Back Tested Results USD / CHF 9-2011

USD/CHF (US Dollar vs Swiss Franc)

Bars in test 29278 Ticks modelled 21754411 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 57640.00
Total net profit 1884.77 Gross profit 4431.23 Gross loss -2546.46
Profit factor 1.74 Expected payoff 42.84
Absolute drawdown 1054.47 Maximal drawdown 2199.17 (3.74%) Relative drawdown 3.74% (2199.17)
Total trades 44 Short positions (won %) 15 (80.00%) Long positions (won %) 29 (82.76%)
Profit trades (% of total) 36 (81.82%) Loss trades (% of total) 8 (18.18%)
Largest profit trade 167.20 loss trade -1234.19
Average profit trade 123.09 loss trade -318.31
Maximum consecutive wins (profit in money) 16 (1546.83) consecutive losses (loss in money) 2 (-81.17)
Maximal consecutive profit (count of wins) 1546.83 (16) consecutive loss (count of losses) -1234.19 (1)
Average consecutive wins 5 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2011.09.01 00:00 buy 1 2.63 0.80540 0.00000 0.00000
2 2011.09.01 00:00 modify 1 2.63 0.80540 0.80140 0.80590
3 2011.09.01 00:07 t/p 1 2.63 0.80590 0.80140 0.80590 163.17 57803.17
4 2011.09.01 00:07 buy 2 2.63 0.80600 0.00000 0.00000
5 2011.09.01 00:07 modify 2 2.63 0.80600 0.80200 0.80650
6 2011.09.01 00:16 t/p 2 2.63 0.80650 0.80200 0.80650 163.05 57966.22
7 2011.09.01 21:56 buy 3 2.63 0.79460 0.00000 0.00000
8 2011.09.01 21:56 modify 3 2.63 0.79460 0.79060 0.79510
9 2011.09.01 22:07 t/p 3 2.63 0.79510 0.79060 0.79510 165.39 58131.61
10 2011.09.01 22:58 sell 4 2.63 0.79600 0.00000 0.00000
11 2011.09.01 22:58 modify 4 2.63 0.79600 0.80000 0.79550
12 2011.09.01 22:58 t/p 4 2.63 0.79550 0.80000 0.79550 165.30 58296.91
13 2011.09.01 23:35 buy 5 2.63 0.79480 0.00000 0.00000
14 2011.09.01 23:35 modify 5 2.63 0.79480 0.79080 0.79530
15 2011.09.02 00:58 close 5 2.63 0.79480 0.79080 0.79530 -7.51 58289.40
16 2011.09.05 22:00 buy 6 2.63 0.78600 0.00000 0.00000
17 2011.09.05 22:00 modify 6 2.63 0.78600 0.78200 0.78650
18 2011.09.05 22:00 t/p 6 2.63 0.78650 0.78200 0.78650 167.20 58456.60
19 2011.09.05 22:08 buy 7 2.63 0.78640 0.00000 0.00000
20 2011.09.05 22:08 modify 7 2.63 0.78640 0.78240 0.78690
21 2011.09.06 06:05 close 7 2.63 0.78640 0.78240 0.78690 -7.51 58449.08
22 2011.09.06 21:39 buy 8 2.63 0.86140 0.00000 0.00000
23 2011.09.06 21:39 modify 8 2.63 0.86140 0.85740 0.86190
24 2011.09.06 21:40 t/p 8 2.63 0.86190 0.85740 0.86190 152.55 58601.63
25 2011.09.06 22:13 buy 9 2.63 0.86150 0.00000 0.00000
26 2011.09.06 22:13 modify 9 2.63 0.86150 0.85750 0.86200
27 2011.09.06 22:19 t/p 9 2.63 0.86200 0.85750 0.86200 152.55 58754.18
28 2011.09.06 22:56 buy 10 2.63 0.86160 0.00000 0.00000
29 2011.09.06 22:56 modify 10 2.63 0.86160 0.85760 0.86210
30 2011.09.07 03:23 s/l 10 2.63 0.85760 0.85760 0.86210 -1234.19 57519.99
31 2011.09.07 21:30 buy 11 2.63 0.85790 0.00000 0.00000
32 2011.09.07 21:30 modify 11 2.63 0.85790 0.85390 0.85840
33 2011.09.07 22:06 t/p 11 2.63 0.85840 0.85390 0.85840 153.19 57673.18
34 2011.09.07 22:20 sell 12 2.63 0.85890 0.00000 0.00000
35 2011.09.07 22:20 modify 12 2.63 0.85890 0.86290 0.85840
