Strategy Tester Report
cyberiatrader1_185f RSI CCI2 filter

SymbolEURUSDm (Euro vs US Dollar)
Period1 Hour (H1) 2006.01.02 22:00 - 2006.10.16 23:00 (2006.01.01 - 2006.10.18)
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; EnableCCI2=true; EnableRSI=true; EnableCyberiaLogic=true; EnableLogicTrading=true; EnableADX=false; EnablePivot=true; BlockPipsator=true; EnableMoneyTrain=false; EnableReverseDetector=true; ReverseIndex=3.82; MoneyTrainLevel=4; MACDLevel=10; AutoLots=false; MAXLots=50; AutoDirection=true; ValuesPeriodCount=7; ValuesPeriodCountMax=7; SlipPage=1; Lots=1; StopLoss=0; TakeProfit=0; SymbolsCount=2; Risk=0.7; StopLossIndex=2.5; AutoStopLossIndex=true; StaticStopLoss=11; StopLevel=0; EnableTrailingStop=true; TimeTradeHoursDisabled=""; GMT=0; MagicNumber=123000;
Bars in test17472Ticks modelled604628Modelling quality90.00%
Initial deposit500.00
Total net profit1545.03Gross profit1943.40Gross loss-398.37
Profit factor4.88Expected payoff7.80
Absolute drawdown0.00Maximal drawdown51.00 (2.52%)Relative drawdown5.44% (39.87)
Total trades198Short positions (won %)60 (76.67%)Long positions (won %)138 (87.68%)
Profit trades (% of total)167 (84.34%)Loss trades (% of total)31 (15.66%)
Largestprofit trade83.00loss trade-13.87
Averageprofit trade11.64loss trade-12.85
Maximumconsecutive wins (profit in money)23 (220.00)consecutive losses (loss in money)3 (-39.87)
Maximalconsecutive profit (count of wins)282.13 (21)consecutive loss (count of losses)-39.87 (3)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.03 17:03buy11.001.19681.19550.0000
22006.01.03 17:27close11.001.19751.19550.00007.00507.00
32006.01.04 10:17buy21.001.20561.20430.0000
42006.01.04 10:18close21.001.20651.20430.00009.00516.00
52006.01.04 14:18buy31.001.20761.20630.0000
62006.01.04 14:24close31.001.20851.20630.00009.00525.00
72006.01.04 14:29buy41.001.20761.20630.0000
82006.01.04 14:32close41.001.20851.20630.00009.00534.00
92006.01.04 15:04buy51.001.20791.20660.0000
102006.01.04 15:05close51.001.20881.20660.00009.00543.00
112006.01.12 04:59buy61.001.21401.21270.0000
122006.01.12 06:59modify61.001.21401.21280.0000
132006.01.12 06:59close61.001.21541.21280.000014.00557.00
142006.01.12 07:00buy71.001.21461.21330.0000
152006.01.12 10:10close71.001.21561.21330.000010.00567.00
162006.01.19 14:03sell81.001.20741.20870.0000
172006.01.19 14:32close81.001.20651.20870.00009.00576.00
182006.01.19 14:59sell91.001.20741.20870.0000
192006.01.19 15:59s/l91.001.20871.20870.0000-13.00563.00
202006.01.20 09:00sell101.001.20771.20900.0000
212006.01.20 10:00close101.001.20691.20900.00008.00571.00
222006.01.27 06:00sell111.001.22121.22250.0000
232006.01.27 06:23close111.001.22061.22250.00006.00577.00
242006.01.27 13:59sell121.001.22201.22330.0000
252006.01.27 15:59close121.001.21371.22330.000083.00660.00
262006.01.30 13:01sell131.001.20901.21030.0000
272006.01.30 13:20close131.001.20811.21030.00009.00669.00
282006.02.02 07:59sell141.001.20651.20780.0000
292006.02.02 08:00close141.001.20551.20780.000010.00679.00
302006.02.02 09:00sell151.001.20641.20770.0000
312006.02.02 09:35close151.001.20571.20770.00007.00686.00
322006.02.02 09:35sell161.001.20581.20710.0000
332006.02.02 09:59s/l161.001.20711.20710.0000-13.00673.00
342006.02.02 14:13sell171.001.20611.20740.0000
352006.02.02 14:54close171.001.20511.20740.000010.00683.00
