Strategy Tester Report
Cyclesurfer

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 1970.01.01 00:00 - 1970.01.01 00:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersTrailingStopLoss=0; InitialStopLoss=15; TakeProfit=15; FixedFractionalPercent=0.02; BBPeriod=13; PSarMax=0.2; PSarStep=0.002;
Bars in test6274Ticks modelled23206947Modelling quality99.00%
Initial deposit1000.00
Total net profit-635.36Gross profit605.05Gross loss-1240.41
Profit factor0.49Expected payoff-4.32
Absolute drawdown635.36Maximal drawdown636.02 (63.56%)Relative drawdown63.56% (636.02)
Total trades147Short positions (won %)81 (33.33%)Long positions (won %)66 (33.33%)
Profit trades (% of total)49 (33.33%)Loss trades (% of total)98 (66.67%)
Largestprofit trade20.17loss trade-19.50
Averageprofit trade12.35loss trade-12.66
Maximumconsecutive wins (profit in money)3 (54.00)consecutive losses (loss in money)12 (-137.64)
Maximalconsecutive profit (count of wins)54.00 (3)consecutive loss (count of losses)-137.64 (12)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.06 07:00sell10.131.20951.21101.2080
22006.01.06 07:36s/l10.131.21101.21101.2080-19.50980.50
32006.01.09 02:00buy20.131.21281.21131.2143
42006.01.09 02:26s/l20.131.21131.21131.2143-19.50961.00
52006.01.10 15:00sell30.131.20731.20881.2058
62006.01.10 17:23t/p30.131.20581.20881.205819.50980.50
72006.01.10 22:00sell40.131.20741.20891.2059
82006.01.11 00:26t/p40.131.20591.20891.205920.171000.67
92006.01.13 09:00sell50.131.20631.20781.2048
102006.01.13 09:12s/l50.131.20781.20781.2048-19.50981.17
112006.01.13 11:00sell60.131.20761.20911.2061
122006.01.13 11:25s/l60.131.20911.20911.2061-19.50961.67
132006.01.16 18:00buy70.131.21181.21031.2133
142006.01.16 19:54s/l70.131.21031.21031.2133-19.50942.17
152006.01.18 03:00sell80.131.21161.21311.2101
162006.01.18 03:01s/l80.131.21311.21311.2101-19.50922.67
172006.01.18 19:00buy90.121.21111.20961.2126
182006.01.18 19:19s/l90.121.20961.20961.2126-18.00904.67
192006.01.19 11:00sell100.121.21141.21291.2099
202006.01.19 11:50t/p100.121.20991.21291.209918.00922.67
212006.01.19 15:00sell110.121.20891.21041.2074
222006.01.19 15:27s/l110.121.21041.21041.2074-18.00904.67
232006.01.19 20:00sell120.121.20911.21061.2076
242006.01.19 22:07t/p120.121.20761.21061.207618.00922.67
252006.01.20 09:00sell130.121.20961.21111.2081
262006.01.20 09:17s/l130.121.21111.21111.2081-18.00904.67
272006.01.24 17:00buy140.121.22831.22681.2298
282006.01.24 17:37s/l140.121.22681.22681.2298-18.00886.67
292006.01.25 03:00buy150.121.22731.22581.2288
302006.01.25 03:31t/p150.121.22881.22581.228818.00904.67
312006.01.26 03:00sell160.121.22641.22791.2249
322006.01.26 03:20t/p160.121.22491.22791.224918.00922.67
332006.01.27 09:00sell170.121.22201.22351.2205
342006.01.27 10:02t/p170.121.22051.22351.220518.00940.67
352006.02.02 11:00sell180.131.20861.21011.2071
362006.02.02 11:19s/l180.131.21011.21011.2071-19.50921.17
372006.02.07 09:00sell190.121.19851.20001.1970
382006.02.07 10:10t/p190.121.19701.20001.197018.00939.17
392006.02.09 14:00buy200.131.19741.19591.1989
402006.02.09 18:09t/p200.131.19891.19591.198919.50958.67
412006.02.13 02:00sell210.131.19021.19171.1887
422006.02.13 02:18s/l210.131.19171.19171.1887-19.50939.17
432006.02.13 22:00sell220.131.19031.19181.1888
442006.02.14 01:14s/l220.131.19181.19181.1888-18.83920.33
