Strategy Tester Report
CyberiaTrader_v1.88

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; EnablePivot=false; BlockPipsator=true; EnableMoneyTrain=false; EnableReverseDetector=false; ReverseIndex=3; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true; MAXLots=1; AutoDirection=true; ValuesPeriodCount=23; ValuesPeriodCountMax=23; SlipPage=1; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=2; Risk=0.1; StopLossIndex=2.5; AutoStopLossIndex=true; StaticStopLoss=50; StopLevel=0; EnableTrailingStop=true; TimeTradeHoursDisabled=""; GMT=1; MagicNumber=123000; PIPTimerSep="------ PIP Timer Setting -----"; EnablePIPTimer=true; PIPTimerType=0; MinPIPProfit=6;
Bars in test557Ticks modelled7481Modelling quality24.46%
Initial deposit5000.00
Total net profit29616.16Gross profit45548.38Gross loss-15932.22
Profit factor2.86Expected payoff174.21
Absolute drawdown0.00Maximal drawdown1571.57 (9.44%)Relative drawdown12.31% (826.80)
Total trades170Short positions (won %)84 (79.76%)Long positions (won %)86 (77.91%)
Profit trades (% of total)134 (78.82%)Loss trades (% of total)36 (21.18%)
Largestprofit trade1270.00loss trade-554.71
Averageprofit trade339.91loss trade-442.56
Maximumconsecutive wins (profit in money)16 (4977.53)consecutive losses (loss in money)3 (-1571.57)
Maximalconsecutive profit (count of wins)6324.16 (15)consecutive loss (count of losses)-1571.57 (3)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.10 06:32buy10.421.20361.19840.0000
22006.01.10 15:16close10.421.20791.19840.0000180.605180.60
32006.01.11 15:16sell20.431.21361.21880.0000
42006.01.12 02:10close20.431.20101.21880.0000552.965733.56
52006.01.12 23:59buy30.481.20381.19860.0000
62006.01.13 08:43close30.481.20951.19860.0000268.056001.60
72006.01.13 10:54sell40.491.21331.21850.0000
82006.01.17 02:10close40.491.20521.21850.0000405.386406.98
92006.01.19 15:16buy50.531.20561.20040.0000
102006.01.19 17:27close50.531.21141.20040.0000307.406714.38
112006.01.23 04:21sell60.551.22151.22670.0000
122006.01.23 08:43s/l60.551.22671.22670.0000-286.006428.38
132006.01.23 17:27sell70.531.22421.22940.0000
142006.01.23 23:59s/l70.531.22941.22940.0000-275.606152.78
152006.02.01 17:27buy80.511.21121.20600.0000
162006.02.01 19:38s/l80.511.20601.20600.0000-265.205887.58
172006.02.02 08:43sell90.491.21091.21610.0000
182006.02.02 15:16close90.491.20751.21610.0000166.606054.18
192006.02.03 04:21buy100.501.20131.19610.0000
202006.02.03 06:32modify100.501.20131.19700.0000
212006.02.03 06:32close100.501.21151.19700.0000510.006564.18
222006.02.03 19:38buy110.551.20251.19730.0000
232006.02.03 21:49s/l110.551.19731.19730.0000-286.006278.18
242006.02.03 23:59buy120.521.20221.19700.0000
252006.02.06 06:32close120.521.20351.19700.000061.586339.76
262006.02.08 21:49buy130.531.19271.18750.0000
272006.02.09 02:10modify130.531.19271.19700.0000
282006.02.09 02:10close130.531.19961.19700.0000347.306687.07
292006.02.10 15:16buy140.561.19251.18730.0000
302006.02.14 21:49s/l140.561.18731.18730.0000-304.166382.91
312006.02.21 13:05buy150.541.18981.18460.0000
322006.02.21 23:59close150.541.19101.18460.000064.806447.71
332006.02.24 04:21buy160.541.18711.18190.0000
342006.02.24 19:38close160.541.18801.18190.000048.606496.31
352006.02.24 23:59buy170.551.18701.18180.0000
362006.02.28 02:10close170.551.18791.18180.000036.776533.08
