Strategy Tester: Cyrus EA v1
Strategy Tester Report
Cyrus EA v1
Alpari-Demo (Build 765)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2009.01.02 10:00 - 2009.12.30 23:55 (2009.01.01 - 2009.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMine=">>> Mine Settings <<<"; Risk=1; FixLot=0.01; MaxOpenTrades=8; AgressiveTrade=true; GMT=">>> GMT Settings <<<"; AutoGMT=false; SummerGMT=3; WinterGMT=2; Other=">>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test74461Ticks modelled12290208Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit1062.56Gross profit1940.63Gross loss-878.07
Profit factor2.21Expected payoff2.50
Absolute drawdown66.87Maximal drawdown127.54 (9.17%)Relative drawdown9.72% (100.47)
Total trades425Short 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%)
Largestprofit trade25.38loss trade-23.03
Averageprofit trade5.35loss trade-14.16
Maximumconsecutive wins (profit in money)57 (273.45)consecutive losses (loss in money)6 (-75.96)
Maximalconsecutive profit (count of wins)273.45 (57)consecutive loss (count of losses)-83.11 (5)
Averageconsecutive wins10consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.12 00:00sell10.031.346100.000000.00000
22009.01.12 00:00modify10.031.346101.350531.33910
32009.01.12 00:00sell20.031.346100.000000.00000
42009.01.12 00:00modify20.031.346101.350531.34110
52009.01.12 00:05close10.031.343051.350531.339109.151009.15
62009.01.12 00:05close20.031.343051.350531.341109.151018.30
72009.01.12 07:05sell30.031.342300.000000.00000
82009.01.12 07:05modify30.031.342301.345851.33530
92009.01.12 07:35close30.031.339651.345851.335307.951026.25
102009.01.12 08:05sell40.031.342100.000000.00000
112009.01.12 08:05modify40.031.342101.345571.33510
122009.01.12 08:35close40.031.339951.345571.335106.451032.70
132009.01.14 01:00sell50.031.320000.000000.00000
142009.01.14 01:00modify50.031.320001.324071.31300
152009.01.14 01:00sell60.031.320000.000000.00000
162009.01.14 01:00modify60.031.320001.324071.31500
172009.01.14 02:05s/l50.031.324071.324071.31300-12.211020.49
182009.01.14 02:05s/l60.031.324071.324071.31500-12.211008.28
192009.01.15 19:40sell70.031.310000.000000.00000
202009.01.15 19:40modify70.031.310001.314581.30300
212009.01.15 19:55sell80.031.311000.000000.00000
222009.01.15 19:55modify80.031.311001.315611.30600
232009.01.15 20:20s/l70.031.314581.314581.30300-13.74994.54
242009.01.15 20:22s/l80.031.315611.315611.30600-13.83980.71
252009.01.27 07:35buy90.031.319750.000000.00000
262009.01.27 07:35modify90.031.319751.316011.32675
272009.01.27 08:15close90.031.321301.316011.326754.65985.36
282009.01.30 07:45sell100.031.291200.000000.00000
292009.01.30 07:45modify100.031.291201.294681.28620
302009.01.30 08:10close100.031.289351.294681.286205.55990.91
312009.02.02 09:25sell110.031.273800.000000.00000
322009.02.02 09:25modify110.031.273801.277321.26680
332009.02.02 11:00close110.031.273151.277321.266801.95992.86
342009.02.04 16:05sell120.031.289600.000000.00000
352009.02.04 16:05modify120.031.289601.293541.28260
362009.02.04 16:10sell130.031.290600.000000.00000
372009.02.04 16:10modify130.031.290601.294551.28360
382009.02.04 16:15sell140.031.291900.000000.00000
392009.02.04 16:15modify140.031.291901.295861.28690
402009.02.04 16:15sell150.031.291900.000000.00000
412009.02.04 16:15modify150.031.291901.295861.28690
422009.02.04 16:16s/l120.031.293541.293541.28260-11.82981.04
432009.02.04 16:40close140.031.288851.295861.286909.15990.19
442009.02.04 17:05close130.031.287551.294551.283609.15999.34
452009.02.04 17:07t/p150.031.286901.295861.2869015.001014.34
462009.02.06 01:15sell160.031.280200.000000.00000
472009.02.06 01:15modify160.031.280201.284101.27320
482009.02.06 01:35close160.031.279251.284101.273202.851017.19
492009.02.09 19:25buy170.031.303350.000000.00000
502009.02.09 19:25modify170.031.303351.299571.31035
512009.02.09 20:15buy180.031.302050.000000.00000
522009.02.09 20:15modify180.031.302051.298261.30905
532009.02.09 21:30close180.031.302801.298261.309052.251019.44
542009.02.09 23:16s/l170.031.299571.299571.31035-11.341008.10
552009.02.10 07:00sell190.031.288250.000000.00000
562009.02.10 07:00modify190.031.288251.291951.28325
572009.02.10 07:10close190.031.285801.291951.283257.351015.45
582009.02.10 08:05sell200.031.288460.000000.00000
592009.02.10 08:05modify200.031.288461.292171.28146
602009.02.10 09:14s/l200.031.292171.292171.28146-11.131004.32
612009.02.10 22:50sell210.031.291550.000000.00000
622009.02.10 22:50modify210.031.291551.295851.28455
632009.02.10 23:20close210.031.289451.295851.284556.301010.62
642009.02.11 06:10sell220.031.289350.000000.00000
