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Cyrus EA
4.43/5
16 всего голосов.

Полностью автоматизированная торговая система Форекс, за исключением первой установки, никаких других ручных действий не требуется. Для получения максимальной прибыли требуется работающий компьютер 24/7 с хорошим подключением к Интернету или VPS .

Советник Cyrus обычно совершает сделку каждые 2–3 дня, за исключением выходных и Рождества, если эта опция не активирована.

Разработчик робота рекомендует минимальный баланс счета в размере 200 долларов США с кредитным плечом от 1:100.

Торговая идея

Основная стратегия советника Cyrus заключается в обнаружении тренда, она вообще не применяет сеточную торговлю, мартингейл или хеджирование.

Технические характеристики

Лицензия

Один реальный и один демо-счет + Бесплатные обновления на 1 или 2 года в зависимости от приобретенной версии.

Брокеры

Любая брокер, но разработчик рекомендует [ссылку][/forex-brokers.html][брокер][df] типов счетов ECN или STP с 5 знаками после запятой. и средний спред не должен превышать 20 пунктов.

Мы рекомендуем установить его на TradingFX VPS Forex VPS и использовать его на [featured_br] Форекс-брокеры для максимальной стабильности и прибыльности.

Поддерживать

Круглосуточная поддержка клиентов.

Политика возврата

30 дней.

Поддерживаемые валютные пары

GBPUSD, EURUSD

Временные рамки графика MetaTrader

M5

Живое выступление

Реальные деньги
Начато в
Feb 16, 2016
Кредитное плечо
1:500
Брокер
IC Markets
Начальный баланс
$$300
Общая прибыль
+49.6%
MyFxBook (Тестовый хостер)

Резюме живого теста

Начато в
Feb 16, 2016
Кредитное плечо счета
1:500
Фактор прибыли
1.16
Общая прибыль
+49.6%
Абсолютная прибыль
+49.6%
Ежемесячная прибыль
2.18%
Ежедневная прибыль
0.06%
Общее количество пунктов
828.9
Общее количество сделок
533
Сумма прибыли
$49.60
(%) Выигранных сделок
828.9
Просадка
1.91%
Реальные деньги
Начато в
Nov 09, 2015
Кредитное плечо
1:500
Брокер
Pepperstone
Начальный баланс
$$300
Общая прибыль
+65.99%
MyFxBook (Тестовый хостер)

Резюме живого теста

Начато в
Nov 09, 2015
Кредитное плечо счета
1:500
Фактор прибыли
1.14
Общая прибыль
+65.99%
Абсолютная прибыль
+14.23%
Ежемесячная прибыль
2.34%
Ежедневная прибыль
0.07%
Общее количество пунктов
1194.8
Общее количество сделок
628
Сумма прибыли
(%) Выигранных сделок
1194.8
Просадка
1.56%

Бэктесты

Открытые цены Качество

Поскольку в советнике Cyrus имеется функция управления барами, его бэктесты с качеством «Только цены открытия» дают те же результаты, что и с качеством «Каждый тик».

Цены открытия Качество 2008–2014 гг. Агрессивная торговля

Backtests Settings

Symbol
GBPUSD, EURUSD
Period
2008.01.07 00:00 - 2014.12.16 22:55
Broker
Model
Parameters
Bars in test
Ticks modelled
Modelling quality
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
173389.91
Gross profit
456879.91
Gross loss
-283490.00
Profit factor
1.612
Expected payoff
20.488
Absolute Bal DD
7.05
Maximal Bal DD
6898.71 (7.878%)
Relative Bal DD
19.424% (268.44)
Total Trades
8463
Short positions (won %)
3805 (80.21%)
Long positions (won %)
4658 (82.525%)
Profit trades (% of total)
6896 (81.484%)
Loss trades (% of total)
1567 (18.516%)
Largest Profit trade
1486.08
Largest Loss trade
-1362.58
Average Profit trade
66.253
Average Loss trade
-180.913
Maximum consecutive wins (profit in money)
132 (8791.83)
Maximum consecutive losses (loss in money)
17 (-243.44)
Maximal consecutive profit (count of wins)
8791.83 (132)
Maximal consecutive loss (count of losses)
-6839.71 (7)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2008.01.02 10:00 - 2014.12.16 23:59 (2008.01.01 - 2014.12.17)
Broker
Model
Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
515355
Ticks modelled
1029523
Modelling quality
n/a
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
40600.57
Gross profit
89994.56
Gross loss
-49393.98
Profit factor
1.82
Expected payoff
12.36
Absolute Bal DD
8.55
Maximal Bal DD
3546.20 (11.70%)
Relative Bal DD
16.67% (1734.22)
Total Trades
3284
Short positions (won %)
1496 (85.76%)
Long positions (won %)
1788 (86.74%)
Profit trades (% of total)
2834 (86.30%)
Loss trades (% of total)
450 (13.70%)
Largest Profit trade
416.24
Largest Loss trade
-383.13
Average Profit trade
31.76
Average Loss trade
-109.76
Maximum consecutive wins (profit in money)
58 (503.72)
Maximum consecutive losses (loss in money)
9 (-416.56)
Maximal consecutive profit (count of wins)
2563.35 (46)
Maximal consecutive loss (count of losses)
-2490.18 (7)
Avarage consecutive wins
13
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2008.01.02 10:00 - 2014.12.16 23:59 (2008.01.01 - 2014.12.17)
Broker
Model
Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
516535
Ticks modelled
1031402
Modelling quality
n/a
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
132789.20
Gross profit
366885.18
Gross loss
-234095.98
Profit factor
1.57
Expected payoff
25.64
Absolute Bal DD
44.85
Maximal Bal DD
8486.88 (6.87%)
Relative Bal DD
24.03% (553.16)
Total Trades
5179
Short positions (won %)
2309 (76.61%)
Long positions (won %)
2870 (79.90%)
Profit trades (% of total)
4062 (78.43%)
Loss trades (% of total)
1117 (21.57%)
Largest Profit trade
1486.08
Largest Loss trade
-1362.58
Average Profit trade
90.32
Average Loss trade
-209.58
Maximum consecutive wins (profit in money)
97 (7440.56)
Maximum consecutive losses (loss in money)
10 (-141.28)
Maximal consecutive profit (count of wins)
9721.81 (73)
Maximal consecutive loss (count of losses)
-6074.38 (5)
Avarage consecutive wins
8
Avarage consecutive losses
2

Открытые цены Качество Стандарт 2008–2014 гг.

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2008.01.02 10:00 - 2014.12.16 23:59 (2008.01.01 - 2014.12.17)
Broker
Model
Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
515355
Ticks modelled
1029523
Modelling quality
n/a
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
9017.46
Gross profit
19124.70
Gross loss
-10107.24
Profit factor
1.89
Expected payoff
4.52
Absolute Bal DD
6.00
Maximal Bal DD
437.28 (5.39%)
Relative Bal DD
9.20% (397.08)
Total Trades
1995
Short positions (won %)
889 (84.81%)
Long positions (won %)
1106 (87.16%)
Profit trades (% of total)
1718 (86.12%)
Loss trades (% of total)
277 (13.88%)
Largest Profit trade
120.06
Largest Loss trade
-98.28
Average Profit trade
11.13
Average Loss trade
-36.49
Maximum consecutive wins (profit in money)
66 (807.14)
Maximum consecutive losses (loss in money)
4 (-392.04)
Maximal consecutive profit (count of wins)
807.14 (66)
Maximal consecutive loss (count of losses)
-392.04 (4)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2008.01.02 10:00 - 2014.12.16 23:59 (2008.01.01 - 2014.12.17)
Broker
Model
Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
516535
Ticks modelled
1031402
Modelling quality
n/a
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
14311.99
Gross profit
34732.57
Gross loss
-20420.58
Profit factor
1.70
Expected payoff
5.70
Absolute Bal DD
23.58
Maximal Bal DD
733.63 (14.66%)
Relative Bal DD
14.66% (733.63)
Total Trades
2511
Short positions (won %)
1096 (81.30%)
Long positions (won %)
1415 (81.20%)
Profit trades (% of total)
2040 (81.24%)
Loss trades (% of total)
471 (18.76%)
Largest Profit trade
156.60
Largest Loss trade
-162.38
Average Profit trade
17.03
Average Loss trade
-43.36
Maximum consecutive wins (profit in money)
47 (675.91)
Maximum consecutive losses (loss in money)
8 (-95.01)
Maximal consecutive profit (count of wins)
959.19 (29)
Maximal consecutive loss (count of losses)
-396.20 (4)
Avarage consecutive wins
7
Avarage consecutive losses
2

Качество открытых цен 2000–2008 гг. Агрессивная торговля

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2000.01.03 08:30 - 2008.12.30 23:59 (2000.01.01 - 2008.12.31)
Broker
Model
Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
663846
Ticks modelled
1323035
Modelling quality
n/a
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
17703.76
Gross profit
47771.32
Gross loss
-30067.56
Profit factor
1.59
Expected payoff
5.10
Absolute Bal DD
6.45
Maximal Bal DD
2768.52 (13.40%)
Relative Bal DD
19.07% (299.58)
Total Trades
3469
Short positions (won %)
1436 (83.43%)
Long positions (won %)
2033 (86.77%)
Profit trades (% of total)
2962 (85.38%)
Loss trades (% of total)
507 (14.62%)
Largest Profit trade
434.00
Largest Loss trade
-311.04
Average Profit trade
16.13
Average Loss trade
-59.30
Maximum consecutive wins (profit in money)
66 (585.45)
Maximum consecutive losses (loss in money)
8 (-2257.44)
Maximal consecutive profit (count of wins)
2918.94 (24)
Maximal consecutive loss (count of losses)
-2257.44 (8)
Avarage consecutive wins
12
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2000.01.03 09:10 - 2008.12.30 23:59 (2000.01.01 - 2008.12.31)
Broker
Model
Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
658843
Ticks modelled
1309118
Modelling quality
n/a
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
448725.92
Gross profit
1528338.60
Gross loss
-1079612.68
Profit factor
1.42
Expected payoff
73.19
Absolute Bal DD
0.00
Maximal Bal DD
104880.05 (24.74%)
Relative Bal DD
27.08% (1023.58)
Total Trades
6131
Short positions (won %)
2752 (78.74%)
Long positions (won %)
3379 (80.17%)
Profit trades (% of total)
4876 (79.53%)
Loss trades (% of total)
1255 (20.47%)
Largest Profit trade
9002.00
Largest Loss trade
-8491.95
Average Profit trade
313.44
Average Loss trade
-860.25
Maximum consecutive wins (profit in money)
51 (393.37)
Maximum consecutive losses (loss in money)
11 (-2722.53)
Maximal consecutive profit (count of wins)
70363.45 (16)
Maximal consecutive loss (count of losses)
-45199.18 (6)
Avarage consecutive wins
8
Avarage consecutive losses
2

