Strategy Tester Report
CyberiaTrader_v1.88[1]

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period5 Minutes (M5) 2006.08.17 03:30 - 2006.08.23 00:00 (2006.05.01 - 2006.08.23)
ModelControl points (based on the nearest less timeframe with fractal interpolation of 12 control points)
ParametersExitMarket=false; ShowSuitablePeriod=false; ShowMarketInfo=false; ShowAccountStatus=false; ShowStat=false; ShowDecision=false; ShowDirection=false; BlockSell=false; BlockBuy=false; ShowLots=true; BlockStopLoss=false; DisableShadowStopLoss=true; DisableExitSell=false; DisableExitBuy=false; EnableMACD=false; EnableMA=false; EnableFractals=false; EnableCCI=false; EnableCyberiaLogic=true; EnableLogicTrading=true; EnableADX=false; EnablePivot=false; BlockPipsator=true; EnableMoneyTrain=false; EnableReverseDetector=false; ReverseIndex=3; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true; MAXLots=100; AutoDirection=true; ValuesPeriodCount=23; ValuesPeriodCountMax=23; SlipPage=1; Lots=1; StopLoss=0; TakeProfit=0; SymbolsCount=2; Risk=0.3; StopLossIndex=2.5; AutoStopLossIndex=true; StaticStopLoss=10; StopLevel=0; EnableTrailingStop=true; TimeTradeHoursDisabled=""; GMT=1; MagicNumber=123000; PIPTimerSep="------ PIP Timer Setting -----"; EnablePIPTimer=true; PIPTimerType=0; MinPIPProfit=6;
Bars in test1144Ticks modelled11662Modelling quality31.19%
Initial deposit25000.00
Total net profit150059.44Gross profit465341.18Gross loss-315281.74
Profit factor1.48Expected payoff714.57
Absolute drawdown106.31Maximal drawdown53280.49 (24.91%)Relative drawdown24.91% (53280.49)
Total trades210Short positions (won %)116 (78.45%)Long positions (won %)94 (81.91%)
Profit trades (% of total)168 (80.00%)Loss trades (% of total)42 (20.00%)
Largestprofit trade7798.28loss trade-10945.87
Averageprofit trade2769.89loss trade-7506.71
Maximumconsecutive wins (profit in money)15 (45988.93)consecutive losses (loss in money)2 (-20737.04)
Maximalconsecutive profit (count of wins)53579.32 (13)consecutive loss (count of losses)-20737.04 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.08.17 03:33buy118.70115.61115.490.00
22006.08.17 03:34modify118.70115.61115.520.00
32006.08.17 03:35modify118.70115.61115.560.00
42006.08.17 03:45modify118.70115.61115.560.00
52006.08.17 04:06close118.70115.64115.560.00485.1325485.13
62006.08.17 04:09sell219.10115.63115.750.00
72006.08.17 08:50close219.10115.58115.750.00826.2726311.40
82006.08.17 08:54sell319.70115.63115.750.00
92006.08.17 08:54close319.70115.59115.750.00681.7226993.12
102006.08.17 08:57buy420.20115.58115.460.00
112006.08.17 09:13s/l420.20115.46115.460.00-2099.4324893.69
122006.08.17 09:22sell518.70115.42115.540.00
132006.08.17 09:24close518.70115.36115.540.00972.6125866.30
142006.08.17 09:28buy619.40115.34115.220.00
152006.08.17 09:30close619.40115.37115.220.00504.4626370.76
162006.08.17 09:31sell719.80115.39115.510.00
172006.08.17 09:33close719.80115.34115.510.00858.3327229.09
182006.08.17 09:34buy820.40115.32115.200.00
192006.08.17 09:35close820.40115.38115.200.001060.8428289.93
202006.08.17 09:48buy921.20115.28115.160.00
212006.08.17 09:50close921.20115.31115.160.00551.5628841.49
222006.08.17 10:02buy1021.60115.29115.170.00
232006.08.17 10:05close1021.60115.32115.170.00561.9129403.40
242006.08.17 10:15sell1122.10115.38115.500.00
