Strategy Tester Report
4027_10points_3_Smi1a
FXCM-Demo (Build 402)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2011.01.02 23:00 - 2011.07.15 19:00 (2011.01.01 - 2011.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagic=41955; EcnBroker=false; TakeProfit=50; Lots=0.01; InitialStop=1; TrailingStop=10; MaxTrades=15; Pips=25; slippage=5; SecureProfit=1; AccountProtection=1; OrderstoProtect=3; ReverseCondition=0; bar=1; mm=true; risk=0.12; lotincrease=2; SpreadProtection=true; PipTolerance=5; OsMA_is="OsMa Settings"; FastEMA=12; SlowEMA=26; SignalSMA=9; OsMatf=0; CenterofGravity_isv="Center of Gravity Settings"; Per=10; Price=4; Cogtf1=0; Cogtf2=0; T3VhfPeriods_is="VHF Settings"; VHF_Period1=28; T3Period1=5; T3Price1=0; T3Hot1=0.7; T3Original1=false; VHF_Period2=14; T3Period2=5; T3Price2=0; T3Hot2=0.7; T3Original2=false; _smi="Smi Settings"; Length=13; Smooth1=25; Smooth2=2; Signal=5; SmiPrice=0;
Bars in test4094Ticks modelled10226429Modelling quality90.00%
Mismatched charts errors8
Initial deposit10000.00
Total net profit1054.83Gross profit1747.88Gross loss-693.05
Profit factor2.52Expected payoff7.38
Absolute drawdown1258.03Maximal drawdown1568.60 (15.21%)Relative drawdown15.21% (1568.60)
Total trades143Short positions (won %)113 (62.83%)Long positions (won %)30 (80.00%)
Profit trades (% of total)95 (66.43%)Loss trades (% of total)48 (33.57%)
Largestprofit trade465.00loss trade-93.31
Averageprofit trade18.40loss trade-14.44
Maximumconsecutive wins (profit in money)9 (67.49)consecutive losses (loss in money)9 (-511.75)
Maximalconsecutive profit (count of wins)615.54 (2)consecutive loss (count of losses)-511.75 (9)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.04 07:00sell10.011.334441.372041.32944
22011.01.04 09:14sell20.021.336951.372051.33195
32011.01.04 09:45sell30.031.339471.372071.33447
42011.01.04 13:05sell40.051.342001.372101.33700
52011.01.04 15:02t/p40.051.337001.372101.3370025.0010025.00
62011.01.04 15:02close30.031.336991.372071.334477.4410032.44
72011.01.04 15:02close20.021.337001.372051.33195-0.1010032.34
82011.01.04 15:02close10.011.337011.372041.32944-2.5710029.77
92011.01.10 14:00buy50.011.292111.254511.29711
102011.01.11 01:47t/p50.011.297111.254511.297115.0210034.79
112011.01.11 08:00sell60.011.292941.330541.28794
122011.01.11 11:51sell70.021.295461.330561.29046
132011.01.11 12:17sell80.031.297981.330581.29298
142011.01.11 14:46t/p80.031.292981.330581.2929815.0010049.79
152011.01.11 14:46close70.021.292981.330561.290464.9610054.75
162011.01.11 14:46close60.011.292991.330541.28794-0.0510054.70
172011.01.17 12:00buy90.011.332011.294411.33701
182011.01.17 13:39buy100.021.329501.294401.33450
192011.01.18 00:24buy110.031.326991.294391.33199
202011.01.18 04:46t/p110.031.331991.294391.3319915.0010069.70
212011.01.18 04:46close100.021.332001.294401.334505.0410074.73
222011.01.18 04:46close90.011.332021.294411.337010.0310074.76
232011.01.24 10:00sell120.011.357481.395081.35248
242011.01.24 13:46sell130.021.359991.395091.35499
