Strategy Tester Report
CyberiaTrader

SymbolEURUSD (Euro vs. United States Dollar)
Period4 Hours (H4) 2005.09.01 00:00 - 2006.09.14 00:00 (2005.09.01 - 2006.09.14)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
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=true; EnableCyberiaLogic=true; EnableLogicTrading=true; EnableADX=false; BlockPipsator=true; EnableMoneyTrain=false; EnableReverceDetector=true; ReverceIndex=3; MoneyTrainLevel=3; 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=12; StopLevel=0;
Bars in test3515Ticks modelled1242195Modelling quality79.66%
Initial deposit500.00
Total net profit673954.50Gross profit1756287.88Gross loss-1082333.37
Profit factor1.62Expected payoff2486.92
Absolute drawdown56.00Maximal drawdown266257.32 (54.15%)Relative drawdown74.25% (68395.30)
Total trades271Short positions (won %)125 (53.60%)Long positions (won %)146 (54.11%)
Profit trades (% of total)146 (53.87%)Loss trades (% of total)125 (46.13%)
Largestprofit trade113883.00loss trade-58451.40
Averageprofit trade12029.37loss trade-8658.67
Maximumconsecutive wins (profit in money)9 (69812.46)consecutive losses (loss in money)6 (-261090.20)
Maximalconsecutive profit (count of wins)398177.75 (6)consecutive loss (count of losses)-261090.20 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.09.01 14:43sell10.401.24091.24230.0000
22005.09.01 16:00s/l10.401.24231.24230.0000-56.00444.00
32005.09.01 16:06sell20.361.24631.24770.0000
42005.09.01 16:06close20.361.24391.24770.000086.40530.40
52005.09.01 16:06sell30.431.24631.24770.0000
62005.09.01 16:07close30.431.24431.24770.000086.00616.40
72005.09.01 16:08sell40.491.24621.24760.0000
82005.09.01 16:09s/l40.491.24761.24760.0000-68.60547.80
92005.09.01 16:09sell50.441.24761.24900.0000
102005.09.01 16:10close50.441.24561.24900.000088.00635.80
112005.09.01 16:13sell60.511.24611.24750.0000
122005.09.01 16:14s/l60.511.24751.24750.0000-71.40564.40
132005.09.01 16:14sell70.451.24731.24870.0000
142005.09.01 16:25close70.451.24531.24870.000090.00654.40
152005.09.01 16:28sell80.531.24621.24760.0000
162005.09.01 16:55s/l80.531.24761.24760.0000-74.20580.20
172005.09.01 16:55sell90.471.24761.24900.0000
182005.09.01 17:01close90.471.24521.24900.0000112.80693.00
192005.09.01 17:02sell100.561.24671.24810.0000
202005.09.01 17:55close100.561.24471.24810.0000112.00805.00
212005.09.01 18:45sell110.651.24611.24750.0000
222005.09.01 19:56s/l110.651.24751.24750.0000-91.00714.00
232005.09.01 19:56sell120.571.24731.24870.0000
242005.09.01 20:04s/l120.571.24871.24870.0000-79.80634.20
252005.09.01 20:23sell130.511.25041.25180.0000
262005.09.01 20:24s/l130.511.25181.25180.0000-71.40562.80
272005.09.01 20:24sell140.451.25161.25300.0000
282005.09.01 20:25close140.451.25011.25300.000067.50630.30
292005.09.01 20:29sell150.501.25041.25180.0000
302005.09.01 20:29s/l150.501.25181.25180.0000-70.00560.30
312005.09.01 20:29sell160.451.25171.25310.0000
322005.09.01 20:29close160.451.24941.25310.0000103.50663.80
332005.09.01 20:41sell170.531.25081.25220.0000
342005.09.01 20:43s/l170.531.25221.25220.0000-74.20589.60
352005.09.01 20:43sell180.471.25211.25350.0000
362005.09.01 20:45close180.471.25061.25350.000070.50660.10
372005.09.01 20:45sell190.531.25061.25200.0000