652009.02.11 06:10modify220.031.289351.293381.28435
662009.02.11 06:15sell230.031.289550.000000.00000
672009.02.11 06:15modify230.031.289551.293571.28255
682009.02.11 06:15sell240.031.289550.000000.00000
692009.02.11 06:15modify240.031.289551.293571.28255
702009.02.11 07:05close230.031.289201.293571.282551.051011.67
712009.02.11 07:46s/l220.031.293381.293381.28435-12.09999.58
722009.02.11 07:53s/l240.031.293571.293571.28255-12.06987.52
732009.02.17 19:45sell250.031.260200.000000.00000
742009.02.17 19:45modify250.031.260201.264081.25320
752009.02.17 20:20sell260.031.260300.000000.00000
762009.02.17 20:20modify260.031.260301.264201.25330
772009.02.17 22:10close250.031.260251.264081.25320-0.15987.37
782009.02.17 22:15close260.031.259751.264201.253301.65989.02
792009.02.23 00:40buy270.031.280670.000000.00000
802009.02.23 00:40modify270.031.280671.276581.28767
812009.02.23 01:00buy280.031.279190.000000.00000
822009.02.23 01:00modify280.031.279191.275111.28619
832009.02.23 02:25close270.031.281141.276581.287671.41990.43
842009.02.23 02:30close280.031.282771.275111.2861910.741001.17
852009.02.23 06:20buy290.031.289800.000000.00000
862009.02.23 06:20modify290.031.289801.285841.29680
872009.02.23 06:30buy300.031.287630.000000.00000
882009.02.23 06:30modify300.031.287631.283681.29263
892009.02.23 06:35close300.031.288561.283681.292632.791003.96
902009.02.23 07:20close290.031.291331.285841.296804.591008.55
912009.02.25 04:55buy310.031.284030.000000.00000
922009.02.25 04:55modify310.031.284031.280501.29103
932009.02.25 05:01s/l310.031.280501.280501.29103-10.59997.96
942009.02.26 01:20sell320.031.273150.000000.00000
952009.02.26 01:20modify320.031.273151.276781.26615
962009.02.26 03:15close320.031.273131.276781.266150.06998.02
972009.02.27 16:30sell330.031.267100.000000.00000
982009.02.27 16:30modify330.031.267101.270751.26010
992009.02.27 16:30sell340.031.267100.000000.00000
1002009.02.27 16:30modify340.031.267101.270751.26210
1012009.02.27 16:30sell350.031.267100.000000.00000
1022009.02.27 16:30modify350.031.267101.270751.26210
1032009.02.27 16:42s/l330.031.270751.270751.26010-10.95987.07
1042009.02.27 16:42s/l340.031.270751.270751.26210-10.95976.12
1052009.02.27 16:42s/l350.031.270751.270751.26210-10.95965.17
1062009.03.02 07:15sell360.031.259440.000000.00000
1072009.03.02 07:15modify360.031.259441.262931.25244
1082009.03.02 07:15sell370.031.259440.000000.00000
1092009.03.02 07:15modify370.031.259441.262931.25244
1102009.03.02 07:15sell380.031.259440.000000.00000
1112009.03.02 07:15modify380.031.259441.262931.25444
1122009.03.02 07:15sell390.031.259440.000000.00000
1132009.03.02 07:15modify390.031.259441.262931.25444
1142009.03.02 08:25close360.031.258631.262931.252442.43967.60
1152009.03.02 08:35close370.031.257211.262931.252446.69974.29
1162009.03.02 08:35close380.031.257211.262931.254446.69980.98
1172009.03.02 08:35close390.031.257211.262931.254446.69987.67
1182009.03.04 07:45sell400.031.251500.000000.00000
1192009.03.04 07:45modify400.031.251501.254781.24450
1202009.03.04 07:45sell410.031.251500.000000.00000
1212009.03.04 07:45modify410.031.251501.254781.24450
1222009.03.04 07:45sell420.031.251500.000000.00000
1232009.03.04 07:45modify420.031.251501.254781.24650
1242009.03.04 07:45sell430.031.251500.000000.00000
1252009.03.04 07:45modify430.031.251501.254781.24650
1262009.03.04 09:05close400.031.250301.254781.244503.60991.27
1272009.03.04 09:05close410.031.250301.254781.244503.60994.87
1282009.03.04 09:10close430.031.250071.254781.246504.29999.16
1292009.03.04 11:10close420.031.250791.254781.246502.131001.29
1302009.03.10 16:20buy440.031.276750.000000.00000
1312009.03.10 16:20modify440.031.276751.273111.28375
1322009.03.10 16:40buy450.031.275100.000000.00000
1332009.03.10 16:40modify450.031.275101.271431.28210
1342009.03.10 18:05s/l440.031.273111.273111.28375-10.92990.37
1352009.03.10 18:24s/l450.031.271431.271431.28210-11.01979.36
1362009.03.12 00:00buy460.031.282360.000000.00000
1372009.03.12 00:00modify460.031.282361.278691.28936
1382009.03.12 00:00buy470.031.282360.000000.00000
1392009.03.12 00:00modify470.031.282361.278691.28736
1402009.03.12 00:25buy480.031.281340.000000.00000
1412009.03.12 00:25modify480.031.281341.277691.28834
1422009.03.12 00:25buy490.031.281340.000000.00000
1432009.03.12 00:25modify490.031.281341.277691.28634
1442009.03.12 00:45buy500.031.280730.000000.00000
1452009.03.12 00:45modify500.031.280731.277101.28573
1462009.03.12 01:20close460.031.282471.278691.289360.33979.69
1472009.03.12 01:20close480.031.282471.277691.288343.39983.08
