Strategy Tester Report
FXSmooth
GCI-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 4 Hours (H4) 2010.03.01 00:00 - 2010.03.31 23:59 (2010.03.01 - 2010.04.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | s.1="General Settings"; s.2="========================"; s.21="Is 4 digits broker?"; Digits.4=true; s.4="------------------------"; s.11="Lot Size: "; Lots.To.Trade=5; SL.Pips=-1; TP.Pips=-1; Sens=50; | ||||
| Bars in test | 1139 | Ticks modelled | 1276 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 23570.92 | Gross profit | 26453.11 | Gross loss | -2882.19 |
| Profit factor | 9.18 | Expected payoff | 2946.37 | ||
| Absolute drawdown | 1510.85 | Maximal drawdown | 4321.51 (22.14%) | Relative drawdown | 30.31% (4300.11) |
| Total trades | 8 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
| Largest | profit trade | 16113.12 | loss trade | -1770.30 | |
| Average | profit trade | 5290.62 | loss trade | -960.73 | |
| Maximum | consecutive wins (profit in money) | 3 (17770.77) | consecutive losses (loss in money) | 2 (-2769.63) | |
| Maximal | consecutive profit (count of wins) | 17770.77 (3) | consecutive loss (count of losses) | -2769.63 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 00:00 | sell | 1 | 5.00 | 89.09 | 0.00 | 0.00 | ||
| 2 | 2010.03.04 16:00 | close | 1 | 5.00 | 89.11 | 0.00 | 0.00 | -112.56 | 9887.44 |
| 3 | 2010.03.04 16:00 | buy | 2 | 5.00 | 89.11 | 0.00 | 0.00 | ||
| 4 | 2010.03.15 16:00 | close | 2 | 5.00 | 90.46 | 0.00 | 0.00 | 7463.71 | 17351.16 |
| 5 | 2010.03.15 16:00 | sell | 3 | 5.00 | 90.46 | 0.00 | 0.00 | ||
| 6 | 2010.03.18 00:00 | close | 3 | 5.00 | 90.24 | 0.00 | 0.00 | 1218.63 | 18569.79 |
| 7 | 2010.03.18 00:00 | buy | 4 | 5.00 | 90.24 | 0.00 | 0.00 | ||
| 8 | 2010.03.18 04:00 | close | 4 | 5.00 | 90.06 | 0.00 | 0.00 | -999.33 | 17570.46 |
| 9 | 2010.03.18 04:00 | sell | 5 | 5.00 | 90.06 | 0.00 | 0.00 | ||
| 10 | 2010.03.18 16:00 | close | 5 | 5.00 | 90.38 | 0.00 | 0.00 | -1770.30 | 15800.16 |
| 11 | 2010.03.18 16:00 | buy | 6 | 5.00 | 90.38 | 0.00 | 0.00 | ||
| 12 | 2010.03.19 08:00 | close | 6 | 5.00 | 90.54 | 0.00 | 0.00 | 883.76 | 16683.92 |
| 13 | 2010.03.19 08:00 | sell | 7 | 5.00 | 90.54 | 0.00 | 0.00 | ||
| 14 | 2010.03.23 20:00 | close | 7 | 5.00 | 90.40 | 0.00 | 0.00 | 773.89 | 17457.81 |
| 15 | 2010.03.23 20:00 | buy | 8 | 5.00 | 90.40 | 0.00 | 0.00 | ||
| 16 | 2010.03.31 23:59 | close at stop | 8 | 5.00 | 93.41 | 0.00 | 0.00 | 16113.12 | 33570.92 |