Back Tested Results USD / CHF 8-2011

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 29278 Ticks modelled 21754411 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 50516.00
Total net profit 3173.66 Gross profit 5702.53 Gross loss -2528.87
Profit factor 2.25 Expected payoff 63.47
Absolute drawdown 873.73 Maximal drawdown 1867.40 (3.63%) Relative drawdown 3.63% (1867.40)
Total trades 50 Short positions (won %) 17 (64.71%) Long positions (won %) 33 (87.88%)
Profit trades (% of total) 40 (80.00%) Loss trades (% of total) 10 (20.00%)
Largest profit trade 187.06 loss trade -1206.22
Average profit trade 142.56 loss trade -252.89
Maximum consecutive wins (profit in money) 14 (1815.59) consecutive losses (loss in money) 2 (-13.07)
Maximal consecutive profit (count of wins) 1815.59 (14) consecutive loss (count of losses) -1206.22 (1)
Average consecutive wins 5 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.08.01 21:31 sell 1 2.25 0.78360 0.00000 0.00000
2 2011.08.01 21:31 modify 1 2.25 0.78360 0.78760 0.78300
3 2011.08.02 00:02 close 1 2.25 0.78360 0.78760 0.78300 -6.54 50509.46
4 2011.08.02 00:02 buy 2 2.25 0.78360 0.00000 0.00000
5 2011.08.02 00:02 modify 2 2.25 0.78360 0.77960 0.78420
6 2011.08.02 01:17 close 2 2.25 0.78380 0.77960 0.78420 57.41 50566.87
7 2011.08.02 21:30 buy 3 2.25 0.76410 0.00000 0.00000
8 2011.08.02 21:30 modify 3 2.25 0.76410 0.76010 0.76470
9 2011.08.02 21:51 t/p 3 2.25 0.76470 0.76010 0.76470 176.54 50743.41
10 2011.08.02 21:59 buy 4 2.25 0.76120 0.00000 0.00000
11 2011.08.02 21:59 modify 4 2.25 0.76120 0.75720 0.76180
12 2011.08.02 21:59 t/p 4 2.25 0.76180 0.75720 0.76180 176.56 50919.97
13 2011.08.02 23:50 sell 5 2.25 0.76630 0.00000 0.00000
14 2011.08.02 23:50 modify 5 2.25 0.76630 0.77030 0.76570
15 2011.08.03 04:36 close 5 2.25 0.76630 0.77030 0.76570 -6.54 50913.44
16 2011.08.03 21:57 buy 6 2.25 0.76910 0.00000 0.00000
17 2011.08.03 21:57 modify 6 2.25 0.76910 0.76510 0.76970
18 2011.08.03 22:12 t/p 6 2.25 0.76970 0.76510 0.76970 175.39 51088.83
19 2011.08.03 22:39 sell 7 2.25 0.77040 0.00000 0.00000
20 2011.08.03 22:39 modify 7 2.25 0.77040 0.77440 0.76980
21 2011.08.04 00:05 close 7 2.25 0.77040 0.77440 0.76980 -19.61 51069.22
22 2011.08.04 21:30 buy 8 2.25 0.76530 0.00000 0.00000
23 2011.08.04 21:30 modify 8 2.25 0.76530 0.76130 0.76590
24 2011.08.04 21:53 t/p 8 2.25 0.76590 0.76130 0.76590 176.26 51245.48
25 2011.08.04 21:53 buy 9 2.25 0.76610 0.00000 0.00000
26 2011.08.04 21:53 modify 9 2.25 0.76610 0.76210 0.76670
27 2011.08.04 21:59 t/p 9 2.25 0.76670 0.76210 0.76670 176.08 51421.56
