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=0; CenterofGravity_isv="Center of Gravity Settings"; Per=10; Price=4; Cogtf1=0; Cogtf2=0; 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-2616.23Gross profit210.45Gross loss-2826.68
Profit factor0.07Expected payoff-74.75
Absolute drawdown2616.23Maximal drawdown2825.52 (27.68%)Relative drawdown27.68% (2825.52)
Total trades35Short positions (won %)9 (77.78%)Long positions (won %)26 (53.85%)
Profit trades (% of total)21 (60.00%)Loss trades (% of total)14 (40.00%)
Largestprofit trade39.66loss trade-793.06
Averageprofit trade10.02loss trade-201.91
Maximumconsecutive wins (profit in money)9 (96.00)consecutive losses (loss in money)11 (-2818.26)
Maximalconsecutive profit (count of wins)96.00 (9)consecutive loss (count of losses)-2818.26 (11)
Averageconsecutive wins7consecutive losses5
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12000.01.06 07:00buy10.011.037050.000000.00000
22000.01.06 07:00modify10.011.037050.000001.04205
32000.01.06 07:13buy20.021.035050.000000.00000
42000.01.06 07:13modify20.021.035050.000001.04005
52000.01.06 08:24buy30.031.033050.000000.00000
62000.01.06 08:24modify30.031.033050.000001.03805
72000.01.06 11:36t/p30.031.038050.000001.0380515.0010015.00
82000.01.06 11:36close20.021.038300.000001.040056.5010021.50
92000.01.06 11:36close10.011.038050.000001.042051.0010022.50
102000.01.07 19:01buy40.011.028850.000000.00000
112000.01.07 19:01modify40.011.028850.000001.03385
122000.01.10 07:21buy50.021.026750.000000.00000
132000.01.10 07:21modify50.021.026750.000001.03175
142000.01.10 10:03buy60.031.024600.000000.00000
152000.01.10 10:03modify60.031.024600.000001.02960
162000.01.10 11:59buy70.051.022450.000000.00000
172000.01.10 11:59modify70.051.022450.000001.02745
182000.01.10 18:36t/p70.051.027450.000001.0274525.0010047.50
192000.01.10 18:36close60.031.027500.000001.029608.7010056.20
202000.01.10 18:37close50.021.027300.000001.031751.1010057.30
212000.01.10 18:38close40.011.027200.000001.03385-1.6310055.67
222000.01.12 14:00sell80.011.030400.000000.00000
232000.01.12 14:00modify80.011.030400.000001.02540
242000.01.13 13:33t/p80.011.025400.000001.025404.8710060.54
252000.01.18 06:00buy90.011.011350.000000.00000
262000.01.18 06:00modify90.011.011350.000001.01635
272000.01.18 10:19buy100.021.009250.000000.00000
282000.01.18 10:19modify100.021.009250.000001.01425
292000.01.18 22:30t/p100.021.014250.000001.0142510.0010070.54
302000.01.18 22:30close90.011.014300.000001.016352.9510073.49
312000.01.19 12:00sell110.011.010000.000000.00000
322000.01.19 12:00modify110.011.010000.000001.00500
332000.01.19 16:53sell120.021.012100.000000.00000
342000.01.19 16:53modify120.021.012100.000001.00710
352000.01.20 08:39sell130.031.014180.000000.00000
362000.01.20 08:39modify130.031.014180.000001.00918
372000.01.20 09:39t/p130.031.009180.000001.0091815.0010088.49
382000.01.20 09:39close120.021.008850.000001.007106.2510094.74
392000.01.20 09:39close110.011.009070.000001.005000.8010095.55
402000.01.20 10:00sell140.011.009700.000000.00000
412000.01.20 10:00modify140.011.009700.000001.00470
422000.01.20 16:43sell150.021.011830.000000.00000
432000.01.20 16:43modify150.021.011830.000001.00683
442000.01.20 16:44sell160.031.013860.000000.00000
452000.01.20 16:44modify160.031.013860.000001.00886
462000.01.20 17:41sell170.051.016190.000000.00000