362006.02.03 15:00sell181.001.20081.20210.0000
372006.02.03 15:03close181.001.19971.20210.000011.00694.00
382006.02.03 16:59sell191.001.20211.20340.0000
392006.02.03 18:28close191.001.20111.20340.000010.00704.00
402006.02.06 19:59sell201.001.19691.19820.0000
412006.02.06 20:01close201.001.19581.19820.000011.00715.00
422006.02.07 02:59sell211.001.19671.19800.0000
432006.02.07 06:59s/l211.001.19801.19800.0000-13.00702.00
442006.02.07 16:14sell221.001.19631.19760.0000
452006.02.07 16:59close221.001.19521.19760.000011.00713.00
462006.02.13 06:59sell231.001.19041.19170.0000
472006.02.13 09:01close231.001.18951.19170.00009.00722.00
482006.02.13 14:59sell241.001.19041.19170.0000
492006.02.13 15:25close241.001.18931.19170.000011.00733.00
502006.02.16 13:59sell251.001.18761.18890.0000
512006.02.16 20:58s/l251.001.18891.18890.0000-13.00720.00
522006.02.20 07:59buy261.001.19561.19430.0000
532006.02.20 08:59s/l261.001.19431.19430.0000-13.00707.00
542006.02.20 17:50buy271.001.19421.19290.0000
552006.02.21 00:17s/l271.001.19291.19290.0000-13.87693.13
562006.02.27 15:59sell281.001.18571.18700.0000
572006.02.27 16:39close281.001.18501.18700.00007.00700.13
582006.03.01 03:23buy291.001.19421.19290.0000
592006.03.01 13:59close291.001.19611.19290.000019.00719.13
602006.03.03 00:00buy301.001.20331.20200.0000
612006.03.03 00:35close301.001.20421.20200.00009.00728.13
622006.03.03 00:59buy311.001.20211.20080.0000
632006.03.03 05:00close311.001.20291.20080.00008.00736.13
642006.03.13 08:00buy321.001.19431.19300.0000
652006.03.13 08:36close321.001.19511.19300.00008.00744.13
662006.03.13 08:36buy331.001.19531.19400.0000
672006.03.13 08:37close331.001.19621.19400.00009.00753.13
682006.03.13 08:37buy341.001.19541.19410.0000
692006.03.13 08:37close341.001.19591.19410.00005.00758.13
702006.03.13 08:49buy351.001.19531.19400.0000
712006.03.13 08:56close351.001.19591.19400.00006.00764.13
722006.03.13 08:59buy361.001.19341.19210.0000
732006.03.13 13:11s/l361.001.19211.19210.0000-13.00751.13
742006.03.15 15:08buy371.001.20321.20190.0000
752006.03.15 15:10close371.001.20401.20190.00008.00759.13
762006.03.15 15:11buy381.001.20431.20300.0000
772006.03.15 15:12close381.001.20511.20300.00008.00767.13
782006.03.15 15:13buy391.001.20431.20300.0000
792006.03.15 15:22close391.001.20521.20300.00009.00776.13
802006.03.15 15:41buy401.001.20431.20300.0000
812006.03.15 16:02close401.001.20501.20300.00007.00783.13
822006.03.16 13:00buy411.001.20691.20560.0000
832006.03.16 13:59close411.001.21301.20560.000061.00844.13
842006.03.16 20:00buy421.001.21731.21600.0000
852006.03.16 21:59close421.001.21821.21600.00009.00853.13
862006.03.23 20:59sell431.001.19741.19870.0000
872006.03.23 23:57close431.001.19681.19870.00006.00859.13
882006.03.28 14:00buy441.001.20781.20650.0000
892006.03.28 14:04close441.001.20861.20650.00008.00867.13
902006.03.28 14:21buy451.001.20821.20690.0000
912006.03.28 14:34close451.001.20901.20690.00008.00875.13
922006.03.28 14:41buy461.001.20821.20690.0000
932006.03.28 18:10s/l461.001.20691.20690.0000-13.00862.13
942006.03.30 06:00buy471.001.20581.20450.0000
952006.03.30 06:12close471.001.20671.20450.00009.00871.13
962006.03.30 06:59buy481.001.20561.20430.0000
972006.03.30 07:37close481.001.20661.20430.000010.00881.13
982006.03.30 13:00buy491.001.20711.20580.0000
992006.03.30 13:21close491.001.20791.20580.00008.00889.13
