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

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2011.01.02 22:00 - 2012.12.31 21:59 (2011.01.01 - 2011.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMine=">>> Mine Settings <<<"; Risk=1; FixLot=0.01; MaxOpenTrades=8; AgressiveTrade=false; GMT=">>> GMT Settings <<<"; AutoGMT=false; SummerGMT=3; WinterGMT=2; Other=">>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test149838Ticks modelled49116224Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit493.48Gross profit1094.85Gross loss-601.37
Profit factor1.82Expected payoff1.76
Absolute drawdown6.12Maximal drawdown104.21 (7.19%)Relative drawdown7.19% (104.21)
Total trades280Short 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%)
Largestprofit trade21.85loss trade-20.60
Averageprofit trade4.64loss trade-13.67
Maximumconsecutive wins (profit in money)29 (103.63)consecutive losses (loss in money)4 (-66.10)
Maximalconsecutive profit (count of wins)131.47 (14)consecutive loss (count of losses)-66.10 (4)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.06 08:00sell10.031.314990.000000.00000
22011.01.06 08:00modify10.031.314991.317901.30799
32011.01.06 08:00sell20.031.314990.000000.00000
42011.01.06 08:00modify20.031.314991.317901.30799
52011.01.06 08:15close20.031.314421.317901.307991.711001.71
62011.01.06 08:20close10.031.314221.317901.307992.311004.02
72011.01.06 09:15sell30.031.315090.000000.00000
82011.01.06 09:15modify30.031.315091.317971.30809
92011.01.06 09:15sell40.031.315090.000000.00000
102011.01.06 09:15modify40.031.315091.317971.30809
112011.01.06 09:40close30.031.314251.317971.308092.521006.54
122011.01.06 09:40close40.031.314251.317971.308092.521009.06
132011.01.07 04:10sell50.031.301530.000000.00000
142011.01.07 04:10modify50.031.301531.304791.29453
152011.01.07 05:30close50.031.300431.304791.294533.301012.36
162011.01.10 03:50sell60.031.291990.000000.00000
172011.01.10 03:50modify60.031.291991.295501.28499
182011.01.10 03:50sell70.031.291990.000000.00000
192011.01.10 03:50modify70.031.291991.295501.28499
202011.01.10 04:20sell80.031.292810.000000.00000
212011.01.10 04:20modify80.031.292811.296321.28581
222011.01.10 05:05close60.031.291141.295501.284992.551014.91
232011.01.10 05:05close80.031.291141.296321.285815.011019.92
242011.01.10 05:45close70.031.290991.295501.284993.001022.92
252011.01.13 01:55buy90.031.312720.000000.00000
262011.01.13 01:55modify90.031.312721.309301.31972
272011.01.13 01:55buy100.031.312720.000000.00000
282011.01.13 01:55modify100.031.312721.309301.31972
292011.01.13 02:50close90.031.313051.309301.319720.991023.91
302011.01.13 02:50close100.031.313051.309301.319720.991024.90
312011.01.13 03:10buy110.031.311770.000000.00000
322011.01.13 03:10modify110.031.311771.308461.31877
332011.01.13 03:10buy120.031.311770.000000.00000
342011.01.13 03:10modify120.031.311771.308461.31877
352011.01.13 04:25buy130.031.311120.000000.00000
362011.01.13 04:25modify130.031.311121.307861.31812
372011.01.13 04:25buy140.031.311120.000000.00000
382011.01.13 04:25modify140.031.311121.307861.31812
392011.01.13 09:20close130.031.311271.307861.318120.451025.35
402011.01.13 09:20close140.031.311271.307861.318120.451025.80
412011.01.13 09:40close110.031.312491.308461.318772.161027.96
422011.01.13 09:40close120.031.312491.308461.318772.161030.12
432011.01.13 22:00buy150.031.334950.000000.00000
442011.01.13 22:00modify150.031.334951.331351.34195
452011.01.13 22:20buy160.031.334990.000000.00000
462011.01.13 22:20modify160.031.334991.331401.34199
472011.01.13 22:40buy170.031.334530.000000.00000
482011.01.13 22:40modify170.031.334531.330951.34153
492011.01.13 22:40buy180.031.334530.000000.00000
502011.01.13 22:40modify180.031.334531.330951.34153
512011.01.13 23:20close160.031.335621.331401.341991.891032.01
522011.01.13 23:25close170.031.335921.330951.341534.171036.18
532011.01.13 23:25close150.031.335921.331351.341952.911039.09
542011.01.13 23:35close180.031.335921.330951.341534.171043.26
552011.01.14 04:05buy190.031.332890.000000.00000
562011.01.14 04:05modify190.031.332891.329541.33989
572011.01.14 05:15close190.031.333591.329541.339892.101045.36
582011.01.18 14:40buy200.031.338630.000000.00000
592011.01.18 14:40modify200.031.338631.335401.34563
602011.01.18 15:00close200.031.340521.335401.345635.671051.03
612011.01.19 17:25buy210.041.348000.000000.00000
622011.01.19 17:25modify210.041.348001.344571.35500
632011.01.19 18:35close210.041.349601.344571.355006.401057.43
642011.01.21 14:00buy220.041.351620.000000.00000
