Strategy Tester Report
SVM_EA_v25c_USDJPY_2
ODL-MT4 Demo (Build 220)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period1 Minute (M1) 2008.09.09 02:40 - 2008.11.14 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersTrainTimeFrame=5; TrainPeriod=1; PredictPeriod=1; StopLoss=100; TakeProfit=100; Lots=0.1; BeginDate=1970.01.01 00:00; C=32; gamma=2;
Bars in test68705Ticks modelled875466Modelling quality24.96%
Mismatched charts errors0
Initial deposit10000.00
Total net profit436.16Gross profit7075.57Gross loss-6639.41
Profit factor1.07Expected payoff3.18
Absolute drawdown149.69Maximal drawdown1068.36 (9.39%)Relative drawdown9.39% (1068.36)
Total trades137Short positions (won %)128 (52.34%)Long positions (won %)9 (44.44%)
Profit trades (% of total)71 (51.82%)Loss trades (% of total)66 (48.18%)
Largestprofit trade109.53loss trade-108.34
Averageprofit trade99.66loss trade-100.60
Maximumconsecutive wins (profit in money)5 (504.24)consecutive losses (loss in money)4 (-410.37)
Maximalconsecutive profit (count of wins)504.24 (5)consecutive loss (count of losses)-410.37 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.09.09 02:40sell10.10107.49108.49106.49
22008.09.11 11:51t/p10.10106.49108.49106.4991.9010091.90
32008.09.11 11:51sell20.10106.47107.47105.47
42008.09.12 06:35s/l20.10107.47107.47105.47-93.559998.35
52008.09.12 06:35sell30.10107.45108.45106.45
62008.09.14 21:01t/p30.10106.45108.45106.4594.5910092.94
72008.09.14 21:01sell40.10105.70106.70104.70
82008.09.14 23:11s/l40.10106.70106.70104.70-93.729999.22
92008.09.14 23:11sell50.10106.68107.68105.68
102008.09.15 02:49t/p50.10105.68107.68105.6894.1310093.34
112008.09.15 02:49sell60.10105.66106.66104.66
122008.09.15 08:37t/p60.10104.66106.66104.6695.5510188.89
132008.09.15 08:37sell70.10104.63105.63103.63
142008.09.15 11:38s/l70.10105.63105.63103.63-94.6710094.22
152008.09.15 11:38sell80.10105.61106.61104.61
162008.09.15 21:03t/p80.10104.61106.61104.6195.5910189.81
172008.09.15 21:03sell90.10104.59105.59103.59
182008.09.16 12:58t/p90.10103.59105.59103.5996.0310285.84
192008.09.16 12:58sell100.10103.57104.57102.57
202008.09.16 14:53s/l100.10104.57104.57102.57-95.6310190.21
212008.09.16 14:53sell110.10104.55105.55103.55
222008.09.16 18:39s/l110.10105.55105.55103.55-94.7310095.48
232008.09.16 18:39sell120.10105.54106.54104.54
242008.09.17 00:13s/l120.10106.54106.54104.54-94.3610001.12
252008.09.17 00:13sell130.10106.52107.52105.52
262008.09.17 07:36t/p130.10105.52107.52105.5294.7710095.89
272008.09.17 07:36sell140.10105.50106.50104.50
282008.09.17 15:08t/p140.10104.50106.50104.5095.6910191.58
292008.09.17 15:08sell150.10104.48105.48103.48
302008.09.18 07:06s/l150.10105.48105.48103.48-96.3010095.28
312008.09.18 07:06sell160.10105.47106.47104.47
322008.09.18 09:03t/p160.10104.47106.47104.4795.7210191.00
332008.09.18 09:03sell170.10104.45105.45103.45
342008.09.18 19:18s/l170.10105.45105.45103.45-94.8310096.17
352008.09.18 19:18sell180.10105.43106.43104.43
362008.09.19 01:19s/l180.10106.43106.43104.43-94.4510001.72
372008.09.19 01:19sell190.10106.42107.42105.42
382008.09.19 07:25s/l190.10107.42107.42105.42-93.099908.63
