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

通貨ペアUSDJPYFXF (US Dollar vs Japanese Yen)
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=110; Lots=0.1; TrailingStop=0; Slippage=1; StopLoss=0; CInt=1; Ratio=1; Lev=10; FMA_Period=12; SMA_Period=20; 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 modelled890485Modelling quality65.72%
Mismatched charts errors0
Initial deposit1000.00
Total net profit711.12Gross profit733.31Gross loss-22.19
Profit factor33.05Expected payoff79.01
Absolute drawdown60.00Maximal drawdown165.22 (9.51%)Relative drawdown9.60% (144.21)
Total trades9Short positions (won %)5 (80.00%)Long positions (won %)4 (75.00%)
Profit trades (% of total)7 (77.78%)Loss trades (% of total)2 (22.22%)
Largestprofit trade192.74loss trade-18.70
Averageprofit trade104.76loss trade-11.09
Maximumconsecutive wins (profit in money)4 (449.91)consecutive losses (loss in money)1 (-18.70)
Maximalconsecutive profit (count of wins)449.91 (4)consecutive loss (count of losses)-18.70 (1)
Averageconsecutive wins4consecutive 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 07:00sell10.1076.910.000.00
22012.01.02 07:00modify10.1076.910.0075.79
32012.01.07 05:00close10.1077.030.0075.79-18.70981.30
42012.01.24 00:00buy20.0977.050.000.00
52012.01.24 00:00modify20.0977.050.0078.15
62012.01.25 19:46t/p20.0978.150.0078.15126.681107.98
72012.02.04 00:00sell30.1176.620.000.00
82012.02.04 00:00modify30.1176.620.0075.50
92012.02.04 05:00close30.1176.570.0075.507.181115.16
102012.02.16 00:00buy40.1178.220.000.00
112012.02.16 00:00modify40.1178.220.0079.32
122012.02.17 22:08t/p40.1179.320.0079.32152.551267.71
132012.04.02 06:00sell50.1283.010.000.00
142012.04.02 06:00modify50.1283.010.0081.89
152012.04.03 00:02t/p50.1281.890.0081.89163.501431.21
162012.05.02 00:00buy60.1480.190.000.00
172012.05.02 00:00modify60.1480.190.0081.29
182012.05.03 00:00close60.1480.170.0081.29-3.491427.72
192012.05.03 00:00sell70.1480.170.000.00
202012.05.03 00:00modify70.1480.170.0079.05
212012.05.05 05:00close70.1479.860.0079.0553.621481.34
222012.06.18 06:00buy80.1478.800.000.00
232012.06.18 06:00modify80.1478.800.0079.90
242012.06.21 18:20t/p80.1479.900.0079.90192.741674.08
252012.07.11 00:00sell90.1679.460.000.00
262012.07.11 00:00modify90.1679.460.0078.34
272012.07.14 05:00close90.1679.260.0078.3437.041711.12