Back Tested Results USD / CHF 4-2010

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 28994 Ticks modelled 19579253 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 14597.00
Total net profit 20.67 Gross profit 952.17 Gross loss -931.50
Profit factor 1.02 Expected payoff 0.80
Absolute drawdown 452.25 Maximal drawdown 817.43 (5.46%) Relative drawdown 5.46% (817.43)
Total trades 26 Short positions (won %) 11 (54.55%) Long positions (won %) 15 (73.33%)
Profit trades (% of total) 17 (65.38%) Loss trades (% of total) 9 (34.62%)
Largest profit trade 191.03 loss trade -295.86
Average profit trade 56.01 loss trade -103.50
Maximum consecutive wins (profit in money) 4 (248.42) consecutive losses (loss in money) 2 (-290.01)
Maximal consecutive profit (count of wins) 248.42 (4) consecutive loss (count of losses) -295.86 (1)
Average consecutive wins 2 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.04.01 00:00 buy 1 0.78 1.05240 0.00000 0.00000
2 2010.04.01 00:00 modify 1 0.78 1.05240 1.04840 1.05500
3 2010.04.01 01:15 close 1 0.78 1.05260 1.04840 1.05500 14.82 14611.82
4 2010.04.05 23:02 buy 2 0.78 1.06190 0.00000 0.00000
5 2010.04.05 23:02 modify 2 0.78 1.06190 1.05790 1.06450
6 2010.04.06 00:17 close 2 0.78 1.06390 1.05790 1.06450 144.92 14756.74
7 2010.04.06 00:17 sell 3 0.78 1.06390 0.00000 0.00000
8 2010.04.06 00:17 modify 3 0.78 1.06390 1.06790 1.06130
9 2010.04.06 07:10 s/l 3 0.78 1.06790 1.06790 1.06130 -292.16 14464.58
10 2010.04.06 23:10 buy 4 0.78 1.06860 0.00000 0.00000
11 2010.04.06 23:10 modify 4 0.78 1.06860 1.06460 1.07120
12 2010.04.07 00:25 close 4 0.78 1.07040 1.06460 1.07120 129.46 14594.05
13 2010.04.07 21:30 sell 5 0.78 1.07410 0.00000 0.00000
14 2010.04.07 21:30 modify 5 0.78 1.07410 1.07810 1.07150
15 2010.04.07 22:45 close 5 0.78 1.07390 1.07810 1.07150 14.53 14608.58
16 2010.04.07 22:55 buy 6 0.78 1.07360 0.00000 0.00000
17 2010.04.07 22:55 modify 6 0.78 1.07360 1.06960 1.07620
18 2010.04.08 00:10 close 6 0.78 1.07440 1.06960 1.07620 52.96 14661.54
19 2010.04.08 23:24 buy 7 0.78 1.07280 0.00000 0.00000
20 2010.04.08 23:24 modify 7 0.78 1.07280 1.06880 1.07540
21 2010.04.09 00:40 close 7 0.78 1.07280 1.06880 1.07540 -1.71 14659.83
22 2010.04.12 23:00 buy 8 0.78 1.05930 0.00000 0.00000
23 2010.04.12 23:00 modify 8 0.78 1.05930 1.05530 1.06190
24 2010.04.13 00:15 close 8 0.78 1.05970 1.05530 1.06190 27.73 14687.57
25 2010.04.13 21:30 buy 9 0.78 1.05410 0.00000 0.00000
26 2010.04.13 21:30 modify 9 0.78 1.05410 1.05010 1.05670
27 2010.04.13 22:45 close 9 0.78 1.05420 1.05010 1.05670 7.40 14694.97
28 2010.04.13 23:43 sell 10 0.78 1.05480 0.00000 0.00000
29 2010.04.13 23:43 modify 10 0.78 1.05480 1.05880 1.05220
30 2010.04.14 00:26 t/p 10 0.78 1.05220 1.05880 1.05220 191.03 14886.00
31 2010.04.14 21:38 sell 11 0.78 1.05200 0.00000 0.00000
32 2010.04.14 21:38 modify 11 0.78 1.05200 1.05600 1.04940
33 2010.04.14 22:53 close 11 0.78 1.05170 1.05600 1.04940 22.25 14908.25
