Back Tested Results USD / CHF 12-2010

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 28994 Ticks modelled 19579253 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 30048.00
Total net profit -2991.21 Gross profit 790.14 Gross loss -3781.35
Profit factor 0.21 Expected payoff -99.71
Absolute drawdown 3064.91 Maximal drawdown 3518.49 (11.54%) Relative drawdown 11.54% (3518.49)
Total trades 30 Short positions (won %) 5 (60.00%) Long positions (won %) 25 (72.00%)
Profit trades (% of total) 21 (70.00%) Loss trades (% of total) 9 (30.00%)
Largest profit trade 231.18 loss trade -742.28
Average profit trade 37.63 loss trade -420.15
Maximum consecutive wins (profit in money) 9 (207.94) consecutive losses (loss in money) 2 (-871.11)
Maximal consecutive profit (count of wins) 237.12 (4) consecutive loss (count of losses) -871.11 (2)
Average consecutive wins 3 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.12.01 00:00 buy 1 1.72 1.00300 0.00000 0.00000
2 2010.12.01 00:00 modify 1 1.72 1.00300 0.99900 1.00430
3 2010.12.01 01:15 close 1 1.72 1.00300 0.99900 1.00430 0.00 30048.00
4 2010.12.01 22:01 buy 2 1.72 1.00230 0.00000 0.00000
5 2010.12.01 22:01 modify 2 1.72 1.00230 0.99830 1.00360
6 2010.12.01 23:04 t/p 2 1.72 1.00360 0.99830 1.00360 222.80 30270.80
7 2010.12.01 23:04 sell 3 1.72 1.00360 0.00000 0.00000
8 2010.12.01 23:04 modify 3 1.72 1.00360 1.00760 1.00230
9 2010.12.02 00:19 close 3 1.72 1.00360 1.00760 1.00230 -11.84 30258.96
10 2010.12.02 21:38 buy 4 1.72 0.99260 0.00000 0.00000
11 2010.12.02 21:38 modify 4 1.72 0.99260 0.98860 0.99390
12 2010.12.02 22:53 close 4 1.72 0.99280 0.98860 0.99390 34.65 30293.61
13 2010.12.03 00:00 buy 5 1.72 0.99260 0.00000 0.00000
14 2010.12.03 00:00 modify 5 1.72 0.99260 0.98860 0.99390
15 2010.12.03 01:20 close 5 1.72 0.99260 0.98860 0.99390 0.00 30293.61
16 2010.12.07 22:17 sell 6 1.72 0.98810 0.00000 0.00000
17 2010.12.07 22:17 modify 6 1.72 0.98810 0.99210 0.98680
18 2010.12.07 23:32 close 6 1.72 0.98780 0.99210 0.98680 52.24 30345.85
19 2010.12.08 00:14 buy 7 1.72 0.98740 0.00000 0.00000
20 2010.12.08 00:14 modify 7 1.72 0.98740 0.98340 0.98870
21 2010.12.08 01:36 close 7 1.72 0.98740 0.98340 0.98870 0.00 30345.85
22 2010.12.08 21:42 buy 8 1.72 0.98620 0.00000 0.00000
23 2010.12.08 21:42 modify 8 1.72 0.98620 0.98220 0.98750
24 2010.12.08 22:58 close 8 1.72 0.98620 0.98220 0.98750 0.00 30345.85
25 2010.12.09 21:33 buy 9 1.72 0.98330 0.00000 0.00000
26 2010.12.09 21:33 modify 9 1.72 0.98330 0.97930 0.98460
27 2010.12.09 23:01 close 9 1.72 0.98330 0.97930 0.98460 0.00 30345.85
28 2010.12.09 23:34 buy 10 1.72 0.98280 0.00000 0.00000
29 2010.12.09 23:34 modify 10 1.72 0.98280 0.97880 0.98410
30 2010.12.10 00:49 close 10 1.72 0.98290 0.97880 0.98410 13.55 30359.40
31 2010.12.13 21:42 sell 11 1.72 0.96850 0.00000 0.00000
32 2010.12.13 21:42 modify 11 1.72 0.96850 0.97250 0.96720
33 2010.12.13 23:00 close 11 1.72 0.96850 0.97250 0.96720 0.00 30359.40
34 2010.12.14 22:03 buy 12 1.72 0.95940 0.00000 0.00000
35 2010.12.14 22:03 modify 12 1.72 0.95940 0.95540 0.96070
36 2010.12.14 23:18 close 12 1.72 0.96000 0.95540 0.96070 107.50 30466.90
37 2010.12.14 23:32 sell 13 1.72 0.96030 0.00000 0.00000
38 2010.12.14 23:32 modify 13 1.72 0.96030 0.96430 0.95900
39 2010.12.15 07:01 s/l 13 1.72 0.96430 0.96430 0.95900 -717.42 29749.48