252006.08.17 10:17close1122.10115.33115.500.00958.1230361.52
262006.08.17 10:19buy1222.80115.33115.210.00
272006.08.17 10:39s/l1222.80115.21115.210.00-2374.7927986.73
282006.08.17 10:39buy1321.00115.25115.130.00
292006.08.17 10:51close1321.00115.28115.130.00546.5028533.23
302006.08.17 10:55sell1421.40115.30115.420.00
312006.08.17 12:50s/l1421.40115.42115.420.00-2224.9226308.31
322006.08.17 12:50sell1519.70115.40115.520.00
332006.08.17 12:53close1519.70115.36115.520.00683.0826991.39
342006.08.17 12:57buy1620.20115.33115.210.00
352006.08.17 12:59close1620.20115.42115.210.001575.1228566.51
362006.08.17 13:10buy1721.40115.36115.240.00
372006.08.17 14:07close1721.40115.39115.240.00556.3729122.88
382006.08.17 14:16sell1821.80115.35115.470.00
392006.08.17 14:27close1821.80115.32115.470.00567.1229690.00
402006.08.17 14:27sell1922.30115.33115.450.00
412006.08.17 14:35s/l1922.30115.45115.450.00-2316.6827373.32
422006.08.17 14:42sell2020.50115.48115.600.00
432006.08.17 14:42close2020.50115.43115.600.00887.9828261.30
442006.08.17 14:44sell2121.20115.49115.610.00
452006.08.17 14:45close2121.20115.44115.610.00918.2329179.53
462006.08.17 14:49sell2221.90115.55115.670.00
472006.08.17 14:49close2221.90115.45115.670.001896.9331076.46
482006.08.17 14:52buy2323.30115.40115.280.00
492006.08.17 14:54close2323.30115.46115.280.001210.8132287.27
502006.08.17 15:17sell2424.20115.52115.640.00
512006.08.17 15:20close2424.20115.47115.640.001047.8933335.16
522006.08.17 15:30buy2525.00115.45115.330.00
532006.08.17 15:30close2525.00115.49115.330.00865.8834201.04
542006.08.17 15:31buy2625.70115.47115.350.00
552006.08.17 16:25close2625.70115.54115.350.001557.0435758.08
562006.08.17 16:31sell2726.80115.56115.680.00
572006.08.17 16:40close2726.80115.48115.680.001856.6037614.68
582006.08.17 16:40buy2828.20115.49115.370.00
592006.08.17 16:43close2828.20115.53115.370.00976.3738591.05
602006.08.17 17:44buy2928.90115.43115.310.00
612006.08.17 18:00close2928.90115.52115.310.002251.5640842.61
622006.08.17 18:07buy3030.60115.43115.310.00
632006.08.17 18:10close3030.60115.48115.310.001324.9042167.51
642006.08.17 18:15sell3131.60115.50115.620.00
652006.08.17 18:15close3131.60115.45115.620.001368.5643536.07
662006.08.17 18:16sell3232.70115.45115.570.00
672006.08.17 18:25s/l3232.70115.57115.570.00-3393.8740142.20
682006.08.17 18:25sell3330.10115.60115.720.00
692006.08.17 18:26close3330.10115.54115.720.001563.1041705.30
702006.08.17 18:27sell3431.30115.60115.720.00
712006.08.17 18:28close3431.30115.55115.720.001354.3943059.69
722006.08.17 18:28sell3532.30115.60115.720.00
732006.08.17 18:34s/l3532.30115.72115.720.00-3349.4639710.23
742006.08.17 18:34sell3629.80115.70115.820.00
752006.08.17 18:36close3629.80115.65115.820.001288.3740998.60
762006.08.17 18:37buy3730.70115.65115.530.00
772006.08.17 18:37modify3730.70115.65115.560.00
782006.08.17 18:39modify3730.70115.65115.570.00
792006.08.17 18:44modify3730.70115.65115.610.00
802006.08.17 18:44close3730.70115.71115.610.001591.9142590.51
812006.08.17 19:02sell3831.90115.82115.940.00
822006.08.17 19:22s/l3831.90115.94115.940.00-3301.4239289.09
832006.08.17 19:39sell3929.50115.99116.110.00
842006.08.17 19:40close3929.50115.95116.110.001017.6840306.77
852006.08.17 19:50buy4030.20115.98115.860.00
862006.08.17 19:50modify4030.20115.98115.870.00
872006.08.17 19:51modify4030.20115.98115.880.00
