Strategy Tester Report
10points_3_Smi_1.01
FXCM-Demo (Build 402)

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2000.01.02 23:01 - 2011.08.12 05:32 (2000.01.01 - 2011.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagic=41931; EcnBroker=true; TakeProfit=50; Lots=0.01; InitialStop=0; TrailingStop=0; MaxTrades=10; Pips=20; slippage=5; SecureProfit=5; AccountProtection=1; OrderstoProtect=3; ReverseCondition=0; bar=1; mm=false; risk=0.1; lotincrease=1.63; 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"; Length1=14; T3Period1=5; T3Hot1=0.7; T3Original1=true; Length2=7; T3Period2=5; T3Hot2=0.7; T3Original2=true; vhflevel=0.6; _smi="Smi Settings"; Length=13; Smooth1=25; Smooth2=2; Signal=5; SmiPrice=0;
Bars in test4037188Ticks modelled59656628Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-2665.58Gross profit949.24Gross loss-3614.82
Profit factor0.26Expected payoff-34.62
Absolute drawdown2665.58Maximal drawdown3432.18 (31.88%)Relative drawdown31.88% (3432.18)
Total trades77Short positions (won %)25 (92.00%)Long positions (won %)52 (50.00%)
Profit trades (% of total)49 (63.64%)Loss trades (% of total)28 (36.36%)
Largestprofit trade276.00loss trade-1022.56
Averageprofit trade19.37loss trade-129.10
Maximumconsecutive wins (profit in money)8 (70.74)consecutive losses (loss in money)10 (-3408.90)
Maximalconsecutive profit (count of wins)394.98 (4)consecutive loss (count of losses)-3408.90 (10)
Averageconsecutive wins6consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12000.01.02 23:27buy10.011.008280.000000.00000
22000.01.02 23:27modify10.011.008280.000001.01328
32000.01.03 00:07t/p10.011.013280.000001.013285.0210005.02
42000.01.03 01:16sell20.011.013500.000000.00000
52000.01.03 01:16modify20.011.013500.000001.00850
62000.01.03 01:51sell30.021.015510.000000.00000
72000.01.03 01:51modify30.021.015510.000001.01051
82000.01.03 02:01sell40.031.017700.000000.00000
92000.01.03 02:01modify40.031.017700.000001.01270
102000.01.03 08:09t/p40.031.012700.000001.0127015.0010020.02
112000.01.03 08:09close30.021.012680.000001.010515.6610025.68
122000.01.03 08:09close20.011.013090.000001.008500.4110026.09
132000.01.03 08:35buy50.011.012080.000000.00000
142000.01.03 08:35modify50.011.012080.000001.01708
152000.01.03 11:35buy60.021.010080.000000.00000
162000.01.03 11:35modify60.021.010080.000001.01508
172000.01.03 14:11buy70.031.008070.000000.00000
182000.01.03 14:11modify70.031.008070.000001.01307
192000.01.03 14:33buy80.051.005880.000000.00000
202000.01.03 14:33modify80.051.005880.000001.01088
212000.01.03 15:48t/p80.051.010880.000001.0108825.0010051.09
222000.01.03 15:48close70.031.011030.000001.013078.8810059.97
232000.01.03 15:48close60.021.010940.000001.015081.7210061.69
242000.01.03 15:48close50.011.011300.000001.01708-0.7810060.91
252000.01.03 16:36buy90.011.015880.000000.00000
262000.01.03 16:36modify90.011.015880.000001.02088
272000.01.03 17:47t/p90.011.020880.000001.020885.0010065.91
282000.01.03 18:54buy100.011.020680.000000.00000
292000.01.03 18:54modify100.011.020680.000001.02568
302000.01.03 19:31t/p100.011.025680.000001.025685.0010070.91
312000.01.03 20:06sell110.011.026600.000000.00000
322000.01.03 20:06modify110.011.026600.000001.02160
332000.01.04 07:36t/p110.011.021600.000001.021604.9610075.87
342000.01.04 07:37buy120.011.022480.000000.00000
352000.01.04 07:37modify120.011.022480.000001.02748
362000.01.04 10:57t/p120.011.027480.000001.027485.0010080.87
372000.01.04 11:11sell130.011.026800.000000.00000
382000.01.04 11:11modify130.011.026800.000001.02180
392000.01.04 11:26sell140.021.029000.000000.00000
