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

SymbolGBPUSD (Great Britan Pound vs US Dollar)
Period5 Minutes (M5) 2007.04.01 21:00 - 2008.12.31 20:00 (2007.04.01 - 2008.12.31)
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 test130256Ticks modelled54668098Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit768.28Gross profit2476.27Gross loss-1707.99
Profit factor1.45Expected payoff1.36
Absolute drawdown30.13Maximal drawdown201.72 (10.86%)Relative drawdown10.86% (201.72)
Total trades566Short positions (won %)276 (75.72%)Long positions (won %)290 (83.79%)
Profit trades (% of total)452 (79.86%)Loss trades (% of total)114 (20.14%)
Largestprofit trade42.00loss trade-39.06
Averageprofit trade5.48loss trade-14.98
Maximumconsecutive wins (profit in money)27 (101.91)consecutive losses (loss in money)4 (-124.86)
Maximalconsecutive profit (count of wins)133.87 (6)consecutive loss (count of losses)-124.86 (4)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.04.02 00:05sell10.031.968700.000000.00000
22007.04.02 00:05modify10.031.968701.971001.96170
32007.04.02 00:35sell20.031.968600.000000.00000
42007.04.02 00:35modify20.031.968601.970901.96160
52007.04.02 00:55sell30.031.969200.000000.00000
62007.04.02 00:55modify30.031.969201.971501.96220
72007.04.02 00:55sell40.031.969200.000000.00000
82007.04.02 00:55modify40.031.969201.971501.96220
92007.04.02 01:15close20.031.968651.970901.96160-0.15999.85
102007.04.02 01:20close30.031.968351.971501.962202.551002.40
112007.04.02 02:00close10.031.967751.971001.961702.851005.25
122007.04.02 02:05close40.031.967551.971501.962204.951010.20
132007.04.02 03:00sell50.031.967900.000000.00000
142007.04.02 03:00modify50.031.967901.970201.96090
152007.04.02 03:05close50.031.967451.970201.960901.351011.55
162007.04.02 07:45sell60.031.968600.000000.00000
172007.04.02 07:45modify60.031.968601.970901.96160
182007.04.02 07:45sell70.031.968600.000000.00000
192007.04.02 07:45modify70.031.968601.970901.96160
202007.04.02 08:15close60.031.968151.970901.961601.351012.90
212007.04.02 08:30sell80.031.969400.000000.00000
222007.04.02 08:30modify80.031.969401.971701.96240
232007.04.02 09:33s/l70.031.970901.970901.96160-6.901006.00
242007.04.02 09:40s/l80.031.971701.971701.96240-6.90999.10
252007.04.02 20:45buy90.031.977450.000000.00000
262007.04.02 20:45modify90.031.977451.974321.98445
272007.04.02 21:55close90.031.978301.974321.984452.551001.65
282007.04.03 07:05buy100.031.977850.000000.00000
292007.04.03 07:05modify100.031.977851.975041.98485
302007.04.03 07:10buy110.031.977850.000000.00000
312007.04.03 07:10modify110.031.977851.975041.98485
322007.04.03 08:10close110.031.978201.975041.984851.051002.70
332007.04.03 08:10close100.031.978201.975041.984851.051003.75
342007.04.03 08:55buy120.031.977450.000000.00000
352007.04.03 08:55modify120.031.977451.974721.98445
362007.04.03 09:15close120.031.978801.974721.984454.051007.80
372007.04.04 08:00sell130.031.974900.000000.00000
382007.04.04 08:00modify130.031.974901.977741.96790
392007.04.04 08:45close130.031.973851.977741.967903.151010.95
402007.04.06 07:35sell140.031.971000.000000.00000
412007.04.06 07:35modify140.031.971001.973781.96400
422007.04.06 08:22close140.031.970751.973781.964000.751011.70
432007.04.09 08:05sell150.031.964800.000000.00000
442007.04.09 08:05modify150.031.964801.967541.95780
452007.04.09 08:35sell160.031.965000.000000.00000
462007.04.09 08:35modify160.031.965001.967741.95800
472007.04.09 08:40close150.031.964751.967541.957800.151011.85
482007.04.09 09:25close160.031.964551.967741.958001.351013.20
492007.04.09 23:05sell170.031.962200.000000.00000
502007.04.09 23:05modify170.031.962201.964941.95520
512007.04.10 00:20close170.031.962251.964941.95520-0.291012.91
522007.04.10 03:35sell180.031.962600.000000.00000
532007.04.10 03:35modify180.031.962601.965331.95560
542007.04.10 04:01s/l180.031.965331.965331.95560-8.191004.72
552007.04.10 22:25buy190.031.971150.000000.00000
562007.04.10 22:25modify190.031.971151.968101.97815
572007.04.10 23:00close190.031.971901.968101.978152.251006.97
582007.04.11 21:00buy200.031.976550.000000.00000
592007.04.11 21:00modify200.031.976551.973491.98355
602007.04.11 21:13s/l200.031.973491.973491.98355-9.18997.79
612007.04.12 19:00buy210.031.976850.000000.00000
622007.04.12 19:00modify210.031.976851.973771.98385
632007.04.12 20:40close210.031.978101.973771.983853.751001.54
642007.04.13 17:35buy220.031.985150.000000.00000
652007.04.13 17:35modify220.031.985151.982011.99215
662007.04.13 18:16s/l220.031.982011.982011.99215-9.42992.12
672007.04.16 07:35buy230.031.987250.000000.00000
682007.04.16 07:35modify230.031.987251.984221.99425
692007.04.16 08:25close230.031.988001.984221.994252.25994.37
702007.04.16 17:05buy240.031.989450.000000.00000
712007.04.16 17:05modify240.031.989451.986461.99645
722007.04.16 18:30close240.031.991201.986461.996455.25999.62
732007.04.16 20:55buy250.031.989600.000000.00000
742007.04.16 20:55modify250.031.989601.986541.99660
752007.04.16 21:30close250.031.990201.986541.996601.801001.42
762007.04.17 00:21buy260.031.989400.000000.00000
772007.04.17 00:21modify260.031.989401.986391.99640
782007.04.17 03:15close260.031.989601.986391.996400.601002.02
792007.04.18 14:30buy270.032.008800.000000.00000
802007.04.18 14:30modify270.032.008802.005882.01580