Открытые цены Качество 2000–2008 гг. Стандарт

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2000.01.03 08:30 - 2008.12.30 23:59 (2000.01.01 - 2008.12.31)
Broker
Model
Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
663846
Ticks modelled
1323035
Modelling quality
n/a
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
6600.67
Gross profit
15680.64
Gross loss
-9079.97
Profit factor
1.73
Expected payoff
2.97
Absolute Bal DD
5.40
Maximal Bal DD
385.89 (7.02%)
Relative Bal DD
13.04% (172.59)
Total Trades
2222
Short positions (won %)
856 (82.59%)
Long positions (won %)
1366 (86.90%)
Profit trades (% of total)
1894 (85.24%)
Loss trades (% of total)
328 (14.76%)
Largest Profit trade
168.00
Largest Loss trade
-116.64
Average Profit trade
8.28
Average Loss trade
-27.68
Maximum consecutive wins (profit in money)
50 (302.67)
Maximum consecutive losses (loss in money)
6 (-177.80)
Maximal consecutive profit (count of wins)
1088.69 (20)
Maximal consecutive loss (count of losses)
-282.88 (3)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2000.01.03 09:10 - 2008.12.30 23:59 (2000.01.01 - 2008.12.31)
Broker
Model
Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
658843
Ticks modelled
1309118
Modelling quality
n/a
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
22891.37
Gross profit
70814.11
Gross loss
-47922.74
Profit factor
1.48
Expected payoff
7.27
Absolute Bal DD
0.00
Maximal Bal DD
2771.72 (11.44%)
Relative Bal DD
15.89% (383.39)
Total Trades
3149
Short positions (won %)
1416 (80.08%)
Long positions (won %)
1733 (80.44%)
Profit trades (% of total)
2528 (80.28%)
Loss trades (% of total)
621 (19.72%)
Largest Profit trade
525.00
Largest Loss trade
-461.36
Average Profit trade
28.01
Average Loss trade
-77.17
Maximum consecutive wins (profit in money)
35 (203.79)
Maximum consecutive losses (loss in money)
8 (-1426.86)
Maximal consecutive profit (count of wins)
2611.45 (15)
Maximal consecutive loss (count of losses)
-1426.86 (8)
Avarage consecutive wins
7
Avarage consecutive losses
2

99 % качество тиков

99% Качество тиковых данных. Агрессивная торговля по EURUSD.

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2007.04.01 21:00 - 2008.12.31 20:00 (2007.04.01 - 2008.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
130324
Ticks modelled
68406796
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1874.93
Gross profit
4314.54
Gross loss
-2439.61
Profit factor
1.77
Expected payoff
2.30
Absolute Bal DD
4.95
Maximal Bal DD
278.97 (9.27%)
Relative Bal DD
14.24% (249.21)
Total Trades
816
Short positions (won %)
334 (85.93%)
Long positions (won %)
482 (86.31%)
Profit trades (% of total)
703 (86.15%)
Loss trades (% of total)
113 (13.85%)
Largest Profit trade
63.00
Largest Loss trade
-48.33
Average Profit trade
6.14
Average Loss trade
-21.59
Maximum consecutive wins (profit in money)
51 (165.77)
Maximum consecutive losses (loss in money)
7 (-162.06)
Maximal consecutive profit (count of wins)
334.88 (30)
Maximal consecutive loss (count of losses)
-225.20 (6)
Avarage consecutive wins
13
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2009.01.01 - 2009.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147735
Ticks modelled
40587718
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1251.56
Gross profit
2100.90
Gross loss
-849.34
Profit factor
2.47
Expected payoff
3.14
Absolute Bal DD
51.07
Maximal Bal DD
131.34 (9.18%)
Relative Bal DD
11.92% (128.47)
Total Trades
399
Short positions (won %)
121 (80.99%)
Long positions (won %)
278 (86.33%)
Profit trades (% of total)
338 (84.71%)
Loss trades (% of total)
61 (15.29%)
Largest Profit trade
29.75
Largest Loss trade
-23.98
Average Profit trade
6.22
Average Loss trade
-13.92
Maximum consecutive wins (profit in money)
81 (449.73)
Maximum consecutive losses (loss in money)
6 (-79.88)
Maximal consecutive profit (count of wins)
449.73 (81)
Maximal consecutive loss (count of losses)
-87.88 (5)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2009.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147735
Ticks modelled
40587718
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
2649.59
Gross profit
5520.25
Gross loss
-2870.66
Profit factor
1.92
Expected payoff
3.23
Absolute Bal DD
51.07
Maximal Bal DD
634.46 (17.29%)
Relative Bal DD
17.29% (634.46)
Total Trades
820
Short positions (won %)
353 (82.15%)
Long positions (won %)
467 (84.58%)
Profit trades (% of total)
685 (83.54%)
Loss trades (% of total)
135 (16.46%)
Largest Profit trade
70.00
Largest Loss trade
-42.00
Average Profit trade
8.06
Average Loss trade
-21.26
Maximum consecutive wins (profit in money)
81 (449.73)
Maximum consecutive losses (loss in money)
9 (-356.16)
Maximal consecutive profit (count of wins)
649.64 (57)
Maximal consecutive loss (count of losses)
-356.16 (9)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2010.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147735
Ticks modelled
40587718
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
599.90
Gross profit
1492.70
Gross loss
-892.80
Profit factor
1.67
Expected payoff
1.42
Absolute Bal DD
1.20
Maximal Bal DD
271.96 (16.98%)
Relative Bal DD
16.98% (271.96)
Total Trades
421
Short positions (won %)
232 (82.76%)
Long positions (won %)
189 (82.01%)
Profit trades (% of total)
347 (82.42%)
Loss trades (% of total)
74 (17.58%)
Largest Profit trade
28.00
Largest Loss trade
-17.90
Average Profit trade
4.30
Average Loss trade
-12.06
Maximum consecutive wins (profit in money)
57 (275.30)
Maximum consecutive losses (loss in money)
9 (-151.20)
Maximal consecutive profit (count of wins)
275.30 (57)
Maximal consecutive loss (count of losses)
-151.20 (9)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2011.01.01 - 2011.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149838
Ticks modelled
49116224
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
887.63
Gross profit
1982.06
Gross loss
-1094.43
Profit factor
1.81
Expected payoff
1.99
Absolute Bal DD
25.38
Maximal Bal DD
164.46 (10.32%)
Relative Bal DD
10.32% (164.46)
Total Trades
447
Short positions (won %)
201 (82.09%)
Long positions (won %)
246 (86.59%)
Profit trades (% of total)
378 (84.56%)
Loss trades (% of total)
69 (15.44%)
Largest Profit trade
25.32
Largest Loss trade
-24.72
Average Profit trade
5.24
Average Loss trade
-15.86
Maximum consecutive wins (profit in money)
51 (170.09)
Maximum consecutive losses (loss in money)
5 (-99.96)
Maximal consecutive profit (count of wins)
235.71 (24)
Maximal consecutive loss (count of losses)
-99.96 (5)
Avarage consecutive wins
12
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2011.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149838
Ticks modelled
49116224
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
2102.50
Gross profit
4277.64
Gross loss
-2175.14
Profit factor
1.97
Expected payoff
2.29
Absolute Bal DD
25.38
Maximal Bal DD
196.36 (6.32%)
Relative Bal DD
10.32% (164.46)
Total Trades
920
Short positions (won %)
414 (82.85%)
Long positions (won %)
506 (88.93%)
Profit trades (% of total)
793 (86.20%)
Loss trades (% of total)
127 (13.80%)
Largest Profit trade
51.40
Largest Loss trade
-31.45
Average Profit trade
5.39
Average Loss trade
-17.13
Maximum consecutive wins (profit in money)
51 (170.09)
Maximum consecutive losses (loss in money)
5 (-99.96)
Maximal consecutive profit (count of wins)
296.96 (49)
Maximal consecutive loss (count of losses)
-99.96 (5)
Avarage consecutive wins
12
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2012.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149838
Ticks modelled
49116224
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
637.16
Gross profit
1193.35
Gross loss
-556.19
Profit factor
2.15
Expected payoff
1.35
Absolute Bal DD
25.23
Maximal Bal DD
98.18 (5.98%)
Relative Bal DD
5.98% (98.18)
Total Trades
473
Short positions (won %)
213 (83.57%)
Long positions (won %)
260 (91.15%)
Profit trades (% of total)
415 (87.74%)
Loss trades (% of total)
58 (12.26%)
Largest Profit trade
25.70
Largest Loss trade
-16.92
Average Profit trade
2.88
Average Loss trade
-9.59
Maximum consecutive wins (profit in money)
49 (150.92)
Maximum consecutive losses (loss in money)
5 (-48.76)
Maximal consecutive profit (count of wins)
150.92 (49)
Maximal consecutive loss (count of losses)
-48.76 (5)
Avarage consecutive wins
13
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:00 - 2014.12.19 21:59 (2013.01.01 - 2013.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147276
Ticks modelled
35121475
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
328.45
Gross profit
913.56
Gross loss
-585.11
Profit factor
1.56
Expected payoff
0.70
Absolute Bal DD
8.09
Maximal Bal DD
125.68 (10.61%)
Relative Bal DD
10.61% (125.68)
Total Trades
471
Short positions (won %)
161 (90.06%)
Long positions (won %)
310 (86.77%)
Profit trades (% of total)
414 (87.90%)
Loss trades (% of total)
57 (12.10%)
Largest Profit trade
11.60
Largest Loss trade
-15.08
Average Profit trade
2.21
Average Loss trade
-10.27
Maximum consecutive wins (profit in money)
60 (99.80)
Maximum consecutive losses (loss in money)
7 (-105.28)
Maximal consecutive profit (count of wins)
117.75 (49)
Maximal consecutive loss (count of losses)
-105.28 (7)
Avarage consecutive wins
17
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:00 - 2014.12.19 21:59 (2013.01.01 - 2014.12.20)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147276
Ticks modelled
35121475
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
831.21
Gross profit
1820.10
Gross loss
-988.89
Profit factor
1.84
Expected payoff
0.89
Absolute Bal DD
8.09
Maximal Bal DD
125.68 (10.61%)
Relative Bal DD
10.61% (125.68)
Total Trades
931
Short positions (won %)
470 (92.98%)
Long positions (won %)
461 (88.29%)
Profit trades (% of total)
844 (90.66%)
Loss trades (% of total)
87 (9.34%)
Largest Profit trade
13.02
Largest Loss trade
-17.88
Average Profit trade
2.16
Average Loss trade
-11.37
Maximum consecutive wins (profit in money)
69 (117.91)
Maximum consecutive losses (loss in money)
7 (-105.28)
Maximal consecutive profit (count of wins)
117.91 (69)
Maximal consecutive loss (count of losses)
-105.28 (7)
Avarage consecutive wins
20
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:00 - 2014.12.19 21:59 (2014.01.01 - 2014.12.20)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147276
Ticks modelled
35121475
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
379.67
Gross profit
683.48
Gross loss
-303.81
Profit factor
2.25
Expected payoff
0.83
Absolute Bal DD
8.34
Maximal Bal DD
92.38 (7.75%)
Relative Bal DD
7.75% (92.38)
Total Trades
460
Short positions (won %)
309 (94.50%)
Long positions (won %)
151 (91.39%)
Profit trades (% of total)
430 (93.48%)
Loss trades (% of total)
30 (6.52%)
Largest Profit trade
8.68
Largest Loss trade
-11.92
Average Profit trade
1.59
Average Loss trade
-10.13
Maximum consecutive wins (profit in money)
69 (94.33)
Maximum consecutive losses (loss in money)
5 (-50.84)
Maximal consecutive profit (count of wins)
94.33 (69)
Maximal consecutive loss (count of losses)
-50.84 (5)
Avarage consecutive wins
23
Avarage consecutive losses
2

