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=false; GMT=">>> GMT Settings <<<"; AutoGMT=false; SummerGMT=3; WinterGMT=2; Other=">>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2.3; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test74461Ticks modelled12290208Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit468.90Gross profit942.39Gross loss-473.48
Profit factor1.99Expected payoff1.82
Absolute drawdown46.08Maximal drawdown71.88 (6.84%)Relative drawdown6.88% (70.53)
Total trades258Short 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%)
Largestprofit trade16.40loss trade-16.65
Averageprofit trade4.32loss trade-11.84
Maximumconsecutive wins (profit in money)31 (124.60)consecutive losses (loss in money)4 (-39.18)
Maximalconsecutive profit (count of wins)142.52 (26)consecutive loss (count of losses)-41.69 (3)
Averageconsecutive wins9consecutive 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 00:05close10.031.343051.350531.339109.151009.15
42009.01.12 07:05sell20.031.342300.000000.00000
52009.01.12 07:05modify20.031.342301.345851.33530
62009.01.12 07:35close20.031.339651.345851.335307.951017.10
72009.01.12 08:05sell30.031.342100.000000.00000
82009.01.12 08:05modify30.031.342101.345571.33510
92009.01.12 08:35close30.031.339951.345571.335106.451023.55
102009.01.14 01:00sell40.031.320000.000000.00000
112009.01.14 01:00modify40.031.320001.324071.31300
122009.01.14 02:05s/l40.031.324071.324071.31300-12.211011.34
132009.01.15 19:40sell50.031.310000.000000.00000
142009.01.15 19:40modify50.031.310001.314581.30300
152009.01.15 20:20s/l50.031.314581.314581.30300-13.74997.60
162009.01.27 07:35buy60.031.319750.000000.00000
172009.01.27 07:35modify60.031.319751.316011.32675
182009.01.27 08:15close60.031.321301.316011.326754.651002.25
192009.02.02 09:25sell70.031.273800.000000.00000
202009.02.02 09:25modify70.031.273801.277321.26680
212009.02.02 11:00close70.031.273151.277321.266801.951004.20
222009.02.04 16:05sell80.031.289600.000000.00000
232009.02.04 16:05modify80.031.289601.293541.28260
242009.02.04 16:10sell90.031.290600.000000.00000
252009.02.04 16:10modify90.031.290601.294551.28360
262009.02.04 16:16s/l80.031.293541.293541.28260-11.82992.38
272009.02.04 17:05close90.031.287551.294551.283609.151001.53
282009.02.06 01:15sell100.031.280200.000000.00000
292009.02.06 01:15modify100.031.280201.284101.27320
302009.02.06 01:35close100.031.279251.284101.273202.851004.38
312009.02.09 19:25buy110.031.303350.000000.00000
322009.02.09 19:25modify110.031.303351.299571.31035
332009.02.09 20:15buy120.031.302050.000000.00000
342009.02.09 20:15modify120.031.302051.298261.30905
352009.02.09 21:30close120.031.302801.298261.309052.251006.63
362009.02.09 23:16s/l110.031.299571.299571.31035-11.34995.29
372009.02.10 08:05sell130.031.288460.000000.00000
382009.02.10 08:05modify130.031.288461.292171.28146
392009.02.10 09:14s/l130.031.292171.292171.28146-11.13984.16
402009.02.10 22:50sell140.031.291550.000000.00000
412009.02.10 22:50modify140.031.291551.295851.28455
422009.02.10 23:20close140.031.289451.295851.284556.30990.46
432009.02.11 06:15sell150.031.289550.000000.00000
442009.02.11 06:15modify150.031.289551.293571.28255
452009.02.11 06:15sell160.031.289550.000000.00000
462009.02.11 06:15modify160.031.289551.293571.28255
472009.02.11 07:05close150.031.289201.293571.282551.05991.51
482009.02.11 07:53s/l160.031.293571.293571.28255-12.06979.45
492009.02.17 19:45sell170.031.260200.000000.00000
502009.02.17 19:45modify170.031.260201.264081.25320