812007.04.18 14:54s/l270.032.005882.005882.01580-8.76993.26
822007.04.19 03:15buy280.032.006950.000000.00000
832007.04.19 03:15modify280.032.006952.003892.01395
842007.04.19 03:35close280.032.008102.003892.013953.45996.71
852007.04.26 21:30sell290.031.992300.000000.00000
862007.04.26 21:30modify290.031.992301.995511.98530
872007.04.26 21:45close290.031.991251.995511.985303.15999.86
882007.04.27 04:50sell300.031.991100.000000.00000
892007.04.27 04:50modify300.031.991101.994051.98410
902007.04.27 05:26sell310.031.991300.000000.00000
912007.04.27 05:26modify310.031.991301.994221.98430
922007.04.27 06:10sell320.031.991900.000000.00000
932007.04.27 06:10modify320.031.991901.994781.98490
942007.04.27 07:40close310.031.991351.994221.98430-0.15999.71
952007.04.27 08:50close300.031.990951.994051.984100.451000.16
962007.04.27 08:55close320.031.990451.994781.984904.351004.51
972007.05.01 00:40buy330.031.998650.000000.00000
982007.05.01 00:40modify330.031.998651.995562.00565
992007.05.01 01:15close330.032.000601.995562.005655.851010.36
1002007.05.01 07:25buy340.031.999350.000000.00000
1012007.05.01 07:25modify340.031.999351.996452.00635
1022007.05.01 07:35close340.032.000101.996452.006352.251012.61
1032007.05.01 09:10buy350.031.999350.000000.00000
1042007.05.01 09:10modify350.031.999351.996542.00635
1052007.05.01 09:20close350.032.000301.996542.006352.851015.46
1062007.05.01 17:15buy360.032.002750.000000.00000
1072007.05.01 17:15modify360.032.002751.999702.00975
1082007.05.01 17:25buy370.032.001950.000000.00000
1092007.05.01 17:25modify370.032.001951.998882.00895
1102007.05.01 17:32s/l360.031.999701.999702.00975-9.151006.31
1112007.05.01 17:41s/l370.031.998881.998882.00895-9.21997.10
1122007.05.03 07:30sell380.031.990500.000000.00000
1132007.05.03 07:30modify380.031.990501.993301.98350
1142007.05.03 07:35close380.031.990401.993301.983500.30997.40
1152007.05.04 09:05sell390.031.987700.000000.00000
1162007.05.04 09:05modify390.031.987701.990531.98070
1172007.05.04 09:40close390.031.986451.990531.980703.751001.15
1182007.05.07 14:00buy400.031.996050.000000.00000
1192007.05.07 14:00modify400.031.996051.993262.00305
1202007.05.07 14:05buy410.031.995850.000000.00000
1212007.05.07 14:05modify410.031.995851.993062.00285
1222007.05.07 15:50close410.031.996351.993062.002851.501002.65
1232007.05.07 15:50close400.031.996351.993262.003050.901003.55
1242007.05.07 16:00buy420.031.995400.000000.00000
1252007.05.07 16:00modify420.031.995401.992602.00240
1262007.05.07 18:00close420.031.995901.992602.002401.501005.05
1272007.05.08 04:30sell430.031.993300.000000.00000
1282007.05.08 04:30modify430.031.993301.996051.98630
1292007.05.08 05:45s/l430.031.996051.996051.98630-8.25996.80
1302007.05.08 09:45buy440.031.994550.000000.00000
1312007.05.08 09:45modify440.031.994551.991812.00155
1322007.05.08 11:16s/l440.031.991811.991812.00155-8.22988.58
1332007.05.09 04:10sell450.031.989800.000000.00000
1342007.05.09 04:10modify450.031.989801.992671.98280
1352007.05.09 04:20close450.031.989351.992671.982801.35989.93
1362007.05.09 21:20buy460.031.993850.000000.00000
1372007.05.09 21:20modify460.031.993851.990822.00085
1382007.05.10 05:00close460.031.994201.990822.000850.88990.81
1392007.05.11 00:20sell470.031.980200.000000.00000
1402007.05.11 00:20modify470.031.980201.983591.97320
1412007.05.11 00:35close470.031.979751.983591.973201.35992.16
1422007.05.11 05:10sell480.031.980900.000000.00000
1432007.05.11 05:10modify480.031.980901.983991.97390
1442007.05.11 05:10sell490.031.980900.000000.00000
1452007.05.11 05:10modify490.031.980901.983991.97390
1462007.05.11 05:25close480.031.980551.983991.973901.05993.21
1472007.05.11 07:30close490.031.980251.983991.973901.95995.16
1482007.05.17 05:30sell500.031.977900.000000.00000
1492007.05.17 05:30modify500.031.977901.980821.97090
1502007.05.17 06:01sell510.031.978000.000000.00000
1512007.05.17 06:01modify510.031.978001.980901.97100
1522007.05.17 06:30close510.031.977951.980901.971000.15995.31
1532007.05.17 07:20sell520.031.978300.000000.00000
1542007.05.17 07:20modify520.031.978301.981141.97130
1552007.05.17 07:40close520.031.978151.981141.971300.45995.76
1562007.05.17 08:10close500.031.977951.980821.97090-0.15995.61
1572007.05.17 19:40sell530.031.975400.000000.00000
1582007.05.17 19:40modify530.031.975401.978411.96840
1592007.05.17 19:50close530.031.975301.978411.968400.30995.91
1602007.05.18 09:15sell540.031.974700.000000.00000
1612007.05.18 09:15modify540.031.974701.977381.96770
1622007.05.18 09:20sell550.031.974600.000000.00000
1632007.05.18 09:20modify550.031.974601.977281.96760
1642007.05.18 11:11s/l550.031.977281.977281.96760-8.04987.87
1652007.05.18 11:11s/l540.031.977381.977381.96770-8.04979.83
1662007.05.18 17:55sell560.031.973200.000000.00000
1672007.05.18 17:55modify560.031.973201.976221.96620
1682007.05.18 18:02s/l560.031.976221.976221.96620-9.06970.77
1692007.05.21 19:10sell570.031.970500.000000.00000
1702007.05.21 19:10modify570.031.970501.973461.96350
1712007.05.21 19:10sell580.031.970500.000000.00000
1722007.05.21 19:10modify580.031.970501.973461.96350
1732007.05.21 19:35close570.031.969551.973461.963502.85973.62
1742007.05.21 19:45close580.031.969251.973461.963503.75977.37
1752007.05.21 19:55sell590.031.970700.000000.00000
1762007.05.21 19:55modify590.031.970701.973691.96370