99% качество тиковых данных Стандарт EURUSD

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2007.04.01 21:00 - 2008.12.31 20:00 (2007.04.01 - 2008.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
130324
Ticks modelled
68406796
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
631.05
Gross profit
1785.20
Gross loss
-1154.16
Profit factor
1.55
Expected payoff
1.27
Absolute Bal DD
1.65
Maximal Bal DD
150.85 (8.48%)
Relative Bal DD
8.48% (150.85)
Total Trades
496
Short positions (won %)
184 (83.15%)
Long positions (won %)
312 (85.58%)
Profit trades (% of total)
420 (84.68%)
Loss trades (% of total)
76 (15.32%)
Largest Profit trade
42.00
Largest Loss trade
-32.22
Average Profit trade
4.25
Average Loss trade
-15.19
Maximum consecutive wins (profit in money)
32 (125.62)
Maximum consecutive losses (loss in money)
5 (-111.42)
Maximal consecutive profit (count of wins)
150.99 (19)
Maximal consecutive loss (count of losses)
-111.42 (5)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2009.01.01 - 2009.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147735
Ticks modelled
40587718
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
522.14
Gross profit
1000.35
Gross loss
-478.21
Profit factor
2.09
Expected payoff
2.09
Absolute Bal DD
61.34
Maximal Bal DD
98.99 (9.54%)
Relative Bal DD
9.54% (98.99)
Total Trades
250
Short positions (won %)
72 (79.17%)
Long positions (won %)
178 (84.27%)
Profit trades (% of total)
207 (82.80%)
Loss trades (% of total)
43 (17.20%)
Largest Profit trade
19.75
Largest Loss trade
-15.95
Average Profit trade
4.83
Average Loss trade
-11.12
Maximum consecutive wins (profit in money)
45 (178.63)
Maximum consecutive losses (loss in money)
4 (-42.74)
Maximal consecutive profit (count of wins)
178.63 (45)
Maximal consecutive loss (count of losses)
-42.74 (4)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2009.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147735
Ticks modelled
40587718
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1008.87
Gross profit
2231.33
Gross loss
-1222.45
Profit factor
1.83
Expected payoff
1.94
Absolute Bal DD
61.34
Maximal Bal DD
196.37 (9.81%)
Relative Bal DD
9.81% (196.37)
Total Trades
519
Short positions (won %)
217 (82.03%)
Long positions (won %)
302 (82.78%)
Profit trades (% of total)
428 (82.47%)
Loss trades (% of total)
91 (17.53%)
Largest Profit trade
42.00
Largest Loss trade
-23.45
Average Profit trade
5.21
Average Loss trade
-13.43
Maximum consecutive wins (profit in money)
45 (178.63)
Maximum consecutive losses (loss in money)
4 (-80.64)
Maximal consecutive profit (count of wins)
245.58 (41)
Maximal consecutive loss (count of losses)
-80.64 (4)
Avarage consecutive wins
8
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2010.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147735
Ticks modelled
40587718
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
324.39
Gross profit
820.90
Gross loss
-496.52
Profit factor
1.65
Expected payoff
1.21
Absolute Bal DD
15.00
Maximal Bal DD
123.46 (9.37%)
Relative Bal DD
9.37% (123.46)
Total Trades
269
Short positions (won %)
145 (83.45%)
Long positions (won %)
124 (80.65%)
Profit trades (% of total)
221 (82.16%)
Loss trades (% of total)
48 (17.84%)
Largest Profit trade
28.00
Largest Loss trade
-14.32
Average Profit trade
3.71
Average Loss trade
-10.34
Maximum consecutive wins (profit in money)
41 (163.72)
Maximum consecutive losses (loss in money)
4 (-53.76)
Maximal consecutive profit (count of wins)
163.72 (41)
Maximal consecutive loss (count of losses)
-53.76 (4)
Avarage consecutive wins
8
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2011.01.01 - 2011.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149838
Ticks modelled
49116224
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
493.48
Gross profit
1094.85
Gross loss
-601.37
Profit factor
1.82
Expected payoff
1.76
Absolute Bal DD
6.12
Maximal Bal DD
104.21 (7.19%)
Relative Bal DD
7.19% (104.21)
Total Trades
280
Short positions (won %)
122 (81.15%)
Long positions (won %)
158 (86.71%)
Profit trades (% of total)
236 (84.29%)
Loss trades (% of total)
44 (15.71%)
Largest Profit trade
21.85
Largest Loss trade
-20.60
Average Profit trade
4.64
Average Loss trade
-13.67
Maximum consecutive wins (profit in money)
29 (103.63)
Maximum consecutive losses (loss in money)
4 (-66.10)
Maximal consecutive profit (count of wins)
131.47 (14)
Maximal consecutive loss (count of losses)
-66.10 (4)
Avarage consecutive wins
8
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2011.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149838
Ticks modelled
49116224
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
936.34
Gross profit
2029.72
Gross loss
-1093.38
Profit factor
1.86
Expected payoff
1.62
Absolute Bal DD
6.12
Maximal Bal DD
104.21 (7.19%)
Relative Bal DD
7.19% (104.21)
Total Trades
578
Short positions (won %)
259 (81.85%)
Long positions (won %)
319 (88.09%)
Profit trades (% of total)
493 (85.29%)
Loss trades (% of total)
85 (14.71%)
Largest Profit trade
30.84
Largest Loss trade
-20.93
Average Profit trade
4.12
Average Loss trade
-12.86
Maximum consecutive wins (profit in money)
34 (138.44)
Maximum consecutive losses (loss in money)
4 (-72.78)
Maximal consecutive profit (count of wins)
138.44 (34)
Maximal consecutive loss (count of losses)
-72.78 (4)
Avarage consecutive wins
9
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2012.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149838
Ticks modelled
49116224
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
309.94
Gross profit
621.53
Gross loss
-311.59
Profit factor
1.99
Expected payoff
1.04
Absolute Bal DD
29.76
Maximal Bal DD
61.00 (5.26%)
Relative Bal DD
5.26% (61.00)
Total Trades
298
Short positions (won %)
137 (82.48%)
Long positions (won %)
161 (89.44%)
Profit trades (% of total)
257 (86.24%)
Loss trades (% of total)
41 (13.76%)
Largest Profit trade
20.56
Largest Loss trade
-12.58
Average Profit trade
2.42
Average Loss trade
-7.60
Maximum consecutive wins (profit in money)
34 (98.84)
Maximum consecutive losses (loss in money)
4 (-48.52)
Maximal consecutive profit (count of wins)
98.84 (34)
Maximal consecutive loss (count of losses)
-48.52 (4)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:00 - 2014.12.19 21:59 (2013.01.01 - 2013.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147276
Ticks modelled
35121475
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
211.90
Gross profit
539.89
Gross loss
-327.99
Profit factor
1.65
Expected payoff
0.72
Absolute Bal DD
7.88
Maximal Bal DD
75.32 (6.65%)
Relative Bal DD
6.65% (75.32)
Total Trades
293
Short positions (won %)
96 (92.71%)
Long positions (won %)
197 (86.29%)
Profit trades (% of total)
259 (88.40%)
Loss trades (% of total)
34 (11.60%)
Largest Profit trade
9.00
Largest Loss trade
-15.08
Average Profit trade
2.08
Average Loss trade
-9.65
Maximum consecutive wins (profit in money)
37 (55.58)
Maximum consecutive losses (loss in money)
4 (-60.16)
Maximal consecutive profit (count of wins)
71.38 (33)
Maximal consecutive loss (count of losses)
-60.16 (4)
Avarage consecutive wins
13
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:00 - 2014.12.19 21:59 (2013.01.01 - 2014.12.20)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147276
Ticks modelled
35121475
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
454.38
Gross profit
997.69
Gross loss
-543.30
Profit factor
1.84
Expected payoff
0.81
Absolute Bal DD
7.88
Maximal Bal DD
75.32 (6.65%)
Relative Bal DD
6.65% (75.32)
Total Trades
564
Short positions (won %)
276 (93.12%)
Long positions (won %)
288 (87.85%)
Profit trades (% of total)
510 (90.43%)
Loss trades (% of total)
54 (9.57%)
Largest Profit trade
10.85
Largest Loss trade
-15.08
Average Profit trade
1.96
Average Loss trade
-10.06
Maximum consecutive wins (profit in money)
44 (63.38)
Maximum consecutive losses (loss in money)
4 (-60.16)
Maximal consecutive profit (count of wins)
78.32 (39)
Maximal consecutive loss (count of losses)
-60.16 (4)
Avarage consecutive wins
14
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:00 - 2014.12.19 21:59 (2014.01.01 - 2014.12.21)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147276
Ticks modelled
35121475
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
205.15
Gross profit
400.85
Gross loss
-195.70
Profit factor
2.05
Expected payoff
0.76
Absolute Bal DD
6.93
Maximal Bal DD
54.77 (4.80%)
Relative Bal DD
4.80% (54.77)
Total Trades
271
Short positions (won %)
180 (93.33%)
Long positions (won %)
91 (91.21%)
Profit trades (% of total)
251 (92.62%)
Loss trades (% of total)
20 (7.38%)
Largest Profit trade
8.68
Largest Loss trade
-11.92
Average Profit trade
1.60
Average Loss trade
-9.79
Maximum consecutive wins (profit in money)
44 (59.04)
Maximum consecutive losses (loss in money)
2 (-21.76)
Maximal consecutive profit (count of wins)
66.28 (39)
Maximal consecutive loss (count of losses)
-21.76 (2)
Avarage consecutive wins
15
Avarage consecutive losses
1

