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Algocrat AI Масштабируемость, доступность и минимальные требования
Strategy Tester: Cyrus EA v1
Strategy Tester Report
Cyrus EA v1
Alpari-Demo (Build 765)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2012.01.02 00:00 - 2012.12.28 23:55 (2012.01.01 - 2012.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMine=">>> Mine Settings <<<"; Risk=1; FixLot=0.01; MaxOpenTrades=8; AgressiveTrade=false; GMT=">>> GMT Settings <<<"; AutoGMT=false; SummerGMT=3; WinterGMT=2; Other=">>> 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 test75392Ticks modelled14674953Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit336.11Gross profit604.10Gross loss-267.99
Profit factor2.25Expected payoff1.16
Absolute drawdown24.29Maximal drawdown44.60 (3.30%)Relative drawdown3.36% (38.56)
Total trades289Short 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%)
Largestprofit trade20.88loss trade-12.44
Averageprofit trade2.34loss trade-8.64
Maximumconsecutive wins (profit in money)36 (99.90)consecutive losses (loss in money)2 (-23.68)
Maximalconsecutive profit (count of wins)99.90 (36)consecutive loss (count of losses)-23.68 (2)
Averageconsecutive wins12consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.01.09 06:50sell10.031.269550.000000.00000
22012.01.09 06:50modify10.031.269551.272351.26255
32012.01.09 07:05sell20.031.269610.000000.00000
42012.01.09 07:05modify20.031.269611.272401.26261
52012.01.09 08:39s/l10.031.272351.272351.26255-8.40991.60
62012.01.09 08:40s/l20.031.272401.272401.26261-8.37983.23
72012.01.11 08:20sell30.031.274900.000000.00000
82012.01.11 08:20modify30.031.274901.277651.26790
92012.01.11 08:20sell40.031.274900.000000.00000
102012.01.11 08:20modify40.031.274901.277651.26790
112012.01.11 08:25close30.031.274191.277651.267902.13985.36
122012.01.11 08:25close40.031.274191.277651.267902.13987.49
132012.01.11 20:20sell50.031.270210.000000.00000
142012.01.11 20:20modify50.031.270211.273551.26321
152012.01.11 22:30sell60.031.270870.000000.00000
162012.01.11 22:30modify60.031.270871.274201.26387
172012.01.12 03:40close60.031.270901.274201.26387-0.03987.46
182012.01.12 11:48s/l50.031.273551.273551.26321-9.96977.51
192012.01.19 03:05buy70.031.284750.000000.00000
202012.01.19 03:05modify70.031.284751.281591.29175
212012.01.19 04:15close70.031.286161.281591.291754.23981.74
222012.01.19 16:40buy80.031.288980.000000.00000
232012.01.19 16:40modify80.031.288981.285811.29598
242012.01.19 18:25close80.031.289831.285811.295982.55984.29
252012.01.20 03:15buy90.031.295680.000000.00000
262012.01.20 03:15modify90.031.295681.292691.30268
272012.01.20 03:20close90.031.296331.292691.302681.95986.24
282012.01.23 19:15buy100.031.301060.000000.00000
292012.01.23 19:15modify100.031.301061.297831.30806
302012.01.23 19:20buy110.031.301240.000000.00000
312012.01.23 19:20modify110.031.301241.298011.30824
322012.01.23 21:30close110.031.301601.298011.308241.08987.32
332012.01.23 22:20close100.031.302381.297831.308063.96991.28
342012.01.24 00:45buy120.031.301000.000000.00000
352012.01.24 00:45modify120.031.301001.297821.30800
362012.01.24 01:35close120.031.302201.297821.308003.60994.88
372012.01.25 03:10buy130.031.302690.000000.00000
382012.01.25 03:10modify130.031.302691.299681.30969
392012.01.25 03:10buy140.031.302690.000000.00000
402012.01.25 03:10modify140.031.302691.299681.30969
412012.01.25 04:05close130.031.303261.299681.309691.71996.59
422012.01.25 04:05close140.031.303261.299681.309691.71998.30
432012.01.26 17:50buy150.031.314130.000000.00000
442012.01.26 17:50modify150.031.314131.310951.32113
452012.01.26 18:05close150.031.316241.310951.321136.331004.63