1772007.05.21 22:00close590.031.970351.973691.963701.05978.42
1782007.05.23 20:15buy600.031.986400.000000.00000
1792007.05.23 20:15modify600.031.986401.983301.99340
1802007.05.23 21:05buy610.031.985400.000000.00000
1812007.05.23 21:05modify610.031.985401.982261.99240
1822007.05.23 21:05buy620.031.985400.000000.00000
1832007.05.23 21:05modify620.031.985401.982261.99240
1842007.05.23 23:40close620.031.986401.982261.992403.00981.42
1852007.05.24 02:35close610.031.986201.982261.992402.23983.64
1862007.05.24 03:25close600.031.986601.983301.993400.43984.07
1872007.05.24 05:40buy630.031.985800.000000.00000
1882007.05.24 05:40modify630.031.985801.982941.99280
1892007.05.24 05:50close630.031.986101.982941.992800.90984.97
1902007.05.24 06:10buy640.031.985850.000000.00000
1912007.05.24 06:10modify640.031.985851.983011.99285
1922007.05.24 06:25buy650.031.985750.000000.00000
1932007.05.24 06:25modify650.031.985751.982931.99275
1942007.05.24 07:25close650.031.986201.982931.992751.35986.32
1952007.05.24 07:25close640.031.986201.983011.992851.05987.37
1962007.05.29 14:50buy660.031.984950.000000.00000
1972007.05.29 14:50modify660.031.984951.982031.99195
1982007.05.29 15:30close660.031.987201.982031.991956.75994.12
1992007.05.30 16:55sell670.031.976750.000000.00000
2002007.05.30 16:55modify670.031.976751.979751.96975
2012007.05.30 17:00close670.031.975951.979751.969752.40996.52
2022007.05.30 21:40sell680.031.976050.000000.00000
2032007.05.30 21:40modify680.031.976051.979111.96905
2042007.05.30 22:10close680.031.975051.979111.969053.00999.52
2052007.05.30 22:20sell690.031.975700.000000.00000
2062007.05.30 22:20modify690.031.975701.978751.96870
2072007.05.30 22:30close690.031.975451.978751.968700.751000.27
2082007.05.31 08:07sell700.031.976400.000000.00000
2092007.05.31 08:07modify700.031.976401.979111.96940
2102007.05.31 09:00close700.031.975851.979111.969401.651001.92
2112007.06.05 08:45buy710.031.991750.000000.00000
2122007.06.05 08:45modify710.031.991751.989091.99875
2132007.06.05 09:00close710.031.992101.989091.998751.051002.97
2142007.06.08 03:45sell720.031.979000.000000.00000
2152007.06.08 03:45modify720.031.979001.982051.97200
2162007.06.08 03:45sell730.031.979000.000000.00000
2172007.06.08 03:45modify730.031.979001.982051.97200
2182007.06.08 04:10close720.031.978551.982051.972001.351004.32
2192007.06.08 04:25close730.031.977851.982051.972003.451007.77
2202007.06.11 00:00sell740.031.970000.000000.00000
2212007.06.11 00:00modify740.031.970001.973371.96300
2222007.06.11 00:00sell750.031.970000.000000.00000
2232007.06.11 00:00modify750.031.970001.973371.96300
2242007.06.11 01:05close740.031.969151.973371.963002.551010.32
2252007.06.11 02:00close750.031.967351.973371.963007.951018.27
2262007.06.11 08:40sell760.031.968200.000000.00000
2272007.06.11 08:40modify760.031.968201.971091.96120
2282007.06.11 09:10close760.031.967001.971091.961203.601021.87
2292007.06.13 17:10sell770.031.970650.000000.00000
2302007.06.13 17:10modify770.031.970651.973751.96365
2312007.06.13 17:47s/l770.031.973751.973751.96365-9.301012.57
2322007.06.18 16:00buy780.031.980750.000000.00000
2332007.06.18 16:00modify780.031.980751.977891.98775
2342007.06.18 16:15close780.031.982301.977891.987754.651017.22
2352007.06.18 17:05buy790.031.980950.000000.00000
2362007.06.18 17:05modify790.031.980951.978051.98795
2372007.06.18 17:10buy800.031.980750.000000.00000
2382007.06.18 17:10modify800.031.980751.977851.98775
2392007.06.18 17:50close790.031.981901.978051.987952.851020.07
2402007.06.18 18:45close800.031.981901.977851.987753.451023.52
2412007.06.19 07:10buy810.031.983800.000000.00000
2422007.06.19 07:10modify810.031.983801.981041.99080
2432007.06.19 07:10buy820.031.983800.000000.00000
2442007.06.19 07:10modify820.031.983801.981041.99080
2452007.06.19 07:40close810.031.984201.981041.990801.201024.72
2462007.06.19 08:20close820.031.984601.981041.990802.401027.12
2472007.06.20 01:55buy830.031.987550.000000.00000
2482007.06.20 01:55modify830.031.987551.984711.99455
2492007.06.20 03:05close830.031.988151.984711.994551.801028.92
2502007.06.20 06:45buy840.031.987350.000000.00000
2512007.06.20 06:45modify840.031.987351.984631.99435
2522007.06.20 08:40close840.031.988201.984631.994352.551031.47
2532007.06.20 23:10buy850.031.993050.000000.00000
2542007.06.20 23:10modify850.031.993051.990072.00005
2552007.06.20 23:35buy860.031.992250.000000.00000
2562007.06.20 23:35modify860.031.992251.989271.99925
2572007.06.21 09:10close860.031.992601.989271.999250.881032.35
2582007.06.21 09:55close850.031.993401.990072.000050.881033.22
2592007.06.25 08:05buy870.031.999350.000000.00000
2602007.06.25 08:05modify870.031.999351.996532.00635
2612007.06.25 08:30buy880.031.999150.000000.00000
2622007.06.25 08:30modify880.031.999151.996352.00615
2632007.06.25 09:25close880.031.999401.996352.006150.751033.97
2642007.06.25 09:45buy890.031.998850.000000.00000
2652007.06.25 09:45modify890.031.998851.996072.00585
2662007.06.25 10:00close890.031.999401.996072.005851.651035.62
2672007.06.25 11:25close870.032.000501.996532.006353.451039.07
2682007.06.28 04:25buy900.031.998400.000000.00000
2692007.06.28 04:25modify900.031.998401.995562.00540
2702007.06.28 05:25close900.031.999301.995562.005402.701041.77
2712007.06.28 06:10buy910.031.998150.000000.00000
2722007.06.28 06:10modify910.031.998151.995372.00515
