Back Tested Results USD / CHF 2-2011

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 29278 Ticks modelled 21754411 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 35870.00
Total net profit -765.77 Gross profit 1694.05 Gross loss -2459.82
Profit factor 0.69 Expected payoff -24.70
Absolute drawdown 1468.56 Maximal drawdown 2040.85 (5.60%) Relative drawdown 5.60% (2040.85)
Total trades 31 Short positions (won %) 9 (88.89%) Long positions (won %) 22 (86.36%)
Profit trades (% of total) 27 (87.10%) Loss trades (% of total) 4 (12.90%)
Largest profit trade 82.06 loss trade -840.65
Average profit trade 62.74 loss trade -614.95
Maximum consecutive wins (profit in money) 10 (739.78) consecutive losses (loss in money) 2 (-845.33)
Maximal consecutive profit (count of wins) 739.78 (10) consecutive loss (count of losses) -845.33 (2)
Average consecutive wins 7 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.02.01 00:04 buy 1 1.92 0.94350 0.00000 0.00000
2 2011.02.01 00:04 modify 1 1.92 0.94350 0.93950 0.94390
3 2011.02.01 02:09 close 1 1.92 0.94350 0.93950 0.94390 0.00 35870.00
4 2011.02.01 21:56 buy 2 1.92 0.93550 0.00000 0.00000
5 2011.02.01 21:56 modify 2 1.92 0.93550 0.93150 0.93590
6 2011.02.01 22:29 t/p 2 1.92 0.93590 0.93150 0.93590 82.06 35952.06
7 2011.02.02 21:30 buy 3 1.92 0.94050 0.00000 0.00000
8 2011.02.02 21:30 modify 3 1.92 0.94050 0.93650 0.94090
9 2011.02.02 22:46 close 3 1.92 0.94050 0.93650 0.94090 0.00 35952.06
10 2011.02.02 23:38 buy 4 1.92 0.93990 0.00000 0.00000
11 2011.02.02 23:38 modify 4 1.92 0.93990 0.93590 0.94030
12 2011.02.03 00:11 t/p 4 1.92 0.94030 0.93590 0.94030 67.64 36019.70
13 2011.02.04 00:11 sell 5 1.92 0.94640 0.00000 0.00000
14 2011.02.04 00:11 modify 5 1.92 0.94640 0.95040 0.94600
15 2011.02.04 00:30 t/p 5 1.92 0.94600 0.95040 0.94600 81.18 36100.88
16 2011.02.07 23:27 buy 6 1.92 0.95520 0.00000 0.00000
17 2011.02.07 23:27 modify 6 1.92 0.95520 0.95120 0.95560
18 2011.02.08 00:12 t/p 6 1.92 0.95560 0.95120 0.95560 75.69 36176.57
19 2011.02.08 21:30 sell 7 1.92 0.96320 0.00000 0.00000
20 2011.02.08 21:30 modify 7 1.92 0.96320 0.96720 0.96280
21 2011.02.08 22:01 t/p 7 1.92 0.96280 0.96720 0.96280 79.77 36256.34
22 2011.02.08 22:01 buy 8 1.92 0.96280 0.00000 0.00000
23 2011.02.08 22:01 modify 8 1.92 0.96280 0.95880 0.96320
24 2011.02.08 22:38 t/p 8 1.92 0.96320 0.95880 0.96320 79.73 36336.07
25 2011.02.09 00:01 sell 9 1.92 0.96350 0.00000 0.00000
26 2011.02.09 00:01 modify 9 1.92 0.96350 0.96750 0.96310
27 2011.02.09 01:18 close 9 1.92 0.96350 0.96750 0.96310 0.00 36336.07
28 2011.02.09 22:00 buy 10 1.92 0.95750 0.00000 0.00000
29 2011.02.09 22:00 modify 10 1.92 0.95750 0.95350 0.95790
30 2011.02.09 22:16 t/p 10 1.92 0.95790 0.95350 0.95790 80.18 36416.25
31 2011.02.09 23:40 sell 11 1.92 0.95840 0.00000 0.00000
32 2011.02.09 23:40 modify 11 1.92 0.95840 0.96240 0.95800
33 2011.02.10 08:08 s/l 11 1.92 0.96240 0.96240 0.95800 -812.04 35604.20
34 2011.02.10 21:30 buy 12 1.92 0.96940 0.00000 0.00000
35 2011.02.10 21:30 modify 12 1.92 0.96940 0.96540 0.96980
36 2011.02.10 22:49 close 12 1.92 0.96940 0.96540 0.96980 0.00 35604.20
37 2011.02.11 00:03 buy 13 1.92 0.96880 0.00000 0.00000
38 2011.02.11 00:03 modify 13 1.92 0.96880 0.96480 0.96920
39 2011.02.11 00:19 t/p 13 1.92 0.96920 0.96480 0.96920 79.24 35683.44
40 2011.02.14 23:49 sell 14 1.92 0.97060 0.00000 0.00000