252011.01.24 14:45sell140.031.362501.395101.35750
262011.01.24 14:51sell150.051.365021.395121.36002
272011.01.24 15:51sell160.081.367531.395131.36253
282011.01.25 09:11t/p160.081.362531.395131.3625339.6610114.43
292011.01.25 09:11close150.051.362511.395121.3600212.3410126.77
302011.01.25 09:11close140.031.362481.395101.35750-0.0710126.70
312011.01.25 09:11close130.021.362451.395091.35499-5.0010121.70
322011.01.25 09:11close120.011.362421.395081.35248-4.9810116.72
332011.01.26 08:00sell170.011.367121.404721.36212
342011.01.26 08:11sell180.021.369631.404731.36463
352011.01.26 19:29t/p180.021.364631.404731.3646310.0010126.72
362011.01.26 19:29close170.011.364621.404721.362122.5010129.22
372011.01.28 16:00sell190.011.362371.399971.35737
382011.01.31 01:15t/p190.011.357371.399971.357374.9610134.17
392011.02.01 09:00sell200.011.371601.409201.36660
402011.02.01 09:35sell210.021.374101.409201.36910
412011.02.01 10:06sell220.031.376631.409231.37163
422011.02.01 15:53sell230.051.379141.409241.37414
432011.02.01 17:19sell240.081.381651.409251.37665
442011.02.01 20:49sell250.121.384161.409261.37916
452011.02.02 12:33t/p250.121.379161.409261.3791659.5010193.67
462011.02.02 12:33close240.081.379151.409251.3766519.6610213.34
472011.02.02 12:33close230.051.379121.409241.37414-0.1110213.23
482011.02.02 12:33close220.031.379091.409231.37163-7.5110205.72
492011.02.02 12:33close210.021.379061.409201.36910-10.0010195.72
502011.02.02 12:33close200.011.379071.409201.36660-7.5110188.21
512011.02.07 22:00buy260.011.358461.320861.36346
522011.02.08 05:21t/p260.011.363461.320861.363465.0210193.22
532011.02.10 02:00sell270.011.371341.408941.36634
542011.02.10 08:09t/p270.011.366341.408941.366345.0010198.22
552011.02.14 21:00buy280.011.348901.311301.35390
562011.02.15 07:55buy290.021.346391.311291.35139
572011.02.15 08:44t/p290.021.351391.311291.3513910.0010208.22
582011.02.15 08:44close280.011.351401.311301.353902.5210210.74
592011.02.17 06:00sell300.011.357091.394691.35209
602011.02.17 14:49sell310.021.359611.394711.35461
612011.02.17 23:34sell320.031.362121.394721.35712
622011.02.18 10:00t/p320.031.357121.394721.3571214.8710225.62
632011.02.18 10:00close310.021.357101.394711.354614.9410230.55
642011.02.18 10:00close300.011.357061.394691.35209-0.0110230.54
652011.02.22 01:00sell330.011.363341.400941.35834
662011.02.22 03:09t/p330.011.358341.400941.358345.0010235.54
672011.02.23 19:00sell340.011.374931.412531.36993
682011.02.24 00:44sell350.021.377471.412571.37247
692011.02.24 07:43t/p350.021.372471.412571.3724710.0010245.54
702011.02.24 07:43close340.011.372461.412531.369932.3410247.89
712011.02.25 15:00sell360.011.372911.410511.36791
722011.02.25 16:24sell370.021.375431.410531.37043
732011.02.28 07:05sell380.031.377941.410541.37294
742011.02.28 09:05sell390.051.380461.410561.37546
752011.02.28 09:24sell400.081.382971.410571.37797
762011.03.01 19:40t/p400.081.377971.410571.3779739.6610287.55
772011.03.01 19:40close390.051.377961.410561.3754612.2910299.84
782011.03.01 19:40close380.031.377921.410541.37294-0.0710299.77
