Strategy Tester Report
CyberiaTrader

SymbolEURUSD (Euro vs. United States Dollar)
PeriodDaily (D1) 2004.12.08 00:00 - 2006.09.11 00:00 (2006.01.10 - 2006.09.10)
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=false; BlockStopLoss=false; DisableShadowStopLoss=true; DisableExitSell=false; DisableExitBuy=false; EnableMACD=false; EnableMA=false; EnableFractals=false; EnableCCI=false; EnableCyberiaLogic=true; EnableLogicTrading=true; EnableADX=false; BlockPipsator=true; EnableMoneyTrain=false; EnableReverceDetector=false; ReverceIndex=3; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true; AutoDirection=true; ValuesPeriodCount=23; ValuesPeriodCountMax=23; SlipPage=1; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=1; Risk=0.5; StopLossIndex=1.1; AutoStopLossIndex=true; StaticStopLoss=7; StopLevel=0;
Bars in test557Ticks modelled7481Modelling quality24.46%
Initial deposit5000.00
Total net profit822964.72Gross profit954588.25Gross loss-131623.53
Profit factor7.25Expected payoff20574.12
Absolute drawdown0.00Maximal drawdown44826.30 (7.02%)Relative drawdown39.55% (14251.78)
Total trades40Short positions (won %)24 (37.50%)Long positions (won %)16 (37.50%)
Profit trades (% of total)15 (37.50%)Loss trades (% of total)25 (62.50%)
Largestprofit trade331089.40loss trade-44826.30
Averageprofit trade63639.22loss trade-5264.94
Maximumconsecutive wins (profit in money)3 (162668.80)consecutive losses (loss in money)6 (-14251.78)
Maximalconsecutive profit (count of wins)331089.40 (1)consecutive loss (count of losses)-44826.30 (1)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.10 06:32buy14.151.20361.20270.0000
22006.01.10 15:16close14.151.20791.20270.00001784.506784.50
32006.01.11 15:16sell25.591.21361.21450.0000
42006.01.11 19:38s/l25.591.21451.21450.0000-503.106281.40
52006.01.11 19:38sell35.171.21461.21550.0000
62006.01.12 02:10close35.171.20101.21550.00007165.2513446.65
72006.01.12 23:59buy411.171.20381.20290.0000
82006.01.13 02:10s/l411.171.20291.20290.0000-1134.4412312.20
92006.01.13 10:54sell510.151.21331.21420.0000
102006.01.13 15:16s/l510.151.21421.21420.0000-913.5011398.70
112006.01.13 15:16sell69.391.21451.21540.0000
122006.01.16 08:43s/l69.391.21541.21540.0000-763.9510634.76
132006.01.19 15:16buy78.821.20561.20470.0000
142006.01.19 17:27close78.821.21141.20470.00005115.6015750.36
152006.01.23 04:21sell812.891.22151.22240.0000
162006.01.23 08:43s/l812.891.22241.22240.0000-1160.1014590.26
172006.01.23 17:27sell911.921.22421.22510.0000
182006.01.23 19:38s/l911.921.22511.22510.0000-1072.8013517.46
192006.01.23 21:49sell1011.051.22291.22380.0000
202006.01.23 23:59s/l1011.051.22381.22380.0000-994.5012522.96
212006.02.01 17:27buy1110.341.21121.21030.0000
222006.02.01 19:38s/l1110.341.21031.21030.0000-930.6011592.36
232006.02.02 08:43sell129.571.21091.21180.0000
242006.02.02 15:16close129.571.20751.21180.00003253.8014846.16
252006.02.03 04:21buy1312.361.20131.20040.0000
262006.02.03 06:32close1312.361.21151.20040.000012607.2027453.36