452006.02.16 01:00buy230.121.18841.18691.1899
462006.02.16 04:22s/l230.121.18691.18691.1899-18.00902.33
472006.02.17 10:00sell240.121.18941.19091.1879
482006.02.17 10:06s/l240.121.19091.19091.1879-18.00884.33
492006.02.23 05:00sell250.121.19381.19531.1923
502006.02.23 05:18s/l250.121.19531.19531.1923-18.00866.33
512006.02.27 11:00sell260.121.18561.18711.1841
522006.02.27 11:39s/l260.121.18711.18711.1841-18.00848.33
532006.02.27 14:00sell270.111.18581.18731.1843
542006.02.27 19:04t/p270.111.18431.18731.184316.50864.83
552006.02.28 04:00sell280.121.18661.18811.1851
562006.02.28 04:15s/l280.121.18811.18811.1851-18.00846.83
572006.03.01 11:00buy290.111.19361.19211.1951
582006.03.01 11:33s/l290.111.19211.19211.1951-16.50830.33
592006.03.03 11:00buy300.111.20131.19981.2028
602006.03.03 11:08t/p300.111.20281.19981.202816.50846.83
612006.03.06 04:00buy310.111.20521.20371.2067
622006.03.06 05:38s/l310.111.20371.20371.2067-16.50830.33
632006.03.08 11:00sell320.111.19201.19351.1905
642006.03.08 12:49s/l320.111.19351.19351.1905-16.50813.83
652006.03.08 16:00sell330.111.19201.19351.1905
662006.03.08 18:00s/l330.111.19351.19351.1905-16.50797.33
672006.03.13 13:00buy340.111.19361.19211.1951
682006.03.13 14:15t/p340.111.19511.19211.195116.50813.83
692006.03.14 06:00buy350.111.19571.19421.1972
702006.03.14 06:09s/l350.111.19421.19421.1972-16.50797.33
712006.03.20 08:00sell360.111.21841.21991.2169
722006.03.20 09:31t/p360.111.21691.21991.216916.50813.83
732006.03.24 04:00sell370.111.19711.19861.1956
742006.03.24 07:13t/p370.111.19561.19861.195616.50830.33
752006.03.29 12:00sell380.111.20151.20301.2000
762006.03.29 12:08s/l380.111.20301.20301.2000-16.50813.83
772006.04.03 23:00sell390.111.21441.21591.2129
782006.04.04 00:27s/l390.111.21591.21591.2129-15.94797.90
792006.04.04 03:00buy400.111.21281.21131.2143
802006.04.04 03:22t/p400.111.21431.21131.214316.50814.40
812006.04.04 21:00buy410.111.22501.22351.2265
822006.04.04 21:22t/p410.111.22651.22351.226516.50830.90
832006.04.07 09:00sell420.111.21941.22091.2179
842006.04.07 09:01s/l420.111.22091.22091.2179-16.50814.40
852006.04.10 10:00sell430.111.21191.21341.2104
862006.04.10 11:00t/p430.111.21041.21341.210416.50830.90
872006.04.11 09:00sell440.111.21181.21331.2103
882006.04.11 09:50s/l440.111.21331.21331.2103-16.50814.40
892006.04.13 03:00sell450.111.21151.21301.2100
902006.04.13 03:04s/l450.111.21301.21301.2100-16.50797.90
912006.04.21 05:00sell460.111.23241.23391.2309
922006.04.21 05:09s/l460.111.23391.23391.2309-16.50781.40
932006.04.25 03:00buy470.101.23821.23671.2397
942006.04.25 03:12t/p470.101.23971.23671.239715.00796.40
952006.04.26 03:00buy480.111.24231.24081.2438
962006.04.26 03:32s/l480.111.24081.24081.2438-16.50779.90
972006.04.27 03:00buy490.101.24561.24411.2471
982006.04.27 03:28s/l490.101.24411.24411.2471-15.00764.90
992006.05.02 04:00sell500.101.25921.26071.2577
1002006.05.02 04:14s/l500.101.26071.26071.2577-15.00749.90
1012006.05.02 15:00sell510.101.26271.26421.2612
1022006.05.02 17:21t/p510.101.26121.26421.261215.00764.90
1032006.05.02 22:00sell520.101.26351.26501.2620
1042006.05.02 22:29s/l520.101.26501.26501.2620-15.00749.90
1052006.05.03 05:00sell530.101.26461.26611.2631
1062006.05.03 05:59t/p530.101.26311.26611.263115.00764.90
1072006.05.04 10:00sell540.101.26451.26601.2630
