Back Tested Results USD / CHF 9-2010

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 28994 Ticks modelled 19579253 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 29421.00
Total net profit 1274.32 Gross profit 1316.64 Gross loss -42.32
Profit factor 31.11 Expected payoff 49.01
Absolute drawdown 467.40 Maximal drawdown 555.49 (1.84%) Relative drawdown 1.84% (555.49)
Total trades 26 Short positions (won %) 11 (72.73%) Long positions (won %) 15 (73.33%)
Profit trades (% of total) 19 (73.08%) Loss trades (% of total) 7 (26.92%)
Largest profit trade 86.27 loss trade -11.54
Average profit trade 69.30 loss trade -6.05
Maximum consecutive wins (profit in money) 9 (600.10) consecutive losses (loss in money) 4 (-23.08)
Maximal consecutive profit (count of wins) 600.10 (9) consecutive loss (count of losses) -23.08 (4)
Average consecutive wins 5 consecutive losses 2

# Time Type Order Size Price S / L T / P Profit Balance
1 2010.09.01 00:00 sell 1 1.70 1.01560 0.00000 0.00000
2 2010.09.01 00:00 modify 1 1.70 1.01560 1.01960 1.01510
3 2010.09.01 04:30 close 1 1.70 1.01560 1.01960 1.01510 0.00 29421.00
4 2010.09.01 22:57 buy 2 1.70 1.01530 0.00000 0.00000
5 2010.09.01 22:57 modify 2 1.70 1.01530 1.01130 1.01580
6 2010.09.01 23:30 t/p 2 1.70 1.01580 1.01130 1.01580 83.68 29504.68
7 2010.09.01 23:50 sell 3 1.70 1.01620 0.00000 0.00000
8 2010.09.01 23:50 modify 3 1.70 1.01620 1.02020 1.01570
9 2010.09.02 05:45 close 3 1.70 1.01590 1.02020 1.01570 38.66 29543.34
10 2010.09.02 23:36 sell 4 1.70 1.01340 0.00000 0.00000
11 2010.09.02 23:36 modify 4 1.70 1.01340 1.01740 1.01290
12 2010.09.03 01:02 close 4 1.70 1.01340 1.01740 1.01290 -3.85 29539.49
13 2010.09.06 21:30 buy 5 1.70 1.01190 0.00000 0.00000
14 2010.09.06 21:30 modify 5 1.70 1.01190 1.00790 1.01240
15 2010.09.07 02:27 close 5 1.70 1.01190 1.00790 1.01240 -3.85 29535.64
16 2010.09.07 22:40 buy 6 1.70 1.01090 0.00000 0.00000
17 2010.09.07 22:40 modify 6 1.70 1.01090 1.00690 1.01140
18 2010.09.07 23:27 t/p 6 1.70 1.01140 1.00690 1.01140 84.04 29619.68
19 2010.09.09 00:03 sell 7 1.70 1.01170 0.00000 0.00000
20 2010.09.09 00:03 modify 7 1.70 1.01170 1.01570 1.01120
21 2010.09.09 01:55 close 7 1.70 1.01170 1.01570 1.01120 0.00 29619.68
22 2010.09.09 21:35 buy 8 1.70 1.01490 0.00000 0.00000
23 2010.09.09 21:35 modify 8 1.70 1.01490 1.01090 1.01540
24 2010.09.09 21:56 t/p 8 1.70 1.01540 1.01090 1.01540 83.71 29703.39
25 2010.09.09 22:17 buy 9 1.70 1.01480 0.00000 0.00000
26 2010.09.09 22:17 modify 9 1.70 1.01480 1.01080 1.01530
27 2010.09.09 22:26 t/p 9 1.70 1.01530 1.01080 1.01530 83.72 29787.11
28 2010.09.13 23:00 sell 10 1.70 1.00810 0.00000 0.00000
29 2010.09.13 23:00 modify 10 1.70 1.00810 1.01210 1.00760
30 2010.09.14 00:10 t/p 10 1.70 1.00760 1.01210 1.00760 80.51 29867.63
31 2010.09.14 00:10 buy 11 1.70 1.00760 0.00000 0.00000
32 2010.09.14 00:10 modify 11 1.70 1.00760 1.00360 1.00810
