Strategy Tester Report
CyberiaTrader

SymbolEURUSD (Euro vs. United States Dollar)
PeriodDaily (D1) 2005.01.10 00:00 - 2006.09.08 00:00 (2006.05.12 - 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 profit1022374.52Gross profit1175518.82Gross loss-153144.31
Profit factor7.68Expected payoff20447.49
Absolute drawdown0.00Maximal drawdown76057.20 (30.50%)Relative drawdown31.27% (2336.47)
Total trades50Short positions (won %)26 (46.15%)Long positions (won %)24 (50.00%)
Profit trades (% of total)24 (48.00%)Loss trades (% of total)26 (52.00%)
Largestprofit trade382597.60loss trade-26996.40
Averageprofit trade48979.95loss trade-5890.17
Maximumconsecutive wins (profit in money)6 (139554.50)consecutive losses (loss in money)5 (-76057.20)
Maximalconsecutive profit (count of wins)667514.20 (2)consecutive loss (count of losses)-76057.20 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.05.15 09:20buy10.391.28251.28160.0000
22006.05.15 10:00close10.391.29371.28160.0000436.80936.80
32006.05.15 11:59buy20.731.28461.28370.0000
42006.05.15 12:40s/l20.731.28371.28370.0000-65.70871.10
52006.05.15 12:40buy30.681.28021.27930.0000
62006.05.15 16:40close30.681.28631.27930.0000414.801285.90
72006.05.15 17:20buy41.001.28631.28540.0000
82006.05.15 18:40s/l41.001.28541.28540.0000-90.001195.90
92006.05.15 18:40buy50.941.27861.27770.0000
102006.05.16 04:40close50.941.28431.27770.0000524.941720.84
112006.05.16 05:20sell61.341.28441.28530.0000
122006.05.16 06:00close61.341.28011.28530.0000576.202297.04
132006.05.16 14:00sell71.791.28421.28510.0000
142006.05.16 14:40s/l71.791.28511.28510.0000-161.102135.94
152006.05.16 14:40sell81.661.28681.28770.0000
162006.05.16 16:40close81.661.28131.28770.0000913.003048.94
172006.05.16 18:00sell92.371.28641.28730.0000
182006.05.17 05:20s/l92.371.28731.28730.0000-192.842856.11
192006.05.17 18:00buy102.231.27901.27810.0000
202006.05.17 18:40close102.231.28931.27810.00002296.905153.01
212006.05.17 22:00buy114.041.27611.27520.0000
222006.05.17 22:40s/l114.041.27521.27520.0000-363.604789.41
232006.05.18 08:40sell123.741.28041.28130.0000
242006.05.18 09:20close123.741.27411.28130.00002356.207145.61
252006.05.18 12:00sell135.591.27931.28020.0000
262006.05.18 14:40s/l135.591.28021.28020.0000-503.106642.51
272006.05.18 14:40sell145.191.28001.28090.0000
282006.05.18 18:40s/l145.191.28091.28090.0000-467.106175.41
292006.05.18 20:00sell154.811.28271.28360.0000
302006.05.18 22:00s/l154.811.28361.28360.0000-432.905742.51
312006.05.18 22:40sell164.471.28331.28420.0000
322006.05.18 23:59s/l164.471.28421.28420.0000-402.305340.21
332006.05.19 08:40buy174.181.27651.27560.0000
342006.05.19 09:20close174.181.28161.27560.00002131.807472.01
352006.05.19 11:59buy185.851.27831.27740.0000
362006.05.19 12:40s/l185.851.27741.27740.0000-526.506945.51
372006.05.19 13:20buy195.431.27821.27730.0000
382006.05.19 14:40s/l195.431.27731.27730.0000-488.706456.81
392006.05.19 20:40buy205.051.27881.27790.0000
402006.05.19 22:00s/l205.051.27791.27790.0000-454.506002.31
412006.05.19 22:00buy214.701.27641.27550.0000
422006.05.19 22:40s/l214.701.27551.27550.0000-423.005579.31
432006.05.19 23:59buy224.371.27741.27650.0000
442006.05.22 00:00s/l224.371.27651.27650.0000-443.775135.53