2732007.06.28 06:30close910.031.999201.995372.005153.151044.92
2742007.06.28 19:55buy920.032.001150.000000.00000
2752007.06.28 19:55modify920.032.001151.998172.00815
2762007.06.28 20:50close920.032.002201.998172.008153.151048.07
2772007.07.02 09:55buy930.032.007450.000000.00000
2782007.07.02 09:55modify930.032.007452.004612.01445
2792007.07.02 10:25close930.032.009602.004612.014456.451054.52
2802007.07.02 16:20buy940.042.009250.000000.00000
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8672008.02.14 01:30close2890.041.963901.958991.969356.201280.78
8682008.02.14 16:15buy2900.041.967750.000000.00000
8692008.02.14 16:15modify2900.041.967751.964691.97475
8702008.02.14 17:00close2900.041.970051.964691.974759.201289.98
8712008.02.18 05:20sell2910.041.960950.000000.00000
8722008.02.18 05:20modify2910.041.960951.964071.95395
8732008.02.18 05:35close2910.041.960401.964071.953952.201292.18
8742008.02.18 16:05sell2920.041.952550.000000.00000
8752008.02.18 16:05modify2920.041.952551.955641.94555
8762008.02.18 16:20close2920.041.950851.955641.945556.801298.98
8772008.02.18 17:30sell2930.041.952500.000000.00000
8782008.02.18 17:30modify2930.041.952501.955651.94550
8792008.02.18 17:35sell2940.041.953300.000000.00000
8802008.02.18 17:35modify2940.041.953301.956451.94630
8812008.02.18 17:55close2930.041.951451.955651.945504.201303.18
8822008.02.18 18:45close2940.041.951151.956451.946308.601311.78
8832008.02.18 22:30sell2950.041.951500.000000.00000
8842008.02.18 22:30modify2950.041.951501.954611.94450
8852008.02.19 01:05close2950.041.951201.954611.944501.011312.80
8862008.02.21 04:10sell2960.041.943600.000000.00000
8872008.02.21 04:10modify2960.041.943601.946771.93660
8882008.02.21 05:05close2960.041.942551.946771.936604.201317.00
8892008.02.22 03:30buy2970.041.961450.000000.00000
8902008.02.22 03:30modify2970.041.961451.958301.96845
8912008.02.22 03:45close2970.041.963051.958301.968456.401323.40
8922008.02.27 04:10buy2980.041.985250.000000.00000
8932008.02.27 04:10modify2980.041.985251.981911.99225
8942008.02.27 04:20buy2990.041.984750.000000.00000
8952008.02.27 04:20modify2990.041.984751.981411.99175
8962008.02.27 05:10close2990.041.986701.981411.991757.801331.20
8972008.02.27 05:10close2980.041.986701.981911.992255.801337.00
8982008.02.28 23:50buy3000.041.990550.000000.00000
8992008.02.28 23:50modify3000.041.990551.987111.99755
9002008.02.29 00:00buy3010.041.988650.000000.00000
9012008.02.29 00:00modify3010.041.988651.985201.99565
9022008.02.29 00:35buy3020.041.987900.000000.00000
9032008.02.29 00:35modify3020.041.987901.984471.99490
9042008.02.29 00:36s/l3000.041.987111.987111.99755-13.841323.16
9052008.02.29 03:25close3010.041.989051.985201.995651.601324.76
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9072008.03.05 22:15buy3030.041.990750.000000.00000
9082008.03.05 22:15modify3030.041.990751.987001.99775
9092008.03.05 23:20close3030.041.992301.987001.997756.201334.96
9102008.03.06 01:55buy3040.041.991050.000000.00000
9112008.03.06 01:55modify3040.041.991051.987641.99805
9122008.03.06 02:10close3040.041.991801.987641.998053.001337.96
9132008.03.06 03:40buy3050.041.990850.000000.00000
9142008.03.06 03:40modify3050.041.990851.987461.99785
9152008.03.06 03:45buy3060.041.989850.000000.00000
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9172008.03.06 06:30close3050.041.991001.987461.997850.601338.56
9182008.03.06 07:25close3060.041.991001.986461.996854.601343.16
9192008.03.07 17:35buy3070.042.013250.000000.00000
9202008.03.07 17:35modify3070.042.013252.009702.02025
9212008.03.07 20:35close3070.042.014852.009702.020256.401349.56
9222008.03.10 05:15buy3080.042.018400.000000.00000
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9242008.03.10 06:10buy3090.042.018100.000000.00000
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9262008.03.10 06:30close3080.042.019202.014942.025403.201352.76
9272008.03.10 06:30close3090.042.019202.014712.025104.401357.16
9282008.03.10 08:00buy3100.052.017850.000000.00000
9292008.03.10 08:00modify3100.052.017852.014792.02485
9302008.03.10 08:00buy3110.052.017850.000000.00000
9312008.03.10 08:00modify3110.052.017852.014792.02485
9322008.03.10 08:20buy3120.052.017200.000000.00000
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9342008.03.10 09:50close3100.052.018352.014792.024852.501359.66
9352008.03.10 09:50close3110.052.018352.014792.024852.501362.16
9362008.03.10 09:55close3120.052.018302.014192.024205.501367.66
9372008.03.13 03:00buy3130.052.025350.000000.00000
9382008.03.13 03:00modify3130.052.025352.021872.03235
9392008.03.13 03:15close3130.052.026652.021872.032356.501374.16
9402008.03.13 17:10buy3140.052.034350.000000.00000
9412008.03.13 17:10modify3140.052.034352.030752.04135
9422008.03.13 17:15buy3150.052.032500.000000.00000
9432008.03.13 17:15modify3150.052.032502.028892.03950
9442008.03.13 17:39s/l3140.052.030752.030752.04135-18.001356.16
9452008.03.13 17:40buy3160.052.030750.000000.00000
9462008.03.13 17:40modify3160.052.030752.027112.03775
9472008.03.13 19:23s/l3150.052.028892.028892.03950-18.051338.11
9482008.03.13 22:05close3160.052.031602.027112.037754.251342.36
9492008.03.18 04:35sell3170.042.000100.000000.00000
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9512008.03.18 05:10s/l3170.042.003702.003701.99310-14.401327.96