1002006.04.05 09:18buy501.001.22641.22510.0000
1012006.04.05 09:26close501.001.22741.22510.000010.00899.13
1022006.04.05 09:40buy511.001.22641.22510.0000
1032006.04.05 12:59modify511.001.22641.22610.0000
1042006.04.05 12:59close511.001.22881.22610.000024.00923.13
1052006.04.05 13:59buy521.001.22771.22640.0000
1062006.04.05 13:59close521.001.22921.22640.000015.00938.13
1072006.04.05 14:14buy531.001.22611.22480.0000
1082006.04.05 14:18modify531.001.22611.22610.0000
1092006.04.05 14:20close531.001.22721.22610.000011.00949.13
1102006.04.10 17:07sell541.001.20911.21040.0000
1112006.04.10 19:59s/l541.001.21041.21040.0000-13.00936.13
1122006.04.17 13:01buy551.001.22151.22020.0000
1132006.04.17 13:42close551.001.22251.22020.000010.00946.13
1142006.04.17 13:42buy561.001.22281.22150.0000
1152006.04.17 13:45s/l561.001.22151.22150.0000-13.00933.13
1162006.04.17 13:45buy571.001.22161.22030.0000
1172006.04.17 13:52close571.001.22251.22030.00009.00942.13
1182006.04.17 13:52buy581.001.22361.22230.0000
1192006.04.17 14:19close581.001.22431.22230.00007.00949.13
1202006.04.17 16:38buy591.001.22601.22470.0000
1212006.04.17 16:45modify591.001.22601.22610.0000
1222006.04.17 17:00close591.001.22771.22610.000017.00966.13
1232006.04.17 18:00buy601.001.22681.22550.0000
1242006.04.17 18:04modify601.001.22681.22610.0000
1252006.04.17 18:26s/l601.001.2261361.22610.0000-6.64959.50
1262006.04.18 14:31buy611.001.22741.22610.0000
1272006.04.18 14:31modify611.001.22741.22610.0000
1282006.04.18 14:32close611.001.22821.22610.00008.00967.50
1292006.04.18 14:33buy621.001.22791.22660.0000
1302006.04.18 14:53close621.001.22911.22660.000012.00979.50
1312006.04.19 01:37buy631.001.23511.23380.0000
1322006.04.19 01:49close631.001.23581.23380.00007.00986.50
1332006.04.24 08:44buy641.001.23791.23660.0000
1342006.04.24 08:47close641.001.23881.23660.00009.00995.50
1352006.04.24 23:52buy651.001.23811.23680.0000
1362006.04.25 03:25s/l651.001.23681.23680.0000-13.87981.63
1372006.04.25 08:00buy661.001.23861.23730.0000
1382006.04.25 08:04close661.001.23911.23730.00005.00986.63
1392006.04.25 08:11buy671.001.23851.23720.0000
1402006.04.25 08:59close671.001.23931.23720.00008.00994.63
1412006.04.25 14:00buy681.001.23991.23860.0000
1422006.04.25 14:08close681.001.24081.23860.00009.001003.63
1432006.04.26 14:00buy691.001.24231.24100.0000
1442006.04.26 14:20close691.001.24301.24100.00007.001010.63
1452006.04.26 14:20buy701.001.24331.24200.0000
1462006.04.26 14:29s/l701.001.24201.24200.0000-13.00997.63
1472006.04.26 14:29buy711.001.24221.24090.0000
1482006.04.26 14:59modify711.001.24221.24160.0000
1492006.04.26 14:59close711.001.24411.24160.000019.001016.63
1502006.04.26 15:04buy721.001.24371.24240.0000
1512006.04.26 15:25close721.001.24441.24240.00007.001023.63
1522006.04.26 17:00buy731.001.24391.24260.0000
1532006.04.26 17:51close731.001.24491.24260.000010.001033.63
1542006.04.26 17:55buy741.001.24561.24430.0000
1552006.04.26 17:59s/l741.001.24431.24430.0000-13.001020.63
1562006.04.26 17:59buy751.001.24431.24300.0000
1572006.04.26 18:00modify751.001.24431.24330.0000
1582006.04.26 18:28close751.001.24581.24330.000015.001035.63
1592006.04.26 19:12buy761.001.24511.24380.0000
1602006.04.27 00:59close761.001.24641.24380.000010.411046.04
1612006.04.28 00:21buy771.001.25321.25190.0000
