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) 2009.01.01 22:02 - 2010.12.31 21:59 (2009.01.01 - 2009.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMine=">>> Mine Settings <<<"; Risk=1; FixLot=0.01; MaxOpenTrades=8; AgressiveTrade=false; GMT=">>> GMT Settings <<<"; AutoGMT=false; SummerGMT=3; WinterGMT=2; Other=">>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; RecoveryMode=false; MaxSpread=2; Slippage=1; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5;
Bars in test147715Ticks modelled38034212Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit1027.03Gross profit2433.68Gross loss-1406.65
Profit factor1.73Expected payoff3.00
Absolute drawdown68.09Maximal drawdown184.82 (8.59%)Relative drawdown11.93% (126.27)
Total trades342Short positions (won %)93 (73.12%)Long positions (won %)249 (77.11%)
Profit trades (% of total)260 (76.02%)Loss trades (% of total)82 (23.98%)
Largestprofit trade35.00loss trade-29.25
Averageprofit trade9.36loss trade-17.15
Maximumconsecutive wins (profit in money)26 (259.62)consecutive losses (loss in money)5 (-120.19)
Maximalconsecutive profit (count of wins)259.62 (26)consecutive loss (count of losses)-120.19 (5)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.06 03:05buy10.031.465350.000000.00000
22009.01.06 03:05modify10.031.465351.461181.47235
32009.01.06 03:05buy20.031.465350.000000.00000
42009.01.06 03:05modify20.031.465351.461181.47235
52009.01.06 06:10close20.031.467101.461181.472355.251005.25
62009.01.06 06:30buy30.031.463500.000000.00000
72009.01.06 06:30modify30.031.463501.459711.47050
82009.01.06 06:32s/l10.031.461181.461181.47235-12.51992.74
92009.01.06 06:44s/l30.031.459711.459711.47050-11.37981.37
102009.01.07 00:35buy40.031.488650.000000.00000
112009.01.07 00:35modify40.031.488651.483961.49565
122009.01.07 01:10close40.031.492551.483961.4956511.70993.07
132009.01.07 03:05buy50.031.488700.000000.00000
142009.01.07 03:05modify50.031.488701.484271.49570
152009.01.07 03:20buy60.031.487700.000000.00000
162009.01.07 03:20modify60.031.487701.483291.49470
172009.01.07 03:20buy70.031.487700.000000.00000
182009.01.07 03:20modify70.031.487701.483291.49470
192009.01.07 05:00buy80.031.486800.000000.00000
202009.01.07 05:00modify80.031.486801.482531.49380
212009.01.07 05:15close60.031.490601.483291.494708.701001.77
222009.01.07 05:15close80.031.490601.482531.4938011.401013.17
232009.01.07 05:15close50.031.490601.484271.495705.701018.87
242009.01.07 05:20close70.031.491551.483291.4947011.551030.42
252009.01.07 21:35buy90.031.511850.000000.00000
262009.01.07 21:35modify90.031.511851.506911.51885
272009.01.08 00:00buy100.031.509050.000000.00000
282009.01.08 00:00modify100.031.509051.504271.51605
292009.01.08 00:35close90.031.513801.506911.518855.681036.10
302009.01.08 00:40close100.031.513551.504271.5160513.501049.60
312009.01.08 01:30buy110.031.509600.000000.00000
322009.01.08 01:30modify110.031.509601.505001.51660
332009.01.08 01:55buy120.031.506800.000000.00000
342009.01.08 01:55modify120.031.506801.502231.51380
352009.01.08 02:02s/l110.031.505001.505001.51660-13.801035.80
362009.01.08 07:00close120.031.507651.502231.513802.551038.35
372009.01.09 05:00buy130.031.518050.000000.00000
382009.01.09 05:00modify130.031.518051.513831.52505
392009.01.09 05:30buy140.031.517350.000000.00000
402009.01.09 05:30modify140.031.517351.513231.52435
412009.01.09 07:11close130.031.518851.513831.525052.401040.75
422009.01.09 07:15close140.031.519351.513231.524356.001046.75
432009.01.14 03:05sell150.031.454550.000000.00000
442009.01.14 03:05modify150.031.454551.458811.44755
452009.01.14 04:57s/l150.031.458811.458811.44755-12.781033.97
462009.01.14 05:00sell160.031.459600.000000.00000
472009.01.14 05:00modify160.031.459601.463641.45260
482009.01.14 05:55close160.031.455001.463641.4526013.801047.77
492009.01.16 17:00buy170.031.490050.000000.00000
502009.01.16 17:00modify170.031.490051.485731.49705
512009.01.16 17:00buy180.031.490050.000000.00000