1482009.03.12 01:20close490.031.282471.277691.286343.39986.47
1492009.03.12 01:40close500.031.282711.277101.285735.94992.41
1502009.03.12 01:50close470.031.283761.278691.287364.20996.61
1512009.03.12 23:30buy510.031.289280.000000.00000
1522009.03.12 23:30modify510.031.289281.285341.29628
1532009.03.13 00:00buy520.031.288910.000000.00000
1542009.03.13 00:00modify520.031.288911.284991.29391
1552009.03.13 00:05close520.031.289581.284991.293912.01998.62
1562009.03.13 00:25close510.031.290511.285341.296283.601002.22
1572009.03.16 00:00buy530.031.285070.000000.00000
1582009.03.16 00:00modify530.031.285071.281401.29207
1592009.03.16 02:15close530.031.289621.281401.2920713.651015.87
1602009.03.18 01:55buy540.031.301140.000000.00000
1612009.03.18 01:55modify540.031.301141.297751.30814
1622009.03.18 03:00close540.031.302661.297751.308144.561020.43
1632009.03.18 08:10buy550.031.303110.000000.00000
1642009.03.18 08:10modify550.031.303111.300041.30811
1652009.03.18 08:49s/l550.031.300041.300041.30811-9.211011.22
1662009.03.18 16:40buy560.031.309720.000000.00000
1672009.03.18 16:40modify560.031.309721.306281.31672
1682009.03.18 17:20close560.031.312541.306281.316728.461019.68
1692009.03.19 01:15buy570.031.346480.000000.00000
1702009.03.19 01:15modify570.031.346481.342391.35348
1712009.03.19 01:25buy580.031.345860.000000.00000
1722009.03.19 01:25modify580.031.345861.341771.35286
1732009.03.19 01:30buy590.031.344510.000000.00000
1742009.03.19 01:30modify590.031.344511.340411.34951
1752009.03.19 01:30buy600.031.344510.000000.00000
1762009.03.19 01:30modify600.031.344511.340411.34951
1772009.03.19 03:00buy610.031.343200.000000.00000
1782009.03.19 03:00modify610.031.343201.339161.34820
1792009.03.19 03:30s/l570.031.342391.342391.35348-12.271007.41
1802009.03.19 04:30s/l580.031.341771.341771.35286-12.27995.14
1812009.03.19 05:00close600.031.345361.340411.349512.55997.69
1822009.03.19 05:30close610.031.345481.339161.348206.841004.53
1832009.03.19 06:00close590.031.345391.340411.349512.641007.17
1842009.03.19 08:00buy620.031.342740.000000.00000
1852009.03.19 08:00modify620.031.342741.338711.34974
1862009.03.19 08:00buy630.031.342740.000000.00000
1872009.03.19 08:00modify630.031.342741.338711.34774
1882009.03.19 08:25close630.031.345171.338711.347747.291014.46
1892009.03.19 08:40close620.031.345361.338711.349747.861022.32
1902009.03.19 19:00buy640.031.363860.000000.00000
1912009.03.19 19:00modify640.031.363861.359681.37086
1922009.03.19 19:00buy650.031.363860.000000.00000
1932009.03.19 19:00modify650.031.363861.359681.36886
1942009.03.19 19:00buy660.031.363860.000000.00000
1952009.03.19 19:00modify660.031.363861.359681.36886
1962009.03.19 22:55close640.031.366971.359681.370869.331031.65
1972009.03.19 22:55close660.031.366971.359681.368869.331040.98
1982009.03.19 23:30close650.031.367321.359681.3688610.381051.36
1992009.03.20 00:20buy670.041.365490.000000.00000
2002009.03.20 00:20modify670.041.365491.361591.37249
2012009.03.20 01:05close670.041.366941.361591.372495.801057.16
2022009.03.24 05:50buy680.041.365110.000000.00000
2032009.03.24 05:50modify680.041.365111.361841.37211
2042009.03.24 06:45close680.041.367361.361841.372119.001066.16
2052009.03.26 01:00buy690.041.357530.000000.00000
2062009.03.26 01:00modify690.041.357531.353611.36453
2072009.03.26 01:00buy700.041.357530.000000.00000
2082009.03.26 01:00modify700.041.357531.353611.36453
2092009.03.26 01:00buy710.041.357530.000000.00000
2102009.03.26 01:00modify710.041.357531.353611.36253
2112009.03.26 01:25close690.041.358731.353611.364534.801070.96
2122009.03.26 01:25close700.041.358731.353611.364534.801075.76
2132009.03.26 01:25close710.041.358731.353611.362534.801080.56
2142009.03.31 07:50buy720.041.321920.000000.00000
2152009.03.31 07:50modify720.041.321921.318711.32692
2162009.03.31 08:10close720.041.323911.318711.326927.961088.52
2172009.04.02 07:15buy730.041.326410.000000.00000
2182009.04.02 07:15modify730.041.326411.323361.33141
2192009.04.02 07:20close730.041.326661.323361.331411.001089.52
2202009.04.06 07:15buy740.041.355570.000000.00000
2212009.04.06 07:15modify740.041.355571.352371.36257
2222009.04.06 07:45buy750.041.355600.000000.00000
2232009.04.06 07:45modify750.041.355601.352431.36260
2242009.04.06 07:45buy760.041.355600.000000.00000
2252009.04.06 07:45modify760.041.355601.352431.36060
2262009.04.06 08:05buy770.041.355110.000000.00000
2272009.04.06 08:05modify770.041.355111.351961.36211
2282009.04.06 08:05buy780.041.355110.000000.00000
2292009.04.06 08:05modify780.041.355111.351961.36011
2302009.04.06 08:10buy790.041.355060.000000.00000
2312009.04.06 08:10modify790.041.355061.351911.36206