28 2011.08.04 22:00 buy 10 2.25 0.76580 0.00000 0.00000
29 2011.08.04 22:00 modify 10 2.25 0.76580 0.76180 0.76640
30 2011.08.04 23:12 s/l 10 2.25 0.76180 0.76180 0.76640 -1181.57 50239.99
31 2011.08.04 23:12 buy 11 2.25 0.76200 0.00000 0.00000
32 2011.08.04 23:12 modify 11 2.25 0.76200 0.75800 0.76260
33 2011.08.04 23:12 t/p 11 2.25 0.76260 0.75800 0.76260 177.03 50417.02
34 2011.08.04 23:18 buy 12 2.25 0.76470 0.00000 0.00000
35 2011.08.04 23:18 modify 12 2.25 0.76470 0.76070 0.76530
36 2011.08.05 00:03 t/p 12 2.25 0.76530 0.76070 0.76530 169.86 50586.88
37 2011.08.05 00:19 buy 13 2.25 0.76440 0.00000 0.00000
38 2011.08.05 00:19 modify 13 2.25 0.76440 0.76040 0.76500
39 2011.08.05 00:45 t/p 13 2.25 0.76500 0.76040 0.76500 176.47 50763.35
40 2011.08.08 22:17 buy 14 2.25 0.75450 0.00000 0.00000
41 2011.08.08 22:17 modify 14 2.25 0.75450 0.75050 0.75510
42 2011.08.08 23:31 t/p 14 2.25 0.75510 0.75050 0.75510 178.78 50942.13
43 2011.08.08 23:55 buy 15 2.25 0.75430 0.00000 0.00000
44 2011.08.08 23:55 modify 15 2.25 0.75430 0.75030 0.75490
45 2011.08.09 02:12 s/l 15 2.25 0.75030 0.75030 0.75490 -1206.22 49735.92
46 2011.08.09 21:53 buy 16 2.25 0.72110 0.00000 0.00000
47 2011.08.09 21:53 modify 16 2.25 0.72110 0.71710 0.72170
48 2011.08.09 22:20 t/p 16 2.25 0.72170 0.71710 0.72170 187.06 49922.98
49 2011.08.09 22:23 buy 17 2.25 0.72140 0.00000 0.00000
50 2011.08.09 22:23 modify 17 2.25 0.72140 0.71740 0.72200
51 2011.08.09 22:38 t/p 17 2.25 0.72200 0.71740 0.72200 186.98 50109.96
52 2011.08.10 00:05 buy 18 2.25 0.72210 0.00000 0.00000
53 2011.08.10 00:05 modify 18 2.25 0.72210 0.71810 0.72270
54 2011.08.10 00:40 t/p 18 2.25 0.72270 0.71810 0.72270 186.80 50296.76
55 2011.08.10 21:31 buy 19 2.25 0.72650 0.00000 0.00000
56 2011.08.10 21:32 modify 19 2.25 0.72650 0.72250 0.72710
57 2011.08.10 21:35 t/p 19 2.25 0.72710 0.72250 0.72710 185.64 50482.40
58 2011.08.10 22:13 buy 20 2.25 0.72630 0.00000 0.00000
59 2011.08.10 22:13 modify 20 2.25 0.72630 0.72230 0.72690
60 2011.08.11 00:01 close 20 2.25 0.72640 0.72230 0.72690 11.36 50493.76
61 2011.08.11 21:49 buy 21 2.25 0.76220 0.00000 0.00000
62 2011.08.11 21:49 modify 21 2.25 0.76220 0.75820 0.76280
63 2011.08.11 21:52 t/p 21 2.25 0.76280 0.75820 0.76280 176.98 50670.74
64 2011.08.11 21:54 buy 22 2.25 0.76220 0.00000 0.00000
65 2011.08.11 21:54 modify 22 2.25 0.76220 0.75820 0.76280
66 2011.08.11 21:55 t/p 22 2.25 0.76280 0.75820 0.76280 176.86 50847.60
67 2011.08.11 22:04 buy 23 2.25 0.76220 0.00000 0.00000
68 2011.08.11 22:04 modify 23 2.25 0.76220 0.75820 0.76280
69 2011.08.11 23:25 close 23 2.25 0.76230 0.75820 0.76280 29.52 50877.12