392008.09.19 07:25sell200.10107.40108.40106.40
402008.09.21 23:20t/p200.10106.40108.40106.4093.9810002.61
412008.09.21 23:20sell210.10106.38107.38105.38
422008.09.22 19:01t/p210.10105.38107.38105.3894.3910096.99
432008.09.22 19:01sell220.10105.36106.36104.36
442008.09.25 14:15s/l220.10106.36106.36104.36-96.5310000.46
452008.09.25 14:15sell230.10106.34107.34105.34
462008.09.26 07:59t/p230.10105.34107.34105.3494.4310094.89
472008.09.26 07:59sell240.10105.32106.32104.32
482008.09.28 22:06s/l240.10106.32106.32104.32-94.0610000.83
492008.09.28 22:06sell250.10106.30107.30105.30
502008.09.29 14:05t/p250.10105.30107.30105.3094.4710095.30
512008.09.29 14:05buy260.10105.30104.30106.30
522008.09.29 17:46s/l260.10104.30104.30106.30-95.899999.41
532008.09.29 17:46buy270.10104.30103.30105.30
542008.09.30 12:02t/p270.10105.30103.30105.3095.4410094.85
552008.09.30 12:02buy280.10105.32104.32106.32
562008.09.30 17:54t/p280.10106.32104.32106.3294.0510188.90
572008.09.30 17:54buy290.10106.35105.35107.35
582008.10.01 14:12s/l290.10105.35105.35107.35-94.4510094.45
592008.10.01 14:12sell300.10105.35106.35104.35
602008.10.06 00:18t/p300.10104.35106.35104.3593.3210187.77
612008.10.06 00:18sell310.10104.33105.33103.33
622008.10.06 04:16t/p310.10103.33105.33103.3396.7810284.55
632008.10.06 04:16sell320.10103.31104.31102.31
642008.10.06 14:10t/p320.10102.31104.31102.3197.7710382.32
652008.10.06 14:10sell330.10102.26103.26101.26
662008.10.06 14:18t/p330.10101.26103.26101.2698.7610481.08
672008.10.06 14:18sell340.10101.24102.24100.24
682008.10.06 14:19t/p340.10100.24102.24100.2499.7610580.84
692008.10.06 14:19sell350.10100.22101.2299.22
702008.10.06 14:23s/l350.10101.22101.2299.22-98.7810482.06
712008.10.06 14:23sell360.10101.21102.21100.21
722008.10.06 20:20s/l360.10102.21102.21100.21-97.8410384.22
732008.10.06 20:20sell370.10102.19103.19101.19
742008.10.07 04:10s/l370.10103.19103.19101.19-97.4110286.81
752008.10.07 04:10sell380.10103.17104.17102.17
762008.10.07 08:05t/p380.10102.17104.17102.1797.8810384.69
772008.10.07 08:05sell390.10102.14103.14101.14
782008.10.07 19:49t/p390.10101.14103.14101.1498.8710483.56
792008.10.07 19:49sell400.10101.12102.12100.12
802008.10.08 05:24t/p400.10100.12102.12100.1299.3910582.95
812008.10.08 05:24sell410.10100.09101.0999.09
822008.10.08 07:13s/l410.10101.09101.0999.09-98.8910484.06
832008.10.08 07:13sell420.10101.10102.10100.10
842008.10.08 07:57t/p420.10100.10102.10100.1099.9010583.96
852008.10.08 07:57sell430.10100.08101.0899.08
862008.10.08 09:33t/p430.1099.08101.0899.08100.9310684.89
872008.10.08 09:33sell440.1099.06100.0698.06
882008.10.08 11:00s/l440.10100.06100.0698.06-99.9310584.96
892008.10.08 11:00sell450.10100.05101.0599.05
902008.10.08 11:00s/l450.10101.05101.0599.05-98.9410486.02
912008.10.08 11:01sell460.10100.20101.2099.20
922008.10.08 20:58t/p460.1099.20101.2099.20100.8110586.83
932008.10.08 20:58sell470.1099.18100.1898.18
942008.10.09 00:24s/l470.10100.18100.1898.18-101.3310485.50
952008.10.09 00:24sell480.10100.16101.1699.16
962008.10.09 03:58s/l480.10101.16101.1699.16-98.8410386.66
972008.10.09 03:58sell490.10101.15102.15100.15
