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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) 2011.01.02 22:00 - 2012.12.31 21:59 (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; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test149838Ticks modelled49116224Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit309.94Gross profit621.53Gross loss-311.59
Profit factor1.99Expected payoff1.04
Absolute drawdown29.76Maximal drawdown61.00 (5.26%)Relative drawdown5.26% (61.00)
Total trades298Short 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%)
Largestprofit trade20.56loss trade-12.58
Averageprofit trade2.42loss trade-7.60
Maximumconsecutive wins (profit in money)34 (98.84)consecutive losses (loss in money)4 (-48.52)
Maximalconsecutive profit (count of wins)98.84 (34)consecutive loss (count of losses)-48.52 (4)
Averageconsecutive wins10consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.01.09 06:50sell10.031.269560.000000.00000
22012.01.09 06:50modify10.031.269561.272581.26256
32012.01.09 07:05sell20.031.269640.000000.00000
42012.01.09 07:05modify20.031.269641.272621.26264
52012.01.09 08:41s/l10.031.272581.272581.26256-9.06990.94
62012.01.09 08:41s/l20.031.272621.272621.26264-8.94982.00
72012.01.11 08:20sell30.031.274960.000000.00000
82012.01.11 08:20modify30.031.274961.277741.26796
92012.01.11 08:20sell40.031.274960.000000.00000
102012.01.11 08:20modify40.031.274961.277741.26796
112012.01.11 08:25close30.031.274271.277741.267962.07984.07
122012.01.11 08:25close40.031.274271.277741.267962.07986.14
132012.01.11 20:20sell50.031.270240.000000.00000
142012.01.11 20:20modify50.031.270241.273631.26324
152012.01.12 11:48s/l50.031.273631.273631.26324-10.41975.73
162012.01.16 09:00sell60.031.265370.000000.00000
172012.01.16 09:00modify60.031.265371.268361.25837
182012.01.16 09:05close60.031.264381.268361.258372.97978.70
192012.01.16 09:20sell70.031.265430.000000.00000
202012.01.16 09:20modify70.031.265431.268411.25843
212012.01.16 12:10close70.031.264941.268411.258431.47980.17
222012.01.19 03:05buy80.031.284780.000000.00000
232012.01.19 03:05modify80.031.284781.281571.29178
242012.01.19 04:15close80.031.286241.281571.291784.38984.55
252012.01.19 16:40buy90.031.288990.000000.00000
262012.01.19 16:40modify90.031.288991.285751.29599
272012.01.19 18:25close90.031.289901.285751.295992.73987.28
282012.01.20 03:15buy100.031.295710.000000.00000
292012.01.20 03:15modify100.031.295711.292671.30271
302012.01.20 03:20close100.031.296381.292671.302712.01989.29
312012.01.20 04:45buy110.031.295690.000000.00000
322012.01.20 04:45modify110.031.295691.292721.30269
332012.01.20 05:10close110.031.296121.292721.302691.29990.58
342012.01.23 19:15buy120.031.301060.000000.00000
352012.01.23 19:15modify120.031.301061.297801.30806
362012.01.23 19:20buy130.031.301250.000000.00000
372012.01.23 19:20modify130.031.301251.297991.30825
382012.01.23 21:30close130.031.301631.297991.308251.14991.72
392012.01.23 22:20close120.031.302381.297801.308063.96995.68
402012.01.24 00:45buy140.031.300970.000000.00000
412012.01.24 00:45modify140.031.300971.297741.30797
422012.01.24 01:35close140.031.302231.297741.307973.78999.46
432012.01.25 03:10buy150.031.302740.000000.00000
442012.01.25 03:10modify150.031.302741.299701.30974