512009.02.17 20:20sell180.031.260300.000000.00000
522009.02.17 20:20modify180.031.260301.264201.25330
532009.02.17 22:10close170.031.260251.264081.25320-0.15979.30
542009.02.17 22:15close180.031.259751.264201.253301.65980.95
552009.02.23 00:40buy190.031.280670.000000.00000
562009.02.23 00:40modify190.031.280671.276581.28767
572009.02.23 01:00buy200.031.279190.000000.00000
582009.02.23 01:00modify200.031.279191.275111.28619
592009.02.23 02:25close190.031.281141.276581.287671.41982.36
602009.02.23 02:30close200.031.282771.275111.2861910.74993.10
612009.02.23 06:20buy210.031.289800.000000.00000
622009.02.23 06:20modify210.031.289801.285841.29680
632009.02.23 07:20close210.031.291331.285841.296804.59997.69
642009.02.25 04:55buy220.031.284030.000000.00000
652009.02.25 04:55modify220.031.284031.280501.29103
662009.02.25 05:01s/l220.031.280501.280501.29103-10.59987.10
672009.02.26 01:20sell230.031.273150.000000.00000
682009.02.26 01:20modify230.031.273151.276781.26615
692009.02.26 03:15close230.031.273131.276781.266150.06987.16
702009.02.27 16:30sell240.031.267100.000000.00000
712009.02.27 16:30modify240.031.267101.270751.26010
722009.02.27 16:42s/l240.031.270751.270751.26010-10.95976.21
732009.03.02 07:15sell250.031.259440.000000.00000
742009.03.02 07:15modify250.031.259441.262931.25244
752009.03.02 07:15sell260.031.259440.000000.00000
762009.03.02 07:15modify260.031.259441.262931.25244
772009.03.02 08:25close250.031.258631.262931.252442.43978.64
782009.03.02 08:35close260.031.257211.262931.252446.69985.33
792009.03.04 07:45sell270.031.251500.000000.00000
802009.03.04 07:45modify270.031.251501.254781.24450
812009.03.04 07:45sell280.031.251500.000000.00000
822009.03.04 07:45modify280.031.251501.254781.24450
832009.03.04 09:05close270.031.250301.254781.244503.60988.93
842009.03.04 09:05close280.031.250301.254781.244503.60992.53
852009.03.10 16:20buy290.031.276750.000000.00000
862009.03.10 16:20modify290.031.276751.273111.28375
872009.03.10 16:40buy300.031.275100.000000.00000
882009.03.10 16:40modify300.031.275101.271431.28210
892009.03.10 18:05s/l290.031.273111.273111.28375-10.92981.61
902009.03.10 18:24s/l300.031.271431.271431.28210-11.01970.60
912009.03.12 00:00buy310.031.282360.000000.00000
922009.03.12 00:00modify310.031.282361.278691.28936
932009.03.12 00:25buy320.031.281340.000000.00000
942009.03.12 00:25modify320.031.281341.277691.28834
952009.03.12 01:20close310.031.282471.278691.289360.33970.93
962009.03.12 01:35close320.031.282511.277691.288343.51974.44
972009.03.12 23:30buy330.031.289280.000000.00000
982009.03.12 23:30modify330.031.289281.285341.29628
992009.03.13 00:25close330.031.290511.285341.296283.60978.04
1002009.03.16 00:00buy340.031.285070.000000.00000
1012009.03.16 00:00modify340.031.285071.281401.29207
1022009.03.16 02:15close340.031.289621.281401.2920713.65991.69
1032009.03.18 01:55buy350.031.301140.000000.00000
1042009.03.18 01:55modify350.031.301141.297751.30814
1052009.03.18 03:00close350.031.302661.297751.308144.56996.25
1062009.03.18 16:40buy360.031.309720.000000.00000
1072009.03.18 16:40modify360.031.309721.306281.31672
1082009.03.18 17:20close360.031.312541.306281.316728.461004.71
1092009.03.19 01:15buy370.031.346480.000000.00000
1102009.03.19 01:15modify370.031.346481.342391.35348
1112009.03.19 01:25buy380.031.345860.000000.00000
1122009.03.19 01:25modify380.031.345861.341771.35286
1132009.03.19 01:50buy390.031.344540.000000.00000
1142009.03.19 01:50modify390.031.344541.340421.35154
