Strategy Tester Report
EA_SMA3
FOREX.comJapan-Demo(I) (Build 432)

通貨ペアEURJPYFXF (Euro vs Japanese Yen)
期間4時間足(H4) 2012.01.02 15:00 - 2012.07.28 04:00 (2012.01.01 - 2012.07.29)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターTakeProfit=285; Lots=0.1; TrailingStop=0; Slippage=1; StopLoss=70; CInt=0; Ratio=1; Lev=10; Gap=1.2; FMA_Period=20; SMA_Period=37; WEC=0; WECD=0; WECH=0; 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 test1930Ticks modelled2781646Modelling quality63.61%
Mismatched charts errors4
Initial deposit1000.00
Total net profit2368.86Gross profit3231.50Gross loss-862.64
Profit factor3.75Expected payoff87.74
Absolute drawdown17.86Maximal drawdown542.60 (14.84%)Relative drawdown14.84% (542.60)
Total trades27Short positions (won %)11 (72.73%)Long positions (won %)16 (37.50%)
Profit trades (% of total)14 (51.85%)Loss trades (% of total)13 (48.15%)
Largestprofit trade372.32loss trade-103.98
Averageprofit trade230.82loss trade-66.36
Maximumconsecutive wins (profit in money)6 (1485.56)consecutive losses (loss in money)4 (-281.77)
Maximalconsecutive profit (count of wins)1485.56 (6)consecutive loss (count of losses)-281.77 (4)
Averageconsecutive wins2consecutive 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
12012.01.19 20:00buy10.1099.030.000.00
22012.01.19 20:00modify10.1099.030.00101.88
32012.01.19 20:00modify10.1099.0398.33101.88
42012.01.25 18:01t/p10.10101.8898.33101.88363.421363.42
52012.01.25 18:01buy20.10101.980.000.00
62012.01.25 18:01modify20.10101.980.00104.83
72012.01.25 18:01modify20.10101.98101.28104.83
82012.01.25 20:37s/l20.10101.28101.28104.83-89.271274.15
92012.01.31 20:00sell30.10100.810.000.00
102012.01.31 20:00modify30.10100.810.0097.86
112012.01.31 20:00modify30.10100.81101.6197.86
122012.02.04 04:00close30.10100.72101.6197.868.921283.07
132012.02.07 08:00buy40.10100.580.000.00
142012.02.07 08:00modify40.10100.580.00103.43
152012.02.07 08:00modify40.10100.5899.88103.43
162012.02.15 12:51t/p40.10103.4399.88103.43363.431646.50
172012.02.17 12:00buy50.10104.000.000.00
182012.02.17 12:00modify50.10104.000.00106.85
192012.02.17 12:00modify50.10104.00103.30106.85
202012.02.23 18:45t/p50.10106.85103.30106.85363.432009.93
212012.02.23 18:45buy60.10106.950.000.00
222012.02.23 18:45modify60.10106.950.00109.80
232012.02.23 18:45modify60.10106.95106.25109.80
242012.02.27 07:10t/p60.10109.80106.25109.80363.432373.36
252012.03.05 11:00sell70.10107.940.000.00
262012.03.05 11:00modify70.10107.940.00104.99
272012.03.05 11:00modify70.10107.94108.74104.99
282012.03.08 20:00close70.10107.74108.74104.9922.932396.29
292012.03.12 14:00buy80.10107.920.000.00
302012.03.12 14:00modify80.10107.920.00110.77
312012.03.12 14:00modify80.10107.92107.22110.77
322012.03.20 18:00t/p80.10110.77107.22110.77363.422759.71
332012.03.20 18:00buy90.10110.870.000.00
342012.03.20 18:00modify90.10110.870.00113.72
352012.03.20 18:00modify90.10110.87110.17113.72
362012.03.22 02:45s/l90.10110.17110.17113.72-89.272670.44
372012.03.26 10:00sell100.10109.690.000.00
382012.03.26 10:00modify100.10109.690.00106.74
392012.03.26 10:00modify100.10109.69110.49106.74
402012.03.26 22:00close100.10110.24110.49106.74-70.082600.36
412012.03.28 20:00buy110.10110.860.000.00
422012.03.28 20:00modify110.10110.860.00113.71