372006.02.28 04:21sell180.551.19081.19600.0000
382006.02.28 15:16close180.551.19001.19600.000044.006577.08
392006.02.28 17:27sell190.551.19031.19550.0000
402006.02.28 21:49close190.551.18351.19550.0000374.006951.08
412006.03.01 08:43sell200.581.19701.20220.0000
422006.03.01 15:16close200.581.19541.20220.000092.807043.88
432006.03.02 04:21sell210.591.20001.20520.0000
442006.03.02 17:27close210.591.19451.20520.0000324.507368.38
452006.03.02 23:59sell220.611.20391.20910.0000
462006.03.06 06:32close220.611.20281.20910.000077.657446.03
472006.03.07 04:21buy230.621.19201.18680.0000
482006.03.07 13:05s/l230.621.18681.18680.0000-322.407123.63
492006.03.07 13:05buy240.601.18691.18170.0000
502006.03.07 15:16close240.601.19271.18170.0000348.007471.63
512006.03.07 17:27buy250.631.19311.18790.0000
522006.03.07 19:38modify250.631.19311.19700.0000
532006.03.07 19:38close250.631.20241.19700.0000585.908057.53
542006.03.13 10:54sell260.671.19701.20220.0000
552006.03.13 17:27modify260.671.19701.19400.0000
562006.03.13 17:27close260.671.19251.19400.0000301.508359.03
572006.03.13 23:59sell270.701.19651.20170.0000
582006.03.14 08:43s/l270.701.20171.20170.0000-357.958001.09
592006.03.15 06:32sell280.661.20761.21280.0000
602006.03.15 13:05close280.661.20091.21280.0000442.208443.29
612006.03.15 23:59sell290.701.20701.21220.0000
622006.03.16 04:21s/l290.701.21221.21220.0000-345.848097.45
632006.03.16 08:43sell300.671.21701.22220.0000
642006.03.16 10:54close300.671.20391.22220.0000877.708975.15
652006.03.16 21:49sell310.741.21661.22180.0000
662006.03.17 10:54close310.741.21571.22180.000073.009048.15
672006.03.21 02:10buy320.751.21161.20640.0000
682006.03.22 02:10s/l320.751.20641.20640.0000-398.688649.47
692006.03.23 08:43buy330.721.19811.19290.0000
702006.03.23 13:05close330.721.20261.19290.0000324.008973.47
712006.03.24 13:05sell340.741.20461.20980.0000
722006.03.24 23:59close340.741.20371.20980.000066.609040.07
732006.03.28 08:43sell350.751.21031.21550.0000
742006.03.28 17:27close350.751.20501.21550.0000397.509437.57
752006.03.31 10:54buy360.781.21301.20780.0000
762006.04.03 10:54s/l360.781.20781.20780.0000-414.629022.95
772006.04.03 10:54buy370.751.20351.19830.0000
782006.04.03 13:05modify370.751.20351.20350.0000
792006.04.03 17:27close370.751.20481.20350.000097.509120.45
802006.04.06 06:32buy380.751.22281.21760.0000
812006.04.06 17:27close380.751.22651.21760.0000277.509397.95
822006.04.07 13:05buy390.771.21801.21280.0000
832006.04.07 15:16modify390.771.21801.21470.0000
842006.04.07 21:49close390.771.22341.21470.0000415.809813.75
852006.04.12 04:21buy400.811.20751.20230.0000
862006.04.12 06:32close400.811.21241.20230.0000396.9010210.65
872006.04.17 06:32sell410.831.22631.23150.0000
882006.04.17 13:05close410.831.21211.23150.00001178.6011389.25
892006.04.17 23:59sell420.931.22511.23030.0000
902006.04.18 04:21s/l420.931.23031.23030.0000-475.5610913.69
912006.04.18 08:43sell430.891.23151.23670.0000
922006.04.18 10:54close430.891.22251.23670.0000801.0011714.69
932006.04.19 08:43buy440.951.22891.22370.0000
942006.04.19 21:49close440.951.23751.22370.0000817.0012531.69
952006.04.20 06:32buy451.001.22891.22370.0000
962006.04.20 19:38close451.001.23451.22370.0000560.0013091.69
972006.04.21 04:21buy461.001.22681.22160.0000