652011.01.21 14:00modify220.041.351621.348321.35862
662011.01.21 14:00buy230.041.351620.000000.00000
672011.01.21 14:00modify230.041.351621.348321.35862
682011.01.21 14:25close220.041.353661.348321.358628.161065.59
692011.01.21 14:25close230.041.353661.348321.358628.161073.75
702011.01.25 07:55buy240.041.364890.000000.00000
712011.01.25 07:55modify240.041.364891.361981.37189
722011.01.25 09:25close240.041.366401.361981.371896.041079.79
732011.01.26 03:00buy250.041.366550.000000.00000
742011.01.26 03:00modify250.041.366551.363141.37355
752011.01.26 03:00buy260.041.366550.000000.00000
762011.01.26 03:00modify260.041.366551.363141.37355
772011.01.26 03:40close250.041.367941.363141.373555.561085.35
782011.01.26 03:40close260.041.367941.363141.373555.561090.91
792011.02.02 08:15buy270.041.383690.000000.00000
802011.02.02 08:15modify270.041.383691.380801.39069
812011.02.02 08:15buy280.041.383690.000000.00000
822011.02.02 08:15modify280.041.383691.380801.39069
832011.02.02 09:35close270.041.384521.380801.390693.321094.23
842011.02.02 09:40close280.041.385091.380801.390695.601099.83
852011.02.02 09:55buy290.041.383300.000000.00000
862011.02.02 09:55modify290.041.383301.380431.39030
872011.02.02 10:15close290.041.384251.380431.390303.801103.63
882011.02.08 20:30buy300.041.364690.000000.00000
892011.02.08 20:30modify300.041.364691.361271.37169
902011.02.09 02:15s/l300.041.361271.361271.37169-13.901089.73
912011.02.10 01:35buy310.041.372170.000000.00000
922011.02.10 01:35modify310.041.372171.368951.37917
932011.02.10 03:00buy320.041.371170.000000.00000
942011.02.10 03:00modify320.041.371171.368031.37817
952011.02.10 05:05close320.041.371491.368031.378171.281091.01
962011.02.10 07:49s/l310.041.368951.368951.37917-12.881078.13
972011.02.11 14:55sell330.041.353480.000000.00000
982011.02.11 14:55modify330.041.353481.356501.34648
992011.02.11 15:15close330.041.352521.356501.346483.841081.97
1002011.02.14 16:50sell340.041.347530.000000.00000
1012011.02.14 16:50modify340.041.347531.350651.34053
1022011.02.14 17:05sell350.041.347720.000000.00000
1032011.02.14 17:05modify350.041.347721.350861.34072
1042011.02.14 17:50close340.041.346271.350651.340535.041087.01
1052011.02.14 21:15close350.041.347601.350861.340720.481087.49
1062011.02.16 01:20sell360.041.349290.000000.00000
1072011.02.16 01:20modify360.041.349291.352501.34229
1082011.02.16 03:30s/l360.041.352501.352501.34229-12.841074.65
1092011.02.16 17:55sell370.041.351060.000000.00000
1102011.02.16 17:55modify370.041.351061.354251.34406
1112011.02.16 18:29s/l370.041.354251.354251.34406-12.761061.89
1122011.02.17 07:10buy380.041.357950.000000.00000
1132011.02.17 07:10modify380.041.357951.354851.36495
1142011.02.17 10:05close380.041.358321.354851.364951.481063.37
1152011.02.21 05:10buy390.041.368280.000000.00000
1162011.02.21 05:10modify390.041.368281.365091.37528
1172011.02.21 05:30buy400.041.367550.000000.00000
1182011.02.21 05:30modify400.041.367551.364371.37455
1192011.02.21 07:20close400.041.367751.364371.374550.801064.17
1202011.02.21 07:35close390.041.368451.365091.375280.681064.85
1212011.02.23 16:25buy410.041.371430.000000.00000
1222011.02.23 16:25modify410.041.371431.368301.37843
1232011.02.23 16:40close410.041.372941.368301.378436.041070.89
1242011.02.23 20:00buy420.041.374260.000000.00000
1252011.02.23 20:00modify420.041.374261.370961.38126
1262011.02.23 20:55close420.041.375271.370961.381264.041074.93
1272011.02.25 08:10buy430.041.381560.000000.00000
1282011.02.25 08:10modify430.041.381561.378671.38856
1292011.02.25 08:40close430.041.382291.378671.388562.921077.85
1302011.02.28 17:15buy440.041.382560.000000.00000
1312011.02.28 17:15modify440.041.382561.379421.38956
1322011.02.28 17:45buy450.041.381250.000000.00000
1332011.02.28 17:45modify450.041.381251.378081.38825
1342011.02.28 17:45buy460.041.381250.000000.00000
1352011.02.28 17:45modify460.041.381251.378081.38825
1362011.02.28 18:30s/l440.041.379421.379421.38956-12.561065.29
1372011.02.28 20:26s/l450.041.378081.378081.38825-12.681052.61
1382011.02.28 20:26s/l460.041.378081.378081.38825-12.681039.93
1392011.03.02 21:20buy470.031.385830.000000.00000
1402011.03.02 21:20modify470.031.385831.382641.39283
1412011.03.02 21:25buy480.031.385220.000000.00000
1422011.03.02 21:25modify480.031.385221.382031.39222
1432011.03.02 22:45close480.031.386481.382031.392223.781043.71
1442011.03.02 22:45close470.031.386481.382641.392831.951045.66
1452011.03.03 03:00buy490.031.385640.000000.00000
1462011.03.03 03:00modify490.031.385641.382651.39264
