Strategy Tester Report
cyberiatrader1_185f RSI CCI2 filter
| Symbol | EURUSDm (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2006.01.02 22:00 - 2006.10.17 04:00 (2006.01.01 - 2006.10.18) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | ExitMarket=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; EnableCCI2=true; EnableRSI=true; EnableCyberiaLogic=true; EnableLogicTrading=true; EnableADX=false; EnablePivot=false; BlockPipsator=true; EnableMoneyTrain=false; EnableReverseDetector=true; ReverseIndex=3.3; MoneyTrainLevel=4; MACDLevel=10; AutoLots=false; MAXLots=50; AutoDirection=true; ValuesPeriodCount=8; ValuesPeriodCountMax=8; SlipPage=1; Lots=1; StopLoss=0; TakeProfit=0; SymbolsCount=2; Risk=0.9; StopLossIndex=2.5; AutoStopLossIndex=true; StaticStopLoss=11; StopLevel=0; EnableTrailingStop=true; TimeTradeHoursDisabled=""; GMT=0; MagicNumber=123001; | ||||
| Bars in test | 17477 | Ticks modelled | 604981 | Modelling quality | 90.00% |
| Initial deposit | 500.00 | ||||
| Total net profit | 110.00 | Gross profit | 110.00 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 10.00 | |||
| Absolute drawdown | 0.00 | Maximal drawdown | 0.00 (0.00%) | Relative drawdown | 0.00% (0.00) |
| Total trades | 11 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 11 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 15.00 | loss trade | 0.00 | |
| Average | profit trade | 10.00 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 11 (110.00) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 110.00 (11) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 11 | consecutive losses | 0 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.01.11 19:23 | buy | 1 | 1.00 | 1.2127 | 1.2114 | 0.0000 | ||
| 2 | 2006.01.11 22:59 | close | 1 | 1.00 | 1.2140 | 1.2114 | 0.0000 | 13.00 | 513.00 |
| 3 | 2006.03.03 00:00 | buy | 2 | 1.00 | 1.2033 | 1.2020 | 0.0000 | ||
| 4 | 2006.03.03 00:30 | close | 2 | 1.00 | 1.2041 | 1.2020 | 0.0000 | 8.00 | 521.00 |
| 5 | 2006.04.03 08:59 | sell | 3 | 1.00 | 1.2062 | 1.2075 | 0.0000 | ||
| 6 | 2006.04.03 09:00 | close | 3 | 1.00 | 1.2047 | 1.2075 | 0.0000 | 15.00 | 536.00 |
| 7 | 2006.04.17 16:38 | buy | 4 | 1.00 | 1.2260 | 1.2247 | 0.0000 | ||
| 8 | 2006.04.17 16:52 | close | 4 | 1.00 | 1.2271 | 1.2247 | 0.0000 | 11.00 | 547.00 |
| 9 | 2006.04.30 22:02 | buy | 5 | 1.00 | 1.2622 | 1.2609 | 0.0000 | ||
| 10 | 2006.04.30 22:50 | close | 5 | 1.00 | 1.2632 | 1.2609 | 0.0000 | 10.00 | 557.00 |
| 11 | 2006.06.08 19:00 | sell | 6 | 1.00 | 1.2655 | 1.2668 | 0.0000 | ||
| 12 | 2006.06.08 19:04 | close | 6 | 1.00 | 1.2644 | 1.2668 | 0.0000 | 11.00 | 568.00 |
| 13 | 2006.06.08 19:59 | sell | 7 | 1.00 | 1.2654 | 1.2667 | 0.0000 | ||
| 14 | 2006.06.08 23:59 | close | 7 | 1.00 | 1.2644 | 1.2667 | 0.0000 | 10.00 | 578.00 |
| 15 | 2006.06.22 15:00 | sell | 8 | 1.00 | 1.2584 | 1.2597 | 0.0000 | ||
| 16 | 2006.06.22 15:19 | close | 8 | 1.00 | 1.2579 | 1.2597 | 0.0000 | 5.00 | 583.00 |
| 17 | 2006.06.22 15:59 | sell | 9 | 1.00 | 1.2581 | 1.2594 | 0.0000 | ||
| 18 | 2006.06.22 16:00 | close | 9 | 1.00 | 1.2570 | 1.2594 | 0.0000 | 11.00 | 594.00 |
| 19 | 2006.07.19 20:59 | buy | 10 | 1.00 | 1.2586 | 1.2573 | 0.0000 | ||
| 20 | 2006.07.19 21:26 | close | 10 | 1.00 | 1.2594 | 1.2573 | 0.0000 | 8.00 | 602.00 |
| 21 | 2006.08.10 17:31 | sell | 11 | 1.00 | 1.2787 | 1.2800 | 0.0000 | ||
| 22 | 2006.08.10 17:52 | close | 11 | 1.00 | 1.2779 | 1.2800 | 0.0000 | 8.00 | 610.00 |