792011.03.01 19:40close370.021.377881.410531.37043-5.0710294.71
802011.03.01 19:40close360.011.377831.410511.36791-5.0010289.70
812011.03.01 19:40sell410.011.377511.415111.37251
822011.03.02 10:10sell420.021.380021.415121.37502
832011.03.02 10:37sell430.031.382531.415131.37753
842011.03.02 13:49sell440.051.385071.415171.38007
852011.03.02 15:01sell450.081.387581.415181.38258
862011.03.03 13:32sell460.121.390131.415231.38513
872011.03.03 13:34sell470.181.392671.415271.38767
882011.03.03 13:46sell480.271.395191.415291.39019
892011.03.04 11:47sell490.411.397701.415301.39270
902011.03.04 14:47sell500.621.400211.415311.39521
912011.03.07 09:47sell510.931.402741.415341.39774
922011.03.07 16:51t/p510.931.397741.415341.39774465.0010754.70
932011.03.07 16:51close500.621.397741.415311.39521150.5410905.25
942011.03.07 16:51close490.411.397751.415301.39270-3.7710901.48
952011.03.07 16:51close480.271.397761.415291.39019-71.6510829.83
962011.03.07 16:51close470.181.397771.415271.38767-93.3110736.52
972011.03.07 16:51close460.121.397761.415231.38513-92.5710643.95
982011.03.07 16:51close450.081.397771.415181.38258-83.2010560.76
992011.03.07 16:51close440.051.397761.415171.38007-64.5010496.26
1002011.03.07 16:51close430.031.397771.415131.37753-46.3510449.91
1012011.03.07 16:51close420.021.397761.415121.37502-35.9010414.01
1022011.03.07 16:51close410.011.397771.415111.37251-20.5110393.50
1032011.03.10 23:00buy520.011.380241.342641.38524
1042011.03.11 10:22buy530.021.377711.342611.38271
1052011.03.11 15:15t/p530.021.382711.342611.3827110.0010403.50
1062011.03.11 15:15close520.011.382721.342641.385242.5010406.00
1072011.03.16 10:00sell540.011.395921.433521.39092
1082011.03.16 15:02t/p540.011.390921.433521.390925.0010411.00
1092011.03.17 06:00buy550.011.392831.355231.39783
1102011.03.17 08:41t/p550.011.397831.355231.397835.0010416.00
1112011.03.24 13:00buy560.011.413971.376371.41897
1122011.03.24 13:32buy570.021.411441.376341.41644
1132011.03.24 14:35t/p570.021.416441.376341.4164410.0010426.00
1142011.03.24 14:35close560.011.416441.376371.418972.4710428.47
1152011.03.29 01:00sell580.011.407241.444841.40224
1162011.03.29 05:56sell590.021.409751.444851.40475
1172011.03.29 06:52sell600.031.412271.444871.40727
1182011.03.29 09:49sell610.051.414771.444871.40977
1192011.03.29 11:26t/p610.051.409771.444871.4097725.0010453.47
1202011.03.29 11:26close600.031.409771.444871.407277.5010460.97
1212011.03.29 11:26close590.021.409741.444851.404750.0210460.99
1222011.03.29 11:26close580.011.409711.444841.40224-2.4710458.52
1232011.03.29 23:00buy620.011.411111.373511.41611
1242011.03.30 03:04buy630.021.408601.373501.41360
1252011.03.30 11:25buy640.031.406081.373481.41108
1262011.03.30 17:24t/p640.031.411081.373481.4110815.0010473.52
1272011.03.30 17:24close630.021.411091.373501.413604.9810478.50
1282011.03.30 17:24close620.011.411121.373511.416110.0310478.53
1292011.03.30 18:00buy650.011.412911.375311.41791
1302011.03.31 07:18t/p650.011.417911.375311.417915.0510483.58