882006.08.17 19:52modify4030.20115.98115.900.00
892006.08.17 19:52modify4030.20115.98115.910.00
902006.08.17 19:52modify4030.20115.98115.920.00
912006.08.17 19:52close4030.20116.02115.920.001041.2041347.97
922006.08.17 19:54buy4131.00115.98115.860.00
932006.08.17 19:55modify4131.00115.98115.920.00
942006.08.17 19:56modify4131.00115.98115.960.00
952006.08.17 19:56close4131.00116.05115.960.001869.8843217.85
962006.08.17 19:57sell4232.40116.08116.200.00
972006.08.17 20:40close4232.40116.05116.200.00837.5744055.42
982006.08.17 20:41buy4333.00116.14116.020.00
992006.08.17 20:42modify4333.00116.14116.030.00
1002006.08.17 20:44modify4333.00116.14116.040.00
1012006.08.17 20:50s/l4333.00116.04116.040.00-2864.6541190.77
1022006.08.17 20:50buy4430.90116.04115.920.00
1032006.08.17 21:36s/l4430.90115.92115.920.00-3198.7637992.01
1042006.08.17 21:49buy4528.50115.94115.820.00
1052006.08.17 22:00close4528.50115.99115.820.001228.5539220.56
1062006.08.17 22:15sell4629.40115.98116.100.00
1072006.08.17 22:40close4629.40115.94116.100.001014.3240234.88
1082006.08.17 22:55sell4730.20115.98116.100.00
1092006.08.17 23:07close4730.20115.94116.100.001041.9241276.80
1102006.08.17 23:12buy4831.00115.91115.790.00
1112006.08.17 23:14close4831.00115.95115.790.001069.4342346.23
1122006.08.17 23:20sell4931.80115.93116.050.00
1132006.08.17 23:21close4931.80115.87116.050.001646.6743992.90
1142006.08.17 23:35sell5033.00115.99116.110.00
1152006.08.17 23:37close5033.00115.96116.110.00853.7444846.64
1162006.08.17 23:37sell5133.60115.99116.110.00
1172006.08.17 23:38close5133.60115.94116.110.001449.0346295.67
1182006.08.17 23:43buy5234.70115.98115.860.00
1192006.08.17 23:50close5234.70116.04115.860.001794.2148089.88
1202006.08.17 23:51sell5336.10116.00116.120.00
1212006.08.18 00:02close5336.10115.97116.120.00715.2748805.15
1222006.08.18 00:04buy5436.60115.97115.850.00
1232006.08.18 00:12close5436.60116.01115.850.001261.9650067.11
1242006.08.18 01:27buy5537.60115.97115.850.00
1252006.08.18 01:30close5537.60116.03115.850.001944.3252011.43
1262006.08.18 01:33sell5639.00116.03116.150.00
1272006.08.18 01:45close5639.00115.94116.150.003027.4355038.86
1282006.08.18 01:46buy5741.30115.96115.840.00
1292006.08.18 01:49close5741.30116.00115.840.001424.1456463.00
1302006.08.18 02:07sell5842.30115.96116.080.00
1312006.08.18 02:09close5842.30115.91116.080.001824.6958287.69
1322006.08.18 02:13buy5943.70115.90115.780.00
1332006.08.18 02:20close5943.70115.94115.780.001507.6859795.37
1342006.08.18 02:20sell6044.80115.95116.070.00
1352006.08.18 03:07s/l6044.80116.07116.070.00-4630.8955164.48
1362006.08.18 03:08sell6141.40116.04116.160.00
1372006.08.18 05:39close6141.40116.02116.160.00713.6755878.15
1382006.08.18 06:23buy6241.90115.96115.840.00
1392006.08.18 06:50close6241.90115.99115.840.001083.7156961.86
1402006.08.18 06:51sell6342.70115.98116.100.00
1412006.08.18 06:53close6342.70115.95116.100.001104.7958066.65
1422006.08.18 07:07buy6443.50115.93115.810.00
1432006.08.18 07:08close6443.50115.96115.810.001125.3959192.04
1442006.08.18 07:23buy6544.40115.91115.790.00
1452006.08.18 08:36close6544.40115.95115.790.001531.6960723.73
1462006.08.18 09:08sell6645.50115.99116.110.00
1472006.08.18 09:20close6645.50115.95116.110.001569.6462293.37
1482006.08.18 09:41buy6746.70115.94115.820.00
1492006.08.18 09:52close6746.70115.99115.820.002013.1064306.47