1082006.05.04 10:04s/l540.101.26601.26601.2630-15.00749.90
1092006.05.05 05:00buy550.101.26901.26751.2705
1102006.05.05 06:03s/l550.101.26751.26751.2705-15.00734.90
1112006.05.08 10:00buy560.101.27141.26991.2729
1122006.05.08 10:13s/l560.101.26991.26991.2729-15.00719.90
1132006.05.09 06:00buy570.101.26861.26711.2701
1142006.05.09 07:11t/p570.101.27011.26711.270115.00734.90
1152006.05.11 09:00sell580.101.27411.27561.2726
1162006.05.11 09:15s/l580.101.27561.27561.2726-15.00719.90
1172006.05.16 09:00sell590.101.28541.28691.2839
1182006.05.16 09:15t/p590.101.28391.28691.283915.00734.90
1192006.05.16 14:00sell600.101.28441.28591.2829
1202006.05.16 14:25s/l600.101.28591.28591.2829-15.00719.90
1212006.05.16 22:00sell610.101.28591.28741.2844
1222006.05.16 23:30s/l610.101.28741.28741.2844-15.00704.90
1232006.05.17 10:00buy620.091.28401.28251.2855
1242006.05.17 10:24s/l620.091.28251.28251.2855-13.50691.40
1252006.05.23 09:00buy630.091.28381.28231.2853
1262006.05.23 09:28s/l630.091.28231.28231.2853-13.50677.90
1272006.05.24 11:00buy640.091.27671.27521.2782
1282006.05.24 11:17s/l640.091.27521.27521.2782-13.50664.40
1292006.06.01 11:00sell650.091.28181.28331.2803
1302006.06.01 11:20t/p650.091.28031.28331.280313.50677.90
1312006.06.02 08:00sell660.091.28161.28311.2801
1322006.06.02 08:26s/l660.091.28311.28311.2801-13.50664.40
1332006.06.05 15:00buy670.091.29241.29091.2939
1342006.06.05 15:59s/l670.091.29091.29091.2939-13.50650.90
1352006.06.12 00:00sell680.091.26281.26431.2613
1362006.06.12 02:31s/l680.091.26431.26431.2613-13.50637.40
1372006.06.16 16:00buy690.081.26421.26271.2657
1382006.06.18 15:30close690.081.26511.26271.26577.20644.60
1392006.06.20 02:00sell700.091.25871.26021.2572
1402006.06.20 03:03s/l700.091.26021.26021.2572-13.50631.10
1412006.06.22 04:00buy710.081.26411.26261.2656
1422006.06.22 05:24s/l710.081.26261.26261.2656-12.00619.10
1432006.06.27 12:00buy720.081.25921.25771.2607
1442006.06.27 16:08s/l720.081.25771.25771.2607-12.00607.10
1452006.06.28 00:00buy730.081.25771.25621.2592
1462006.06.28 02:15s/l730.081.25621.25621.2592-12.00595.10
1472006.07.04 16:00buy740.081.28011.27861.2816
1482006.07.04 17:49s/l740.081.27861.27861.2816-12.00583.10
1492006.07.05 01:00sell750.081.28061.28211.2791
1502006.07.05 01:16s/l750.081.28211.28211.2791-12.00571.10
1512006.07.06 07:00sell760.081.27371.27521.2722
1522006.07.06 07:58s/l760.081.27521.27521.2722-12.00559.10
1532006.07.07 03:00sell770.071.27781.27931.2763
1542006.07.07 03:22s/l770.071.27931.27931.2763-10.50548.60
1552006.07.10 06:00buy780.071.27831.27681.2798
1562006.07.10 06:51s/l780.071.27681.27681.2798-10.50538.10
1572006.07.11 07:00sell790.071.27381.27531.2723
1582006.07.11 07:23s/l790.071.27531.27531.2723-10.50527.60
1592006.07.11 11:00sell800.071.27491.27641.2734
1602006.07.11 11:17s/l800.071.27641.27641.2734-10.50517.10
1612006.07.11 23:00sell810.071.27591.27741.2744
1622006.07.12 01:11s/l810.071.27741.27741.2744-10.14506.96
1632006.07.12 03:00sell820.071.27721.27871.2757
1642006.07.12 03:56t/p820.071.27571.27871.275710.50517.46
1652006.07.18 07:00sell830.071.25351.25501.2520
1662006.07.18 07:18s/l830.071.25501.25501.2520-10.50506.96
1672006.07.18 09:00sell840.071.25391.25541.2524
1682006.07.18 09:06s/l840.071.25541.25541.2524-10.50496.46
1692006.07.26 05:00sell850.071.25881.26031.2573
1702006.07.26 05:04s/l850.071.26031.26031.2573-10.50485.96