982008.10.09 19:14t/p490.10100.15102.15100.1599.8510486.51
992008.10.09 19:14sell500.10100.13101.1399.13
1002008.10.09 23:30t/p500.1099.13101.1399.13100.8810587.39
1012008.10.09 23:30sell510.1099.11100.1198.11
1022008.10.10 00:14t/p510.1098.11100.1198.11101.4310688.81
1032008.10.10 00:14sell520.1098.0999.0997.09
1042008.10.10 00:56s/l520.1099.0999.0997.09-100.9210587.89
1052008.10.10 00:56sell530.1099.07100.0798.07
1062008.10.10 14:07s/l530.10100.07100.0798.07-99.9210487.97
1072008.10.10 14:07sell540.10100.06101.0699.06
1082008.10.12 21:10s/l540.10101.06101.0699.06-98.9510389.02
1092008.10.12 21:10sell550.10101.04102.04100.04
1102008.10.13 02:23t/p550.10100.04102.04100.0499.4610488.48
1112008.10.13 02:23sell560.10100.02101.0299.02
1122008.10.13 15:31s/l560.10101.02101.0299.02-98.9910389.49
1132008.10.13 15:31sell570.10101.00102.00100.00
1142008.10.13 20:14s/l570.10102.00102.00100.00-98.0410291.45
1152008.10.13 20:14sell580.10101.98102.98100.98
1162008.10.14 00:25s/l580.10102.98102.98100.98-97.6110193.84
1172008.10.14 00:25sell590.10102.96103.96101.96
1182008.10.14 04:33t/p590.10101.96103.96101.9698.0910291.93
1192008.10.14 04:33sell600.10101.93102.93100.93
1202008.10.14 11:15s/l600.10102.93102.93100.93-97.1510194.78
1212008.10.14 11:15sell610.10102.91103.91101.91
1222008.10.14 14:46t/p610.10101.91103.91101.9198.1310292.91
1232008.10.14 14:46sell620.10101.89102.89100.89
1242008.10.15 12:30t/p620.10100.89102.89100.8998.6210391.53
1252008.10.15 12:30sell630.10100.87101.8799.87
1262008.10.15 22:18t/p630.1099.87101.8799.87100.2810491.81
1272008.10.15 22:18sell640.1099.70100.7098.70
1282008.10.16 07:25s/l640.10100.70100.7098.70-100.8110391.00
1292008.10.16 07:25sell650.10100.69101.6999.69
1302008.10.16 20:49s/l650.10101.69101.6999.69-98.3410292.66
1312008.10.16 20:49sell660.10101.67102.67100.67
1322008.10.17 09:56t/p660.10100.67102.67100.6798.8310391.49
1332008.10.17 09:56sell670.10100.65101.6599.65
1342008.10.17 17:01s/l670.10101.65101.6599.65-98.3810293.11
1352008.10.17 17:01sell680.10101.63102.63100.63
1362008.10.21 15:46t/p680.10100.63102.63100.6398.3610391.47
1372008.10.21 15:46sell690.10100.61101.6199.61
1382008.10.22 04:29t/p690.1099.61101.6199.6199.8910491.36
1392008.10.22 04:29sell700.1099.59100.5998.59
1402008.10.22 10:29t/p700.1098.59100.5998.59101.4310592.79
1412008.10.22 10:29sell710.1098.5799.5797.57
1422008.10.22 19:21t/p710.1097.5799.5797.57102.4910695.28
1432008.10.22 19:21sell720.1097.5598.5596.55
1442008.10.23 18:01t/p720.1096.5598.5596.55102.0710797.35
1452008.10.23 18:01sell730.1096.5297.5295.52
1462008.10.23 21:02s/l730.1097.5297.5295.52-102.5410694.81
1472008.10.23 21:02sell740.1097.5098.5096.50
1482008.10.24 02:01t/p740.1096.5098.5096.50103.1310797.94
1492008.10.24 02:01sell750.1096.4897.4895.48
1502008.10.24 03:36t/p750.1095.4897.4895.48104.7410902.68
1512008.10.24 03:36sell760.1095.4596.4594.45
1522008.10.24 08:14t/p760.1094.4596.4594.45105.9011008.58
1532008.10.24 08:14sell770.1094.4195.4193.41
1542008.10.24 08:15t/p770.1093.4195.4193.41107.0511115.63
1552008.10.24 08:15sell780.1093.3994.3992.39