982006.04.21 17:27close461.001.23171.22160.0000490.0013581.69
992006.04.24 19:38sell471.001.24151.24670.0000
1002006.04.25 04:21close471.001.23791.24670.0000368.6513950.34
1012006.04.27 10:54sell481.001.25131.25650.0000
1022006.04.28 06:32s/l481.001.25651.25650.0000-511.3513438.99
1032006.04.28 08:43sell491.001.26011.26530.0000
1042006.05.01 17:27s/l491.001.26531.26530.0000-511.3512927.64
1052006.05.02 17:27sell501.001.26201.26720.0000
1062006.05.02 21:49s/l501.001.26721.26720.0000-520.0012407.64
1072006.05.02 23:59sell510.981.26161.26680.0000
1082006.05.03 04:21close510.981.26101.26680.000067.2812474.91
1092006.05.04 04:21buy520.991.25721.25200.0000
1102006.05.04 08:43close520.991.26081.25200.0000356.4012831.31
1112006.05.05 15:16sell531.001.27631.28150.0000
1122006.05.08 00:00close531.001.27391.28150.0000248.6513079.96
1132006.05.08 02:10buy541.001.26951.26430.0000
1142006.05.08 06:32close541.001.27171.26430.0000220.0013299.96
1152006.05.08 23:59buy551.001.27141.26620.0000
1162006.05.09 02:10s/l551.001.26621.26620.0000-531.5712768.39
1172006.05.09 02:10buy561.001.26621.26100.0000
1182006.05.09 08:43close561.001.27131.26100.0000510.0013278.39
1192006.05.10 17:27sell571.001.28231.28750.0000
1202006.05.11 00:00close571.001.27851.28750.0000405.9513684.34
1212006.05.11 17:27sell581.001.28561.29080.0000
1222006.05.12 13:05s/l581.001.29081.29080.0000-511.3513172.99
1232006.05.15 00:40buy591.001.28221.27700.0000
1242006.05.16 08:39close591.001.28341.27700.0000108.4313281.42
1252006.05.16 12:39sell601.001.28681.29200.0000
1262006.05.16 13:19close601.001.28051.29200.0000630.0013911.42
1272006.05.16 15:19sell611.001.28441.28960.0000
1282006.05.16 17:19close611.001.28261.28960.0000180.0014091.42
1292006.05.16 17:59sell621.001.28431.28950.0000
1302006.05.17 09:19s/l621.001.28951.28950.0000-511.3513580.07
1312006.05.17 09:59sell631.001.28971.29490.0000
1322006.05.17 15:59close631.001.28891.29490.000080.0013660.07
1332006.05.17 17:19buy641.001.27661.27140.0000
1342006.05.17 19:19close641.001.28931.27140.00001270.0014930.07
1352006.05.17 22:39buy651.001.27611.27090.0000
1362006.05.18 05:59close651.001.27681.27090.000035.2914965.36
1372006.05.18 08:39sell661.001.28041.28560.0000
1382006.05.18 09:59close661.001.27411.28560.0000630.0015595.36
1392006.05.18 12:39sell671.001.28001.28520.0000
1402006.05.18 13:59close671.001.27571.28520.0000430.0016025.36
1412006.05.18 19:59sell681.001.28271.28790.0000
1422006.05.19 09:19close681.001.27651.28790.0000628.6516654.01
1432006.05.19 11:59buy691.001.27831.27310.0000
1442006.05.19 12:39s/l691.001.27311.27310.0000-520.0016134.01
1452006.05.19 13:19buy701.001.27751.27230.0000
1462006.05.19 19:19s/l701.001.27231.27230.0000-520.0015614.01
1472006.05.19 20:39buy711.001.27871.27350.0000
1482006.05.22 05:59s/l711.001.27351.27350.0000-531.5715082.44
1492006.05.22 17:19sell721.001.28541.29060.0000
1502006.05.22 17:59close721.001.27611.29060.0000930.0016012.44
1512006.05.22 19:19sell731.001.28141.28660.0000
1522006.05.22 20:39s/l731.001.28661.28660.0000-520.0015492.44
1532006.05.22 21:19sell741.001.28351.28870.0000
1542006.05.23 09:19close741.001.28241.28870.0000118.6515611.08
1552006.05.23 16:39buy751.001.28081.27560.0000
1562006.05.23 17:19close751.001.28531.27560.0000450.0016061.08
1572006.05.23 19:19buy761.001.28171.27650.0000