1472011.03.03 04:55close490.031.385981.382651.392641.021046.68
1482011.03.04 03:20buy500.031.395410.000000.00000
1492011.03.04 03:20modify500.031.395411.392271.40241
1502011.03.04 03:20buy510.031.395410.000000.00000
1512011.03.04 03:20modify510.031.395411.392271.40241
1522011.03.04 05:30close500.031.395521.392271.402410.331047.01
1532011.03.04 05:50close510.031.395731.392271.402410.961047.97
1542011.03.07 16:00buy520.031.400540.000000.00000
1552011.03.07 16:00modify520.031.400541.397651.40754
1562011.03.07 16:00buy530.031.400540.000000.00000
1572011.03.07 16:00modify530.031.400541.397651.40754
1582011.03.07 18:00close520.031.401381.397651.407542.521050.49
1592011.03.07 18:50s/l530.031.397651.397651.40754-8.671041.82
1602011.03.14 06:00buy540.031.392060.000000.00000
1612011.03.14 06:00modify540.031.392061.388811.39906
1622011.03.14 07:05close540.031.393021.388811.399062.881044.70
1632011.03.16 00:15buy550.031.398400.000000.00000
1642011.03.16 00:15modify550.031.398401.394961.40540
1652011.03.16 00:15buy560.031.398400.000000.00000
1662011.03.16 00:15modify560.031.398401.394961.40540
1672011.03.16 00:35buy570.031.397660.000000.00000
1682011.03.16 00:35modify570.031.397661.394251.40466
1692011.03.16 00:35buy580.031.397660.000000.00000
1702011.03.16 00:35modify580.031.397661.394251.40466
1712011.03.16 01:55close550.031.399181.394961.405402.341047.04
1722011.03.16 01:55close570.031.399181.394251.404664.561051.60
1732011.03.16 01:55close560.031.399181.394961.405402.341053.94
1742011.03.16 07:30close580.031.397981.394251.404660.961054.90
1752011.03.17 14:55buy590.041.400120.000000.00000
1762011.03.17 14:55modify590.041.400121.396711.40712
1772011.03.17 16:00buy600.041.399390.000000.00000
1782011.03.17 16:00modify600.041.399391.396041.40639
1792011.03.17 16:25buy610.041.398370.000000.00000
1802011.03.17 16:25modify610.041.398371.395041.40537
1812011.03.17 16:50close610.041.400201.395041.405377.321062.22
1822011.03.17 17:00close590.041.400471.396711.407121.401063.62
1832011.03.17 17:10close600.041.400821.396041.406395.721069.34
1842011.03.18 00:45buy620.041.401410.000000.00000
1852011.03.18 00:45modify620.041.401411.398171.40841
1862011.03.18 01:45close620.041.401861.398171.408411.801071.14
1872011.03.18 07:55buy630.041.406270.000000.00000
1882011.03.18 07:55modify630.041.406271.403061.41327
1892011.03.18 08:20close630.041.407051.403061.413273.121074.26
1902011.03.18 08:45buy640.041.405950.000000.00000
1912011.03.18 08:45modify640.041.405951.402761.41295
1922011.03.18 08:45buy650.041.405950.000000.00000
1932011.03.18 08:45modify650.041.405951.402761.41295
1942011.03.18 09:00close640.041.407081.402761.412954.521078.78
1952011.03.18 09:00close650.041.407081.402761.412954.521083.30
1962011.03.18 09:50buy660.041.405810.000000.00000
1972011.03.18 09:50modify660.041.405811.402581.41281
1982011.03.18 09:50buy670.041.405810.000000.00000
1992011.03.18 09:50modify670.041.405811.402581.41281
2002011.03.18 10:05close660.041.407431.402581.412816.481089.78
2012011.03.18 10:05close670.041.407431.402581.412816.481096.26
2022011.03.21 08:25buy680.041.416670.000000.00000
2032011.03.21 08:25modify680.041.416671.413841.42367
2042011.03.21 09:10close680.041.418051.413841.423675.521101.78
2052011.03.22 01:15buy690.041.421390.000000.00000
2062011.03.22 01:15modify690.041.421391.418391.42839
2072011.03.22 02:25close690.041.421781.418391.428391.561103.34
2082011.03.24 22:10buy700.041.416850.000000.00000
2092011.03.24 22:10modify700.041.416851.413661.42385
2102011.03.24 22:10buy710.041.416850.000000.00000
2112011.03.24 22:10modify710.041.416851.413661.42385
2122011.03.24 23:00close700.041.417641.413661.423853.161106.50
2132011.03.25 00:25close710.041.417751.413661.423853.381109.88
2142011.03.28 04:30sell720.041.405210.000000.00000
2152011.03.28 04:30modify720.041.405211.408351.39821
2162011.03.28 08:20close720.041.405141.408351.398210.281110.16
2172011.03.30 03:55buy730.041.410340.000000.00000
2182011.03.30 03:55modify730.041.410341.407351.41734
2192011.03.30 05:38s/l730.041.407351.407351.41734-11.961098.20
2202011.04.06 00:35buy740.041.421800.000000.00000
2212011.04.06 00:35modify740.041.421801.418721.42880
2222011.04.06 01:10close740.041.422401.418721.428802.401100.60
2232011.04.06 16:00buy750.041.428860.000000.00000
2242011.04.06 16:00modify750.041.428861.425801.43586
2252011.04.06 16:00buy760.041.428860.000000.00000
2262011.04.06 16:00modify760.041.428861.425801.43586
2272011.04.06 16:20buy770.041.428450.000000.00000
2282011.04.06 16:20modify770.041.428451.425381.43545
