Strategy Tester Report
EA_SMA2(121231)
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=160; Lots=0.1; TrailingStop=0; Slippage=1; StopLoss=0; CInt=0; Ratio=1; Lev=10; Gap=3.4; FMA_Period=12; SMA_Period=18; 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 modelled890485Modelling quality65.72%
Mismatched charts errors0
Initial deposit1000.00
Total net profit641.12Gross profit667.07Gross loss-25.95
Profit factor25.71Expected payoff80.14
Absolute drawdown67.19Maximal drawdown176.80 (13.71%)Relative drawdown13.71% (176.80)
Total trades8Short positions (won %)4 (75.00%)Long positions (won %)4 (100.00%)
Profit trades (% of total)7 (87.50%)Loss trades (% of total)1 (12.50%)
Largestprofit trade198.86loss trade-25.95
Averageprofit trade95.30loss trade-25.95
Maximumconsecutive wins (profit in money)7 (667.07)consecutive losses (loss in money)1 (-25.95)
Maximalconsecutive profit (count of wins)667.07 (7)consecutive loss (count of losses)-25.95 (1)
Averageconsecutive wins7consecutive 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
12012.01.03 00:05sell10.1076.910.000.00
22012.01.03 00:05modify10.1076.910.0075.23
32012.01.07 05:00close10.1077.090.0075.23-25.95974.05
42012.02.16 00:00buy20.1078.280.000.00
52012.02.16 00:00modify20.1078.280.0079.88
62012.02.18 05:00close20.1079.450.0079.88147.261121.31
72012.04.02 06:00sell30.1083.010.000.00
82012.04.02 06:00modify30.1083.010.0081.33
92012.04.07 05:04close30.1081.600.0081.33169.671290.98
102012.05.01 00:00buy40.1079.920.000.00
112012.05.01 00:00modify40.1079.920.0081.52
122012.05.04 00:00close40.1080.360.0081.5254.751345.73
132012.05.04 00:00sell50.1080.360.000.00
142012.05.04 00:00modify50.1080.360.0078.68
152012.05.05 05:00close50.1079.920.0078.6855.061400.79
162012.06.18 06:00buy60.1078.860.000.00
172012.06.18 06:00modify60.1078.860.0080.46
182012.06.22 14:36t/p60.1080.460.0080.46198.861599.65
192012.06.30 00:00buy70.1079.860.000.00
202012.06.30 00:00modify70.1079.860.0081.46
212012.06.30 05:00close70.1079.920.0081.467.511607.16
222012.07.10 00:00sell80.1079.610.000.00
232012.07.10 00:00modify80.1079.610.0077.93
242012.07.14 05:00close80.1079.320.0077.9333.961641.12