1582006.05.23 20:39close761.001.28671.27650.0000500.0016561.08
1592006.05.23 23:19buy771.001.28161.27640.0000
1602006.05.24 08:39close771.001.28591.27640.0000418.4316979.52
1612006.05.24 09:59sell781.001.28701.29220.0000
1622006.05.24 10:39close781.001.28251.29220.0000450.0017429.52
1632006.05.24 12:39sell791.001.28811.29330.0000
1642006.05.24 15:19close791.001.28521.29330.0000290.0017719.52
1652006.05.24 15:59sell801.001.28701.29220.0000
1662006.05.24 17:19close801.001.28081.29220.0000620.0018339.52
1672006.05.24 19:19sell811.001.28721.29240.0000
1682006.05.24 19:59close811.001.27561.29240.00001160.0019499.52
1692006.05.25 08:39sell821.001.27951.28470.0000
1702006.05.25 11:19close821.001.27601.28470.0000350.0019849.52
1712006.05.25 12:39sell831.001.28041.28560.0000
1722006.05.25 13:19close831.001.27551.28560.0000490.0020339.52
1732006.05.25 22:39sell841.001.28181.28700.0000
1742006.05.26 00:40close841.001.28071.28700.0000118.6520458.16
1752006.05.26 18:39buy851.001.27151.26630.0000
1762006.05.26 19:19modify851.001.27151.27050.0000
1772006.05.26 19:19close851.001.28191.27050.00001040.0021498.16
1782006.05.26 20:39buy861.001.27321.26800.0000
1792006.05.26 21:19modify861.001.27321.27050.0000
1802006.05.29 01:20close861.001.27391.27050.000058.4321556.59
1812006.05.30 05:59sell871.001.28231.28750.0000
1822006.05.30 07:59close871.001.28131.28750.0000100.0021656.59
1832006.05.30 08:39sell881.001.28281.28800.0000
1842006.05.30 13:19close881.001.28121.28800.0000160.0021816.59
1852006.05.30 13:59sell891.001.28081.28600.0000
1862006.05.30 15:19s/l891.001.28601.28600.0000-520.0021296.59
1872006.05.30 15:59sell901.001.28271.28790.0000
1882006.05.30 17:59close901.001.28191.28790.000080.0021376.59
1892006.05.31 21:19buy911.001.28071.27550.0000
1902006.05.31 21:59close911.001.28491.27550.0000420.0021796.59
1912006.05.31 23:59buy921.001.28121.27600.0000
1922006.06.01 07:19s/l921.001.27601.27600.0000-554.7121241.89
1932006.06.01 07:19buy931.001.27571.27050.0000
1942006.06.01 07:59modify931.001.27571.27050.0000
1952006.06.01 08:39close931.001.28041.27050.0000470.0021711.89
1962006.06.01 11:19buy941.001.27551.27030.0000
1972006.06.01 11:59modify941.001.27551.27050.0000
1982006.06.01 12:39close941.001.27991.27050.0000440.0022151.89
1992006.06.01 13:59buy951.001.27531.27010.0000
2002006.06.01 14:39modify951.001.27531.27050.0000
2012006.06.01 16:39close951.001.28261.27050.0000730.0022881.89
2022006.06.01 17:59buy961.001.27611.27090.0000
2032006.06.01 19:59close961.001.28131.27090.0000520.0023401.89
2042006.06.02 13:59sell971.001.29201.29720.0000
2052006.06.05 09:19s/l971.001.29721.29720.0000-511.3522890.53
2062006.06.05 09:19sell981.001.29751.30270.0000
2072006.06.05 13:19close981.001.29561.30270.0000190.0023080.53
2082006.06.05 15:19sell991.001.29771.30290.0000
2092006.06.05 15:59close991.001.29401.30290.0000370.0023450.53
2102006.06.05 19:19sell1001.001.29651.30170.0000
2112006.06.05 20:39close1001.001.29071.30170.0000580.0024030.53
2122006.06.05 22:39sell1011.001.29661.30180.0000
2132006.06.05 23:59close1011.001.29101.30180.0000560.0024590.53
2142006.06.07 09:19buy1021.001.27931.27410.0000
2152006.06.07 12:39close1021.001.28261.27410.0000330.0024920.53
2162006.06.07 13:19buy1031.001.27901.27380.0000
2172006.06.07 19:59close1031.001.28001.27380.0000100.0025020.53