402000.01.04 11:26modify140.021.029000.000001.02400
412000.01.04 11:31sell150.031.031120.000000.00000
422000.01.04 11:31modify150.031.031120.000001.02612
432000.01.04 11:32sell160.051.033200.000000.00000
442000.01.04 11:32modify160.051.033200.000001.02820
452000.01.04 17:35t/p160.051.028200.000001.0282025.0010105.87
462000.01.04 17:35close150.031.027980.000001.026129.4210115.29
472000.01.04 17:35close140.021.028180.000001.024001.6410116.93
482000.01.04 17:36close130.011.027980.000001.02180-1.1810115.75
492000.01.04 17:48buy170.011.030580.000000.00000
502000.01.04 17:48modify170.011.030580.000001.03558
512000.01.04 18:28buy180.021.028580.000000.00000
522000.01.04 18:28modify180.021.028580.000001.03358
532000.01.05 07:20t/p180.021.033580.000001.0335810.0410125.78
542000.01.05 07:20close170.011.033600.000001.035583.0410128.82
552000.01.05 07:42sell190.011.034300.000000.00000
562000.01.05 07:42modify190.011.034300.000001.02930
572000.01.05 07:56sell200.021.036300.000000.00000
582000.01.05 07:56modify200.021.036300.000001.03130
592000.01.05 08:02sell210.031.038300.000000.00000
602000.01.05 08:02modify210.031.038300.000001.03330
612000.01.05 16:02t/p210.031.033300.000001.0333015.0010143.82
622000.01.05 16:02close200.021.033180.000001.031306.2410150.06
632000.01.05 16:02close190.011.033360.000001.029300.9410151.00
642000.01.05 17:27sell220.011.033500.000000.00000
652000.01.05 17:27modify220.011.033500.000001.02850
662000.01.06 05:25sell230.021.035530.000000.00000
672000.01.06 05:25modify230.021.035530.000001.03053
682000.01.06 06:16sell240.031.037800.000000.00000
692000.01.06 06:16modify240.031.037800.000001.03280
702000.01.06 12:02sell250.051.039900.000000.00000
712000.01.06 12:02modify250.051.039900.000001.03490
722000.01.06 15:45t/p250.051.034900.000001.0349025.0010176.00
732000.01.06 15:45close240.031.034890.000001.032808.7310184.73
742000.01.06 15:45close230.021.034650.000001.030531.7610186.49
752000.01.06 15:45close220.011.034770.000001.02850-1.4010185.10
762000.01.06 16:46buy260.011.032880.000000.00000
772000.01.06 16:46modify260.011.032880.000001.03788
782000.01.06 17:31buy270.021.030580.000000.00000
792000.01.06 17:31modify270.021.030580.000001.03558
802000.01.06 17:59buy280.031.028480.000000.00000
812000.01.06 17:59modify280.031.028480.000001.03348
822000.01.07 13:40buy290.051.026480.000000.00000
832000.01.07 13:40modify290.051.026480.000001.03148
842000.01.10 10:08buy300.081.024480.000000.00000
852000.01.10 10:08modify300.081.024480.000001.02948
862000.01.10 11:59buy310.131.022480.000000.00000
872000.01.10 11:59modify310.131.022480.000001.02748
882000.01.10 18:36t/p310.131.027480.000001.0274865.0010250.10
892000.01.10 18:36close300.081.027500.000001.0294824.1610274.26
902000.01.10 18:37close290.051.027300.000001.031484.1910278.45
912000.01.10 18:38close280.031.027200.000001.03348-3.7310274.72
922000.01.10 18:39close270.021.026700.000001.03558-7.6910267.03
932000.01.10 18:39close260.011.026800.000001.03788-6.0410260.98
942000.01.10 18:42sell320.011.026700.000000.00000
952000.01.10 18:42modify320.011.026700.000001.02170
962000.01.11 06:37sell330.021.028700.000000.00000
972000.01.11 06:37modify330.021.028700.000001.02370
982000.01.11 08:45sell340.031.030900.000000.00000
992000.01.11 08:45modify340.031.030900.000001.02590
1002000.01.11 13:13t/p340.031.025900.000001.0259015.0010275.98
1012000.01.11 13:13close330.021.025580.000001.023706.2410282.22
1022000.01.11 13:13close320.011.025740.000001.021700.9210283.14
1032000.01.11 13:28buy350.011.027080.000000.00000
1042000.01.11 13:28modify350.011.027080.000001.03208
