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Strategy Tester: Cyrus EA v1
Strategy Tester Report
Cyrus EA v1
Armada-DemoUK (Build 765)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2013.01.01 22:00 - 2014.12.19 21:59 (2013.01.01 - 2013.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMine=">>> Mine Settings <<<"; Risk=1; FixLot=0.01; MaxOpenTrades=8; AgressiveTrade=true; GMT=">>> GMT Settings <<<"; AutoGMT=false; SummerGMT=3; WinterGMT=2; Other=">>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test147276Ticks modelled35121475Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit328.45Gross profit913.56Gross loss-585.11
Profit factor1.56Expected payoff0.70
Absolute drawdown8.09Maximal drawdown125.68 (10.61%)Relative drawdown10.61% (125.68)
Total trades471Short 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%)
Largestprofit trade11.60loss trade-15.08
Averageprofit trade2.21loss trade-10.27
Maximumconsecutive wins (profit in money)60 (99.80)consecutive losses (loss in money)7 (-105.28)
Maximalconsecutive profit (count of wins)117.75 (49)consecutive loss (count of losses)-105.28 (7)
Averageconsecutive wins17consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.01.07 09:30sell10.031.304610.000000.00000
22013.01.07 09:30modify10.031.304611.307411.29761
32013.01.07 09:55close10.031.303581.307411.297613.091003.09
42013.01.08 03:20buy20.031.311090.000000.00000
52013.01.08 03:20modify20.031.311091.308231.31809
62013.01.08 03:30buy30.031.310720.000000.00000
72013.01.08 03:30modify30.031.310721.307861.31572
82013.01.08 04:30close20.031.312611.308231.318094.561007.65
92013.01.08 04:30close30.031.312611.307861.315725.671013.32
102013.01.08 20:25sell40.031.307970.000000.00000
112013.01.08 20:25modify40.031.307971.311011.30097
122013.01.08 21:05sell50.031.308140.000000.00000
132013.01.08 21:05modify50.031.308141.311181.30114
142013.01.08 21:05sell60.031.308140.000000.00000
152013.01.08 21:05modify60.031.308141.311181.30314
162013.01.08 23:45close50.031.308011.311181.301140.391013.71
172013.01.09 00:45close40.031.307811.311011.300970.401014.11
182013.01.09 02:35close60.031.307451.311181.303141.991016.10
192013.01.11 03:10buy70.031.325700.000000.00000
202013.01.11 03:10modify70.031.325701.322591.33270
212013.01.11 03:25buy80.031.325780.000000.00000
222013.01.11 03:25modify80.031.325781.322671.33278
232013.01.11 04:00buy90.031.325200.000000.00000
242013.01.11 04:00modify90.031.325201.322121.33220
252013.01.11 04:00buy100.031.325200.000000.00000
262013.01.11 04:00modify100.031.325201.322121.33220
272013.01.11 04:00buy110.031.325200.000000.00000
282013.01.11 04:00modify110.031.325201.322121.33020
292013.01.11 04:00buy120.031.325200.000000.00000
302013.01.11 04:00modify120.031.325201.322121.33020
312013.01.11 05:05close80.031.325991.322671.332780.631016.73
322013.01.11 05:15close90.031.325891.322121.332202.071018.80
332013.01.11 07:00close70.031.325941.322591.332700.721019.52
342013.01.11 07:05close100.031.325881.322121.332202.041021.56
352013.01.11 07:15close110.031.326131.322121.330202.791024.35
362013.01.11 07:15close120.031.326131.322121.330202.791027.14
372013.01.11 08:25buy130.031.325370.000000.00000
382013.01.11 08:25modify130.031.325371.322541.33237
392013.01.11 08:30buy140.031.325040.000000.00000
402013.01.11 08:30modify140.031.325041.322211.33004
412013.01.11 08:30buy150.031.325040.000000.00000
422013.01.11 08:30modify150.031.325041.322211.33004
432013.01.11 09:15close130.031.326271.322541.332372.701029.84
442013.01.11 09:15close140.031.326271.322211.330043.691033.53
452013.01.11 09:15close150.031.326271.322211.330043.691037.22
462013.01.14 07:15buy160.031.338590.000000.00000