40 2010.12.15 21:52 sell 14 1.72 0.96850 0.00000 0.00000
41 2010.12.15 21:52 modify 14 1.72 0.96850 0.97250 0.96720
42 2010.12.15 22:46 t/p 14 1.72 0.96720 0.97250 0.96720 231.18 29980.66
43 2010.12.15 22:46 buy 15 1.72 0.96720 0.00000 0.00000
44 2010.12.15 22:46 modify 15 1.72 0.96720 0.96320 0.96850
45 2010.12.16 00:01 close 15 1.72 0.96730 0.96320 0.96850 5.94 29986.60
46 2010.12.16 21:30 buy 16 1.72 0.96510 0.00000 0.00000
47 2010.12.16 21:30 modify 16 1.72 0.96510 0.96110 0.96640
48 2010.12.16 23:40 close 16 1.72 0.96510 0.96110 0.96640 0.00 29986.60
49 2010.12.20 21:51 buy 17 1.72 0.96500 0.00000 0.00000
50 2010.12.20 21:51 modify 17 1.72 0.96500 0.96100 0.96630
51 2010.12.20 23:06 close 17 1.72 0.96500 0.96100 0.96630 0.00 29986.60
52 2010.12.21 00:00 buy 18 1.72 0.96470 0.00000 0.00000
53 2010.12.21 00:00 modify 18 1.72 0.96470 0.96070 0.96600
54 2010.12.21 07:14 s/l 18 1.72 0.96070 0.96070 0.96600 -716.14 29270.46
55 2010.12.21 21:36 buy 19 1.72 0.95860 0.00000 0.00000
56 2010.12.21 21:36 modify 19 1.72 0.95860 0.95460 0.95990
57 2010.12.21 23:15 close 19 1.72 0.95860 0.95460 0.95990 0.00 29270.46
58 2010.12.21 23:28 buy 20 1.72 0.95810 0.00000 0.00000
59 2010.12.21 23:28 modify 20 1.72 0.95810 0.95410 0.95940
60 2010.12.22 07:02 s/l 20 1.72 0.95410 0.95410 0.95940 -725.05 28545.41
61 2010.12.22 21:30 buy 21 1.72 0.95200 0.00000 0.00000
62 2010.12.22 21:30 modify 21 1.72 0.95200 0.94800 0.95330
63 2010.12.22 22:54 close 21 1.72 0.95200 0.94800 0.95330 0.00 28545.41
64 2010.12.22 23:52 buy 22 1.72 0.95150 0.00000 0.00000
65 2010.12.22 23:52 modify 22 1.72 0.95150 0.94750 0.95280
66 2010.12.23 01:07 close 22 1.72 0.95150 0.94750 0.95280 -11.84 28533.56
67 2010.12.23 21:30 buy 23 1.72 0.95870 0.00000 0.00000
68 2010.12.23 21:30 modify 23 1.72 0.95870 0.95470 0.96000
69 2010.12.23 22:45 close 23 1.72 0.95890 0.95470 0.96000 35.87 28569.43
70 2010.12.23 23:33 buy 24 1.72 0.95850 0.00000 0.00000
71 2010.12.23 23:33 modify 24 1.72 0.95850 0.95450 0.95980
72 2010.12.24 00:55 close 24 1.72 0.95850 0.95450 0.95980 -3.95 28565.48
73 2010.12.27 21:30 buy 25 1.72 0.96020 0.00000 0.00000
74 2010.12.27 21:30 modify 25 1.72 0.96020 0.95620 0.96150
75 2010.12.27 22:48 close 25 1.72 0.96020 0.95620 0.96150 0.00 28565.48
76 2010.12.27 23:52 buy 26 1.72 0.95950 0.00000 0.00000
77 2010.12.27 23:52 modify 26 1.72 0.95950 0.95550 0.96080
78 2010.12.28 00:30 s/l 26 1.72 0.95550 0.95550 0.96080 -723.99 27841.50
79 2010.12.28 22:04 buy 27 1.72 0.95130 0.00000 0.00000
80 2010.12.28 22:04 modify 27 1.72 0.95130 0.94730 0.95260
81 2010.12.28 23:19 close 27 1.72 0.95170 0.94730 0.95260 72.29 27913.79
82 2010.12.28 23:23 buy 28 1.72 0.95160 0.00000 0.00000
83 2010.12.28 23:23 modify 28 1.72 0.95160 0.94760 0.95290
84 2010.12.29 00:38 close 28 1.72 0.95170 0.94760 0.95290 14.12 27927.91
85 2010.12.29 21:56 buy 29 1.72 0.94590 0.00000 0.00000
86 2010.12.29 21:56 modify 29 1.72 0.94590 0.94190 0.94720
87 2010.12.30 01:05 s/l 29 1.72 0.94190 0.94190 0.94720 -742.28 27185.62
88 2010.12.30 21:52 buy 30 1.72 0.93530 0.00000 0.00000
89 2010.12.30 21:52 modify 30 1.72 0.93530 0.93130 0.93660
90 2010.12.30 23:59 close at stop 30 1.72 0.93460 0.93130 0.93660 -128.83 27056.79

 

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