382005.09.01 20:47s/l190.531.25201.25200.0000-74.20585.90
392005.09.01 20:47sell200.471.25181.25320.0000
402005.09.01 20:50close200.471.25001.25320.000084.60670.50
412005.09.02 10:17sell210.531.25641.25780.0000
422005.09.02 10:59s/l210.531.25781.25780.0000-74.20596.30
432005.09.02 10:59sell220.471.25771.25910.0000
442005.09.02 11:30close220.471.25551.25910.0000103.40699.70
452005.09.02 11:32sell230.561.25631.25770.0000
462005.09.02 13:02close230.561.25461.25770.000095.20794.90
472005.09.06 08:43buy240.641.24781.24640.0000
482005.09.06 09:25s/l240.641.24641.24640.0000-89.60705.30
492005.09.06 09:25buy250.571.24661.24520.0000
502005.09.06 09:26close250.571.24821.24520.000091.20796.50
512005.09.06 09:26buy260.641.24571.24430.0000
522005.09.06 09:29close260.641.24751.24430.0000115.20911.70
532005.09.06 09:29buy270.731.24731.24590.0000
542005.09.06 09:29s/l270.731.24591.24590.0000-102.20809.50
552005.09.06 09:29buy280.651.24541.24400.0000
562005.09.06 10:43close280.651.24711.24400.0000110.50920.00
572005.09.06 10:43buy290.741.24711.24570.0000
582005.09.06 11:05s/l290.741.24571.24570.0000-103.60816.40
592005.09.06 11:05buy300.661.24581.24440.0000
602005.09.06 12:29close300.661.24751.24440.0000112.20928.60
612005.09.06 16:14buy310.741.24681.24540.0000
622005.09.06 16:32close310.741.24861.24540.0000133.201061.80
632005.09.06 16:55buy320.851.24681.24540.0000
642005.09.06 16:55close320.851.24851.24540.0000144.501206.30
652005.09.06 17:04buy330.971.24681.24540.0000
662005.09.06 17:55close330.971.24851.24540.0000164.901371.20
672005.09.07 08:58sell341.101.25221.25360.0000
682005.09.07 10:14close341.101.25001.25360.0000242.001613.20
692005.09.07 15:12buy351.301.24231.24090.0000
702005.09.07 15:40close351.301.24451.24090.0000286.001899.20
712005.09.08 16:33buy361.531.23921.23780.0000
722005.09.08 16:55close361.531.24111.23780.0000290.702189.90
732005.09.08 17:07buy371.771.23941.23800.0000
742005.09.09 02:29s/l371.771.23801.23800.0000-267.631922.27
752005.09.09 11:36buy381.551.24001.23860.0000
762005.09.09 13:16s/l381.551.23861.23860.0000-217.001705.27
772005.09.12 04:19buy391.381.23451.23310.0000
782005.09.12 04:19close391.381.23641.23310.0000262.221967.49
792005.09.12 04:51buy401.591.23511.23370.0000
802005.09.12 04:52s/l401.591.23371.23370.0000-222.601744.89
812005.09.12 04:52buy411.421.23321.23180.0000
822005.09.12 05:03s/l411.421.23181.23180.0000-198.801546.09
832005.09.12 05:03buy421.261.23191.23050.0000
842005.09.12 05:35close421.261.23391.23050.0000251.991798.08
852005.09.12 05:35buy431.461.23411.23270.0000
862005.09.12 05:42s/l431.461.23271.23270.0000-204.401593.68
872005.09.12 05:42buy441.291.23291.23150.0000
882005.09.12 09:28s/l441.291.23151.23150.0000-180.601413.08
892005.09.13 11:55buy451.151.22611.22470.0000
902005.09.13 11:55close451.151.22811.22470.0000229.991643.07
912005.09.13 11:59buy461.341.22631.22490.0000
922005.09.13 12:04s/l461.341.22491.22490.0000-187.601455.47
932005.09.15 03:08buy471.191.22361.22220.0000
942005.09.15 03:12close471.191.22661.22220.0000357.001812.47
952005.09.15 03:12buy481.481.22341.22200.0000
962005.09.15 04:21s/l481.481.22201.22200.0000-207.201605.27
972005.09.16 06:37sell491.311.22951.23090.0000