472013.01.14 07:15modify160.031.338591.335681.34559
482013.01.14 08:20buy170.031.338280.000000.00000
492013.01.14 08:20modify170.031.338281.335451.34528
502013.01.14 09:45buy180.031.337740.000000.00000
512013.01.14 09:45modify180.031.337741.334941.34274
522013.01.14 09:50buy190.031.337170.000000.00000
532013.01.14 09:50modify190.031.337171.334371.34417
542013.01.14 10:05s/l160.031.335681.335681.34559-8.731028.49
552013.01.14 10:26s/l170.031.335451.335451.34528-8.491020.00
562013.01.14 10:31s/l180.031.334941.334941.34274-8.401011.60
572013.01.14 11:40close190.031.337591.334371.344171.261012.86
582013.01.17 16:00buy200.031.334470.000000.00000
592013.01.17 16:00modify200.031.334471.331411.34147
602013.01.17 16:00buy210.031.334470.000000.00000
612013.01.17 16:00modify210.031.334471.331411.34147
622013.01.17 16:00buy220.031.334470.000000.00000
632013.01.17 16:00modify220.031.334471.331411.33947
642013.01.17 16:00buy230.031.334470.000000.00000
652013.01.17 16:00modify230.031.334471.331411.33947
662013.01.17 16:45buy240.031.333810.000000.00000
672013.01.17 16:45modify240.031.333811.330741.34081
682013.01.17 17:40close200.031.335201.331411.341472.191015.05
692013.01.17 18:10close220.031.335761.331411.339473.871018.92
702013.01.17 18:15close230.031.335761.331411.339473.871022.79
712013.01.17 19:40close210.031.335251.331411.341472.341025.13
722013.01.17 19:50close240.031.336191.330741.340817.141032.27
732013.01.18 01:40buy250.031.337100.000000.00000
742013.01.18 01:40modify250.031.337101.334101.34410
752013.01.18 02:25close250.031.337661.334101.344101.681033.95
762013.01.18 03:15buy260.031.336510.000000.00000
772013.01.18 03:15modify260.031.336511.333541.34151
782013.01.18 03:15buy270.031.336510.000000.00000
792013.01.18 03:15modify270.031.336511.333541.34151
802013.01.18 05:10close260.031.337451.333541.341512.821036.77
812013.01.18 05:10close270.031.337451.333541.341512.821039.59
822013.01.18 09:05buy280.031.337790.000000.00000
832013.01.18 09:05modify280.031.337791.334961.34479
842013.01.18 09:05buy290.031.337790.000000.00000
852013.01.18 09:05modify290.031.337791.334961.34479
862013.01.18 09:10close280.031.338781.334961.344792.971042.56
872013.01.18 09:10close290.031.338781.334961.344792.971045.53
882013.01.25 03:00buy300.031.336760.000000.00000
892013.01.25 03:00modify300.031.336761.333791.34176
902013.01.25 03:05buy310.031.336550.000000.00000
912013.01.25 03:05modify310.031.336551.333581.34355
922013.01.25 07:40close310.031.336961.333581.343551.231046.76
932013.01.25 07:40close300.031.336961.333791.341760.601047.36
942013.01.28 00:10buy320.031.345340.000000.00000
952013.01.28 00:10modify320.031.345341.342091.35234
962013.01.28 01:15close320.031.346161.342091.352342.461049.82
972013.01.28 03:45buy330.031.345340.000000.00000
982013.01.28 03:45modify330.031.345341.342271.35234
992013.01.28 05:10close330.031.345681.342271.352341.021050.84
1002013.01.30 01:15buy340.041.348550.000000.00000
1012013.01.30 01:15modify340.041.348551.345571.35355
1022013.01.30 01:35close340.041.348981.345571.353551.721052.56
1032013.01.30 21:50buy350.041.356100.000000.00000
1042013.01.30 21:50modify350.041.356101.352981.36310
1052013.01.30 22:10close350.041.357181.352981.363104.321056.88
1062013.01.31 03:45buy360.041.356520.000000.00000
1072013.01.31 03:45modify360.041.356521.353601.36352
1082013.01.31 03:55buy370.041.356510.000000.00000
1092013.01.31 03:55modify370.041.356511.353591.36351
1102013.01.31 04:00buy380.041.356430.000000.00000
1112013.01.31 04:00modify380.041.356431.353511.36143
1122013.01.31 04:20close380.041.356801.353511.361431.481058.36
1132013.01.31 05:10close360.041.356701.353601.363520.721059.08