462012.01.31 08:45buy160.031.317610.000000.00000
472012.01.31 08:45modify160.031.317611.314821.32461
482012.01.31 08:45buy170.031.317610.000000.00000
492012.01.31 08:45modify170.031.317611.314821.32461
502012.01.31 09:20close160.031.318731.314821.324613.361007.99
512012.01.31 09:20close170.031.318731.314821.324613.361011.35
522012.01.31 09:45buy180.031.316750.000000.00000
532012.01.31 09:45modify180.031.316751.313941.32375
542012.01.31 10:30close180.031.318361.313941.323754.831016.18
552012.02.01 20:45buy190.031.316760.000000.00000
562012.02.01 20:45modify190.031.316761.313371.32376
572012.02.01 20:45buy200.031.316760.000000.00000
582012.02.01 20:45modify200.031.316761.313371.32376
592012.02.01 21:10buy210.031.316280.000000.00000
602012.02.01 21:10modify210.031.316281.312881.32328
612012.02.01 21:10buy220.031.316280.000000.00000
622012.02.01 21:10modify220.031.316281.312881.32328
632012.02.02 00:05close210.031.316431.312881.323280.181016.36
642012.02.02 00:20close220.031.316851.312881.323281.441017.80
652012.02.02 00:55close190.031.317231.313371.323761.141018.94
662012.02.02 00:55close200.031.317231.313371.323761.141020.08
672012.02.06 00:00buy230.031.311520.000000.00000
682012.02.06 00:00modify230.031.311521.308181.31852
692012.02.06 05:01s/l230.031.308181.308181.31852-10.021010.06
702012.02.06 14:20sell240.031.307320.000000.00000
712012.02.06 14:20modify240.031.307321.310381.30032
722012.02.06 15:05close240.031.305641.310381.300325.041015.10
732012.02.07 00:55buy250.031.312390.000000.00000
742012.02.07 00:55modify250.031.312391.309241.31939
752012.02.07 01:30buy260.031.312130.000000.00000
762012.02.07 01:30modify260.031.312131.309021.31913
772012.02.07 01:50buy270.031.311730.000000.00000
782012.02.07 01:50modify270.031.311731.308641.31873
792012.02.07 03:35close250.031.312581.309241.319390.571015.67
802012.02.07 03:35close260.031.312581.309021.319131.351017.02
812012.02.07 03:45close270.031.312471.308641.318732.221019.24
822012.02.08 01:55buy280.031.324940.000000.00000
832012.02.08 01:55modify280.031.324941.321741.33194
842012.02.08 02:35close280.031.326021.321741.331943.241022.48
852012.02.08 03:10buy290.031.324460.000000.00000
862012.02.08 03:10modify290.031.324461.321311.33146
872012.02.08 03:10buy300.031.324460.000000.00000
882012.02.08 03:10modify300.031.324461.321311.33146
892012.02.08 04:10close290.031.325091.321311.331461.891024.37
902012.02.08 04:50close300.031.325291.321311.331462.491026.86
912012.02.13 09:05buy310.031.323860.000000.00000
922012.02.13 09:05modify310.031.323861.320961.33086
932012.02.13 09:05buy320.031.323860.000000.00000
942012.02.13 09:05modify320.031.323861.320961.33086
952012.02.13 09:15close310.031.325831.320961.330865.911032.77
962012.02.13 09:15close320.031.325831.320961.330865.911038.68
972012.02.20 06:40buy330.031.320730.000000.00000
982012.02.20 06:40modify330.031.320731.317841.32773
992012.02.20 06:40buy340.031.320730.000000.00000
1002012.02.20 06:40modify340.031.320731.317841.32773
1012012.02.20 07:55close330.031.321171.317841.327731.321040.00
1022012.02.20 07:55close340.031.321171.317841.327731.321041.32
1032012.02.20 09:20buy350.031.320010.000000.00000
1042012.02.20 09:20modify350.031.320011.317191.32701
1052012.02.20 11:05close350.031.320381.317191.327011.111042.43
1062012.02.20 16:50buy360.031.324480.000000.00000
1072012.02.20 16:50modify360.031.324481.321571.33148
1082012.02.20 16:50buy370.031.324480.000000.00000
1092012.02.20 16:50modify370.031.324481.321571.33148
1102012.02.20 17:50close360.031.326481.321571.331486.001048.43
1112012.02.20 17:50close370.031.326481.321571.331486.001054.43
1122012.02.24 08:05buy380.041.336040.000000.00000
1132012.02.24 08:05modify380.041.336041.333251.34304