522009.01.16 17:00modify180.031.490051.485731.49705
532009.01.16 17:02s/l170.031.485731.485731.49705-12.961034.81
542009.01.16 17:02s/l180.031.485731.485731.49705-12.961021.85
552009.01.16 17:20buy190.031.482200.000000.00000
562009.01.16 17:20modify190.031.482201.477821.48920
572009.01.16 18:37s/l190.031.477821.477821.48920-13.141008.71
582009.01.20 19:00sell200.031.401950.000000.00000
592009.01.20 19:00modify200.031.401951.407471.39495
602009.01.20 19:20sell210.031.404350.000000.00000
612009.01.20 19:20modify210.031.404351.409871.39735
622009.01.20 19:40close200.031.400101.407471.394955.551014.26
632009.01.20 19:50close210.031.402101.409871.397356.751021.01
642009.01.21 03:55sell220.031.390550.000000.00000
652009.01.21 03:55modify220.031.390551.395051.38355
662009.01.21 04:05sell230.031.394150.000000.00000
672009.01.21 04:05modify230.031.394151.398631.38715
682009.01.21 04:10sell240.031.393550.000000.00000
692009.01.21 04:10modify240.031.393551.398021.38655
702009.01.21 04:12s/l220.031.395051.395051.38355-13.501007.51
712009.01.21 04:33s/l240.031.398021.398021.38655-13.41994.10
722009.01.21 04:41s/l230.031.398631.398631.38715-13.44980.66
732009.01.21 16:20sell250.031.381050.000000.00000
742009.01.21 16:20modify250.031.381051.385611.37405
752009.01.21 16:40sell260.031.381950.000000.00000
762009.01.21 16:40modify260.031.381951.386561.37495
772009.01.21 16:55s/l250.031.385611.385611.37405-13.68966.98
782009.01.21 17:10close260.031.381101.386561.374952.55969.53
792009.01.23 16:10sell270.031.364550.000000.00000
802009.01.23 16:10modify270.031.364551.369281.35755
812009.01.23 16:14s/l270.031.369281.369281.35755-14.19955.34
822009.01.23 16:15sell280.031.369850.000000.00000
832009.01.23 16:15modify280.031.369851.374591.36285
842009.01.23 17:00t/p280.031.362851.374591.3628521.00976.34
852009.01.27 14:00buy290.031.406100.000000.00000
862009.01.27 14:00modify290.031.406101.401521.41310
872009.01.27 17:35close290.031.410251.401521.4131012.45988.79
882009.01.27 23:30buy300.031.412650.000000.00000
892009.01.27 23:30modify300.031.412651.408021.41965
902009.01.28 00:25close300.031.415301.408021.419657.89996.68
912009.01.28 03:05buy310.031.413050.000000.00000
922009.01.28 03:05modify310.031.413051.408801.42005
932009.01.28 03:30close310.031.416851.408801.4200511.401008.08
942009.01.28 16:45buy320.031.425300.000000.00000
952009.01.28 16:45modify320.031.425301.420771.43230
962009.01.28 17:40close320.031.431051.420771.4323017.251025.33
972009.01.30 01:05buy330.031.426950.000000.00000
982009.01.30 01:05modify330.031.426951.422481.43395
992009.01.30 01:20buy340.031.426450.000000.00000
1002009.01.30 01:20modify340.031.426451.422031.43345
1012009.01.30 02:53s/l330.031.422481.422481.43395-13.411011.92
1022009.01.30 02:53s/l340.031.422031.422031.43345-13.26998.66
1032009.02.02 01:50buy350.031.440800.000000.00000
1042009.02.02 01:50modify350.031.440801.436041.44780
1052009.02.02 04:57s/l350.031.436041.436041.44780-14.28984.38
1062009.02.02 17:20sell360.031.421300.000000.00000
1072009.02.02 17:20modify360.031.421301.425651.41430
1082009.02.02 17:45close360.031.416151.425651.4143015.45999.83
1092009.02.04 03:00buy370.031.438850.000000.00000
1102009.02.04 03:00modify370.031.438851.434531.44585
1112009.02.04 03:15buy380.031.438500.000000.00000
1122009.02.04 03:15modify380.031.438501.434201.44550
1132009.02.04 07:05close370.031.440151.434531.445853.901003.73
1142009.02.04 07:10close380.031.440901.434201.445507.201010.93
1152009.02.04 20:55buy390.031.444800.000000.00000
1162009.02.04 20:55modify390.031.444801.440061.45180
1172009.02.04 21:15buy400.031.443500.000000.00000
1182009.02.04 21:15modify400.031.443501.438701.45050
1192009.02.04 23:50close390.031.447151.440061.451807.051017.98
1202009.02.04 23:55close400.031.446751.438701.450509.751027.73
1212009.02.06 00:00buy410.031.461150.000000.00000
1222009.02.06 00:00modify410.031.461151.456501.46815
1232009.02.06 01:15close410.031.463351.456501.468156.601034.33