2322009.04.06 09:02s/l750.041.352431.352431.36260-12.681076.84
2332009.04.06 09:02s/l760.041.352431.352431.36060-12.681064.16
2342009.04.06 09:02s/l740.041.352371.352371.36257-12.801051.36
2352009.04.06 09:12s/l770.041.351961.351961.36211-12.601038.76
2362009.04.06 09:12s/l780.041.351961.351961.36011-12.601026.16
2372009.04.06 09:12s/l790.041.351911.351911.36206-12.601013.56
2382009.04.08 09:45sell800.031.319730.000000.00000
2392009.04.08 09:45modify800.031.319731.323041.31273
2402009.04.08 10:30close800.031.317871.323041.312735.581019.14
2412009.04.09 23:00sell810.031.316770.000000.00000
2422009.04.09 23:00modify810.031.316771.320291.30977
2432009.04.09 23:00sell820.031.316770.000000.00000
2442009.04.09 23:00modify820.031.316771.320291.31177
2452009.04.10 00:00close810.031.315911.320291.309772.601021.74
2462009.04.10 00:45close820.031.315681.320291.311773.291025.03
2472009.04.14 17:15sell830.031.327960.000000.00000
2482009.04.14 17:15modify830.031.327961.331401.32096
2492009.04.14 18:50close830.031.327811.331401.320960.451025.48
2502009.04.15 01:10sell840.031.327290.000000.00000
2512009.04.15 01:10modify840.031.327291.330721.32029
2522009.04.15 02:25close840.031.326301.330721.320292.971028.45
2532009.04.20 01:00sell850.031.304610.000000.00000
2542009.04.20 01:00modify850.031.304611.307941.29761
2552009.04.20 01:00sell860.031.304610.000000.00000
2562009.04.20 01:00modify860.031.304611.307941.29961
2572009.04.20 01:00sell870.031.304610.000000.00000
2582009.04.20 01:00modify870.031.304611.307941.29961
2592009.04.20 01:10close850.031.303111.307941.297614.501032.95
2602009.04.20 01:10close860.031.303111.307941.299614.501037.45
2612009.04.20 01:10close870.031.303111.307941.299614.501041.95
2622009.04.20 05:35sell880.031.300490.000000.00000
2632009.04.20 05:35modify880.031.300491.303691.29349
2642009.04.20 06:30sell890.031.301140.000000.00000
2652009.04.20 06:30modify890.031.301141.304271.29614
2662009.04.20 07:50close880.031.300071.303691.293491.261043.21
2672009.04.20 07:55close890.031.299731.304271.296144.231047.44
2682009.04.20 14:30sell900.031.297530.000000.00000
2692009.04.20 14:30modify900.031.297531.300881.29053
2702009.04.20 14:45close900.031.296701.300881.290532.491049.93
2712009.04.20 14:50sell910.031.297970.000000.00000
2722009.04.20 14:50modify910.031.297971.301331.29097
2732009.04.20 14:50sell920.031.297970.000000.00000
2742009.04.20 14:50modify920.031.297971.301331.29097
2752009.04.20 15:35close910.031.296491.301331.290974.441054.37
2762009.04.20 15:35close920.031.296491.301331.290974.441058.81
2772009.04.20 21:15sell930.041.293360.000000.00000
2782009.04.20 21:15modify930.041.293361.296871.28836
2792009.04.20 21:20sell940.041.293660.000000.00000
2802009.04.20 21:20modify940.041.293661.297161.28666
2812009.04.20 21:20sell950.041.293660.000000.00000
2822009.04.20 21:20modify950.041.293661.297161.28866
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5732009.06.26 08:55buy1920.041.402730.000000.00000
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5792009.06.26 16:00buy1940.041.406970.000000.00000
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5812009.06.26 16:00buy1950.041.406970.000000.00000
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5832009.06.26 16:05close1950.041.407081.403751.411970.441334.21
5842009.06.26 16:25close1930.041.408591.403751.413976.481340.69
5852009.06.26 16:25close1940.041.408591.403751.413976.481347.17
5862009.06.29 16:00buy1960.041.404540.000000.00000
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5912009.06.30 00:55close1970.051.408151.404191.412334.101359.47
5922009.06.30 05:35buy1980.051.410780.000000.00000
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6002009.06.30 07:20close2000.051.411341.407261.415235.551374.02
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6032009.07.01 22:00buy2020.051.414300.000000.00000
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6112009.07.02 02:20close2040.051.414691.410811.419301.501377.02
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6732009.07.20 16:35buy2260.041.420130.000000.00000
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8632009.09.09 21:15close2870.051.455221.451741.461951.351453.27
8642009.09.09 22:20close2860.051.455651.452311.462510.701453.97
8652009.09.09 22:20close2880.051.455651.451741.461953.501457.47
8662009.09.09 22:25close2830.051.456271.452671.462862.051459.52
8672009.09.09 22:25close2850.051.456271.452231.460434.201463.72
8682009.09.09 22:25close2840.051.456271.452581.460782.451466.17
8692009.09.09 22:25close2900.051.456271.451741.459956.601472.77