99% Качество тиковых данных Агрессивная торговля по GBPUSD

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2007.04.01 21:00 - 2008.12.31 20:00 (2007.04.01 - 2008.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
130256
Ticks modelled
54668098
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1304.66
Gross profit
6652.27
Gross loss
-5347.61
Profit factor
1.24
Expected payoff
1.07
Absolute Bal DD
98.43
Maximal Bal DD
645.43 (25.79%)
Relative Bal DD
25.79% (645.43)
Total Trades
1221
Short positions (won %)
620 (71.29%)
Long positions (won %)
601 (79.20%)
Profit trades (% of total)
918 (75.18%)
Loss trades (% of total)
303 (24.82%)
Largest Profit trade
56.00
Largest Loss trade
-52.08
Average Profit trade
7.25
Average Loss trade
-17.65
Maximum consecutive wins (profit in money)
30 (96.60)
Maximum consecutive losses (loss in money)
9 (-408.24)
Maximal consecutive profit (count of wins)
468.14 (17)
Maximal consecutive loss (count of losses)
-408.24 (9)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2009.01.01 - 2009.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147715
Ticks modelled
38034212
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
5041.71
Gross profit
11686.13
Gross loss
-6644.43
Profit factor
1.76
Expected payoff
6.60
Absolute Bal DD
72.72
Maximal Bal DD
720.98 (12.75%)
Relative Bal DD
14.94% (201.78)
Total Trades
764
Short positions (won %)
227 (70.48%)
Long positions (won %)
537 (75.79%)
Profit trades (% of total)
567 (74.21%)
Loss trades (% of total)
197 (25.79%)
Largest Profit trade
100.00
Largest Loss trade
-83.58
Average Profit trade
20.61
Average Loss trade
-33.73
Maximum consecutive wins (profit in money)
33 (750.63)
Maximum consecutive losses (loss in money)
7 (-421.20)
Maximal consecutive profit (count of wins)
750.63 (33)
Maximal consecutive loss (count of losses)
-421.20 (7)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2009.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147715
Ticks modelled
38034212
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
12178.59
Gross profit
34484.65
Gross loss
-22306.06
Profit factor
1.55
Expected payoff
8.49
Absolute Bal DD
72.72
Maximal Bal DD
2006.93 (16.37%)
Relative Bal DD
16.37% (2006.93)
Total Trades
1434
Short positions (won %)
505 (72.08%)
Long positions (won %)
929 (77.50%)
Profit trades (% of total)
1084 (75.59%)
Loss trades (% of total)
350 (24.41%)
Largest Profit trade
233.64
Largest Loss trade
-164.64
Average Profit trade
31.81
Average Loss trade
-63.73
Maximum consecutive wins (profit in money)
33 (750.63)
Maximum consecutive losses (loss in money)
10 (-1382.19)
Maximal consecutive profit (count of wins)
1572.89 (26)
Maximal consecutive loss (count of losses)
-1382.19 (10)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2010.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147715
Ticks modelled
38034212
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1108.99
Gross profit
3610.09
Gross loss
-2501.09
Profit factor
1.44
Expected payoff
1.66
Absolute Bal DD
20.10
Maximal Bal DD
315.81 (16.15%)
Relative Bal DD
16.15% (315.81)
Total Trades
670
Short positions (won %)
278 (73.38%)
Long positions (won %)
392 (79.85%)
Profit trades (% of total)
517 (77.16%)
Loss trades (% of total)
153 (22.84%)
Largest Profit trade
37.17
Largest Loss trade
-27.51
Average Profit trade
6.98
Average Loss trade
-16.35
Maximum consecutive wins (profit in money)
31 (189.03)
Maximum consecutive losses (loss in money)
10 (-222.91)
Maximal consecutive profit (count of wins)
254.65 (26)
Maximal consecutive loss (count of losses)
-222.91 (10)
Avarage consecutive wins
8
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2011.01.01 - 2011.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149759
Ticks modelled
43649201
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
896.91
Gross profit
3284.05
Gross loss
-2387.15
Profit factor
1.38
Expected payoff
1.18
Absolute Bal DD
10.59
Maximal Bal DD
402.49 (22.48%)
Relative Bal DD
22.48% (402.49)
Total Trades
762
Short positions (won %)
331 (77.64%)
Long positions (won %)
431 (79.58%)
Profit trades (% of total)
600 (78.74%)
Loss trades (% of total)
162 (21.26%)
Largest Profit trade
25.00
Largest Loss trade
-25.32
Average Profit trade
5.47
Average Loss trade
-14.74
Maximum consecutive wins (profit in money)
46 (197.49)
Maximum consecutive losses (loss in money)
8 (-160.18)
Maximal consecutive profit (count of wins)
199.36 (33)
Maximal consecutive loss (count of losses)
-160.18 (8)
Avarage consecutive wins
8
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2011.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149759
Ticks modelled
43649201
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1884.41
Gross profit
6698.96
Gross loss
-4814.54
Profit factor
1.39
Expected payoff
1.23
Absolute Bal DD
10.59
Maximal Bal DD
402.49 (22.48%)
Relative Bal DD
22.48% (402.49)
Total Trades
1537
Short positions (won %)
578 (77.34%)
Long positions (won %)
959 (83.63%)
Profit trades (% of total)
1249 (81.26%)
Loss trades (% of total)
288 (18.74%)
Largest Profit trade
45.00
Largest Loss trade
-29.78
Average Profit trade
5.36
Average Loss trade
-16.72
Maximum consecutive wins (profit in money)
99 (499.32)
Maximum consecutive losses (loss in money)
8 (-220.68)
Maximal consecutive profit (count of wins)
499.32 (99)
Maximal consecutive loss (count of losses)
-220.68 (8)
Avarage consecutive wins
9
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2012.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149759
Ticks modelled
43649201
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
522.99
Gross profit
1803.61
Gross loss
-1280.61
Profit factor
1.41
Expected payoff
0.67
Absolute Bal DD
37.14
Maximal Bal DD
167.14 (9.99%)
Relative Bal DD
12.63% (163.15)
Total Trades
780
Short positions (won %)
246 (76.83%)
Long positions (won %)
534 (86.89%)
Profit trades (% of total)
653 (83.72%)
Loss trades (% of total)
127 (16.28%)
Largest Profit trade
25.00
Largest Loss trade
-17.21
Average Profit trade
2.76
Average Loss trade
-10.08
Maximum consecutive wins (profit in money)
99 (267.47)
Maximum consecutive losses (loss in money)
8 (-132.41)
Maximal consecutive profit (count of wins)
267.47 (99)
Maximal consecutive loss (count of losses)
-132.41 (8)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:03 - 2014.12.19 21:59 (2013.01.01 - 2013.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147264
Ticks modelled
33618521
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
649.92
Gross profit
1959.03
Gross loss
-1309.11
Profit factor
1.50
Expected payoff
0.85
Absolute Bal DD
32.86%
Maximal Bal DD
172.60 (11.06%)
Relative Bal DD
11.06% (172.60)
Total Trades
761
Short positions (won %)
305 (81.64%)
Long positions (won %)
456 (85.75%)
Profit trades (% of total)
640 (84.10%)
Loss trades (% of total)
121 (15.90%)
Largest Profit trade
20.00
Largest Loss trade
-15.55
Average Profit trade
3.06
Average Loss trade
-10.82
Maximum consecutive wins (profit in money)
60 (173.85)
Maximum consecutive losses (loss in money)
7 (-68.07)
Maximal consecutive profit (count of wins)
173.85 (60)
Maximal consecutive loss (count of losses)
-90.80 (6)
Avarage consecutive wins
9
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:03 - 2014.12.19 21:59 (2013.01.01 - 2014.12.21)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147264
Ticks modelled
33618521
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1719.99
Gross profit
4095.00
Gross loss
-2375.01
Profit factor
1.72
Expected payoff
1.28
Absolute Bal DD
4.54%
Maximal Bal DD
172.60 (11.06%)
Relative Bal DD
11.06% (172.60)
Total Trades
1340
Short positions (won %)
579 (81.87%)
Long positions (won %)
761 (87.25%)
Profit trades (% of total)
1138 (84.93%)
Loss trades (% of total)
202 (15.07%)
Largest Profit trade
31.04
Largest Loss trade
-28.40
Average Profit trade
3.60
Average Loss trade
-11.76
Maximum consecutive wins (profit in money)
60 (173.85)
Maximum consecutive losses (loss in money)
9 (-128.09)
Maximal consecutive profit (count of wins)
208.57 (24)
Maximal consecutive loss (count of losses)
-128.09 (9)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:03 - 2014.12.19 21:59 (2014.01.01 - 2014.12.20)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147264
Ticks modelled
33618521
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
637.70
Gross profit
1267.39
Gross loss
-629.68
Profit factor
2.01
Expected payoff
1.10
Absolute Bal DD
68.79
Maximal Bal DD
98.30 (6.62%)
Relative Bal DD
7.76% (78.36)
Total Trades
579
Short positions (won %)
274 (82.12%)
Long positions (won %)
305 (89.51%)
Profit trades (% of total)
498 (86.01%)
Loss trades (% of total)
81 (13.99%)
Largest Profit trade
20.00
Largest Loss trade
-17.75
Average Profit trade
2.54
Average Loss trade
-7.77
Maximum consecutive wins (profit in money)
36 (91.97)
Maximum consecutive losses (loss in money)
9 (-70.71)
Maximal consecutive profit (count of wins)
120.96 (24)
Maximal consecutive loss (count of losses)
-75.50 (5)
Avarage consecutive wins
10
Avarage consecutive losses
2

99% качество тиковых данных, стандарт GBPUSD

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2007.04.01 21:00 - 2008.12.31 20:00 (2007.04.01 - 2008.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
130256
Ticks modelled
54668098
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
768.28
Gross profit
2476.27
Gross loss
-1707.99
Profit factor
1.45
Expected payoff
1.36
Absolute Bal DD
30.13
Maximal Bal DD
201.72 (10.86%)
Relative Bal DD
10.86% (201.72)
Total Trades
566
Short positions (won %)
276 (75.72%)
Long positions (won %)
290 (83.79%)
Profit trades (% of total)
452 (79.86%)
Loss trades (% of total)
114 (20.14%)
Largest Profit trade
42.00
Largest Loss trade
-39.06
Average Profit trade
5.48
Average Loss trade
-14.98
Maximum consecutive wins (profit in money)
27 (101.91)
Maximum consecutive losses (loss in money)
4 (-124.86)
Maximal consecutive profit (count of wins)
133.87 (6)
Maximal consecutive loss (count of losses)
-124.86 (4)
Avarage consecutive wins
6
Avarage consecutive losses
1