1242009.02.06 04:55buy420.031.460250.000000.00000
1252009.02.06 04:55modify420.031.460251.456291.46725
1262009.02.06 06:10close420.031.462001.456291.467255.251039.58
1272009.02.09 03:30buy430.031.478900.000000.00000
1282009.02.09 03:30modify430.031.478901.474441.48590
1292009.02.09 03:50buy440.031.476500.000000.00000
1302009.02.09 03:50modify440.031.476501.472041.48350
1312009.02.09 04:46s/l430.031.474441.474441.48590-13.381026.20
1322009.02.09 08:02s/l440.031.472041.472041.48350-13.381012.82
1332009.02.09 21:30buy450.031.489900.000000.00000
1342009.02.09 21:30modify450.031.489901.485381.49690
1352009.02.10 00:00buy460.031.489650.000000.00000
1362009.02.10 00:00modify460.031.489651.485301.49665
1372009.02.10 00:20buy470.031.489050.000000.00000
1382009.02.10 00:20modify470.031.489051.484731.49605
1392009.02.10 01:58s/l450.031.485381.485381.49690-13.62999.20
1402009.02.10 01:58s/l460.031.485301.485301.49665-13.05986.15
1412009.02.10 02:16s/l470.031.484731.484731.49605-12.96973.19
1422009.02.12 17:50sell480.031.426300.000000.00000
1432009.02.12 17:50modify480.031.426301.430571.41930
1442009.02.12 18:15close480.031.422801.430571.4193010.50983.69
1452009.02.23 17:00buy490.031.457050.000000.00000
1462009.02.23 17:00modify490.031.457051.452941.46405
1472009.02.23 17:05buy500.031.455600.000000.00000
1482009.02.23 17:05modify500.031.455601.451481.46260
1492009.02.23 18:31s/l490.031.452941.452941.46405-12.33971.36
1502009.02.23 19:38s/l500.031.451481.451481.46260-12.36959.00
1512009.02.23 19:40buy510.031.452550.000000.00000
1522009.02.23 19:40modify510.031.452551.448261.45955
1532009.02.23 21:07s/l510.031.448261.448261.45955-12.87946.13
1542009.02.24 08:50buy520.031.452700.000000.00000
1552009.02.24 08:50modify520.031.452701.449161.45970
1562009.02.24 08:58s/l520.031.449161.449161.45970-10.62935.51
1572009.02.25 06:00buy530.031.450700.000000.00000
1582009.02.25 06:00modify530.031.450701.446991.45770
1592009.02.25 06:55close530.031.454451.446991.4577011.25946.76
1602009.02.26 03:00sell540.031.425250.000000.00000
1612009.02.26 03:00modify540.031.425251.429251.41825
1622009.02.26 03:15sell550.031.428400.000000.00000
1632009.02.26 03:15modify550.031.428401.432381.42140
1642009.02.26 03:17s/l540.031.429251.429251.41825-12.00934.76
1652009.02.26 05:10close550.031.424651.432381.4214011.25946.01
1662009.02.27 06:50sell560.031.429300.000000.00000
1672009.02.27 06:50modify560.031.429301.432691.42230
1682009.02.27 07:40close560.031.428801.432691.422301.50947.51
1692009.03.02 22:15sell570.031.407000.000000.00000
1702009.03.02 22:15modify570.031.407001.411271.40000
1712009.03.02 22:50close570.031.404651.411271.400007.05954.56
1722009.03.09 01:55sell580.031.415450.000000.00000
1732009.03.09 01:55modify580.031.415451.419581.40845
1742009.03.09 02:55close580.031.415301.419581.408450.45955.01
1752009.03.10 03:00sell590.031.381600.000000.00000
1762009.03.10 03:00modify590.031.381601.385431.37460
1772009.03.10 03:20sell600.031.383100.000000.00000
1782009.03.10 03:20modify600.031.383101.386891.37610
1792009.03.10 03:40close600.031.382251.386891.376102.55957.56
1802009.03.10 03:50close590.031.381351.385431.374600.75958.31
1812009.03.10 05:10sell610.031.384850.000000.00000
1822009.03.10 05:10modify610.031.384851.388431.37785
1832009.03.10 06:10close610.031.382251.388431.377857.80966.11
1842009.03.11 00:50sell620.031.377300.000000.00000
1852009.03.11 00:50modify620.031.377301.381321.37030
1862009.03.11 01:15close620.031.376301.381321.370303.00969.11
1872009.03.11 01:35sell630.031.377850.000000.00000
1882009.03.11 01:35modify630.031.377851.381811.37085
1892009.03.11 01:50close630.031.377201.381811.370851.95971.06
1902009.03.11 01:55sell640.031.378800.000000.00000
1912009.03.11 01:55modify640.031.378801.382711.37180
1922009.03.11 01:55sell650.031.378800.000000.00000
1932009.03.11 01:55modify650.031.378801.382711.37180
1942009.03.11 02:55close640.031.378301.382711.371801.50972.56