1052000.01.11 16:24t/p350.011.032080.000001.032085.0010288.14
1062000.01.11 17:13buy360.011.032780.000000.00000
1072000.01.11 17:13modify360.011.032780.000001.03778
1082000.01.12 11:01buy370.021.030780.000000.00000
1092000.01.12 11:01modify370.021.030780.000001.03578
1102000.01.12 14:27buy380.031.028650.000000.00000
1112000.01.12 14:27modify380.031.028650.000001.03365
1122000.01.12 15:49buy390.051.026550.000000.00000
1132000.01.12 15:49modify390.051.026550.000001.03155
1142000.01.12 19:33t/p390.051.031550.000001.0315525.0010313.14
1152000.01.12 19:33close380.031.031600.000001.033658.8510321.99
1162000.01.12 19:34close370.021.031400.000001.035781.2410323.23
1172000.01.12 19:34close360.011.031670.000001.03778-1.0910322.14
1182000.01.12 19:58sell400.011.030900.000000.00000
1192000.01.12 19:58modify400.011.030900.000001.02590
1202000.01.13 13:32t/p400.011.025900.000001.025904.8710327.02
1212000.01.13 13:49buy410.011.026180.000000.00000
1222000.01.13 13:49modify410.011.026180.000001.03118
1232000.01.14 00:51buy420.021.023830.000000.00000
1242000.01.14 00:51modify420.021.023830.000001.02883
1252000.01.14 12:43buy430.031.021780.000000.00000
1262000.01.14 12:43modify430.031.021780.000001.02678
1272000.01.14 13:32buy440.051.019380.000000.00000
1282000.01.14 13:32modify440.051.019380.000001.02438
1292000.01.14 15:16buy450.081.017280.000000.00000
1302000.01.14 15:16modify450.081.017280.000001.02228
1312000.01.14 15:22buy460.131.014980.000000.00000
1322000.01.14 15:22modify460.131.014980.000001.01998
1332000.01.14 15:29buy470.211.012980.000000.00000
1342000.01.14 15:29modify470.211.012980.000001.01798
1352000.01.17 08:01buy480.341.010880.000000.00000
1362000.01.17 08:01modify480.341.010880.000001.01588
1372000.01.17 13:33buy490.551.008780.000000.00000
1382000.01.17 13:33modify490.551.008780.000001.01378
1392000.01.18 08:17t/p490.551.013780.000001.01378276.0010603.02
1402000.01.18 08:17close480.341.013800.000001.0158899.9010702.91
1412000.01.18 08:17close470.211.013620.000001.0179814.2010717.12
1422000.01.18 08:17close460.131.013700.000001.01998-16.1710700.95
1432000.01.18 08:18close450.081.013600.000001.02228-29.1510671.80
1442000.01.18 08:18close440.051.013020.000001.02438-31.6210640.19
1452000.01.18 08:18close430.031.013140.000001.02678-25.8110614.38
1462000.01.18 08:18close420.021.013020.000001.02883-21.5510592.83
1472000.01.18 08:18close410.011.012900.000001.03118-13.2310579.60
1482000.01.18 08:21sell500.011.013500.000000.00000
1492000.01.18 08:21modify500.011.013500.000001.00850
1502000.01.18 10:30t/p500.011.008500.000001.008505.0010584.60
1512000.01.18 11:04buy510.011.008880.000000.00000
1522000.01.18 11:04modify510.011.008880.000001.01388
1532000.01.18 19:03t/p510.011.013880.000001.013885.0010589.60
1542000.01.18 19:12sell520.011.013300.000000.00000
1552000.01.18 19:12modify520.011.013300.000001.00830
1562000.01.18 22:47sell530.021.015300.000000.00000
1572000.01.18 22:47modify530.021.015300.000001.01030
1582000.01.19 11:12t/p530.021.010300.000001.010309.9210599.52
1592000.01.19 11:12close520.011.010180.000001.008303.0810602.60
1602000.01.19 11:22buy540.011.010680.000000.00000
1612000.01.19 11:22modify540.011.010680.000001.01568
1622000.01.20 09:42buy550.021.008680.000000.00000
1632000.01.20 09:42modify550.021.008680.000001.01368
1642000.01.20 16:44t/p550.021.013680.000001.0136810.0010612.60
1652000.01.20 16:44close540.011.013680.000001.015683.0510615.65
1662000.01.20 17:36buy560.011.014480.000000.00000
1672000.01.20 17:36modify560.011.014480.000001.01948
1682000.01.21 11:54buy570.021.012180.000000.00000
1692000.01.21 11:54modify570.021.012180.000001.01718