1152009.03.19 01:50buy400.031.344540.000000.00000
1162009.03.19 01:50modify400.031.344541.340421.35154
1172009.03.19 03:30s/l370.031.342391.342391.35348-12.27992.44
1182009.03.19 04:30s/l380.031.341771.341771.35286-12.27980.17
1192009.03.19 04:50close390.031.345231.340421.351542.07982.24
1202009.03.19 04:50close400.031.345231.340421.351542.07984.31
1212009.03.19 08:00buy410.031.342740.000000.00000
1222009.03.19 08:00modify410.031.342741.338711.34974
1232009.03.19 08:40close410.031.345361.338711.349747.86992.17
1242009.03.19 19:00buy420.031.363860.000000.00000
1252009.03.19 19:00modify420.031.363861.359681.37086
1262009.03.19 22:55close420.031.366971.359681.370869.331001.50
1272009.03.20 00:20buy430.031.365490.000000.00000
1282009.03.20 00:20modify430.031.365491.361591.37249
1292009.03.20 01:05close430.031.366941.361591.372494.351005.85
1302009.03.24 05:50buy440.031.365110.000000.00000
1312009.03.24 05:50modify440.031.365111.361841.37211
1322009.03.24 06:45close440.031.367361.361841.372116.751012.60
1332009.03.26 01:00buy450.031.357530.000000.00000
1342009.03.26 01:00modify450.031.357531.353611.36453
1352009.03.26 01:00buy460.031.357530.000000.00000
1362009.03.26 01:00modify460.031.357531.353611.36453
1372009.03.26 01:25close450.031.358731.353611.364533.601016.20
1382009.03.26 01:25close460.031.358731.353611.364533.601019.80
1392009.04.06 07:15buy470.031.355570.000000.00000
1402009.04.06 07:15modify470.031.355571.352371.36257
1412009.04.06 07:45buy480.031.355600.000000.00000
1422009.04.06 07:45modify480.031.355601.352431.36260
1432009.04.06 08:05buy490.031.355110.000000.00000
1442009.04.06 08:05modify490.031.355111.351961.36211
1452009.04.06 08:10buy500.031.355060.000000.00000
1462009.04.06 08:10modify500.031.355061.351911.36206
1472009.04.06 09:02s/l480.031.352431.352431.36260-9.511010.29
1482009.04.06 09:02s/l470.031.352371.352371.36257-9.601000.69
1492009.04.06 09:12s/l490.031.351961.351961.36211-9.45991.24
1502009.04.06 09:12s/l500.031.351911.351911.36206-9.45981.79
1512009.04.08 09:45sell510.031.319730.000000.00000
1522009.04.08 09:45modify510.031.319731.323041.31273
1532009.04.08 10:30close510.031.317871.323041.312735.58987.37
1542009.04.09 23:00sell520.031.316770.000000.00000
1552009.04.09 23:00modify520.031.316771.320291.30977
1562009.04.10 00:00close520.031.315911.320291.309772.60989.97
1572009.04.14 17:15sell530.031.327960.000000.00000
1582009.04.14 17:15modify530.031.327961.331401.32096
1592009.04.14 18:50close530.031.327811.331401.320960.45990.42
1602009.04.15 01:10sell540.031.327290.000000.00000
1612009.04.15 01:10modify540.031.327291.330721.32029
1622009.04.15 02:25close540.031.326301.330721.320292.97993.39
1632009.04.20 01:00sell550.031.304610.000000.00000
1642009.04.20 01:00modify550.031.304611.307941.29761
1652009.04.20 01:10close550.031.303111.307941.297614.50997.89
1662009.04.20 05:35sell560.031.300490.000000.00000
1672009.04.20 05:35modify560.031.300491.303691.29349
1682009.04.20 07:50close560.031.300071.303691.293491.26999.15
1692009.04.20 14:30sell570.031.297530.000000.00000
1702009.04.20 14:30modify570.031.297531.300881.29053
1712009.04.20 14:45close570.031.296701.300881.290532.491001.64
1722009.04.20 14:50sell580.031.297970.000000.00000
1732009.04.20 14:50modify580.031.297971.301331.29097
1742009.04.20 14:50sell590.031.297970.000000.00000
1752009.04.20 14:50modify590.031.297971.301331.29097
1762009.04.20 15:35close580.031.296491.301331.290974.441006.08
1772009.04.20 15:35close590.031.296491.301331.290974.441010.52