1952009.03.11 03:20close650.031.376301.382711.371807.50980.06
1962009.03.12 14:05sell660.031.380850.000000.00000
1972009.03.12 14:05modify660.031.380851.384911.37385
1982009.03.12 14:45close660.031.380551.384911.373850.90980.96
1992009.03.16 16:10buy670.031.411750.000000.00000
2002009.03.16 16:10modify670.031.411751.407831.41875
2012009.03.16 16:13s/l670.031.407831.407831.41875-11.76969.20
2022009.03.17 19:05sell680.031.403000.000000.00000
2032009.03.17 19:05modify680.031.403001.407061.39600
2042009.03.17 19:55close680.031.402351.407061.396001.95971.15
2052009.03.18 14:50sell690.031.397400.000000.00000
2062009.03.18 14:50modify690.031.397401.401111.39040
2072009.03.18 15:40close690.031.396801.401111.390401.80972.95
2082009.03.19 04:05buy700.031.420700.000000.00000
2092009.03.19 04:05modify700.031.420701.416341.42770
2102009.03.19 04:40buy710.031.418500.000000.00000
2112009.03.19 04:40modify710.031.418501.414151.42550
2122009.03.19 05:31s/l700.031.416341.416341.42770-13.08959.87
2132009.03.19 07:35close710.031.422851.414151.4255013.05972.92
2142009.03.19 20:55buy720.031.449550.000000.00000
2152009.03.19 20:55modify720.031.449551.444971.45655
2162009.03.19 22:20buy730.031.449050.000000.00000
2172009.03.19 22:20modify730.031.449051.444541.45605
2182009.03.20 00:40close720.031.451201.444971.456554.89977.81
2192009.03.20 01:20buy740.031.448250.000000.00000
2202009.03.20 01:20modify740.031.448251.443961.45525
2212009.03.20 02:10close730.031.450551.444541.456054.44982.25
2222009.03.20 02:20close740.031.450501.443961.455256.75989.00
2232009.03.20 03:25buy750.031.447650.000000.00000
2242009.03.20 03:25modify750.031.447651.443601.45465
2252009.03.20 03:45buy760.031.446550.000000.00000
2262009.03.20 03:45modify760.031.446551.442571.45355
2272009.03.20 05:15close750.031.450351.443601.454658.10997.10
2282009.03.20 05:20close760.031.450001.442571.4535510.351007.45
2292009.03.20 06:30buy770.031.446500.000000.00000
2302009.03.20 06:30modify770.031.446501.442901.45350
2312009.03.20 08:45s/l770.031.442901.442901.45350-10.80996.65
2322009.03.24 08:55buy780.031.466300.000000.00000
2332009.03.24 08:55modify780.031.466301.462861.47330
2342009.03.24 09:29s/l780.031.462861.462861.47330-10.32986.33
2352009.03.24 09:30buy790.031.463150.000000.00000
2362009.03.24 09:30modify790.031.463151.459671.47015
2372009.03.24 10:45close790.031.468551.459671.4701516.201002.53
2382009.03.24 21:35buy800.031.468200.000000.00000
2392009.03.24 21:35modify800.031.468201.463681.47520
2402009.03.25 00:35close800.031.469451.463681.475203.691006.23
2412009.03.27 16:20sell810.031.435300.000000.00000
2422009.03.27 16:20modify810.031.435301.439231.42830
2432009.03.27 16:25close810.031.432651.439231.428307.951014.18
2442009.03.30 14:25sell820.031.418450.000000.00000
2452009.03.30 14:25modify820.031.418451.422131.41145
2462009.03.30 14:35sell830.031.420450.000000.00000
2472009.03.30 14:35modify830.031.420451.424141.41345
2482009.03.30 15:55close820.031.418501.422131.41145-0.151014.03
2492009.03.30 16:20close830.031.416801.424141.4134510.951024.98
2502009.04.01 16:25buy840.031.436200.000000.00000
2512009.04.01 16:25modify840.031.436201.432381.44320
2522009.04.01 18:05close840.031.438501.432381.443206.901031.88
2532009.04.02 22:40buy850.031.469800.000000.00000
2542009.04.02 22:40modify850.031.469801.465461.47680
2552009.04.02 23:15close850.031.472301.465461.476807.501039.38
2562009.04.03 05:00buy860.031.470100.000000.00000
2572009.04.03 05:00modify860.031.470101.466311.47710
2582009.04.03 05:20buy870.031.469200.000000.00000
2592009.04.03 05:20modify870.031.469201.465511.47620
2602009.04.03 06:00close860.031.473151.466311.477109.151048.53
2612009.04.03 06:55close870.031.473251.465511.4762012.151060.68
2622009.04.03 08:00buy880.041.469250.000000.00000
2632009.04.03 08:00modify880.041.469251.465811.47625
2642009.04.03 08:15buy890.041.468650.000000.00000
2652009.04.03 08:15modify890.041.468651.465231.47565