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2009.01.01 - 2009.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147715
Ticks modelled
38034212
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1027.03
Gross profit
2433.68
Gross loss
-1406.65
Profit factor
1.73
Expected payoff
3.00
Absolute Bal DD
68.09
Maximal Bal DD
184.82 (8.59%)
Relative Bal DD
11.93% (126.27)
Total Trades
342
Short positions (won %)
93 (73.12%)
Long positions (won %)
249 (77.11%)
Profit trades (% of total)
260 (76.02%)
Loss trades (% of total)
82 (23.98%)
Largest Profit trade
35.00
Largest Loss trade
-29.25
Average Profit trade
9.36
Average Loss trade
-17.15
Maximum consecutive wins (profit in money)
26 (259.62)
Maximum consecutive losses (loss in money)
5 (-120.19)
Maximal consecutive profit (count of wins)
259.62 (26)
Maximal consecutive loss (count of losses)
-120.19 (5)
Avarage consecutive wins
6
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2009.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147715
Ticks modelled
38034212
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
2323.81
Gross profit
5244.50
Gross loss
-2920.70
Profit factor
1.80
Expected payoff
3.53
Absolute Bal DD
68.09
Maximal Bal DD
184.82 (8.59%)
Relative Bal DD
11.93% (126.27)
Total Trades
659
Short positions (won %)
206 (76.21%)
Long positions (won %)
453 (79.91%)
Profit trades (% of total)
519 (78.76%)
Loss trades (% of total)
140 (21.24%)
Largest Profit trade
58.41
Largest Loss trade
-37.95
Average Profit trade
10.11
Average Loss trade
-20.86
Maximum consecutive wins (profit in money)
26 (259.62)
Maximum consecutive losses (loss in money)
5 (-120.19)
Maximal consecutive profit (count of wins)
350.23 (21)
Maximal consecutive loss (count of losses)
-132.33 (4)
Avarage consecutive wins
6
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2009.01.01 22:02 - 2010.12.31 21:59 (2010.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147715
Ticks modelled
38034212
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
622.70
Gross profit
1356.53
Gross loss
-733.84
Profit factor
1.85
Expected payoff
1.96
Absolute Bal DD
2.70
Maximal Bal DD
79.20 (4.73%)
Relative Bal DD
6.07% (65.38)
Total Trades
317
Short positions (won %)
113 (78.76%)
Long positions (won %)
204 (83.33%)
Profit trades (% of total)
259 (81.70%)
Loss trades (% of total)
58 (18.30%)
Largest Profit trade
26.55
Largest Loss trade
-20.58
Average Profit trade
5.24
Average Loss trade
-12.65
Maximum consecutive wins (profit in money)
25 (103.82)
Maximum consecutive losses (loss in money)
4 (-60.15)
Maximal consecutive profit (count of wins)
164.32 (21)
Maximal consecutive loss (count of losses)
-60.15 (4)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2011.01.01 - 2011.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149759
Ticks modelled
43649201
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
339.46
Gross profit
1147.80
Gross loss
-808.34
Profit factor
1.42
Expected payoff
0.96
Absolute Bal DD
2.07
Maximal Bal DD
154.93 (11.53%)
Relative Bal DD
11.53% (154.93)
Total Trades
355
Short positions (won %)
132 (83.33%)
Long positions (won %)
223 (79.82%)
Profit trades (% of total)
288 (81.13%)
Loss trades (% of total)
67 (18.87%)
Largest Profit trade
18.76
Largest Loss trade
-16.88
Average Profit trade
3.99
Average Loss trade
-12.06
Maximum consecutive wins (profit in money)
32 (130.49)
Maximum consecutive losses (loss in money)
3 (-42.49)
Maximal consecutive profit (count of wins)
130.49 (32)
Maximal consecutive loss (count of losses)
-42.49 (3)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2011.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149759
Ticks modelled
43649201
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
740.10
Gross profit
2216.86
Gross loss
-1476.76
Profit factor
1.50
Expected payoff
0.99
Absolute Bal DD
2.07
Maximal Bal DD
154.93 (11.53%)
Relative Bal DD
11.53% (154.93)
Total Trades
751
Short positions (won %)
256 (79.30%)
Long positions (won %)
495 (85.25%)
Profit trades (% of total)
625 (83.22%)
Loss trades (% of total)
126 (16.78%)
Largest Profit trade
25.45
Largest Loss trade
-18.12
Average Profit trade
3.55
Average Loss trade
-11.72
Maximum consecutive wins (profit in money)
52 (144.10)
Maximum consecutive losses (loss in money)
4 (-65.82)
Maximal consecutive profit (count of wins)
144.10 (52)
Maximal consecutive loss (count of losses)
-65.82 (4)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2012.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
149759
Ticks modelled
43649201
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
298.40
Gross profit
799.31
Gross loss
-500.91
Profit factor
1.60
Expected payoff
0.75
Absolute Bal DD
11.31
Maximal Bal DD
97.62 (8.15%)
Relative Bal DD
8.15% (97.62)
Total Trades
397
Short positions (won %)
124 (75.00%)
Long positions (won %)
273 (89.74%)
Profit trades (% of total)
338 (85.14%)
Loss trades (% of total)
59 (14.86%)
Largest Profit trade
20.36
Largest Loss trade
-13.35
Average Profit trade
2.36
Average Loss trade
-8.49
Maximum consecutive wins (profit in money)
52 (112.71)
Maximum consecutive losses (loss in money)
4 (-43.88)
Maximal consecutive profit (count of wins)
112.71 (52)
Maximal consecutive loss (count of losses)
-43.88 (4)
Avarage consecutive wins
8
Avarage consecutive losses
1

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:03 - 2014.12.19 21:59 (2013.01.01 - 2013.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147264
Ticks modelled
33618521
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
329.63
Gross profit
750.31
Gross loss
-420.68
Profit factor
1.78
Expected payoff
0.90
Absolute Bal DD
2.64
Maximal Bal DD
68.58 (5.35%)
Relative Bal DD
5.35% (68.58)
Total Trades
367
Short positions (won %)
134 (85.07%)
Long positions (won %)
233 (86.70%)
Profit trades (% of total)
316 (86.10%)
Loss trades (% of total)
51 (13.90%)
Largest Profit trade
13.83
Largest Loss trade
-12.24
Average Profit trade
2.37
Average Loss trade
-8.25
Maximum consecutive wins (profit in money)
36 (71.00)
Maximum consecutive losses (loss in money)
3 (-36.48)
Maximal consecutive profit (count of wins)
105.41 (27)
Maximal consecutive loss (count of losses)
-36.48 (3)
Avarage consecutive wins
9
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:03 - 2014.12.19 21:59 (2013.01.01 - 2014.12.21)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147264
Ticks modelled
33618521
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
646.38
Gross profit
1398.01
Gross loss
-751.63
Profit factor
1.86
Expected payoff
1.00
Absolute Bal DD
2.64
Maximal Bal DD
83.94 (5.66%)
Relative Bal DD
5.66% (83.94)
Total Trades
648
Short positions (won %)
265 (83.40%)
Long positions (won %)
383 (87.47%)
Profit trades (% of total)
556 (85.80%)
Loss trades (% of total)
92 (14.20%)
Largest Profit trade
13.83
Largest Loss trade
-17.75
Average Profit trade
2.51
Average Loss trade
-8.17
Maximum consecutive wins (profit in money)
36 (71.00)
Maximum consecutive losses (loss in money)
4 (-41.80)
Maximal consecutive profit (count of wins)
105.41 (27)
Maximal consecutive loss (count of losses)
-41.80 (4)
Avarage consecutive wins
9
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britan Pound vs US Dollar)
Period
5 Minutes (M5) 2013.01.01 22:03 - 2014.12.19 21:59 (2014.01.01 - 2014.12.20)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
147264
Ticks modelled
33618521
Modelling quality
99.90%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
243.93
Gross profit
499.89
Gross loss
-255.96
Profit factor
1.95
Expected payoff
0.87
Absolute Bal DD
24.11
Maximal Bal DD
67.15 (6.03%)
Relative Bal DD
6.03% (67.15)
Total Trades
281
Short positions (won %)
131 (81.68%)
Long positions (won %)
150 (88.67%)
Profit trades (% of total)
240 (85.41%)
Loss trades (% of total)
41 (14.59%)
Largest Profit trade
10.84
Largest Loss trade
-14.20
Average Profit trade
2.08
Average Loss trade
-6.24
Maximum consecutive wins (profit in money)
30 (80.56)
Maximum consecutive losses (loss in money)
4 (-31.35)
Maximal consecutive profit (count of wins)
80.56 (30)
Maximal consecutive loss (count of losses)
-31.35 (4)
Avarage consecutive wins
9
Avarage consecutive losses
2

90 % качество тиков

90% качество тиковых данных. Агрессивная торговля по EURUSD.

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 1999.01.04 18:40 - 2007.12.28 22:55 (1999.01.01 - 2007.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; MaxSpread=2; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
660742
Ticks modelled
16520721
Modelling quality
89.99%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
14394.40
Gross profit
38801.56
Gross loss
-24407.16
Profit factor
1.59
Expected payoff
4.17
Absolute Bal DD
94.33
Maximal Bal DD
1451.76 (11.32%)
Relative Bal DD
17.36% (402.34)
Total Trades
3454
Short positions (won %)
1502 (83.09%)
Long positions (won %)
1952 (87.35%)
Profit trades (% of total)
2953 (85.50%)
Loss trades (% of total)
501 (14.50%)
Largest Profit trade
147.50
Largest Loss trade
-164.47
Average Profit trade
13.14
Average Loss trade
-48.72
Maximum consecutive wins (profit in money)
62 (659.53)
Maximum consecutive losses (loss in money)
9 (-565.03)
Maximal consecutive profit (count of wins)
980.22 (42)
Maximal consecutive loss (count of losses)
-673.92 (8)
Avarage consecutive wins
12
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2008.01.02 10:00 - 2008.12.30 23:55 (2008.01.01 - 2008.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74424
Ticks modelled
4148030
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
788.55
Gross profit
2152.92
Gross loss
-1364.37
Profit factor
1.58
Expected payoff
1.72
Absolute Bal DD
10.05
Maximal Bal DD
263.96 (13.44%)
Relative Bal DD
13.44% (263.96)
Total Trades
459
Short positions (won %)
221 (83.26%)
Long positions (won %)
238 (81.09%)
Profit trades (% of total)
377 (82.14%)
Loss trades (% of total)
82 (17.86%)
Largest Profit trade
42.00
Largest Loss trade
-29.19
Average Profit trade
5.71
Average Loss trade
-16.64
Maximum consecutive wins (profit in money)
39 (136.27)
Maximum consecutive losses (loss in money)
8 (-205.32)
Maximal consecutive profit (count of wins)
274.24 (24)
Maximal consecutive loss (count of losses)
-205.32 (8)
Avarage consecutive wins
11
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2009.01.02 10:00 - 2009.12.30 23:55 (2009.01.01 - 2009.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74461
Ticks modelled
12290208
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1062.56
Gross profit
1940.63
Gross loss
-878.07
Profit factor
2.21
Expected payoff
2.50
Absolute Bal DD
66.87
Maximal Bal DD
127.54 (9.17%)
Relative Bal DD
9.72% (100.47)
Total Trades
425
Short positions (won %)
128 (83.59%)
Long positions (won %)
297 (86.20%)
Profit trades (% of total)
363 (85.41%)
Loss trades (% of total)
62 (14.59%)
Largest Profit trade
25.38
Largest Loss trade
-23.03
Average Profit trade
5.35
Average Loss trade
-14.16
Maximum consecutive wins (profit in money)
57 (273.45)
Maximum consecutive losses (loss in money)
6 (-75.96)
Maximal consecutive profit (count of wins)
273.45 (57)
Maximal consecutive loss (count of losses)
-83.11 (5)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2010.01.04 00:00 - 2010.12.30 23:55 (2010.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74949
Ticks modelled
11500259
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1434.67
Gross profit
2356.47
Gross loss
-921.80
Profit factor
2.56
Expected payoff
2.92
Absolute Bal DD
19.83
Maximal Bal DD
157.57 (7.53%)
Relative Bal DD
10.34% (129.08)
Total Trades
491
Short positions (won %)
256 (90.63%)
Long positions (won %)
235 (85.96%)
Profit trades (% of total)
434 (88.39%)
Loss trades (% of total)
57 (11.61%)
Largest Profit trade
26.53
Largest Loss trade
-27.76
Average Profit trade
5.43
Average Loss trade
-16.17
Maximum consecutive wins (profit in money)
51 (337.43)
Maximum consecutive losses (loss in money)
9 (-106.92)
Maximal consecutive profit (count of wins)
337.43 (51)
Maximal consecutive loss (count of losses)
-106.92 (9)
Avarage consecutive wins
14
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2011.01.03 00:00 - 2011.12.30 23:55 (2011.01.01 - 2011.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
75534
Ticks modelled
18429358
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
674.17
Gross profit
1838.16
Gross loss
-1163.99
Profit factor
1.58
Expected payoff
1.39
Absolute Bal DD
11.09
Maximal Bal DD
191.76 (16.24%)
Relative Bal DD
16.24% (191.76)
Total Trades
486
Short positions (won %)
223 (82.06%)
Long positions (won %)
263 (81.75%)
Profit trades (% of total)
398 (81.89%)
Loss trades (% of total)
88 (18.11%)
Largest Profit trade
21.20
Largest Loss trade
-19.75
Average Profit trade
4.62
Average Loss trade
-13.23
Maximum consecutive wins (profit in money)
37 (137.79)
Maximum consecutive losses (loss in money)
6 (-75.12)
Maximal consecutive profit (count of wins)
183.49 (31)
Maximal consecutive loss (count of losses)
-81.10 (5)
Avarage consecutive wins
11
Avarage consecutive losses
3