1502006.08.18 09:54sell6848.20115.96116.080.00
1512006.08.18 10:17close6848.20115.91116.080.002079.2066385.67
1522006.08.18 10:17buy6949.80115.92115.800.00
1532006.08.18 10:18close6949.80115.99115.800.003005.4369391.10
1542006.08.18 10:23sell7052.00115.95116.070.00
1552006.08.18 10:26close7052.00115.91116.070.001794.5071185.60
1562006.08.18 10:26buy7153.40115.92115.800.00
1572006.08.18 10:55close7153.40115.96115.800.001842.0173027.61
1582006.08.18 11:22buy7254.80115.80115.680.00
1592006.08.18 11:22close7254.80115.88115.680.003783.2276810.83
1602006.08.18 11:23buy7357.60115.80115.680.00
1612006.08.18 11:24s/l7357.60115.68115.680.00-5975.6270835.21
1622006.08.18 11:26sell7453.10115.75115.870.00
1632006.08.18 11:39close7453.10115.69115.870.002753.9173589.12
1642006.08.18 11:45sell7555.20115.63115.750.00
1652006.08.18 11:48close7555.20115.59115.750.001910.2075499.32
1662006.08.18 11:58buy7656.60115.54115.420.00
1672006.08.18 12:20close7656.60115.59115.420.002448.3177947.63
1682006.08.18 12:40sell7758.50115.63115.750.00
1692006.08.18 12:42close7758.50115.58115.750.002530.7180478.34
1702006.08.18 12:42sell7860.40115.63115.750.00
1712006.08.18 12:56s/l7860.40115.75115.750.00-6260.6974217.65
1722006.08.18 13:05buy7955.70115.70115.580.00
1732006.08.18 13:12close7955.70115.74115.580.001925.0076142.65
1742006.08.18 13:12sell8057.10115.75115.870.00
1752006.08.18 13:22s/l8057.10115.87115.870.00-5913.0170229.64
1762006.08.18 13:22sell8152.70115.86115.980.00
1772006.08.18 13:34s/l8152.70115.98115.980.00-5452.6664776.98
1782006.08.18 13:35buy8248.60115.87115.750.00
1792006.08.18 13:38close8248.60115.91115.750.001677.1666454.14
1802006.08.18 13:49sell8349.80115.89116.010.00
1812006.08.18 13:55close8349.80115.84116.010.002149.5268603.66
1822006.08.18 13:55buy8451.50115.83115.710.00
1832006.08.18 14:07close8451.50115.87115.710.001777.8570381.51
1842006.08.18 14:15sell8552.80115.87115.990.00
1852006.08.18 14:25s/l8552.80115.99115.990.00-5461.5964919.92
1862006.08.18 14:25sell8648.70115.99116.110.00
1872006.08.18 14:26close8648.70115.93116.110.002520.4967440.41
1882006.08.18 14:34sell8750.60116.00116.120.00
1892006.08.18 14:35close8750.60115.92116.120.003492.0670932.47
1902006.08.18 14:36buy8853.20115.91115.790.00
1912006.08.18 14:39close8853.20115.96115.790.002293.8973226.36
1922006.08.18 14:41buy8954.90115.91115.790.00
1932006.08.18 14:44close8954.90115.96115.790.002367.2075593.56
1942006.08.18 14:48sell9056.70115.95116.070.00
1952006.08.18 14:55close9056.70115.87116.070.003914.7379508.29
1962006.08.18 14:55buy9159.60115.88115.760.00
1972006.08.18 14:57close9159.60115.92115.760.002056.5981564.88
1982006.08.18 14:59buy9261.20115.87115.750.00
1992006.08.18 15:00s/l9261.20115.75115.750.00-6344.7175220.17
2002006.08.18 15:00buy9356.40115.81115.690.00
2012006.08.18 15:02close9356.40115.88115.690.003406.9778627.14
2022006.08.18 15:03buy9459.00115.85115.730.00
2032006.08.18 15:16close9459.00115.89115.730.002036.4180663.55
2042006.08.18 15:33buy9560.50115.85115.730.00
2052006.08.18 15:41s/l9560.50115.73115.730.00-6273.2274390.33
2062006.08.18 15:52sell9655.80115.70115.820.00
2072006.08.18 15:53close9655.80115.63115.820.003378.0277768.35
2082006.08.18 16:02sell9758.30115.69115.810.00
2092006.08.18 16:04close9758.30115.64115.810.002520.7580289.10
2102006.08.18 16:11sell9860.20115.82115.940.00