9522008.03.18 20:30buy3180.042.016950.000000.00000
9532008.03.18 20:30modify3180.042.016952.013022.02395
9542008.03.18 21:15s/l3180.042.013022.013022.02395-15.721312.24
9552008.03.20 01:25sell3190.041.987000.000000.00000
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9572008.03.20 01:35close3190.041.985451.990831.980006.201318.44
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9642008.03.26 06:50buy3220.042.003350.000000.00000
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9662008.03.26 07:50close3220.042.004202.000352.010353.401331.44
9672008.03.26 08:00buy3230.042.003250.000000.00000
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9692008.03.26 08:45buy3240.042.002450.000000.00000
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9712008.03.26 08:45buy3250.042.002450.000000.00000
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9732008.03.26 09:10close3240.042.004801.999532.009459.401340.84
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9752008.03.26 09:15close3250.042.005151.999532.0094510.801357.84
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9822008.03.27 07:30close3280.052.005752.002042.012352.001359.84
9832008.03.27 07:35close3270.052.007102.002042.012358.751368.59
9842008.03.27 07:35close3260.052.007102.002582.012955.751374.34
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10042008.04.03 23:00close3340.051.994001.988901.999656.751379.14
10052008.04.03 23:20close3350.051.994851.988901.9996511.001390.14
10062008.04.04 03:30buy3360.051.993750.000000.00000
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10102008.04.04 04:35close3360.051.994901.990462.000755.751395.89
10112008.04.04 04:35close3370.051.994901.990462.000755.751401.64
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10142008.04.04 08:00close3380.051.994501.990172.000057.251408.89
10152008.04.07 22:40sell3390.051.986850.000000.00000
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10172008.04.08 03:11s/l3390.051.990171.990171.97985-16.831392.06
10182008.04.08 21:25sell3400.051.969950.000000.00000
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10202008.04.08 21:45sell3410.051.971200.000000.00000
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10222008.04.08 22:00close3400.051.969351.973561.962953.001395.06
10232008.04.08 22:05close3410.051.969501.974831.964208.501403.56
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10302008.04.11 03:00sell3440.051.972800.000000.00000
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10322008.04.11 03:15sell3450.051.973600.000000.00000
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10392008.04.14 04:30sell3470.051.968700.000000.00000
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10542008.04.18 00:55buy3520.051.989550.000000.00000
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10642008.04.18 06:50close3540.051.989901.985661.995954.751409.81
10652008.04.18 07:15close3530.051.990401.986471.996852.751412.56
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11022008.05.01 03:45buy3680.051.986150.000000.00000
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11052008.05.01 14:00buy3690.051.985750.000000.00000
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11262008.05.05 20:15sell3760.051.970600.000000.00000
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11302008.05.05 20:45sell3780.051.971550.000000.00000
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11352008.05.08 01:20sell3790.051.954200.000000.00000
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11472008.05.21 01:00buy3830.051.967150.000000.00000
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11492008.05.21 03:30close3830.051.968401.963771.974156.251454.06
11502008.05.22 07:00buy3840.051.971400.000000.00000
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11522008.05.22 08:00buy3850.051.971000.000000.00000
11532008.05.22 08:00modify3850.051.971001.968011.97800
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11562008.05.22 09:40close3860.051.972401.967711.977708.501462.56
11572008.05.22 09:40close3840.051.972401.968361.978405.001467.56
11582008.05.22 09:45close3850.051.971851.968011.978004.251471.81
11592008.05.22 19:00buy3870.051.978600.000000.00000
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11612008.05.22 19:00buy3880.051.978600.000000.00000
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11632008.05.22 20:35close3880.051.981151.975111.9856012.751484.56
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11662008.05.22 21:25buy3900.051.978450.000000.00000
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11712008.05.22 23:50close3890.051.979601.975951.986450.751490.56
11722008.05.22 23:55close3870.051.979901.975111.985606.501497.06
11732008.05.23 00:03close3900.051.980501.974951.9854510.151507.22
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11792008.05.23 08:40close3930.051.979201.975831.985652.751512.47
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11832008.05.27 00:08buy3950.051.981100.000000.00000
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11852008.05.27 02:40close3950.051.981801.978241.988103.501501.17
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14252008.08.11 04:55close4750.061.918601.923151.912505.401748.50