452012.01.25 03:10buy160.031.302740.000000.00000
462012.01.25 03:10modify160.031.302741.299701.30974
472012.01.25 04:05close150.031.303281.299701.309741.621001.08
482012.01.25 04:05close160.031.303281.299701.309741.621002.70
492012.01.26 17:50buy170.031.314140.000000.00000
502012.01.26 17:50modify170.031.314141.310911.32114
512012.01.26 18:05close170.031.316261.310911.321146.361009.06
522012.01.30 03:05buy180.031.318840.000000.00000
532012.01.30 03:05modify180.031.318841.315471.32584
542012.01.30 03:05buy190.031.318840.000000.00000
552012.01.30 03:05modify190.031.318841.315471.32584
562012.01.30 05:20close180.031.319111.315471.325840.811009.87
572012.01.30 05:25close190.031.319631.315471.325842.371012.24
582012.01.31 08:45buy200.031.317620.000000.00000
592012.01.31 08:45modify200.031.317621.314781.32462
602012.01.31 08:45buy210.031.317620.000000.00000
612012.01.31 08:45modify210.031.317621.314781.32462
622012.01.31 09:20close200.031.318751.314781.324623.391015.63
632012.01.31 09:20close210.031.318751.314781.324623.391019.02
642012.01.31 09:45buy220.031.316790.000000.00000
652012.01.31 09:45modify220.031.316791.313931.32379
662012.01.31 10:30close220.031.318371.313931.323794.741023.76
672012.02.01 20:45buy230.031.316810.000000.00000
682012.02.01 20:45modify230.031.316811.313341.32381
692012.02.01 20:50buy240.031.317080.000000.00000
702012.02.01 20:50modify240.031.317081.313611.32408
712012.02.01 21:10buy250.031.316310.000000.00000
722012.02.01 21:10modify250.031.316311.312831.32331
732012.02.01 21:10buy260.031.316310.000000.00000
742012.02.01 21:10modify260.031.316311.312831.32331
752012.02.02 00:05close250.031.316431.312831.32331-0.141023.63
762012.02.02 00:20close230.031.316921.313341.32381-0.171023.46
772012.02.02 00:20close260.031.316921.312831.323311.331024.79
782012.02.02 00:55close240.031.317181.313611.32408-0.201024.60
792012.02.06 14:20sell270.031.307320.000000.00000
802012.02.06 14:20modify270.031.307321.310431.30032
812012.02.06 15:05close270.031.305741.310431.300324.741029.34
822012.02.07 00:55buy280.031.312390.000000.00000
832012.02.07 00:55modify280.031.312391.309181.31939
842012.02.07 01:45buy290.031.311960.000000.00000
852012.02.07 01:45modify290.031.311961.308811.31896
862012.02.07 03:35close280.031.312601.309181.319390.631029.97
872012.02.07 03:35close290.031.312601.308811.318961.921031.89
882012.02.08 01:50buy300.031.325110.000000.00000
892012.02.08 01:50modify300.031.325111.321841.33211
902012.02.08 02:35close300.031.326071.321841.332112.881034.77
912012.02.08 03:10buy310.031.324520.000000.00000
922012.02.08 03:10modify310.031.324521.321311.33152
932012.02.08 04:50close310.031.325301.321311.331522.341037.11
942012.02.13 09:05buy320.031.323870.000000.00000
952012.02.13 09:05modify320.031.323871.320911.33087
962012.02.13 09:05buy330.031.323870.000000.00000
972012.02.13 09:05modify330.031.323871.320911.33087
982012.02.13 09:15close320.031.325881.320911.330876.031043.14
992012.02.13 09:15close330.031.325881.320911.330876.031049.17
1002012.02.20 06:40buy340.031.320770.000000.00000
1012012.02.20 06:40modify340.031.320771.317721.32777
1022012.02.20 06:40buy350.031.320770.000000.00000
1032012.02.20 06:40modify350.031.320771.317721.32777
1042012.02.20 07:55close340.031.321181.317721.327771.231050.40