2662009.04.03 09:27s/l880.041.465811.465811.47625-13.761046.92
2672009.04.03 09:28s/l890.041.465231.465231.47565-13.681033.24
2682009.04.06 09:05buy900.031.491400.000000.00000
2692009.04.06 09:05modify900.031.491401.487901.49840
2702009.04.06 09:10buy910.031.489350.000000.00000
2712009.04.06 09:10modify910.031.489351.485851.49635
2722009.04.06 09:35close900.031.492851.487901.498404.351037.59
2732009.04.06 09:35close910.031.492851.485851.4963510.501048.09
2742009.04.14 03:50buy920.031.483600.000000.00000
2752009.04.14 03:50modify920.031.483601.480161.49060
2762009.04.14 03:55close920.031.485051.480161.490604.351052.44
2772009.04.14 04:55buy930.041.483050.000000.00000
2782009.04.14 04:55modify930.041.483051.479591.49005
2792009.04.14 05:20close930.041.484701.479591.490056.601059.04
2802009.04.14 09:20buy940.041.484800.000000.00000
2812009.04.14 09:20modify940.041.484801.481521.49180
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5732009.07.10 09:20close1910.051.630601.624911.6350512.751596.81
5742009.07.13 14:25sell1920.051.611900.000000.00000
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5762009.07.13 14:55close1920.051.610401.615511.604907.501604.31
5772009.07.14 04:35buy1930.051.623850.000000.00000
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5792009.07.14 06:55close1930.051.625601.620281.630858.751613.06
5802009.07.14 08:15buy1940.051.624200.000000.00000
5812009.07.14 08:15modify1940.051.624201.620991.63120
5822009.07.14 08:25close1940.051.624701.620991.631202.501615.56
5832009.07.14 08:35buy1950.051.623950.000000.00000
5842009.07.14 08:35modify1950.051.623951.620741.63095
5852009.07.14 09:00close1950.051.625401.620741.630957.251622.81
5862009.07.14 17:40buy1960.051.627550.000000.00000
5872009.07.14 17:40modify1960.051.627551.623701.63455
5882009.07.14 17:40buy1970.051.627550.000000.00000
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5902009.07.14 18:40close1960.051.631051.623701.6345517.501640.31
5912009.07.14 18:40close1970.051.631051.623701.6345517.501657.81
5922009.07.15 19:25buy1980.061.641300.000000.00000
5932009.07.15 19:25modify1980.061.641301.637521.64830
5942009.07.15 20:40close1980.061.643051.637521.6483010.501668.31
5952009.07.16 03:55buy1990.061.640500.000000.00000
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5972009.07.16 09:15close1990.061.641551.637031.647506.301674.61
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5992009.07.20 00:01modify2000.061.631651.627841.63865
6002009.07.20 00:50close2000.061.634001.627841.6386514.101688.71
6012009.07.20 16:45buy2010.061.649850.000000.00000
6022009.07.20 16:45modify2010.061.649851.646311.65685
6032009.07.20 16:50buy2020.061.649000.000000.00000
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6052009.07.20 17:34s/l2010.061.646311.646311.65685-21.241667.47
6062009.07.20 17:34s/l2020.061.645451.645451.65600-21.301646.17
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6092009.07.20 17:35buy2040.051.645950.000000.00000
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6112009.07.20 19:10close2040.051.650701.642331.6529523.751669.92
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6152009.07.21 03:20buy2060.061.651500.000000.00000
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6172009.07.21 03:20buy2070.061.651500.000000.00000
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6192009.07.21 06:55close2070.061.651751.648171.658501.501701.17
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6212009.07.21 07:40close2050.061.652401.648901.659250.901706.27
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6232009.07.21 08:05modify2080.061.650251.647251.65725
6242009.07.21 09:32s/l2080.061.647251.647251.65725-18.001688.27
6252009.07.23 03:00buy2090.061.644850.000000.00000
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6272009.07.23 03:15buy2100.061.644300.000000.00000
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6292009.07.23 03:20buy2110.061.644350.000000.00000
