Back Tested Results USD / CHF 5-2010

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 28994 Ticks modelled 19579253 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 15251.00
Total net profit 2496.78 Gross profit 3169.88 Gross loss -673.10
Profit factor 4.71 Expected payoff 71.34
Absolute drawdown 120.11 Maximal drawdown 411.52 (2.52%) Relative drawdown 2.52% (411.52)
Total trades 35 Short positions (won %) 12 (83.33%) Long positions (won %) 23 (82.61%)
Profit trades (% of total) 29 (82.86%) Loss trades (% of total) 6 (17.14%)
Largest profit trade 218.61 loss trade -329.40
Average profit trade 109.31 loss trade -112.18
Maximum consecutive wins (profit in money) 6 (368.30) consecutive losses (loss in money) 2 (-7.97)
Maximal consecutive profit (count of wins) 894.64 (5) consecutive loss (count of losses) -329.40 (1)
Average consecutive wins 5 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.05.03 21:46 buy 1 0.93 1.08540 0.00000 0.00000
2 2010.05.03 21:46 modify 1 0.93 1.08540 1.08140 1.08800
3 2010.05.03 23:03 close 1 0.93 1.08540 1.08140 1.08800 0.00 15251.00
4 2010.05.04 00:05 buy 2 0.93 1.08540 0.00000 0.00000
5 2010.05.04 00:05 modify 2 0.93 1.08540 1.08140 1.08800
6 2010.05.04 02:43 close 2 0.93 1.08540 1.08140 1.08800 0.00 15251.00
7 2010.05.04 21:30 sell 3 0.93 1.10460 0.00000 0.00000
8 2010.05.04 21:30 modify 3 0.93 1.10460 1.10860 1.10200
9 2010.05.04 22:45 close 3 0.93 1.10420 1.10860 1.10200 33.69 15284.69
10 2010.05.04 22:53 sell 4 0.93 1.10490 0.00000 0.00000
11 2010.05.04 22:53 modify 4 0.93 1.10490 1.10890 1.10230
12 2010.05.05 00:08 close 4 0.93 1.10350 1.10890 1.10230 116.00 15400.69
13 2010.05.05 00:08 buy 5 0.93 1.10350 0.00000 0.00000
14 2010.05.05 00:08 modify 5 0.93 1.10350 1.09950 1.10610
15 2010.05.05 00:59 t/p 5 0.93 1.10610 1.09950 1.10610 218.61 15619.30
16 2010.05.05 21:30 sell 6 0.93 1.11830 0.00000 0.00000
17 2010.05.05 21:30 modify 6 0.93 1.11830 1.12230 1.11570
18 2010.05.05 22:45 close 6 0.93 1.11830 1.12230 1.11570 0.00 15619.30
19 2010.05.05 23:10 buy 7 0.93 1.11780 0.00000 0.00000
20 2010.05.05 23:10 modify 7 0.93 1.11780 1.11380 1.12040
21 2010.05.06 04:36 close 7 0.93 1.11780 1.11380 1.12040 -5.98 15613.32
22 2010.05.06 22:11 buy 8 0.93 1.11280 0.00000 0.00000
23 2010.05.06 22:11 modify 8 0.93 1.11280 1.10880 1.11540
24 2010.05.06 23:26 close 8 0.93 1.11390 1.10880 1.11540 91.84 15705.16
25 2010.05.06 23:40 buy 9 0.93 1.11320 0.00000 0.00000
26 2010.05.06 23:40 modify 9 0.93 1.11320 1.10920 1.11580
27 2010.05.07 00:20 t/p 9 0.93 1.11580 1.10920 1.11580 214.72 15919.87
28 2010.05.10 21:36 buy 10 0.93 1.11010 0.00000 0.00000
29 2010.05.10 21:36 modify 10 0.93 1.11010 1.10610 1.11270
30 2010.05.10 23:04 close 10 0.93 1.11010 1.10610 1.11270 0.00 15919.87
31 2010.05.10 23:10 sell 11 0.93 1.11100 0.00000 0.00000
32 2010.05.10 23:10 modify 11 0.93 1.11100 1.11500 1.10840
33 2010.05.11 00:24 t/p 11 0.93 1.10840 1.11500 1.10840 216.22 16136.09
34 2010.05.11 21:30 sell 12 0.93 1.11200 0.00000 0.00000
35 2010.05.11 21:30 modify 12 0.93 1.11200 1.11600 1.10940
36 2010.05.11 22:56 close 12 0.93 1.11200 1.11600 1.10940 0.00 16136.09
37 2010.05.11 23:00 buy 13 0.93 1.11160 0.00000 0.00000
38 2010.05.11 23:00 modify 13 0.93 1.11160 1.10760 1.11420
39 2010.05.12 00:17 close 13 0.93 1.11160 1.10760 1.11420 -1.99 16134.10
40 2010.05.12 21:30 buy 14 0.93 1.11060 0.00000 0.00000
41 2010.05.12 21:30 modify 14 0.93 1.11060 1.10660 1.11320
42 2010.05.12 23:00 close 14 0.93 1.11060 1.10660 1.11320 0.00 16134.10
43 2010.05.12 23:06 buy 15 0.93 1.11020 0.00000 0.00000
44 2010.05.12 23:06 modify 15 0.93 1.11020 1.10620 1.11280
45 2010.05.13 00:21 close 15 0.93 1.11030 1.10620 1.11280 2.40 16136.49
46 2010.05.13 21:30 sell 16 0.93 1.11850 0.00000 0.00000
