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

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2013.01.01 22:00 - 2014.12.19 21:59 (2013.01.01 - 2013.12.31)
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 test147276Ticks modelled35121475Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit211.90Gross profit539.89Gross loss-327.99
Profit factor1.65Expected payoff0.72
Absolute drawdown7.88Maximal drawdown75.32 (6.65%)Relative drawdown6.65% (75.32)
Total trades293Short positions (won %)96 (92.71%)Long positions (won %)197 (86.29%)
Profit trades (% of total)259 (88.40%)Loss trades (% of total)34 (11.60%)
Largestprofit trade9.00loss trade-15.08
Averageprofit trade2.08loss trade-9.65
Maximumconsecutive wins (profit in money)37 (55.58)consecutive losses (loss in money)4 (-60.16)
Maximalconsecutive profit (count of wins)71.38 (33)consecutive loss (count of losses)-60.16 (4)
Averageconsecutive wins13consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12013.01.07 09:30sell10.031.304610.000000.00000
22013.01.07 09:30modify10.031.304611.307411.29761
32013.01.07 09:55close10.031.303581.307411.297613.091003.09
42013.01.08 03:20buy20.031.311090.000000.00000
52013.01.08 03:20modify20.031.311091.308231.31809
62013.01.08 04:30close20.031.312611.308231.318094.561007.65
72013.01.08 20:25sell30.031.307970.000000.00000
82013.01.08 20:25modify30.031.307971.311011.30097
92013.01.08 21:05sell40.031.308140.000000.00000
102013.01.08 21:05modify40.031.308141.311181.30114
112013.01.08 23:45close40.031.308011.311181.301140.391008.04
122013.01.09 00:45close30.031.307811.311011.300970.401008.44
132013.01.11 03:10buy50.031.325700.000000.00000
142013.01.11 03:10modify50.031.325701.322591.33270
152013.01.11 03:25buy60.031.325780.000000.00000
162013.01.11 03:25modify60.031.325781.322671.33278
172013.01.11 04:00buy70.031.325200.000000.00000
182013.01.11 04:00modify70.031.325201.322121.33220
192013.01.11 04:00buy80.031.325200.000000.00000
202013.01.11 04:00modify80.031.325201.322121.33220
212013.01.11 05:05close60.031.325991.322671.332780.631009.07
222013.01.11 05:15close70.031.325891.322121.332202.071011.14
232013.01.11 07:00close50.031.325941.322591.332700.721011.86
242013.01.11 07:05close80.031.325881.322121.332202.041013.90
252013.01.11 08:25buy90.031.325370.000000.00000
262013.01.11 08:25modify90.031.325371.322541.33237
272013.01.11 09:15close90.031.326271.322541.332372.701016.60
282013.01.14 07:15buy100.031.338590.000000.00000
292013.01.14 07:15modify100.031.338591.335681.34559
302013.01.14 08:20buy110.031.338280.000000.00000
312013.01.14 08:20modify110.031.338281.335451.34528
322013.01.14 09:50buy120.031.337170.000000.00000
332013.01.14 09:50modify120.031.337171.334371.34417
342013.01.14 10:05s/l100.031.335681.335681.34559-8.731007.87
352013.01.14 10:26s/l110.031.335451.335451.34528-8.49999.38
362013.01.14 11:40close120.031.337591.334371.344171.261000.64
372013.01.17 16:00buy130.031.334470.000000.00000
382013.01.17 16:00modify130.031.334471.331411.34147
392013.01.17 16:00buy140.031.334470.000000.00000
402013.01.17 16:00modify140.031.334471.331411.34147
412013.01.17 16:45buy150.031.333810.000000.00000
422013.01.17 16:45modify150.031.333811.330741.34081
432013.01.17 17:40close130.031.335201.331411.341472.191002.83
442013.01.17 19:40close140.031.335251.331411.341472.341005.17
452013.01.17 19:50close150.031.336191.330741.340817.141012.31
462013.01.18 01:40buy160.031.337100.000000.00000
472013.01.18 01:40modify160.031.337101.334101.34410
482013.01.18 02:25close160.031.337661.334101.344101.681013.99
492013.01.18 09:05buy170.031.337790.000000.00000