14262008.08.12 03:00sell4760.061.912000.000000.00000
14272008.08.12 03:00modify4760.061.912001.915341.90500
14282008.08.12 03:00sell4770.061.912000.000000.00000
14292008.08.12 03:00modify4770.061.912001.915341.90500
14302008.08.12 03:45close4760.061.911551.915341.905002.701751.20
14312008.08.12 03:55close4770.061.910351.915341.905009.901761.10
14322008.08.12 16:00sell4780.061.904500.000000.00000
14332008.08.12 16:00modify4780.061.904501.908221.89750
14342008.08.12 16:35close4780.061.904451.908221.897500.301761.40
14352008.08.13 03:55sell4790.061.897150.000000.00000
14362008.08.13 03:55modify4790.061.897151.900491.89015
14372008.08.13 04:15sell4800.061.897800.000000.00000
14382008.08.13 04:15modify4800.061.897801.901141.89080
14392008.08.13 04:40close4790.061.896751.900491.890152.401763.80
14402008.08.13 04:45close4800.061.897501.901141.890801.801765.60
14412008.08.13 04:50sell4810.061.898400.000000.00000
14422008.08.13 04:50modify4810.061.898401.901681.89140
14432008.08.13 05:00close4810.061.897401.901681.891406.001771.60
14442008.08.14 09:30sell4820.061.868800.000000.00000
14452008.08.14 09:30modify4820.061.868801.872001.86180
14462008.08.14 09:30sell4830.061.868800.000000.00000
14472008.08.14 09:30modify4830.061.868801.872001.86180
14482008.08.14 09:38s/l4820.061.872001.872001.86180-19.201752.40
14492008.08.14 09:38s/l4830.061.872001.872001.86180-19.201733.20
14502008.08.14 23:26sell4840.061.869650.000000.00000
14512008.08.14 23:26modify4840.061.869651.873221.86265
14522008.08.15 00:05close4840.061.869601.873221.862650.021733.23
14532008.08.15 14:20sell4850.061.860300.000000.00000
14542008.08.15 14:20modify4850.061.860301.863601.85330
14552008.08.15 14:38s/l4850.061.863601.863601.85330-19.801713.43
14562008.08.19 07:20sell4860.061.864500.000000.00000
14572008.08.19 07:20modify4860.061.864501.867501.85750
14582008.08.19 08:10close4860.061.864551.867501.85750-0.301713.13
14592008.08.20 16:05sell4870.061.860350.000000.00000
14602008.08.20 16:05modify4870.061.860351.863601.85335
14612008.08.20 16:36s/l4870.061.863601.863601.85335-19.501693.63
14622008.08.26 16:30sell4880.061.837800.000000.00000
14632008.08.26 16:30modify4880.061.837801.841251.83080
14642008.08.26 16:48s/l4880.061.841251.841251.83080-20.701672.93
14652008.08.26 16:55sell4890.061.840100.000000.00000
14662008.08.26 16:55modify4890.061.840101.843581.83310
14672008.08.26 17:20sell4900.061.841100.000000.00000
14682008.08.26 17:20modify4900.061.841101.844621.83410
14692008.08.26 17:30close4890.061.839501.843581.833103.601676.53
14702008.08.26 17:35close4900.061.839201.844621.8341011.401687.93
14712008.08.26 23:55sell4910.061.839900.000000.00000
14722008.08.26 23:55modify4910.061.839901.843461.83290
14732008.08.27 00:55close4910.061.838251.843461.832909.621697.55
14742008.08.27 22:40sell4920.061.835500.000000.00000
14752008.08.27 22:40modify4920.061.835501.839011.82850
14762008.08.27 22:45close4920.061.834751.839011.828504.501702.05
14772008.08.28 03:00sell4930.061.836900.000000.00000
14782008.08.28 03:00modify4930.061.836901.840161.82990
14792008.08.28 03:15close4930.061.833551.840161.8299020.101722.15
14802008.08.28 07:05sell4940.061.837150.000000.00000
14812008.08.28 07:05modify4940.061.837151.840281.83015
14822008.08.28 09:00close4940.061.835151.840281.8301512.001734.15
14832008.08.28 22:25sell4950.061.830600.000000.00000
14842008.08.28 22:25modify4950.061.830601.834351.82360
14852008.08.28 22:55close4950.061.829451.834351.823606.901741.05
14862008.08.29 04:25sell4960.061.830400.000000.00000
14872008.08.29 04:25modify4960.061.830401.833831.82340
14882008.08.29 08:03s/l4960.061.833831.833831.82340-20.581720.47
14892008.09.02 17:10sell4970.061.786100.000000.00000
14902008.09.02 17:10modify4970.061.786101.789861.77910
14912008.09.02 17:40sell4980.061.787250.000000.00000
14922008.09.02 17:40modify4980.061.787251.791051.78025
14932008.09.02 18:05close4970.061.785651.789861.779102.701723.17
14942008.09.02 18:10close4980.061.786101.791051.780256.901730.07
14952008.09.05 08:15sell4990.061.760200.000000.00000
14962008.09.05 08:15modify4990.061.760201.763851.75320
14972008.09.05 08:55close4990.061.758851.763851.753208.101738.17
14982008.09.05 09:15sell5000.061.760750.000000.00000
14992008.09.05 09:15modify5000.061.760751.764401.75375
15002008.09.05 09:40close5000.061.758251.764401.7537515.001753.17
15012008.09.08 00:02sell5010.061.778900.000000.00000
15022008.09.08 00:02modify5010.061.778901.783101.77190
15032008.09.08 00:10s/l5010.061.783101.783101.77190-25.201727.97
15042008.09.08 23:05sell5020.061.759200.000000.00000
15052008.09.08 23:05modify5020.061.759201.763511.75220
15062008.09.08 23:20sell5030.061.760500.000000.00000
15072008.09.08 23:20modify5030.061.760501.764791.75350
15082008.09.08 23:40close5020.061.759151.763511.752200.301728.27
15092008.09.08 23:45close5030.061.758701.764791.7535010.801739.07
15102008.09.22 01:50buy5040.061.831850.000000.00000
15112008.09.22 01:50modify5040.061.831851.827311.83885
15122008.09.22 04:05buy5050.061.829100.000000.00000
15132008.09.22 04:05modify5050.061.829101.824791.83610
15142008.09.22 04:10s/l5040.061.827311.827311.83885-27.241711.83
15152008.09.22 04:25buy5060.061.826750.000000.00000
15162008.09.22 04:25modify5060.061.826751.822461.83375
15172008.09.22 05:09t/p5060.061.833751.822461.8337542.001753.83
