EUR/USD Cesium-133 2 Year Backtest Results
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Initial CapitalBase CurrencyAccount LeverageOrder SizeNet Profit
Total Closed Trades
Percent ProfitableProfit Factor
Max Drawdown
Avg Trade
Avg # Bars in Trades
3
1000USD1 : 50010% of equity1244.4691130.752.219176.7421211.0133
4
5
6
AllLongShort
7
Net Profit1244.469310.56766933.90134
8
Gross Profit2265.2524995.588431269.66397
9
Gross Loss1020.7834685.02077335.76263
10
Max Drawdown176.74
11
Buy & Hold Return-10576.91
12
Sharpe Ratio-1.89
13
Profit Factor2.2191.4533.781
14
Max Contracts Held922892289158
15
Open PL0
16
Total Closed Trades1135657
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Total Open Trades000
18
Number Winning Trades853847
19
Number Losing Trades28181
20
Percent Profitable0.750.680.82
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Avg Trade11.0135.5458516.38423
22
Avg Win Trade26.6500326.199727.01413
23
Avg Loss Trade36.4565538.0567133.57626
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Ratio Avg Win / Avg Loss
0.7310.6880.805
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Largest Winning Trade90.120958.3091490.1209
26
Largest Losing Trade94.3801294.3801276.9689
27
Avg # Bars in Trades33327
28
Avg # Bars in Winning Trades
272826
29
Avg # Bars in Losing Trade
38423
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Trade #TypeSignalDate/TimePriceContractsProfit
32
1Entry ShortShort2018-03-08 16:00:001.23278
33
Exit Short
Close entry(s) order Short
2018-03-08 20:00:001.23049811118.57419
34
2Entry LongLong2018-03-13 15:00:001.23747
35
Exit LongShort2018-03-15 13:00:001.233838082-29.41848
36
3Entry ShortShort2018-03-15 13:00:001.23383
37
Exit Short
Close entry(s) order Short
2018-03-16 2:00:001.23008810330.38625
38
4Entry LongLong2018-03-19 15:00:001.23236
39
Exit LongShort2018-03-20 13:00:001.228428116-31.97704
40
5Entry ShortShort2018-03-20 13:00:001.22842
41
Exit Short
Close entry(s) order Short
2018-03-20 17:00:001.22539813924.66117
42
6Entry LongLong2018-03-21 19:00:001.23296
43
Exit Long
Close entry(s) order Long
2018-03-22 13:00:001.231328111-13.30204
44
7Entry ShortShort2018-03-27 13:00:001.23911
45
Exit Short
Close entry(s) order Short
2018-03-28 15:00:001.23426807039.1395
46
8Entry LongLong2018-04-09 14:00:001.2313
47
Exit Long
Close entry(s) order Long
2018-04-10 9:00:001.23298812413.64832
48
9Entry ShortShort2018-04-12 15:00:001.23064
49
Exit ShortLong2018-04-16 14:00:001.238128130-60.8124
50
10Entry LongLong2018-04-16 14:00:001.23812
51
Exit LongShort2018-04-19 17:00:001.233628076-36.342
52
11Entry ShortShort2018-04-19 17:00:001.23362
53
Exit Short
Close entry(s) order Short
2018-04-20 10:00:001.23145810217.58134
54
12Entry LongLong2018-05-10 14:00:001.19268
55
Exit Long
Close entry(s) order Long
2018-05-10 19:00:001.1928383821.2573
56
13Entry ShortShort2018-05-15 13:00:001.18784
57
Exit Short
Close entry(s) order Short
2018-05-15 14:00:001.18469841626.5104
58
14Entry LongLong2018-05-22 11:00:001.18232
59
Exit LongShort2018-05-23 9:00:001.171168457-94.38012
60
15Entry ShortShort2018-05-23 9:00:001.17116
61
Exit Short
Close entry(s) order Short
2018-05-24 12:00:001.1728530-7.1652
62
16Entry LongLong2018-05-30 13:00:001.16371
63
Exit Long
Close entry(s) order Long
2018-05-30 17:00:001.16638858422.91928
64
17Entry ShortShort2018-06-08 12:00:001.17362
65
Exit ShortLong2018-06-13 18:00:001.179068513-46.31072
66
18Entry LongLong2018-06-13 18:00:001.17906
67
Exit Long
Close entry(s) order Long
2018-06-14 12:00:001.18244847028.6286
68
19Entry ShortShort2018-06-14 13:00:001.17385
69
Exit ShortLong2018-06-22 7:00:001.16326851090.1209
70
20Entry LongLong2018-06-22 7:00:001.16326
71
Exit Long
Close entry(s) order Long
2018-06-22 9:00:001.16514859516.1586
72
21Entry ShortShort2018-06-26 19:00:001.16418
73
Exit Short
Close entry(s) order Short
2018-06-27 13:00:001.16285859011.4247
74
22Entry LongLong2018-06-29 4:00:001.16404
75
Exit Long
Close entry(s) order Long
2018-07-02 21:00:001.161728592-19.93344
76
23Entry ShortShort2018-07-11 19:00:001.16734
77
Exit Short
Close entry(s) order Short
2018-07-12 13:00:001.16528856617.64596
78
24Entry LongLong2018-07-17 8:00:001.17338
79
Exit LongShort2018-07-17 18:00:001.165378524-68.27724
80
25Entry ShortShort2018-07-17 18:00:001.16537
81
Exit Short
Close entry(s) order Short
2018-07-18 10:00:001.16217857627.4432
82
26Entry LongLong2018-07-20 14:00:001.17125
83
Exit Long
Close entry(s) order Long
2018-07-23 12:00:001.1713685360.93896
84
27Entry ShortShort2018-07-26 16:00:001.16586
85
Exit Short
Close entry(s) order Short
2018-07-27 10:00:001.1626857527.9545
86
28Entry LongLong2018-07-30 15:00:001.17095
87
Exit Long
Close entry(s) order Long
2018-07-31 13:00:001.17355854022.204
88
29Entry ShortShort2018-08-01 17:00:001.16647
89
Exit Short
Close entry(s) order Short
2018-08-02 9:00:001.16311857528.812
90
30Entry LongLong2018-08-07 13:00:001.16021
91
Exit LongShort2018-08-09 18:00:001.155718624-38.808
92
31Entry ShortShort2018-08-09 18:00:001.15571
93
Exit Short
Close entry(s) order Short
2018-08-10 1:00:001.15239865428.73128
94
32Entry LongLong2018-08-16 15:00:001.14005
95
Exit Long
Close entry(s) order Long
2018-08-17 10:00:001.139648775-3.59775
96
33Entry ShortShort2018-08-30 17:00:001.16462
97
Exit Short
Close entry(s) order Short
2018-08-31 17:00:001.15956859043.4654
98
34Entry LongLong2018-09-06 2:00:001.16449
99
Exit LongShort2018-09-07 14:00:001.156678594-67.20508
100
35Entry ShortShort2018-09-07 14:00:001.15667
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