1782009.04.20 21:20sell600.031.293660.000000.00000
1792009.04.20 21:20modify600.031.293661.297161.28666
1802009.04.20 22:05close600.031.292221.297161.286664.321014.84
1812009.04.21 01:15sell610.031.293060.000000.00000
1822009.04.21 01:15modify610.031.293061.296331.28606
1832009.04.21 01:30close610.031.292531.296331.286061.591016.43
1842009.04.24 14:40buy620.031.321500.000000.00000
1852009.04.24 14:40modify620.031.321501.318121.32850
1862009.04.24 14:55close620.031.324581.318121.328509.241025.67
1872009.04.29 00:50buy630.031.313280.000000.00000
1882009.04.29 00:50modify630.031.313281.309881.32028
1892009.04.29 00:50buy640.031.313280.000000.00000
1902009.04.29 00:50modify640.031.313281.309881.32028
1912009.04.29 01:10buy650.031.312670.000000.00000
1922009.04.29 01:10modify650.031.312671.309281.31967
1932009.04.29 02:20close630.031.313581.309881.320280.901026.57
1942009.04.29 02:20close650.031.313581.309281.319672.731029.30
1952009.04.29 02:25close640.031.315361.309881.320286.241035.54
1962009.04.29 21:25buy660.031.326380.000000.00000
1972009.04.29 21:25modify660.031.326381.322741.33338
1982009.04.29 22:45close660.031.327431.322741.333383.151038.69
1992009.05.04 06:10buy670.031.331870.000000.00000
2002009.05.04 06:10modify670.031.331871.328751.33887
2012009.05.04 08:45close670.031.332271.328751.338871.201039.89
2022009.05.05 03:00buy680.031.338730.000000.00000
2032009.05.05 03:00modify680.031.338731.335411.34573
2042009.05.05 03:00buy690.031.338730.000000.00000
2052009.05.05 03:00modify690.031.338731.335411.34573
2062009.05.05 04:20close680.031.340241.335411.345734.531044.42
2072009.05.05 08:23s/l690.031.335411.335411.34573-9.961034.46
2082009.05.07 19:35buy700.031.338490.000000.00000
2092009.05.07 19:35modify700.031.338491.334581.34549
2102009.05.07 19:45buy710.031.337460.000000.00000
2112009.05.07 19:45modify710.031.337461.333551.34446
2122009.05.07 21:25close710.031.338021.333551.344461.681036.14
2132009.05.07 22:20close700.031.339071.334581.345491.741037.88
2142009.05.11 07:10buy720.031.363170.000000.00000
2152009.05.11 07:10modify720.031.363171.359771.37017
2162009.05.11 08:00buy730.031.362760.000000.00000
2172009.05.11 08:00modify730.031.362761.359401.36976
2182009.05.11 08:20close720.031.364601.359771.370174.291042.17
2192009.05.11 09:32s/l730.031.359401.359401.36976-10.081032.09
2202009.05.15 00:20buy740.031.363070.000000.00000
2212009.05.15 00:20modify740.031.363071.359641.37007
2222009.05.15 00:25buy750.031.362850.000000.00000
2232009.05.15 00:25modify750.031.362851.359431.36985
2242009.05.15 02:05close740.031.363371.359641.370070.901032.99
2252009.05.15 02:10close750.031.363551.359431.369852.101035.09
2262009.05.18 07:15sell760.031.345320.000000.00000
2272009.05.18 07:15modify760.031.345321.348591.33832
2282009.05.18 07:35sell770.031.346260.000000.00000
2292009.05.18 07:35modify770.031.346261.349521.33926
2302009.05.18 08:35close760.031.345181.348591.338320.421035.51
2312009.05.18 08:40close770.031.345461.349521.339262.401037.91
2322009.05.19 01:55buy780.031.355110.000000.00000
2332009.05.19 01:55modify780.031.355111.351941.36211
2342009.05.19 04:35close780.031.355761.351941.362111.951039.86
2352009.05.19 14:15buy790.031.361120.000000.00000
2362009.05.19 14:15modify790.031.361121.357871.36812
2372009.05.19 14:15buy800.031.361120.000000.00000
2382009.05.19 14:15modify800.031.361121.357871.36812
2392009.05.19 14:35buy810.031.359880.000000.00000
2402009.05.19 14:35modify810.031.359881.356601.36688
2412009.05.19 14:35buy820.031.359880.000000.00000