47 2010.05.13 21:30 modify 16 0.93 1.11850 1.12250 1.11590
48 2010.05.13 22:45 close 16 0.93 1.11760 1.12250 1.11590 74.89 16211.38
49 2010.05.13 22:45 buy 17 0.93 1.11760 0.00000 0.00000
50 2010.05.13 22:45 modify 17 0.93 1.11760 1.11360 1.12020
51 2010.05.14 00:00 close 17 0.93 1.11780 1.11360 1.12020 14.65 16226.03
52 2010.05.14 00:02 buy 18 0.93 1.11740 0.00000 0.00000
53 2010.05.14 00:02 modify 18 0.93 1.11740 1.11340 1.12000
54 2010.05.14 01:17 close 18 0.93 1.11830 1.11340 1.12000 74.85 16300.88
55 2010.05.17 23:06 sell 19 0.93 1.13220 0.00000 0.00000
56 2010.05.17 23:06 modify 19 0.93 1.13220 1.13620 1.12960
57 2010.05.18 00:56 s/l 19 0.93 1.13620 1.13620 1.12960 -329.40 15971.48
58 2010.05.18 21:30 sell 20 0.93 1.15150 0.00000 0.00000
59 2010.05.18 21:30 modify 20 0.93 1.15150 1.15550 1.14890
60 2010.05.18 22:45 close 20 0.93 1.14980 1.15550 1.14890 137.50 16108.98
61 2010.05.18 23:00 buy 21 0.93 1.14970 0.00000 0.00000
62 2010.05.18 23:00 modify 21 0.93 1.14970 1.14570 1.15230
63 2010.05.18 23:56 t/p 21 0.93 1.15230 1.14570 1.15230 209.84 16318.82
64 2010.05.18 23:56 sell 22 0.93 1.15230 0.00000 0.00000
65 2010.05.18 23:56 modify 22 0.93 1.15230 1.15630 1.14970
66 2010.05.19 00:19 t/p 22 0.93 1.14970 1.15630 1.14970 208.33 16527.14
67 2010.05.19 00:19 buy 23 0.93 1.14970 0.00000 0.00000
68 2010.05.19 00:19 modify 23 0.93 1.14970 1.14570 1.15230
69 2010.05.19 00:44 t/p 23 0.93 1.15230 1.14570 1.15230 209.84 16736.98
70 2010.05.19 21:30 buy 24 0.93 1.15070 0.00000 0.00000
71 2010.05.19 21:30 modify 24 0.93 1.15070 1.14670 1.15330
72 2010.05.19 22:45 close 24 0.93 1.15230 1.14670 1.15330 129.13 16866.11
73 2010.05.19 23:16 sell 25 0.93 1.15320 0.00000 0.00000
74 2010.05.19 23:16 modify 25 0.93 1.15320 1.15720 1.15060
75 2010.05.20 00:31 close 25 0.93 1.15320 1.15720 1.15060 -5.98 16860.13
76 2010.05.20 21:54 buy 26 0.93 1.15070 0.00000 0.00000
77 2010.05.20 21:54 modify 26 0.93 1.15070 1.14670 1.15330
78 2010.05.21 00:31 close 26 0.93 1.15070 1.14670 1.15330 -1.99 16858.14
79 2010.05.24 21:30 sell 27 0.93 1.16120 0.00000 0.00000
80 2010.05.24 21:30 modify 27 0.93 1.16120 1.16520 1.15860
81 2010.05.24 22:45 close 27 0.93 1.15970 1.16520 1.15860 120.29 16978.43
82 2010.05.24 22:45 buy 28 0.93 1.15970 0.00000 0.00000
83 2010.05.24 22:45 modify 28 0.93 1.15970 1.15570 1.16230
84 2010.05.25 00:00 close 28 0.93 1.16020 1.15570 1.16230 38.09 17016.52
85 2010.05.25 00:02 buy 29 0.93 1.15950 0.00000 0.00000
86 2010.05.25 00:02 modify 29 0.93 1.15950 1.15550 1.16210
87 2010.05.25 01:03 t/p 29 0.93 1.16210 1.15550 1.16210 208.07 17224.59
88 2010.05.25 21:30 buy 30 0.93 1.15390 0.00000 0.00000
89 2010.05.25 21:30 modify 30 0.93 1.15390 1.14990 1.15650
90 2010.05.25 22:10 t/p 30 0.93 1.15650 1.14990 1.15650 209.08 17433.67
91 2010.05.26 00:05 buy 31 0.93 1.15650 0.00000 0.00000
92 2010.05.26 00:05 modify 31 0.93 1.15650 1.15250 1.15910
93 2010.05.26 01:10 t/p 31 0.93 1.15910 1.15250 1.15910 208.61 17642.28
94 2010.05.26 22:56 buy 32 0.93 1.16010 0.00000 0.00000
95 2010.05.26 22:56 modify 32 0.93 1.16010 1.15610 1.16270
96 2010.05.27 03:15 s/l 32 0.93 1.15610 1.15610 1.16270 -327.75 17314.53
97 2010.05.27 21:30 buy 33 0.93 1.15130 0.00000 0.00000
98 2010.05.27 21:30 modify 33 0.93 1.15130 1.14730 1.15390
99 2010.05.27 22:45 close 33 0.93 1.15330 1.14730 1.15390 161.28 17475.81
100 2010.05.27 22:45 sell 34 0.93 1.15330 0.00000 0.00000
101 2010.05.27 22:45 modify 34 0.93 1.15330 1.15730 1.15070
102 2010.05.28 00:00 close 34 0.93 1.15250 1.15730 1.15070 62.57 17538.37
103 2010.05.28 00:00 buy 35 0.93 1.15210 0.00000 0.00000
104 2010.05.28 00:00 modify 35 0.93 1.15210 1.14810 1.15470
105 2010.05.28 00:20 t/p 35 0.93 1.15470 1.14810 1.15470 209.41 17747.78

 

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