1622006.04.28 00:59close771.001.25391.25190.00007.001053.04
1632006.04.28 09:20buy781.001.25481.25350.0000
1642006.04.28 12:59close781.001.25591.25350.000011.001064.04
1652006.04.28 17:11buy791.001.26201.26070.0000
1662006.04.28 18:01close791.001.26271.26070.00007.001071.04
1672006.04.28 18:38buy801.001.26211.26080.0000
1682006.04.28 18:52close801.001.26281.26080.00007.001078.04
1692006.04.28 18:59buy811.001.26141.26010.0000
1702006.04.28 20:02close811.001.26271.26010.000013.001091.04
1712006.04.30 22:02buy821.001.26221.26090.0000
1722006.04.30 22:53close821.001.26331.26090.000011.001102.04
1732006.05.01 12:08buy831.001.26181.26050.0000
1742006.05.01 12:59modify831.001.26181.26490.0000
1752006.05.01 13:00close831.001.26691.26490.000051.001153.04
1762006.05.01 14:00buy841.001.26301.26170.0000
1772006.05.01 14:09close841.001.26421.26170.000012.001165.04
1782006.05.01 14:15buy851.001.26341.26210.0000
1792006.05.01 14:30s/l851.001.26211.26210.0000-13.001152.04
1802006.05.01 14:30buy861.001.26221.26090.0000
1812006.05.01 14:36close861.001.26351.26090.000013.001165.04
1822006.05.01 14:36buy871.001.26321.26190.0000
1832006.05.01 14:41close871.001.26431.26190.000011.001176.04
1842006.05.01 14:59buy881.001.26201.26070.0000
1852006.05.01 15:59close881.001.26301.26070.000010.001186.04
1862006.05.04 16:07buy891.001.26671.26540.0000
1872006.05.04 16:19close891.001.26761.26540.00009.001195.04
1882006.05.04 20:08buy901.001.26961.26830.0000
1892006.05.04 20:10close901.001.27091.26830.000013.001208.04
1902006.05.05 14:30buy911.001.27201.27070.0000
1912006.05.05 14:30close911.001.27321.27070.000012.001220.04
1922006.05.05 14:30buy921.001.27251.27120.0000
1932006.05.05 14:30close921.001.27381.27120.000013.001233.04
1942006.05.05 14:30buy931.001.27201.27070.0000
1952006.05.05 14:30modify931.001.27201.27080.0000
1962006.05.05 14:30close931.001.27431.27080.000023.001256.04
1972006.05.05 14:31buy941.001.27201.27070.0000
1982006.05.05 14:31modify941.001.27201.27160.0000
1992006.05.05 14:31close941.001.27511.27160.000031.001287.04
2002006.05.05 14:31buy951.001.27201.27070.0000
2012006.05.05 14:31modify951.001.27201.27160.0000
2022006.05.05 14:31close951.001.27371.27160.000017.001304.04
2032006.05.05 14:31buy961.001.27361.27230.0000
2042006.05.05 14:31close961.001.27571.27230.000021.001325.04
2052006.05.05 14:31buy971.001.27381.27250.0000
2062006.05.05 14:31close971.001.27571.27250.000019.001344.04
2072006.05.07 22:06buy981.001.27351.27220.0000
2082006.05.07 22:48close981.001.27451.27220.000010.001354.04
2092006.05.07 22:59buy991.001.27331.27200.0000
2102006.05.07 23:00modify991.001.27331.27220.0000
2112006.05.07 23:22close991.001.27441.27220.000011.001365.04
2122006.05.08 10:18buy1001.001.27591.27460.0000
2132006.05.08 10:26close1001.001.27681.27460.00009.001374.04
2142006.05.09 15:59buy1011.001.27441.27310.0000
2152006.05.09 15:59modify1011.001.27441.27390.0000
2162006.05.09 16:07close1011.001.27541.27390.000010.001384.04
2172006.05.09 23:59buy1021.001.27581.27450.0000
2182006.05.10 01:00close1021.001.27661.27450.00007.131391.17
2192006.05.10 08:45buy1031.001.27771.27640.0000
2202006.05.10 08:51modify1031.001.27771.27650.0000
2212006.05.10 08:51modify1031.001.27771.27670.0000
2222006.05.10 08:52modify1031.001.27771.27680.0000
2232006.05.10 08:52close1031.001.27911.27680.000014.001405.17
2242006.05.10 16:00buy1041.001.27851.27720.0000
