.88270 0.88780
9 2011.11.01 22:54 t/p 3 4.43 0.88780 0.88270 0.88780 548.88 85542.76
10 2011.11.01 22:54 sell 4 4.43 0.88800 0.00000 0.00000
11 2011.11.01 22:54 modify 4 4.43 0.88800 0.89200 0.88690
12 2011.11.02 00:15 close 4 4.43 0.88800 0.89200 0.88690 -11.62 85531.14
13 2011.11.02 00:15 buy 5 4.43 0.88800 0.00000 0.00000
14 2011.11.02 00:15 modify 5 4.43 0.88800 0.88400 0.88910
15 2011.11.02 06:27 s/l 5 4.43 0.88400 0.88400 0.88910 -2004.52 83526.62
16 2011.11.02 21:40 buy 6 4.43 0.88390 0.00000 0.00000
17 2011.11.02 21:40 modify 6 4.43 0.88390 0.87990 0.88500
18 2011.11.02 22:39 t/p 6 4.43 0.88500 0.87990 0.88500 550.62 84077.24
19 2011.11.02 22:39 sell 7 4.43 0.88500 0.00000 0.00000
20 2011.11.02 22:39 modify 7 4.43 0.88500 0.88900 0.88390
21 2011.11.03 05:29 close 7 4.43 0.88500 0.88900 0.88390 -34.85 84042.40
22 2011.11.03 22:39 sell 8 4.43 0.87940 0.00000 0.00000
23 2011.11.03 22:39 modify 8 4.43 0.87940 0.88340 0.87830
24 2011.11.03 22:58 t/p 8 4.43 0.87830 0.88340 0.87830 554.82 84597.22
25 2011.11.03 22:58 buy 9 4.43 0.87810 0.00000 0.00000
26 2011.11.03 22:58 modify 9 4.43 0.87810 0.87410 0.87920
27 2011.11.04 00:18 close 9 4.43 0.87810 0.87410 0.87920 -11.62 84585.60
28 2011.11.07 21:30 buy 10 4.43 0.90090 0.00000 0.00000
29 2011.11.07 21:30 modify 10 4.43 0.90090 0.89690 0.90200
30 2011.11.07 22:51 close 10 4.43 0.90090 0.89690 0.90200 0.00 84585.60
31 2011.11.08 00:00 sell 11 4.43 0.90190 0.00000 0.00000
32 2011.11.08 00:00 modify 11 4.43 0.90190 0.90590 0.90080
33 2011.11.08 07:39 s/l 11 4.43 0.90590 0.90590 0.90080 -1956.07 82629.53
34 2011.11.09 00:04 buy 12 4.43 0.89470 0.00000 0.00000
35 2011.11.09 00:04 modify 12 4.43 0.89470 0.89070 0.89580
36 2011.11.09 02:02 close 12 4.43 0.89470 0.89070 0.89580 0.00 82629.53
37 2011.11.09 22:02 sell 13 4.43 0.90960 0.00000 0.00000
38 2011.11.09 22:03 modify 13 4.43 0.90960 0.91360 0.90850
39 2011.11.10 03:44 s/l 13 4.43 0.91360 0.91360 0.90850 -1974.43 80655.11
40 2011.11.10 21:30 buy 14 4.43 0.90630 0.00000 0.00000
41 2011.11.10 21:30 modify 14 4.43 0.90630 0.90230 0.90740
42 2011.11.10 23:24 close 14 4.43 0.90630 0.90230 0.90740 0.00 80655.11
43 2011.11.11 00:14 sell 15 4.43 0.90700 0.00000 0.00000
44 2011.11.11 00:14 modify 15 4.43 0.90700 0.91100 0.90590
45 2011.11.11 02:26 close 15 4.43 0.90690 0.91100 0.90590 48.85 80703.96
46 2011.11.14 21:41 sell 16 4.43 0.90820 0.00000 0.00000
47 2011.11.14 21:41 modify 16 4.43 0.90820 0.91220 0.90710
48 2011.11.15 06:55 s/l 16 4.43 0.91220 0.91220 0.90710 -1954.18 78749.78
49 2011.11.15 22:00 buy 17 4.43 0.91430 0.00000 0.00000
50 2011.11.15 22:00 modify 17 4.43 0.91430 0.91030 0.91540
51 2011.11.15 22:02 t/p 17 4.43 0.91540 0.91030 0.91540 532.28 79282.06
52 2011.11.15 22:53 sell 18 4.43 0.91610 0.00000 0.00000
53 2011.11.15 22:53 modify 18 4.43 0.91610 0.92010 0.91500
54 2011.11.16 02:04 s/l 18 4.43 0.92010 0.92010 0.91500 -1937.50 77344.57
55 2011.11.16 21:30 sell 19 4.43 0.91990 0.00000 0.00000
56 2011.11.16 21:30 modify 19 4.43 0.91990 0.92390 0.91880
57 2011.11.16 22:45 close 19 4.43 0.91990 0.92390 0.91880 0.00 77344.57