8702009.09.09 22:30close2890.051.456381.451741.459957.151479.92
8712009.09.10 01:15buy2910.051.455060.000000.00000
8722009.09.10 01:15modify2910.051.455061.451921.46206
8732009.09.10 02:55close2910.051.455631.451921.462062.851482.77
8742009.09.10 09:40buy2920.051.456670.000000.00000
8752009.09.10 09:40modify2920.051.456671.453821.46367
8762009.09.10 10:10close2920.051.457561.453821.463674.451487.22
8772009.09.11 08:45buy2930.051.459550.000000.00000
8782009.09.11 08:45modify2930.051.459551.456701.46655
8792009.09.11 08:45buy2940.051.459550.000000.00000
8802009.09.11 08:45modify2940.051.459551.456701.46455
8812009.09.11 08:45buy2950.051.459550.000000.00000
8822009.09.11 08:45modify2950.051.459551.456701.46455
8832009.09.11 08:50buy2960.051.459480.000000.00000
8842009.09.11 08:50modify2960.051.459481.456631.46648
8852009.09.11 09:00close2940.051.460101.456701.464552.751489.97
8862009.09.11 09:15close2960.051.461751.456631.4664811.351501.32
8872009.09.11 09:15close2930.051.461751.456701.4665511.001512.32
8882009.09.11 09:15close2950.051.461751.456701.4645511.001523.32
8892009.09.14 19:55buy2970.051.460500.000000.00000
8902009.09.14 19:55modify2970.051.460501.457291.46750
8912009.09.14 20:00buy2980.051.460250.000000.00000
8922009.09.14 20:00modify2980.051.460251.457041.46525
8932009.09.14 20:00buy2990.051.460250.000000.00000
8942009.09.14 20:00modify2990.051.460251.457041.46525
8952009.09.14 20:05close2980.051.460421.457041.465250.851524.17
8962009.09.14 20:10buy3000.051.460430.000000.00000
8972009.09.14 20:10modify3000.051.460431.457221.46743
8982009.09.14 20:30close3000.051.461891.457221.467437.301531.47
8992009.09.14 20:30close2990.051.461891.457041.465258.201539.67
9002009.09.14 20:50close2970.051.462211.457291.467508.551548.22
9012009.09.15 03:40buy3010.051.461760.000000.00000
9022009.09.15 03:40modify3010.051.461761.458691.46876
9032009.09.15 03:40buy3020.051.461760.000000.00000
9042009.09.15 03:40modify3020.051.461761.458691.46876
9052009.09.15 06:00close3010.051.462001.458691.468761.201549.42
9062009.09.15 06:25close3020.051.462491.458691.468763.651553.07
9072009.09.21 22:15buy3030.051.467080.000000.00000
9082009.09.21 22:15modify3030.051.467081.463891.47208
9092009.09.21 22:15buy3040.051.467080.000000.00000
9102009.09.21 22:15modify3040.051.467081.463891.47208
9112009.09.21 22:45close3030.051.467601.463891.472082.601555.67
9122009.09.21 23:00close3040.051.467911.463891.472084.151559.82
9132009.09.22 07:10buy3050.051.470990.000000.00000
9142009.09.22 07:10modify3050.051.470991.468161.47799
9152009.09.22 07:25close3050.051.471561.468161.477992.851562.67
9162009.09.22 08:05buy3060.051.471010.000000.00000
9172009.09.22 08:05modify3060.051.471011.468211.47801
9182009.09.22 08:10close3060.051.471471.468211.478012.301564.97
9192009.09.22 14:15buy3070.051.478090.000000.00000
9202009.09.22 14:15modify3070.051.478091.475101.48509
9212009.09.22 14:15buy3080.051.478090.000000.00000
9222009.09.22 14:15modify3080.051.478091.475101.48309
9232009.09.22 14:25buy3090.051.477770.000000.00000
9242009.09.22 14:25modify3090.051.477771.474781.48477
9252009.09.22 14:45close3070.051.479721.475101.485098.151573.12
9262009.09.22 14:45close3090.051.479721.474781.484779.751582.87
9272009.09.22 14:45close3080.051.479721.475101.483098.151591.02
9282009.09.22 16:35buy3100.051.477280.000000.00000
9292009.09.22 16:35modify3100.051.477281.474181.48428
9302009.09.22 16:55close3100.051.479111.474181.484289.151600.17
9312009.09.23 08:25buy3110.051.480450.000000.00000
9322009.09.23 08:25modify3110.051.480451.477591.48745
9332009.09.23 11:54s/l3110.051.477591.477591.48745-14.301585.87
9342009.09.28 07:20sell3120.051.460170.000000.00000
9352009.09.28 07:20modify3120.051.460171.463371.45317
9362009.09.28 07:50close3120.051.458501.463371.453178.351594.22
9372009.09.28 08:20sell3130.051.461350.000000.00000
9382009.09.28 08:20modify3130.051.461351.464511.45435
9392009.09.28 08:50sell3140.051.461880.000000.00000
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9412009.09.28 09:40close3130.051.460621.464511.454353.651597.87
9422009.09.28 09:55close3140.051.460701.465051.454885.901603.77
9432009.09.28 23:00sell3150.051.462160.000000.00000
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9452009.09.29 00:00close3150.051.461471.465351.455163.491607.26
9462009.10.02 04:15sell3160.051.453580.000000.00000
9472009.10.02 04:15modify3160.051.453581.456771.44658
9482009.10.02 07:10close3160.051.453331.456771.446581.251608.51
9492009.10.06 14:45buy3170.051.471440.000000.00000
