Back Tested Results USD / CHF 2-2010

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 28994 Ticks modelled 19579253 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 11569.00
Total net profit -129.54 Gross profit 629.48 Gross loss -759.02
Profit factor 0.83 Expected payoff -4.18
Absolute drawdown 129.54 Maximal drawdown 400.52 (3.38%) Relative drawdown 3.38% (400.52)
Total trades 31 Short positions (won %) 12 (91.67%) Long positions (won %) 19 (73.68%)
Profit trades (% of total) 25 (80.65%) Loss trades (% of total) 6 (19.35%)
Largest profit trade 65.56 loss trade -256.91
Average profit trade 25.18 loss trade -126.50
Maximum consecutive wins (profit in money) 9 (225.46) consecutive losses (loss in money) 2 (-2.78)
Maximal consecutive profit (count of wins) 225.46 (9) consecutive loss (count of losses) -256.91 (1)
Average consecutive wins 5 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.02.01 21:30 buy 1 0.64 1.05640 0.00000 0.00000
2 2010.02.01 21:30 modify 1 0.64 1.05640 1.05220 1.05750
3 2010.02.01 23:11 close 1 0.64 1.05640 1.05220 1.05750 0.00 11569.00
4 2010.02.01 23:35 sell 2 0.64 1.05710 0.00000 0.00000
5 2010.02.01 23:35 modify 2 0.64 1.05710 1.06130 1.05600
6 2010.02.02 00:50 close 2 0.64 1.05700 1.06130 1.05600 4.66 11573.66
7 2010.02.02 21:31 sell 3 0.64 1.05550 0.00000 0.00000
8 2010.02.02 21:31 modify 3 0.64 1.05550 1.05970 1.05440
9 2010.02.02 22:46 close 3 0.64 1.05510 1.05970 1.05440 24.26 11597.92
10 2010.02.02 23:34 buy 4 0.64 1.05480 0.00000 0.00000
11 2010.02.02 23:34 modify 4 0.64 1.05480 1.05060 1.05590
12 2010.02.03 00:50 close 4 0.64 1.05480 1.05060 1.05590 -1.39 11596.53
13 2010.02.03 22:02 sell 5 0.64 1.05960 0.00000 0.00000
14 2010.02.03 22:02 modify 5 0.64 1.05960 1.06380 1.05850
15 2010.02.03 23:18 close 5 0.64 1.05940 1.06380 1.05850 12.08 11608.61
16 2010.02.03 23:26 buy 6 0.64 1.05880 0.00000 0.00000
17 2010.02.03 23:26 modify 6 0.64 1.05880 1.05460 1.05990
18 2010.02.04 00:41 close 6 0.64 1.05900 1.05460 1.05990 7.93 11616.54
19 2010.02.04 21:43 sell 7 0.64 1.06650 0.00000 0.00000
20 2010.02.04 21:43 modify 7 0.64 1.06650 1.07070 1.06540
21 2010.02.04 23:06 close 7 0.64 1.06640 1.07070 1.06540 6.00 11622.54
22 2010.02.04 23:49 buy 8 0.64 1.06640 0.00000 0.00000
23 2010.02.04 23:49 modify 8 0.64 1.06640 1.06220 1.06750
24 2010.02.05 00:57 t/p 8 0.64 1.06750 1.06220 1.06750 64.56 11687.10
25 2010.02.08 21:31 sell 9 0.64 1.07310 0.00000 0.00000
26 2010.02.08 21:31 modify 9 0.64 1.07310 1.07730 1.07200
27 2010.02.08 22:55 close 9 0.64 1.07310 1.07730 1.07200 0.00 11687.10
28 2010.02.08 22:56 buy 10 0.64 1.07290 0.00000 0.00000
29 2010.02.08 22:56 modify 10 0.64 1.07290 1.06870 1.07400
30 2010.02.09 00:12 close 10 0.64 1.07300 1.06870 1.07400 4.57 11691.67
31 2010.02.09 00:18 buy 11 0.64 1.07280 0.00000 0.00000
32 2010.02.09 00:18 modify 11 0.64 1.07280 1.06860 1.07390
33 2010.02.09 00:38 t/p 11 0.64 1.07390 1.06860 1.07390 65.56 11757.23
34 2010.02.09 21:46 buy 12 0.64 1.06440 0.00000 0.00000
35 2010.02.09 21:46 modify 12 0.64 1.06440 1.06020 1.06550
36 2010.02.09 23:01 close 12 0.64 1.06440 1.06020 1.06550 0.00 11757.23
37 2010.02.09 23:54 sell 13 0.64 1.06540 0.00000 0.00000
38 2010.02.09 23:54 modify 13 0.64 1.06540 1.06960 1.06430
39 2010.02.10 00:31 t/p 13 0.64 1.06430 1.06960 1.06430 64.76 11822.00
40 2010.02.10 21:59 buy 14 0.64 1.06770 0.00000 0.00000