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6312009.07.23 04:10close2110.061.646101.640921.6513510.501698.77
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6332009.07.23 04:15close2100.061.646101.640861.6513010.801717.07
6342009.07.23 16:00buy2120.061.648700.000000.00000
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6362009.07.23 17:10close2120.061.650251.645211.655709.301726.37
6372009.07.28 01:20buy2130.061.648200.000000.00000
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6392009.07.28 06:30close2130.061.648801.644831.655203.601729.97
6402009.07.28 14:00buy2140.061.650650.000000.00000
6412009.07.28 14:00modify2140.061.650651.647391.65765
6422009.07.28 14:56s/l2140.061.647391.647391.65765-19.561710.41
6432009.07.30 16:40buy2150.061.647350.000000.00000
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6452009.07.30 17:00close2150.061.649101.643781.6543510.501720.91
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6482009.07.30 23:05buy2170.061.648000.000000.00000
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6502009.07.31 00:05close2170.061.649751.644291.6550010.381731.30
6512009.07.31 00:05close2160.061.649751.644831.655557.081738.38
6522009.07.31 14:45buy2180.061.653650.000000.00000
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6602009.08.04 08:20buy2210.061.693050.000000.00000
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6622009.08.04 09:25close2210.061.695601.689861.7000515.301746.78
6632009.08.04 09:25close2200.061.695601.690181.7004013.201759.98
6642009.08.05 07:35buy2220.061.693450.000000.00000
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6662009.08.05 09:09s/l2220.061.690381.690381.70045-18.421741.56
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6722009.08.06 01:45close2240.061.700501.694761.7054511.951770.31
6732009.08.06 03:30buy2250.061.698750.000000.00000
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6822009.08.11 09:35sell2280.061.650050.000000.00000
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7032009.08.26 06:55sell2350.061.633200.000000.00000
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8532009.10.22 05:55buy2850.071.660250.000000.00000
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8602009.10.23 08:20modify2870.071.663601.660501.67060
8612009.10.23 08:25buy2880.071.663300.000000.00000
8622009.10.23 08:25modify2880.071.663301.660201.67030
8632009.10.23 09:45close2880.071.664701.660201.670309.802037.25
8642009.10.23 09:45close2870.071.664701.660501.670607.702044.95
8652009.10.28 22:00buy2890.071.637750.000000.00000
8662009.10.28 22:00modify2890.071.637751.633851.64475
8672009.10.29 00:25close2890.071.640201.633851.6447516.742061.69
8682009.10.29 21:35buy2900.071.653550.000000.00000
8692009.10.29 21:35modify2900.071.653551.649661.66055
8702009.10.29 21:45buy2910.071.652700.000000.00000
8712009.10.29 21:45modify2910.071.652701.648821.65970
8722009.10.29 23:05close2900.071.654901.649661.660559.452071.14
8732009.10.29 23:15close2910.071.655551.648821.6597019.952091.09
8742009.10.30 07:45buy2920.071.655350.000000.00000
8752009.10.30 07:45modify2920.071.655351.652341.66235
8762009.10.30 07:50buy2930.071.653950.000000.00000
8772009.10.30 07:50modify2930.071.653951.650941.66095
8782009.10.30 08:15buy2940.071.653450.000000.00000
8792009.10.30 08:15modify2940.071.653451.650461.66045
8802009.10.30 09:35close2920.071.656851.652341.6623510.502101.59
8812009.10.30 09:35close2930.071.656851.650941.6609520.302121.89
8822009.10.30 09:40close2940.071.655851.650461.6604516.802138.69
8832009.11.04 04:20buy2950.071.640300.000000.00000
8842009.11.04 04:20modify2950.071.640301.636841.64730
8852009.11.04 06:15close2950.071.641451.636841.647308.052146.74
8862009.11.05 01:10buy2960.071.655200.000000.00000
8872009.11.05 01:10modify2960.071.655201.651571.66220
8882009.11.05 03:00buy2970.071.653100.000000.00000
8892009.11.05 03:00modify2970.071.653101.649541.66010