1712006.07.28 05:00buy860.061.26911.26761.2706
1722006.07.28 06:40s/l860.061.26761.26761.2706-9.00476.96
1732006.07.28 07:00buy870.061.26741.26591.2689
1742006.07.28 07:56s/l870.061.26591.26591.2689-9.00467.96
1752006.07.28 09:00sell880.061.27241.27391.2709
1762006.07.28 09:04s/l880.061.27391.27391.2709-9.00458.96
1772006.08.02 16:00buy890.061.27911.27761.2806
1782006.08.02 20:23s/l890.061.27761.27761.2806-9.00449.96
1792006.08.03 08:00sell900.061.27821.27971.2767
1802006.08.03 08:30s/l900.061.27971.27971.2767-9.00440.96
1812006.08.15 04:00sell910.061.27371.27521.2722
1822006.08.15 04:56t/p910.061.27221.27521.27229.00449.96
1832006.08.15 09:00sell920.061.27761.27911.2761
1842006.08.15 09:00t/p920.061.27611.27911.27619.00458.96
1852006.08.16 01:00buy930.061.27881.27731.2803
1862006.08.16 07:02s/l930.061.27731.27731.2803-9.00449.96
1872006.08.22 04:00buy940.061.28761.28611.2891
1882006.08.22 05:00s/l940.061.28611.28611.2891-9.00440.96
1892006.08.24 05:00sell950.061.28351.28501.2820
1902006.08.24 05:35t/p950.061.28201.28501.28209.00449.96
1912006.08.25 04:00sell960.061.27731.27881.2758
1922006.08.25 08:21t/p960.061.27581.27881.27589.00458.96
1932006.08.29 15:00sell970.061.28331.28481.2818
1942006.08.29 20:27s/l970.061.28481.28481.2818-9.00449.96
1952006.08.30 06:00buy980.061.28241.28091.2839
1962006.08.30 09:10t/p980.061.28391.28091.28399.00458.96
1972006.08.30 12:00buy990.061.28271.28121.2842
1982006.08.30 16:16t/p990.061.28421.28121.28429.00467.96
1992006.08.30 22:00buy1000.061.28341.28191.2849
2002006.08.31 00:32s/l1000.061.28191.28191.2849-10.12457.83
2012006.08.31 22:00buy1010.061.28111.27961.2826
2022006.08.31 23:23s/l1010.061.27961.27961.2826-9.00448.83
2032006.09.01 03:00buy1020.061.28111.27961.2826
2042006.09.01 04:48t/p1020.061.28261.27961.28269.00457.83
2052006.09.01 12:00sell1030.061.28321.28471.2817
2062006.09.01 12:01s/l1030.061.28471.28471.2817-9.00448.83
2072006.09.05 21:00buy1040.061.28181.28031.2833
2082006.09.06 03:22t/p1040.061.28331.28031.28338.63457.46
2092006.09.06 07:00buy1050.061.28181.28031.2833
2102006.09.06 07:13s/l1050.061.28031.28031.2833-9.00448.46
2112006.09.11 19:00sell1060.061.27071.27221.2692
2122006.09.11 19:33t/p1060.061.26921.27221.26929.00457.46
2132006.09.12 10:00buy1070.061.27021.26871.2717
2142006.09.12 10:12s/l1070.061.26871.26871.2717-9.00448.46
2152006.09.13 12:00sell1080.061.27091.27241.2694
2162006.09.13 13:23t/p1080.061.26941.27241.26949.00457.46
2172006.09.19 12:00buy1090.061.26851.26701.2700
2182006.09.19 12:05s/l1090.061.26701.26701.2700-9.00448.46
2192006.09.20 02:00buy1100.061.26811.26661.2696
2202006.09.20 02:12s/l1100.061.26661.26661.2696-9.00439.46
2212006.09.20 07:00buy1110.061.26761.26611.2691
2222006.09.20 09:42t/p1110.061.26911.26611.26919.00448.46
2232006.09.26 20:00sell1120.061.26951.27101.2680
2242006.09.27 02:08t/p1120.061.26801.27101.26809.31457.77
2252006.09.27 10:00sell1130.061.27031.27181.2688
2262006.09.27 10:02t/p1130.061.26881.27181.26889.00466.77
2272006.09.28 16:00buy1140.061.27071.26921.2722
2282006.09.29 02:01s/l1140.061.26921.26921.2722-9.37457.39
2292006.10.02 06:00sell1150.061.26891.27041.2674
2302006.10.02 06:15s/l1150.061.27041.27041.2674-9.00448.39
2312006.10.03 18:00buy1160.061.27331.27181.2748
2322006.10.03 21:45s/l1160.061.27181.27181.2748-9.00439.39