982005.09.16 06:38s/l491.311.23091.23090.0000-183.401421.87
992005.09.16 06:38sell501.161.23081.23220.0000
1002005.09.16 07:11close501.161.22931.23220.0000173.991595.86
1012005.09.16 07:11sell511.301.22941.23080.0000
1022005.09.16 09:09close511.301.22751.23080.0000247.001842.86
1032005.09.16 14:21buy521.511.22311.22170.0000
1042005.09.16 14:30close521.511.22471.22170.0000241.602084.46
1052005.09.16 14:38buy531.701.22331.22190.0000
1062005.09.16 15:02s/l531.701.22191.22190.0000-238.001846.46
1072005.09.16 15:02buy541.511.22191.22050.0000
1082005.09.16 15:02close541.511.22401.22050.0000317.102163.56
1092005.09.16 15:02buy551.771.22251.22110.0000
1102005.09.16 15:03s/l551.771.22111.22110.0000-247.801915.76
1112005.09.16 15:03buy561.571.22091.21950.0000
1122005.09.16 15:40close561.571.22261.21950.0000266.902182.66
1132005.09.16 15:40buy571.791.22291.22150.0000
1142005.09.16 15:46close571.791.22481.22150.0000340.102522.76
1152005.09.16 15:46buy582.061.22251.22110.0000
1162005.09.16 15:50s/l582.061.22111.22110.0000-288.402234.36
1172005.09.16 15:50buy591.831.22111.21970.0000
1182005.09.16 20:10close591.831.22281.21970.0000311.092545.45
1192005.09.19 07:17buy602.101.21321.21180.0000
1202005.09.19 07:29s/l602.101.21181.21180.0000-294.002251.45
1212005.09.19 07:29buy611.861.21201.21060.0000
1222005.09.19 08:12s/l611.861.21061.21060.0000-260.401991.05
1232005.09.20 08:30sell621.631.21831.21970.0000
1242005.09.20 08:55close621.631.21631.21970.0000326.002317.05
1252005.09.21 06:39sell631.901.21951.22090.0000
1262005.09.21 06:44s/l631.901.22091.22090.0000-266.002051.05
1272005.09.21 06:44sell641.681.22091.22230.0000
1282005.09.21 06:44close641.681.21861.22230.0000386.402437.45
1292005.09.21 06:49sell652.001.21921.22060.0000
1302005.09.21 07:16s/l652.001.22061.22060.0000-280.002157.45
1312005.09.21 07:16sell661.771.22051.22190.0000
1322005.09.21 08:00close661.771.21841.22190.0000371.702529.15
1332005.09.22 01:49sell672.061.22691.22830.0000
1342005.09.22 03:07close672.061.22451.22830.0000494.403023.55
1352005.09.22 16:06buy682.491.21671.21530.0000
1362005.09.22 16:28s/l682.491.21531.21530.0000-348.602674.95
1372005.09.22 16:28buy692.201.21531.21390.0000
1382005.09.22 16:39s/l692.201.21391.21390.0000-308.002366.95
1392005.09.22 16:39buy701.951.21401.21260.0000
1402005.09.22 17:49close701.951.21571.21260.0000331.512698.46
1412005.09.22 17:49buy712.221.21511.21370.0000
1422005.09.22 19:58s/l712.221.21371.21370.0000-310.802387.66
1432005.09.22 19:58buy721.971.21381.21240.0000
1442005.09.22 21:31close721.971.21561.21240.0000354.582742.24
1452005.09.23 08:58buy732.261.21161.21020.0000
1462005.09.23 10:42close732.261.21341.21020.0000406.793149.03
1472005.09.23 10:59buy742.601.21161.21020.0000
1482005.09.23 11:00close742.601.21381.21020.0000572.003721.03
1492005.09.23 11:35buy753.071.21161.21020.0000
1502005.09.23 14:44s/l753.071.21021.21020.0000-429.803291.23
1512005.09.23 15:28buy762.731.20691.20550.0000
1522005.09.23 19:10s/l762.731.20551.20550.0000-382.202909.03
1532005.09.26 17:48sell772.411.20551.20690.0000
1542005.09.26 20:51s/l772.411.20691.20690.0000-337.402571.63
1552005.09.30 12:39sell782.131.20561.20700.0000
1562005.09.30 14:09close782.131.20411.20700.0000319.502891.13
1572005.09.30 16:38sell792.401.20711.20850.0000