452006.05.22 16:40sell234.001.28541.28630.0000
462006.05.22 17:20close234.001.27611.28630.00003720.008855.53
472006.05.22 18:40sell246.911.28141.28230.0000
482006.05.22 19:59s/l246.911.28231.28230.0000-621.908233.63
492006.05.22 19:59sell256.411.28371.28460.0000
502006.05.22 22:00s/l256.411.28461.28460.0000-576.907656.73
512006.05.23 08:40buy265.971.28231.28140.0000
522006.05.23 10:00close265.971.28781.28140.00003283.5010940.23
532006.05.23 18:40buy278.541.28081.27990.0000
542006.05.23 21:20close278.541.28791.27990.00006063.4017003.63
552006.05.23 22:40buy2813.271.28161.28070.0000
562006.05.24 01:20s/l2813.271.28071.28070.0000-1347.5615656.07
572006.05.24 09:20sell2912.161.28701.28790.0000
582006.05.24 10:00close2912.161.28251.28790.00005472.0021128.07
592006.05.24 12:40sell3016.391.28931.29020.0000
602006.05.24 14:00close3016.391.28411.29020.00008522.8029650.87
612006.05.24 16:00sell3123.041.28701.28790.0000
622006.05.24 16:40close3123.041.28081.28790.000014284.8043935.67
632006.05.24 18:40sell3234.131.28721.28810.0000
642006.05.24 19:59close3234.131.27561.28810.000039590.8083526.47
652006.05.25 08:40sell3365.251.28011.28100.0000
662006.05.25 09:20close3365.251.27561.28100.000029362.50112888.97
672006.05.25 14:00sell3488.171.28041.28130.0000
682006.05.25 16:40close3488.171.27561.28130.000042321.60155210.57
692006.05.25 22:00sell35121.091.28181.28270.0000
702006.05.26 01:20s/l35121.091.28271.28270.0000-9852.64145357.93
712006.05.26 20:00buy36114.261.27241.27150.0000
722006.05.26 21:20s/l36114.261.27151.27150.0000-10283.40135074.53
732006.05.26 21:20buy37106.231.27171.27080.0000
742006.05.29 02:00close37106.231.27581.27080.000042327.38177401.91
752006.05.30 05:20sell38138.351.28231.28320.0000
762006.05.30 06:00close38138.351.27711.28320.000071942.00249343.91
772006.05.30 07:59sell39194.631.28111.28200.0000
782006.05.30 08:40s/l39194.631.28201.28200.0000-17516.70231827.21
792006.05.30 09:20sell40180.801.28221.28310.0000
802006.05.30 10:40s/l40180.801.28311.28310.0000-16272.00215555.21
812006.05.30 10:40sell41167.881.28401.28490.0000
822006.05.30 12:00s/l41167.881.28491.28490.0000-15109.20200446.01
832006.05.30 12:40sell42156.481.28101.28190.0000
842006.05.30 14:40s/l42156.481.28191.28190.0000-14083.20186362.81
852006.05.30 15:59sell43145.291.28271.28360.0000
862006.05.30 18:00s/l43145.291.28361.28360.0000-13076.10173286.71
872006.05.31 20:40buy44135.331.28071.27980.0000
882006.05.31 21:20close44135.331.28491.27980.000056838.60230125.31
892006.05.31 23:59buy45179.651.28121.28030.0000
902006.06.01 02:40s/l45179.651.28031.28030.0000-22393.19207732.12
912006.06.01 06:40buy46162.861.27571.27480.0000
922006.06.01 08:40close46162.861.28041.27480.000076544.20284276.32
932006.06.01 10:40buy47222.911.27551.27460.0000
942006.06.01 12:40close47222.911.27991.27460.000098080.40382356.72
952006.06.01 14:00buy48299.961.27491.27400.0000
962006.06.01 14:40s/l48299.961.27401.27400.0000-26996.40355360.32
972006.06.01 14:40buy49279.331.27241.27150.0000
982006.06.01 16:40close49279.331.28261.27150.0000284916.60640276.92
992006.06.02 12:40sell50496.881.28861.28950.0000
1002006.06.02 13:20close50496.881.28091.28950.0000382597.601022874.52