1052012.02.20 07:55close350.031.321181.317721.327771.231051.63
1062012.02.20 09:20buy360.041.320010.000000.00000
1072012.02.20 09:20modify360.041.320011.317121.32701
1082012.02.20 11:05close360.041.320381.317121.327011.481053.11
1092012.02.20 16:50buy370.041.324480.000000.00000
1102012.02.20 16:50modify370.041.324481.321531.33148
1112012.02.20 16:50buy380.041.324480.000000.00000
1122012.02.20 16:50modify380.041.324481.321531.33148
1132012.02.20 17:50close370.041.326471.321531.331487.961061.07
1142012.02.20 17:50close380.041.326471.321531.331487.961069.03
1152012.02.24 08:05buy390.041.336070.000000.00000
1162012.02.24 08:05modify390.041.336071.333241.34307
1172012.02.24 08:55close390.041.336931.333241.343073.441072.47
1182012.02.28 09:45buy400.041.342600.000000.00000
1192012.02.28 09:45modify400.041.342601.339791.34960
1202012.02.28 09:55close400.041.343841.339791.349604.961077.43
1212012.02.29 07:45buy410.041.347500.000000.00000
1222012.02.29 07:45modify410.041.347501.344701.35450
1232012.02.29 08:30buy420.041.346850.000000.00000
1242012.02.29 08:30modify420.041.346851.344061.35385
1252012.02.29 09:35close420.041.347781.344061.353853.721081.15
1262012.02.29 09:35close410.041.347781.344701.354501.121082.27
1272012.03.05 03:10sell430.041.320470.000000.00000
1282012.03.05 03:10modify430.041.320471.323521.31347
1292012.03.05 04:15close430.041.320391.323521.313470.321082.59
1302012.03.06 09:20sell440.041.320790.000000.00000
1312012.03.06 09:20modify440.041.320791.323551.31379
1322012.03.06 09:45close440.041.320061.323551.313792.921085.51
1332012.03.07 01:35sell450.041.311870.000000.00000
1342012.03.07 01:35modify450.041.311871.314901.30487
1352012.03.07 02:05close450.041.311531.314901.304871.361086.87
1362012.03.08 21:15buy460.041.325390.000000.00000
1372012.03.08 21:15modify460.041.325391.322191.33239
1382012.03.08 21:40close460.041.326151.322191.332393.041089.91
1392012.03.09 01:45buy470.041.326570.000000.00000
1402012.03.09 01:45modify470.041.326571.323441.33357
1412012.03.09 01:45buy480.041.326570.000000.00000
1422012.03.09 01:45modify480.041.326571.323441.33357
1432012.03.09 01:55close470.041.327451.323441.333573.521093.43
1442012.03.09 01:55close480.041.327451.323441.333573.521096.95
1452012.03.09 03:15buy490.041.326120.000000.00000
1462012.03.09 03:15modify490.041.326121.323031.33312
1472012.03.09 04:30close490.041.326841.323031.333122.881099.83
1482012.03.12 00:10sell500.041.312050.000000.00000
1492012.03.12 00:10modify500.041.312051.315231.30505
1502012.03.12 00:15sell510.041.312210.000000.00000
1512012.03.12 00:15modify510.041.312211.315391.30521
1522012.03.12 00:45close510.041.311671.315391.305212.161101.99
1532012.03.12 02:10close500.041.311781.315231.305051.081103.07
1542012.03.13 17:15sell520.041.309890.000000.00000
1552012.03.13 17:15modify520.041.309891.312951.30289
1562012.03.13 20:20close520.041.309831.312951.302890.241103.31
1572012.03.14 01:20sell530.041.308880.000000.00000
1582012.03.14 01:20modify530.041.308881.312021.30188
1592012.03.14 01:50close530.041.307471.312021.301885.641108.95
1602012.03.14 05:40sell540.041.307530.000000.00000
1612012.03.14 05:40modify540.041.307531.310501.30053
1622012.03.14 06:00sell550.041.307670.000000.00000
1632012.03.14 06:00modify550.041.307671.310631.30067
1642012.03.14 07:00close550.041.307071.310631.300672.401111.35
