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=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 test4031403Ticks modelled58611099Modelling quality25.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit811.59Gross profit1033.30Gross loss-221.71
Profit factor4.66Expected payoff11.94
Absolute drawdown335.20Maximal drawdown718.19 (6.92%)Relative drawdown6.92% (718.19)
Total trades68Short positions (won %)32 (81.25%)Long positions (won %)36 (61.11%)
Profit trades (% of total)48 (70.59%)Loss trades (% of total)20 (29.41%)
Largestprofit trade276.00loss trade-31.47
Averageprofit trade21.53loss trade-11.09
Maximumconsecutive wins (profit in money)14 (104.23)consecutive losses (loss in money)6 (-136.36)
Maximalconsecutive profit (count of wins)396.63 (4)consecutive loss (count of losses)-136.36 (6)
Averageconsecutive wins6consecutive losses3
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 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 08:09close30.021.012650.000001.010515.7210025.74
122000.01.03 08:09close20.011.013060.000001.008500.4410026.18
132000.01.03 08:36buy50.011.011950.000000.00000
142000.01.03 08:36modify50.011.011950.000001.01695
152000.01.03 11:36buy60.021.009950.000000.00000
162000.01.03 11:36modify60.021.009950.000001.01495
172000.01.03 14:11buy70.031.007750.000000.00000
182000.01.03 14:11modify70.031.007750.000001.01275
192000.01.03 14:37buy80.051.005650.000000.00000
202000.01.03 14:37modify80.051.005650.000001.01065
212000.01.03 15:48t/p80.051.010650.000001.0106525.0010051.18
222000.01.03 15:48close70.031.010700.000001.012758.8510060.03
232000.01.03 15:48close60.021.010390.000001.014950.8810060.91
242000.01.03 15:48close50.011.010480.000001.01695-1.4710059.44
252000.01.03 17:00buy90.011.015750.000000.00000
262000.01.03 17:00modify90.011.015750.000001.02075
272000.01.03 17:47t/p90.011.020750.000001.020755.0010064.44
282000.01.03 19:25sell100.011.023100.000000.00000
292000.01.03 19:25modify100.011.023100.000001.01810
302000.01.03 19:31sell110.021.025450.000000.00000
312000.01.03 19:31modify110.021.025450.000001.02045
322000.01.03 19:55sell120.031.027500.000000.00000
332000.01.03 19:55modify120.031.027500.000001.02250
342000.01.04 07:07t/p120.031.022500.000001.0225014.8710079.31
352000.01.04 07:07close110.021.022150.000001.020456.5210085.83
362000.01.04 07:07close100.011.022260.000001.018100.8010086.63
372000.01.04 07:10buy130.011.023150.000000.00000
382000.01.04 07:10modify130.011.023150.000001.02815
392000.01.04 11:24t/p130.011.028150.000001.028155.0010091.63
402000.01.04 11:48sell140.011.032400.000000.00000
412000.01.04 11:48modify140.011.032400.000001.02740
422000.01.04 18:43t/p140.011.027400.000001.027405.0010096.63
432000.01.04 19:01buy150.011.028450.000000.00000
442000.01.04 19:01modify150.011.028450.000001.03345
452000.01.05 07:20t/p150.011.033450.000001.033455.0210101.65
462000.01.05 08:39sell160.011.039000.000000.00000
472000.01.05 08:39modify160.011.039000.000001.03400
482000.01.05 15:21t/p160.011.034000.000001.034005.0010106.65
492000.01.05 15:37buy170.011.034650.000000.00000
502000.01.05 15:37modify170.011.034650.000001.03965
512000.01.05 16:04buy180.021.032550.000000.00000
522000.01.05 16:04modify180.021.032550.000001.03755
532000.01.05 19:40buy190.031.030550.000000.00000
542000.01.05 19:40modify190.031.030550.000001.03555
552000.01.06 05:25t/p190.031.035550.000001.0355515.1610121.81
562000.01.06 05:25close180.021.035600.000001.037556.2110128.02
572000.01.06 05:25close170.011.035310.000001.039650.7110128.73
582000.01.06 05:32sell200.011.034400.000000.00000
592000.01.06 05:32modify200.011.034400.000001.02940
602000.01.06 06:01sell210.021.036600.000000.00000
612000.01.06 06:01modify210.021.036600.000001.03160
622000.01.06 11:46sell220.031.038600.000000.00000
632000.01.06 11:46modify220.031.038600.000001.03360
642000.01.06 12:07sell230.051.040800.000000.00000
652000.01.06 12:07modify230.051.040800.000001.03580