472000.01.20 17:41modify170.051.016190.000001.01119
482000.01.20 18:11sell180.081.018200.000000.00000
492000.01.20 18:11modify180.081.018200.000001.01320
502000.01.21 11:51t/p180.081.013200.000001.0132039.6610135.21
512000.01.21 11:51close170.051.013150.000001.0111914.9910150.20
522000.01.21 11:51close160.031.013330.000001.008861.4610151.67
532000.01.21 11:52close150.021.013450.000001.00683-3.3210148.34
542000.01.21 11:52close140.011.013120.000001.00470-3.4610144.88
552000.01.24 11:00buy190.011.005250.000000.00000
562000.01.24 11:00modify190.011.005250.000001.01025
572000.01.24 13:06buy200.021.003250.000000.00000
582000.01.24 13:06modify200.021.003250.000001.00825
592000.01.24 13:42buy210.031.000950.000000.00000
602000.01.24 13:42modify210.031.000950.000001.00595
612000.01.24 20:29t/p210.031.005950.000001.0059515.0010159.88
622000.01.24 20:29close200.021.006000.000001.008255.5010165.38
632000.01.24 20:29close190.011.005800.000001.010250.5510165.93
642000.01.25 00:00buy220.011.006950.000000.00000
652000.01.25 00:00modify220.011.006950.000001.01195
662000.01.25 09:00buy230.021.004800.000000.00000
672000.01.25 09:00modify230.021.004800.000001.00980
682000.01.25 11:04buy240.031.002770.000000.00000
692000.01.25 11:04modify240.031.002770.000001.00777
702000.01.25 13:09buy250.051.000750.000000.00000
712000.01.25 13:09modify250.051.000750.000001.00575
722000.01.25 15:51t/p250.051.005750.000001.0057525.0010190.93
732000.01.25 15:51close240.031.005850.000001.007779.2410200.17
742000.01.25 15:51close230.021.005730.000001.009801.8610202.03
752000.01.25 15:52close220.011.006200.000001.01195-0.7510201.28
762000.01.26 21:01buy260.011.001850.000000.00000
772000.01.26 21:01modify260.011.001850.000001.00685
782000.01.26 23:31buy270.020.999650.000000.00000
792000.01.26 23:31modify270.020.999650.000001.00465
802000.01.27 12:37buy280.030.997550.000000.00000
812000.01.27 12:37modify280.030.997550.000001.00255
822000.01.27 13:25buy290.050.995250.000000.00000
832000.01.27 13:25modify290.050.995250.000001.00025
842000.01.27 13:46buy300.080.993250.000000.00000
852000.01.27 13:46modify300.080.993250.000000.99825
862000.01.27 14:28buy310.130.990950.000000.00000
872000.01.27 14:28modify310.130.990950.000000.99595
882000.01.27 15:37buy320.210.988550.000000.00000
892000.01.27 15:37modify320.210.988550.000000.99355
902000.01.28 07:49buy330.340.986350.000000.00000
912000.01.28 07:49modify330.340.986350.000000.99135
922000.01.28 07:55buy340.550.984210.000000.00000
932000.01.28 07:55modify340.550.984210.000000.98921
942000.01.28 15:06buy350.900.982050.000000.00000
952000.01.28 15:06modify350.900.982050.000000.98705
962000.01.31 17:55close at stop350.900.973220.000000.98705-793.069408.22
972000.01.31 17:55close at stop340.550.973220.000000.98921-603.458804.77
982000.01.31 17:55close at stop330.340.973220.000000.99135-445.808358.97
992000.01.31 17:55close at stop320.210.973220.000000.99355-321.178037.80
1002000.01.31 17:55close at stop310.130.973220.000000.99595-230.027807.78
1012000.01.31 17:55close at stop300.080.973220.000000.99825-159.957647.84
1022000.01.31 17:55close at stop290.050.973220.000001.00025-109.977537.87
1032000.01.31 17:55close at stop280.030.973220.000001.00255-72.887464.99
1042000.01.31 17:55close at stop270.020.973220.000001.00465-52.687412.31
1052000.01.31 17:55close at stop260.010.973220.000001.00685-28.547383.77