70 2011.08.15 21:31 buy 24 2.25 0.78430 0.00000 0.00000
71 2011.08.15 21:31 modify 24 2.25 0.78430 0.78030 0.78490
72 2011.08.15 22:49 close 24 2.25 0.78430 0.78030 0.78490 0.00 50877.12
73 2011.08.15 23:24 buy 25 2.25 0.78380 0.00000 0.00000
74 2011.08.15 23:24 modify 25 2.25 0.78380 0.77980 0.78440
75 2011.08.16 00:01 t/p 25 2.25 0.78440 0.77980 0.78440 165.57 51042.69
76 2011.08.16 00:04 sell 26 2.25 0.78500 0.00000 0.00000
77 2011.08.16 00:04 modify 26 2.25 0.78500 0.78900 0.78440
78 2011.08.16 01:26 close 26 2.25 0.78500 0.78900 0.78440 0.00 51042.69
79 2011.08.16 21:38 sell 27 2.25 0.79630 0.00000 0.00000
80 2011.08.16 21:38 modify 27 2.25 0.79630 0.80030 0.79570
81 2011.08.16 22:17 t/p 27 2.25 0.79570 0.80030 0.79570 169.66 51212.35
82 2011.08.16 22:34 buy 28 2.25 0.79530 0.00000 0.00000
83 2011.08.16 22:34 modify 28 2.25 0.79530 0.79130 0.79590
84 2011.08.16 22:37 t/p 28 2.25 0.79590 0.79130 0.79590 169.62 51381.97
85 2011.08.16 22:49 buy 29 2.25 0.79570 0.00000 0.00000
86 2011.08.16 22:49 modify 29 2.25 0.79570 0.79170 0.79630
87 2011.08.16 23:17 t/p 29 2.25 0.79630 0.79170 0.79630 169.53 51551.50
88 2011.08.16 23:17 buy 30 2.25 0.79570 0.00000 0.00000
89 2011.08.16 23:17 modify 30 2.25 0.79570 0.79170 0.79630
90 2011.08.17 04:17 close 30 2.25 0.79570 0.79170 0.79630 -6.54 51544.97
91 2011.08.17 22:16 buy 31 2.25 0.78960 0.00000 0.00000
92 2011.08.17 22:16 modify 31 2.25 0.78960 0.78560 0.79020
93 2011.08.17 23:16 t/p 31 2.25 0.79020 0.78560 0.79020 170.84 51715.81
94 2011.08.18 00:02 sell 32 2.25 0.79080 0.00000 0.00000
95 2011.08.18 00:02 modify 32 2.25 0.79080 0.79480 0.79020
96 2011.08.18 01:19 close 32 2.25 0.79080 0.79480 0.79020 0.00 51715.81
97 2011.08.18 22:06 sell 33 2.25 0.79410 0.00000 0.00000
98 2011.08.18 22:06 modify 33 2.25 0.79410 0.79810 0.79350
99 2011.08.18 23:26 close 33 2.25 0.79410 0.79810 0.79350 0.00 51715.81
100 2011.08.18 23:37 sell 34 2.25 0.79530 0.00000 0.00000
101 2011.08.18 23:37 modify 34 2.25 0.79530 0.79930 0.79470
102 2011.08.18 23:40 t/p 34 2.25 0.79470 0.79930 0.79470 169.88 51885.69
103 2011.08.19 00:09 sell 35 2.25 0.79560 0.00000 0.00000
104 2011.08.19 00:09 modify 35 2.25 0.79560 0.79960 0.79500
105 2011.08.19 00:26 t/p 35 2.25 0.79500 0.79960 0.79500 169.81 52055.50
106 2011.08.22 21:31 sell 36 2.25 0.79070 0.00000 0.00000
107 2011.08.22 21:31 modify 36 2.25 0.79070 0.79470 0.79010
108 2011.08.22 21:32 t/p 36 2.25 0.79010 0.79470 0.79010 170.86 52226.36
109 2011.08.22 21:33 buy 37 2.25 0.78980 0.00000 0.00000
110 2011.08.22 21:33 modify 37 2.25 0.78980 0.78580 0.79040