272006.02.03 19:38buy1422.831.20251.20160.0000
282006.02.03 21:49s/l1422.831.20161.20160.0000-2054.7025398.66
292006.02.03 23:59buy1521.131.20221.20130.0000
302006.02.06 02:10s/l1521.131.20131.20130.0000-2145.9923252.66
312006.02.08 21:49buy1619.501.19271.19180.0000
322006.02.09 02:10close1619.501.19961.19180.000012778.6536031.32
332006.02.10 15:16buy1730.221.19251.19160.0000
342006.02.10 17:27s/l1730.221.19161.19160.0000-2719.8033311.52
352006.02.10 17:27buy1828.001.18971.18880.0000
362006.02.13 15:16s/l1828.001.18881.18880.0000-2843.7230467.79
372006.02.21 13:05buy1925.611.18981.18890.0000
382006.02.22 08:43s/l1925.611.18891.18890.0000-2600.9927866.80
392006.02.24 04:21buy2023.481.18711.18620.0000
402006.02.27 02:10s/l2023.481.18621.18620.0000-2384.6625482.14
412006.02.28 04:21sell2121.401.19081.19170.0000
422006.02.28 10:54s/l2121.401.19171.19170.0000-1926.0023556.14
432006.02.28 10:54sell2219.741.19341.19430.0000
442006.02.28 13:05s/l2219.741.19431.19430.0000-1776.6021779.54
452006.02.28 13:05sell2318.241.19421.19510.0000
462006.02.28 21:49close2318.241.18351.19510.000019516.8041296.34
472006.03.01 08:43sell2434.501.19701.19790.0000
482006.03.01 19:38close2434.501.19131.19790.000019665.0060961.34
492006.03.02 04:21sell2550.801.20001.20090.0000
502006.03.02 06:32s/l2550.801.20091.20090.0000-4572.0056389.34
512006.03.02 06:32sell2646.831.20401.20490.0000
522006.03.02 08:43s/l2646.831.20491.20490.0000-4214.7052174.64
532006.03.02 10:54sell2743.461.20061.20150.0000
542006.03.02 15:16s/l2743.461.20151.20150.0000-3911.4048263.24
552006.03.02 15:16sell2840.161.20171.20260.0000
562006.03.02 17:27close2840.161.19451.20260.000028915.2077178.44
572006.03.02 23:59sell2964.111.20391.20480.0000
582006.03.03 04:21s/l2964.111.20481.20480.0000-5215.8271962.61
592006.03.07 04:21buy3060.381.19201.19110.0000
602006.03.07 10:54s/l3060.381.19111.19110.0000-5434.2066528.41
612006.03.07 10:54buy3155.981.18861.18770.0000
622006.03.07 13:05s/l3155.981.18771.18770.0000-5038.2061490.21
632006.03.07 13:05buy3251.821.18691.18600.0000
642006.03.07 15:16close3251.821.19271.18600.000030055.6091545.81
652006.03.07 17:27buy3376.741.19311.19220.0000
662006.03.07 19:38close3376.741.20241.19220.000071368.20162914.01
672006.03.13 10:54sell34136.101.19701.19790.0000
682006.03.13 17:27close34136.101.19251.19790.000061245.00224159.01
692006.03.13 23:59sell35187.351.19651.19740.0000
702006.03.14 04:21s/l35187.351.19741.19740.0000-15242.31208916.70
712006.03.15 06:32sell36173.001.20761.20850.0000
722006.03.15 13:05close36173.001.20091.20850.0000115910.00324826.70
732006.03.15 23:59sell37269.121.20701.20790.0000
742006.03.16 04:21s/l37269.121.20791.20790.0000-17243.13307583.57
752006.03.16 08:43sell38252.741.21701.21790.0000
762006.03.16 10:54close38252.741.20391.21790.0000331089.40638672.97
772006.05.10 17:27sell39498.071.28231.28320.0000
782006.05.10 19:38s/l39498.071.28321.28320.0000-44826.30593846.67
792006.05.10 19:38sell40462.751.28331.28420.0000
802006.05.11 00:00close40462.751.27851.28420.0000234118.05827964.72