2182006.06.07 22:39buy1041.001.27961.27440.0000
2192006.06.08 13:59s/l1041.001.27441.27440.0000-554.7124465.82
2202006.06.08 13:59buy1051.001.26741.26220.0000
2212006.06.09 13:19s/l1051.001.26221.26220.0000-531.5723934.26
2222006.06.13 23:19buy1061.001.25301.24780.0000
2232006.06.14 01:20close1061.001.25381.24780.000068.4324002.69
2242006.06.19 04:39buy1071.001.25881.25360.0000
2252006.06.19 09:19close1071.001.26021.25360.0000140.0024142.69
2262006.06.19 09:59buy1081.001.25931.25410.0000
2272006.06.20 14:39s/l1081.001.25411.25410.0000-531.5723611.12
2282006.06.21 06:39sell1091.001.26321.26840.0000
2292006.06.21 10:39close1091.001.26231.26840.000090.0023701.12
2302006.06.21 11:19sell1101.001.26321.26840.0000
2312006.06.22 12:39close1101.001.25791.26840.0000555.9524257.06
2322006.06.22 15:59buy1111.001.25861.25340.0000
2332006.06.23 13:19s/l1111.001.25341.25340.0000-531.5723725.49
2342006.06.26 08:39sell1121.001.25871.26390.0000
2352006.06.26 09:19close1121.001.25071.26390.0000800.0024525.49
2362006.06.26 11:59sell1131.001.25621.26140.0000
2372006.06.26 17:59close1131.001.25411.26140.0000210.0024735.49
2382006.06.26 19:19sell1141.001.25781.26300.0000
2392006.06.26 21:19close1141.001.25671.26300.0000110.0024845.49
2402006.06.26 21:59sell1151.001.25671.26190.0000
2412006.06.27 02:40s/l1151.001.26191.26190.0000-511.3524334.14
2422006.06.28 18:39buy1161.001.25241.24720.0000
2432006.06.28 21:19close1161.001.25581.24720.0000340.0024674.14
2442006.06.30 10:39sell1171.001.27331.27850.0000
2452006.06.30 18:39s/l1171.001.27851.27850.0000-520.0024154.14
2462006.06.30 18:39sell1181.001.27911.28430.0000
2472006.06.30 21:19close1181.001.27811.28430.0000100.0024254.14
2482006.06.30 22:39sell1191.001.27861.28380.0000
2492006.07.03 11:59close1191.001.27741.28380.0000128.6524382.79
2502006.07.05 11:19buy1201.001.27501.26980.0000
2512006.07.05 11:59modify1201.001.27501.27050.0000
2522006.07.05 15:19close1201.001.27941.27050.0000440.0024822.79
2532006.07.05 16:39buy1211.001.27491.26970.0000
2542006.07.05 17:19modify1211.001.27491.27050.0000
2552006.07.06 15:59close1211.001.27581.27050.000055.2924878.08
2562006.07.07 17:19sell1221.001.28331.28850.0000
2572006.07.07 19:59close1221.001.28261.28850.000070.0024948.08
2582006.07.10 14:39buy1231.001.27291.26770.0000
2592006.07.10 15:19modify1231.001.27291.27050.0000
2602006.07.10 17:19close1231.001.27461.27050.0000170.0025118.08
2612006.07.10 17:59buy1241.001.27221.26700.0000
2622006.07.10 18:39modify1241.001.27221.27050.0000
2632006.07.10 21:19close1241.001.27401.27050.0000180.0025298.08
2642006.07.10 21:59buy1251.001.27441.26920.0000
2652006.07.10 22:39modify1251.001.27441.27050.0000
2662006.07.11 10:39s/l1251.001.2705181.27050.0000-399.7824898.30
2672006.07.12 12:39buy1261.001.26871.26350.0000
2682006.07.12 13:59modify1261.001.26871.27050.0000
2692006.07.12 13:59close1261.001.27521.27050.0000650.0025548.30
2702006.07.12 15:59buy1271.001.27151.26630.0000
2712006.07.12 17:19modify1271.001.27151.27050.0000
2722006.07.12 18:39s/l1271.001.2705181.27050.0000-98.2125450.09
2732006.07.12 18:39buy1281.001.27001.26480.0000
2742006.07.13 00:40modify1281.001.27001.27050.0000
2752006.07.13 01:20close1281.001.27131.27050.000095.2925545.38
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