1142012.02.24 08:55close380.041.336881.333251.343043.361057.79
1152012.02.28 09:45buy390.041.342590.000000.00000
1162012.02.28 09:45modify390.041.342591.339831.34959
1172012.02.28 09:55close390.041.343831.339831.349594.961062.75
1182012.02.29 07:45buy400.041.347440.000000.00000
1192012.02.29 07:45modify400.041.347441.344691.35444
1202012.02.29 08:30buy410.041.346830.000000.00000
1212012.02.29 08:30modify410.041.346831.344091.35383
1222012.02.29 09:35close410.041.347731.344091.353833.601066.35
1232012.02.29 09:35close400.041.347731.344691.354441.161067.51
1242012.03.05 03:10sell420.041.320440.000000.00000
1252012.03.05 03:10modify420.041.320441.323391.31344
1262012.03.05 04:15close420.041.320371.323391.313440.281067.79
1272012.03.06 09:20sell430.041.320790.000000.00000
1282012.03.06 09:20modify430.041.320791.323521.31379
1292012.03.06 09:45close430.041.320041.323521.313793.001070.79
1302012.03.07 00:45sell440.041.311710.000000.00000
1312012.03.07 00:45modify440.041.311711.314731.30471
1322012.03.07 01:00close440.041.311481.314731.304710.921071.71
1332012.03.07 01:35sell450.041.311870.000000.00000
1342012.03.07 01:35modify450.041.311871.314841.30487
1352012.03.07 01:55sell460.041.312150.000000.00000
1362012.03.07 01:55modify460.041.312151.315111.30515
1372012.03.07 02:05close460.041.311491.315111.305152.641074.35
1382012.03.07 02:05close450.041.311491.314841.304871.521075.87
1392012.03.08 21:15buy470.041.325370.000000.00000
1402012.03.08 21:15modify470.041.325371.322211.33237
1412012.03.08 21:40close470.041.326091.322211.332372.881078.75
1422012.03.09 01:45buy480.041.326530.000000.00000
1432012.03.09 01:45modify480.041.326531.323451.33353
1442012.03.09 01:45buy490.041.326530.000000.00000
1452012.03.09 01:45modify490.041.326531.323451.33353
1462012.03.09 01:55close480.041.327421.323451.333533.561082.31
1472012.03.09 01:55close490.041.327421.323451.333533.561085.87
1482012.03.09 03:15buy500.041.326080.000000.00000
1492012.03.09 03:15modify500.041.326081.323041.33308
1502012.03.09 04:25close500.041.326771.323041.333082.761088.63
1512012.03.13 17:15sell510.041.309840.000000.00000
1522012.03.13 17:15modify510.041.309841.312861.30284
1532012.03.13 20:20close510.041.309801.312861.302840.161088.79
1542012.03.14 01:20sell520.041.308850.000000.00000
1552012.03.14 01:20modify520.041.308851.311941.30185
1562012.03.14 01:50close520.041.307471.311941.301855.521094.31
1572012.03.14 06:00sell530.041.307650.000000.00000
1582012.03.14 06:00modify530.041.307651.310581.30065
1592012.03.14 07:00close530.041.307051.310581.300652.401096.71
1602012.03.14 22:55sell540.041.303170.000000.00000
1612012.03.14 22:55modify540.041.303171.306301.29617
1622012.03.14 22:55sell550.041.303170.000000.00000
1632012.03.14 22:55modify550.041.303171.306301.29617
1642012.03.15 01:05close540.041.302951.306301.296170.961097.67
1652012.03.15 01:30close550.041.302921.306301.296171.081098.75
1662012.03.20 00:20buy560.041.323560.000000.00000
1672012.03.20 00:20modify560.041.323561.320651.33056
1682012.03.20 01:50buy570.041.323180.000000.00000
1692012.03.20 01:50modify570.041.323181.320311.33018
1702012.03.20 01:50buy580.041.323180.000000.00000
1712012.03.20 01:50modify580.041.323181.320311.33018
1722012.03.20 02:25close570.041.323541.320311.330181.441100.19
1732012.03.20 02:50close560.041.323841.320651.330561.121101.31
1742012.03.20 02:55close580.041.324021.320311.330183.361104.67
1752012.03.22 14:45sell590.041.317130.000000.00000
1762012.03.22 14:45modify590.041.317131.320141.31013
1772012.03.22 15:20close590.041.315811.320141.310135.281109.95
1782012.03.26 03:50buy600.041.326910.000000.00000
1792012.03.26 03:50modify600.041.326911.323961.33391
