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交易理念
Cyrus EA 的核心策略是趋势检测，它根本不应用任何网格交易、鞅交易或对冲。
规格
执照
一个真实帐户和一个模拟帐户 + 根据购买的版本提供 1 年或 2 年免费更新。
支持
24 / 7 客户支持。
用户手册
退款政策
30天。
支持的货币对
GBPUSD, EURUSD
MetaTrader 图表时间框架
M5
![MyFxBots Admin [zh.myfxbots.com]](/assets/media/avatars/myfxbots-admin.png "MyFxBots Admin [zh.myfxbots.com]")
现场表演
真实货币账户
实时测试摘要
开始于
Nov 09, 2015
账户杠杆
1:500
利润因子
1.14
总收益
+65.99%
绝对收益
+14.23%
月收益
2.34%
日收益
0.07%
总点数
1194.8
总交易
628
利润金额
(%) 赢交易
1194.8
回撤
1.56%
真实货币账户
实时测试摘要
开始于
Feb 16, 2016
账户杠杆
1:500
利润因子
1.16
总收益
+49.6%
绝对收益
+49.6%
月收益
2.18%
日收益
0.06%
总点数
828.9
总交易
533
利润金额
$49.60
(%) 赢交易
828.9
回撤
1.91%
回测
开放价格 质量
由于 Cyrus EA 具有柱线控制功能，因此其“仅开盘价”质量的回测与“每个价格变动”质量的回测结果相同。
开盘价格 质量 2008 - 2014 积极的贸易
Backtests Settings
Symbol
GBPUSD, EURUSD
Period
2008.01.07 00:00 - 2014.12.16 22:55
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)
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)
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
公开价格 质量 2008 - 2014 标准
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)
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)
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
开盘价格 质量 2000 - 2008 激进的贸易
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)
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)
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
公开价格 质量 2000 - 2008 标准
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)
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)
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% 勾选质量
99% Tick 数据质量 欧元兑美元 积极交易
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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% Tick 数据质量 EURUSD 标准
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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% Tick 数据质量 GBPUSD 激进交易
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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% Tick 数据质量 GBPUSD 标准
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)
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)
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)
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)
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)
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)
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)
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)
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)
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)
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% 刻度质量
90% Tick 数据质量 欧元兑美元 激进交易
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)
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)
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)
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)
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)
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)
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)
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)
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% Tick 数据质量 EURUSD 标准
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)
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)
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)
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)
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)
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)
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)
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)
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% Tick 数据质量 GBPUSD 激进交易
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)
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)
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)
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)
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)
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)
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)
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)
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% Tick 数据质量 GBPUSD 标准
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)
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)
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)
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)
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)
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)
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)
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)
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
交易策略
Cyrus EA 的核心策略是趋势检测，通过它跟随强劲趋势来开仓。系统完美分析当前市场状况，动态确定止损和止盈参数值。这保证了从每笔交易中获得最大利润，同时将账户风险降至最低。
策略安全
每笔交易都会设置不同的止损和止盈值，但系统大多数情况下会在提取市场所能提供的最大收益时退出交易，因为市场可能随时对我们不利。
Cyrus EA还单独或组合应用各种入口点检测算法，从而最大限度地降低风险并确保足够的稳定性。
参数
- 追踪：通过启用/禁用选项控制追踪利润功能，如果订单利润达到 80 点，则追踪开始。
- 风险：存款规模的百分比值作为一笔交易中最大风险金额，即交易规模（手数）。
- FixLot ：无论存款大小如何，交易的固定大小，仅当先前参数 Risk=0 时才有效。
- AutoGMT ：使用启用/禁用选项来自动确定经纪商相对于 GMT 的时间偏移（为了在策略测试器中进行测试，必须手动设置经纪商的时间偏移）。
- SummerGMT ：确定经纪商相对于 GMT 的夏令时偏移，并且仅当前面的参数 AutoGMT=false 时才处于活动状态。
- WinterGMT ：确定经纪商相对于 GMT 的冬季时间偏移，并且仅当前面的参数 AutoGMT=false 时才处于活动状态。
- 显示指示：在屏幕图表上显示指示。
- MagicNumber ：EA 订单的固定 ID 号将添加到每个算法编号中，如下所示：MagicNumber +（算法编号）。例如，如果 MagicNumber = 1000，则第一个算法的 ID 号将为 1000+1=1001，第二个算法的 ID 号将为 1000+2=1002，依此类推，直到 4)。
- EAComment ：用于添加对 EA 订单的评论。
- RecoveryMode ：应用快速资金回收模式。注意力！该功能在实际使用之前应首先在策略测试器中进行测试！
- MaxSpread ：确定开仓允许的最大点差。
标签
Tickmill
Valery Trading
FXAutomater
WallStreet Forex Robot 3.0 Domination
Tick Data Suite
IC Markets
FBS
Algocrat AI
HFM Broker
Volatility Factor Pro
XM
Waka Waka
RoboForex
Perceptrader AI
Forex Diamond
Traders Academy Club
InstaForex
Alpari
Forex Combo System
GPS Forex Robot
StrategyQuant X
Forex Trend Detector
GrandCapital
Broker Arbitrage
Golden Pickaxe
IronFX
AMarkets
Telegram Signal Copier
Omega Trend
FX Scalper
SMRT Algo
FXVM
Binance
Quant Analyzer
ACY Securities
AlgoWizard
FxPro
Forex Gold Investor
TradingFX VPS
RayBOT
ForexSignals.com
Libertex
FX-Builder
Gold Scalper PRO
Quant Data Manager
LeapFX Trading Academy
News Scope EA PRO
ForexTime
Pump Trader Robot
Smart Scalper PRO
FX Choice
FXCharger
BlackBull Markets
Commercial Network Services
Vortex Trader PRO
Best Free Scalper Pro
QHoster
Happy Forex
IV Markets
Forex VPS
Happy Bitcoin
MTeletool
Magnetic Exchange
Telegram Copier
Forex Robot Academy
Swing Trader PRO
FX Secret Club
Forex Robot Factory (Expert Advisor Generator)
Evening Scalper PRO
VPS Forex Trader
EGPForex
风险
外汇交易可能涉及超出您初始存款的损失风险。这并不适合所有投资者，您应确保了解所涉及的风险，如有必要，请寻求独立建议。
外汇账户通常提供不同程度的杠杆，其较高的利润潜力与同样高的风险水平平衡。您永远不应该冒超过您准备损失的风险，并应仔细考虑您的交易经验。
过去的表现和模拟结果并不一定表明未来的表现。本网站上的所有内容仅代表作者的意见，不构成对购买其页面中描述的任何产品的明确建议。
