Strategy Tester Report
10points_3_Smi1a
FXCM-Demo (Build 402)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2000.01.02 23:00 - 2011.08.05 19:00 (2000.01.01 - 2011.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagic=41951; EcnBroker=true; TakeProfit=50; Lots=0.01; InitialStop=0; TrailingStop=20; 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=30; CenterofGravity_isv="Center of Gravity Settings"; Per=10; Price=4; Cogtf1=240; Cogtf2=30; T3VhfPeriods_is="VHF Settings"; VHF_Period1=14; T3Period1=5; T3Price1=0; T3Hot1=0.7; T3Original1=true; VHF_Period2=7; T3Period2=5; T3Price2=0; T3Hot2=0.7; T3Original2=true; _smi="Smi Settings"; Length=13; Smooth1=25; Smooth2=2; Signal=5; SmiPrice=0;
Bars in test70994Ticks modelled55055320Modelling quality90.00%
Mismatched charts errors75
Initial deposit10000.00
Total net profit-2590.14Gross profit158.98Gross loss-2749.11
Profit factor0.06Expected payoff-95.93
Absolute drawdown2590.14Maximal drawdown2741.59 (27.01%)Relative drawdown27.01% (2741.59)
Total trades27Short positions (won %)8 (75.00%)Long positions (won %)19 (36.84%)
Profit trades (% of total)13 (48.15%)Loss trades (% of total)14 (51.85%)
Largestprofit trade40.00loss trade-760.50
Averageprofit trade12.23loss trade-196.37
Maximumconsecutive wins (profit in money)8 (91.12)consecutive losses (loss in money)10 (-2733.57)
Maximalconsecutive profit (count of wins)91.12 (8)consecutive loss (count of losses)-2733.57 (10)
Averageconsecutive wins4consecutive losses5
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12000.01.06 11:00buy10.011.035650.000000.00000
22000.01.06 11:00modify10.011.035650.000001.04065
32000.01.06 12:07t/p10.011.040650.000001.040655.0010005.00
42000.01.07 04:00buy20.011.031350.000000.00000
52000.01.07 04:00modify20.011.031350.000001.03635
62000.01.07 06:58buy30.021.029280.000000.00000
72000.01.07 06:58modify30.021.029280.000001.03428
82000.01.07 13:40buy40.031.026450.000000.00000
92000.01.07 13:40modify40.031.026450.000001.03145
102000.01.10 10:08buy50.051.024450.000000.00000
112000.01.10 10:08modify50.051.024450.000001.02945
122000.01.10 11:59buy60.081.022450.000000.00000
132000.01.10 11:59modify60.081.022450.000001.02745
142000.01.10 18:36t/p60.081.027450.000001.0274540.0010045.00
152000.01.10 18:36close50.051.027500.000001.0294515.2510060.25
162000.01.10 18:37close40.031.027300.000001.031452.6010062.85
172000.01.10 18:38close30.021.027200.000001.03428-4.1210058.73
182000.01.10 18:39close20.011.026700.000001.03635-4.6310054.10
192000.01.18 04:30buy70.011.010650.000000.00000
202000.01.18 04:30modify70.011.010650.000001.01565
212000.01.18 10:30buy80.021.008580.000000.00000
222000.01.18 10:30modify80.021.008580.000001.01358
232000.01.18 18:51t/p80.021.013580.000001.0135810.0010064.10
242000.01.18 18:51close70.011.013600.000001.015652.9510067.05
252000.01.19 12:00sell90.011.010000.000000.00000
262000.01.19 12:00modify90.011.010000.000001.00500
272000.01.19 16:53sell100.021.012100.000000.00000
282000.01.19 16:53modify100.021.012100.000001.00710
292000.01.20 08:39sell110.031.014180.000000.00000
302000.01.20 08:39modify110.031.014180.000001.00918
312000.01.20 09:39t/p110.031.009180.000001.0091815.0010082.05
322000.01.20 09:39close100.021.008850.000001.007106.2510088.30
332000.01.20 09:39close90.011.009070.000001.005000.8010089.10
342000.01.20 10:00sell120.011.009700.000000.00000
352000.01.20 10:00modify120.011.009700.000001.00470
362000.01.20 16:43sell130.021.011830.000000.00000
372000.01.20 16:43modify130.021.011830.000001.00683
382000.01.20 16:44sell140.031.013860.000000.00000
392000.01.20 16:44modify140.031.013860.000001.00886
402000.01.20 17:41sell150.051.016190.000000.00000
412000.01.20 17:41modify150.051.016190.000001.01119
422000.01.20 18:11sell160.081.018200.000000.00000
432000.01.20 18:11modify160.081.018200.000001.01320
442000.01.21 11:51t/p160.081.013200.000001.0132039.6610128.77
452000.01.21 11:51close150.051.013150.000001.0111914.9910143.76
462000.01.21 11:51close140.031.013330.000001.008861.4610145.22
472000.01.21 11:52close130.021.013450.000001.00683-3.3210141.90
482000.01.21 11:52close120.011.013120.000001.00470-3.4610138.44
492000.01.24 18:00buy170.011.002650.000000.00000
502000.01.24 18:00modify170.011.002650.000001.00765
512000.01.24 21:20t/p170.011.007650.000001.007655.0010143.44
522000.01.26 21:01buy180.011.001850.000000.00000
532000.01.26 21:01modify180.011.001850.000001.00685
542000.01.26 23:31buy190.020.999650.000000.00000
552000.01.26 23:31modify190.020.999650.000001.00465
562000.01.27 12:37buy200.030.997550.000000.00000
572000.01.27 12:37modify200.030.997550.000001.00255
582000.01.27 13:25buy210.050.995250.000000.00000
592000.01.27 13:25modify210.050.995250.000001.00025
602000.01.27 13:46buy220.080.993250.000000.00000
612000.01.27 13:46modify220.080.993250.000000.99825
622000.01.27 14:28buy230.130.990950.000000.00000
632000.01.27 14:28modify230.130.990950.000000.99595
642000.01.27 15:37buy240.210.988550.000000.00000
652000.01.27 15:37modify240.210.988550.000000.99355
662000.01.28 07:49buy250.340.986350.000000.00000
672000.01.28 07:49modify250.340.986350.000000.99135
682000.01.28 07:55buy260.550.984210.000000.00000
692000.01.28 07:55modify260.550.984210.000000.98921
702000.01.28 15:06buy270.900.982050.000000.00000
712000.01.28 15:06modify270.900.982050.000000.98705
722000.01.28 17:26close at stop270.900.973600.000000.98705-760.509382.94
732000.01.28 17:26close at stop260.550.973600.000000.98921-583.558799.39
742000.01.28 17:26close at stop250.340.973600.000000.99135-433.508365.89
752000.01.28 17:26close at stop240.210.973600.000000.99355-313.578052.32
762000.01.28 17:26close at stop230.130.973600.000000.99595-225.317827.00
772000.01.28 17:26close at stop220.080.973600.000000.99825-157.057669.95
782000.01.28 17:26close at stop210.050.973600.000001.00025-108.167561.79
792000.01.28 17:26close at stop200.030.973600.000001.00255-71.807490.00
802000.01.28 17:26close at stop190.020.973600.000001.00465-51.957438.04
812000.01.28 17:26close at stop180.010.973600.000001.00685-28.187409.86