Back Tested Results USD / CHF 7-2010

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 28994 Ticks modelled 19579253 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 24457.00
Total net profit 1139.94 Gross profit 1748.39 Gross loss -608.45
Profit factor 2.87 Expected payoff 42.22
Absolute drawdown 96.65 Maximal drawdown 978.43 (3.79%) Relative drawdown 3.79% (978.43)
Total trades 27 Short positions (won %) 10 (60.00%) Long positions (won %) 17 (76.47%)
Profit trades (% of total) 19 (70.37%) Loss trades (% of total) 8 (29.63%)
Largest profit trade 401.73 loss trade -579.83
Average profit trade 92.02 loss trade -76.06
Maximum consecutive wins (profit in money) 4 (586.44) consecutive losses (loss in money) 2 (-12.72)
Maximal consecutive profit (count of wins) 622.91 (3) consecutive loss (count of losses) -579.83 (1)
Average consecutive wins 3 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.07.01 00:00 sell 1 1.49 1.07850 0.00000 0.00000
2 2010.07.01 00:00 modify 1 1.49 1.07850 1.08260 1.07560
3 2010.07.01 01:01 t/p 1 1.49 1.07560 1.08260 1.07560 401.73 24858.73
4 2010.07.01 23:17 sell 2 1.49 1.06160 0.00000 0.00000
5 2010.07.01 23:17 modify 2 1.49 1.06160 1.06570 1.05870
6 2010.07.02 00:32 close 2 1.49 1.06070 1.06570 1.05870 123.25 24981.98
7 2010.07.05 22:17 buy 3 1.49 1.06430 0.00000 0.00000
8 2010.07.05 22:17 modify 3 1.49 1.06430 1.06020 1.06720
9 2010.07.05 23:32 close 3 1.49 1.06500 1.06020 1.06720 97.93 25079.91
10 2010.07.05 23:34 sell 4 1.49 1.06540 0.00000 0.00000
11 2010.07.05 23:34 modify 4 1.49 1.06540 1.06950 1.06250
12 2010.07.06 01:20 close 4 1.49 1.06540 1.06950 1.06250 -3.18 25076.73
13 2010.07.06 21:37 buy 5 1.49 1.05890 0.00000 0.00000
14 2010.07.06 21:37 modify 5 1.49 1.05890 1.05480 1.06180
15 2010.07.06 22:52 close 5 1.49 1.05980 1.05480 1.06180 126.53 25203.26
16 2010.07.06 22:55 sell 6 1.49 1.06020 0.00000 0.00000
17 2010.07.06 22:55 modify 6 1.49 1.06020 1.06430 1.05730
18 2010.07.07 09:03 close 6 1.49 1.06020 1.06430 1.05730 -3.18 25200.08
19 2010.07.07 23:10 buy 7 1.49 1.05170 0.00000 0.00000
20 2010.07.07 23:10 modify 7 1.49 1.05170 1.04760 1.05460
21 2010.07.08 03:11 close 7 1.49 1.05170 1.04760 1.05460 -9.54 25190.54
22 2010.07.08 21:44 buy 8 1.49 1.04900 0.00000 0.00000
23 2010.07.08 21:44 modify 8 1.49 1.04900 1.04490 1.05190
24 2010.07.08 23:00 close 8 1.49 1.04980 1.04490 1.05190 113.55 25304.09
25 2010.07.08 23:29 buy 9 1.49 1.04940 0.00000 0.00000
26 2010.07.08 23:29 modify 9 1.49 1.04940 1.04530 1.05230
27 2010.07.09 00:44 close 9 1.49 1.05070 1.04530 1.05230 181.17 25485.26
28 2010.07.12 22:05 buy 10 1.49 1.05930 0.00000 0.00000
29 2010.07.12 22:05 modify 10 1.49 1.05930 1.05520 1.06220
30 2010.07.12 23:20 close 10 1.49 1.06110 1.05520 1.06220 252.76 25738.02
31 2010.07.12 23:49 buy 11 1.49 1.06050 0.00000 0.00000
32 2010.07.12 23:49 modify 11 1.49 1.06050 1.05640 1.06340
33 2010.07.13 01:04 close 11 1.49 1.06080 1.05640 1.06340 38.96 25776.98
34 2010.07.13 23:09 sell 12 1.49 1.05530 0.00000 0.00000