2422009.05.19 14:35modify820.031.359881.356601.36688
2432009.05.19 14:46s/l790.031.357871.357871.36812-9.751030.11
2442009.05.19 14:46s/l800.031.357871.357871.36812-9.751020.36
2452009.05.19 16:04s/l810.031.356601.356601.36688-9.841010.52
2462009.05.19 16:04s/l820.031.356601.356601.36688-9.841000.68
2472009.05.20 22:05buy830.031.376790.000000.00000
2482009.05.20 22:05modify830.031.376791.373241.38379
2492009.05.21 01:00close830.031.377191.373241.383790.931001.61
2502009.05.22 05:55buy840.031.392470.000000.00000
2512009.05.22 05:55modify840.031.392471.389211.39947
2522009.05.22 06:10buy850.031.392210.000000.00000
2532009.05.22 06:10modify850.031.392211.388971.39921
2542009.05.22 06:40buy860.031.391450.000000.00000
2552009.05.22 06:40modify860.031.391451.388221.39845
2562009.05.22 06:40buy870.031.391450.000000.00000
2572009.05.22 06:40modify870.031.391451.388221.39845
2582009.05.22 08:10close860.031.392271.388221.398452.461004.07
2592009.05.22 08:20close850.031.392441.388971.399210.691004.76
2602009.05.22 08:30close840.031.392671.389211.399470.601005.36
2612009.05.22 08:35close870.031.394751.388221.398459.901015.26
2622009.05.26 19:25buy880.031.396780.000000.00000
2632009.05.26 19:25modify880.031.396781.393291.40378
2642009.05.26 19:50close880.031.398721.393291.403785.821021.08
2652009.05.27 03:10buy890.031.397890.000000.00000
2662009.05.27 03:10modify890.031.397891.394721.40489
2672009.05.27 05:45close890.031.398061.394721.404890.511021.59
2682009.06.01 00:55buy900.031.412120.000000.00000
2692009.06.01 00:55modify900.031.412121.408471.41912
2702009.06.01 01:00buy910.031.411920.000000.00000
2712009.06.01 01:00modify910.031.411921.408281.41892
2722009.06.01 01:30buy920.031.411530.000000.00000
2732009.06.01 01:30modify920.031.411531.407921.41853
2742009.06.01 03:00close920.031.411681.407921.418530.451022.04
2752009.06.01 03:05close900.031.412771.408471.419121.951023.99
2762009.06.01 03:05close910.031.412771.408281.418922.551026.54
2772009.06.01 06:25buy930.031.413650.000000.00000
2782009.06.01 06:25modify930.031.413651.410371.42065
2792009.06.01 07:25buy940.031.413440.000000.00000
2802009.06.01 07:25modify940.031.413441.410251.42044
2812009.06.01 08:20close930.031.414101.410371.420651.351027.89
2822009.06.01 08:25close940.031.415361.410251.420445.761033.65
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5712009.09.28 08:20sell1910.041.461350.000000.00000
5722009.09.28 08:20modify1910.041.461351.464511.45435
5732009.09.28 08:50sell1920.041.461880.000000.00000
5742009.09.28 08:50modify1920.041.461881.465051.45488
5752009.09.28 09:40close1910.041.460621.464511.454352.921307.11
5762009.09.28 09:55close1920.041.460701.465051.454884.721311.83
5772009.09.28 23:00sell1930.041.462160.000000.00000
5782009.09.28 23:00modify1930.041.462161.465351.45516
5792009.09.29 00:00close1930.041.461471.465351.455162.791314.62
5802009.10.02 04:15sell1940.041.453580.000000.00000
5812009.10.02 04:15modify1940.041.453581.456771.44658
5822009.10.02 07:10close1940.041.453331.456771.446581.001315.62
5832009.10.06 14:45buy1950.041.471440.000000.00000
5842009.10.06 14:45modify1950.041.471441.468401.47844
5852009.10.06 15:05close1950.041.473681.468401.478448.961324.58
5862009.10.08 08:10buy1960.041.474630.000000.00000
5872009.10.08 08:10modify1960.041.474631.471751.48163
5882009.10.08 08:40close1960.041.476051.471751.481635.681330.26
5892009.10.08 14:00buy1970.041.475420.000000.00000
5902009.10.08 14:00modify1970.041.475421.472411.48242
