Strategy Tester Report
CyberiaTrader

SymbolEURUSD (Euro vs. United States Dollar)
PeriodDaily (D1) 2005.01.10 00:00 - 2006.09.08 00:00 (2006.01.15 - 2006.09.08)
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 test561Ticks modelled7784Modelling quality31.83%
Initial deposit500.00
Total net profit802486.38Gross profit1078313.11Gross loss-275826.72
Profit factor3.91Expected payoff15432.43
Absolute drawdown0.00Maximal drawdown147042.29 (27.34%)Relative drawdown39.57% (1368.98)
Total trades52Short positions (won %)24 (45.83%)Long positions (won %)28 (39.29%)
Profit trades (% of total)22 (42.31%)Loss trades (% of total)30 (57.69%)
Largestprofit trade227276.00loss trade-40502.51
Averageprofit trade49014.23loss trade-9194.22
Maximumconsecutive wins (profit in money)4 (408108.30)consecutive losses (loss in money)6 (-1368.98)
Maximalconsecutive profit (count of wins)408108.30 (4)consecutive loss (count of losses)-147042.29 (4)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.19 14:00buy10.411.20561.20470.0000
22006.01.19 16:00close10.411.21141.20470.0000237.80737.80
32006.01.23 04:00sell20.601.22151.22240.0000
42006.01.23 08:00s/l20.601.22241.22240.0000-54.00683.80
52006.01.23 16:00sell30.561.22421.22510.0000
62006.01.23 18:00s/l30.561.22511.22510.0000-50.40633.40
72006.01.23 20:00sell40.521.22291.22380.0000
82006.01.23 23:59s/l40.521.22381.22380.0000-46.80586.60
92006.01.25 06:00buy50.481.22381.22290.0000
102006.01.25 08:00close50.481.22681.22290.0000144.00730.60
112006.01.27 04:00buy60.601.21411.21320.0000
122006.01.27 08:00s/l60.601.21321.21320.0000-54.00676.60
132006.01.27 08:00buy70.561.21251.21160.0000
142006.01.27 16:00close70.561.22381.21160.0000632.801309.40
152006.01.27 23:59buy81.081.21051.20960.0000
162006.01.30 02:00s/l81.081.20961.20960.0000-109.671199.73
172006.02.01 16:00buy90.991.21121.21030.0000
182006.02.01 18:00s/l90.991.21031.21030.0000-89.101110.63
192006.02.02 08:00sell100.921.21091.21180.0000
202006.02.02 14:00close100.921.20751.21180.0000312.801423.43
212006.02.03 04:00buy111.191.20131.20040.0000
222006.02.03 06:00close111.191.21151.20040.00001213.802637.23
232006.02.03 18:00buy122.191.20251.20160.0000
242006.02.03 20:00s/l122.191.20161.20160.0000-197.102440.13
252006.02.03 23:59buy132.031.20221.20130.0000
262006.02.06 02:00s/l132.031.20131.20130.0000-206.152233.98
272006.02.08 20:00buy141.871.19271.19180.0000
282006.02.09 02:00close141.871.19961.19180.00001225.513459.49
292006.02.10 14:00buy152.901.19251.19160.0000
302006.02.10 16:00s/l152.901.19161.19160.0000-261.003198.49
312006.02.10 16:00buy162.691.18971.18880.0000
322006.02.13 14:00s/l162.691.18881.18880.0000-273.172925.32
332006.02.21 12:00buy172.461.18981.18890.0000
342006.02.22 08:00s/l172.461.18891.18890.0000-249.812675.51
352006.02.24 10:00buy182.261.18661.18570.0000
362006.02.27 02:00s/l182.261.18571.18570.0000-229.502446.00
372006.02.28 04:00sell192.051.19081.19170.0000
382006.02.28 10:00s/l192.051.19171.19170.0000-184.502261.50
392006.02.28 10:00sell201.901.19341.19430.0000
402006.02.28 12:00s/l201.901.19431.19430.0000-171.002090.50
412006.02.28 12:00sell211.751.19421.19510.0000
422006.02.28 20:00close211.751.18351.19510.00001872.503963.00
432006.03.01 08:00sell223.311.19701.19790.0000
442006.03.01 18:00close223.311.19131.19790.00001886.705849.70
452006.03.02 04:00sell234.871.20001.20090.0000