1142013.01.31 05:20close370.041.357091.353591.363512.321061.40
1152013.02.01 14:00buy390.041.363920.000000.00000
1162013.02.01 14:00modify390.041.363921.360961.37092
1172013.02.01 14:50close390.041.365401.360961.370925.921067.32
1182013.02.06 01:05buy400.041.357430.000000.00000
1192013.02.06 01:05modify400.041.357431.354261.36443
1202013.02.06 02:00close400.041.358251.354261.364433.281070.60
1212013.02.08 04:00sell410.041.340460.000000.00000
1222013.02.08 04:00modify410.041.340461.343591.33546
1232013.02.08 04:00sell420.041.340460.000000.00000
1242013.02.08 04:00modify420.041.340461.343591.33546
1252013.02.08 04:05sell430.041.340820.000000.00000
1262013.02.08 04:05modify430.041.340821.343951.33382
1272013.02.08 04:40sell440.041.341440.000000.00000
1282013.02.08 04:40modify440.041.341441.344551.33444
1292013.02.08 05:30close440.041.340851.344551.334442.361072.96
1302013.02.08 07:20close430.041.340611.343951.333820.841073.80
1312013.02.08 07:50close410.041.340041.343591.335461.681075.48
1322013.02.08 07:50close420.041.340041.343591.335461.681077.16
1332013.02.11 03:00sell450.041.337590.000000.00000
1342013.02.11 03:00modify450.041.337591.340641.33059
1352013.02.11 03:45close450.041.337041.340641.330592.201079.36
1362013.02.12 22:00buy460.041.344200.000000.00000
1372013.02.12 22:00modify460.041.344201.341011.34920
1382013.02.12 23:05close460.041.345161.341011.349203.841083.20
1392013.02.14 00:25sell470.041.345240.000000.00000
1402013.02.14 00:25modify470.041.345241.348251.33824
1412013.02.14 00:35close470.041.344661.348251.338242.321085.52
1422013.02.14 21:30sell480.041.334840.000000.00000
1432013.02.14 21:30modify480.041.334841.337951.32784
1442013.02.14 21:30sell490.041.334840.000000.00000
1452013.02.14 21:30modify490.041.334841.337951.32984
1462013.02.14 21:30sell500.041.334840.000000.00000
1472013.02.14 21:30modify500.041.334841.337951.32984
1482013.02.14 22:15sell510.041.334930.000000.00000
1492013.02.14 22:15modify510.041.334931.338001.32793
1502013.02.15 08:30s/l480.041.337951.337951.32784-12.541072.98
1512013.02.15 08:30s/l490.041.337951.337951.32984-12.541060.43
1522013.02.15 08:30s/l500.041.337951.337951.32984-12.541047.89
1532013.02.15 08:30s/l510.041.338001.338001.32793-12.381035.50
1542013.02.18 07:50sell520.031.334130.000000.00000
1552013.02.18 07:50modify520.031.334131.336941.32713
1562013.02.18 08:00sell530.031.334120.000000.00000
1572013.02.18 08:00modify530.031.334121.336921.32912
1582013.02.18 08:00sell540.031.334120.000000.00000
1592013.02.18 08:00modify540.031.334121.336921.32912
1602013.02.18 09:15close520.031.333751.336941.327131.141036.64
1612013.02.18 09:30close530.031.333651.336921.329121.411038.05
1622013.02.18 09:30close540.031.333651.336921.329121.411039.46
1632013.02.21 09:55sell550.031.327330.000000.00000
1642013.02.21 09:55modify550.031.327331.330251.32033
1652013.02.21 09:55sell560.031.327330.000000.00000
1662013.02.21 09:55modify560.031.327331.330251.32233
1672013.02.21 10:00close550.031.325991.330251.320334.021043.48
1682013.02.21 10:00close560.031.325991.330251.322334.021047.50
1692013.02.21 16:10sell570.031.320220.000000.00000
1702013.02.21 16:10modify570.031.320221.323271.31322
1712013.02.21 16:15sell580.031.320420.000000.00000
1722013.02.21 16:15modify580.031.320421.323471.31542
1732013.02.21 16:15sell590.031.320420.000000.00000
1742013.02.21 16:15modify590.031.320421.323471.31542
1752013.02.21 16:30sell600.031.320890.000000.00000
1762013.02.21 16:30modify600.031.320891.323951.31389
1772013.02.21 17:00close600.031.319521.323951.313894.111051.61
1782013.02.21 19:15close570.031.320071.323271.313220.451052.06