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9512009.10.06 14:45buy3180.051.471440.000000.00000
9522009.10.06 14:45modify3180.051.471441.468401.47644
9532009.10.06 14:45buy3190.051.471440.000000.00000
9542009.10.06 14:45modify3190.051.471441.468401.47644
9552009.10.06 15:05close3170.051.473681.468401.4784411.201619.71
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9572009.10.06 15:05close3190.051.473681.468401.4764411.201642.11
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9602009.10.08 08:20buy3210.051.474330.000000.00000
9612009.10.08 08:20modify3210.051.474331.471441.47933
9622009.10.08 08:30close3210.051.475141.471441.479334.051646.16
9632009.10.08 08:40close3200.051.476051.471751.481637.101653.26
9642009.10.08 14:00buy3220.061.475420.000000.00000
9652009.10.08 14:00modify3220.061.475421.472411.48242
9662009.10.08 14:10buy3230.061.476390.000000.00000
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9682009.10.08 14:40close3220.061.476411.472411.482425.941659.20
9692009.10.08 15:00close3230.061.479271.473381.4813917.281676.48
9702009.10.12 20:25buy3240.061.478030.000000.00000
9712009.10.12 20:25modify3240.061.478031.474981.48503
9722009.10.12 20:25buy3250.061.478030.000000.00000
9732009.10.12 20:25modify3250.061.478031.474981.48503
9742009.10.12 20:25buy3260.061.478030.000000.00000
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9762009.10.12 20:45buy3270.061.477670.000000.00000
9772009.10.12 20:45modify3270.061.477671.474621.48467
9782009.10.12 20:45buy3280.061.477670.000000.00000
9792009.10.12 20:45modify3280.061.477671.474621.48267
9802009.10.12 20:45buy3290.061.477670.000000.00000
9812009.10.12 20:45modify3290.061.477671.474621.48267
9822009.10.13 00:30close3270.061.477971.474621.484671.621678.10
9832009.10.13 00:30close3290.061.477971.474621.482671.621679.72
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9852009.10.13 01:05close3250.061.478171.474981.485030.661681.04
9862009.10.13 01:05close3260.061.478171.474981.483030.661681.70
9872009.10.13 01:10close3280.061.478081.474621.482672.281683.98
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9902009.10.14 01:35close3300.061.485101.481181.491354.501688.48
9912009.10.14 09:00buy3310.061.487450.000000.00000
9922009.10.14 09:00modify3310.061.487451.484531.49445
9932009.10.14 09:10close3310.061.488781.484531.494457.981696.46
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9992009.10.14 15:05close3330.061.490121.484761.4928013.921724.30
10002009.10.15 08:55buy3340.061.494240.000000.00000
10012009.10.15 08:55modify3340.061.494241.491381.50124
10022009.10.15 08:55buy3350.061.494240.000000.00000
10032009.10.15 08:55modify3350.061.494241.491381.50124
10042009.10.15 10:55close3340.061.494481.491381.501241.441725.74
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10062009.10.16 01:20buy3360.061.493350.000000.00000
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10092009.10.16 04:55buy3370.061.494440.000000.00000
10102009.10.16 04:55modify3370.061.494441.491471.50144
10112009.10.16 07:06s/l3370.061.491471.491471.50144-17.821696.64
10122009.10.19 14:05buy3380.061.492510.000000.00000
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10142009.10.19 14:05buy3390.061.492510.000000.00000
10152009.10.19 14:05modify3390.061.492511.489461.49951
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10172009.10.19 14:05modify3400.061.492511.489461.49751
10182009.10.19 14:40close3400.061.492861.489461.497512.101698.74
10192009.10.19 16:10buy3410.061.492300.000000.00000
10202009.10.19 16:10modify3410.061.492301.489231.49730
10212009.10.19 16:15close3380.061.492871.489461.499512.161700.90
10222009.10.19 16:15close3390.061.492871.489461.499512.161703.06
10232009.10.19 16:15close3410.061.492871.489231.497303.421706.48
10242009.10.19 21:05buy3420.061.493680.000000.00000
10252009.10.19 21:05modify3420.061.493681.490491.50068
10262009.10.19 21:50close3420.061.494461.490491.500684.681711.16
10272009.10.21 21:45buy3430.061.499550.000000.00000
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10292009.10.21 21:45buy3440.061.499550.000000.00000
10302009.10.21 21:45modify3440.061.499551.496251.50655
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10322009.10.21 21:45modify3450.061.499551.496251.50455
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10362009.10.22 01:15close3440.061.501681.496251.5065512.241731.08
10372009.10.22 01:15close3460.061.501681.496251.5045512.241743.32
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10392009.10.26 06:45buy3470.061.502590.000000.00000