5912009.10.08 14:40close1970.041.476411.472411.482423.961334.22
5922009.10.12 20:25buy1980.041.478030.000000.00000
5932009.10.12 20:25modify1980.041.478031.474981.48503
5942009.10.12 20:25buy1990.041.478030.000000.00000
5952009.10.12 20:25modify1990.041.478031.474981.48503
5962009.10.12 20:45buy2000.041.477670.000000.00000
5972009.10.12 20:45modify2000.041.477671.474621.48467
5982009.10.13 00:30close2000.041.477971.474621.484671.081335.30
5992009.10.13 01:05close1980.041.478171.474981.485030.441335.74
6002009.10.13 01:05close1990.041.478171.474981.485030.441336.18
6012009.10.14 01:20buy2010.041.484350.000000.00000
6022009.10.14 01:20modify2010.041.484351.481181.49135
6032009.10.14 01:35close2010.041.485101.481181.491353.001339.18
6042009.10.14 09:00buy2020.041.487450.000000.00000
6052009.10.14 09:00modify2020.041.487451.484531.49445
6062009.10.14 09:10close2020.041.488781.484531.494455.321344.50
6072009.10.15 08:55buy2030.041.494240.000000.00000
6082009.10.15 08:55modify2030.041.494241.491381.50124
6092009.10.15 08:55buy2040.041.494240.000000.00000
6102009.10.15 08:55modify2040.041.494241.491381.50124
6112009.10.15 10:55close2030.041.494481.491381.501240.961345.46
6122009.10.15 11:37s/l2040.041.491381.491381.50124-11.441334.02
6132009.10.16 01:20buy2050.041.493350.000000.00000
6142009.10.16 01:20modify2050.041.493351.490181.50035
6152009.10.16 01:35close2050.041.494331.490181.500353.921337.94
6162009.10.16 04:55buy2060.041.494440.000000.00000
6172009.10.16 04:55modify2060.041.494441.491471.50144
6182009.10.16 07:06s/l2060.041.491471.491471.50144-11.881326.06
6192009.10.19 14:05buy2070.041.492510.000000.00000
6202009.10.19 14:05modify2070.041.492511.489461.49951
6212009.10.19 14:05buy2080.041.492510.000000.00000
6222009.10.19 14:05modify2080.041.492511.489461.49951
6232009.10.19 16:15close2070.041.492871.489461.499511.441327.50
6242009.10.19 16:15close2080.041.492871.489461.499511.441328.94
6252009.10.19 21:05buy2090.041.493680.000000.00000
6262009.10.19 21:05modify2090.041.493681.490491.50068
6272009.10.19 21:50close2090.041.494461.490491.500683.121332.06
6282009.10.21 21:45buy2100.041.499550.000000.00000
6292009.10.21 21:45modify2100.041.499551.496251.50655
6302009.10.21 21:45buy2110.041.499550.000000.00000
6312009.10.21 21:45modify2110.041.499551.496251.50655
6322009.10.22 00:05close2100.041.500921.496251.506555.121337.18
6332009.10.22 01:15close2110.041.501681.496251.506558.161345.34
6342009.10.26 06:45buy2120.041.502590.000000.00000
6352009.10.26 06:45modify2120.041.502591.499581.50959
6362009.10.26 07:20close2120.041.503241.499581.509592.601347.94
6372009.10.26 21:35sell2130.041.487240.000000.00000
6382009.10.26 21:35modify2130.041.487241.490411.48024
6392009.10.26 22:35close2130.041.486411.490411.480243.321351.26
6402009.10.26 23:35sell2140.051.487470.000000.00000
6412009.10.26 23:35modify2140.051.487471.490581.48047
6422009.10.27 00:00close2140.051.486661.490581.480474.091355.34
6432009.10.27 04:15sell2150.051.488190.000000.00000
6442009.10.27 04:15modify2150.051.488191.491291.48119
6452009.10.27 07:53s/l2150.051.491291.491291.48119-15.501339.84
6462009.10.28 01:00sell2160.041.481960.000000.00000
6472009.10.28 01:00modify2160.041.481961.485141.47496
6482009.10.28 01:15close2160.041.481641.485141.474961.281341.12
6492009.11.02 01:55sell2170.041.474130.000000.00000
6502009.11.02 01:55modify2170.041.474131.477551.46713
6512009.11.02 02:15close2170.041.472391.477551.467136.961348.08
6522009.11.03 16:45sell2180.041.468960.000000.00000