1792013.02.21 19:15close590.031.320071.323471.315421.051053.11
1802013.02.21 19:20close580.031.319651.323471.315422.311055.42
1812013.02.22 00:45sell610.041.319100.000000.00000
1822013.02.22 00:45modify610.041.319101.322081.31410
1832013.02.22 01:00sell620.041.319180.000000.00000
1842013.02.22 01:00modify620.041.319181.322161.31418
1852013.02.22 02:55close620.041.318401.322161.314183.121058.54
1862013.02.22 02:55close610.041.318401.322081.314102.801061.34
1872013.02.25 00:00sell630.041.321540.000000.00000
1882013.02.25 00:00modify630.041.321541.324641.31454
1892013.02.25 01:10close630.041.318641.324641.3145411.601072.94
1902013.02.26 23:00sell640.041.306230.000000.00000
1912013.02.26 23:00modify640.041.306231.309721.30123
1922013.02.26 23:20sell650.041.306650.000000.00000
1932013.02.26 23:20modify650.041.306651.310111.30165
1942013.02.27 02:50close650.041.305721.310111.301653.621076.56
1952013.02.27 02:50close640.041.305721.309721.301231.941078.49
1962013.02.28 14:35sell660.041.312730.000000.00000
1972013.02.28 14:35modify660.041.312731.315661.30573
1982013.02.28 14:40close660.041.312131.315661.305732.401080.89
1992013.03.01 03:55sell670.041.307110.000000.00000
2002013.03.01 03:55modify670.041.307111.310051.30011
2012013.03.01 03:55sell680.041.307110.000000.00000
2022013.03.01 03:55modify680.041.307111.310051.30211
2032013.03.01 04:00sell690.041.307120.000000.00000
2042013.03.01 04:00modify690.041.307121.310051.30212
2052013.03.01 04:20sell700.041.307270.000000.00000
2062013.03.01 04:20modify700.041.307271.310191.30027
2072013.03.01 08:55close670.041.306571.310051.300112.161083.05
2082013.03.01 08:55close700.041.306571.310191.300272.801085.85
2092013.03.01 08:55close680.041.306571.310051.302112.161088.01
2102013.03.01 08:55close690.041.306571.310051.302122.201090.21
2112013.03.06 21:50sell710.041.299550.000000.00000
2122013.03.06 21:50modify710.041.299551.302511.29255
2132013.03.06 22:15close710.041.299121.302511.292551.721091.93
2142013.03.07 03:15sell720.041.298270.000000.00000
2152013.03.07 03:15modify720.041.298271.301121.29127
2162013.03.07 03:15sell730.041.298270.000000.00000
2172013.03.07 03:15modify730.041.298271.301121.29327
2182013.03.07 03:35sell740.041.298260.000000.00000
2192013.03.07 03:35modify740.041.298261.301101.29326
2202013.03.07 03:45sell750.041.298320.000000.00000
2212013.03.07 03:45modify750.041.298321.301161.29132
2222013.03.07 04:10sell760.041.299150.000000.00000
2232013.03.07 04:10modify760.041.299151.301991.29215
2242013.03.07 04:10sell770.041.299150.000000.00000
2252013.03.07 04:10modify770.041.299151.301991.29415
2262013.03.07 04:10sell780.041.299150.000000.00000
2272013.03.07 04:10modify780.041.299151.301991.29415
2282013.03.07 05:30close760.041.298551.301991.292152.401094.33
2292013.03.07 09:05close780.041.299081.301991.294150.281094.61
2302013.03.07 09:30close770.041.298921.301991.294150.921095.53
2312013.03.07 10:07s/l720.041.301121.301121.29127-11.401084.13
2322013.03.07 10:07s/l730.041.301121.301121.29327-11.401072.73
2332013.03.07 10:07s/l740.041.301101.301101.29326-11.361061.37
2342013.03.07 10:07s/l750.041.301161.301161.29132-11.361050.01
2352013.03.11 03:45sell790.041.299850.000000.00000
2362013.03.11 03:45modify790.041.299851.302991.29285
2372013.03.11 04:00sell800.041.299980.000000.00000
2382013.03.11 04:00modify800.041.299981.303111.29298
2392013.03.11 04:00sell810.041.299980.000000.00000
2402013.03.11 04:00modify810.041.299981.303111.29498
2412013.03.11 07:00close800.041.299881.303111.292980.401050.41
2422013.03.11 07:10close790.041.299781.302991.292850.281050.69
2432013.03.11 10:35close810.041.299931.303111.294980.201050.89
2442013.03.13 19:35sell820.041.296570.000000.00000