1802012.03.26 03:50buy610.041.326910.000000.00000
1812012.03.26 03:50modify610.041.326911.323961.33391
1822012.03.26 10:31s/l600.041.323961.323961.33391-11.801098.15
1832012.03.26 10:31s/l610.041.323961.323961.33391-11.801086.35
1842012.03.27 05:05buy620.041.335290.000000.00000
1852012.03.27 05:05modify620.041.335291.332521.34229
1862012.03.27 05:20buy630.041.335040.000000.00000
1872012.03.27 05:20modify630.041.335041.332281.34204
1882012.03.27 05:45close630.041.335681.332281.342042.561088.91
1892012.03.27 05:45close620.041.335681.332521.342291.561090.47
1902012.03.27 06:10buy640.041.334950.000000.00000
1912012.03.27 06:10modify640.041.334951.332231.34195
1922012.03.27 07:20buy650.041.334650.000000.00000
1932012.03.27 07:20modify650.041.334651.331981.34165
1942012.03.27 07:45close650.041.335221.331981.341652.281092.75
1952012.03.27 08:25close640.041.335391.332231.341951.761094.51
1962012.03.30 09:05buy660.041.334390.000000.00000
1972012.03.30 09:05modify660.041.334391.331611.34139
1982012.03.30 09:10close660.041.335771.331611.341395.521100.03
1992012.04.02 03:10buy670.041.335150.000000.00000
2002012.04.02 03:10modify670.041.335151.332221.34215
2012012.04.02 10:35close670.041.335651.332221.342152.001102.03
2022012.04.03 07:10buy680.041.333720.000000.00000
2032012.04.03 07:10modify680.041.333721.330991.34072
2042012.04.03 09:10close680.041.334791.330991.340724.281106.31
2052012.04.04 09:30sell690.041.321050.000000.00000
2062012.04.04 09:30modify690.041.321051.324041.31405
2072012.04.04 09:50close690.041.319961.324041.314054.361110.67
2082012.04.04 21:15sell700.041.314460.000000.00000
2092012.04.04 21:15modify700.041.314461.317651.30746
2102012.04.04 21:15sell710.041.314460.000000.00000
2112012.04.04 21:15modify710.041.314461.317651.30746
2122012.04.04 22:45close700.041.313961.317651.307462.001112.67
2132012.04.05 00:30close710.041.313841.317651.307462.561115.24
2142012.04.05 22:30sell720.041.306440.000000.00000
2152012.04.05 22:30modify720.041.306441.309491.29944
2162012.04.05 23:05close720.041.306201.309491.299440.961116.20
2172012.04.05 23:50sell730.041.306640.000000.00000
2182012.04.05 23:50modify730.041.306641.309651.29964
2192012.04.05 23:50sell740.041.306640.000000.00000
2202012.04.05 23:50modify740.041.306641.309651.29964
2212012.04.06 00:20close730.041.306361.309651.299641.151117.35
2222012.04.06 01:50close740.041.306421.309651.299640.911118.25
2232012.04.09 07:35sell750.041.306280.000000.00000
2242012.04.09 07:35modify750.041.306281.309001.29928
2252012.04.09 07:45sell760.041.306910.000000.00000
2262012.04.09 07:45modify760.041.306911.309641.29991
2272012.04.09 08:55close750.041.306281.309001.299280.001118.25
2282012.04.09 10:00close760.041.306451.309641.299911.841120.09
2292012.04.16 08:20sell770.041.302810.000000.00000
2302012.04.16 08:20modify770.041.302811.305641.29581
2312012.04.16 08:40close770.041.302101.305641.295812.841122.93
2322012.04.20 04:25buy780.041.313610.000000.00000
2332012.04.20 04:25modify780.041.313611.310701.32061
2342012.04.20 05:25close780.041.313891.310701.320611.121124.05
2352012.04.23 00:00buy790.041.318480.000000.00000
2362012.04.23 00:00modify790.041.318481.315461.32548
2372012.04.23 02:55close790.041.320411.315461.325487.721131.77
2382012.04.24 03:00buy800.041.314990.000000.00000
2392012.04.24 03:00modify800.041.314991.312161.32199
2402012.04.24 03:50close800.041.315501.312161.321992.041133.81
2412012.04.24 21:00buy810.041.319450.000000.00000
2422012.04.24 21:00modify810.041.319451.316441.32645
2432012.04.24 21:05buy820.041.319420.000000.00000
2442012.04.24 21:05modify820.041.319421.316411.32642
2452012.04.24 21:25buy830.041.319050.000000.00000