6532009.11.03 16:45modify2180.041.468961.472241.46196
6542009.11.03 16:50sell2190.041.469060.000000.00000
6552009.11.03 16:50modify2190.041.469061.472351.46206
6562009.11.03 17:00close2190.041.467761.472351.462065.201353.28
6572009.11.03 17:20close2180.041.465501.472241.4619613.841367.12
6582009.11.05 01:50buy2200.051.486040.000000.00000
6592009.11.05 01:50modify2200.051.486041.482711.49304
6602009.11.05 01:50buy2210.051.486040.000000.00000
6612009.11.05 01:50modify2210.051.486041.482711.49304
6622009.11.05 04:41s/l2200.051.482711.482711.49304-16.651350.47
6632009.11.05 04:41s/l2210.051.482711.482711.49304-16.651333.82
6642009.11.09 19:10buy2220.041.498900.000000.00000
6652009.11.09 19:10modify2220.041.498901.495841.50590
6662009.11.09 19:10buy2230.041.498900.000000.00000
6672009.11.09 19:10modify2230.041.498901.495841.50590
6682009.11.09 20:45close2220.041.499671.495841.505903.081336.90
6692009.11.09 20:50close2230.041.499721.495841.505903.281340.18
6702009.11.13 00:30sell2240.041.485230.000000.00000
6712009.11.13 00:30modify2240.041.485231.488401.47823
6722009.11.13 01:05sell2250.041.486110.000000.00000
6732009.11.13 01:05modify2250.041.486111.489271.47911
6742009.11.13 02:15close2250.041.485621.489271.479111.961342.14
6752009.11.13 02:40close2240.041.485211.488401.478230.081342.22
6762009.11.16 03:40buy2260.041.494010.000000.00000
6772009.11.16 03:40modify2260.041.494011.490891.50101
6782009.11.16 04:15close2260.041.495071.490891.501014.241346.46
6792009.11.18 14:45buy2270.041.493510.000000.00000
6802009.11.18 14:45modify2270.041.493511.490611.50051
6812009.11.18 14:45buy2280.041.493510.000000.00000
6822009.11.18 14:45modify2280.041.493511.490611.50051
6832009.11.18 15:20close2270.041.496441.490611.5005111.721358.18
6842009.11.18 15:20close2280.041.496441.490611.5005111.721369.90
6852009.11.18 19:15buy2290.051.494780.000000.00000
6862009.11.18 19:15modify2290.051.494781.491641.50178
6872009.11.18 21:20close2290.051.495441.491641.501783.301373.20
6882009.11.19 00:50buy2300.051.495590.000000.00000
6892009.11.19 00:50modify2300.051.495591.492531.50259
6902009.11.19 00:50buy2310.051.495590.000000.00000
6912009.11.19 00:50modify2310.051.495591.492531.50259
6922009.11.19 02:28s/l2300.051.492531.492531.50259-15.301357.90
6932009.11.19 02:28s/l2310.051.492531.492531.50259-15.301342.60
6942009.11.20 17:20sell2320.041.486460.000000.00000
6952009.11.20 17:20modify2320.041.486461.489711.47946
6962009.11.20 18:35close2320.041.485331.489711.479464.521347.12
6972009.11.23 14:15buy2330.041.496750.000000.00000
6982009.11.23 14:15modify2330.041.496751.493821.50375
6992009.11.23 14:15buy2340.041.496750.000000.00000
7002009.11.23 14:15modify2340.041.496751.493821.50375
7012009.11.23 14:35close2330.041.497551.493821.503753.201350.32
7022009.11.23 14:35close2340.041.497551.493821.503753.201353.52
7032009.11.25 16:35buy2350.051.504840.000000.00000
7042009.11.25 16:35modify2350.051.504841.501731.51184
7052009.11.25 17:35close2350.051.507511.501731.5118413.351366.87
7062009.11.26 00:40buy2360.051.512940.000000.00000
7072009.11.26 00:40modify2360.051.512941.509841.51994
7082009.11.26 00:45buy2370.051.512610.000000.00000
7092009.11.26 00:45modify2370.051.512611.509511.51961
7102009.11.26 01:30buy2380.051.512160.000000.00000
7112009.11.26 01:30modify2380.051.512161.509071.51916
7122009.11.26 01:30buy2390.051.512160.000000.00000
7132009.11.26 01:30modify2390.051.512161.509071.51916
7142009.11.26 02:05close2370.051.512961.509511.519611.751368.62