2452013.03.13 19:35modify820.041.296571.299601.28957
2462013.03.13 19:35sell830.041.296570.000000.00000
2472013.03.13 19:35modify830.041.296571.299601.28957
2482013.03.13 19:35sell840.041.296570.000000.00000
2492013.03.13 19:35modify840.041.296571.299601.29157
2502013.03.13 20:00sell850.041.297030.000000.00000
2512013.03.13 20:00modify850.041.297031.300071.29203
2522013.03.13 21:00close820.041.296101.299601.289571.881052.77
2532013.03.13 21:10close830.041.295771.299601.289573.201055.97
2542013.03.13 21:15close840.041.295461.299601.291574.441060.41
2552013.03.13 22:00close850.041.295651.300071.292035.521065.93
2562013.03.14 09:00sell860.041.295840.000000.00000
2572013.03.14 09:00modify860.041.295841.298491.28884
2582013.03.14 10:05close860.041.294941.298491.288843.601069.53
2592013.03.18 09:45sell870.041.290930.000000.00000
2602013.03.18 09:45modify870.041.290931.293961.28593
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5522013.05.28 23:00close1840.041.286251.290621.280575.281078.84
5532013.05.29 05:45sell1850.041.285970.000000.00000
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5582013.05.30 22:45close1860.041.305011.300791.311043.881085.72
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5612013.05.31 03:30close1870.041.304791.300901.310973.281089.00
5622013.05.31 03:55buy1880.041.303790.000000.00000
5632013.05.31 03:55modify1880.041.303791.300751.31079
5642013.05.31 03:55buy1890.041.303790.000000.00000
5652013.05.31 03:55modify1890.041.303791.300751.30879
5662013.05.31 04:00buy1900.041.303840.000000.00000
5672013.05.31 04:00modify1900.041.303841.300811.30884
5682013.05.31 04:35close1880.041.304521.300751.310792.921091.92
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5702013.05.31 04:35close1900.041.304521.300811.308842.721097.56
5712013.06.03 22:00buy1910.041.307470.000000.00000
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5732013.06.03 22:00buy1920.041.307470.000000.00000
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5752013.06.03 23:00buy1930.041.307110.000000.00000
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5782013.06.04 02:50close1930.041.307321.303971.312110.621098.68
5792013.06.04 03:45close1920.041.307581.304311.314470.221098.90
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5812013.06.05 01:45modify1940.041.307751.304791.31475
5822013.06.05 05:25close1940.041.308181.304791.314751.721100.62
5832013.06.06 01:40buy1950.041.308850.000000.00000
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5912013.06.06 03:00modify1980.041.308691.305671.31369
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5932013.06.06 03:00modify1990.041.308691.305671.31369
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6032013.06.07 02:05close2010.041.324641.320581.330883.041112.74
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6182013.06.07 09:55close2060.041.325901.321671.329555.401134.62
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6212013.06.11 04:55buy2080.041.324900.000000.00000
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6312013.06.12 04:55modify2110.041.330841.327831.33784
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6332013.06.12 04:55modify2120.041.330841.327831.33784
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6432013.06.12 07:30modify2150.041.330691.327891.33769
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6512013.06.14 03:05buy2180.041.335730.000000.00000
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6532013.06.14 03:15close2180.041.336161.332641.340731.721153.18
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6612013.06.17 03:45modify2210.041.333971.331041.34097