33 2010.09.14 00:22 t/p 11 1.70 1.00810 1.00360 1.00810 84.32 29951.95
34 2010.09.14 23:17 buy 12 1.70 0.99560 0.00000 0.00000
35 2010.09.14 23:17 modify 12 1.70 0.99560 0.99160 0.99610
36 2010.09.14 23:35 t/p 12 1.70 0.99610 0.99160 0.99610 85.33 30037.28
37 2010.09.14 23:39 sell 13 1.70 0.99630 0.00000 0.00000
38 2010.09.14 23:39 modify 13 1.70 0.99630 1.00030 0.99580
39 2010.09.15 00:07 t/p 13 1.70 0.99580 1.00030 0.99580 81.51 30118.79
40 2010.09.15 22:01 buy 14 1.70 1.00300 0.00000 0.00000
41 2010.09.15 22:02 modify 14 1.70 1.00300 0.99900 1.00350
42 2010.09.15 23:17 close 14 1.70 1.00310 0.99900 1.00350 16.95 30135.74
43 2010.09.15 23:21 buy 15 1.70 1.00270 0.00000 0.00000
44 2010.09.15 23:21 modify 15 1.70 1.00270 0.99870 1.00320
45 2010.09.16 08:33 close 15 1.70 1.00270 0.99870 1.00320 -11.54 30124.20
46 2010.09.16 22:08 sell 16 1.70 1.01610 0.00000 0.00000
47 2010.09.16 22:09 modify 16 1.70 1.01610 1.02010 1.01560
48 2010.09.16 22:45 t/p 16 1.70 1.01560 1.02010 1.01560 83.69 30207.89
49 2010.09.16 23:49 sell 17 1.70 1.01610 0.00000 0.00000
50 2010.09.16 23:49 modify 17 1.70 1.01610 1.02010 1.01560
51 2010.09.17 02:42 close 17 1.70 1.01610 1.02010 1.01560 -3.85 30204.04
52 2010.09.20 23:56 buy 18 1.70 1.00470 0.00000 0.00000
53 2010.09.20 23:56 modify 18 1.70 1.00470 1.00070 1.00520
54 2010.09.21 04:06 close 18 1.70 1.00470 1.00070 1.00520 -3.85 30200.19
55 2010.09.21 23:20 buy 19 1.70 0.99670 0.00000 0.00000
56 2010.09.21 23:20 modify 19 1.70 0.99670 0.99270 0.99720
57 2010.09.22 00:39 close 19 1.70 0.99670 0.99270 0.99720 -3.85 30196.34
58 2010.09.22 23:53 sell 20 1.70 0.98720 0.00000 0.00000
59 2010.09.22 23:53 modify 20 1.70 0.98720 0.99120 0.98670
60 2010.09.23 02:43 close 20 1.70 0.98720 0.99120 0.98670 -11.54 30184.80
61 2010.09.23 22:26 buy 21 1.70 0.98530 0.00000 0.00000
62 2010.09.23 22:26 modify 21 1.70 0.98530 0.98130 0.98580
63 2010.09.23 22:46 t/p 21 1.70 0.98580 0.98130 0.98580 86.22 30271.02
64 2010.09.23 23:54 sell 22 1.70 0.98610 0.00000 0.00000
65 2010.09.23 23:54 modify 22 1.70 0.98610 0.99010 0.98560
66 2010.09.24 01:07 t/p 22 1.70 0.98560 0.99010 0.98560 82.39 30353.41
67 2010.09.27 21:48 sell 23 1.70 0.98580 0.00000 0.00000
68 2010.09.27 21:48 modify 23 1.70 0.98580 0.98980 0.98530
69 2010.09.27 22:24 t/p 23 1.70 0.98530 0.98980 0.98530 86.27 30439.68
70 2010.09.27 22:24 buy 24 1.70 0.98530 0.00000 0.00000
71 2010.09.27 22:24 modify 24 1.70 0.98530 0.98130 0.98580
72 2010.09.27 22:30 t/p 24 1.70 0.98580 0.98130 0.98580 86.22 30525.90
73 2010.09.28 00:10 buy 25 1.70 0.98550 0.00000 0.00000
74 2010.09.28 00:10 modify 25 1.70 0.98550 0.98150 0.98600
75 2010.09.28 00:37 t/p 25 1.70 0.98600 0.98150 0.98600 86.21 30612.11
76 2010.09.28 23:25 buy 26 1.70 0.97600 0.00000 0.00000
77 2010.09.28 23:25 modify 26 1.70 0.97600 0.97200 0.97650
78 2010.09.29 00:22 t/p 26 1.70 0.97650 0.97200 0.97650 83.20 30695.32

 

Comments are closed.

s2Member®