2292011.04.06 16:20buy780.041.428450.000000.00000
2302011.04.06 16:20modify780.041.428451.425381.43545
2312011.04.06 17:00close750.041.429391.425801.435862.121102.72
2322011.04.06 17:00close770.041.429391.425381.435453.761106.48
2332011.04.06 17:05close760.041.429941.425801.435864.321110.80
2342011.04.06 17:15close780.041.430851.425381.435459.601120.40
2352011.04.07 01:40buy790.041.432880.000000.00000
2362011.04.07 01:40modify790.041.432881.429871.43988
2372011.04.07 02:00close790.041.433331.429871.439881.801122.20
2382011.04.08 01:15buy800.041.429990.000000.00000
2392011.04.08 01:15modify800.041.429991.426661.43699
2402011.04.08 01:35buy810.041.429810.000000.00000
2412011.04.08 01:35modify810.041.429811.426491.43681
2422011.04.08 03:30close800.041.430141.426661.436990.601122.80
2432011.04.08 03:30close810.041.430141.426491.436811.321124.12
2442011.04.11 03:55buy820.041.444860.000000.00000
2452011.04.11 03:55modify820.041.444861.441851.45186
2462011.04.11 04:10buy830.041.444470.000000.00000
2472011.04.11 04:10modify830.041.444471.441461.45147
2482011.04.11 05:00close820.041.446021.441851.451864.641128.76
2492011.04.11 05:00close830.041.446021.441461.451476.201134.96
2502011.04.11 09:00buy840.041.445520.000000.00000
2512011.04.11 09:00modify840.041.445521.442621.45252
2522011.04.11 09:05buy850.041.445400.000000.00000
2532011.04.11 09:05modify850.041.445401.442501.45240
2542011.04.11 09:55close850.041.446211.442501.452403.241138.20
2552011.04.11 09:55close840.041.446211.442621.452522.761140.96
2562011.04.15 00:45buy860.041.448540.000000.00000
2572011.04.15 00:45modify860.041.448541.445291.45554
2582011.04.15 00:45buy870.041.448540.000000.00000
2592011.04.15 00:45modify870.041.448541.445291.45554
2602011.04.15 01:25close860.041.449041.445291.455542.001142.96
2612011.04.15 01:25close870.041.449041.445291.455542.001144.96
2622011.04.18 21:10sell880.041.424010.000000.00000
2632011.04.18 21:10modify880.041.424011.427611.41701
2642011.04.18 22:00close880.041.423571.427611.417011.761146.72
2652011.04.19 04:05sell890.041.424070.000000.00000
2662011.04.19 04:05modify890.041.424071.427381.41707
2672011.04.19 04:45close890.041.422961.427381.417074.441151.16
2682011.04.19 08:45sell900.041.423310.000000.00000
2692011.04.19 08:45modify900.041.423311.426191.41631
2702011.04.19 08:50close900.041.422641.426191.416312.681153.84
2712011.04.20 19:50buy910.041.449290.000000.00000
2722011.04.20 19:50modify910.041.449291.445991.45629
2732011.04.20 20:25buy920.041.448750.000000.00000
2742011.04.20 20:25modify920.041.448751.445431.45575
2752011.04.20 20:55close920.041.450611.445431.455757.441161.28
2762011.04.20 21:35close910.041.451351.445991.456298.241169.52
2772011.04.21 14:05buy930.041.460840.000000.00000
2782011.04.21 14:05modify930.041.460841.457721.46784
2792011.04.21 14:05buy940.041.460840.000000.00000
2802011.04.21 14:05modify940.041.460841.457721.46784
2812011.04.21 15:37s/l930.041.457721.457721.46784-12.481157.04
2822011.04.21 15:37s/l940.041.457721.457721.46784-12.481144.56
2832011.04.27 05:10buy950.041.466850.000000.00000
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2852011.04.27 05:10buy960.041.466850.000000.00000
2862011.04.27 05:10modify960.041.466851.463711.47385
2872011.04.27 06:40close950.041.467821.463711.473853.881148.44
2882011.04.27 06:45close960.041.468311.463711.473855.841154.28
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2902011.04.27 09:40modify970.041.467321.464311.47432
2912011.04.27 11:30close970.041.467611.464311.474321.161155.44
2922011.04.28 08:50buy980.041.484290.000000.00000
2932011.04.28 08:50modify980.041.484291.481101.49129
2942011.04.28 08:50buy990.041.484290.000000.00000
2952011.04.28 08:50modify990.041.484291.481101.49129
2962011.04.28 09:15buy1000.041.483840.000000.00000
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2982011.04.28 09:15buy1010.041.483840.000000.00000
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3002011.04.28 10:20close980.041.485471.481101.491294.721160.16
3012011.04.28 10:20close1000.041.485471.480651.490846.521166.68
3022011.04.28 12:15close990.041.485701.481101.491295.641172.32
3032011.04.28 12:20close1010.041.486221.480651.490849.521181.84
3042011.05.02 16:45buy1020.041.482950.000000.00000
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3082011.05.02 16:50close1030.041.484461.479761.489956.041187.88
3092011.05.02 17:05close1020.041.485251.479761.489959.201197.08
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3112011.05.02 21:30modify1040.041.486031.482891.49303
3122011.05.02 21:30buy1050.041.486030.000000.00000
