Back Tested Results USD / CHF 8-2010

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 28994 Ticks modelled 19579253 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 28723.00
Total net profit -513.27 Gross profit 1557.05 Gross loss -2070.32
Profit factor 0.75 Expected payoff -14.66
Absolute drawdown 1803.90 Maximal drawdown 1994.67 (6.90%) Relative drawdown 6.90% (1994.67)
Total trades 35 Short positions (won %) 13 (61.54%) Long positions (won %) 22 (81.82%)
Profit trades (% of total) 26 (74.29%) Loss trades (% of total) 9 (25.71%)
Largest profit trade 66.39 loss trade -654.91
Average profit trade 59.89 loss trade -230.04
Maximum consecutive wins (profit in money) 9 (449.00) consecutive losses (loss in money) 2 (-15.05)
Maximal consecutive profit (count of wins) 455.66 (7) consecutive loss (count of losses) -654.91 (1)
Average consecutive wins 3 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.08.02 23:21 buy 1 1.70 1.03890 0.00000 0.00000
2 2010.08.02 23:21 modify 1 1.70 1.03890 1.03490 1.03930
3 2010.08.02 23:58 t/p 1 1.70 1.03930 1.03490 1.03930 65.43 28788.43
4 2010.08.03 23:06 sell 2 1.70 1.03980 0.00000 0.00000
5 2010.08.03 23:06 modify 2 1.70 1.03980 1.04380 1.03940
6 2010.08.04 00:21 close 2 1.70 1.03980 1.04380 1.03940 -3.76 28784.67
7 2010.08.04 22:28 buy 3 1.70 1.05300 0.00000 0.00000
8 2010.08.04 22:28 modify 3 1.70 1.05300 1.04900 1.05340
9 2010.08.04 22:46 t/p 3 1.70 1.05340 1.04900 1.05340 64.55 28849.22
10 2010.08.04 23:07 sell 4 1.70 1.05390 0.00000 0.00000
11 2010.08.04 23:07 modify 4 1.70 1.05390 1.05790 1.05350
12 2010.08.04 23:11 t/p 4 1.70 1.05350 1.05790 1.05350 64.55 28913.77
13 2010.08.09 23:15 sell 5 1.70 1.04940 0.00000 0.00000
14 2010.08.09 23:15 modify 5 1.70 1.04940 1.05340 1.04900
15 2010.08.10 03:00 s/l 5 1.70 1.05340 1.05340 1.04900 -649.29 28264.48
16 2010.08.10 21:42 buy 6 1.70 1.04790 0.00000 0.00000
17 2010.08.10 21:42 modify 6 1.70 1.04790 1.04390 1.04830
18 2010.08.10 21:53 t/p 6 1.70 1.04830 1.04390 1.04830 64.87 28329.35
19 2010.08.10 22:26 buy 7 1.70 1.04800 0.00000 0.00000
20 2010.08.10 22:26 modify 7 1.70 1.04800 1.04400 1.04840
21 2010.08.10 23:23 t/p 7 1.70 1.04840 1.04400 1.04840 64.86 28394.21
22 2010.08.10 23:52 sell 8 1.70 1.04930 0.00000 0.00000
23 2010.08.10 23:52 modify 8 1.70 1.04930 1.05330 1.04890
24 2010.08.11 05:51 s/l 8 1.70 1.05330 1.05330 1.04890 -649.35 27744.86
25 2010.08.11 22:39 sell 9 1.70 1.06130 0.00000 0.00000
26 2010.08.11 22:39 modify 9 1.70 1.06130 1.06530 1.06090
27 2010.08.11 22:47 t/p 9 1.70 1.06090 1.06530 1.06090 64.10 27808.96
28 2010.08.11 22:51 buy 10 1.70 1.06050 0.00000 0.00000
29 2010.08.11 22:51 modify 10 1.70 1.06050 1.05650 1.06090
30 2010.08.12 02:29 s/l 10 1.70 1.05650 1.05650 1.06090 -654.91 27154.04
31 2010.08.12 21:35 buy 11 1.70 1.04980 0.00000 0.00000
32 2010.08.12 21:35 modify 11 1.70 1.04980 1.04580 1.05020
33 2010.08.12 22:58 close 11 1.70 1.04980 1.04580 1.05020 0.00 27154.04
34 2010.08.12 23:15 buy 12 1.70 1.04950 0.00000 0.00000
35 2010.08.12 23:15 modify 12 1.70 1.04950 1.04550 1.04990
36 2010.08.13 00:22 t/p 12 1.70 1.04990 1.04550 1.04990 61.01 27215.05
37 2010.08.16 22:12 buy 13 1.70 1.03910 0.00000 0.00000
38 2010.08.16 22:12 modify 13 1.70 1.03910 1.03510 1.03950
39 2010.08.16 22:16 t/p 13 1.70 1.03950 1.03510 1.03950 65.42 27280.47
40 2010.08.16 22:36 buy 14 1.70 1.03920 0.00000 0.00000
41 2010.08.16 22:36 modify 14 1.70 1.03920 1.03520 1.03960
42 2010.08.16 22:44 t/p 14 1.70 1.03960 1.03520 1.03960 65.41 27345.88
43 2010.08.16 23:16 buy 15 1.70 1.03930 0.00000 0.00000
44 2010.08.16 23:16 modify 15 1.70 1.03930 1.03530 1.03970
45 2010.08.16 23:28 t/p 15 1.70 1.03970 1.03530 1.03970 65.40 27411.28
46 2010.08.17 00:08 buy 16 1.70 1.03920 0.00000 0.00000
