Strategy Tester Report
EA_SMA2(121231)
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=0; Ratio=1; Lev=10; Gap=1.8; FMA_Period=10; SMA_Period=21; 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="SMA2";
Bars in test875Ticks modelled2282268Modelling quality63.41%
Mismatched charts errors7
Initial deposit1000.00
Total net profit1003.40Gross profit1046.40Gross loss-43.00
Profit factor24.33Expected payoff62.71
Absolute drawdown6.00Maximal drawdown195.00 (11.55%)Relative drawdown11.55% (195.00)
Total trades16Short positions (won %)6 (83.33%)Long positions (won %)10 (90.00%)
Profit trades (% of total)14 (87.50%)Loss trades (% of total)2 (12.50%)
Largestprofit trade97.00loss trade-34.00
Averageprofit trade74.74loss trade-21.50
Maximumconsecutive wins (profit in money)9 (674.00)consecutive losses (loss in money)2 (-43.00)
Maximalconsecutive profit (count of wins)674.00 (9)consecutive loss (count of losses)-43.00 (2)
Averageconsecutive wins7consecutive losses2
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
12012.01.26 00:00buy10.101.29520.00000.0000
22012.01.26 00:00modify10.101.29520.00001.3047
32012.01.26 02:52t/p10.101.30470.00001.304795.001095.00
42012.01.26 02:52buy20.101.30490.00000.0000
52012.01.26 02:52modify20.101.30490.00001.3144
62012.01.26 18:49t/p20.101.31440.00001.314495.001190.00
72012.01.26 18:49buy30.101.31460.00000.0000
82012.01.26 18:49modify30.101.31460.00001.3241
92012.01.28 05:00close30.101.32060.00001.324160.001250.00
102012.02.23 00:00buy40.101.32280.00000.0000
112012.02.23 00:00modify40.101.32280.00001.3323
122012.02.23 18:02t/p40.101.33230.00001.332395.001345.00
132012.02.23 18:02buy50.101.33250.00000.0000
142012.02.23 18:02modify50.101.33250.00001.3420
152012.02.24 21:17t/p50.101.34200.00001.342095.001440.00
162012.02.24 21:17buy60.101.34220.00000.0000
172012.02.24 21:17modify60.101.34220.00001.3517
182012.02.25 05:00close60.101.34580.00001.351736.001476.00
192012.03.10 00:00sell70.101.31140.00000.0000
202012.03.10 00:00modify70.101.31140.00001.3017
212012.03.10 05:00close70.101.31060.00001.30178.001484.00
222012.03.12 06:00sell80.101.31030.00000.0000
232012.03.12 06:00modify80.101.31030.00001.3006
242012.03.15 10:12t/p80.101.30060.00001.300695.001579.00
252012.03.26 06:00buy90.101.32720.00000.0000
262012.03.26 06:00modify90.101.32720.00001.3367
272012.03.27 04:41t/p90.101.33670.00001.336795.001674.00
282012.03.27 04:41buy100.101.33690.00000.0000
292012.03.27 04:41modify100.101.33690.00001.3464
302012.03.31 05:00close100.101.33350.00001.3464-34.001640.00
312012.04.10 00:00sell110.101.30700.00000.0000
322012.04.10 00:00modify110.101.30700.00001.2973
332012.04.14 05:00close110.101.30770.00001.2973-9.001631.00
342012.04.26 00:00buy120.101.31850.00000.0000
352012.04.26 00:00modify120.101.31850.00001.3280
362012.04.28 05:00close120.101.32350.00001.328050.001681.00
372012.05.09 00:00sell130.101.29950.00000.0000
382012.05.09 00:00modify130.101.29950.00001.2898
392012.05.12 05:00close130.101.29230.00001.289870.401751.40
402012.06.15 00:00buy140.101.25960.00000.0000
412012.06.15 00:00modify140.101.25960.00001.2691
422012.06.16 05:00close140.101.26560.00001.269160.001811.40
432012.07.02 06:00sell150.101.26760.00000.0000
442012.07.02 06:00modify150.101.26760.00001.2579
452012.07.02 23:26t/p150.101.25790.00001.257997.001908.40
462012.07.02 23:26sell160.101.25770.00000.0000
472012.07.02 23:26modify160.101.25770.00001.2480
482012.07.05 20:47t/p160.101.24800.00001.248095.002003.40