662000.01.06 15:04t/p230.051.035800.000001.0358025.0010153.73
672000.01.06 15:04close220.031.035780.000001.033608.4610162.19
682000.01.06 15:04close210.021.035860.000001.031601.4810163.67
692000.01.06 15:04close200.011.035450.000001.02940-1.0510162.62
702000.01.06 15:23buy240.011.036550.000000.00000
712000.01.06 15:23modify240.011.036550.000001.04155
722000.01.06 15:45buy250.021.034150.000000.00000
732000.01.06 15:45modify250.021.034150.000001.03915
742000.01.06 16:22buy260.031.032150.000000.00000
752000.01.06 16:22modify260.031.032150.000001.03715
762000.01.06 17:32buy270.051.030130.000000.00000
772000.01.06 17:32modify270.051.030130.000001.03513
782000.01.06 18:07buy280.081.027920.000000.00000
792000.01.06 18:07modify280.081.027920.000001.03292
802000.01.06 21:23t/p280.081.032920.000001.0329240.0010202.62
812000.01.06 21:23close270.051.033100.000001.0351314.8510217.47
822000.01.06 21:23close260.031.033000.000001.037152.5510220.02
832000.01.06 21:24close250.021.033100.000001.03915-2.1010217.92
842000.01.06 21:24close240.011.033000.000001.04155-3.5510214.37
852000.01.06 21:31sell290.011.032600.000000.00000
862000.01.06 21:31modify290.011.032600.000001.02760
872000.01.07 13:40t/p290.011.027600.000001.027604.9610219.33
882000.01.07 13:41sell300.011.026200.000000.00000
892000.01.07 13:41modify300.011.026200.000001.02120
902000.01.07 13:49sell310.021.028260.000000.00000
912000.01.07 13:49modify310.021.028260.000001.02326
922000.01.07 14:16sell320.031.030300.000000.00000
932000.01.07 14:16modify320.031.030300.000001.02530
942000.01.10 09:58t/p320.031.025300.000001.0253014.8710234.21
952000.01.10 09:58close310.021.024950.000001.023266.5410240.74
962000.01.10 09:58close300.011.025050.000001.021201.1110241.85
972000.01.10 11:04sell330.011.023900.000000.00000
982000.01.10 11:04modify330.011.023900.000001.01890
992000.01.10 15:56sell340.021.026010.000000.00000
1002000.01.10 15:56modify340.021.026010.000001.02101
1012000.01.11 06:33sell350.031.028150.000000.00000
1022000.01.11 06:33modify350.031.028150.000001.02315
1032000.01.11 08:44sell360.051.030150.000000.00000
1042000.01.11 08:44modify360.051.030150.000001.02515
1052000.01.11 16:31sell370.081.032270.000000.00000
1062000.01.11 16:31modify370.081.032270.000001.02727
1072000.01.12 05:35sell380.131.034430.000000.00000
1082000.01.12 05:35modify380.131.034430.000001.02943
1092000.01.12 08:00sell390.211.036500.000000.00000
1102000.01.12 08:00modify390.211.036500.000001.03150
1112000.01.12 11:01t/p390.211.031500.000001.03150105.0010346.85
1122000.01.12 11:01close380.131.031250.000001.0294341.3410388.19
1132000.01.12 11:01close370.081.030750.000001.0272711.8210400.01
1142000.01.12 11:01close360.051.030900.000001.02515-3.9610396.05
1152000.01.12 11:01close350.031.031050.000001.02315-8.8310387.23
1162000.01.12 11:01close340.021.031200.000001.02101-10.5510376.68
1172000.01.12 11:01close330.011.031350.000001.01890-7.5310369.15
1182000.01.12 11:02sell400.011.031300.000000.00000
1192000.01.12 11:02modify400.011.031300.000001.02630
1202000.01.13 13:32t/p400.011.026300.000001.026304.8710374.02
1212000.01.13 13:44buy410.011.025950.000000.00000
1222000.01.13 13:44modify410.011.025950.000001.03095
1232000.01.14 00:51buy420.021.023800.000000.00000
1242000.01.14 00:51modify420.021.023800.000001.02880
1252000.01.14 12:43buy430.031.021750.000000.00000
1262000.01.14 12:43modify430.031.021750.000001.02675
1272000.01.14 13:32buy440.051.019350.000000.00000
1282000.01.14 13:32modify440.051.019350.000001.02435
1292000.01.14 15:16buy450.081.017250.000000.00000
1302000.01.14 15:16modify450.081.017250.000001.02225
1312000.01.14 15:22buy460.131.014950.000000.00000
1322000.01.14 15:22modify460.131.014950.000001.01995
1332000.01.14 15:29buy470.211.012950.000000.00000
1342000.01.14 15:29modify470.211.012950.000001.01795
1352000.01.17 08:01buy480.341.010850.000000.00000
1362000.01.17 08:01modify480.341.010850.000001.01585