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2012.01.02 00:00 - 2012.12.28 23:55 (2012.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
75392
Ticks modelled
14674953
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
712.46
Gross profit
1254.33
Gross loss
-541.87
Profit factor
2.31
Expected payoff
1.49
Absolute Bal DD
25.46
Maximal Bal DD
102.07 (6.01%)
Relative Bal DD
6.01% (102.07)
Total Trades
477
Short positions (won %)
219 (87.67%)
Long positions (won %)
258 (93.02%)
Profit trades (% of total)
432 (90.57%)
Loss trades (% of total)
45 (9.43%)
Largest Profit trade
26.10
Largest Loss trade
-17.40
Average Profit trade
2.90
Average Loss trade
-12.04
Maximum consecutive wins (profit in money)
52 (161.93)
Maximum consecutive losses (loss in money)
4 (-68.10)
Maximal consecutive profit (count of wins)
161.93 (52)
Maximal consecutive loss (count of losses)
-68.10 (4)
Avarage consecutive wins
16
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2013.01.02 09:00 - 2013.12.30 23:55 (2013.01.01 - 2013.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74578
Ticks modelled
10049252
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
217.42
Gross profit
791.66
Gross loss
-574.24
Profit factor
1.38
Expected payoff
0.43
Absolute Bal DD
34.93
Maximal Bal DD
147.76 (13.13%)
Relative Bal DD
13.13% (147.76)
Total Trades
511
Short positions (won %)
167 (82.63%)
Long positions (won %)
344 (88.37%)
Profit trades (% of total)
442 (86.50%)
Loss trades (% of total)
69 (13.50%)
Largest Profit trade
9.06
Largest Loss trade
-14.56
Average Profit trade
1.79
Average Loss trade
-8.32
Maximum consecutive wins (profit in money)
60 (115.39)
Maximum consecutive losses (loss in money)
7 (-101.64)
Maximal consecutive profit (count of wins)
115.39 (60)
Maximal consecutive loss (count of losses)
-101.64 (7)
Avarage consecutive wins
14
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2014.01.02 09:00 - 2014.12.19 23:55 (2014.01.01 - 2014.12.20)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
73108
Ticks modelled
9181490
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
256.85
Gross profit
536.85
Gross loss
-280.00
Profit factor
1.92
Expected payoff
0.59
Absolute Bal DD
8.82
Maximal Bal DD
93.96 (8.15%)
Relative Bal DD
8.15% (93.96)
Total Trades
433
Short positions (won %)
286 (88.81%)
Long positions (won %)
147 (91.84%)
Profit trades (% of total)
389 (89.84%)
Loss trades (% of total)
44 (10.16%)
Largest Profit trade
7.96
Largest Loss trade
-11.88
Average Profit trade
1.38
Average Loss trade
-6.36
Maximum consecutive wins (profit in money)
45 (76.72)
Maximum consecutive losses (loss in money)
7 (-39.94)
Maximal consecutive profit (count of wins)
76.72 (45)
Maximal consecutive loss (count of losses)
-39.94 (7)
Avarage consecutive wins
16
Avarage consecutive losses
2

90% качество тиковых данных по стандарту EURUSD

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 1999.01.04 18:40 - 2007.12.28 22:55 (1999.01.01 - 2007.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; MaxSpread=2; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
660742
Ticks modelled
16520721
Modelling quality
89.99%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
5127.01
Gross profit
13533.07
Gross loss
-8406.06
Profit factor
1.61
Expected payoff
2.34
Absolute Bal DD
51.98
Maximal Bal DD
462.09 (8.46%)
Relative Bal DD
12.56% (379.17)
Total Trades
2195
Short positions (won %)
883 (82.33%)
Long positions (won %)
1312 (87.12%)
Profit trades (% of total)
1870 (85.19%)
Loss trades (% of total)
325 (14.81%)
Largest Profit trade
63.00
Largest Loss trade
-64.50
Average Profit trade
7.24
Average Loss trade
-25.86
Maximum consecutive wins (profit in money)
49 (384.57)
Maximum consecutive losses (loss in money)
7 (-273.52)
Maximal consecutive profit (count of wins)
410.40 (41)
Maximal consecutive loss (count of losses)
-273.52 (7)
Avarage consecutive wins
9
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2008.01.02 10:00 - 2008.12.30 23:55 (2008.01.01 - 2008.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74424
Ticks modelled
4148030
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
594.48
Gross profit
1252.40
Gross loss
-657.92
Profit factor
1.90
Expected payoff
2.08
Absolute Bal DD
7.20
Maximal Bal DD
97.32 (8.42%)
Relative Bal DD
8.42% (97.32)
Total Trades
286
Short positions (won %)
136 (81.62%)
Long positions (won %)
150 (84.67%)
Profit trades (% of total)
238 (83.22%)
Loss trades (% of total)
48 (16.78%)
Largest Profit trade
35.00
Largest Loss trade
-24.30
Average Profit trade
5.26
Average Loss trade
-13.71
Maximum consecutive wins (profit in money)
31 (94.63)
Maximum consecutive losses (loss in money)
4 (-58.40)
Maximal consecutive profit (count of wins)
229.89 (21)
Maximal consecutive loss (count of losses)
-58.40 (4)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2009.01.02 10:00 - 2009.12.30 23:55 (2009.01.01 - 2009.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74461
Ticks modelled
12290208
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
468.90
Gross profit
942.39
Gross loss
-473.48
Profit factor
1.99
Expected payoff
1.82
Absolute Bal DD
46.08
Maximal Bal DD
71.88 (6.84%)
Relative Bal DD
6.88% (70.53)
Total Trades
258
Short positions (won %)
73 (86.30%)
Long positions (won %)
185 (83.78%)
Profit trades (% of total)
218 (84.50%)
Loss trades (% of total)
40 (15.50%)
Largest Profit trade
16.40
Largest Loss trade
-16.65
Average Profit trade
4.32
Average Loss trade
-11.84
Maximum consecutive wins (profit in money)
31 (124.60)
Maximum consecutive losses (loss in money)
4 (-39.18)
Maximal consecutive profit (count of wins)
142.52 (26)
Maximal consecutive loss (count of losses)
-41.69 (3)
Avarage consecutive wins
9
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2010.01.04 00:00 - 2010.12.30 23:55 (2010.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74949
Ticks modelled
11500259
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
626.23
Gross profit
1057.86
Gross loss
-431.63
Profit factor
2.45
Expected payoff
2.09
Absolute Bal DD
27.36
Maximal Bal DD
76.25 (4.91%)
Relative Bal DD
5.82% (62.67)
Total Trades
300
Short positions (won %)
154 (90.26%)
Long positions (won %)
146 (86.99%)
Profit trades (% of total)
266 (88.67%)
Loss trades (% of total)
34 (11.33%)
Largest Profit trade
18.95
Largest Loss trade
-17.35
Average Profit trade
3.98
Average Loss trade
-12.70
Maximum consecutive wins (profit in money)
34 (162.47)
Maximum consecutive losses (loss in money)
4 (-44.62)
Maximal consecutive profit (count of wins)
162.47 (34)
Maximal consecutive loss (count of losses)
-50.30 (3)
Avarage consecutive wins
12
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2011.01.03 00:00 - 2011.12.30 23:55 (2011.01.01 - 2011.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
75534
Ticks modelled
18429358
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
373.18
Gross profit
1012.39
Gross loss
-639.20
Profit factor
1.58
Expected payoff
1.28
Absolute Bal DD
6.12
Maximal Bal DD
101.72 (9.09%)
Relative Bal DD
9.09% (101.72)
Total Trades
291
Short positions (won %)
131 (80.92%)
Long positions (won %)
160 (82.50%)
Profit trades (% of total)
238 (81.79%)
Loss trades (% of total)
53 (18.21%)
Largest Profit trade
17.48
Largest Loss trade
-17.20
Average Profit trade
4.25
Average Loss trade
-12.06
Maximum consecutive wins (profit in money)
23 (83.96)
Maximum consecutive losses (loss in money)
4 (-57.72)
Maximal consecutive profit (count of wins)
111.64 (20)
Maximal consecutive loss (count of losses)
-57.72 (4)
Avarage consecutive wins
8
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2012.01.02 00:00 - 2012.12.28 23:55 (2012.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
75392
Ticks modelled
14674953
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
336.11
Gross profit
604.10
Gross loss
-267.99
Profit factor
2.25
Expected payoff
1.16
Absolute Bal DD
24.29
Maximal Bal DD
44.60 (3.30%)
Relative Bal DD
3.36% (38.56)
Total Trades
289
Short positions (won %)
135 (85.93%)
Long positions (won %)
154 (92.21%)
Profit trades (% of total)
258 (89.27%)
Loss trades (% of total)
31 (10.73%)
Largest Profit trade
20.88
Largest Loss trade
-12.44
Average Profit trade
2.34
Average Loss trade
-8.64
Maximum consecutive wins (profit in money)
36 (99.90)
Maximum consecutive losses (loss in money)
2 (-23.68)
Maximal consecutive profit (count of wins)
99.90 (36)
Maximal consecutive loss (count of losses)
-23.68 (2)
Avarage consecutive wins
12
Avarage consecutive losses
1

