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

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2000.01.02 23:01 - 2011.08.05 19:59 (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 test4014280Ticks modelled55502013Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-2657.36Gross profit130.37Gross loss-2787.72
Profit factor0.05Expected payoff-98.42
Absolute drawdown2657.36Maximal drawdown3039.20 (29.27%)Relative drawdown29.27% (3039.20)
Total trades27Short positions (won %)1 (100.00%)Long positions (won %)26 (53.85%)
Profit trades (% of total)15 (55.56%)Loss trades (% of total)12 (44.44%)
Largestprofit trade40.00loss trade-776.03
Averageprofit trade8.69loss trade-232.31
Maximumconsecutive wins (profit in money)13 (120.35)consecutive losses (loss in money)10 (-2782.20)
Maximalconsecutive profit (count of wins)120.35 (13)consecutive loss (count of losses)-2782.20 (10)
Averageconsecutive wins8consecutive losses6
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12000.01.02 23:27buy10.011.008250.000000.00000
22000.01.02 23:27modify10.011.008250.000001.01325
32000.01.03 00:07t/p10.011.013250.000001.013255.0210005.02
42000.01.03 11:21buy20.011.011550.000000.00000
52000.01.03 11:21modify20.011.011550.000001.01655
62000.01.03 11:38buy30.021.009550.000000.00000
72000.01.03 11:38modify30.021.009550.000001.01455
82000.01.03 14:12buy40.031.007550.000000.00000
92000.01.03 14:12modify40.031.007550.000001.01255
102000.01.03 15:50t/p40.031.012550.000001.0125515.0010020.02
112000.01.03 15:50close30.021.012830.000001.014556.5610026.58
122000.01.03 15:50close20.011.013160.000001.016551.6110028.19
132000.01.04 06:13buy50.011.025550.000000.00000
142000.01.04 06:13modify50.011.025550.000001.03055
152000.01.04 06:41buy60.021.023450.000000.00000
162000.01.04 06:41modify60.021.023450.000001.02845
172000.01.04 11:25t/p60.021.028450.000001.0284510.0010038.19
182000.01.04 11:25close50.011.028600.000001.030553.0510041.24
192000.01.04 20:02buy70.011.030050.000000.00000
202000.01.04 20:02modify70.011.030050.000001.03505
212000.01.05 07:24t/p70.011.035050.000001.035055.0210046.26
222000.01.05 18:47buy80.011.033150.000000.00000
232000.01.05 18:47modify80.011.033150.000001.03815
242000.01.05 19:38buy90.021.031050.000000.00000
252000.01.05 19:38modify90.021.031050.000001.03605
262000.01.06 05:39t/p90.021.036050.000001.0360510.1110056.37
272000.01.06 05:39close80.011.036100.000001.038153.0010059.37
282000.01.06 15:28sell100.011.035800.000000.00000
292000.01.06 15:28modify100.011.035800.000001.03080
302000.01.06 17:31t/p100.011.030800.000001.030805.0010064.37
312000.01.06 19:21buy110.011.029950.000000.00000
322000.01.06 19:21modify110.011.029950.000001.03495
332000.01.07 11:28buy120.021.027950.000000.00000
342000.01.07 11:28modify120.021.027950.000001.03295
352000.01.10 09:54buy130.031.025900.000000.00000
362000.01.10 09:54modify130.031.025900.000001.03090
372000.01.10 10:30buy140.051.023750.000000.00000
382000.01.10 10:30modify140.051.023750.000001.02875
392000.01.10 12:21buy150.081.021550.000000.00000
402000.01.10 12:21modify150.081.021550.000001.02655
412000.01.10 16:00t/p150.081.026550.000001.0265540.0010104.37
422000.01.10 16:00close140.051.026580.000001.0287514.1510118.52
432000.01.10 16:00close130.031.026510.000001.030901.8310120.35
442000.01.10 16:00close120.021.026800.000001.03295-2.2610118.09
452000.01.10 16:00close110.011.026650.000001.03495-3.2610114.82
462000.01.11 02:19buy160.011.026450.000000.00000
472000.01.11 02:19modify160.011.026450.000001.03145
482000.01.11 10:38t/p160.011.031450.000001.031455.0010119.82
492000.01.11 15:12buy170.011.029350.000000.00000
502000.01.11 15:12modify170.011.029350.000001.03435
512000.01.12 05:35t/p170.011.034350.000001.034355.0210124.84
522000.01.12 06:27buy180.011.033950.000000.00000
532000.01.12 06:27modify180.011.033950.000001.03895
542000.01.12 11:01buy190.021.031950.000000.00000
552000.01.12 11:01modify190.021.031950.000001.03695
562000.01.12 11:31buy200.031.029950.000000.00000
572000.01.12 11:31modify200.031.029950.000001.03495
582000.01.12 14:37buy210.051.027950.000000.00000
592000.01.12 14:37modify210.051.027950.000001.03295
602000.01.13 13:32buy220.081.025750.000000.00000
612000.01.13 13:32modify220.081.025750.000001.03075
622000.01.14 00:51buy230.131.023750.000000.00000
632000.01.14 00:51modify230.131.023750.000001.02875
642000.01.14 12:43buy240.211.021750.000000.00000
652000.01.14 12:43modify240.211.021750.000001.02675
662000.01.14 13:32buy250.341.019350.000000.00000
672000.01.14 13:32modify250.341.019350.000001.02435
682000.01.14 15:16buy260.551.017250.000000.00000
692000.01.14 15:16modify260.551.017250.000001.02225
702000.01.14 15:22buy270.901.014950.000000.00000
712000.01.14 15:22modify270.901.014950.000001.01995
722000.01.21 14:43close at stop270.901.006200.000001.01995-776.039348.81
732000.01.21 14:43close at stop260.551.006200.000001.02225-600.748748.06
742000.01.21 14:43close at stop250.341.006200.000001.02435-442.778305.30
752000.01.21 14:43close at stop240.211.006200.000001.02675-323.877981.42
762000.01.21 14:43close at stop230.131.006200.000001.02875-226.497754.93
772000.01.21 14:43close at stop220.081.006200.000001.03075-155.247599.69
782000.01.21 14:43close at stop210.051.006200.000001.03295-107.757491.94
792000.01.21 14:43close at stop200.031.006200.000001.03495-70.657421.29
802000.01.21 14:43close at stop190.021.006200.000001.03695-51.107370.19
812000.01.21 14:43close at stop180.011.006200.000001.03895-27.557342.64