1372000.01.17 13:33buy490.551.008750.000000.00000
1382000.01.17 13:33modify490.551.008750.000001.01375
1392000.01.18 08:17t/p490.551.013750.000001.01375276.0010650.02
1402000.01.18 08:17close480.341.013800.000001.01585100.9210750.94
1412000.01.18 08:17close470.211.013620.000001.0179514.8310765.78
1422000.01.18 08:17close460.131.013700.000001.01995-15.7810750.00
1432000.01.18 08:18close450.081.013600.000001.02225-28.9110721.09
1442000.01.18 08:18close440.051.013020.000001.02435-31.4710689.62
1452000.01.18 08:18close430.031.013140.000001.02675-25.7210663.90
1462000.01.18 08:18close420.021.013020.000001.02880-21.4910642.41
1472000.01.18 08:18close410.011.012900.000001.03095-13.0010629.42
1482000.01.18 08:21sell500.011.013500.000000.00000
1492000.01.18 08:21modify500.011.013500.000001.00850
1502000.01.18 10:30t/p500.011.008500.000001.008505.0010634.42
1512000.01.18 11:22sell510.011.008600.000000.00000
1522000.01.18 11:22modify510.011.008600.000001.00360
1532000.01.18 14:12sell520.021.010600.000000.00000
1542000.01.18 14:12modify520.021.010600.000001.00560
1552000.01.18 16:15sell530.031.012600.000000.00000
1562000.01.18 16:15modify530.031.012600.000001.00760
1572000.01.18 22:40sell540.051.014600.000000.00000
1582000.01.18 22:40modify540.051.014600.000001.00960
1592000.01.19 15:38t/p540.051.009600.000001.0096024.7910659.21
1602000.01.19 15:38close530.031.009520.000001.007609.1110668.32
1612000.01.19 15:38close520.021.009640.000001.005601.8410670.16
1622000.01.19 15:38close510.011.009050.000001.00360-0.4910669.67
1632000.01.19 15:59buy550.011.009650.000000.00000
1642000.01.19 15:59modify550.011.009650.000001.01465
1652000.01.20 13:32buy560.021.007550.000000.00000
1662000.01.20 13:32modify560.021.007550.000001.01255
1672000.01.20 16:44t/p560.021.012550.000001.0125510.0010679.67
1682000.01.20 16:44close550.011.012730.000001.014653.1310682.80
1692000.01.20 17:27buy570.011.014350.000000.00000
1702000.01.20 17:27modify570.011.014350.000001.01935
1712000.01.21 11:54buy580.021.012150.000000.00000
1722000.01.21 11:54modify580.021.012150.000001.01715
1732000.01.21 13:16buy590.031.010150.000000.00000
1742000.01.21 13:16modify590.031.010150.000001.01515
1752000.01.21 14:09buy600.051.008150.000000.00000
1762000.01.21 14:09modify600.051.008150.000001.01315
1772000.01.21 14:44buy610.081.006080.000000.00000
1782000.01.21 14:44modify610.081.006080.000001.01108
1792000.01.23 23:01buy620.131.003050.000000.00000
1802000.01.23 23:01modify620.131.003050.000001.00805
1812000.01.24 13:42buy630.211.000950.000000.00000
1822000.01.24 13:42modify630.211.000950.000001.00595
1832000.01.24 20:29t/p630.211.005950.000001.00595105.0010787.80
1842000.01.24 20:29close620.131.006000.000001.0080538.5910826.39
1852000.01.24 20:29close610.081.005800.000001.01108-2.0910824.29
1862000.01.24 20:30close600.051.005900.000001.01315-11.1610813.14
1872000.01.24 20:30close590.031.006000.000001.01515-12.4010800.74
1882000.01.24 20:30close580.021.006100.000001.01715-12.0610788.68
1892000.01.24 20:30close570.011.006200.000001.01935-8.1110780.56
1902000.01.24 21:01sell640.011.006500.000000.00000
1912000.01.24 21:01modify640.011.006500.000001.00150
1922000.01.25 03:38sell650.021.008500.000000.00000
1932000.01.25 03:38modify650.021.008500.000001.00350
1942000.01.25 10:57t/p650.021.003500.000001.0035010.0010790.56
1952000.01.25 10:57close640.011.003450.000001.001503.0110793.57
1962000.01.25 11:23buy660.011.002550.000000.00000
1972000.01.25 11:23modify660.011.002550.000001.00755
1982000.01.25 13:10buy670.021.000550.000000.00000
1992000.01.25 13:10modify670.021.000550.000001.00555
2002000.01.25 15:51t/p670.021.005550.000001.0055510.0010803.57
2012000.01.25 15:51close660.011.005610.000001.007553.0610806.63
2022000.01.25 16:13sell680.011.004900.000000.00000
2032000.01.25 16:13modify680.011.004900.000000.99990
2042000.01.26 19:28t/p680.010.999900.000000.999904.9610811.59