2252006.05.10 16:16close1041.001.27961.27720.000011.001416.17
2262006.05.10 16:59buy1051.001.27861.27730.0000
2272006.05.10 17:00close1051.001.27961.27730.000010.001426.17
2282006.05.10 20:00buy1061.001.27931.27800.0000
2292006.05.10 20:12close1061.001.28011.27800.00008.001434.17
2302006.05.10 20:17buy1071.001.27931.27800.0000
2312006.05.10 20:17s/l1071.001.27801.27800.0000-13.001421.17
2322006.05.10 20:17buy1081.001.27781.27650.0000
2332006.05.10 20:17modify1081.001.27781.27680.0000
2342006.05.10 20:17close1081.001.27861.27680.00008.001429.17
2352006.05.10 20:17buy1091.001.27891.27760.0000
2362006.05.10 20:17close1091.001.27981.27760.00009.001438.17
2372006.05.10 20:17buy1101.001.27871.27740.0000
2382006.05.10 20:18close1101.001.27951.27740.00008.001446.17
2392006.05.10 20:18buy1111.001.27881.27750.0000
2402006.05.10 20:18close1111.001.28041.27750.000016.001462.17
2412006.05.10 20:18buy1121.001.27861.27730.0000
2422006.05.10 20:18close1121.001.28041.27730.000018.001480.17
2432006.05.10 20:18buy1131.001.27881.27750.0000
2442006.05.10 20:19close1131.001.27991.27750.000011.001491.17
2452006.05.10 20:19buy1141.001.27801.27670.0000
2462006.05.10 20:19modify1141.001.27801.27680.0000
2472006.05.10 20:19close1141.001.28001.27680.000020.001511.17
2482006.05.10 20:20buy1151.001.27921.27790.0000
2492006.05.10 20:20close1151.001.28021.27790.000010.001521.17
2502006.05.10 20:21buy1161.001.27901.27770.0000
2512006.05.10 20:21close1161.001.28001.27770.000010.001531.17
2522006.05.10 20:22buy1171.001.27931.27800.0000
2532006.05.10 20:22s/l1171.001.27801.27800.0000-13.001518.17
2542006.05.10 20:22buy1181.001.27781.27650.0000
2552006.05.10 20:22modify1181.001.27781.27680.0000
2562006.05.10 20:22close1181.001.27871.27680.00009.001527.17
2572006.05.10 20:22buy1191.001.27911.27780.0000
2582006.05.10 20:22close1191.001.28011.27780.000010.001537.17
2592006.05.10 20:22buy1201.001.27791.27660.0000
2602006.05.10 20:23modify1201.001.27791.27680.0000
2612006.05.10 20:23close1201.001.27881.27680.00009.001546.17
2622006.05.10 20:23buy1211.001.27781.27650.0000
2632006.05.10 20:23modify1211.001.27781.27680.0000
2642006.05.10 20:59close1211.001.27861.27680.00008.001554.17
2652006.05.12 11:34buy1221.001.29061.28930.0000
2662006.05.12 11:35close1221.001.29211.28930.000015.001569.17
2672006.05.12 13:51buy1231.001.28851.28720.0000
2682006.05.12 13:51modify1231.001.28851.28840.0000
2692006.05.12 13:51close1231.001.29031.28840.000018.001587.17
2702006.05.12 13:59buy1241.001.28881.28750.0000
2712006.05.12 14:00modify1241.001.28881.28840.0000
2722006.05.12 14:00close1241.001.29021.28840.000014.001601.17
2732006.05.17 18:34sell1251.001.27461.27590.0000
2742006.05.17 21:59close1251.001.27281.27590.000018.001619.17
2752006.05.17 22:32sell1261.001.27471.27600.0000
2762006.05.17 23:45close1261.001.27321.27600.000015.001634.17
2772006.05.19 15:00sell1271.001.27241.27370.0000
2782006.05.19 15:26s/l1271.001.27371.27370.0000-13.001621.17
2792006.05.19 15:29sell1281.001.27451.27580.0000
2802006.05.19 16:59s/l1281.001.27581.27580.0000-13.001608.17
2812006.05.22 06:00sell1291.001.27391.27520.0000
2822006.05.22 06:59close1291.001.27051.27520.000034.001642.17
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2912006.05.31 07:00buy1341.001.28761.28630.0000
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