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3142011.05.02 22:45s/l1040.041.482891.482891.49303-12.561184.52
3152011.05.02 22:45s/l1050.041.482891.482891.49303-12.561171.96
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3212011.05.06 05:40close1070.041.456951.461981.451476.081180.56
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3232011.05.09 03:05modify1080.041.440081.444111.43308
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3312011.05.09 21:10modify1110.041.434181.437821.42718
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3332011.05.10 03:20close1110.041.434131.437821.427180.101190.31
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3432011.05.12 16:10sell1150.041.418170.000000.00000
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3512011.05.16 08:05close1170.041.408281.412911.402173.561211.27
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3532011.05.23 14:35modify1180.041.402611.406021.39561
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3612011.05.31 09:35buy1210.041.437150.000000.00000
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3632011.05.31 09:35buy1220.041.437150.000000.00000
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3692011.05.31 14:55buy1240.041.438780.000000.00000
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3712011.05.31 16:10close1240.041.440111.435491.445785.321241.31
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3732011.06.02 16:00buy1250.041.445000.000000.00000
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3792011.06.02 16:35close1250.041.446691.441771.452006.761250.43
3802011.06.02 16:35close1270.041.446691.441261.451498.801259.23
3812011.06.02 16:50buy1280.041.443400.000000.00000
3822011.06.02 16:50modify1280.041.443401.440141.45040
3832011.06.02 16:50buy1290.041.443400.000000.00000
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3852011.06.02 17:35close1260.041.445301.441261.451493.241262.47
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3872011.06.02 19:45close1290.041.445311.440141.450407.641279.31
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3912011.06.03 07:35buy1310.041.448230.000000.00000
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3932011.06.03 09:55close1310.041.448431.445121.455230.801283.27
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4032011.06.13 03:15sell1350.041.434800.000000.00000
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4232011.06.23 21:45close1410.041.417351.423021.412528.681315.53
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4332011.06.29 01:50buy1450.041.435810.000000.00000
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4512011.07.12 00:40sell1510.041.404500.000000.00000
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4932011.08.01 00:25buy1650.041.436000.000000.00000
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5742011.08.22 17:10buy1920.051.440860.000000.00000
5752011.08.22 17:10modify1920.051.440861.437631.44786
5762011.08.22 18:00s/l1920.051.437631.437631.44786-16.151408.93
5772011.08.23 16:00buy1930.051.444420.000000.00000
5782011.08.23 16:00modify1930.051.444421.441191.45142
5792011.08.23 16:00buy1940.051.444420.000000.00000
5802011.08.23 16:00modify1940.051.444421.441191.45142
5812011.08.23 16:25buy1950.051.442920.000000.00000
5822011.08.23 16:25modify1950.051.442921.439661.44992
5832011.08.23 16:33s/l1930.051.441191.441191.45142-16.151392.78
5842011.08.23 16:33s/l1940.051.441191.441191.45142-16.151376.63
5852011.08.23 16:44s/l1950.051.439661.439661.44992-16.301360.33
5862011.08.24 01:10buy1960.051.443090.000000.00000
5872011.08.24 01:10modify1960.051.443091.439781.45009
5882011.08.24 01:55close1960.051.443661.439781.450092.851363.18
5892011.08.29 03:40buy1970.051.447430.000000.00000
5902011.08.29 03:40modify1970.051.447431.443901.45443
5912011.08.29 04:05buy1980.051.447050.000000.00000
5922011.08.29 04:05modify1980.051.447051.443541.45405
5932011.08.29 05:10close1970.051.448601.443901.454435.851369.03
5942011.08.29 05:45close1980.051.448791.443541.454058.701377.73
5952011.09.01 16:00sell1990.051.430050.000000.00000
5962011.09.01 16:00modify1990.051.430051.433191.42305
5972011.09.01 16:00sell2000.051.430050.000000.00000
5982011.09.01 16:00modify2000.051.430051.433191.42305
5992011.09.01 16:55close1990.051.428561.433191.423057.451385.18
6002011.09.01 17:10close2000.051.427871.433191.4230510.901396.08
6012011.09.02 03:10sell2010.051.427180.000000.00000
6022011.09.02 03:10modify2010.051.427181.430281.42018