1562008.10.24 08:26s/l780.1094.3994.3992.39-105.9311009.70
1572008.10.24 08:26sell790.1094.3895.3893.38
1582008.10.24 08:50t/p790.1093.3895.3893.38107.1011116.80
1592008.10.24 08:50sell800.1093.3594.3592.35
1602008.10.24 09:32t/p800.1092.3594.3592.35108.3011225.10
1612008.10.24 09:32sell810.1092.3293.3291.32
1622008.10.24 09:34t/p810.1091.3293.3291.32109.5311334.63
1632008.10.24 09:34sell820.1091.2892.2890.28
1642008.10.24 10:18s/l820.1092.2892.2890.28-108.3411226.29
1652008.10.24 10:18sell830.1092.2893.2891.28
1662008.10.24 12:06s/l830.1093.2893.2891.28-107.1811119.11
1672008.10.24 12:06sell840.1093.2894.2892.28
1682008.10.24 12:48t/p840.1092.2894.2892.28108.3711227.48
1692008.10.24 12:48sell850.1092.2693.2691.26
1702008.10.24 13:47s/l850.1093.2693.2691.26-107.2311120.25
1712008.10.24 13:47sell860.1093.2494.2492.24
1722008.10.24 15:59s/l860.1094.2494.2492.24-106.1111014.14
1732008.10.24 15:59sell870.1094.2295.2293.22
1742008.10.26 21:15t/p870.1093.2295.2293.22107.2911121.43
1752008.10.26 21:15sell880.1093.1994.1992.19
1762008.10.26 22:16t/p880.1092.1994.1992.19108.4711229.90
1772008.10.26 22:16sell890.1092.1793.1791.17
1782008.10.26 22:39s/l890.1093.1793.1791.17-107.3311122.57
1792008.10.26 22:39sell900.1093.1594.1592.15
1802008.10.27 00:04s/l900.1094.1594.1592.15-106.7011015.86
1812008.10.27 00:04sell910.1094.1495.1493.14
1822008.10.27 05:24t/p910.1093.1495.1493.14107.3811123.24
1832008.10.27 05:24sell920.1093.1194.1192.11
1842008.10.27 09:11t/p920.1092.1194.1192.11108.5711231.81
1852008.10.27 09:11sell930.1092.0893.0891.08
1862008.10.27 11:08s/l930.1093.0893.0891.08-107.4311124.38
1872008.10.27 11:08sell940.1093.0694.0692.06
1882008.10.27 18:47s/l940.1094.0694.0692.06-106.2911018.09
1892008.10.27 18:47sell950.1094.0695.0693.06
1902008.10.27 20:29t/p950.1093.0695.0693.06107.4711125.56
1912008.10.27 20:29sell960.1093.0394.0392.03
1922008.10.28 05:29s/l960.1094.0394.0392.03-106.8511018.71
1932008.10.28 05:29sell970.1094.0195.0193.01
1942008.10.28 05:50s/l970.1095.0195.0193.01-105.2410913.47
1952008.10.28 05:50sell980.1095.0096.0094.00
1962008.10.28 05:55s/l980.1096.0096.0094.00-104.1310809.34
1972008.10.28 05:55sell990.1096.0297.0295.02
1982008.10.28 07:09t/p990.1095.0297.0295.02105.2410914.58
1992008.10.28 07:09sell1000.1095.0096.0094.00
2002008.10.28 16:34s/l1000.1096.0096.0094.00-104.1710810.41
2012008.10.28 16:34sell1010.1095.9896.9894.98
2022008.10.28 18:26s/l1010.1096.9896.9894.98-103.0910707.32
2032008.10.28 18:26sell1020.1096.9897.9895.98
2042008.10.28 19:21s/l1020.1097.9897.9895.98-102.0610605.26
2052008.10.28 19:21sell1030.1097.9698.9696.96
2062008.10.28 21:55s/l1030.1098.9698.9696.96-101.0510504.21
2072008.10.28 21:55sell1040.1098.9499.9497.94
2082008.10.29 00:09t/p1040.1097.9499.9497.94101.6110605.82
2092008.10.29 00:09sell1050.1097.9198.9196.91
2102008.10.29 03:07t/p1050.1096.9198.9196.91103.2010709.02
2112008.10.29 03:07sell1060.1096.8897.8895.88
2122008.10.29 16:37s/l1060.1097.8897.8895.88-102.1710606.85
2132008.10.29 16:37sell1070.1097.8698.8696.86
2142008.10.29 18:18t/p1070.1096.8698.8696.86103.3010710.15
2152008.10.29 18:18sell1080.1096.7997.7995.79