1582005.09.30 17:00close792.401.20451.20850.0000624.013515.14
1592005.09.30 17:26sell802.911.20711.20850.0000
1602005.09.30 17:30s/l802.911.20851.20850.0000-407.403107.74
1612005.09.30 17:30sell812.571.20841.20980.0000
1622005.09.30 17:37close812.571.20621.20980.0000565.403673.14
1632005.09.30 17:37sell823.041.20711.20850.0000
1642005.09.30 18:20close823.041.20501.20850.0000638.404311.54
1652005.10.03 02:33buy833.601.19801.19660.0000
1662005.10.03 02:48s/l833.601.19661.19660.0000-504.003807.54
1672005.10.03 02:48buy843.181.19631.19490.0000
1682005.10.03 03:07s/l843.181.19491.19490.0000-445.203362.34
1692005.10.03 03:07buy852.821.19361.19220.0000
1702005.10.03 03:16close852.821.19501.19220.0000394.803757.14
1712005.10.03 03:16buy863.141.19531.19390.0000
1722005.10.03 03:19s/l863.141.19391.19390.0000-439.603317.54
1732005.10.03 03:19buy872.781.19411.19270.0000
1742005.10.03 03:26close872.781.19551.19270.0000389.203706.74
1752005.10.03 03:26buy883.101.19611.19470.0000
1762005.10.03 03:27s/l883.101.19471.19470.0000-434.003272.74
1772005.10.03 03:27buy892.741.19481.19340.0000
1782005.10.03 04:15s/l892.741.19341.19340.0000-383.602889.14
1792005.10.06 19:48sell902.371.21841.21980.0000
1802005.10.06 20:35s/l902.371.21981.21980.0000-331.802557.34
1812005.10.07 14:39buy912.111.21081.20940.0000
1822005.10.07 14:39close912.111.21491.20940.0000865.103422.44
1832005.10.07 14:39buy922.831.21101.20960.0000
1842005.10.07 14:44close922.831.21351.20960.0000707.504129.94
1852005.10.07 14:44buy933.411.21031.20890.0000
1862005.10.07 14:44close933.411.21231.20890.0000681.964811.90
1872005.10.07 14:58buy943.981.21071.20930.0000
1882005.10.07 15:22s/l943.981.20931.20930.0000-557.204254.70
1892005.10.07 15:22buy953.521.20951.20810.0000
1902005.10.07 15:25close953.521.21111.20810.0000563.204817.90
1912005.10.07 15:25buy963.981.21051.20910.0000
1922005.10.07 15:45close963.981.21231.20910.0000716.405534.30
1932005.10.07 15:46buy974.571.21081.20940.0000
1942005.10.07 16:09close974.571.21301.20940.00001005.406539.70
1952005.10.10 14:03buy985.411.20921.20780.0000
1962005.10.10 14:09s/l985.411.20781.20780.0000-757.405782.30
1972005.10.10 14:09buy994.791.20781.20640.0000
1982005.10.10 14:57s/l994.791.20641.20640.0000-670.605111.70
1992005.10.10 14:57buy1004.241.20641.20500.0000
2002005.10.10 16:19s/l1004.241.20501.20500.0000-593.604518.10
2012005.10.11 03:04buy1013.761.20211.20070.0000
2022005.10.11 03:40close1013.761.20341.20070.0000488.805006.90
2032005.10.12 15:18sell1024.161.20401.20540.0000
2042005.10.12 16:00close1024.161.20231.20540.0000707.205714.10
2052005.10.12 18:25sell1034.741.20521.20660.0000
2062005.10.12 18:26close1034.741.20311.20660.0000995.386709.48
2072005.10.12 18:27sell1045.571.20481.20620.0000
2082005.10.12 18:29close1045.571.20141.20620.00001893.808603.28
2092005.10.13 03:19buy1057.181.19771.19630.0000
2102005.10.13 05:10close1057.181.19911.19630.00001005.229608.50
2112005.10.13 18:38sell1068.021.19841.19980.0000
2122005.10.13 19:41s/l1068.021.19981.19980.0000-1122.808485.70
2132005.10.13 19:41sell1077.071.19981.20120.0000
2142005.10.13 20:49s/l1077.071.20121.20120.0000-989.807495.90
2152005.10.13 21:33sell1086.231.20361.20500.0000