34 2010.04.14 23:11 buy 12 0.78 1.05150 0.00000 0.00000
35 2010.04.14 23:11 modify 12 0.78 1.05150 1.04750 1.05410
36 2010.04.15 00:54 close 12 0.78 1.05150 1.04750 1.05410 -5.12 14903.13
37 2010.04.15 21:30 buy 13 0.78 1.05590 0.00000 0.00000
38 2010.04.15 21:30 modify 13 0.78 1.05590 1.05190 1.05850
39 2010.04.15 22:45 close 13 0.78 1.05650 1.05190 1.05850 44.30 14947.43
40 2010.04.15 22:59 sell 14 0.78 1.05670 0.00000 0.00000
41 2010.04.15 22:59 modify 14 0.78 1.05670 1.06070 1.05410
42 2010.04.16 06:23 s/l 14 0.78 1.06070 1.06070 1.05410 -295.86 14651.58
43 2010.04.19 21:30 buy 15 0.78 1.06290 0.00000 0.00000
44 2010.04.19 21:30 modify 15 0.78 1.06290 1.05890 1.06550
45 2010.04.19 22:45 close 15 0.78 1.06310 1.05890 1.06550 14.67 14666.25
46 2010.04.20 23:05 sell 16 0.78 1.06900 0.00000 0.00000
47 2010.04.20 23:05 modify 16 0.78 1.06900 1.07300 1.06640
48 2010.04.21 01:55 close 16 0.78 1.06900 1.07300 1.06640 -1.71 14664.54
49 2010.04.21 22:14 buy 17 0.78 1.06990 0.00000 0.00000
50 2010.04.21 22:14 modify 17 0.78 1.06990 1.06590 1.07250
51 2010.04.21 23:30 close 17 0.78 1.07010 1.06590 1.07250 14.58 14679.12
52 2010.04.22 21:30 sell 18 0.78 1.07810 0.00000 0.00000
53 2010.04.22 21:30 modify 18 0.78 1.07810 1.08210 1.07550
54 2010.04.22 23:06 s/l 18 0.78 1.08210 1.08210 1.07550 -288.30 14390.82
55 2010.04.22 23:06 sell 19 0.78 1.08190 0.00000 0.00000
56 2010.04.22 23:06 modify 19 0.78 1.08190 1.08590 1.07930
57 2010.04.23 07:02 close 19 0.78 1.08190 1.08590 1.07930 -1.71 14389.11
58 2010.04.26 21:30 buy 20 0.78 1.07090 0.00000 0.00000
59 2010.04.26 21:30 modify 20 0.78 1.07090 1.06690 1.07350
60 2010.04.26 22:45 close 20 0.78 1.07190 1.06690 1.07350 72.77 14461.88
61 2010.04.26 23:09 buy 21 0.78 1.07110 0.00000 0.00000
62 2010.04.26 23:09 modify 21 0.78 1.07110 1.06710 1.07370
63 2010.04.27 00:24 close 21 0.78 1.07270 1.06710 1.07370 114.63 14576.52
64 2010.04.27 21:30 sell 22 0.78 1.08920 0.00000 0.00000
65 2010.04.27 21:30 modify 22 0.78 1.08920 1.09320 1.08660
66 2010.04.27 22:45 close 22 0.78 1.08870 1.09320 1.08660 35.82 14612.34
67 2010.04.27 22:59 buy 23 0.78 1.08800 0.00000 0.00000
68 2010.04.27 22:59 modify 23 0.78 1.08800 1.08400 1.09060
69 2010.04.28 00:48 close 23 0.78 1.08800 1.08400 1.09060 -1.71 14610.63
70 2010.04.28 22:13 sell 24 0.78 1.08660 0.00000 0.00000
71 2010.04.28 22:13 modify 24 0.78 1.08660 1.09060 1.08400
72 2010.04.28 23:28 close 24 0.78 1.08590 1.09060 1.08400 50.28 14660.91
73 2010.04.29 00:17 sell 25 0.78 1.08670 0.00000 0.00000
74 2010.04.29 00:17 modify 25 0.78 1.08670 1.09070 1.08410
75 2010.04.29 01:32 close 25 0.78 1.08670 1.09070 1.08410 0.00 14660.91
76 2010.04.29 21:30 buy 26 0.78 1.08300 0.00000 0.00000
77 2010.04.29 21:30 modify 26 0.78 1.08300 1.07900 1.08560
78 2010.04.29 23:59 close at stop 26 0.78 1.08240 1.07900 1.08560 -43.24 14617.67

 

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