Strategy Tester Report
EmaFibo_v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2006.07.25 21:00 - 2006.09.19 00:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMagicNumber=112340; PARAMETERS_TRADE="PARAMETERS TRADE"; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=100; TakeProfitMode=false; TakeProfit=100; TrailingStopMode=false; TrailingStop=30; PARAMETERS_MM="MONEY MANAGEMENT"; MaximumRisk=0.15; DecreaseFactor=3; PARAMETERS_INDICATOR_ONE="Moving Average signal"; SignalEMA_Period=8; PARAMETERS_INDICATOR_TWO="Moving Average main"; MainEMA_Period=55; Delta=0; PARAMETERS_INDICATOR_THREE="Moving Average for close"; CloseEMA_Period=21;
Bars in test1025Ticks modelled203205Modelling quality49.18%
Initial deposit10000.00
Total net profit-45.56Gross profit618.25Gross loss-663.80
Profit factor0.93Expected payoff-2.68
Absolute drawdown366.39Maximal drawdown459.59 (4.55%)Relative drawdown4.55% (459.59)
Total trades17Short positions (won %)10 (40.00%)Long positions (won %)7 (28.57%)
Profit trades (% of total)6 (35.29%)Loss trades (% of total)11 (64.71%)
Largestprofit trade353.51loss trade-186.00
Averageprofit trade103.04loss trade-60.35
Maximumconsecutive wins (profit in money)2 (435.76)consecutive losses (loss in money)4 (-153.19)
Maximalconsecutive profit (count of wins)435.76 (2)consecutive loss (count of losses)-186.00 (1)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.07.26 18:00buy10.201.85070.00000.0000
22006.07.28 01:00close10.201.85550.00000.000093.2010093.20
32006.08.09 01:00sell20.201.89940.00000.0000
42006.08.09 09:00close20.201.90870.00000.0000-186.009907.20
52006.08.10 08:00sell30.101.90080.00000.0000
62006.08.14 05:00close30.101.89440.00000.000064.439971.63
72006.08.15 15:00buy40.101.89570.00000.0000
82006.08.16 09:00close40.101.89050.00000.0000-52.359919.28
92006.08.16 10:00sell50.101.89090.00000.0000
102006.08.16 13:00close50.101.89890.00000.0000-80.009839.28
112006.08.17 17:00sell60.101.88960.00000.0000
122006.08.21 04:00close60.101.88730.00000.000023.439862.71
132006.08.21 09:00buy70.101.89560.00000.0000
142006.08.22 10:00close70.101.89120.00000.0000-44.359818.36
152006.08.22 14:00sell80.101.88910.00000.0000
162006.08.23 08:00close80.101.89260.00000.0000-34.789783.58
172006.08.23 10:00buy90.101.89280.00000.0000
182006.08.24 03:00close90.101.89080.00000.0000-21.059762.53
192006.08.24 08:00sell100.101.88880.00000.0000
202006.08.24 11:00close100.101.89410.00000.0000-53.009709.53
212006.08.24 17:00sell110.101.88940.00000.0000
222006.08.28 02:00close110.101.88930.00000.00001.439710.96
232006.08.28 05:00buy120.101.89140.00000.0000
242006.08.29 16:00close120.101.89120.00000.0000-2.359708.61
252006.09.01 13:00sell130.101.89780.00000.0000
262006.09.01 18:00close130.101.90530.00000.0000-75.009633.61
272006.09.05 03:00sell140.101.90350.00000.0000
282006.09.12 01:00close140.101.86830.00000.0000353.519987.11
292006.09.12 10:00buy150.101.87340.00000.0000
302006.09.15 11:00close150.101.88180.00000.000082.2510069.36
312006.09.15 15:00sell160.201.87800.00000.0000
322006.09.18 07:00close160.201.88370.00000.0000-113.579955.79
332006.09.18 23:00buy170.101.88100.00000.0000
342006.09.19 00:59close at stop170.101.88090.00000.0000-1.359954.44