15182008.09.22 05:10close5050.061.833001.824791.8361023.401777.23
15192008.09.23 00:05buy5070.061.854100.000000.00000
15202008.09.23 00:05modify5070.061.854101.849861.86110
15212008.09.23 00:30close5070.061.857151.849861.8611018.301795.53
15222008.09.23 04:30buy5080.061.854650.000000.00000
15232008.09.23 04:30modify5080.061.854651.850771.86165
15242008.09.23 04:45buy5090.061.854500.000000.00000
15252008.09.23 04:45modify5090.061.854501.850641.86150
15262008.09.23 07:20close5080.061.855651.850771.861656.001801.53
15272008.09.23 07:35close5090.061.856151.850641.861509.901811.43
15282008.09.23 09:45buy5100.061.853700.000000.00000
15292008.09.23 09:45modify5100.061.853701.850241.86070
15302008.09.23 09:55s/l5100.061.850241.850241.86070-20.761790.67
15312008.09.29 16:10sell5110.061.806800.000000.00000
15322008.09.29 16:10modify5110.061.806801.810701.79980
15332008.09.29 16:35close5110.061.804501.810701.7998013.801804.47
15342008.09.29 17:05sell5120.061.807850.000000.00000
15352008.09.29 17:05modify5120.061.807851.811841.80085
15362008.09.29 17:05sell5130.061.807850.000000.00000
15372008.09.29 17:05modify5130.061.807851.811841.80085
15382008.09.29 17:19s/l5120.061.811841.811841.80085-23.941780.53
15392008.09.29 17:19s/l5130.061.811841.811841.80085-23.941756.59
15402008.09.29 17:25sell5140.061.809900.000000.00000
15412008.09.29 17:25modify5140.061.809901.813941.80290
15422008.09.29 17:55sell5150.061.811850.000000.00000
15432008.09.29 17:55modify5150.061.811851.815951.80485
15442008.09.29 18:00close5140.061.809651.813941.802901.501758.09
15452008.09.29 18:05close5150.061.808451.815951.8048520.401778.49
15462008.09.30 23:55sell5160.061.780600.000000.00000
15472008.09.30 23:55modify5160.061.780601.784971.77360
15482008.10.01 00:15sell5170.061.781750.000000.00000
15492008.10.01 00:15modify5170.061.781751.786071.77475
15502008.10.01 01:30close5170.061.781701.786071.774750.301778.79
15512008.10.01 01:35close5160.061.780001.784971.773603.321782.11
15522008.10.02 04:40sell5180.061.772250.000000.00000
15532008.10.02 04:40modify5180.061.772251.776311.76525
15542008.10.02 04:55close5180.061.768451.776311.7652522.801804.91
15552008.10.06 22:30sell5190.061.742600.000000.00000
15562008.10.06 22:30modify5190.061.742601.747361.73560
15572008.10.06 22:50sell5200.061.745650.000000.00000
15582008.10.06 22:50modify5200.061.745651.750421.73865
15592008.10.06 23:35close5200.061.744051.750421.738659.601814.51
15602008.10.07 00:15close5190.061.742251.747361.735601.821816.33
15612008.10.07 03:20sell5210.061.745400.000000.00000
15622008.10.07 03:20modify5210.061.745401.749921.73840
15632008.10.07 03:35sell5220.061.746050.000000.00000
15642008.10.07 03:35modify5220.061.746051.750551.73905
15652008.10.07 03:55close5210.061.744401.749921.738406.001822.33
15662008.10.07 04:00close5220.061.743051.750551.7390518.001840.33
15672008.10.09 05:45sell5230.061.730200.000000.00000
15682008.10.09 05:45modify5230.061.730201.734581.72320
15692008.10.09 06:55close5230.061.728951.734581.723207.501847.83
15702008.10.15 06:15sell5240.061.741650.000000.00000
15712008.10.15 06:15modify5240.061.741651.745641.73465
15722008.10.15 06:35sell5250.061.742650.000000.00000
15732008.10.15 06:35modify5250.061.742651.746591.73565
15742008.10.15 06:41s/l5240.061.745641.745641.73465-23.941823.89
15752008.10.15 06:42s/l5250.061.746591.746591.73565-23.641800.25
15762008.10.15 17:50buy5260.061.751250.000000.00000
15772008.10.15 17:50modify5260.061.751251.747111.75825
15782008.10.15 17:58s/l5260.061.747111.747111.75825-24.841775.41
15792008.10.16 03:50sell5270.061.727000.000000.00000
15802008.10.16 03:50modify5270.061.727001.731351.72000
15812008.10.16 05:01s/l5270.061.731351.731351.72000-26.101749.31
15822008.10.20 22:55sell5280.061.715500.000000.00000
15832008.10.20 22:55modify5280.061.715501.719841.70850
15842008.10.20 23:15close5280.061.714251.719841.708507.501756.81
15852008.10.20 23:30sell5290.061.716000.000000.00000
15862008.10.20 23:30modify5290.061.716001.720311.70900
15872008.10.20 23:55close5290.061.713851.720311.7090012.901769.71
15882008.10.21 00:15sell5300.061.717550.000000.00000
15892008.10.21 00:15modify5300.061.717551.721821.71055
15902008.10.21 00:20sell5310.061.718000.000000.00000
15912008.10.21 00:20modify5310.061.718001.722271.71100
15922008.10.21 00:40close5310.061.716751.722271.711007.501777.21
15932008.10.21 01:10close5300.061.714401.721821.7105518.901796.11
15942008.10.24 16:45sell5320.061.567400.000000.00000
15952008.10.24 16:45modify5320.061.567401.573861.56040
15962008.10.24 16:48s/l5320.061.573861.573861.56040-38.761757.35
15972008.10.24 16:50sell5330.061.572500.000000.00000
15982008.10.24 16:50modify5330.061.572501.579011.56550
15992008.10.24 16:58s/l5330.061.579011.579011.56550-39.061718.29
16002008.10.24 17:10sell5340.061.577950.000000.00000
16012008.10.24 17:10modify5340.061.577951.584581.57095
16022008.10.24 17:29t/p5340.061.570951.584581.5709542.001760.29
16032008.10.27 17:55sell5350.061.550450.000000.00000
16042008.10.27 17:55modify5350.061.550451.556611.54345
16052008.10.27 18:56s/l5350.061.556611.556611.54345-36.961723.33
16062008.11.03 03:25sell5360.061.612650.000000.00000
16072008.11.03 03:25modify5360.061.612651.617911.60565
16082008.11.03 03:30sell5370.061.615500.000000.00000
16092008.11.03 03:30modify5370.061.615501.620761.60850
