Back Tested Results USD / CHF 6-2010

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 28994 Ticks modelled 19579253 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 19763.00
Total net profit 609.61 Gross profit 2006.00 Gross loss -1396.39
Profit factor 1.44 Expected payoff 21.02
Absolute drawdown 471.85 Maximal drawdown 1051.09 (5.17%) Relative drawdown 5.17% (1051.09)
Total trades 29 Short positions (won %) 11 (100.00%) Long positions (won %) 18 (66.67%)
Profit trades (% of total) 23 (79.31%) Loss trades (% of total) 6 (20.69%)
Largest profit trade 260.69 loss trade -475.70
Average profit trade 87.22 loss trade -232.73
Maximum consecutive wins (profit in money) 12 (643.32) consecutive losses (loss in money) 2 (-912.88)
Maximal consecutive profit (count of wins) 735.94 (7) consecutive loss (count of losses) -912.88 (2)
Average consecutive wins 5 consecutive losses 2

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.06.01 21:41 sell 1 1.31 1.15810 0.00000 0.00000
2 2010.06.01 21:41 modify 1 1.31 1.15810 1.16210 1.15510
3 2010.06.01 22:57 close 1 1.31 1.15580 1.16210 1.15510 260.69 20023.69
4 2010.06.01 22:57 buy 2 1.31 1.15580 0.00000 0.00000
5 2010.06.01 22:57 modify 2 1.31 1.15580 1.15180 1.15880
6 2010.06.02 00:13 close 2 1.31 1.15580 1.15180 1.15880 -2.61 20021.08
7 2010.06.02 21:30 buy 3 1.31 1.15420 0.00000 0.00000
8 2010.06.02 21:30 modify 3 1.31 1.15420 1.15020 1.15720
9 2010.06.02 22:45 close 3 1.31 1.15540 1.15020 1.15720 136.06 20157.14
10 2010.06.02 23:01 sell 4 1.31 1.15580 0.00000 0.00000
11 2010.06.02 23:01 modify 4 1.31 1.15580 1.15980 1.15280
12 2010.06.03 00:16 close 4 1.31 1.15430 1.15980 1.15280 162.41 20319.56
13 2010.06.03 00:16 buy 5 1.31 1.15430 0.00000 0.00000
14 2010.06.03 00:16 modify 5 1.31 1.15430 1.15030 1.15730
15 2010.06.03 01:32 s/l 5 1.31 1.15030 1.15030 1.15730 -455.53 19864.03
16 2010.06.03 22:57 buy 6 1.31 1.15630 0.00000 0.00000
17 2010.06.03 22:57 modify 6 1.31 1.15630 1.15230 1.15930
18 2010.06.04 08:55 s/l 6 1.31 1.15230 1.15230 1.15930 -457.35 19406.68
19 2010.06.07 21:35 sell 7 1.31 1.16370 0.00000 0.00000
20 2010.06.07 21:35 modify 7 1.31 1.16370 1.16770 1.16070
21 2010.06.07 22:51 close 7 1.31 1.16310 1.16770 1.16070 67.58 19474.26
22 2010.06.07 22:56 buy 8 1.31 1.16280 0.00000 0.00000
23 2010.06.07 22:56 modify 8 1.31 1.16280 1.15880 1.16580
24 2010.06.08 02:04 close 8 1.31 1.16280 1.15880 1.16580 -2.61 19471.65
25 2010.06.09 00:15 sell 9 1.31 1.15420 0.00000 0.00000
26 2010.06.09 00:15 modify 9 1.31 1.15420 1.15820 1.15120
27 2010.06.09 01:30 close 9 1.31 1.15420 1.15820 1.15120 0.00 19471.65
28 2010.06.09 21:42 buy 10 1.31 1.14790 0.00000 0.00000
29 2010.06.09 21:42 modify 10 1.31 1.14790 1.14390 1.15090
30 2010.06.09 22:57 close 10 1.31 1.14790 1.14390 1.15090 0.00 19471.65
31 2010.06.09 22:59 buy 11 1.31 1.14800 0.00000 0.00000
32 2010.06.09 22:59 modify 11 1.31 1.14800 1.14400 1.15100
33 2010.06.10 00:14 close 11 1.31 1.14840 1.14400 1.15100 37.81 19509.46
34 2010.06.10 21:30 buy 12 1.31 1.14230 0.00000 0.00000
35 2010.06.10 21:30 modify 12 1.31 1.14230 1.13830 1.14530
36 2010.06.10 22:45 close 12 1.31 1.14330 1.13830 1.14530 114.58 19624.04
37 2010.06.10 23:02 sell 13 1.31 1.14400 0.00000 0.00000