2332006.10.05 03:00sell1170.061.27141.27291.2699
2342006.10.05 08:06s/l1170.061.27291.27291.2699-9.00430.39
2352006.10.09 04:00sell1180.061.26011.26161.2586
2362006.10.09 05:24s/l1180.061.26161.26161.2586-9.00421.39
2372006.10.09 10:00sell1190.061.26051.26201.2590
2382006.10.09 20:14t/p1190.061.25901.26201.25909.00430.39
2392006.10.11 04:00sell1200.061.25441.25591.2529
2402006.10.11 04:21s/l1200.061.25591.25591.2529-9.00421.39
2412006.10.12 10:00sell1210.061.25411.25561.2526
2422006.10.12 13:39s/l1210.061.25561.25561.2526-9.00412.39
2432006.10.20 06:00buy1220.051.26071.25921.2622
2442006.10.20 07:50t/p1220.051.26221.25921.26227.50419.89
2452006.10.23 02:00buy1230.061.26101.25951.2625
2462006.10.23 02:21s/l1230.061.25951.25951.2625-9.00410.89
2472006.10.24 08:00sell1240.051.25491.25641.2534
2482006.10.24 11:12s/l1240.051.25641.25641.2534-7.50403.39
2492006.10.24 19:00sell1250.051.25541.25691.2539
2502006.10.24 20:21s/l1250.051.25691.25691.2539-7.50395.89
2512006.10.25 05:00sell1260.051.25681.25831.2553
2522006.10.25 06:24s/l1260.051.25831.25831.2553-7.50388.39
2532006.10.27 03:00buy1270.051.26811.26661.2696
2542006.10.27 05:20s/l1270.051.26661.26661.2696-7.50380.89
2552006.11.01 08:00buy1280.051.27581.27431.2773
2562006.11.01 10:00t/p1280.051.27731.27431.27737.50388.39
2572006.11.03 03:00buy1290.051.27691.27541.2784
2582006.11.03 08:30t/p1290.051.27841.27541.27847.50395.89
2592006.11.09 02:00buy1300.051.27631.27481.2778
2602006.11.09 02:27t/p1300.051.27781.27481.27787.50403.39
2612006.11.13 03:00buy1310.051.28631.28481.2878
2622006.11.13 03:06s/l1310.051.28481.28481.2878-7.50395.89
2632006.11.21 00:00buy1320.051.28161.28011.2831
2642006.11.21 02:54t/p1320.051.28311.28011.28317.50403.39
2652006.11.21 06:00buy1330.051.28211.28061.2836
2662006.11.21 09:01s/l1330.051.28061.28061.2836-7.50395.89
2672006.11.27 00:00buy1340.051.31341.31191.3149
2682006.11.27 00:24s/l1340.051.31191.31191.3149-7.50388.39
2692006.11.29 03:00buy1350.051.31851.31701.3200
2702006.11.29 03:06s/l1350.051.31701.31701.3200-7.50380.89
2712006.12.05 03:00buy1360.051.33151.33001.3330
2722006.12.05 04:58s/l1360.051.33001.33001.3330-7.50373.39
2732006.12.05 11:00buy1370.051.33111.32961.3326
2742006.12.05 11:31t/p1370.051.33261.32961.33267.50380.89
2752006.12.05 17:00buy1380.051.33201.33051.3335
2762006.12.06 01:02t/p1380.051.33351.33051.33357.19388.08
2772006.12.06 03:00buy1390.051.33111.32961.3326
2782006.12.06 03:32s/l1390.051.32961.32961.3326-7.50380.58
2792006.12.08 05:00sell1400.051.32881.33031.3273
2802006.12.08 08:28t/p1400.051.32731.33031.32737.50388.08
2812006.12.11 03:00sell1410.051.32041.32191.3189
2822006.12.11 03:13s/l1410.051.32191.32191.3189-7.50380.58
2832006.12.13 22:00buy1420.051.32121.31971.3227
2842006.12.14 02:09t/p1420.051.32271.31971.32276.56387.14
2852006.12.14 07:00buy1430.051.31891.31741.3204
2862006.12.14 08:30s/l1430.051.31741.31741.3204-7.50379.64
2872006.12.15 03:00sell1440.051.31611.31761.3146
2882006.12.15 03:34s/l1440.051.31761.31761.3146-7.50372.14
2892006.12.15 09:00sell1450.051.31791.31941.3164
2902006.12.15 09:17t/p1450.051.31641.31941.31647.50379.64
2912006.12.19 03:00sell1460.051.31211.31361.3106
2922006.12.19 03:08s/l1460.051.31361.31361.3106-7.50372.14
2932006.12.21 06:00buy1470.051.31811.31661.3196
2942006.12.21 08:16s/l1470.051.31661.31661.3196-7.50364.64