47 2010.08.17 00:08 modify 16 1.70 1.03920 1.03520 1.03960
48 2010.08.17 02:12 close 16 1.70 1.03920 1.03520 1.03960 0.00 27411.28
49 2010.08.17 23:16 buy 17 1.70 1.04340 0.00000 0.00000
50 2010.08.17 23:16 modify 17 1.70 1.04340 1.03940 1.04380
51 2010.08.17 23:19 t/p 17 1.70 1.04380 1.03940 1.04380 65.15 27476.43
52 2010.08.17 23:43 sell 18 1.70 1.04420 0.00000 0.00000
53 2010.08.17 23:43 modify 18 1.70 1.04420 1.04820 1.04380
54 2010.08.18 00:25 t/p 18 1.70 1.04380 1.04820 1.04380 61.39 27537.82
55 2010.08.18 22:40 buy 19 1.70 1.04220 0.00000 0.00000
56 2010.08.18 22:40 modify 19 1.70 1.04220 1.03820 1.04260
57 2010.08.18 23:08 t/p 19 1.70 1.04260 1.03820 1.04260 65.22 27603.04
58 2010.08.18 23:29 sell 20 1.70 1.04320 0.00000 0.00000
59 2010.08.18 23:29 modify 20 1.70 1.04320 1.04720 1.04280
60 2010.08.19 01:44 close 20 1.70 1.04320 1.04720 1.04280 -11.28 27591.75
61 2010.08.19 22:53 sell 21 1.70 1.03290 0.00000 0.00000
62 2010.08.19 22:53 modify 21 1.70 1.03290 1.03690 1.03250
63 2010.08.19 22:55 t/p 21 1.70 1.03250 1.03690 1.03250 65.86 27657.61
64 2010.08.19 23:09 buy 22 1.70 1.03190 0.00000 0.00000
65 2010.08.19 23:09 modify 22 1.70 1.03190 1.02790 1.03230
66 2010.08.19 23:23 t/p 22 1.70 1.03230 1.02790 1.03230 65.87 27723.48
67 2010.08.19 23:48 buy 23 1.70 1.03200 0.00000 0.00000
68 2010.08.19 23:48 modify 23 1.70 1.03200 1.02800 1.03240
69 2010.08.20 00:00 t/p 23 1.70 1.03240 1.02800 1.03240 62.11 27785.59
70 2010.08.20 00:18 buy 24 1.70 1.03200 0.00000 0.00000
71 2010.08.20 00:18 modify 24 1.70 1.03200 1.02800 1.03240
72 2010.08.20 01:01 t/p 24 1.70 1.03240 1.02800 1.03240 65.87 27851.46
73 2010.08.23 21:42 sell 25 1.70 1.04130 0.00000 0.00000
74 2010.08.23 21:42 modify 25 1.70 1.04130 1.04530 1.04090
75 2010.08.23 21:58 t/p 25 1.70 1.04090 1.04530 1.04090 65.33 27916.79
76 2010.08.23 21:59 sell 26 1.70 1.04140 0.00000 0.00000
77 2010.08.23 22:00 modify 26 1.70 1.04140 1.04540 1.04100
78 2010.08.23 22:17 t/p 26 1.70 1.04100 1.04540 1.04100 65.32 27982.11
79 2010.08.23 22:47 sell 27 1.70 1.04170 0.00000 0.00000
80 2010.08.23 22:47 modify 27 1.70 1.04170 1.04570 1.04130
81 2010.08.23 23:08 t/p 27 1.70 1.04130 1.04570 1.04130 65.30 28047.41
82 2010.08.23 23:25 sell 28 1.70 1.04170 0.00000 0.00000
83 2010.08.23 23:25 modify 28 1.70 1.04170 1.04570 1.04130
84 2010.08.24 00:41 close 28 1.70 1.04170 1.04570 1.04130 -3.76 28043.65
85 2010.08.24 21:36 sell 29 1.70 1.03360 0.00000 0.00000
86 2010.08.24 21:36 modify 29 1.70 1.03360 1.03760 1.03320
87 2010.08.24 21:37 t/p 29 1.70 1.03320 1.03760 1.03320 65.82 28109.47
88 2010.08.24 21:48 buy 30 1.70 1.03120 0.00000 0.00000
89 2010.08.24 21:48 modify 30 1.70 1.03120 1.02720 1.03160
90 2010.08.24 21:53 t/p 30 1.70 1.03160 1.02720 1.03160 65.92 28175.39
91 2010.08.24 22:24 buy 31 1.70 1.03140 0.00000 0.00000
92 2010.08.24 22:24 modify 31 1.70 1.03140 1.02740 1.03180
93 2010.08.24 22:59 t/p 31 1.70 1.03180 1.02740 1.03180 65.90 28241.29
94 2010.08.24 23:55 buy 32 1.70 1.03140 0.00000 0.00000
95 2010.08.24 23:55 modify 32 1.70 1.03140 1.02740 1.03180
96 2010.08.25 01:45 close 32 1.70 1.03140 1.02740 1.03180 -3.76 28237.53
97 2010.08.25 21:40 buy 33 1.70 1.03020 0.00000 0.00000
98 2010.08.25 21:40 modify 33 1.70 1.03020 1.02620 1.03060
99 2010.08.26 00:21 close 33 1.70 1.03020 1.02620 1.03060 -11.28 28226.25
100 2010.08.26 23:18 buy 34 1.70 1.02380 0.00000 0.00000
101 2010.08.26 23:19 modify 34 1.70 1.02380 1.01980 1.02420
102 2010.08.26 23:50 t/p 34 1.70 1.02420 1.01980 1.02420 66.39 28292.64
103 2010.08.30 22:26 buy 35 1.70 1.02570 0.00000 0.00000
104 2010.08.30 22:26 modify 35 1.70 1.02570 1.02170 1.02610
105 2010.08.30 23:59 close at stop 35 1.70 1.02520 1.02170 1.02610 -82.91 28209.73

 

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