Strategy Tester Report
CyberiaTrader

SymbolEURUSD (Euro vs. United States Dollar)
PeriodDaily (D1) 2005.01.10 00:00 - 2006.09.08 00:00 (2005.11.15 - 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 profit807749.79Gross profit868002.74Gross loss-60252.95
Profit factor14.41Expected payoff26924.99
Absolute drawdown0.00Maximal drawdown31010.40 (7.46%)Relative drawdown14.71% (951.30)
Total trades30Short positions (won %)17 (58.82%)Long positions (won %)13 (53.85%)
Profit trades (% of total)17 (56.67%)Loss trades (% of total)13 (43.33%)
Largestprofit trade212776.90loss trade-31010.40
Averageprofit trade51058.98loss trade-4634.84
Maximumconsecutive wins (profit in money)3 (69077.63)consecutive losses (loss in money)2 (-3019.47)
Maximalconsecutive profit (count of wins)423475.30 (2)consecutive loss (count of losses)-31010.40 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.11.16 16:00buy10.431.16491.16400.0000
22005.11.17 02:00close10.431.17631.16400.0000475.30975.30
32005.11.17 04:00sell20.831.17231.17320.0000
42005.11.17 10:00close20.831.16741.17320.0000406.701382.00
52005.11.17 23:59sell31.181.17501.17590.0000
62005.11.18 02:00s/l31.181.17591.17590.0000-96.011285.99
72005.11.18 12:00buy41.101.16731.16640.0000
82005.11.18 20:00s/l41.101.16641.16640.0000-99.001186.99
92005.11.18 20:00buy51.021.16651.16560.0000
102005.11.18 23:59close51.021.17691.16560.00001060.802247.79
112005.11.22 02:00sell61.901.18261.18350.0000
122005.11.22 08:00close61.901.17041.18350.00002318.004565.79
132005.11.22 20:00sell73.871.17891.17980.0000
142005.11.22 23:59s/l73.871.17981.17980.0000-348.304217.49
152005.11.22 23:59sell83.571.18151.18240.0000
162005.11.23 02:00s/l83.571.18241.18240.0000-290.483927.01
172005.11.24 04:00buy93.341.17771.17680.0000
182005.11.24 14:00close93.341.18001.17680.0000768.204695.21
192005.11.24 18:00buy103.981.17931.17840.0000
202005.11.25 02:00s/l103.981.17841.17840.0000-404.174291.04
212005.11.28 12:00sell113.631.18261.18350.0000
222005.11.28 14:00close113.631.17661.18350.00002178.006469.04
232005.11.29 02:00buy125.511.17531.17440.0000
242005.11.29 06:00s/l125.511.17441.17440.0000-495.905973.14
252005.11.29 08:00buy135.061.18061.17970.0000
262005.11.29 12:00s/l135.061.17971.17970.0000-455.405517.74
272005.11.29 12:00buy144.681.17871.17780.0000
282005.11.29 14:00close144.681.18581.17780.00003322.808840.54
292005.11.29 20:00buy157.501.17861.17770.0000
302005.11.30 00:00s/l157.501.17771.17770.0000-761.628078.92
312005.12.05 08:00sell166.851.17911.18000.0000
322005.12.05 12:00close166.851.16901.18000.00006918.5014997.42
332005.12.05 18:00sell1712.761.17551.17640.0000
342005.12.05 20:00close1712.761.17031.17640.00006635.2021632.62
352005.12.05 23:59sell1818.351.17881.17970.0000
362005.12.06 04:00s/l1818.351.17971.17970.0000-1493.0720139.55
372005.12.12 06:00sell1916.961.18721.18810.0000
382005.12.12 08:00s/l1916.961.18811.18810.0000-1526.4018613.15
392005.12.12 16:00sell2015.681.18721.18810.0000
402005.12.12 18:00close2015.681.17931.18810.000012387.2031000.35
412005.12.14 23:59sell2125.831.20011.20100.0000
422005.12.15 06:00close2125.831.19381.20100.000016941.9347942.28
432005.12.15 12:00buy2240.151.19421.19330.0000
442005.12.15 18:00close2240.151.20411.19330.000039748.5087690.78
452005.12.28 06:00sell2373.551.19231.19320.0000
462005.12.28 10:00s/l2373.551.19321.19320.0000-6619.5081071.28
472005.12.28 10:00sell2467.941.19321.19410.0000
482005.12.28 14:00close2467.941.18281.19410.000070657.60151728.88
492005.12.29 04:00sell25127.731.18791.18880.0000
502005.12.29 14:00close25127.731.18241.18880.000070251.50221980.38
512006.01.03 02:00sell26185.031.19971.20060.0000
522006.01.03 04:00s/l26185.031.20061.20060.0000-16652.70205327.68
532006.01.06 20:00sell27168.551.21821.21910.0000
542006.01.09 02:00close27168.551.20581.21910.0000210457.21415784.89
552006.01.09 04:00buy28344.561.20691.20600.0000
562006.01.09 08:00s/l28344.561.20601.20600.0000-31010.40384774.49
572006.01.09 08:00buy29319.241.20551.20460.0000
582006.01.09 16:00close29319.241.21211.20460.0000210698.40595472.89
592006.01.10 06:00buy30494.831.20361.20270.0000
602006.01.10 14:00close30494.831.20791.20270.0000212776.90808249.79