1652012.03.14 07:10close540.041.306901.310501.300532.521113.87
1662012.03.14 22:55sell560.041.303170.000000.00000
1672012.03.14 22:55modify560.041.303171.306351.29617
1682012.03.14 22:55sell570.041.303170.000000.00000
1692012.03.14 22:55modify570.041.303171.306351.29617
1702012.03.15 01:05close560.041.302951.306351.296170.571114.43
1712012.03.15 01:30close570.041.302961.306351.296170.531114.96
1722012.03.20 00:55buy580.041.323500.000000.00000
1732012.03.20 00:55modify580.041.323501.320581.33050
1742012.03.20 01:50buy590.041.323180.000000.00000
1752012.03.20 01:50modify590.041.323181.320281.33018
1762012.03.20 02:25close590.041.323561.320281.330181.521116.48
1772012.03.20 02:50close580.041.323891.320581.330501.561118.04
1782012.03.22 14:45sell600.041.317190.000000.00000
1792012.03.22 14:45modify600.041.317191.320271.31019
1802012.03.22 15:20close600.041.315841.320271.310195.401123.44
1812012.03.26 03:50buy610.041.326960.000000.00000
1822012.03.26 03:50modify610.041.326961.323881.33396
1832012.03.26 03:55buy620.041.326610.000000.00000
1842012.03.26 03:55modify620.041.326611.323531.33361
1852012.03.26 10:31s/l610.041.323881.323881.33396-12.321111.12
1862012.03.26 10:32s/l620.041.323531.323531.33361-12.321098.80
1872012.03.27 03:25buy630.041.335360.000000.00000
1882012.03.27 03:25modify630.041.335361.332401.34236
1892012.03.27 03:30close630.041.335651.332401.342361.161099.96
1902012.03.27 05:20buy640.041.335100.000000.00000
1912012.03.27 05:20modify640.041.335101.332291.34210
1922012.03.27 05:20buy650.041.335100.000000.00000
1932012.03.27 05:20modify650.041.335101.332291.34210
1942012.03.27 05:45close640.041.335721.332291.342102.481102.44
1952012.03.27 05:45close650.041.335721.332291.342102.481104.92
1962012.03.27 06:10buy660.041.334970.000000.00000
1972012.03.27 06:10modify660.041.334971.332201.34197
1982012.03.27 07:20buy670.041.334710.000000.00000
1992012.03.27 07:20modify670.041.334711.331991.34171
2002012.03.27 07:45close670.041.335241.331991.341712.121107.04
2012012.03.27 08:25close660.041.335411.332201.341971.761108.80
2022012.03.30 09:05buy680.041.334460.000000.00000
2032012.03.30 09:05modify680.041.334461.331641.34146
2042012.03.30 09:10close680.041.335781.331641.341465.281114.08
2052012.04.02 03:10buy690.041.335190.000000.00000
2062012.04.02 03:10modify690.041.335191.332161.34219
2072012.04.02 10:35close690.041.335661.332161.342191.881115.96
2082012.04.03 07:10buy700.041.333750.000000.00000
2092012.04.03 07:10modify700.041.333751.330991.34075
2102012.04.03 09:10close700.041.334821.330991.340754.281120.24
2112012.04.04 09:30sell710.041.321160.000000.00000
2122012.04.04 09:30modify710.041.321161.324201.31416
2132012.04.04 09:50close710.041.320001.324201.314164.641124.88
2142012.04.04 21:15sell720.041.314560.000000.00000
2152012.04.04 21:15modify720.041.314561.317781.30756
2162012.04.04 21:15sell730.041.314560.000000.00000
2172012.04.04 21:15modify730.041.314561.317781.30756
2182012.04.04 23:00close720.041.313991.317781.307562.281127.16
2192012.04.05 00:20close730.041.314171.317781.307561.251128.40
2202012.04.05 22:30sell740.041.306470.000000.00000
2212012.04.05 22:30modify740.041.306471.309541.29947
2222012.04.05 22:40sell750.041.306470.000000.00000
2232012.04.05 22:40modify750.041.306471.309541.29947