1702000.01.21 13:16buy580.031.010180.000000.00000
1712000.01.21 13:16modify580.031.010180.000001.01518
1722000.01.21 14:09buy590.051.008180.000000.00000
1732000.01.21 14:09modify590.051.008180.000001.01318
1742000.01.21 14:44buy600.081.006110.000000.00000
1752000.01.21 14:44modify600.081.006110.000001.01111
1762000.01.23 23:01buy610.131.003080.000000.00000
1772000.01.23 23:01modify610.131.003080.000001.00808
1782000.01.24 13:42buy620.211.000980.000000.00000
1792000.01.24 13:42modify620.211.000980.000001.00598
1802000.01.24 20:29t/p620.211.005980.000001.00598105.0010720.65
1812000.01.24 20:29close610.131.006000.000001.0080838.2010758.85
1822000.01.24 20:29close600.081.005800.000001.01111-2.3310756.51
1832000.01.24 20:30close590.051.005900.000001.01318-11.3110745.20
1842000.01.24 20:30close580.031.006000.000001.01518-12.4910732.72
1852000.01.24 20:30close570.021.006100.000001.01718-12.1210720.60
1862000.01.24 20:30close560.011.006200.000001.01948-8.2410712.35
1872000.01.24 21:01sell630.011.006500.000000.00000
1882000.01.24 21:01modify630.011.006500.000001.00150
1892000.01.25 03:38sell640.021.008500.000000.00000
1902000.01.25 03:38modify640.021.008500.000001.00350
1912000.01.25 10:57t/p640.021.003500.000001.0035010.0010722.35
1922000.01.25 10:57close630.011.003480.000001.001502.9810725.33
1932000.01.25 11:33buy650.011.002580.000000.00000
1942000.01.25 11:33modify650.011.002580.000001.00758
1952000.01.25 13:10buy660.021.000580.000000.00000
1962000.01.25 13:10modify660.021.000580.000001.00558
1972000.01.25 15:51t/p660.021.005580.000001.0055810.0010735.33
1982000.01.25 15:51close650.011.005610.000001.007583.0310738.36
1992000.01.25 16:12sell670.011.005200.000000.00000
2002000.01.25 16:12modify670.011.005200.000001.00020
2012000.01.26 19:28t/p670.011.000200.000001.000204.9610743.32
2022000.01.26 19:30buy680.011.000680.000000.00000
2032000.01.26 19:30modify680.011.000680.000001.00568
2042000.01.27 12:36buy690.020.998530.000000.00000
2052000.01.27 12:36modify690.020.998530.000001.00353
2062000.01.27 12:39buy700.030.996120.000000.00000
2072000.01.27 12:39modify700.030.996120.000001.00112
2082000.01.27 13:45buy710.050.993940.000000.00000
2092000.01.27 13:45modify710.050.993940.000000.99894
2102000.01.27 14:26buy720.080.991890.000000.00000
2112000.01.27 14:26modify720.080.991890.000000.99689
2122000.01.27 15:36buy730.130.989680.000000.00000
2132000.01.27 15:36modify730.130.989680.000000.99468
2142000.01.27 15:39buy740.210.987510.000000.00000
2152000.01.27 15:39modify740.210.987510.000000.99251
2162000.01.28 07:55buy750.340.984880.000000.00000
2172000.01.28 07:55modify750.340.984880.000000.98988
2182000.01.28 15:06buy760.550.982730.000000.00000
2192000.01.28 15:06modify760.550.982730.000000.98773
2202000.01.28 15:24buy770.900.980680.000000.00000
2212000.01.28 15:24modify770.900.980680.000000.98568
2222000.01.31 18:12close at stop770.900.969300.000000.98568-1022.569720.76
2232000.01.31 18:12close at stop760.550.969300.000000.98773-737.658983.11
2242000.01.31 18:12close at stop750.340.969300.000000.98988-529.108454.01
2252000.01.31 18:12close at stop740.210.969300.000000.99251-381.658072.36
2262000.01.31 18:12close at stop730.130.969300.000000.99468-264.477807.89
2272000.01.31 18:12close at stop720.080.969300.000000.99689-180.437627.46
2282000.01.31 18:12close at stop710.050.969300.000000.99894-123.027504.45
2292000.01.31 18:12close at stop700.030.969300.000001.00112-80.357424.10
2302000.01.31 18:12close at stop690.020.969300.000001.00353-58.397365.71
2312000.01.31 18:12close at stop680.010.969300.000001.00568-31.297334.42