Back Tested Results USD / CHF 3-2010

USDCHF (US Dollar vs Swiss Franc)

Bars in test 28994 Ticks modelled 19579253 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 14597.00
Total net profit 295.95 Gross profit 717.36 Gross loss -421.40
Profit factor 1.70 Expected payoff 11.38
Absolute drawdown 114.25 Maximal drawdown 459.19 (2.99%) Relative drawdown 2.99% (459.19)
Total trades 26 Short positions (won %) 5 (60.00%) Long positions (won %) 21 (80.95%)
Profit trades (% of total) 20 (76.92%) Loss trades (% of total) 6 (23.08%)
Largest profit trade 117.55 loss trade -331.74
Average profit trade 35.87 loss trade -70.23
Maximum consecutive wins (profit in money) 7 (328.14) consecutive losses (loss in money) 1 (-331.74)
Maximal consecutive profit (count of wins) 328.14 (7) consecutive loss (count of losses) -331.74 (1)
Average consecutive wins 3 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.03.01 22:12 buy 1 0.84 1.07900 0.00000 0.00000
2 2010.03.01 22:12 modify 1 0.84 1.07900 1.07480 1.08050
3 2010.03.01 23:27 close 1 0.84 1.07900 1.07480 1.08050 0.00 14597.00
4 2010.03.01 23:36 buy 2 0.84 1.07880 0.00000 0.00000
5 2010.03.01 23:36 modify 2 0.84 1.07880 1.07460 1.08030
6 2010.03.02 00:50 t/p 2 0.84 1.08030 1.07460 1.08030 114.83 14711.83
7 2010.03.02 21:49 buy 3 0.84 1.07510 0.00000 0.00000
8 2010.03.02 21:49 modify 3 0.84 1.07510 1.07090 1.07660
9 2010.03.02 23:09 close 3 0.84 1.07510 1.07090 1.07660 0.00 14711.83
10 2010.03.02 23:57 buy 4 0.84 1.07470 0.00000 0.00000
11 2010.03.02 23:57 modify 4 0.84 1.07470 1.07050 1.07620
12 2010.03.03 07:32 close 4 0.84 1.07470 1.07050 1.07620 -1.80 14710.03
13 2010.03.03 23:06 buy 5 0.84 1.06750 0.00000 0.00000
14 2010.03.03 23:06 modify 5 0.84 1.06750 1.06330 1.06900
15 2010.03.04 00:21 close 5 0.84 1.06840 1.06330 1.06900 65.36 14775.39
16 2010.03.04 22:06 buy 6 0.84 1.07680 0.00000 0.00000
17 2010.03.04 22:06 modify 6 0.84 1.07680 1.07260 1.07830
18 2010.03.04 23:21 close 6 0.84 1.07770 1.07260 1.07830 70.15 14845.54
19 2010.03.05 00:16 buy 7 0.84 1.07680 0.00000 0.00000
20 2010.03.05 00:16 modify 7 0.84 1.07680 1.07260 1.07830
21 2010.03.05 01:31 close 7 0.84 1.07690 1.07260 1.07830 7.80 14853.34
22 2010.03.08 22:37 sell 8 0.84 1.07370 0.00000 0.00000
23 2010.03.08 22:37 modify 8 0.84 1.07370 1.07790 1.07220
24 2010.03.09 00:30 close 8 0.84 1.07370 1.07790 1.07220 -1.80 14851.54
25 2010.03.09 21:38 buy 9 0.84 1.07520 0.00000 0.00000
26 2010.03.09 21:38 modify 9 0.84 1.07520 1.07100 1.07670
27 2010.03.09 22:53 close 9 0.84 1.07520 1.07100 1.07670 0.00 14851.54
28 2010.03.09 23:09 buy 10 0.84 1.07490 0.00000 0.00000
29 2010.03.09 23:09 modify 10 0.84 1.07490 1.07070 1.07640
30 2010.03.10 00:24 close 10 0.84 1.07500 1.07070 1.07640 6.01 14857.55
31 2010.03.10 21:32 buy 11 0.84 1.07020 0.00000 0.00000
32 2010.03.10 21:32 modify 11 0.84 1.07020 1.06600 1.07170
33 2010.03.10 23:01 close 11 0.84 1.07020 1.06600 1.07170 0.00 14857.55