502013.01.18 09:05modify170.031.337791.334961.34479
512013.01.18 09:05buy180.031.337790.000000.00000
522013.01.18 09:05modify180.031.337791.334961.34479
532013.01.18 09:10close170.031.338781.334961.344792.971016.96
542013.01.18 09:10close180.031.338781.334961.344792.971019.93
552013.01.25 03:05buy190.031.336550.000000.00000
562013.01.25 03:05modify190.031.336551.333581.34355
572013.01.25 07:40close190.031.336961.333581.343551.231021.16
582013.01.28 00:10buy200.031.345340.000000.00000
592013.01.28 00:10modify200.031.345341.342091.35234
602013.01.28 01:15close200.031.346161.342091.352342.461023.62
612013.01.28 03:45buy210.031.345340.000000.00000
622013.01.28 03:45modify210.031.345341.342271.35234
632013.01.28 05:10close210.031.345681.342271.352341.021024.64
642013.01.30 21:50buy220.031.356100.000000.00000
652013.01.30 21:50modify220.031.356101.352981.36310
662013.01.30 22:10close220.031.357181.352981.363103.241027.88
672013.01.31 03:45buy230.031.356520.000000.00000
682013.01.31 03:45modify230.031.356521.353601.36352
692013.01.31 03:55buy240.031.356510.000000.00000
702013.01.31 03:55modify240.031.356511.353591.36351
712013.01.31 05:10close230.031.356701.353601.363520.541028.42
722013.01.31 05:20close240.031.357091.353591.363511.741030.16
732013.02.01 14:00buy250.031.363920.000000.00000
742013.02.01 14:00modify250.031.363921.360961.37092
752013.02.01 14:50close250.031.365401.360961.370924.441034.60
762013.02.06 01:05buy260.031.357430.000000.00000
772013.02.06 01:05modify260.031.357431.354261.36443
782013.02.06 02:00close260.031.358251.354261.364432.461037.06
792013.02.08 04:05sell270.031.340820.000000.00000
802013.02.08 04:05modify270.031.340821.343951.33382
812013.02.08 04:40sell280.031.341440.000000.00000
822013.02.08 04:40modify280.031.341441.344551.33444
832013.02.08 05:30close280.031.340851.344551.334441.771038.83
842013.02.08 07:20close270.031.340611.343951.333820.631039.46
852013.02.11 03:00sell290.031.337590.000000.00000
862013.02.11 03:00modify290.031.337591.340641.33059
872013.02.11 03:45close290.031.337041.340641.330591.651041.11
882013.02.14 00:25sell300.031.345240.000000.00000
892013.02.14 00:25modify300.031.345241.348251.33824
902013.02.14 00:35close300.031.344661.348251.338241.741042.85
912013.02.14 21:30sell310.031.334840.000000.00000
922013.02.14 21:30modify310.031.334841.337951.32784
932013.02.14 22:15sell320.031.334930.000000.00000
942013.02.14 22:15modify320.031.334931.338001.32793
952013.02.15 08:30s/l310.031.337951.337951.32784-9.411033.44
962013.02.15 08:30s/l320.031.338001.338001.32793-9.291024.15
972013.02.18 07:50sell330.031.334130.000000.00000
982013.02.18 07:50modify330.031.334131.336941.32713
992013.02.18 09:15close330.031.333751.336941.327131.141025.29
1002013.02.21 09:55sell340.031.327330.000000.00000
1012013.02.21 09:55modify340.031.327331.330251.32033
1022013.02.21 10:00close340.031.325991.330251.320334.021029.31
1032013.02.21 16:10sell350.031.320220.000000.00000
1042013.02.21 16:10modify350.031.320221.323271.31322
1052013.02.21 16:30sell360.031.320890.000000.00000
1062013.02.21 16:30modify360.031.320891.323951.31389
1072013.02.21 16:30sell370.031.320890.000000.00000
1082013.02.21 16:30modify370.031.320891.323951.31389
1092013.02.21 17:00close360.031.319521.323951.313894.111033.42
1102013.02.21 18:50close370.031.320571.323951.313890.961034.38
1112013.02.21 19:15close350.031.320071.323271.313220.451034.83
1122013.02.25 00:00sell380.031.321540.000000.00000
1132013.02.25 00:00modify380.031.321541.324641.31454
1142013.02.25 01:10close380.031.318641.324641.314548.701043.53
1152013.02.28 14:35sell390.031.312730.000000.00000