2112006.08.18 16:12close9860.20115.78115.940.002079.8182368.91
2122006.08.18 16:14sell9961.80115.81115.930.00
2132006.08.18 16:15s/l9961.80115.93115.930.00-6394.7575974.16
2142006.08.18 16:17sell10057.00115.88116.000.00
2152006.08.18 16:17close10057.00115.82116.000.002952.8678927.02
2162006.08.18 16:18sell10159.20115.86115.980.00
2172006.08.18 16:20s/l10159.20115.98115.980.00-6125.1972801.83
2182006.08.18 16:20sell10254.60115.92116.040.00
2192006.08.18 16:22close10254.60115.87116.040.002356.0975157.92
2202006.08.18 16:24sell10356.40115.92116.040.00
2212006.08.18 16:27close10356.40115.87116.040.002433.7677591.68
2222006.08.18 16:30sell10458.20115.88116.000.00
2232006.08.18 16:36close10458.20115.83116.000.002512.3080103.98
2242006.08.18 16:38sell10560.10115.88116.000.00
2252006.08.18 16:39close10560.10115.84116.000.002075.2882179.26
2262006.08.18 16:43sell10661.60115.89116.010.00
2272006.08.18 16:45close10661.60115.79116.010.005319.9887499.24
2282006.08.18 16:50buy10765.60115.73115.610.00
2292006.08.18 16:51close10765.60115.78115.610.002832.9690332.20
2302006.08.18 16:52sell10867.70115.82115.940.00
2312006.08.18 16:54close10867.70115.76115.940.003508.9893841.18
2322006.08.18 17:05sell10970.40115.83115.950.00
2332006.08.18 17:08close10970.40115.80115.950.001823.8395665.01
2342006.08.18 17:09sell11071.70115.82115.940.00
2352006.08.18 17:32close11071.70115.76115.940.003716.3199381.32
2362006.08.18 17:34buy11174.50115.79115.670.00
2372006.08.18 17:35close11174.50115.84115.670.003215.64102596.96
2382006.08.18 17:38sell11276.90115.83115.950.00
2392006.08.18 17:46close11276.90115.79115.950.002656.53105253.49
2402006.08.18 17:48buy11378.90115.81115.690.00
2412006.08.18 18:20close11378.90115.85115.690.002724.21107977.70
2422006.08.18 18:26sell11481.00115.86115.980.00
2432006.08.18 18:50close11481.00115.79115.980.004896.80112874.50
2442006.08.18 19:07sell11584.70115.87115.990.00
2452006.08.18 19:31close11584.70115.84115.990.002193.54115068.04
2462006.08.18 20:35buy11686.30115.86115.740.00
2472006.08.18 20:37close11686.30115.91115.740.003722.72118790.76
2482006.08.18 20:39buy11789.10115.86115.740.00
2492006.08.18 22:22s/l11789.10115.74115.740.00-9237.95109552.81
2502006.08.18 22:25sell11882.20115.78115.900.00
2512006.08.21 00:10close11882.20115.73115.900.003053.65112606.46
2522006.08.21 01:06sell11984.50115.74115.860.00
2532006.08.21 01:40close11984.50115.69115.860.003652.00116258.46
2542006.08.21 02:13sell12087.20115.78115.900.00
2552006.08.21 02:55close12087.20115.73115.900.003767.39120025.85
2562006.08.21 03:09buy12190.00115.70115.580.00
2572006.08.21 03:10close12190.00115.74115.580.003110.42123136.27
2582006.08.21 03:25sell12292.40115.71115.830.00
2592006.08.21 03:28close12292.40115.66115.830.003994.47127130.74
2602006.08.21 03:31sell12395.30115.72115.840.00
2612006.08.21 03:42close12395.30115.69115.840.002471.26129602.00
2622006.08.21 03:54buy12497.20115.66115.540.00
2632006.08.21 03:55close12497.20115.70115.540.003360.41132962.41
2642006.08.21 05:21sell12599.70115.73115.850.00
2652006.08.21 05:23close12599.70115.69115.850.003447.14136409.55
2662006.08.21 05:42buy126100.00115.66115.540.00
2672006.08.21 05:43close126100.00115.71115.540.004321.15140730.70
2682006.08.21 05:44buy127100.00115.66115.540.00
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