35 2010.07.13 23:09 modify 12 1.49 1.05530 1.05940 1.05240
36 2010.07.14 06:12 s/l 12 1.49 1.05940 1.05940 1.05240 -579.83 25197.15
37 2010.07.14 21:30 buy 13 1.49 1.05250 0.00000 0.00000
38 2010.07.14 21:30 modify 13 1.49 1.05250 1.04840 1.05540
39 2010.07.14 23:10 close 13 1.49 1.05250 1.04840 1.05540 0.00 25197.15
40 2010.07.15 00:00 sell 14 1.49 1.05310 0.00000 0.00000
41 2010.07.15 00:00 modify 14 1.49 1.05310 1.05720 1.05020
42 2010.07.15 01:16 close 14 1.49 1.05310 1.05720 1.05020 0.00 25197.15
43 2010.07.16 00:00 sell 15 1.49 1.04260 0.00000 0.00000
44 2010.07.16 00:00 modify 15 1.49 1.04260 1.04670 1.03970
45 2010.07.16 06:38 close 15 1.49 1.04260 1.04670 1.03970 0.00 25197.15
46 2010.07.19 21:46 buy 16 1.49 1.05480 0.00000 0.00000
47 2010.07.19 21:46 modify 16 1.49 1.05480 1.05070 1.05770
48 2010.07.19 23:01 close 16 1.49 1.05500 1.05070 1.05770 28.25 25225.40
49 2010.07.19 23:05 buy 17 1.49 1.05460 0.00000 0.00000
50 2010.07.19 23:05 modify 17 1.49 1.05460 1.05050 1.05750
51 2010.07.20 00:20 close 17 1.49 1.05460 1.05050 1.05750 -3.18 25222.22
52 2010.07.20 21:32 sell 18 1.49 1.05300 0.00000 0.00000
53 2010.07.20 21:32 modify 18 1.49 1.05300 1.05710 1.05010
54 2010.07.20 22:47 close 18 1.49 1.05200 1.05710 1.05010 141.63 25363.85
55 2010.07.20 22:47 buy 19 1.49 1.05200 0.00000 0.00000
56 2010.07.20 22:47 modify 19 1.49 1.05200 1.04790 1.05490
57 2010.07.21 00:13 close 19 1.49 1.05200 1.04790 1.05490 -3.18 25360.67
58 2010.07.21 22:18 buy 20 1.49 1.05030 0.00000 0.00000
59 2010.07.21 22:18 modify 20 1.49 1.05030 1.04620 1.05320
60 2010.07.21 23:33 close 20 1.49 1.05070 1.04620 1.05320 56.72 25417.39
61 2010.07.22 00:11 buy 21 1.49 1.05020 0.00000 0.00000
62 2010.07.22 00:11 modify 21 1.49 1.05020 1.04610 1.05310
63 2010.07.22 04:38 close 21 1.49 1.05020 1.04610 1.05310 0.00 25417.39
64 2010.07.22 21:32 sell 22 1.49 1.04350 0.00000 0.00000
65 2010.07.22 21:32 modify 22 1.49 1.04350 1.04760 1.04060
66 2010.07.22 22:47 close 22 1.49 1.04290 1.04760 1.04060 85.72 25503.11
67 2010.07.22 22:55 buy 23 1.49 1.04270 0.00000 0.00000
68 2010.07.22 22:55 modify 23 1.49 1.04270 1.03860 1.04560
69 2010.07.23 00:10 close 23 1.49 1.04290 1.03860 1.04560 25.39 25528.50
70 2010.07.26 22:16 sell 24 1.49 1.04910 0.00000 0.00000
71 2010.07.26 22:16 modify 24 1.49 1.04910 1.05320 1.04620
72 2010.07.27 05:13 close 24 1.49 1.04910 1.05320 1.04620 -3.18 25525.32
73 2010.07.27 21:56 buy 25 1.49 1.06010 0.00000 0.00000
74 2010.07.27 21:56 modify 25 1.49 1.06010 1.05600 1.06300
75 2010.07.27 23:11 close 25 1.49 1.06060 1.05600 1.06300 70.24 25595.56
76 2010.07.28 23:07 buy 26 1.49 1.05660 0.00000 0.00000
77 2010.07.28 23:07 modify 26 1.49 1.05660 1.05250 1.05950
78 2010.07.29 00:22 close 26 1.49 1.05670 1.05250 1.05950 4.56 25600.12
79 2010.07.29 22:57 buy 27 1.49 1.04080 0.00000 0.00000
80 2010.07.29 22:57 modify 27 1.49 1.04080 1.03670 1.04370
81 2010.07.30 00:24 close 27 1.49 1.04080 1.03670 1.04370 -3.18 25596.94

 

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