7152009.11.26 02:50close2380.051.512451.509071.519161.451370.07
7162009.11.26 03:20buy2400.051.510760.000000.00000
7172009.11.26 03:20modify2400.051.510761.507721.51776
7182009.11.26 04:35close2400.051.512611.507721.517769.251379.32
7192009.11.26 04:35close2390.051.512611.509071.519162.251381.57
7202009.11.26 04:43s/l2360.051.509841.509841.51994-15.501366.07
7212009.11.30 06:25buy2410.051.503670.000000.00000
7222009.11.30 06:25modify2410.051.503671.500491.51067
7232009.11.30 06:25buy2420.051.503670.000000.00000
7242009.11.30 06:25modify2420.051.503671.500491.51067
7252009.11.30 06:50close2420.051.506001.500491.5106711.651377.72
7262009.11.30 07:40close2410.051.506091.500491.5106712.101389.82
7272009.11.30 09:30buy2430.051.503750.000000.00000
7282009.11.30 09:30modify2430.051.503751.500581.51075
7292009.11.30 10:45close2430.051.505221.500581.510757.351397.17
7302009.12.01 21:05buy2440.051.509360.000000.00000
7312009.12.01 21:05modify2440.051.509361.506261.51636
7322009.12.01 21:25buy2450.051.508610.000000.00000
7332009.12.01 21:25modify2450.051.508611.505521.51561
7342009.12.02 00:30close2450.051.508871.505521.515611.151398.32
7352009.12.02 04:25close2440.051.509601.506261.516361.051399.37
7362009.12.03 06:40buy2460.051.508220.000000.00000
7372009.12.03 06:40modify2460.051.508221.505401.51522
7382009.12.03 07:00buy2470.051.508020.000000.00000
7392009.12.03 07:00modify2470.051.508021.505211.51502
7402009.12.03 07:30close2460.051.509121.505401.515224.501403.87
7412009.12.03 07:30close2470.051.509121.505211.515025.501409.37
7422009.12.03 14:35buy2480.051.511040.000000.00000
7432009.12.03 14:35modify2480.051.511041.508151.51804
7442009.12.03 14:35buy2490.051.511040.000000.00000
7452009.12.03 14:35modify2490.051.511041.508151.51804
7462009.12.03 14:40close2480.051.513071.508151.5180410.151419.52
7472009.12.03 14:40close2490.051.513071.508151.5180410.151429.67
7482009.12.07 00:15sell2500.051.486460.000000.00000
7492009.12.07 00:15modify2500.051.486461.489751.47946
7502009.12.07 00:45close2500.051.486121.489751.479461.701431.37
7512009.12.07 01:35sell2510.051.487760.000000.00000
7522009.12.07 01:35modify2510.051.487761.491071.48076
7532009.12.07 01:40sell2520.051.488710.000000.00000
7542009.12.07 01:40modify2520.051.488711.492021.48171
7552009.12.07 03:00close2520.051.487341.492021.481716.851438.22
7562009.12.07 08:15close2510.051.487281.491071.480762.401440.62
7572009.12.14 01:40sell2530.051.463440.000000.00000
7582009.12.14 01:40modify2530.051.463441.466581.45644
7592009.12.14 01:40sell2540.051.463440.000000.00000
7602009.12.14 01:40modify2540.051.463441.466581.45644
7612009.12.14 03:35close2530.051.463401.466581.456440.201440.82
7622009.12.14 04:25close2540.051.462421.466581.456445.101445.92
7632009.12.15 16:25sell2550.051.456880.000000.00000
7642009.12.15 16:25modify2550.051.456881.459951.44988
7652009.12.15 17:05close2550.051.454441.459951.4498812.201458.12
7662009.12.15 20:35sell2560.051.453180.000000.00000
7672009.12.15 20:35modify2560.051.453181.456381.44618
7682009.12.15 21:15sell2570.051.453550.000000.00000
7692009.12.15 21:15modify2570.051.453551.456751.44655
7702009.12.15 21:45close2560.051.452511.456381.446183.351461.47
7712009.12.16 01:10close2570.051.452401.456751.446555.791467.26
7722009.12.17 20:20sell2580.051.435130.000000.00000
7732009.12.17 20:20modify2580.051.435131.438371.42813
7742009.12.17 21:15close2580.051.434801.438371.428131.651468.91

谈论 90% Tick Quality Standard EURUSD 2009 回测

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