36 2011.09.07 23:36 close 12 2.63 0.85890 0.86290 0.85840 0.00 57673.18
37 2011.09.08 22:16 buy 13 2.63 0.87480 0.00000 0.00000
38 2011.09.08 22:16 modify 13 2.63 0.87480 0.87080 0.87530
39 2011.09.08 23:54 close 13 2.63 0.87480 0.87080 0.87530 0.00 57673.18
40 2011.09.09 00:00 buy 14 2.63 0.87410 0.00000 0.00000
41 2011.09.09 00:00 modify 14 2.63 0.87410 0.87010 0.87460
42 2011.09.09 07:30 close 14 2.63 0.87410 0.87010 0.87460 0.00 57673.18
43 2011.09.12 21:30 buy 15 2.63 0.88070 0.00000 0.00000
44 2011.09.12 21:30 modify 15 2.63 0.88070 0.87670 0.88120
45 2011.09.12 21:57 t/p 15 2.63 0.88120 0.87670 0.88120 149.23 57822.41
46 2011.09.12 22:12 buy 16 2.63 0.88050 0.00000 0.00000
47 2011.09.12 22:12 modify 16 2.63 0.88050 0.87650 0.88100
48 2011.09.12 22:31 t/p 16 2.63 0.88100 0.87650 0.88100 149.26 57971.67
49 2011.09.12 23:57 sell 17 2.63 0.88290 0.00000 0.00000
50 2011.09.12 23:57 modify 17 2.63 0.88290 0.88690 0.88240
51 2011.09.13 01:12 close 17 2.63 0.88270 0.88690 0.88240 52.08 58023.75
52 2011.09.13 21:58 sell 18 2.63 0.88060 0.00000 0.00000
53 2011.09.13 21:58 modify 18 2.63 0.88060 0.88460 0.88010
54 2011.09.13 21:58 t/p 18 2.63 0.88010 0.88460 0.88010 149.41 58173.16
55 2011.09.13 22:26 sell 19 2.63 0.88060 0.00000 0.00000
56 2011.09.13 22:26 modify 19 2.63 0.88060 0.88460 0.88010
57 2011.09.13 22:56 t/p 19 2.63 0.88010 0.88460 0.88010 149.41 58322.57
58 2011.09.13 23:14 buy 20 2.63 0.87990 0.00000 0.00000
59 2011.09.13 23:14 modify 20 2.63 0.87990 0.87590 0.88040
60 2011.09.13 23:44 t/p 20 2.63 0.88040 0.87590 0.88040 149.36 58471.93
61 2011.09.14 00:06 buy 21 2.63 0.87990 0.00000 0.00000
62 2011.09.14 00:06 modify 21 2.63 0.87990 0.87590 0.88040
63 2011.09.14 01:35 close 21 2.63 0.87990 0.87590 0.88040 0.00 58471.93
64 2011.09.14 22:26 sell 22 2.63 0.87690 0.00000 0.00000
65 2011.09.14 22:26 modify 22 2.63 0.87690 0.88090 0.87640
66 2011.09.14 22:49 t/p 22 2.63 0.87640 0.88090 0.87640 150.05 58621.98
67 2011.09.14 22:52 buy 23 2.63 0.87600 0.00000 0.00000
68 2011.09.14 22:52 modify 23 2.63 0.87600 0.87200 0.87650
69 2011.09.14 23:49 t/p 23 2.63 0.87650 0.87200 0.87650 150.03 58772.01
70 2011.09.15 21:36 buy 24 2.63 0.86890 0.00000 0.00000
71 2011.09.15 21:36 modify 24 2.63 0.86890 0.86490 0.86940
72 2011.09.15 21:37 t/p 24 2.63 0.86940 0.86490 0.86940 151.25 58923.26
73 2011.09.15 21:43 sell 25 2.63 0.86990 0.00000 0.00000
74 2011.09.15 21:43 modify 25 2.63 0.86990 0.87390 0.86940
75 2011.09.15 23:49 close 25 2.63 0.86990 0.87390 0.86940 0.00 58923.26
76 2011.09.15 23:49 buy 26 2.63 0.86990 0.00000 0.00000
77 2011.09.15 23:49 modify 26 2.63 0.86990 0.86590 0.87040
78 2011.09.16 00:07 t/p 26 2.63 0.87040 0.86590 0.87040 143.57 59066.83
79 2011.09.19 22:21 sell 27 2.63 0.88290 0.00000 0.00000
80 2011.09.19 22:21 modify 27 2.63 0.88290 0.88690 0.88240
81 2011.09.19 23:00 s/l 27 2.63 0.88690 0.88690 0.88240 -1186.02 57880.81
82 2011.09.20 00:03 buy 28 2.63 0.88470 0.00000 0.00000
83 2011.09.20 00:03 modify 28 2.63 0.88470 0.88070 0.88520
84 2011.09.20 00:20 t/p 28 2.63 0.88520 0.88070 0.88520 148.55 58029.36