2242012.04.05 23:05close740.041.306241.309541.299470.921129.32
2252012.04.05 23:10close750.041.306201.309541.299471.081130.40
2262012.04.05 23:50sell760.041.306650.000000.00000
2272012.04.05 23:50modify760.041.306651.309691.29965
2282012.04.06 00:40close760.041.306261.309691.299651.461131.86
2292012.04.09 07:35sell770.041.306240.000000.00000
2302012.04.09 07:35modify770.041.306241.308951.29924
2312012.04.09 07:45sell780.041.306920.000000.00000
2322012.04.09 07:45modify780.041.306921.309621.29992
2332012.04.09 08:55close770.041.306291.308951.29924-0.201131.66
2342012.04.09 10:00close780.041.306471.309621.299921.801133.46
2352012.04.20 04:35buy790.041.313540.000000.00000
2362012.04.20 04:35modify790.041.313541.310611.32054
2372012.04.20 05:25close790.041.313971.310611.320541.721135.18
2382012.04.23 00:00buy800.041.318420.000000.00000
2392012.04.23 00:00modify800.041.318421.315311.32542
2402012.04.23 02:55close800.041.320431.315311.325428.041143.22
2412012.04.24 03:00buy810.041.315020.000000.00000
2422012.04.24 03:00modify810.041.315021.312181.32202
2432012.04.24 03:50close810.041.315551.312181.322022.121145.34
2442012.04.24 21:00buy820.041.319470.000000.00000
2452012.04.24 21:00modify820.041.319471.316451.32647
2462012.04.24 21:05buy830.041.319420.000000.00000
2472012.04.24 21:05modify830.041.319421.316401.32642
2482012.04.24 22:05buy840.041.318550.000000.00000
2492012.04.24 22:05modify840.041.318551.315531.32555
2502012.04.24 23:40close840.041.319271.315531.325552.881148.22
2512012.04.25 00:00close830.041.319581.316401.326420.421148.64
2522012.04.25 00:00close820.041.319581.316451.326470.221148.86
2532012.04.26 04:45buy850.041.321850.000000.00000
2542012.04.26 04:45modify850.041.321851.318911.32885
2552012.04.26 05:30close850.041.322471.318911.328852.481151.34
2562012.04.30 00:00buy860.041.323820.000000.00000
2572012.04.30 00:00modify860.041.323821.320701.33082
2582012.04.30 05:10close860.041.324101.320701.330821.121152.46
2592012.05.01 03:10buy870.041.323960.000000.00000
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5612012.08.09 09:35close1860.041.238141.234891.244542.401247.24
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5712012.08.15 22:10modify1910.041.229231.232181.22223
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5732012.08.15 23:00close1900.041.228681.231811.221860.721252.82
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5812012.08.17 03:20close1940.041.235701.232721.242540.641254.36
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5912012.08.21 22:05buy1980.041.246420.000000.00000
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5932012.08.21 23:35close1970.041.246801.243421.253421.521260.25
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6032012.08.23 09:50close2000.041.254071.250411.260253.281272.21
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6512012.09.12 02:00close2170.041.285571.282441.292380.541321.77
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6732012.09.28 03:20buy2250.041.291020.000000.00000
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8362012.12.03 08:55buy2800.041.302570.000000.00000
8372012.12.03 08:55modify2800.041.302571.299851.30957
8382012.12.03 10:10close2790.041.303371.300251.310021.401283.21