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6632013.06.17 03:45modify2220.041.333971.331041.33897
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6712013.06.18 04:15modify2240.041.336041.333231.34304
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6732013.06.18 04:15modify2250.041.336041.333231.34104
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6812013.06.18 09:17s/l2270.041.333051.333051.34086-11.241111.26
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7032013.06.19 03:55close2300.041.340131.336601.346671.621128.68
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8412013.07.22 21:30buy2810.041.318800.000000.00000
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8432013.07.22 21:30buy2820.041.318800.000000.00000
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8452013.07.23 02:20close2810.041.318921.315911.325800.261119.09
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8512013.07.24 04:05buy2850.041.321810.000000.00000
8522013.07.24 04:05modify2850.041.321811.319021.32681
8532013.07.24 09:25s/l2830.041.319021.319021.32881-11.161108.19
8542013.07.24 09:25s/l2840.041.319021.319021.32881-11.161097.03
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8612013.07.26 03:45modify2880.041.327031.324081.33203
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8632013.07.26 04:05close2880.041.327601.324081.332032.281090.51
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8712013.07.29 06:55buy2910.041.328470.000000.00000
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8732013.07.29 06:55buy2920.041.328470.000000.00000
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8812013.08.01 01:50modify2940.041.329381.326141.33638
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8832013.08.01 01:50modify2950.041.329381.326141.33638
8842013.08.01 01:50buy2960.041.329380.000000.00000
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8862013.08.01 02:15close2940.041.330031.326141.336382.601106.39
8872013.08.01 02:15close2960.041.330031.326141.334382.601108.99
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8912013.08.05 03:55buy2980.041.326900.000000.00000
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8932013.08.05 04:45close2980.041.327301.323851.333901.601114.27
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9032013.08.06 07:40close3010.041.326161.323451.331050.441122.91
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9212013.08.09 04:10close3070.041.338231.335321.343120.221128.51
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9312013.08.16 08:45buy3120.041.333990.000000.00000
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9332013.08.16 10:25close3120.041.334281.331181.338991.161130.09
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14022013.12.19 08:15modify4680.041.367421.370481.36242
14032013.12.19 08:15sell4690.041.367420.000000.00000
14042013.12.19 08:15modify4690.041.367421.370481.36242
14052013.12.19 09:15sell4700.041.368190.000000.00000
14062013.12.19 09:15modify4700.041.368191.371251.36119
14072013.12.19 10:10close4700.041.367651.371251.361192.161322.67
14082013.12.19 11:15close4690.041.367181.370481.362420.961323.63
14092013.12.19 11:20close4680.041.366941.370481.362421.921325.55
14102013.12.19 14:45close4670.041.366811.369991.359930.481326.03
14112013.12.19 23:55sell4710.041.366420.000000.00000
14122013.12.19 23:55modify4710.041.366421.369261.35942
14132013.12.20 00:40close4710.041.365791.369261.359422.421328.45

Говорить о 99% Tick Quality Aggressive Trade EURUSD 2013 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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