2462012.04.24 21:25modify830.041.319051.316041.32605
2472012.04.24 21:25buy840.041.319050.000000.00000
2482012.04.24 21:25modify840.041.319051.316041.32605
2492012.04.24 23:40close830.041.319241.316041.326050.761134.57
2502012.04.24 23:45close840.041.319341.316041.326051.161135.73
2512012.04.25 00:00close820.041.319601.316411.326420.601136.33
2522012.04.25 00:00close810.041.319601.316441.326450.481136.81
2532012.04.26 04:45buy850.041.321820.000000.00000
2542012.04.26 04:45modify850.041.321821.318891.32882
2552012.04.26 05:30close850.041.322421.318891.328822.401139.21
2562012.05.01 04:05buy860.041.323830.000000.00000
2572012.05.01 04:05modify860.041.323831.321121.33083
2582012.05.01 04:55close860.041.324021.321121.330830.761139.97
2592012.05.02 17:10sell870.041.315510.000000.00000
2602012.05.02 17:10modify870.041.315511.318541.30851
2612012.05.02 17:10sell880.041.315510.000000.00000
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5732012.08.23 09:50close1900.041.254041.250411.260223.281268.57
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6332012.09.17 01:35buy2120.041.311440.000000.00000
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6512012.09.28 03:50close2170.041.291201.288031.297990.841325.85
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6612012.10.02 21:00buy2210.041.293040.000000.00000
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8412012.12.13 03:10buy2810.041.306430.000000.00000
8422012.12.13 03:10modify2810.041.306431.303621.31343
8432012.12.13 05:20close2810.041.306641.303621.313430.841333.47
8442012.12.17 04:50buy2820.041.315510.000000.00000
8452012.12.17 04:50modify2820.041.315511.312681.32251
8462012.12.17 06:30close2820.041.315771.312681.322511.041334.51
8472012.12.18 21:55buy2830.041.322010.000000.00000
8482012.12.18 21:55modify2830.041.322011.319231.32901
8492012.12.18 21:55buy2840.041.322010.000000.00000
8502012.12.18 21:55modify2840.041.322011.319231.32901
8512012.12.18 23:20close2830.041.322511.319231.329012.001336.51
8522012.12.18 23:50close2840.041.322621.319231.329012.441338.95
8532012.12.19 08:30buy2850.041.324310.000000.00000
8542012.12.19 08:30modify2850.041.324311.321711.33131
8552012.12.19 08:45buy2860.041.324320.000000.00000
8562012.12.19 08:45modify2860.041.324321.321721.33132
8572012.12.19 09:25buy2870.041.323830.000000.00000
8582012.12.19 09:25modify2870.041.323831.321231.33083
8592012.12.19 09:25buy2880.041.323830.000000.00000
8602012.12.19 09:25modify2880.041.323831.321231.33083
8612012.12.19 09:45close2860.041.324521.321721.331320.801339.75
8622012.12.19 11:05close2870.041.324771.321231.330833.761343.51
8632012.12.19 11:05close2850.041.324771.321711.331311.841345.35
8642012.12.19 11:15close2880.041.324341.321231.330832.041347.39
8652012.12.19 17:10buy2890.041.327600.000000.00000
8662012.12.19 17:10modify2890.041.327601.324781.33460
8672012.12.19 18:59s/l2890.041.324781.324781.33460-11.281336.11

Говорить о 90% Tick Quality Standard EURUSD 2012 Бэктест

Информация, диаграммы и примеры, содержащиеся в этой обзорной статье, предназначены только для иллюстративных и образовательных целей. Его не следует рассматривать как совет или одобрение покупки или продажи какой-либо ценной бумаги или финансового инструмента. Мы не даем и не можем давать никаких финансовых советов. Ни один сотрудник или лица, связанные с нами, не зарегистрированы и не уполномочены давать финансовые консультации. Мы не торгуем от чьего-либо имени и не рекомендуем какого-либо брокера. В некоторых случаях у нас есть материальная ссылка на продукт или услугу, упомянутую в статье. Это может быть в форме компенсации или вознаграждения.

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