432012.03.28 20:00modify110.10110.86110.16113.71
442012.03.28 23:37s/l110.10110.16110.16113.71-89.262511.10
452012.03.28 23:37buy120.10110.260.000.00
462012.03.28 23:37modify120.10110.260.00113.11
472012.03.28 23:37modify120.10110.26109.56113.11
482012.03.29 12:00close120.10110.00109.56113.11-33.162477.94
492012.04.02 22:00sell130.10109.580.000.00
502012.04.02 22:00modify130.10109.580.00106.63
512012.04.02 22:00modify130.10109.58110.38106.63
522012.04.09 07:31t/p130.10106.63110.38106.63372.322850.26
532012.04.20 00:00buy140.10107.260.000.00
542012.04.20 00:00modify140.10107.260.00110.11
552012.04.20 00:00modify140.10107.26106.56110.11
562012.04.23 16:35s/l140.10106.56106.56110.11-89.262761.00
572012.04.23 16:35buy150.10106.660.000.00
582012.04.23 16:35modify150.10106.660.00109.51
592012.04.23 16:35modify150.10106.66105.96109.51
602012.04.23 22:00close150.10106.45105.96109.51-26.782734.22
612012.04.26 20:00sell160.10106.830.000.00
622012.04.26 20:00modify160.10106.830.00103.88
632012.04.26 20:00modify160.10106.83107.63103.88
642012.05.07 07:03t/p160.10103.88107.63103.88371.313105.53
652012.05.07 07:03sell170.10103.780.000.00
662012.05.07 07:03modify170.10103.780.00100.83
672012.05.07 07:03modify170.10103.78104.58100.83
682012.05.18 00:37t/p170.10100.83104.58100.83369.263474.79
692012.06.07 04:00buy180.1099.370.000.00
702012.06.07 04:00modify180.1099.370.00102.22
712012.06.07 04:00modify180.1099.3798.67102.22
722012.06.08 17:02s/l180.1098.6798.67102.22-89.263385.53
732012.06.08 17:02buy190.1098.770.000.00
742012.06.08 17:02modify190.1098.770.00101.62
752012.06.08 17:02modify190.1098.7798.07101.62
762012.06.12 08:00close190.1098.8398.07101.627.653393.18
772012.06.15 16:00sell200.1099.640.000.00
782012.06.15 16:00modify200.1099.640.0096.69
792012.06.15 16:00modify200.1099.64100.4496.69
802012.06.15 20:00close200.1099.42100.4496.6928.033421.21
812012.06.18 10:00buy210.10100.810.000.00
822012.06.18 10:00modify210.10100.810.00103.66
832012.06.18 10:00modify210.10100.81100.11103.66
842012.06.18 17:20s/l210.10100.11100.11103.66-89.263331.95
852012.06.27 04:00sell220.1099.290.000.00
862012.06.27 04:00modify220.1099.290.0096.34
872012.06.27 04:00modify220.1099.29100.0996.34
882012.06.29 12:01s/l220.10100.09100.0996.34-103.983227.97
892012.06.29 12:01sell230.1099.990.000.00
902012.06.29 12:01modify230.1099.990.0097.04
912012.06.29 12:01modify230.1099.99100.7997.04
922012.06.29 16:00close230.10100.27100.7997.04-35.673192.30
932012.07.03 04:00buy240.10100.090.000.00
942012.07.03 04:00modify240.10100.090.00102.94
952012.07.03 04:00modify240.10100.0999.39102.94
962012.07.05 00:00close240.1099.8599.39102.94-30.613161.69
972012.07.06 16:00sell250.1098.780.000.00
982012.07.06 16:00modify250.1098.780.0095.83
992012.07.06 16:00modify250.1098.7899.5895.83
1002012.07.18 04:00close250.1097.2899.5895.83186.043347.73
1012012.07.20 20:00sell260.1096.100.000.00
1022012.07.20 20:00modify260.1096.100.0093.15
1032012.07.20 20:00modify260.1096.1096.9093.15
1042012.07.26 20:00close260.1095.7096.9093.1547.913395.64
1052012.07.28 04:00buy270.1096.840.000.00
1062012.07.28 04:00modify270.1096.840.0099.69
1072012.07.28 04:00modify270.1096.8496.1499.69
1082012.07.28 05:59close at stop270.1096.6396.1499.69-26.783368.86