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2013.01.02 09:00 - 2013.12.30 23:55 (2013.01.01 - 2013.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74578
Ticks modelled
10049252
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
179.09
Gross profit
487.22
Gross loss
-308.13
Profit factor
1.58
Expected payoff
0.57
Absolute Bal DD
13.84
Maximal Bal DD
71.26 (6.48%)
Relative Bal DD
6.48% (71.26)
Total Trades
312
Short positions (won %)
100 (82.00%)
Long positions (won %)
212 (89.62%)
Profit trades (% of total)
272 (87.18%)
Loss trades (% of total)
40 (12.82%)
Largest Profit trade
8.48
Largest Loss trade
-14.56
Average Profit trade
1.79
Average Loss trade
-7.70
Maximum consecutive wins (profit in money)
40 (72.35)
Maximum consecutive losses (loss in money)
4 (-58.08)
Maximal consecutive profit (count of wins)
72.35 (40)
Maximal consecutive loss (count of losses)
-58.08 (4)
Avarage consecutive wins
10
Avarage consecutive losses
2

Backtests Settings

Symbol
EURUSD (Euro vs US Dollar)
Period
5 Minutes (M5) 2014.01.02 09:00 - 2014.12.19 23:55 (2014.01.01 - 2014.12.20)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
73108
Ticks modelled
9181490
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
136.82
Gross profit
298.85
Gross loss
-162.03
Profit factor
1.84
Expected payoff
0.55
Absolute Bal DD
6.72
Maximal Bal DD
53.82 (4.91%)
Relative Bal DD
4.91% (53.82)
Total Trades
247
Short positions (won %)
158 (87.34%)
Long positions (won %)
89 (92.13%)
Profit trades (% of total)
220 (89.07%)
Loss trades (% of total)
27 (10.93%)
Largest Profit trade
7.96
Largest Loss trade
-11.88
Average Profit trade
1.36
Average Loss trade
-6.00
Maximum consecutive wins (profit in money)
62 (81.69)
Maximum consecutive losses (loss in money)
3 (-20.00)
Maximal consecutive profit (count of wins)
81.69 (62)
Maximal consecutive loss (count of losses)
-21.92 (2)
Avarage consecutive wins
12
Avarage consecutive losses
2

90% качество тиковых данных. Агрессивная торговля по GBPUSD.

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 1999.01.04 15:30 - 2007.12.28 22:55 (1999.01.01 - 2007.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; MaxSpread=2; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
653936
Ticks modelled
17844502
Modelling quality
89.99%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
476188.74
Gross profit
1481309.86
Gross loss
-1005121.12
Profit factor
1.47
Expected payoff
80.10
Absolute Bal DD
15.75
Maximal Bal DD
55635.05 (12.92%)
Relative Bal DD
25.07% (2033.80)
Total Trades
5945
Short positions (won %)
2504 (81.15%)
Long positions (won %)
3441 (81.37%)
Profit trades (% of total)
4832 (81.28%)
Loss trades (% of total)
1113 (18.72%)
Largest Profit trade
8386.00
Largest Loss trade
-5427.39
Average Profit trade
306.56
Average Loss trade
-903.07
Maximum consecutive wins (profit in money)
64 (1868.10)
Maximum consecutive losses (loss in money)
10 (-4911.47)
Maximal consecutive profit (count of wins)
67726.56 (27)
Maximal consecutive loss (count of losses)
-26182.55 (5)
Avarage consecutive wins
9
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2008.01.02 10:00 - 2008.12.30 23:55 (2008.01.01 - 2008.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
73982
Ticks modelled
4091555
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1399.47
Gross profit
4762.01
Gross loss
-3362.54
Profit factor
1.42
Expected payoff
2.01
Absolute Bal DD
48.60
Maximal Bal DD
387.34 (18.71%)
Relative Bal DD
18.71% (387.34)
Total Trades
697
Short positions (won %)
413 (76.03%)
Long positions (won %)
284 (71.83%)
Profit trades (% of total)
518 (74.32%)
Loss trades (% of total)
179 (25.68%)
Largest Profit trade
42.00
Largest Loss trade
-45.20
Average Profit trade
9.19
Average Loss trade
-18.79
Maximum consecutive wins (profit in money)
42 (306.14)
Maximum consecutive losses (loss in money)
10 (-141.28)
Maximal consecutive profit (count of wins)
380.80 (16)
Maximal consecutive loss (count of losses)
-189.60 (5)
Avarage consecutive wins
6
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2009.01.02 10:00 - 2009.12.30 23:55 (2009.01.01 - 2009.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74433
Ticks modelled
13027716
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1805.74
Gross profit
6291.62
Gross loss
-4485.88
Profit factor
1.40
Expected payoff
2.41
Absolute Bal DD
188.46
Maximal Bal DD
287.44 (9.88%)
Relative Bal DD
25.51% (277.94)
Total Trades
748
Short positions (won %)
225 (65.78%)
Long positions (won %)
523 (70.17%)
Profit trades (% of total)
515 (68.85%)
Loss trades (% of total)
233 (31.15%)
Largest Profit trade
45.00
Largest Loss trade
-38.50
Average Profit trade
12.22
Average Loss trade
-19.25
Maximum consecutive wins (profit in money)
18 (192.54)
Maximum consecutive losses (loss in money)
9 (-125.60)
Maximal consecutive profit (count of wins)
221.53 (9)
Maximal consecutive loss (count of losses)
-158.32 (6)
Avarage consecutive wins
5
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2010.01.04 00:00 - 2010.12.30 23:55 (2010.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74945
Ticks modelled
12893683
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
1372.23
Gross profit
4644.99
Gross loss
-3272.76
Profit factor
1.42
Expected payoff
1.83
Absolute Bal DD
43.98
Maximal Bal DD
495.46 (20.82%)
Relative Bal DD
20.82% (495.46)
Total Trades
749
Short positions (won %)
325 (73.85%)
Long positions (won %)
424 (77.12%)
Profit trades (% of total)
567 (75.70%)
Loss trades (% of total)
182 (24.30%)
Largest Profit trade
40.72
Largest Loss trade
-30.56
Average Profit trade
8.19
Average Loss trade
-17.98
Maximum consecutive wins (profit in money)
31 (298.94)
Maximum consecutive losses (loss in money)
9 (-216.96)
Maximal consecutive profit (count of wins)
298.94 (31)
Maximal consecutive loss (count of losses)
-216.96 (9)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2011.01.03 00:00 - 2011.12.30 23:45 (2011.01.01 - 2011.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
75532
Ticks modelled
19093017
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
458.19
Gross profit
2476.65
Gross loss
-2018.46
Profit factor
1.23
Expected payoff
0.61
Absolute Bal DD
95.63
Maximal Bal DD
299.05 (21.81%)
Relative Bal DD
21.81% (299.05)
Total Trades
750
Short positions (won %)
325 (77.23%)
Long positions (won %)
425 (75.29%)
Profit trades (% of total)
571 (76.13%)
Loss trades (% of total)
179 (23.87%)
Largest Profit trade
19.56
Largest Loss trade
-16.49
Average Profit trade
4.34
Average Loss trade
-11.28
Maximum consecutive wins (profit in money)
31 (111.74)
Maximum consecutive losses (loss in money)
9 (-116.41)
Maximal consecutive profit (count of wins)
136.16 (24)
Maximal consecutive loss (count of losses)
-116.41 (9)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2012.01.02 00:00 - 2012.12.28 23:55 (2012.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
75392
Ticks modelled
13932664
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
674.29
Gross profit
1945.96
Gross loss
-1271.67
Profit factor
1.53
Expected payoff
0.88
Absolute Bal DD
21.12
Maximal Bal DD
169.66 (9.35%)
Relative Bal DD
10.28% (137.71)
Total Trades
769
Short positions (won %)
252 (79.76%)
Long positions (won %)
517 (87.62%)
Profit trades (% of total)
654 (85.05%)
Loss trades (% of total)
115 (14.95%)
Largest Profit trade
20.52
Largest Loss trade
-17.26
Average Profit trade
2.98
Average Loss trade
-11.06
Maximum consecutive wins (profit in money)
97 (271.42)
Maximum consecutive losses (loss in money)
7 (-116.46)
Maximal consecutive profit (count of wins)
271.42 (97)
Maximal consecutive loss (count of losses)
-116.46 (7)
Avarage consecutive wins
12
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2013.01.02 09:00 - 2013.12.30 23:55 (2013.01.01 - 2013.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74575
Ticks modelled
9698837
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
511.93
Gross profit
1834.88
Gross loss
-1322.95
Profit factor
1.39
Expected payoff
0.66
Absolute Bal DD
20.60
Maximal Bal DD
158.75 (11.14%)
Relative Bal DD
11.14% (158.75)
Total Trades
775
Short positions (won %)
326 (79.45%)
Long positions (won %)
449 (84.86%)
Profit trades (% of total)
640 (82.58%)
Loss trades (% of total)
135 (17.42%)
Largest Profit trade
19.74
Largest Loss trade
-15.25
Average Profit trade
2.87
Average Loss trade
-9.80
Maximum consecutive wins (profit in money)
73 (203.35)
Maximum consecutive losses (loss in money)
6 (-86.49)
Maximal consecutive profit (count of wins)
203.35 (73)
Maximal consecutive loss (count of losses)
-86.49 (6)
Avarage consecutive wins
9
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2014.01.02 09:00 - 2014.12.19 23:55 (2014.01.01 - 2014.12.20)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
73108
Ticks modelled
10131991
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
728.22
Gross profit
1385.96
Gross loss
-657.75
Profit factor
2.11
Expected payoff
1.25
Absolute Bal DD
48.09
Maximal Bal DD
139.86 (7.89%)
Relative Bal DD
7.89% (139.86)
Total Trades
584
Short positions (won %)
294 (84.35%)
Long positions (won %)
290 (90.00%)
Profit trades (% of total)
509 (87.16%)
Loss trades (% of total)
75 (12.84%)
Largest Profit trade
20.28
Largest Loss trade
-18.42
Average Profit trade
2.72
Average Loss trade
-8.77
Maximum consecutive wins (profit in money)
37 (65.06)
Maximum consecutive losses (loss in money)
6 (-41.76)
Maximal consecutive profit (count of wins)
92.09 (10)
Maximal consecutive loss (count of losses)
-74.95 (5)
Avarage consecutive wins
11
Avarage consecutive losses
2