58 2011.11.16 22:49 sell 20 4.43 0.92010 0.00000 0.00000
59 2011.11.16 22:49 modify 20 4.43 0.92010 0.92410 0.91900
60 2011.11.17 02:31 close 20 4.43 0.92010 0.92410 0.91900 -34.85 77309.72
61 2011.11.17 21:30 sell 21 4.43 0.92180 0.00000 0.00000
62 2011.11.17 21:30 modify 21 4.43 0.92180 0.92580 0.92070
63 2011.11.17 22:45 close 21 4.43 0.92180 0.92580 0.92070 0.00 77309.72
64 2011.11.17 22:50 sell 22 4.43 0.92190 0.00000 0.00000
65 2011.11.17 22:50 modify 22 4.43 0.92190 0.92590 0.92080
66 2011.11.18 00:07 close 22 4.43 0.92190 0.92590 0.92080 -11.62 77298.10
67 2011.11.18 00:07 sell 23 4.43 0.92200 0.00000 0.00000
68 2011.11.18 00:07 modify 23 4.43 0.92200 0.92600 0.92090
69 2011.11.18 01:22 close 23 4.43 0.92150 0.92600 0.92090 240.37 77538.47
70 2011.11.21 21:40 sell 24 4.43 0.91750 0.00000 0.00000
71 2011.11.21 21:40 modify 24 4.43 0.91750 0.92150 0.91640
72 2011.11.21 22:55 close 24 4.43 0.91730 0.92150 0.91640 96.59 77635.06
73 2011.11.21 23:16 sell 25 4.43 0.91760 0.00000 0.00000
74 2011.11.21 23:16 modify 25 4.43 0.91760 0.92160 0.91650
75 2011.11.22 00:31 close 25 4.43 0.91760 0.92160 0.91650 -11.62 77623.45
76 2011.11.22 21:56 buy 26 4.43 0.91400 0.00000 0.00000
77 2011.11.22 21:56 modify 26 4.43 0.91400 0.91000 0.91510
78 2011.11.22 23:13 close 26 4.43 0.91400 0.91000 0.91510 0.00 77623.45
79 2011.11.22 23:39 buy 27 4.43 0.91360 0.00000 0.00000
80 2011.11.22 23:39 modify 27 4.43 0.91360 0.90960 0.91470
81 2011.11.23 01:08 close 27 4.43 0.91360 0.90960 0.91470 -11.62 77611.83
82 2011.11.23 22:23 buy 28 4.43 0.91950 0.00000 0.00000
83 2011.11.23 22:23 modify 28 4.43 0.91950 0.91550 0.92060
84 2011.11.23 23:38 close 28 4.43 0.91950 0.91550 0.92060 0.00 77611.83
85 2011.11.23 23:48 buy 29 4.43 0.91930 0.00000 0.00000
86 2011.11.23 23:48 modify 29 4.43 0.91930 0.91530 0.92040
87 2011.11.24 05:41 close 29 4.43 0.91940 0.91530 0.92040 13.33 77625.17
88 2011.11.24 23:13 sell 30 4.43 0.92000 0.00000 0.00000
89 2011.11.24 23:13 modify 30 4.43 0.92000 0.92400 0.91890
90 2011.11.25 08:46 s/l 30 4.43 0.92400 0.92400 0.91890 -1929.37 75695.80
91 2011.11.28 21:36 buy 31 4.43 0.92280 0.00000 0.00000
92 2011.11.28 21:36 modify 31 4.43 0.92280 0.91880 0.92390
93 2011.11.28 22:51 close 31 4.43 0.92290 0.91880 0.92390 48.00 75743.80
94 2011.11.28 23:25 buy 32 4.43 0.92220 0.00000 0.00000
95 2011.11.28 23:25 modify 32 4.43 0.92220 0.91820 0.92330
96 2011.11.29 00:00 t/p 32 4.43 0.92330 0.91820 0.92330 516.16 76259.97
97 2011.11.29 00:00 sell 33 4.43 0.92340 0.00000 0.00000
98 2011.11.29 00:00 modify 33 4.43 0.92340 0.92740 0.92230
99 2011.11.29 01:23 close 33 4.43 0.92340 0.92740 0.92230 0.00 76259.97
100 2011.11.29 21:34 sell 34 4.43 0.92090 0.00000 0.00000
101 2011.11.29 21:35 modify 34 4.43 0.92090 0.92490 0.91980
102 2011.11.29 22:50 close 34 4.43 0.92040 0.92490 0.91980 240.66 76500.63
103 2011.11.29 22:54 buy 35 4.43 0.92010 0.00000 0.00000
104 2011.11.29 22:54 modify 35 4.43 0.92010 0.91610 0.92120
105 2011.11.29 23:23 t/p 35 4.43 0.92120 0.91610 0.92120 528.98 77029.61

 

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