41 2011.02.14 23:49 modify 14 1.92 0.97060 0.97460 0.97020
42 2011.02.15 00:34 t/p 14 1.92 0.97020 0.97460 0.97020 74.48 35757.92
43 2011.02.15 21:56 sell 15 1.92 0.96740 0.00000 0.00000
44 2011.02.15 21:56 modify 15 1.92 0.96740 0.97140 0.96700
45 2011.02.15 22:00 t/p 15 1.92 0.96700 0.97140 0.96700 79.42 35837.34
46 2011.02.15 22:00 buy 16 1.92 0.96670 0.00000 0.00000
47 2011.02.15 22:00 modify 16 1.92 0.96670 0.96270 0.96710
48 2011.02.15 22:12 t/p 16 1.92 0.96710 0.96270 0.96710 79.41 35916.75
49 2011.02.15 22:13 sell 17 1.92 0.96730 0.00000 0.00000
50 2011.02.15 22:13 modify 17 1.92 0.96730 0.97130 0.96690
51 2011.02.15 22:58 t/p 17 1.92 0.96690 0.97130 0.96690 79.43 35996.18
52 2011.02.15 23:24 buy 18 1.92 0.96670 0.00000 0.00000
53 2011.02.15 23:24 modify 18 1.92 0.96670 0.96270 0.96710
54 2011.02.16 05:50 s/l 18 1.92 0.96270 0.96270 0.96710 -802.44 35193.74
55 2011.02.16 22:01 buy 19 1.92 0.95910 0.00000 0.00000
56 2011.02.16 22:01 modify 19 1.92 0.95910 0.95510 0.95950
57 2011.02.16 22:16 t/p 19 1.92 0.95950 0.95510 0.95950 80.04 35273.78
58 2011.02.17 21:31 buy 20 1.92 0.94960 0.00000 0.00000
59 2011.02.17 21:31 modify 20 1.92 0.94960 0.94560 0.95000
60 2011.02.17 21:53 t/p 20 1.92 0.95000 0.94560 0.95000 80.84 35354.62
61 2011.02.17 22:00 buy 21 1.92 0.94930 0.00000 0.00000
62 2011.02.17 22:00 modify 21 1.92 0.94930 0.94530 0.94970
63 2011.02.17 22:04 t/p 21 1.92 0.94970 0.94530 0.94970 80.87 35435.49
64 2011.02.17 23:24 buy 22 1.92 0.94940 0.00000 0.00000
65 2011.02.17 23:24 modify 22 1.92 0.94940 0.94540 0.94980
66 2011.02.18 00:00 t/p 22 1.92 0.94980 0.94540 0.94980 76.18 35511.67
67 2011.02.21 22:01 buy 23 1.92 0.94630 0.00000 0.00000
68 2011.02.21 22:01 modify 23 1.92 0.94630 0.94230 0.94670
69 2011.02.21 22:08 t/p 23 1.92 0.94670 0.94230 0.94670 81.12 35592.79
70 2011.02.21 22:09 sell 24 1.92 0.94730 0.00000 0.00000
71 2011.02.21 22:09 modify 24 1.92 0.94730 0.95130 0.94690
72 2011.02.21 22:12 t/p 24 1.92 0.94690 0.95130 0.94690 81.11 35673.90
73 2011.02.21 22:39 buy 25 1.92 0.94660 0.00000 0.00000
74 2011.02.21 22:39 modify 25 1.92 0.94660 0.94260 0.94700
75 2011.02.21 22:43 t/p 25 1.92 0.94700 0.94260 0.94700 81.09 35754.99
76 2011.02.21 22:50 sell 26 1.92 0.94730 0.00000 0.00000
77 2011.02.21 22:50 modify 26 1.92 0.94730 0.95130 0.94690
78 2011.02.21 22:55 t/p 26 1.92 0.94690 0.95130 0.94690 81.11 35836.10
79 2011.02.21 23:12 buy 27 1.92 0.94660 0.00000 0.00000
80 2011.02.21 23:12 modify 27 1.92 0.94660 0.94260 0.94700
81 2011.02.22 00:27 close 27 1.92 0.94670 0.94260 0.94700 15.60 35851.70
82 2011.02.22 22:02 buy 28 1.92 0.93820 0.00000 0.00000
83 2011.02.22 22:02 modify 28 1.92 0.93820 0.93420 0.93860
84 2011.02.22 22:14 t/p 28 1.92 0.93860 0.93420 0.93860 81.82 35933.52
85 2011.02.22 22:43 buy 29 1.92 0.93820 0.00000 0.00000
86 2011.02.22 22:43 modify 29 1.92 0.93820 0.93420 0.93860
87 2011.02.23 00:43 close 29 1.92 0.93820 0.93420 0.93860 -4.68 35928.84
88 2011.02.23 22:00 buy 30 1.92 0.93310 0.00000 0.00000
89 2011.02.23 22:00 modify 30 1.92 0.93310 0.92910 0.93350
90 2011.02.24 00:51 s/l 30 1.92 0.92910 0.92910 0.93350 -840.65 35088.19
91 2011.02.24 22:07 buy 31 1.92 0.92590 0.00000 0.00000
92 2011.02.24 22:07 modify 31 1.92 0.92590 0.92190 0.92630
93 2011.02.25 06:03 close 31 1.92 0.92600 0.92190 0.92630 16.05 35104.23

 

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