2162008.10.29 19:19s/l1080.1097.7997.7995.79-102.2610607.89
2172008.10.29 19:19sell1090.1097.7798.7796.77
2182008.10.30 01:04s/l1090.1098.7798.7796.77-102.7610505.13
2192008.10.30 01:04sell1100.1098.7599.7597.75
2202008.10.30 14:40t/p1100.1097.7599.7597.75102.3210607.45
2212008.10.30 14:40sell1110.1097.7298.7296.72
2222008.10.30 18:27s/l1110.1098.7298.7296.72-101.3010506.15
2232008.10.30 18:27sell1120.1098.7099.7097.70
2242008.10.31 06:24t/p1120.1097.7099.7097.70101.8710608.02
2252008.10.31 06:24sell1130.1097.6798.6796.67
2262008.10.31 07:19t/p1130.1096.6798.6796.67103.4410711.46
2272008.10.31 07:19sell1140.1096.6597.6595.65
2282008.10.31 10:39s/l1140.1097.6597.6595.65-102.4010609.06
2292008.10.31 10:39sell1150.1097.6498.6496.64
2302008.10.31 14:04s/l1150.1098.6498.6496.64-101.3810507.68
2312008.10.31 14:04sell1160.1098.6299.6297.62
2322008.11.03 06:01s/l1160.1099.6299.6297.62-100.8810406.79
2332008.11.03 06:01sell1170.1099.60100.6098.60
2342008.11.03 13:09t/p1170.1098.60100.6098.60101.4210508.21
2352008.11.03 13:09sell1180.1098.5899.5897.58
2362008.11.04 11:47s/l1180.1099.5899.5897.58-100.9210407.29
2372008.11.04 11:47sell1190.1099.56100.5698.56
2382008.11.04 17:12s/l1190.10100.56100.5698.56-99.4410307.85
2392008.11.04 17:12sell1200.10100.54101.5499.54
2402008.11.05 00:22t/p1200.1099.54101.5499.5499.9610407.81
2412008.11.05 00:22sell1210.1099.52100.5298.52
2422008.11.05 09:21t/p1210.1098.52100.5298.52101.5010509.31
2432008.11.05 09:21sell1220.1098.5099.5097.50
2442008.11.06 13:03t/p1220.1097.5099.5097.50101.0510610.36
2452008.11.06 13:03buy1230.1097.5096.5098.50
2462008.11.06 15:17t/p1230.1098.5096.5098.50101.5210711.88
2472008.11.06 15:17buy1240.1098.5297.5299.52
2482008.11.06 20:29s/l1240.1097.5297.5299.52-102.5410609.34
2492008.11.06 20:29buy1250.1097.5496.5498.54
2502008.11.07 19:39t/p1250.1098.5496.5498.54101.9510711.30
2512008.11.07 19:39buy1260.1098.5797.5799.57
2522008.11.11 00:54s/l1260.1097.5797.5799.57-101.5410609.76
2532008.11.11 00:54buy1270.1097.5996.5998.59
2542008.11.12 14:03s/l1270.1096.5996.5998.59-103.0610506.70
2552008.11.12 14:03sell1280.1096.5997.5995.59
2562008.11.12 15:39t/p1280.1095.5997.5995.59104.6110611.31
2572008.11.12 15:39sell1290.1095.5796.5794.57
2582008.11.12 16:13t/p1290.1094.5796.5794.57105.7410717.05
2592008.11.12 16:13sell1300.1094.5595.5593.55
2602008.11.12 16:56s/l1300.1095.5595.5593.55-104.6610612.39
2612008.11.12 16:56sell1310.1095.5396.5394.53
2622008.11.12 22:06t/p1310.1094.5396.5394.53105.7910718.18
2632008.11.12 22:06sell1320.1094.5195.5193.51
2642008.11.13 00:34s/l1320.1095.5195.5193.51-106.2110611.97
2652008.11.13 00:34sell1330.1095.4996.4994.49
2662008.11.13 19:29s/l1330.1096.4996.4994.49-103.6410508.33
2672008.11.13 19:29sell1340.1096.4797.4795.47
2682008.11.13 20:37s/l1340.1097.4797.4795.47-102.6010405.73
2692008.11.13 20:37sell1350.1097.4598.4596.45
2702008.11.14 12:21t/p1350.1096.4598.4596.45103.2110508.94
2712008.11.14 12:21sell1360.1096.4197.4195.41
2722008.11.14 14:55s/l1360.1097.4197.4195.41-102.6410406.30
2732008.11.14 14:55sell1370.1097.4098.4096.40
2742008.11.14 21:00close at stop1370.1097.1198.4096.4029.8610436.16