8902009.11.05 03:02s/l2960.071.651571.651571.66220-25.412121.33
8912009.11.05 05:42s/l2970.071.649541.649541.66010-24.922096.41
8922009.11.06 14:25buy2980.071.659050.000000.00000
8932009.11.06 14:25modify2980.071.659051.655961.66605
8942009.11.06 15:30s/l2980.071.655961.655961.66605-21.632074.78
8952009.11.09 17:15buy2990.071.675950.000000.00000
8962009.11.09 17:15modify2990.071.675951.672521.68295
8972009.11.09 17:35buy3000.071.674850.000000.00000
8982009.11.09 17:35modify3000.071.674851.671391.68185
8992009.11.09 18:41s/l2990.071.672521.672521.68295-24.012050.77
9002009.11.09 19:01s/l3000.071.671391.671391.68185-24.222026.55
9012009.11.10 03:35buy3010.071.675150.000000.00000
9022009.11.10 03:35modify3010.071.675151.671921.68215
9032009.11.10 05:55close3010.071.676151.671921.682157.002033.55
9042009.11.11 03:15buy3020.071.672050.000000.00000
9052009.11.11 03:15modify3020.071.672051.668771.67905
9062009.11.11 03:15buy3030.071.672050.000000.00000
9072009.11.11 03:15modify3030.071.672051.668771.67905
9082009.11.11 04:05close3020.071.673951.668771.6790513.302046.85
9092009.11.11 04:05close3030.071.673951.668771.6790513.302060.15
9102009.11.13 16:05buy3040.071.665750.000000.00000
9112009.11.13 16:05modify3040.071.665751.662521.67275
9122009.11.13 16:30buy3050.071.665350.000000.00000
9132009.11.13 16:30modify3050.071.665351.662091.67235
9142009.11.13 17:00s/l3040.071.662521.662521.67275-22.612037.54
9152009.11.13 17:55close3050.071.667201.662091.6723512.952050.49
9162009.11.16 04:50buy3060.071.669550.000000.00000
9172009.11.16 04:50modify3060.071.669551.666181.67655
9182009.11.16 06:10close3060.071.670951.666181.676559.802060.29
9192009.11.17 03:20buy3070.071.681950.000000.00000
9202009.11.17 03:20modify3070.071.681951.678701.68895
9212009.11.17 03:35buy3080.071.681500.000000.00000
9222009.11.17 03:35modify3080.071.681501.678261.68850
9232009.11.17 03:35buy3090.071.681500.000000.00000
9242009.11.17 03:35modify3090.071.681501.678261.68850
9252009.11.17 04:20buy3100.071.680350.000000.00000
9262009.11.17 04:20modify3100.071.680351.677121.68735
9272009.11.17 06:45close3080.071.682051.678261.688503.852064.14
9282009.11.17 06:45close3100.071.682051.677121.6873511.902076.04
9292009.11.17 06:45close3070.071.682051.678701.688950.702076.74
9302009.11.17 06:50close3090.071.682401.678261.688506.302083.04
9312009.11.19 19:00sell3110.071.665550.000000.00000
9322009.11.19 19:00modify3110.071.665551.669081.65855
9332009.11.19 19:45close3110.071.665001.669081.658553.852086.89
9342009.11.24 06:55sell3120.071.658300.000000.00000
9352009.11.24 06:55modify3120.071.658301.661251.65130
9362009.11.24 07:40close3120.071.656901.661251.651309.802096.69
9372009.11.24 14:10sell3130.071.655450.000000.00000
9382009.11.24 14:10modify3130.071.655451.658691.64845
9392009.11.24 14:27s/l3130.071.658691.658691.64845-22.682074.01
9402009.11.25 16:35buy3140.071.668750.000000.00000
9412009.11.25 16:35modify3140.071.668751.665391.67575
9422009.11.25 16:50buy3150.071.667750.000000.00000
9432009.11.25 16:50modify3150.071.667751.664361.67475
9442009.11.25 17:25s/l3140.071.665391.665391.67575-23.522050.49
9452009.11.25 17:58s/l3150.071.664361.664361.67475-23.732026.76
9462009.11.26 04:15buy3160.071.669500.000000.00000
9472009.11.26 04:15modify3160.071.669501.666271.67650
9482009.11.26 04:45close3160.071.670751.666271.676508.752035.51
9492009.11.26 23:40sell3170.071.652350.000000.00000
9502009.11.26 23:40modify3170.071.652351.655661.64535
9512009.11.27 00:00sell3180.071.653050.000000.00000
9522009.11.27 00:00modify3180.071.653051.656341.64605
9532009.11.27 00:05close3170.071.650751.655661.6453510.882046.39
9542009.11.27 00:10close3180.071.650401.656341.6460518.552064.94
9552009.11.27 07:25sell3190.071.642550.000000.00000
9562009.11.27 07:25modify3190.071.642551.645921.63555
9572009.11.27 07:30close3190.071.641101.645921.6355510.152075.09
9582009.11.30 22:20sell3200.071.644950.000000.00000
9592009.11.30 22:20modify3200.071.644951.648711.63795