1312011.04.05 02:00sell660.011.420071.457671.41507
1322011.04.05 15:39sell670.021.422581.457681.41758
1332011.04.06 01:59sell680.031.425131.457731.42013
1342011.04.06 06:15sell690.051.427641.457741.42264
1352011.04.06 07:34sell700.081.430171.457771.42517
1362011.04.06 14:39sell710.121.432671.457771.42767
1372011.04.07 10:11t/p710.121.427671.457771.4276758.4910542.07
1382011.04.07 10:11close700.081.427661.457771.4251719.0710561.15
1392011.04.07 10:11close690.051.427671.457741.42264-0.7810560.37
1402011.04.07 10:11close680.031.427681.457731.42013-8.0310552.34
1412011.04.07 10:11close670.021.427691.457681.41758-10.5610541.78
1422011.04.07 10:11close660.011.427701.457671.41507-7.8010533.99
1432011.04.12 21:00sell720.011.447701.485301.44270
1442011.04.13 06:42sell730.021.450251.485351.44525
1452011.04.13 16:43t/p730.021.445251.485351.4452510.0010543.99
1462011.04.13 16:43close720.011.445211.485301.442702.4510546.44
1472011.04.13 19:00sell740.011.443911.481511.43891
1482011.04.14 03:35sell750.021.446441.481541.44144
1492011.04.14 05:23sell760.031.448951.481551.44395
1502011.04.14 09:41t/p760.031.443951.481551.4439515.0010561.44
1512011.04.14 09:41close750.021.443931.481541.441445.0210566.46
1522011.04.14 09:41close740.011.443891.481511.43891-0.1110566.35
1532011.04.15 09:00sell770.011.445711.483311.44071
1542011.04.15 13:30t/p770.011.440711.483311.440715.0010571.35
1552011.04.15 14:00sell780.011.441621.479221.43662
1562011.04.15 15:22sell790.021.444121.479221.43912
1572011.04.18 00:18t/p790.021.439121.479221.439129.9210581.27
1582011.04.18 00:18close780.011.439121.479221.436622.4610583.72
1592011.04.25 09:00buy800.011.459761.422161.46476
1602011.04.25 14:19buy810.021.457261.422161.46226
1612011.04.25 15:15buy820.031.454741.422141.45974
1622011.04.26 00:16buy830.051.452231.422131.45723
1632011.04.26 00:55buy840.081.449721.422121.45472
1642011.04.26 06:32t/p840.081.454721.422121.4547240.0010623.72
1652011.04.26 06:32close830.051.454731.422131.4572312.5010636.22
1662011.04.26 06:32close820.031.454811.422141.459740.2610636.49
1672011.04.26 06:32close810.021.454891.422161.46226-4.7010631.78
1682011.04.26 06:32close800.011.454971.422161.46476-4.7710627.01
1692011.04.29 15:00sell850.011.483621.521221.47862
1702011.05.02 00:05t/p850.011.478621.521221.478624.9610631.97
1712011.05.03 01:00sell860.011.479411.517011.47441
1722011.05.03 06:28sell870.021.481921.517021.47692
1732011.05.03 09:11t/p870.021.476921.517021.4769210.0010641.97
1742011.05.03 09:11close860.011.476911.517011.474412.5010644.47
1752011.05.03 23:00sell880.011.482041.519641.47704
1762011.05.04 08:12sell890.021.484561.519661.47956
1772011.05.04 08:40sell900.031.487071.519671.48207
1782011.05.04 13:18sell910.051.489601.519701.48460
1792011.05.04 13:45sell920.081.492111.519711.48711
1802011.05.04 15:47t/p920.081.487111.519711.4871140.0010684.47
1812011.05.04 15:47close910.051.487071.519701.4846012.6510697.12
1822011.05.04 15:47close900.031.487011.519671.482070.1810697.30
1832011.05.04 15:47close890.021.486961.519661.47956-4.8010692.50