1162013.02.28 14:35modify390.031.312731.315661.30573
1172013.02.28 14:40close390.031.312131.315661.305731.801045.33
1182013.03.01 03:55sell400.031.307110.000000.00000
1192013.03.01 03:55modify400.031.307111.310051.30011
1202013.03.01 04:20sell410.031.307270.000000.00000
1212013.03.01 04:20modify410.031.307271.310191.30027
1222013.03.01 08:55close400.031.306571.310051.300111.621046.95
1232013.03.01 08:55close410.031.306571.310191.300272.101049.05
1242013.03.06 21:50sell420.031.299550.000000.00000
1252013.03.06 21:50modify420.031.299551.302511.29255
1262013.03.06 22:15close420.031.299121.302511.292551.291050.34
1272013.03.07 03:15sell430.041.298270.000000.00000
1282013.03.07 03:15modify430.041.298271.301121.29127
1292013.03.07 03:45sell440.041.298320.000000.00000
1302013.03.07 03:45modify440.041.298321.301161.29132
1312013.03.07 04:10sell450.041.299150.000000.00000
1322013.03.07 04:10modify450.041.299151.301991.29215
1332013.03.07 05:30close450.041.298551.301991.292152.401052.74
1342013.03.07 10:07s/l430.041.301121.301121.29127-11.401041.34
1352013.03.07 10:07s/l440.041.301161.301161.29132-11.361029.98
1362013.03.11 03:45sell460.031.299850.000000.00000
1372013.03.11 03:45modify460.031.299851.302991.29285
1382013.03.11 04:00sell470.031.299980.000000.00000
1392013.03.11 04:00modify470.031.299981.303111.29298
1402013.03.11 07:00close470.031.299881.303111.292980.301030.28
1412013.03.11 07:10close460.031.299781.302991.292850.211030.49
1422013.03.13 19:35sell480.031.296570.000000.00000
1432013.03.13 19:35modify480.031.296571.299601.28957
1442013.03.13 19:35sell490.031.296570.000000.00000
1452013.03.13 19:35modify490.031.296571.299601.28957
1462013.03.13 21:00close480.031.296101.299601.289571.411031.90
1472013.03.13 21:10close490.031.295771.299601.289572.401034.30
1482013.03.14 09:00sell500.031.295840.000000.00000
1492013.03.14 09:00modify500.031.295841.298491.28884
1502013.03.14 10:05close500.031.294941.298491.288842.701037.00
1512013.03.20 03:05sell510.031.287250.000000.00000
1522013.03.20 03:05modify510.031.287251.290531.28025
1532013.03.20 03:05sell520.031.287250.000000.00000
1542013.03.20 03:05modify520.031.287251.290531.28025
1552013.03.20 05:45close510.031.287191.290531.280250.181037.18
1562013.03.20 05:45close520.031.287191.290531.280250.181037.36
1572013.03.22 01:40sell530.031.290470.000000.00000
1582013.03.22 01:40modify530.031.290471.293541.28347
1592013.03.22 07:35close530.031.289671.293541.283472.401039.76
1602013.03.25 09:00buy540.031.303000.000000.00000
1612013.03.25 09:00modify540.031.303001.300111.31000
1622013.03.25 09:25buy550.031.301700.000000.00000
1632013.03.25 09:25modify550.031.301701.298811.30870
1642013.03.25 09:30s/l540.031.300111.300111.31000-8.671031.09
1652013.03.25 09:50s/l550.031.298811.298811.30870-8.671022.42
1662013.03.26 01:00sell560.031.285960.000000.00000
1672013.03.26 01:00modify560.031.285961.289111.27896
1682013.03.26 01:00sell570.031.285960.000000.00000
1692013.03.26 01:00modify570.031.285961.289111.27896
1702013.03.26 01:25close560.031.285381.289111.278961.741024.16
1712013.03.26 01:25close570.031.285381.289111.278961.741025.90
1722013.03.26 03:10sell580.031.286640.000000.00000
1732013.03.26 03:10modify580.031.286641.289751.27964
1742013.03.26 03:10sell590.031.286640.000000.00000
1752013.03.26 03:10modify590.031.286641.289751.27964
1762013.03.26 03:20close580.031.285991.289751.279641.951027.85
1772013.03.26 03:45sell600.031.287040.000000.00000
1782013.03.26 03:45modify600.031.287041.290121.28004
1792013.03.26 05:25close600.031.286601.290121.280041.321029.17