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10412009.10.26 06:45buy3480.061.502590.000000.00000
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10512009.10.27 04:15sell3510.061.488190.000000.00000
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10542009.10.28 00:45sell3520.061.481560.000000.00000
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10632009.11.02 01:55sell3550.061.474130.000000.00000
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10932009.11.09 19:10buy3650.061.498900.000000.00000
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11062009.11.13 02:40close3670.061.485211.488401.478230.121792.44
11072009.11.13 02:40close3680.061.485211.488741.480582.221794.66
11082009.11.16 03:40buy3700.061.494010.000000.00000
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11202009.11.18 14:45modify3740.061.493511.490611.50051
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11272009.11.18 15:20close3750.061.496441.490611.4985117.581837.00
11282009.11.18 15:20close3760.061.496441.490611.4985117.581854.58
11292009.11.18 19:15buy3770.061.494780.000000.00000
11302009.11.18 19:15modify3770.061.494781.491641.50178
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11322009.11.19 00:50buy3780.061.495590.000000.00000
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11412009.11.20 17:20sell3810.061.486460.000000.00000
11422009.11.20 17:20modify3810.061.486461.489711.47946
11432009.11.20 18:35close3810.061.485331.489711.479466.781832.50
11442009.11.23 14:15buy3820.061.496750.000000.00000
11452009.11.23 14:15modify3820.061.496751.493821.50375
11462009.11.23 14:15buy3830.061.496750.000000.00000
11472009.11.23 14:15modify3830.061.496751.493821.50375
11482009.11.23 14:15buy3840.061.496750.000000.00000
11492009.11.23 14:15modify3840.061.496751.493821.50175
11502009.11.23 14:35close3820.061.497551.493821.503754.801837.30
11512009.11.23 14:35close3830.061.497551.493821.503754.801842.10
11522009.11.23 14:35close3840.061.497551.493821.501754.801846.90
11532009.11.25 00:40buy3850.061.496360.000000.00000
11542009.11.25 00:40modify3850.061.496361.493311.50136
11552009.11.25 01:05close3850.061.496741.493311.501362.281849.18
11562009.11.25 16:35buy3860.061.504840.000000.00000
11572009.11.25 16:35modify3860.061.504841.501731.51184
11582009.11.25 17:35close3860.061.507511.501731.5118416.021865.20
11592009.11.26 00:40buy3870.061.512940.000000.00000
11602009.11.26 00:40modify3870.061.512941.509841.51994
11612009.11.26 00:45buy3880.061.512610.000000.00000
11622009.11.26 00:45modify3880.061.512611.509511.51961
11632009.11.26 00:45buy3890.061.512610.000000.00000
11642009.11.26 00:45modify3890.061.512611.509511.51761
11652009.11.26 01:25buy3900.061.512500.000000.00000
11662009.11.26 01:25modify3900.061.512501.509411.51750
11672009.11.26 01:30buy3910.061.512160.000000.00000
11682009.11.26 01:30modify3910.061.512161.509071.51916
11692009.11.26 01:30buy3920.061.512160.000000.00000
11702009.11.26 01:30modify3920.061.512161.509071.51916
11712009.11.26 01:40close3900.061.512721.509411.517501.321866.52
11722009.11.26 02:05close3880.061.512961.509511.519612.101868.62
11732009.11.26 02:05close3910.061.512961.509071.519164.801873.42
11742009.11.26 03:20buy3930.061.510760.000000.00000
11752009.11.26 03:20modify3930.061.510761.507721.51776
11762009.11.26 04:35close3930.061.512611.507721.5177611.101884.52
11772009.11.26 04:35close3920.061.512611.509071.519162.701887.22
11782009.11.26 04:43s/l3870.061.509841.509841.51994-18.601868.62
11792009.11.26 06:11s/l3890.061.509511.509511.51761-18.601850.02
11802009.11.30 06:25buy3940.061.503670.000000.00000
11812009.11.30 06:25modify3940.061.503671.500491.51067
11822009.11.30 06:25buy3950.061.503670.000000.00000
11832009.11.30 06:25modify3950.061.503671.500491.51067
11842009.11.30 06:50close3950.061.506001.500491.5106713.981864.00
11852009.11.30 07:40close3940.061.506091.500491.5106714.521878.52
11862009.11.30 09:30buy3960.061.503750.000000.00000
11872009.11.30 09:30modify3960.061.503751.500581.51075
11882009.11.30 09:30buy3970.061.503750.000000.00000
11892009.11.30 09:30modify3970.061.503751.500581.50875
11902009.11.30 10:45close3960.061.505221.500581.510758.821887.34
11912009.11.30 11:55close3970.061.505321.500581.508759.421896.76
11922009.12.01 21:05buy3980.061.509360.000000.00000
11932009.12.01 21:05modify3980.061.509361.506261.51636
11942009.12.01 21:15buy3990.061.509300.000000.00000
11952009.12.01 21:15modify3990.061.509301.506211.51430
11962009.12.01 21:25buy4000.061.508610.000000.00000
11972009.12.01 21:25modify4000.061.508611.505521.51561
11982009.12.02 00:30close4000.061.508871.505521.515611.381898.14