1842011.05.04 15:47close880.011.486911.519641.47704-4.9110687.59
1852011.05.11 04:00sell930.011.438961.476561.43396
1862011.05.11 07:31sell940.021.441471.476571.43647
1872011.05.11 12:09t/p940.021.436471.476571.4364710.0010697.59
1882011.05.11 12:09close930.011.436461.476561.433962.5010700.09
1892011.05.11 15:00sell950.011.430041.467641.42504
1902011.05.11 17:17t/p950.011.425041.467641.425045.0010705.09
1912011.05.17 00:00sell960.011.415741.453341.41074
1922011.05.17 06:51sell970.021.418261.453361.41326
1932011.05.17 10:10sell980.031.420801.453401.41580
1942011.05.17 13:33t/p980.031.415801.453401.4158015.0010720.09
1952011.05.17 13:33close970.021.415801.453361.413264.9210725.01
1962011.05.17 13:33close960.011.415781.453341.41074-0.0410724.97
1972011.05.20 03:00sell990.011.429911.467511.42491
1982011.05.20 06:30sell1000.021.432431.467531.42743
1992011.05.20 11:09t/p1000.021.427431.467531.4274310.0010734.97
2002011.05.20 11:09close990.011.427411.467511.424912.5010737.47
2012011.05.25 01:00sell1010.011.409161.446761.40416
2022011.05.25 02:43t/p1010.011.404161.446761.404165.0010742.47
2032011.05.30 04:00sell1020.011.428791.466391.42379
2042011.05.30 23:56sell1030.021.431311.466411.42631
2052011.05.31 00:07sell1040.031.433851.466451.42885
2062011.05.31 01:25sell1050.051.436401.466501.43140
2072011.05.31 02:43sell1060.081.438911.466511.43391
2082011.05.31 09:02sell1070.121.441411.466511.43641
2092011.06.01 06:53sell1080.181.443941.466541.43894
2102011.06.01 11:31t/p1080.181.438941.466541.4389490.0010832.47
2112011.06.01 11:31close1070.121.438911.466511.4364129.5010861.97
2122011.06.01 11:31close1060.081.438851.466511.433910.1410862.11
2132011.06.01 11:31close1050.051.438861.466501.43140-12.5110849.60
2142011.06.01 11:31close1040.031.438871.466451.42885-15.1910834.42
2152011.06.01 11:31close1030.021.438881.466411.42631-15.3110819.11
2162011.06.01 11:31close1020.011.438891.466391.42379-10.1810808.92
2172011.06.02 06:00buy1090.011.436861.399261.44186
2182011.06.02 10:08t/p1090.011.441861.399261.441865.0010813.92
2192011.06.08 14:00sell1100.011.461201.498801.45620
2202011.06.08 14:37sell1110.021.463711.498811.45871
2212011.06.08 16:13t/p1110.021.458711.498811.4587110.0010823.92
2222011.06.08 16:13close1100.011.458711.498801.456202.4910826.41
2232011.06.29 13:00sell1120.011.440861.478461.43586
2242011.06.29 13:04sell1130.021.443371.478471.43837
2252011.06.29 13:16t/p1130.021.438371.478471.4383710.0010836.41
2262011.06.29 13:16close1120.011.438371.478461.435862.4910838.90
2272011.06.29 13:16sell1140.011.438081.475681.43308
2282011.06.29 13:21sell1150.021.440591.475691.43559
2292011.06.29 14:05t/p1150.021.435591.475691.4355910.0010848.90
2302011.06.29 14:05close1140.011.435581.475681.433082.5010851.40
2312011.07.04 12:00sell1160.011.449661.487261.44466
2322011.07.04 14:11sell1170.021.452171.487271.44717
2332011.07.04 18:59sell1180.031.454681.487281.44968
2342011.07.05 01:38t/p1180.031.449681.487281.4496814.8710866.28
2352011.07.05 01:38close1170.021.449681.487271.447174.9010871.18