16102008.11.03 03:30s/l5360.061.617911.617911.60565-31.561691.77
16112008.11.03 03:47s/l5370.061.620761.620761.60850-31.561660.21
16122008.11.04 04:20sell5380.061.581850.000000.00000
16132008.11.04 04:20modify5380.061.581851.586471.57485
16142008.11.04 04:45close5380.061.579701.586471.5748512.901673.11
16152008.11.06 08:00sell5390.061.585550.000000.00000
16162008.11.06 08:00modify5390.061.585551.589671.57855
16172008.11.06 08:10close5390.061.582251.589671.5785519.801692.91
16182008.11.06 09:20sell5400.061.587100.000000.00000
16192008.11.06 09:20modify5400.061.587101.591061.58010
16202008.11.06 09:25close5400.061.584101.591061.5801018.001710.91
16212008.11.07 04:30sell5410.061.561300.000000.00000
16222008.11.07 04:30modify5410.061.561301.566361.55430
16232008.11.07 04:50sell5420.061.564100.000000.00000
16242008.11.07 04:50modify5420.061.564101.569111.55710
16252008.11.07 05:10close5410.061.560951.566361.554302.101713.01
16262008.11.07 05:15close5420.061.561151.569111.5571017.701730.71
16272008.11.07 05:55sell5430.061.566500.000000.00000
16282008.11.07 05:55modify5430.061.566501.571301.55950
16292008.11.07 06:41s/l5430.061.571301.571301.55950-28.801701.91
16302008.11.11 01:30sell5440.061.565200.000000.00000
16312008.11.11 01:30modify5440.061.565201.569701.55820
16322008.11.11 02:00close5440.061.563251.569701.5582011.701713.61
16332008.11.11 21:30sell5450.061.546900.000000.00000
16342008.11.11 21:30modify5450.061.546901.551821.53990
16352008.11.11 21:35close5450.061.545301.551821.539909.601723.21
16362008.11.12 03:20sell5460.061.543600.000000.00000
16372008.11.12 03:20modify5460.061.543601.548051.53660
16382008.11.12 03:25sell5470.061.544350.000000.00000
16392008.11.12 03:25modify5470.061.544351.548801.53735
16402008.11.12 03:50sell5480.061.545050.000000.00000
16412008.11.12 03:50modify5480.061.545051.549491.53805
16422008.11.12 04:15close5480.061.544151.549491.538055.401728.61
16432008.11.12 04:25close5460.061.543651.548051.53660-0.301728.31
16442008.11.12 05:30close5470.061.540051.548801.5373525.801754.11
16452008.11.13 05:25sell5490.061.495500.000000.00000
16462008.11.13 05:25modify5490.061.495501.500351.48850
16472008.11.13 05:30sell5500.061.496300.000000.00000
16482008.11.13 05:30modify5500.061.496301.501131.48930
16492008.11.13 06:05close5500.061.494051.501131.4893013.501767.61
16502008.11.13 06:15close5490.061.491451.500351.4885024.301791.91
16512008.11.13 22:55sell5510.061.483250.000000.00000
16522008.11.13 22:55modify5510.061.483251.488861.47625
16532008.11.13 23:00s/l5510.061.488861.488861.47625-33.661758.25
16542008.11.17 06:10sell5520.061.477200.000000.00000
16552008.11.17 06:10modify5520.061.477201.482231.47020
16562008.11.17 07:35close5520.061.471901.482231.4702031.801790.05
16572008.11.20 14:50sell5530.061.490750.000000.00000
16582008.11.20 14:50modify5530.061.490751.494751.48375
16592008.11.20 15:30close5530.061.488201.494751.4837515.301805.35
16602008.11.20 20:35sell5540.061.482500.000000.00000
16612008.11.20 20:35modify5540.061.482501.487341.47550
16622008.11.20 20:40close5540.061.481451.487341.475506.301811.65
16632008.11.21 06:05sell5550.061.477900.000000.00000
16642008.11.21 06:05modify5550.061.477901.482271.47090
16652008.11.21 06:10sell5560.061.477700.000000.00000
16662008.11.21 06:10modify5560.061.477701.482061.47070
16672008.11.21 06:24s/l5560.061.482061.482061.47070-26.161785.49
16682008.11.21 06:24s/l5550.061.482271.482271.47090-26.221759.27
16692008.12.01 21:55sell5570.061.492500.000000.00000
16702008.12.01 21:55modify5570.061.492501.497151.48550
16712008.12.01 22:25close5570.061.488501.497151.4855024.001783.27
16722008.12.03 16:40sell5580.061.478650.000000.00000
16732008.12.03 16:40modify5580.061.478651.482961.47165
16742008.12.03 16:50close5580.061.476451.482961.4716513.201796.47
16752008.12.03 17:55sell5590.061.481800.000000.00000
16762008.12.03 17:55modify5590.061.481801.486281.47480
16772008.12.03 18:22t/p5590.061.474801.486281.4748042.001838.47
16782008.12.03 23:05sell5600.061.477250.000000.00000
16792008.12.03 23:05modify5600.061.477251.481981.47025
16802008.12.04 00:45close5600.061.476801.481981.470251.871840.34
16812008.12.15 22:10buy5610.061.525100.000000.00000
16822008.12.15 22:10modify5610.061.525101.520601.53210
16832008.12.15 22:40close5610.061.528651.520601.5321021.301861.64
16842008.12.17 09:35buy5620.061.557700.000000.00000
16852008.12.17 09:35modify5620.061.557701.553251.56470
16862008.12.17 09:40buy5630.061.557050.000000.00000
16872008.12.17 09:40modify5630.061.557051.552591.56405
16882008.12.17 10:25close5630.061.562301.552591.5640531.501893.14
16892008.12.17 11:29s/l5620.061.553251.553251.56470-26.701866.44
16902008.12.19 03:35sell5640.061.511600.000000.00000
16912008.12.19 03:35modify5640.061.511601.517081.50460
16922008.12.19 03:55sell5650.061.513000.000000.00000
16932008.12.19 03:55modify5650.061.513001.518441.50600
16942008.12.19 03:55sell5660.061.513000.000000.00000
16952008.12.19 03:55modify5660.061.513001.518441.50600
16962008.12.19 04:05s/l5640.061.517081.517081.50460-32.881833.56
16972008.12.19 04:08s/l5650.061.518441.518441.50600-32.641800.92
16982008.12.19 04:08s/l5660.061.518441.518441.50600-32.641768.28

谈论 99% Tick Quality Standard GBPUSD 2007 - 2008 回测

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