111 2011.08.22 21:36 t/p 37 2.25 0.79040 0.78580 0.79040 170.80 52397.16
112 2011.08.22 21:37 sell 38 2.25 0.79070 0.00000 0.00000
113 2011.08.22 21:37 modify 38 2.25 0.79070 0.79470 0.79010
114 2011.08.22 22:01 t/p 38 2.25 0.79010 0.79470 0.79010 170.86 52568.02
115 2011.08.22 22:38 buy 39 2.25 0.78980 0.00000 0.00000
116 2011.08.22 22:38 modify 39 2.25 0.78980 0.78580 0.79040
117 2011.08.23 00:32 close 39 2.25 0.78980 0.78580 0.79040 -6.54 52561.48
118 2011.08.23 21:37 sell 40 2.25 0.79240 0.00000 0.00000
119 2011.08.23 21:37 modify 40 2.25 0.79240 0.79640 0.79180
120 2011.08.24 06:15 close 40 2.25 0.79240 0.79640 0.79180 -6.54 52554.95
121 2011.08.24 22:07 sell 41 2.25 0.79650 0.00000 0.00000
122 2011.08.24 22:07 modify 41 2.25 0.79650 0.80050 0.79590
123 2011.08.24 22:11 t/p 41 2.25 0.79590 0.80050 0.79590 169.62 52724.57
124 2011.08.25 22:57 sell 42 2.25 0.79440 0.00000 0.00000
125 2011.08.25 22:57 modify 42 2.25 0.79440 0.79840 0.79380
126 2011.08.25 22:58 t/p 42 2.25 0.79380 0.79840 0.79380 170.07 52894.64
127 2011.08.25 23:04 sell 43 2.25 0.79430 0.00000 0.00000
128 2011.08.25 23:04 modify 43 2.25 0.79430 0.79830 0.79370
129 2011.08.25 23:32 t/p 43 2.25 0.79370 0.79830 0.79370 170.09 53064.73
130 2011.08.25 23:32 buy 44 2.25 0.79360 0.00000 0.00000
131 2011.08.25 23:32 modify 44 2.25 0.79360 0.78960 0.79420
132 2011.08.26 00:08 t/p 44 2.25 0.79420 0.78960 0.79420 163.44 53228.17
133 2011.08.29 21:37 buy 45 2.25 0.81550 0.00000 0.00000
134 2011.08.29 21:37 modify 45 2.25 0.81550 0.81150 0.81610
135 2011.08.29 21:55 t/p 45 2.25 0.81610 0.81150 0.81610 165.42 53393.59
136 2011.08.29 22:13 buy 46 2.25 0.81540 0.00000 0.00000
137 2011.08.29 22:13 modify 46 2.25 0.81540 0.81140 0.81600
138 2011.08.29 22:27 t/p 46 2.25 0.81600 0.81140 0.81600 165.44 53559.03
139 2011.08.29 23:47 sell 47 2.25 0.81730 0.00000 0.00000
140 2011.08.29 23:47 modify 47 2.25 0.81730 0.82130 0.81670
141 2011.08.30 01:10 close 47 2.25 0.81730 0.82130 0.81670 -6.54 53552.49
142 2011.08.30 21:51 buy 48 2.25 0.81970 0.00000 0.00000
143 2011.08.30 21:51 modify 48 2.25 0.81970 0.81570 0.82030
144 2011.08.30 22:01 t/p 48 2.25 0.82030 0.81570 0.82030 164.55 53717.04
145 2011.08.30 22:10 buy 49 2.25 0.81970 0.00000 0.00000
146 2011.08.30 22:10 modify 49 2.25 0.81970 0.81570 0.82030
147 2011.08.30 23:25 close 49 2.25 0.81990 0.81570 0.82030 54.88 53771.92
148 2011.08.30 23:50 sell 50 2.25 0.82030 0.00000 0.00000
149 2011.08.30 23:50 modify 50 2.25 0.82030 0.82430 0.81970
150 2011.08.30 23:59 close at stop 50 2.25 0.82060 0.82430 0.81970 -82.26 53689.66

 

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