2362011.07.05 01:38close1160.011.449671.487261.44466-0.0510871.12
2372011.07.05 02:00sell1190.011.448171.485771.44317
2382011.07.05 18:22t/p1190.011.443171.485771.443175.0010876.12
2392011.07.08 10:00sell1200.011.424491.462091.41949
2402011.07.08 10:59sell1210.021.427001.462101.42200
2412011.07.08 12:31t/p1210.021.422001.462101.4220010.0010886.12
2422011.07.08 12:31close1200.011.421991.462091.419492.5010888.62
2432011.07.08 12:31sell1220.011.421681.459281.41668
2442011.07.08 12:34sell1230.021.424811.459911.41981
2452011.07.08 12:38sell1240.031.427311.459911.42231
2462011.07.08 12:42sell1250.051.429821.459921.42482
2472011.07.08 12:42sell1260.081.432341.459941.42734
2482011.07.08 12:50sell1270.121.434861.459961.42986
2492011.07.08 12:58t/p1270.121.429861.459961.4298660.0010948.62
2502011.07.08 12:58close1260.081.429861.459941.4273419.8410968.46
2512011.07.08 12:58close1250.051.429851.459921.42482-0.1510968.31
2522011.07.08 12:58close1240.031.429831.459911.42231-7.5610960.75
2532011.07.08 12:58close1230.021.429821.459911.41981-10.0210950.73
2542011.07.08 12:58close1220.011.429801.459281.41668-8.1210942.61
2552011.07.08 12:58sell1280.011.429511.467111.42451
2562011.07.08 13:04sell1290.021.432021.467121.42702
2572011.07.08 14:32t/p1290.021.427021.467121.4270210.0010952.61
2582011.07.08 14:32close1280.011.427021.467111.424512.4910955.10
2592011.07.12 22:00sell1300.011.397101.434701.39210
2602011.07.13 00:01sell1310.021.399651.434751.39465
2612011.07.13 00:17sell1320.031.402171.434771.39717
2622011.07.13 01:49t/p1320.031.397171.434771.3971715.0010970.10
2632011.07.13 01:49close1310.021.397161.434751.394654.9810975.08
2642011.07.13 01:49close1300.011.397151.434701.39210-0.0910974.99
2652011.07.14 08:00sell1330.011.420011.457611.41501
2662011.07.14 08:28sell1340.021.422521.457621.41752
2672011.07.14 09:22sell1350.031.425031.457631.42003
2682011.07.14 09:40t/p1350.031.420031.457631.4200315.0010989.99
2692011.07.14 09:40close1340.021.420021.457621.417525.0010994.99
2702011.07.14 09:40close1330.011.420001.457611.415010.0110995.00
2712011.07.15 02:00buy1360.011.418541.380941.42354
2722011.07.15 06:02buy1370.021.416041.380941.42104
2732011.07.15 06:37buy1380.031.413531.380931.41853
2742011.07.15 07:17buy1390.051.411021.380921.41602
2752011.07.15 09:31t/p1390.051.416021.380921.4160225.0011020.00
2762011.07.15 09:31close1380.031.416021.380931.418537.4711027.47
2772011.07.15 09:31close1370.021.416031.380941.42104-0.0211027.45
2782011.07.15 09:31close1360.011.416041.380941.42354-2.5011024.95
2792011.07.15 10:00buy1400.011.417141.379541.42214
2802011.07.15 11:03buy1410.021.414631.379531.41963
2812011.07.15 12:36buy1420.031.412121.379521.41712
2822011.07.15 13:55buy1430.051.409611.379511.41461
2832011.07.15 15:25t/p1430.051.414611.379511.4146125.0011049.95
2842011.07.15 15:25close1420.031.414611.379521.417127.4711057.42
2852011.07.15 15:25close1410.021.414601.379531.41963-0.0611057.36
2862011.07.15 15:25close1400.011.414611.379541.42214-2.5311054.83