462006.03.02 06:00s/l234.871.20091.20090.0000-438.305411.40
472006.03.02 10:00sell244.511.20061.20150.0000
482006.03.02 14:00s/l244.511.20151.20150.0000-405.905005.50
492006.03.02 14:00sell254.171.20171.20260.0000
502006.03.02 16:00close254.171.19451.20260.00003002.408007.90
512006.03.02 23:59sell266.651.20391.20480.0000
522006.03.03 04:00s/l266.651.20481.20480.0000-541.097466.82
532006.03.07 04:00buy276.271.19201.19110.0000
542006.03.07 10:00s/l276.271.19111.19110.0000-564.306902.52
552006.03.07 10:00buy285.811.18861.18770.0000
562006.03.07 12:00s/l285.811.18771.18770.0000-522.906379.62
572006.03.07 12:00buy295.381.18691.18600.0000
582006.03.07 14:00close295.381.19271.18600.00003120.409500.02
592006.03.07 16:00buy307.961.19311.19220.0000
602006.03.07 18:00close307.961.20241.19220.00007402.8016902.82
612006.03.13 10:00sell3114.121.19701.19790.0000
622006.03.13 16:00close3114.121.19251.19790.00006354.0023256.82
632006.03.13 23:59sell3219.441.19651.19740.0000
642006.03.14 04:00s/l3219.441.19741.19740.0000-1581.7621675.06
652006.03.15 06:00sell3317.951.20761.20850.0000
662006.03.15 12:00close3317.951.20091.20850.000012026.5033701.56
672006.03.15 23:59sell3427.921.20701.20790.0000
682006.03.16 04:00s/l3427.921.20791.20790.0000-1789.6431911.92
692006.03.16 08:00sell3526.221.21701.21790.0000
702006.03.16 10:00close3526.221.20391.21790.000034348.2066260.12
712006.03.16 20:00sell3654.461.21661.21750.0000
722006.03.16 23:59s/l3654.461.21751.21750.0000-4901.4061358.72
732006.03.23 08:00buy3751.221.19811.19720.0000
742006.03.23 12:00close3751.221.20261.19720.000023049.0084407.72
752006.03.24 12:00sell3870.071.20461.20550.0000
762006.03.27 10:00s/l3870.071.20551.20550.0000-5701.3478706.38
772006.03.28 01:20sell3965.001.21081.21170.0000
782006.03.28 02:40close3965.001.20561.21170.000033800.00112506.38
792006.03.28 15:59sell4092.981.21001.21090.0000
802006.03.28 20:40close4092.981.19971.21090.000095769.40208275.78
812006.03.28 22:40sell41172.411.20801.20890.0000
822006.03.28 23:59close41172.411.20011.20890.0000136203.90344479.68
832006.03.31 08:40buy42284.671.21031.20940.0000
842006.03.31 10:00close42284.671.21531.20940.0000142335.00486814.68
852006.03.31 12:00buy43401.961.21131.21040.0000
862006.03.31 12:40s/l43401.961.21041.21040.0000-36176.40450638.28
872006.03.31 14:40buy44372.031.21151.21060.0000
882006.03.31 15:59s/l44372.031.21061.21060.0000-33482.70417155.58
892006.03.31 15:59buy45344.591.21081.20990.0000
902006.03.31 16:40close45344.591.21431.20990.0000120606.50537762.08
912006.03.31 18:00buy46443.521.21271.21180.0000
922006.03.31 18:40s/l46443.521.21181.21180.0000-39916.80497845.28
932006.03.31 19:59buy47410.591.21271.21180.0000
942006.03.31 22:00s/l47410.591.21181.21180.0000-36953.10460892.18
952006.03.31 22:00buy48380.531.21141.21050.0000
962006.04.03 01:20s/l48380.531.21051.21050.0000-38642.69422249.49
972006.04.03 04:40buy49350.331.20551.20460.0000
982006.04.03 05:20s/l49350.331.20461.20460.0000-31529.70390719.79
992006.04.03 05:20buy50324.681.20361.20270.0000
1002006.04.03 06:00close50324.681.21061.20270.0000227276.00617995.79
1012006.04.24 22:00sell51497.781.24151.24240.0000
1022006.04.25 12:40s/l51497.781.24241.24240.0000-40502.51577493.28
1032006.04.27 17:20sell52460.191.25491.25580.0000
1042006.04.27 18:00close52460.191.25001.25580.0000225493.10802986.38