9602009.11.30 22:40sell3210.071.645650.000000.00000
9612009.11.30 22:40modify3210.071.645651.649401.63865
9622009.11.30 23:10close3200.071.644801.648711.637951.052076.14
9632009.11.30 23:15close3210.071.645001.649401.638654.552080.69
9642009.12.01 23:35buy3220.071.661400.000000.00000
9652009.12.01 23:35modify3220.071.661401.657991.66840
9662009.12.02 00:00buy3230.071.660300.000000.00000
9672009.12.02 00:00modify3230.071.660301.656931.66730
9682009.12.02 00:00buy3240.071.660300.000000.00000
9692009.12.02 00:00modify3240.071.660301.656931.66730
9702009.12.02 01:40close3240.071.662201.656931.6673013.302093.99
9712009.12.02 03:15buy3250.071.659750.000000.00000
9722009.12.02 03:15modify3250.071.659751.656581.66675
9732009.12.02 03:30buy3260.071.659350.000000.00000
9742009.12.02 03:30modify3260.071.659351.656191.66635
9752009.12.02 05:20close3230.071.660801.656931.667303.502097.49
9762009.12.02 05:20close3250.071.660801.656581.666757.352104.84
9772009.12.02 05:25close3220.071.661501.657991.668400.562105.40
9782009.12.02 05:25close3260.071.661501.656191.6663515.052120.45
9792009.12.02 07:10buy3270.071.659550.000000.00000
9802009.12.02 07:10modify3270.071.659551.656631.66655
9812009.12.02 07:40close3270.071.660301.656631.666555.252125.70
9822009.12.02 08:30buy3280.071.659050.000000.00000
9832009.12.02 08:30modify3280.071.659051.656181.66605
9842009.12.02 09:19s/l3280.071.656181.656181.66605-20.092105.61
9852009.12.02 21:55buy3290.071.664150.000000.00000
9862009.12.02 21:55modify3290.071.664151.660611.67115
9872009.12.03 01:05close3290.071.664601.660611.671152.742108.36
9882009.12.04 08:50sell3300.071.655300.000000.00000
9892009.12.04 08:50modify3300.071.655301.658191.64830
9902009.12.04 09:01s/l3300.071.658191.658191.64830-20.232088.13
9912009.12.07 08:15sell3310.071.651450.000000.00000
9922009.12.07 08:15modify3310.071.651451.654711.64445
9932009.12.07 08:50close3310.071.649051.654711.6444516.802104.93
9942009.12.07 16:50sell3320.071.637300.000000.00000
9952009.12.07 16:50modify3320.071.637301.640721.63030
9962009.12.07 17:20sell3330.071.640050.000000.00000
9972009.12.07 17:20modify3330.071.640051.643511.63305
9982009.12.07 17:27s/l3320.071.640721.640721.63030-23.942080.99
9992009.12.07 17:30sell3340.071.641500.000000.00000
10002009.12.07 17:30modify3340.071.641501.644971.63450
10012009.12.07 17:52s/l3330.071.643511.643511.63305-24.222056.77
10022009.12.07 19:36s/l3340.071.644971.644971.63450-24.292032.48
10032009.12.09 07:55sell3350.071.626950.000000.00000
10042009.12.09 07:55modify3350.071.626951.630071.61995
10052009.12.09 07:55sell3360.071.626950.000000.00000
10062009.12.09 07:55modify3360.071.626951.630071.61995
10072009.12.09 08:10close3350.071.626351.630071.619954.202036.68
10082009.12.09 08:20close3360.071.625901.630071.619957.352044.03
10092009.12.09 21:40sell3370.071.624650.000000.00000
10102009.12.09 21:40modify3370.071.624651.628691.61765
10112009.12.10 00:19s/l3370.071.628691.628691.61765-29.252014.78
10122009.12.10 21:10sell3380.071.626550.000000.00000
10132009.12.10 21:10modify3380.071.626551.630281.61955
10142009.12.10 21:15close3380.071.625901.630281.619554.552019.33
10152009.12.15 17:30sell3390.071.625600.000000.00000
10162009.12.15 17:30modify3390.071.625601.628971.61860
10172009.12.15 18:05close3390.071.625451.628971.618601.052020.38
10182009.12.17 20:00sell3400.071.615750.000000.00000
10192009.12.17 20:00modify3400.071.615751.619521.60875
10202009.12.17 20:00sell3410.071.615750.000000.00000
10212009.12.17 20:00modify3410.071.615751.619521.60875
10222009.12.17 20:45sell3420.071.616650.000000.00000
10232009.12.17 20:45modify3420.071.616651.620391.60965
10242009.12.17 21:50close3420.071.616301.620391.609652.452022.83
10252009.12.17 22:00close3400.071.615451.619521.608752.102024.93
10262009.12.17 22:00close3410.071.615451.619521.608752.102027.03

谈论 99% Tick Quality Standard GBPUSD 2009 回测

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