Strategy Tester Report
EA_SMA1
FOREX.comJapan-Demo(I) (Build 432)

通貨ペアEURUSDFXF (Euro vs US Dollar)
期間日足(D1) 2012.01.02 00:00 - 2012.07.20 00:00 (2012.01.01 - 2012.07.21)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターTakeProfit=95; Lots=0.1; TrailingStop=0; Slippage=1; StopLoss=0; CInt=1; Ratio=1; Lev=10; FMA_Period=13; SMA_Period=16; WEC=1; WECD=6; WECH=5; WECM=0; TZ0=1; TZ1=1; TZ2=1; TZ3=1; TZ4=1; TZ5=1; TZ6=1; TZ7=1; TZ8=1; TZ9=1; TZ10=1; TZ11=1; TZ12=1; TZ13=1; TZ14=1; TZ15=1; TZ16=1; TZ17=1; TZ18=1; TZ19=1; TZ20=1; TZ21=1; TZ22=1; TZ23=1; MaxNumOfLoss=10; Stop=0; MagicNo=0; OdrComment="SMA1";
Bars in test875Ticks modelled2282268Modelling quality63.41%
Mismatched charts errors7
Initial deposit1000.00
Total net profit1087.36Gross profit1132.76Gross loss-45.40
Profit factor24.95Expected payoff83.64
Absolute drawdown154.86Maximal drawdown224.84 (14.89%)Relative drawdown16.65% (168.86)
Total trades13Short positions (won %)7 (71.43%)Long positions (won %)6 (83.33%)
Profit trades (% of total)10 (76.92%)Loss trades (% of total)3 (23.08%)
Largestprofit trade180.50loss trade-24.00
Averageprofit trade113.28loss trade-15.13
Maximumconsecutive wins (profit in money)5 (609.90)consecutive losses (loss in money)1 (-24.00)
Maximalconsecutive profit (count of wins)609.90 (5)consecutive loss (count of losses)-24.00 (1)
Averageconsecutive wins3consecutive losses1
Graph
#時間取引種別注文番号数量PriceS/L:決済逆指値T/P:決済指値損益Balance
12012.01.02 07:00buy10.101.29570.00000.0000
22012.01.02 07:00modify10.101.29570.00001.3052
32012.01.03 00:00close10.101.29330.00001.3052-24.00976.00
42012.01.03 00:00sell20.091.29330.00000.0000
52012.01.03 00:00modify20.091.29330.00001.2836
62012.01.05 19:09t/p20.091.28360.00001.283685.861061.86
72012.01.24 00:00buy30.101.30330.00000.0000
82012.01.24 00:00modify30.101.30330.00001.3128
92012.01.26 15:34t/p30.101.31280.00001.312895.001156.86
102012.02.25 00:00sell40.111.34520.00000.0000
112012.02.25 00:00modify40.111.34520.00001.3355
122012.02.25 05:00close40.111.34600.00001.3355-8.801148.06
132012.02.28 00:00buy50.111.33850.00000.0000
142012.02.28 00:00modify50.111.33850.00001.3480
152012.02.29 11:40t/p50.111.34800.00001.3480104.501252.56
162012.03.12 06:00sell60.121.31030.00000.0000
172012.03.12 06:00modify60.121.31030.00001.3006
182012.03.15 10:12t/p60.121.30060.00001.3006114.001366.56
192012.03.26 06:00buy70.131.32720.00000.0000
202012.03.26 06:00modify70.131.32720.00001.3367
212012.03.27 04:41t/p70.131.33670.00001.3367123.501490.06
222012.04.10 00:00sell80.141.30700.00000.0000
232012.04.10 00:00modify80.141.30700.00001.2973
242012.04.14 05:00close80.141.30770.00001.2973-12.601477.46
252012.04.23 06:00buy90.141.31850.00000.0000
262012.04.23 06:00modify90.141.31850.00001.3280
272012.04.28 05:00close90.141.32350.00001.328070.001547.46
282012.05.08 00:00sell100.151.30470.00000.0000
292012.05.08 00:00modify100.151.30470.00001.2950
302012.05.09 21:12t/p100.151.29500.00001.2950144.901692.36
312012.06.16 00:00buy110.161.26250.00000.0000
322012.06.16 00:00modify110.161.26250.00001.2720
332012.06.16 05:00close110.161.26560.00001.272049.601741.96
342012.07.02 06:00sell120.171.26760.00000.0000
352012.07.02 06:00modify120.171.26760.00001.2579
362012.07.02 23:26t/p120.171.25790.00001.2579164.901906.86
372012.07.02 23:26sell130.191.25770.00000.0000
382012.07.02 23:26modify130.191.25770.00001.2480
392012.07.05 20:47t/p130.191.24800.00001.2480180.502087.36