38 2010.06.10 23:02 modify 13 1.31 1.14400 1.14800 1.14100
39 2010.06.11 00:17 close 13 1.31 1.14310 1.14800 1.14100 100.53 19724.58
40 2010.06.14 21:52 sell 14 1.31 1.14300 0.00000 0.00000
41 2010.06.14 21:52 modify 14 1.31 1.14300 1.14700 1.14000
42 2010.06.14 23:07 close 14 1.31 1.14270 1.14700 1.14000 34.39 19758.97
43 2010.06.14 23:40 sell 15 1.31 1.14320 0.00000 0.00000
44 2010.06.14 23:40 modify 15 1.31 1.14320 1.14720 1.14020
45 2010.06.15 00:55 close 15 1.31 1.14180 1.14720 1.14020 158.01 19916.98
46 2010.06.15 23:41 buy 16 1.31 1.13330 0.00000 0.00000
47 2010.06.15 23:41 modify 16 1.31 1.13330 1.12930 1.13630
48 2010.06.16 00:56 close 16 1.31 1.13350 1.12930 1.13630 20.50 19937.49
49 2010.06.16 21:30 sell 17 1.31 1.13190 0.00000 0.00000
50 2010.06.16 21:30 modify 17 1.31 1.13190 1.13590 1.12890
51 2010.06.16 22:45 close 17 1.31 1.13110 1.13590 1.12890 92.65 20030.14
52 2010.06.16 22:45 buy 18 1.31 1.13090 0.00000 0.00000
53 2010.06.16 22:45 modify 18 1.31 1.13090 1.12690 1.13390
54 2010.06.17 00:00 close 18 1.31 1.13110 1.12690 1.13390 15.34 20045.48
55 2010.06.17 00:04 sell 19 1.31 1.13150 0.00000 0.00000
56 2010.06.17 00:04 modify 19 1.31 1.13150 1.13550 1.12850
57 2010.06.17 01:20 close 19 1.31 1.13090 1.13550 1.12850 69.50 20114.98
58 2010.06.17 21:30 buy 20 1.31 1.11180 0.00000 0.00000
59 2010.06.17 21:30 modify 20 1.31 1.11180 1.10780 1.11480
60 2010.06.17 22:46 close 20 1.31 1.11180 1.10780 1.11480 0.00 20114.98
61 2010.06.17 23:00 buy 21 1.31 1.11170 0.00000 0.00000
62 2010.06.17 23:00 modify 21 1.31 1.11170 1.10770 1.11470
63 2010.06.18 06:18 close 21 1.31 1.11170 1.10770 1.11470 -2.61 20112.37
64 2010.06.21 21:30 buy 22 1.31 1.11160 0.00000 0.00000
65 2010.06.21 21:30 modify 22 1.31 1.11160 1.10760 1.11460
66 2010.06.22 01:18 s/l 22 1.31 1.10760 1.10760 1.11460 -475.70 19636.67
67 2010.06.22 21:35 sell 23 1.31 1.10800 0.00000 0.00000
68 2010.06.22 21:35 modify 23 1.31 1.10800 1.11200 1.10500
69 2010.06.22 22:50 close 23 1.31 1.10790 1.11200 1.10500 11.82 19648.49
70 2010.06.22 23:12 buy 24 1.31 1.10740 0.00000 0.00000
71 2010.06.22 23:12 modify 24 1.31 1.10740 1.10340 1.11040
72 2010.06.23 00:27 close 24 1.31 1.10800 1.10340 1.11040 68.33 19716.83
73 2010.06.23 21:30 buy 25 1.31 1.10460 0.00000 0.00000
74 2010.06.23 21:30 modify 25 1.31 1.10460 1.10060 1.10760
75 2010.06.23 22:45 close 25 1.31 1.10480 1.10060 1.10760 23.71 19740.54
76 2010.06.23 23:42 sell 26 1.31 1.10620 0.00000 0.00000
77 2010.06.23 23:42 modify 26 1.31 1.10620 1.11020 1.10320
78 2010.06.24 00:57 close 26 1.31 1.10400 1.11020 1.10320 253.23 19993.77
79 2010.06.24 22:09 buy 27 1.31 1.10200 0.00000 0.00000
80 2010.06.24 22:09 modify 27 1.31 1.10200 1.09800 1.10500
81 2010.06.24 23:24 close 27 1.31 1.10240 1.09800 1.10500 47.53 20041.30
82 2010.06.24 23:35 buy 28 1.31 1.10180 0.00000 0.00000
83 2010.06.24 23:35 modify 28 1.31 1.10180 1.09780 1.10480
84 2010.06.25 00:50 close 28 1.31 1.10390 1.09780 1.10480 246.60 20287.90
85 2010.06.29 23:02 buy 29 1.31 1.08180 0.00000 0.00000
86 2010.06.29 23:02 modify 29 1.31 1.08180 1.07780 1.08480
87 2010.06.29 23:59 close at stop 29 1.31 1.08250 1.07780 1.08480 84.71 20372.61

 

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