85 2011.09.20 21:30 buy 29 2.63 0.88700 0.00000 0.00000
86 2011.09.20 21:30 modify 29 2.63 0.88700 0.88300 0.88750
87 2011.09.20 21:48 t/p 29 2.63 0.88750 0.88300 0.88750 148.17 58177.53
88 2011.09.20 23:05 sell 30 2.63 0.88840 0.00000 0.00000
89 2011.09.20 23:05 modify 30 2.63 0.88840 0.89240 0.88790
90 2011.09.20 23:41 t/p 30 2.63 0.88790 0.89240 0.88790 148.10 58325.63
91 2011.09.20 23:55 buy 31 2.63 0.88720 0.00000 0.00000
92 2011.09.20 23:55 modify 31 2.63 0.88720 0.88320 0.88770
93 2011.09.21 00:05 t/p 31 2.63 0.88770 0.88320 0.88770 140.63 58466.25
94 2011.09.21 00:08 buy 32 2.63 0.88720 0.00000 0.00000
95 2011.09.21 00:08 modify 32 2.63 0.88720 0.88320 0.88770
96 2011.09.21 00:34 t/p 32 2.63 0.88770 0.88320 0.88770 148.14 58614.39
97 2011.09.21 21:30 sell 33 2.63 0.90000 0.00000 0.00000
98 2011.09.21 21:30 modify 33 2.63 0.90000 0.90400 0.89950
99 2011.09.21 21:45 t/p 33 2.63 0.89950 0.90400 0.89950 146.19 58760.58
100 2011.09.21 21:53 buy 34 2.63 0.89920 0.00000 0.00000
101 2011.09.21 21:53 modify 34 2.63 0.89920 0.89520 0.89970
102 2011.09.21 22:49 t/p 34 2.63 0.89970 0.89520 0.89970 146.16 58906.74
103 2011.09.21 23:15 sell 35 2.63 0.89990 0.00000 0.00000
104 2011.09.21 23:15 modify 35 2.63 0.89990 0.90390 0.89940
105 2011.09.21 23:19 t/p 35 2.63 0.89940 0.90390 0.89940 146.23 59052.97
106 2011.09.21 23:30 sell 36 2.63 0.89990 0.00000 0.00000
107 2011.09.21 23:30 modify 36 2.63 0.89990 0.90390 0.89940
108 2011.09.22 01:04 close 36 2.63 0.89990 0.90390 0.89940 -22.54 59030.43
109 2011.09.22 21:34 buy 37 2.63 0.90700 0.00000 0.00000
110 2011.09.22 21:34 modify 37 2.63 0.90700 0.90300 0.90750
111 2011.09.22 21:34 t/p 37 2.63 0.90750 0.90300 0.90750 144.89 59175.32
112 2011.09.22 23:39 buy 38 2.63 0.90750 0.00000 0.00000
113 2011.09.22 23:39 modify 38 2.63 0.90750 0.90350 0.90800
114 2011.09.23 05:44 close 38 2.63 0.90750 0.90350 0.90800 -7.51 59167.81
115 2011.09.26 21:30 buy 39 2.63 0.90120 0.00000 0.00000
116 2011.09.26 21:30 modify 39 2.63 0.90120 0.89720 0.90170
117 2011.09.26 21:59 t/p 39 2.63 0.90170 0.89720 0.90170 145.84 59313.65
118 2011.09.27 00:05 sell 40 2.63 0.90340 0.00000 0.00000
119 2011.09.27 00:05 modify 40 2.63 0.90340 0.90740 0.90290
120 2011.09.27 00:47 t/p 40 2.63 0.90290 0.90740 0.90290 145.64 59459.29
121 2011.09.27 21:46 buy 41 2.63 0.89620 0.00000 0.00000
122 2011.09.27 21:46 modify 41 2.63 0.89620 0.89220 0.89670
123 2011.09.27 22:00 t/p 41 2.63 0.89670 0.89220 0.89670 146.65 59605.94
124 2011.09.28 00:04 sell 42 2.63 0.89740 0.00000 0.00000
125 2011.09.28 00:04 modify 42 2.63 0.89740 0.90140 0.89690
126 2011.09.28 01:30 close 42 2.63 0.89740 0.90140 0.89690 0.00 59605.94
127 2011.09.28 22:51 sell 43 2.63 0.90110 0.00000 0.00000
128 2011.09.28 22:51 modify 43 2.63 0.90110 0.90510 0.90060
129 2011.09.29 00:08 close 43 2.63 0.90110 0.90510 0.90060 -22.54 59583.40
130 2011.09.29 23:57 buy 44 2.63 0.89730 0.00000 0.00000
131 2011.09.29 23:57 modify 44 2.63 0.89730 0.89330 0.89780
132 2011.09.29 23:59 close at stop 44 2.63 0.89710 0.89330 0.89780 -58.63 59524.77

 

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