6032011.09.02 03:10sell2020.051.427180.000000.00000
6042011.09.02 03:10modify2020.051.427181.430281.42018
6052011.09.02 05:35close2010.051.427161.430281.420180.101396.18
6062011.09.02 05:35close2020.051.427161.430281.420180.101396.28
6072011.09.05 04:40sell2030.051.416780.000000.00000
6082011.09.05 04:40modify2030.051.416781.420141.40978
6092011.09.05 05:05sell2040.051.416790.000000.00000
6102011.09.05 05:05modify2040.051.416791.420141.40979
6112011.09.05 07:10close2030.051.416821.420141.40978-0.201396.08
6122011.09.05 07:25close2040.051.416431.420141.409791.801397.88
6132011.09.06 00:00sell2050.051.409660.000000.00000
6142011.09.06 00:00modify2050.051.409661.412801.40266
6152011.09.06 00:00sell2060.051.409660.000000.00000
6162011.09.06 00:00modify2060.051.409661.412801.40266
6172011.09.06 00:30close2050.051.409341.412801.402661.601399.48
6182011.09.06 00:30close2060.051.409341.412801.402661.601401.08
6192011.09.06 06:40sell2070.051.408110.000000.00000
6202011.09.06 06:40modify2070.051.408111.411041.40111
6212011.09.06 07:10close2070.051.407371.411041.401113.701404.78
6222011.09.07 03:00sell2080.051.400900.000000.00000
6232011.09.07 03:00modify2080.051.400901.404351.39390
6242011.09.07 03:00sell2090.051.400900.000000.00000
6252011.09.07 03:00modify2090.051.400901.404351.39390
6262011.09.07 04:30s/l2080.051.404351.404351.39390-17.251387.53
6272011.09.07 04:30s/l2090.051.404351.404351.39390-17.251370.28
6282011.09.08 08:10sell2100.051.406900.000000.00000
6292011.09.08 08:10modify2100.051.406901.409731.39990
6302011.09.08 08:45close2100.051.406261.409731.399903.201373.48
6312011.09.09 01:40sell2110.051.389650.000000.00000
6322011.09.09 01:40modify2110.051.389651.393141.38265
6332011.09.09 02:25close2110.051.389001.393141.382653.251376.73
6342011.09.09 03:20sell2120.051.391710.000000.00000
6352011.09.09 03:20modify2120.051.391711.395231.38471
6362011.09.09 03:25sell2130.051.392340.000000.00000
6372011.09.09 03:25modify2130.051.392341.395861.38534
6382011.09.09 07:05close2130.051.392351.395861.38534-0.051376.68
6392011.09.09 07:10close2120.051.391491.395231.384711.101377.78
6402011.09.19 09:40sell2140.051.367850.000000.00000
6412011.09.19 09:40modify2140.051.367851.371051.36085
6422011.09.19 09:40sell2150.051.367850.000000.00000
6432011.09.19 09:40modify2150.051.367851.371051.36085
6442011.09.19 11:45close2140.051.367051.371051.360854.001381.78
6452011.09.19 11:45close2150.051.367051.371051.360854.001385.78
6462011.09.22 08:45sell2160.051.356300.000000.00000
6472011.09.22 08:45modify2160.051.356301.359921.34930
6482011.09.22 09:10close2160.051.354861.359921.349307.201392.98
6492011.09.22 09:45sell2170.051.356520.000000.00000
6502011.09.22 09:45modify2170.051.356521.360171.34952
6512011.09.22 10:05close2170.051.353871.360171.3495213.251406.23
6522011.09.29 04:40sell2180.051.355030.000000.00000
6532011.09.29 04:40modify2180.051.355031.358391.34803
6542011.09.29 05:00sell2190.051.355600.000000.00000
6552011.09.29 05:00modify2190.051.355601.358951.34860
6562011.09.29 06:12s/l2180.051.358391.358391.34803-16.801389.43
6572011.09.29 06:13s/l2190.051.358951.358951.34860-16.751372.68
6582011.10.03 08:50sell2200.051.333980.000000.00000
6592011.10.03 08:50modify2200.051.333981.337291.32698
6602011.10.03 09:00close2200.051.332031.337291.326989.751382.43
6612011.10.04 04:15sell2210.051.320630.000000.00000
6622011.10.04 04:15modify2210.051.320631.324281.31363
6632011.10.04 04:15sell2220.051.320630.000000.00000
6642011.10.04 04:15modify2220.051.320631.324281.31363
6652011.10.04 04:40sell2230.051.321280.000000.00000
6662011.10.04 04:40modify2230.051.321281.324911.31428
6672011.10.04 04:40sell2240.051.321280.000000.00000
6682011.10.04 04:40modify2240.051.321281.324911.31428
6692011.10.04 05:40close2210.051.320351.324281.313631.401383.83
6702011.10.04 05:40close2230.051.320351.324911.314284.651388.48
6712011.10.04 05:45close2220.051.319861.324281.313633.851392.33
6722011.10.04 06:25close2240.051.320041.324911.314286.201398.53
6732011.10.10 03:25sell2250.051.341280.000000.00000
6742011.10.10 03:25modify2250.051.341281.344961.33428
6752011.10.10 04:09s/l2250.051.344961.344961.33428-18.401380.13
6762011.10.11 01:10buy2260.051.363000.000000.00000
6772011.10.11 01:10modify2260.051.363001.359671.37000
6782011.10.11 03:40close2260.051.363601.359671.370003.001383.13
6792011.10.11 23:35buy2270.051.364380.000000.00000
6802011.10.11 23:35modify2270.051.364381.360841.37138
6812011.10.12 02:10close2270.051.364651.360841.371381.071384.20
6822011.10.12 22:00buy2280.051.379230.000000.00000