2162005.10.14 00:42close1086.231.20151.20500.00001361.458857.35
2172005.10.14 14:36sell1097.361.20331.20470.0000
2182005.10.14 14:38close1097.361.20071.20470.00001913.6010770.95
2192005.10.14 14:39sell1108.951.20411.20550.0000
2202005.10.14 14:39s/l1108.951.20551.20550.0000-1253.009517.95
2212005.10.14 14:39sell1117.891.20601.20740.0000
2222005.10.14 14:39close1117.891.20311.20740.00002288.0811806.03
2232005.10.14 14:39sell1129.811.20361.20500.0000
2242005.10.14 14:43s/l1129.811.20501.20500.0000-1373.4010432.63
2252005.10.14 14:43sell1138.651.20601.20740.0000
2262005.10.14 14:44close1138.651.20411.20740.00001643.4712076.10
2272005.10.14 14:44sell11410.031.20421.20560.0000
2282005.10.14 14:44s/l11410.031.20561.20560.0000-1404.2010671.90
2292005.10.14 14:44sell1158.851.20601.20740.0000
2302005.10.14 14:45close1158.851.20311.20740.00002566.4713238.37
2312005.10.14 14:46sell11611.001.20321.20460.0000
2322005.10.14 14:48s/l11611.001.20461.20460.0000-1540.0011698.37
2332005.10.14 14:48sell1179.701.20581.20720.0000
2342005.10.14 14:48close1179.701.20391.20720.00001843.0013541.37
2352005.10.14 14:48sell11811.251.20391.20530.0000
2362005.10.14 14:48s/l11811.251.20531.20530.0000-1575.0011966.37
2372005.10.14 14:48sell1199.931.20531.20670.0000
2382005.10.14 14:49close1199.931.20341.20670.00001886.7213853.09
2392005.10.14 14:54sell12011.511.20361.20500.0000
2402005.10.14 14:56close12011.511.20201.20500.00001841.6615694.75
2412005.10.14 16:17sell12113.041.20331.20470.0000
2422005.10.14 16:32s/l12113.041.20471.20470.0000-1825.6013869.15
2432005.10.14 16:32sell12211.511.20461.20600.0000
2442005.10.14 16:35s/l12211.511.20601.20600.0000-1611.4012257.75
2452005.10.14 16:35sell12310.171.20581.20720.0000
2462005.10.14 16:39s/l12310.171.20721.20720.0000-1423.8010833.95
2472005.10.14 16:39sell1248.981.20711.20850.0000
2482005.10.14 16:40close1248.981.20551.20850.00001436.8212270.77
2492005.10.14 16:41sell12510.181.20541.20680.0000
2502005.10.14 16:44s/l12510.181.20681.20680.0000-1425.2010845.57
2512005.10.14 16:44sell1268.991.20671.20810.0000
2522005.10.14 16:49s/l1268.991.20811.20810.0000-1258.609586.97
2532005.10.14 16:49sell1277.941.20791.20930.0000
2542005.10.14 17:05close1277.941.20621.20930.00001349.8210936.79
2552005.10.14 17:05sell1289.071.20601.20740.0000
2562005.10.14 17:15s/l1289.071.20741.20740.0000-1269.809666.99
2572005.10.14 17:15sell1298.011.20721.20860.0000
2582005.10.14 17:17s/l1298.011.20861.20860.0000-1121.408545.59
2592005.10.14 17:17sell1307.071.20851.20990.0000
2602005.10.14 17:46close1307.071.20691.20990.00001131.229676.81
2612005.10.14 17:46sell1318.021.20671.20810.0000
2622005.10.14 17:47s/l1318.021.20811.20810.0000-1122.808554.01
2632005.10.14 17:47sell1327.081.20791.20930.0000
2642005.10.14 18:10s/l1327.081.20931.20930.0000-991.207562.81
2652005.10.14 18:10sell1336.251.20921.21060.0000
2662005.10.14 19:15close1336.251.20741.21060.00001125.008687.81
2672005.10.14 19:15sell1347.201.20741.20880.0000
2682005.10.14 19:16close1347.201.20541.20880.00001440.0010127.81
2692005.10.14 19:16sell1358.401.20601.20740.0000
2702005.10.14 19:16s/l1358.401.20741.20740.0000-1176.008951.81
2712005.10.14 19:16sell1367.411.20791.20930.0000
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