11992009.12.02 04:25close3980.061.509601.506261.516361.261899.40
12002009.12.02 04:25close3990.061.509601.506211.514301.621901.02
12012009.12.03 06:40buy4010.061.508220.000000.00000
12022009.12.03 06:40modify4010.061.508221.505401.51522
12032009.12.03 07:00buy4020.061.508020.000000.00000
12042009.12.03 07:00modify4020.061.508021.505211.51502
12052009.12.03 07:00buy4030.061.508020.000000.00000
12062009.12.03 07:00modify4030.061.508021.505211.51302
12072009.12.03 07:00buy4040.061.508020.000000.00000
12082009.12.03 07:00modify4040.061.508021.505211.51302
12092009.12.03 07:20close4030.061.508391.505211.513022.221903.24
12102009.12.03 07:30close4010.061.509121.505401.515225.401908.64
12112009.12.03 07:30close4020.061.509121.505211.515026.601915.24
12122009.12.03 07:30close4040.061.509121.505211.513026.601921.84
12132009.12.03 14:35buy4050.061.511040.000000.00000
12142009.12.03 14:35modify4050.061.511041.508151.51804
12152009.12.03 14:35buy4060.061.511040.000000.00000
12162009.12.03 14:35modify4060.061.511041.508151.51804
12172009.12.03 14:40close4050.061.513071.508151.5180412.181934.02
12182009.12.03 14:40close4060.061.513071.508151.5180412.181946.20
12192009.12.07 00:15sell4070.061.486460.000000.00000
12202009.12.07 00:15modify4070.061.486461.489751.47946
12212009.12.07 00:15sell4080.061.486460.000000.00000
12222009.12.07 00:15modify4080.061.486461.489751.48146
12232009.12.07 00:35close4080.061.485541.489751.481465.521951.72
12242009.12.07 00:45close4070.061.486121.489751.479462.041953.76
12252009.12.07 01:00sell4090.071.486900.000000.00000
12262009.12.07 01:00modify4090.071.486901.490191.48190
12272009.12.07 01:35sell4100.071.487760.000000.00000
12282009.12.07 01:35modify4100.071.487761.491071.48076
12292009.12.07 01:35sell4110.071.487760.000000.00000
12302009.12.07 01:35modify4110.071.487761.491071.48276
12312009.12.07 01:40sell4120.071.488710.000000.00000
12322009.12.07 01:40modify4120.071.488711.492021.48171
12332009.12.07 03:00close4120.071.487341.492021.481719.591963.35
12342009.12.07 06:41s/l4090.071.490191.490191.48190-23.031940.32
12352009.12.07 08:15close4100.071.487281.491071.480763.361943.68
12362009.12.07 08:15close4110.071.487281.491071.482763.361947.04
12372009.12.07 16:30sell4130.061.482940.000000.00000
12382009.12.07 16:30modify4130.061.482941.486091.47794
12392009.12.07 16:30sell4140.061.482940.000000.00000
12402009.12.07 16:30modify4140.061.482941.486091.47794
12412009.12.07 18:20close4130.061.479751.486091.4779419.141966.18
12422009.12.07 18:20close4140.061.479751.486091.4779419.141985.32
12432009.12.14 01:40sell4150.071.463440.000000.00000
12442009.12.14 01:40modify4150.071.463441.466581.45644
12452009.12.14 01:40sell4160.071.463440.000000.00000
12462009.12.14 01:40modify4160.071.463441.466581.45644
12472009.12.14 01:45sell4170.071.463890.000000.00000
12482009.12.14 01:45modify4170.071.463891.467031.45889
12492009.12.14 01:45sell4180.071.463890.000000.00000
12502009.12.14 01:45modify4180.071.463891.467031.45889
12512009.12.14 03:35close4150.071.463401.466581.456440.281985.60
12522009.12.14 04:25close4160.071.462421.466581.456447.141992.74
12532009.12.14 04:25close4170.071.462421.467031.4588910.292003.03
12542009.12.14 04:25close4180.071.462421.467031.4588910.292013.32
12552009.12.15 16:25sell4190.071.456880.000000.00000
12562009.12.15 16:25modify4190.071.456881.459951.44988
12572009.12.15 17:05close4190.071.454441.459951.4498817.082030.40
12582009.12.15 20:35sell4200.071.453180.000000.00000
12592009.12.15 20:35modify4200.071.453181.456381.44618
12602009.12.15 21:15sell4210.071.453550.000000.00000
12612009.12.15 21:15modify4210.071.453551.456751.44655
12622009.12.15 21:15sell4220.071.453550.000000.00000
12632009.12.15 21:15modify4220.071.453551.456751.44855
12642009.12.15 21:15sell4230.071.453550.000000.00000
12652009.12.15 21:15modify4230.071.453551.456751.44855
12662009.12.15 21:25close4220.071.453311.456751.448551.682032.08
12672009.12.15 21:45close4200.071.452511.456381.446184.692036.77
12682009.12.15 21:45close4230.071.452511.456751.448557.282044.05
12692009.12.15 22:00sell4240.071.453550.000000.00000
12702009.12.15 22:00modify4240.071.453551.456731.44855
12712009.12.16 01:10close4210.071.452401.456751.446558.102052.15
12722009.12.16 01:10close4240.071.452401.456731.448558.102060.25
12732009.12.17 20:20sell4250.071.435130.000000.00000
12742009.12.17 20:20modify4250.071.435131.438371.42813
12752009.12.17 21:15close4250.071.434801.438371.428132.312062.56

谈论 90% Tick Quality Aggressive Trade EURUSD 2009 回测

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