6832011.10.12 22:00modify2280.051.379231.375561.38623
6842011.10.12 22:05buy2290.051.379440.000000.00000
6852011.10.12 22:05modify2290.051.379441.375771.38644
6862011.10.12 23:20buy2300.051.378340.000000.00000
6872011.10.12 23:20modify2300.051.378341.374701.38534
6882011.10.13 03:45close2300.051.378441.374701.38534-0.331383.88
6892011.10.13 06:55close2280.051.379411.375561.386230.071383.95
6902011.10.13 07:10close2290.051.380591.375771.386444.921388.87
6912011.10.14 14:25buy2310.051.378250.000000.00000
6922011.10.14 14:25modify2310.051.378251.374901.38525
6932011.10.14 15:00close2310.051.379461.374901.385256.051394.92
6942011.10.17 03:05buy2320.051.386190.000000.00000
6952011.10.17 03:05modify2320.051.386191.382701.39319
6962011.10.17 03:05buy2330.051.386190.000000.00000
6972011.10.17 03:05modify2330.051.386191.382701.39319
6982011.10.17 03:25buy2340.051.385810.000000.00000
6992011.10.17 03:25modify2340.051.385811.382341.39281
7002011.10.17 06:24s/l2320.051.382701.382701.39319-17.451377.47
7012011.10.17 06:24s/l2330.051.382701.382701.39319-17.451360.02
7022011.10.17 09:15close2340.051.386801.382341.392814.951364.97
7032011.10.21 03:55buy2350.051.376500.000000.00000
7042011.10.21 03:55modify2350.051.376501.372801.38350
7052011.10.21 03:55buy2360.051.376500.000000.00000
7062011.10.21 03:55modify2360.051.376501.372801.38350
7072011.10.21 04:05close2350.051.378261.372801.383508.801373.77
7082011.10.21 04:05close2360.051.378261.372801.383508.801382.57
7092011.10.24 22:50buy2370.051.391560.000000.00000
7102011.10.24 22:50modify2370.051.391561.388041.39856
7112011.10.24 22:50buy2380.051.391560.000000.00000
7122011.10.24 22:50modify2380.051.391561.388041.39856
7132011.10.25 00:45close2370.051.392841.388041.398566.121388.69
7142011.10.25 03:10close2380.051.392531.388041.398564.571393.27
7152011.10.28 01:10buy2390.051.417400.000000.00000
7162011.10.28 01:10modify2390.051.417401.413891.42440
7172011.10.28 01:30buy2400.051.417010.000000.00000
7182011.10.28 01:30modify2400.051.417011.413521.42401
7192011.10.28 02:30close2390.051.418351.413891.424404.751398.02
7202011.10.28 02:35close2400.051.418901.413521.424019.451407.47
7212011.11.03 05:55sell2410.051.369650.000000.00000
7222011.11.03 05:55modify2410.051.369651.373171.36265
7232011.11.03 06:00sell2420.051.370160.000000.00000
7242011.11.03 06:00modify2420.051.370161.373681.36316
7252011.11.03 06:45close2410.051.368381.373171.362656.351413.82
7262011.11.03 06:45close2420.051.368381.373681.363168.901422.72
7272011.11.07 00:00sell2430.051.382940.000000.00000
7282011.11.07 00:00modify2430.051.382941.386871.37594
7292011.11.07 01:35close2430.051.379031.386871.3759419.551442.27
7302011.11.08 09:15sell2440.051.375570.000000.00000
7312011.11.08 09:15modify2440.051.375571.378591.36857
7322011.11.08 09:40close2440.051.374251.378591.368576.601448.87
7332011.11.09 01:10buy2450.051.382640.000000.00000
7342011.11.09 01:10modify2450.051.382641.379191.38964
7352011.11.09 01:10buy2460.051.382640.000000.00000
7362011.11.09 01:10modify2460.051.382641.379191.38964
7372011.11.09 01:45close2450.051.383331.379191.389643.451452.32
7382011.11.09 01:45close2460.051.383331.379191.389643.451455.77
7392011.11.09 06:45buy2470.051.383210.000000.00000
7402011.11.09 06:45modify2470.051.383211.380081.39021
7412011.11.09 07:55close2470.051.383611.380081.390212.001457.77
7422011.11.10 03:55sell2480.051.354490.000000.00000
7432011.11.10 03:55modify2480.051.354491.358091.34749
7442011.11.10 05:55close2480.051.353671.358091.347494.101461.87
7452011.11.14 22:45sell2490.051.363910.000000.00000
7462011.11.14 22:45modify2490.051.363911.367621.35691
7472011.11.15 00:05close2490.051.362661.367621.356916.121467.99
7482011.11.16 09:50sell2500.051.346490.000000.00000
7492011.11.16 09:50modify2500.051.346491.349661.33949
7502011.11.16 09:55sell2510.051.346720.000000.00000
7512011.11.16 09:55modify2510.051.346721.349891.33972
7522011.11.16 10:21s/l2500.051.349661.349661.33949-15.851452.14
7532011.11.16 10:27s/l2510.051.349891.349891.33972-15.851436.29
7542011.11.17 04:35sell2520.051.346410.000000.00000
7552011.11.17 04:35modify2520.051.346411.349851.33941
7562011.11.17 04:35sell2530.051.346410.000000.00000
7572011.11.17 04:35modify2530.051.346411.349851.33941
7582011.11.17 07:39s/l2520.051.349851.349851.33941-17.201419.09
7592011.11.17 07:39s/l2530.051.349851.349851.33941-17.201401.89
7602011.11.18 01:10sell2540.051.346980.000000.00000
7612011.11.18 01:10modify2540.051.346981.350651.33998
7622011.11.18 01:55close2540.051.345691.350651.339986.451408.34