1802013.03.26 06:35close590.031.286421.289751.279640.661029.83
1812013.03.27 08:20sell610.031.285390.000000.00000
1822013.03.27 08:20modify610.031.285391.288011.27839
1832013.03.27 09:40close610.031.283981.288011.278394.231034.06
1842013.03.27 23:00sell620.031.278000.000000.00000
1852013.03.27 23:00modify620.031.278001.281071.27100
1862013.03.28 01:45close620.031.277861.281071.271000.181034.25
1872013.04.01 08:10sell630.031.278530.000000.00000
1882013.04.01 08:10modify630.031.278531.281111.27153
1892013.04.01 08:15sell640.031.278830.000000.00000
1902013.04.01 08:15modify640.031.278831.281411.27183
1912013.04.01 10:06s/l630.031.281111.281111.27153-7.741026.51
1922013.04.01 10:46s/l640.031.281411.281411.27183-7.741018.77
1932013.04.03 00:35sell650.031.282500.000000.00000
1942013.04.03 00:35modify650.031.282501.285371.27550
1952013.04.03 00:35sell660.031.282500.000000.00000
1962013.04.03 00:35modify660.031.282501.285371.27550
1972013.04.03 02:20close650.031.282001.285371.275501.501020.27
1982013.04.03 02:20close660.031.282001.285371.275501.501021.77
1992013.04.03 08:05sell670.031.281000.000000.00000
2002013.04.03 08:05modify670.031.281001.283591.27400
2012013.04.03 09:05close670.031.279811.283591.274003.571025.34
2022013.04.05 01:50buy680.031.292850.000000.00000
2032013.04.05 01:50modify680.031.292851.289671.29985
2042013.04.05 03:20close680.031.293011.289671.299850.481025.82
2052013.04.05 05:45buy690.031.292220.000000.00000
2062013.04.05 05:45modify690.031.292221.289321.29922
2072013.04.05 06:50close690.031.292941.289321.299222.161027.98
2082013.04.08 00:00buy700.031.297090.000000.00000
2092013.04.08 00:00modify700.031.297091.293911.30409
2102013.04.08 04:55close700.031.299451.293911.304097.081035.06
2112013.04.08 16:35buy710.031.300670.000000.00000
2122013.04.08 16:35modify710.031.300671.297811.30767
2132013.04.08 17:00close710.031.302351.297811.307675.041040.10
2142013.04.09 06:05buy720.031.305400.000000.00000
2152013.04.09 06:05modify720.031.305401.302651.31240
2162013.04.09 06:35buy730.031.305040.000000.00000
2172013.04.09 06:35modify730.031.305041.302301.31204
2182013.04.09 07:00buy740.031.304580.000000.00000
2192013.04.09 07:00modify740.031.304581.301851.31158
2202013.04.09 07:00buy750.031.304580.000000.00000
2212013.04.09 07:00modify750.031.304581.301851.31158
2222013.04.09 08:15close740.031.305111.301851.311581.591041.69
2232013.04.09 09:27s/l720.031.302651.302651.31240-8.251033.44
2242013.04.09 09:27s/l730.031.302301.302301.31204-8.221025.22
2252013.04.09 10:12s/l750.031.301851.301851.31158-8.191017.03
2262013.04.09 22:40buy760.031.308320.000000.00000
2272013.04.09 22:40modify760.031.308321.305261.31532
2282013.04.09 22:40buy770.031.308320.000000.00000
2292013.04.09 22:40modify770.031.308321.305261.31532
2302013.04.10 05:15close760.031.308721.305261.315321.031018.06
2312013.04.10 05:15close770.031.308721.305261.315321.031019.10
2322013.04.11 16:05buy780.031.310360.000000.00000
2332013.04.11 16:05modify780.031.310361.307441.31736
2342013.04.11 17:15close780.031.311171.307441.317362.431021.53
2352013.04.11 21:00buy790.031.311510.000000.00000
2362013.04.11 21:00modify790.031.311511.308501.31851
2372013.04.11 21:00buy800.031.311510.000000.00000
2382013.04.11 21:00modify800.031.311511.308501.31851
2392013.04.11 21:45buy810.031.310820.000000.00000
2402013.04.11 21:45modify810.031.310821.307801.31782
2412013.04.12 01:50close810.031.311031.307801.317820.461021.99
2422013.04.12 02:45close790.031.311811.308501.318510.731022.73
2432013.04.12 02:45close800.031.311811.308501.318510.731023.46
2442013.04.16 09:55buy820.031.306440.000000.00000