34 2010.03.10 23:57 sell 12 0.84 1.07080 0.00000 0.00000
35 2010.03.10 23:57 modify 12 0.84 1.07080 1.07500 1.06930
36 2010.03.11 02:46 close 12 0.84 1.07080 1.07500 1.06930 -5.40 14852.14
37 2010.03.11 22:00 buy 13 0.84 1.06840 0.00000 0.00000
38 2010.03.11 22:00 modify 13 0.84 1.06840 1.06420 1.06990
39 2010.03.11 23:15 close 13 0.84 1.06840 1.06420 1.06990 0.00 14852.14
40 2010.03.16 00:09 buy 14 0.84 1.06160 0.00000 0.00000
41 2010.03.16 00:09 modify 14 0.84 1.06160 1.05740 1.06310
42 2010.03.16 07:30 close 14 0.84 1.06160 1.05740 1.06310 0.00 14852.14
43 2010.03.18 21:46 sell 15 0.84 1.05890 0.00000 0.00000
44 2010.03.18 21:46 modify 15 0.84 1.05890 1.06310 1.05740
45 2010.03.18 23:01 close 15 0.84 1.05780 1.06310 1.05740 87.35 14939.49
46 2010.03.18 23:01 buy 16 0.84 1.05780 0.00000 0.00000
47 2010.03.18 23:02 modify 16 0.84 1.05780 1.05360 1.05930
48 2010.03.19 00:22 close 16 0.84 1.05780 1.05360 1.05930 -1.80 14937.69
49 2010.03.22 21:37 buy 17 0.84 1.05800 0.00000 0.00000
50 2010.03.22 21:37 modify 17 0.84 1.05800 1.05380 1.05950
51 2010.03.22 22:54 close 17 0.84 1.05810 1.05380 1.05950 7.94 14945.63
52 2010.03.22 23:55 buy 18 0.84 1.05780 0.00000 0.00000
53 2010.03.22 23:55 modify 18 0.84 1.05780 1.05360 1.05930
54 2010.03.23 01:04 t/p 18 0.84 1.05930 1.05360 1.05930 117.15 15062.78
55 2010.03.23 23:09 sell 19 0.84 1.05810 0.00000 0.00000
56 2010.03.23 23:09 modify 19 0.84 1.05810 1.06230 1.05660
57 2010.03.24 00:26 close 19 0.84 1.05710 1.06230 1.05660 77.66 15140.44
58 2010.03.24 21:30 sell 20 0.84 1.07340 0.00000 0.00000
59 2010.03.24 21:30 modify 20 0.84 1.07340 1.07760 1.07190
60 2010.03.24 22:35 t/p 20 0.84 1.07190 1.07760 1.07190 117.55 15257.99
61 2010.03.24 22:35 buy 21 0.84 1.07190 0.00000 0.00000
62 2010.03.24 22:35 modify 21 0.84 1.07190 1.06770 1.07340
63 2010.03.24 23:50 close 21 0.84 1.07200 1.06770 1.07340 7.84 15265.83
64 2010.03.25 00:02 buy 22 0.84 1.07180 0.00000 0.00000
65 2010.03.25 00:02 modify 22 0.84 1.07180 1.06760 1.07330
66 2010.03.25 04:48 close 22 0.84 1.07180 1.06760 1.07330 0.00 15265.83
67 2010.03.25 22:02 buy 23 0.84 1.07350 0.00000 0.00000
68 2010.03.25 22:02 modify 23 0.84 1.07350 1.06930 1.07500
69 2010.03.25 23:17 close 23 0.84 1.07350 1.06930 1.07500 0.00 15265.83
70 2010.03.25 23:22 buy 24 0.84 1.07350 0.00000 0.00000
71 2010.03.25 23:22 modify 24 0.84 1.07350 1.06930 1.07500
72 2010.03.26 08:02 s/l 24 0.84 1.06930 1.06930 1.07500 -331.74 14934.09
73 2010.03.29 23:57 buy 25 0.84 1.06230 0.00000 0.00000
74 2010.03.29 23:57 modify 25 0.84 1.06230 1.05810 1.06380
75 2010.03.30 01:12 close 25 0.84 1.06280 1.05810 1.06380 37.72 14971.81
76 2010.03.30 21:59 buy 26 0.84 1.06620 0.00000 0.00000
77 2010.03.30 21:59 modify 26 0.84 1.06620 1.06200 1.06770
78 2010.03.30 23:59 close at stop 26 0.84 1.06520 1.06200 1.06770 -78.86 14892.95

 

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