8392012.12.03 10:15close2780.041.303771.300501.310291.921285.13
8402012.12.03 10:15close2800.041.303771.299851.309574.801289.93
8412012.12.03 22:20buy2810.041.305200.000000.00000
8422012.12.03 22:20modify2810.041.305201.302291.31220
8432012.12.04 00:05close2810.041.305461.302291.312200.821290.74
8442012.12.04 23:35buy2820.041.309360.000000.00000
8452012.12.04 23:35modify2820.041.309361.306491.31636
8462012.12.05 01:50close2820.041.309491.306491.316360.301291.04
8472012.12.06 22:25sell2830.041.296600.000000.00000
8482012.12.06 22:25modify2830.041.296601.299581.28960
8492012.12.07 00:50close2830.041.296541.299581.289600.141291.18
8502012.12.07 04:20sell2840.041.297200.000000.00000
8512012.12.07 04:20modify2840.041.297201.300031.29020
8522012.12.07 05:10close2840.041.296971.300031.290200.921292.10
8532012.12.10 03:40sell2850.041.291460.000000.00000
8542012.12.10 03:40modify2850.041.291461.294421.28446
8552012.12.10 04:15close2850.041.290751.294421.284462.841294.94
8562012.12.10 08:10sell2860.041.290910.000000.00000
8572012.12.10 08:10modify2860.041.290911.293641.28391
8582012.12.10 09:20close2860.041.290041.293641.283913.481298.42
8592012.12.12 03:05buy2870.041.300240.000000.00000
8602012.12.12 03:05modify2870.041.300241.297531.30724
8612012.12.12 03:20close2870.041.300781.297531.307242.161300.58
8622012.12.12 22:40buy2880.041.306530.000000.00000
8632012.12.12 22:40modify2880.041.306531.303611.31353
8642012.12.12 23:50close2880.041.307491.303611.313533.841304.42
8652012.12.13 03:10buy2890.041.306470.000000.00000
8662012.12.13 03:10modify2890.041.306471.303651.31347
8672012.12.13 05:20close2890.041.306701.303651.313470.921305.34
8682012.12.17 04:50buy2900.041.315540.000000.00000
8692012.12.17 04:50modify2900.041.315541.312641.32254
8702012.12.17 05:50buy2910.041.315270.000000.00000
8712012.12.17 05:50modify2910.041.315271.312401.32227
8722012.12.17 06:30close2900.041.315821.312641.322541.121306.46
8732012.12.17 06:30close2910.041.315821.312401.322272.201308.66
8742012.12.18 21:55buy2920.041.322050.000000.00000
8752012.12.18 21:55modify2920.041.322051.319261.32905
8762012.12.18 21:55buy2930.041.322050.000000.00000
8772012.12.18 21:55modify2930.041.322051.319261.32905
8782012.12.18 23:20close2920.041.322531.319261.329051.921310.58
8792012.12.18 23:50close2930.041.322671.319261.329052.481313.06
8802012.12.19 08:30buy2940.041.324350.000000.00000
8812012.12.19 08:30modify2940.041.324351.321741.33135
8822012.12.19 08:45buy2950.041.324380.000000.00000
8832012.12.19 08:45modify2950.041.324381.321781.33138
8842012.12.19 09:25buy2960.041.323860.000000.00000
8852012.12.19 09:25modify2960.041.323861.321261.33086
8862012.12.19 09:25buy2970.041.323860.000000.00000
8872012.12.19 09:25modify2970.041.323861.321261.33086
8882012.12.19 09:45close2950.041.324531.321781.331380.601313.66
8892012.12.19 11:05close2960.041.324831.321261.330863.881317.54
8902012.12.19 11:05close2940.041.324831.321741.331351.921319.46
8912012.12.19 11:10close2970.041.324301.321261.330861.761321.22
8922012.12.19 17:10buy2980.041.327660.000000.00000
8932012.12.19 17:10modify2980.041.327661.324841.33466
8942012.12.19 18:59s/l2980.041.324841.324841.33466-11.281309.94

Говорить о 99% 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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