2452013.04.16 09:55modify820.031.306441.303411.31344
2462013.04.16 10:15close820.031.307511.303411.313443.211026.67
2472013.04.17 06:10buy830.031.317360.000000.00000
2482013.04.17 06:10modify830.031.317361.314521.32436
2492013.04.17 08:00close830.031.318141.314521.324362.341029.01
2502013.04.23 03:55buy840.031.305770.000000.00000
2512013.04.23 03:55modify840.031.305771.302971.31277
2522013.04.23 10:00close840.031.306161.302971.312771.171030.18
2532013.04.23 16:35sell850.031.300630.000000.00000
2542013.04.23 16:35modify850.031.300631.303621.29363
2552013.04.23 16:35sell860.031.300630.000000.00000
2562013.04.23 16:35modify860.031.300631.303621.29363
2572013.04.23 19:55close850.031.300521.303621.293630.331030.51
2582013.04.23 19:55close860.031.300521.303621.293630.331030.84
2592013.04.25 07:30buy870.031.304250.000000.00000
2602013.04.25 07:30modify870.031.304251.301561.31125
2612013.04.25 08:20close870.031.304551.301561.311250.901031.74
2622013.04.25 09:05buy880.031.303920.000000.00000
2632013.04.25 09:05modify880.031.303921.301241.31092
2642013.04.25 09:05buy890.031.303920.000000.00000
2652013.04.25 09:05modify890.031.303921.301241.31092
2662013.04.25 09:55close880.031.304511.301241.310921.771033.51
2672013.04.25 09:55close890.031.304511.301241.310921.771035.28
2682013.04.25 20:35sell900.031.301520.000000.00000
2692013.04.25 20:35modify900.031.301521.304591.29452
2702013.04.25 21:05sell910.031.301870.000000.00000
2712013.04.25 21:05modify910.031.301871.304941.29487
2722013.04.25 22:05close910.031.300971.304941.294872.701037.98
2732013.04.25 22:05close900.031.300971.304591.294521.651039.63
2742013.04.29 08:15buy920.031.304510.000000.00000
2752013.04.29 08:15modify920.031.304511.301781.31151
2762013.04.29 08:25close920.031.304921.301781.311511.231040.86
2772013.04.30 00:55buy930.031.309180.000000.00000
2782013.04.30 00:55modify930.031.309181.306331.31618
2792013.04.30 01:21close930.031.309671.306331.316181.471042.33
2802013.04.30 20:50buy940.031.314780.000000.00000
2812013.04.30 20:50modify940.031.314781.311721.32178
2822013.04.30 22:00close940.031.316161.311721.321784.141046.47
2832013.05.01 17:15buy950.031.319150.000000.00000
2842013.05.01 17:15modify950.031.319151.316381.32615
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5912013.08.16 06:40buy1980.041.334430.000000.00000
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5932013.08.16 10:30close1970.041.334911.331571.341431.921110.21
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8622013.12.18 03:05modify2880.041.376601.373831.38360
8632013.12.18 03:45close2870.041.376851.373871.383650.801205.28
8642013.12.18 03:45close2880.041.376851.373831.383601.001206.28
8652013.12.18 08:25buy2890.041.377150.000000.00000
8662013.12.18 08:25modify2890.041.377151.374621.38415
8672013.12.18 08:30buy2900.041.377100.000000.00000
8682013.12.18 08:30modify2900.041.377101.374571.38410
8692013.12.18 09:05close2890.041.377351.374621.384150.801207.08
8702013.12.18 09:05close2900.041.377351.374571.384101.001208.08
8712013.12.19 08:10sell2910.041.366930.000000.00000
8722013.12.19 08:10modify2910.041.366931.369991.35993
8732013.12.19 08:45sell2920.041.367880.000000.00000
8742013.12.19 08:45modify2920.041.367881.370941.36088
8752013.12.19 10:10close2920.041.367651.370941.360880.921209.00
8762013.12.19 14:45close2910.041.366811.369991.359930.481209.48
8772013.12.19 23:55sell2930.041.366420.000000.00000
8782013.12.19 23:55modify2930.041.366421.369261.35942
8792013.12.20 00:40close2930.041.365791.369261.359422.421211.90

谈论 99% Tick Quality Standard EURUSD 2013 回测

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