90 % качество тиковых данных, стандарт GBPUSD

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 1999.01.04 15:30 - 2007.12.28 22:55 (1999.01.01 - 2007.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; MaxSpread=2; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
653936
Ticks modelled
17844502
Modelling quality
89.99%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
29164.15
Gross profit
81915.94
Gross loss
-52751.79
Profit factor
1.55
Expected payoff
9.68
Absolute Bal DD
10.35
Maximal Bal DD
2850.40 (9.46%)
Relative Bal DD
13.32% (1213.45)
Total Trades
3012
Short positions (won %)
1215 (82.80%)
Long positions (won %)
1797 (82.19%)
Profit trades (% of total)
2483 (82.44%)
Loss trades (% of total)
529 (17.56%)
Largest Profit trade
630.00
Largest Loss trade
-334.64
Average Profit trade
32.99
Average Loss trade
-99.72
Maximum consecutive wins (profit in money)
35 (516.40)
Maximum consecutive losses (loss in money)
6 (-863.40)
Maximal consecutive profit (count of wins)
2363.09 (14)
Maximal consecutive loss (count of losses)
-1243.16 (4)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2008.01.02 10:00 - 2008.12.30 23:55 (2008.01.01 - 2008.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
73982
Ticks modelled
4091554
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
594.21
Gross profit
1546.81
Gross loss
-952.60
Profit factor
1.62
Expected payoff
1.97
Absolute Bal DD
26.73
Maximal Bal DD
145.96 (9.62%)
Relative Bal DD
9.92% (113.47)
Total Trades
301
Short positions (won %)
178 (84.83%)
Long positions (won %)
123 (71.54%)
Profit trades (% of total)
239 (79.40%)
Loss trades (% of total)
62 (20.60%)
Largest Profit trade
35.00
Largest Loss trade
-30.65
Average Profit trade
6.47
Average Loss trade
-15.36
Maximum consecutive wins (profit in money)
26 (103.79)
Maximum consecutive losses (loss in money)
8 (-106.92)
Maximal consecutive profit (count of wins)
178.80 (15)
Maximal consecutive loss (count of losses)
-106.92 (8)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2009.01.02 10:00 - 2009.12.30 23:55 (2009.01.01 - 2009.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74433
Ticks modelled
13027714
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
812.73
Gross profit
2141.03
Gross loss
-1328.30
Profit factor
1.61
Expected payoff
2.40
Absolute Bal DD
129.49
Maximal Bal DD
181.07 (17.22%)
Relative Bal DD
17.22% (181.07)
Total Trades
339
Short positions (won %)
90 (74.44%)
Long positions (won %)
249 (71.89%)
Profit trades (% of total)
246 (72.57%)
Loss trades (% of total)
93 (27.43%)
Largest Profit trade
35.00
Largest Loss trade
-23.10
Average Profit trade
8.70
Average Loss trade
-14.28
Maximum consecutive wins (profit in money)
19 (129.43)
Maximum consecutive losses (loss in money)
5 (-81.00)
Maximal consecutive profit (count of wins)
141.16 (14)
Maximal consecutive loss (count of losses)
-81.00 (5)
Avarage consecutive wins
4
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2010.01.04 00:00 - 2010.12.30 23:55 (2010.01.01 - 2010.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74945
Ticks modelled
12893683
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
574.75
Gross profit
1394.99
Gross loss
-820.24
Profit factor
1.70
Expected payoff
1.75
Absolute Bal DD
20.58
Maximal Bal DD
198.15 (12.52%)
Relative Bal DD
12.52% (198.15)
Total Trades
329
Short positions (won %)
131 (81.68%)
Long positions (won %)
198 (79.29%)
Profit trades (% of total)
264 (80.24%)
Loss trades (% of total)
65 (19.76%)
Largest Profit trade
25.45
Largest Loss trade
-16.65
Average Profit trade
5.28
Average Loss trade
-12.62
Maximum consecutive wins (profit in money)
25 (115.06)
Maximum consecutive losses (loss in money)
4 (-60.70)
Maximal consecutive profit (count of wins)
194.09 (23)
Maximal consecutive loss (count of losses)
-60.70 (4)
Avarage consecutive wins
7
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2011.01.03 00:00 - 2011.12.30 23:55 (2011.01.01 - 2011.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
75534
Ticks modelled
19093564
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
190.64
Gross profit
1001.10
Gross loss
-810.46
Profit factor
1.24
Expected payoff
0.55
Absolute Bal DD
36.45
Maximal Bal DD
134.50 (11.37%)
Relative Bal DD
11.37% (134.50)
Total Trades
349
Short positions (won %)
131 (82.44%)
Long positions (won %)
218 (76.15%)
Profit trades (% of total)
274 (78.51%)
Loss trades (% of total)
75 (21.49%)
Largest Profit trade
16.40
Largest Loss trade
-16.44
Average Profit trade
3.65
Average Loss trade
-10.81
Maximum consecutive wins (profit in money)
23 (101.94)
Maximum consecutive losses (loss in money)
6 (-56.91)
Maximal consecutive profit (count of wins)
101.94 (23)
Maximal consecutive loss (count of losses)
-56.91 (6)
Avarage consecutive wins
6
Avarage consecutive losses
2

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2012.01.02 00:00 - 2012.12.28 23:55 (2012.01.01 - 2012.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
75392
Ticks modelled
13932664
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
311.34
Gross profit
806.90
Gross loss
-495.56
Profit factor
1.63
Expected payoff
0.81
Absolute Bal DD
10.11
Maximal Bal DD
93.26 (7.83%)
Relative Bal DD
7.83% (93.26)
Total Trades
383
Short positions (won %)
121 (80.17%)
Long positions (won %)
262 (90.08%)
Profit trades (% of total)
333 (86.95%)
Loss trades (% of total)
50 (13.05%)
Largest Profit trade
20.52
Largest Loss trade
-13.90
Average Profit trade
2.42
Average Loss trade
-9.91
Maximum consecutive wins (profit in money)
47 (110.39)
Maximum consecutive losses (loss in money)
4 (-55.50)
Maximal consecutive profit (count of wins)
110.39 (47)
Maximal consecutive loss (count of losses)
-55.50 (4)
Avarage consecutive wins
10
Avarage consecutive losses
1

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2013.01.02 09:00 - 2013.12.30 23:55 (2013.01.01 - 2013.12.31)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
74575
Ticks modelled
9698835
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
310.68
Gross profit
739.41
Gross loss
-428.73
Profit factor
1.72
Expected payoff
0.86
Absolute Bal DD
1.89
Maximal Bal DD
75.02 (5.97%)
Relative Bal DD
5.97% (75.02)
Total Trades
362
Short positions (won %)
136 (83.09%)
Long positions (won %)
226 (86.73%)
Profit trades (% of total)
309 (85.36%)
Loss trades (% of total)
53 (14.64%)
Largest Profit trade
13.44
Largest Loss trade
-12.04
Average Profit trade
2.39
Average Loss trade
-8.09
Maximum consecutive wins (profit in money)
36 (88.62)
Maximum consecutive losses (loss in money)
5 (-39.42)
Maximal consecutive profit (count of wins)
101.27 (27)
Maximal consecutive loss (count of losses)
-45.28 (4)
Avarage consecutive wins
8
Avarage consecutive losses
1

Backtests Settings

Symbol
GBPUSD (Great Britain Pound vs US Dollar)
Period
5 Minutes (M5) 2014.01.02 09:00 - 2014.12.19 23:55 (2014.01.01 - 2014.12.20)
Broker
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
Mine=">>> Mine Settings <<>> GMT Settings <<>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test
73108
Ticks modelled
10131991
Modelling quality
90.00%
Initial Deposit
$1000.00
Spread

Backtests Results

Total net profit
286.50
Gross profit
487.53
Gross loss
-201.02
Profit factor
2.43
Expected payoff
1.05
Absolute Bal DD
27.74
Maximal Bal DD
58.43 (5.29%)
Relative Bal DD
5.29% (58.43)
Total Trades
273
Short positions (won %)
132 (87.12%)
Long positions (won %)
141 (88.65%)
Profit trades (% of total)
240 (87.91%)
Loss trades (% of total)
33 (12.09%)
Largest Profit trade
11.28
Largest Loss trade
-14.12
Average Profit trade
2.03
Average Loss trade
-6.09
Maximum consecutive wins (profit in money)
23 (57.90)
Maximum consecutive losses (loss in money)
4 (-30.96)
Maximal consecutive profit (count of wins)
57.90 (23)
Maximal consecutive loss (count of losses)
-30.96 (4)
Avarage consecutive wins
10
Avarage consecutive losses
1

Торговая стратегия

Основная стратегия советника Cyrus заключается в обнаружении тренда, благодаря которому он следует этому сильному тренду для открытия ордеров. Система прекрасно анализирует текущее состояние рынка, чтобы динамически определять значения параметров StopLoss и TakeProfit. Это гарантирует получение максимальной прибыли от каждой сделки, подвергая счет минимальному риску.

Стратегия Безопасность

Для каждой сделки устанавливаются разные значения StopLoss и TakeProfit, но система чаще всего выходит из сделки, когда извлекает из нее то, что рынок может максимально дать, поскольку рынок может в любой момент обернуться против нас.

Cyrus EA также применяет различные алгоритмы обнаружения точек входа как по отдельности, так и в комбинациях, что минимизирует риски и обеспечивает достаточную стабильность.

Параметры

  • Трейлинг : с опциями включения/отключения, управляющими функцией скользящей прибыли, при которой, если прибыль ордера достигает 80 пунктов, начинается скользящая прибыль.
  • Риск : процентное значение размера депозита как максимальная сумма риска в одной сделке, которая представляет собой размер сделки (лот).
  • FixLot : фиксированный размер сделки независимо от размера депозита. Активен только тогда, когда предыдущий параметр Risk=0.
  • AutoGMT : с опциями включения/отключения для автоматического определения смещения времени брокера по сравнению с GMT (для тестирования в тестере стратегий смещение времени брокера необходимо установить вручную).
  • SummerGMT : определяет смещение летнего времени брокера по сравнению с GMT и активен только тогда, когда предыдущий параметр AutoGMT=false.
  • WinterGMT : определяет смещение зимнего времени брокера по сравнению с GMT и активен только тогда, когда предыдущий параметр AutoGMT=false.
  • ShowIndicate : отображает показания на экранной диаграмме.
  • MagicNumber : фиксированный идентификационный номер для ордеров советника, который будет добавлен к каждому номеру алгоритма следующим образом: MagicNumber + (номер алгоритма). Например, если MagicNumber = 1000, идентификационный номер первого алгоритма будет 1000+1=1001, а второго — 1000+2=1002 и так до 4).
  • EAComment : Для добавления комментариев к ордерам советника.
  • RecoveryMode : применяет режим быстрого восстановления капитала. ВНИМАНИЕ! Эту функцию следует сначала протестировать в тестере стратегий, прежде чем использовать ее вживую!
  • MaxSpread : определяет максимально допустимый спред для открытия ордеров.

Риски

Торговля на Форекс может включать в себя риск убытков, превышающих ваш первоначальный депозит. Это не подходит для всех инвесторов, и вы должны убедиться, что понимаете связанные риски, при необходимости обратиться за независимым советом.

Счета Форекс обычно предлагают различные степени кредитного плеча, и их высокий потенциал прибыли уравновешивается таким же высоким уровнем риска. Вы никогда не должны рисковать больше, чем готовы потерять, и должны тщательно учитывать свой опыт торговли.

Прошлая производительность и смоделированные результаты не обязательно указывают на будущую производительность. Весь контент на этом сайте представляет собой исключительно мнение автора и не является явной рекомендацией покупать любые из описанных продуктов.