41 2010.02.10 21:59 modify 14 0.64 1.06770 1.06350 1.06880
42 2010.02.11 04:39 s/l 14 0.64 1.06350 1.06350 1.06880 -256.91 11565.08
43 2010.02.11 21:31 buy 15 0.64 1.07060 0.00000 0.00000
44 2010.02.11 21:31 modify 15 0.64 1.07060 1.06640 1.07170
45 2010.02.11 22:46 close 15 0.64 1.07080 1.06640 1.07170 11.95 11577.03
46 2010.02.11 23:46 buy 16 0.64 1.07030 0.00000 0.00000
47 2010.02.11 23:46 modify 16 0.64 1.07030 1.06610 1.07140
48 2010.02.12 00:15 t/p 16 0.64 1.07140 1.06610 1.07140 64.32 11641.35
49 2010.02.12 00:18 sell 17 0.64 1.07150 0.00000 0.00000
50 2010.02.12 00:18 modify 17 0.64 1.07150 1.07570 1.07040
51 2010.02.12 01:52 close 17 0.64 1.07150 1.07570 1.07040 0.00 11641.35
52 2010.02.15 22:18 sell 18 0.64 1.07780 0.00000 0.00000
53 2010.02.15 22:18 modify 18 0.64 1.07780 1.08200 1.07670
54 2010.02.15 23:33 close 18 0.64 1.07770 1.08200 1.07670 5.94 11647.29
55 2010.02.16 00:11 sell 19 0.64 1.07820 0.00000 0.00000
56 2010.02.16 00:11 modify 19 0.64 1.07820 1.08240 1.07710
57 2010.02.16 01:18 t/p 19 0.64 1.07710 1.08240 1.07710 65.36 11712.65
58 2010.02.16 21:30 buy 20 0.64 1.06610 0.00000 0.00000
59 2010.02.16 21:30 modify 20 0.64 1.06610 1.06190 1.06720
60 2010.02.16 22:45 close 20 0.64 1.06620 1.06190 1.06720 6.00 11718.65
61 2010.02.17 00:18 buy 21 0.64 1.06600 0.00000 0.00000
62 2010.02.17 00:18 modify 21 0.64 1.06600 1.06180 1.06710
63 2010.02.17 01:33 close 21 0.64 1.06610 1.06180 1.06710 6.00 11724.65
64 2010.02.17 21:30 sell 22 0.64 1.07850 0.00000 0.00000
65 2010.02.17 21:30 modify 22 0.64 1.07850 1.08270 1.07740
66 2010.02.17 22:54 close 22 0.64 1.07850 1.08270 1.07740 0.00 11724.65
67 2010.02.17 23:34 buy 23 0.64 1.07820 0.00000 0.00000
68 2010.02.17 23:34 modify 23 0.64 1.07820 1.07400 1.07930
69 2010.02.18 00:28 t/p 23 0.64 1.07930 1.07400 1.07930 61.07 11785.72
70 2010.02.18 21:30 sell 24 0.64 1.07940 0.00000 0.00000
71 2010.02.18 21:30 modify 24 0.64 1.07940 1.08360 1.07830
72 2010.02.18 21:36 s/l 24 0.64 1.08360 1.08360 1.07830 -248.06 11537.66
73 2010.02.22 22:03 buy 25 0.64 1.07540 0.00000 0.00000
74 2010.02.22 22:03 modify 25 0.64 1.07540 1.07120 1.07650
75 2010.02.22 23:18 close 25 0.64 1.07590 1.07120 1.07650 29.74 11567.40
76 2010.02.22 23:49 buy 26 0.64 1.07560 0.00000 0.00000
77 2010.02.22 23:49 modify 26 0.64 1.07560 1.07140 1.07670
78 2010.02.23 01:11 close 26 0.64 1.07560 1.07140 1.07670 -1.39 11566.01
79 2010.02.23 22:16 buy 27 0.64 1.08350 0.00000 0.00000
80 2010.02.23 22:16 modify 27 0.64 1.08350 1.07930 1.08460
81 2010.02.24 00:08 close 27 0.64 1.08350 1.07930 1.08460 -1.39 11564.62
82 2010.02.24 21:31 buy 28 0.64 1.08110 0.00000 0.00000
83 2010.02.24 21:31 modify 28 0.64 1.08110 1.07690 1.08220
84 2010.02.24 22:51 close 28 0.64 1.08110 1.07690 1.08220 0.00 11564.62
85 2010.02.24 23:15 buy 29 0.64 1.08070 0.00000 0.00000
86 2010.02.24 23:15 modify 29 0.64 1.08070 1.07650 1.08180
87 2010.02.25 00:25 t/p 29 0.64 1.08180 1.07650 1.08180 60.92 11625.54
88 2010.02.25 23:25 sell 30 0.64 1.08110 0.00000 0.00000
89 2010.02.25 23:25 modify 30 0.64 1.08110 1.08530 1.08000
90 2010.02.26 00:08 t/p 30 0.64 1.08000 1.08530 1.08000 63.80 11689.34
91 2010.02.26 00:08 buy 31 0.64 1.07990 0.00000 0.00000
92 2010.02.26 00:08 modify 31 0.64 1.07990 1.07570 1.08100
93 2010.02.26 04:37 s/l 31 0.64 1.07570 1.07570 1.08100 -249.88 11439.46

 

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