7632011.11.24 19:05sell2550.051.334260.000000.00000
7642011.11.24 19:05modify2550.051.334261.337521.32726
7652011.11.24 19:10sell2560.051.335220.000000.00000
7662011.11.24 19:10modify2560.051.335221.338481.32822
7672011.11.24 19:50close2560.051.333791.338481.328227.151415.49
7682011.11.24 20:15close2550.051.333731.337521.327262.651418.14
7692011.11.24 23:00sell2570.051.334800.000000.00000
7702011.11.24 23:00modify2570.051.334801.337991.32780
7712011.11.24 23:30close2570.051.334721.337991.327800.401418.54
7722011.11.25 09:05sell2580.051.332060.000000.00000
7732011.11.25 09:05modify2580.051.332061.334891.32506
7742011.11.25 09:05sell2590.051.332060.000000.00000
7752011.11.25 09:05modify2590.051.332061.334891.32506
7762011.11.25 09:15close2580.051.330591.334891.325067.351425.89
7772011.11.25 09:15close2590.051.330591.334891.325067.351433.24
7782011.11.25 16:45sell2600.051.326030.000000.00000
7792011.11.25 16:45modify2600.051.326031.329321.31903
7802011.11.25 17:05sell2610.051.327330.000000.00000
7812011.11.25 17:05modify2610.051.327331.330651.32033
7822011.11.25 17:18s/l2600.051.329321.329321.31903-16.451416.79
7832011.11.25 18:15close2610.051.326421.330651.320334.551421.34
7842011.11.29 01:25sell2620.051.332210.000000.00000
7852011.11.29 01:25modify2620.051.332211.335421.32521
7862011.11.29 01:50close2620.051.331421.335421.325213.951425.29
7872011.11.30 19:40buy2630.051.344180.000000.00000
7882011.11.30 19:40modify2630.051.344181.340351.35118
7892011.11.30 21:40close2630.051.344481.340351.351181.501426.79
7902011.12.01 16:40buy2640.051.347020.000000.00000
7912011.12.01 16:40modify2640.051.347021.343651.35402
7922011.12.01 17:05close2640.051.350551.343651.3540217.651444.44
7932011.12.05 00:00sell2650.051.342360.000000.00000
7942011.12.05 00:00modify2650.051.342361.345901.33536
7952011.12.05 00:25sell2660.051.342120.000000.00000
7962011.12.05 00:25modify2660.051.342121.345691.33512
7972011.12.05 02:15close2660.051.341451.345691.335123.351447.79
7982011.12.05 02:40close2650.051.341161.345901.335366.001453.79
7992011.12.06 08:35sell2670.051.338320.000000.00000
8002011.12.06 08:35modify2670.051.338321.341421.33132
8012011.12.06 08:50sell2680.051.338230.000000.00000
8022011.12.06 08:50modify2680.051.338231.341321.33123
8032011.12.06 09:05close2670.051.337461.341421.331324.301458.09
8042011.12.06 09:05close2680.051.337461.341321.331233.851461.94
8052011.12.08 21:15sell2690.051.334150.000000.00000
8062011.12.08 21:15modify2690.051.334151.337671.32715
8072011.12.08 21:20sell2700.051.334070.000000.00000
8082011.12.08 21:20modify2700.051.334071.337591.32707
8092011.12.08 22:20sell2710.051.334760.000000.00000
8102011.12.08 22:20modify2710.051.334761.338301.32776
8112011.12.08 22:55close2700.051.333581.337591.327072.451464.39
8122011.12.09 00:30close2710.051.334311.338301.327762.121466.51
8132011.12.09 00:35close2690.051.334171.337671.32715-0.231466.27
8142011.12.13 03:15sell2720.051.318580.000000.00000
8152011.12.13 03:15modify2720.051.318581.321741.31158
8162011.12.13 03:35close2720.051.317761.321741.311584.101470.37
8172011.12.13 04:20sell2730.051.318600.000000.00000
8182011.12.13 04:20modify2730.051.318601.321721.31160
8192011.12.13 05:15sell2740.051.319270.000000.00000
8202011.12.13 05:15modify2740.051.319271.322341.31227
8212011.12.13 05:15sell2750.051.319270.000000.00000
8222011.12.13 05:15modify2750.051.319271.322341.31227
8232011.12.13 07:25close2740.051.319201.322341.312270.351470.72
8242011.12.13 07:25close2750.051.319201.322341.312270.351471.07
8252011.12.13 09:30close2730.051.317591.321721.311605.051476.12
8262011.12.14 08:15sell2760.051.304500.000000.00000
8272011.12.14 08:15modify2760.051.304501.307591.29750
8282011.12.14 08:15sell2770.051.304500.000000.00000
8292011.12.14 08:15modify2770.051.304501.307591.29750
8302011.12.14 08:40close2760.051.303571.307591.297504.651480.77
8312011.12.14 08:40close2770.051.303571.307591.297504.651485.42
8322011.12.19 00:00sell2780.051.304110.000000.00000
8332011.12.19 00:00modify2780.051.304111.307401.29711
8342011.12.19 02:20close2780.051.302991.307401.297115.601491.02
8352011.12.20 01:30sell2790.051.300440.000000.00000
8362011.12.20 01:30modify2790.051.300441.303441.29344
8372011.12.20 01:40sell2800.051.300540.000000.00000
8382011.12.20 01:40modify2800.051.300541.303541.29354
8392011.12.20 02:55close2790.051.300311.303441.293440.651491.67
8402011.12.20 03:35close2800.051.300181.303541.293541.801493.47

谈论 99% Tick Quality Standard EURUSD 2011 回测

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