Strategy Tester Report
PriceChannelExpert_v4

SymbolUSDCAD (US Dollar vs Canadian Dollar)
PeriodDaily (D1) 2004.11.08 00:00 - 2006.04.26 00:00 (2004.11.06 - 2006.04.26)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersExpert_Name="---- PriceChannelExpert_v4 ----"; Magic=10000; Slippage=6; Trace=false; Main_data=" Trade Volume & Trade Method"; Lots=0.1; TakeProfit=190; InitialStop=10; TrailingStop=true; SwingTrade=false; PendingOrder=true; PendOrdGap=10; BreakEven=30; BreakEvenGap=1; Calc_data=" Price Channel Parameters "; MainTimeFrame=1440; MainChanPeriod=9; MainRisk=0.3; ChanPeriod=9; Risk=0.3; MM_data=" MoneyManagement by L.Williams "; MM=false; MMRisk=0.15; MaxLoss=1000;
Bars in test487Ticks modelled880076Modelling quality90.00%
Initial deposit10000.00
Total net profit242.19Gross profit416.89Gross loss-174.70
Profit factor2.39Expected payoff9.69
Absolute drawdown49.36Maximal drawdown (%)50.26 (0.5%)
Total trades25Short positions (won %)15 (20.00%)Long positions (won %)10 (10.00%)
Profit trades (% of total)4 (16.00%)Loss trades (% of total)21 (84.00%)
Largestprofit trade157.31loss trade-8.75
Averageprofit trade104.22loss trade-8.32
Maximumconsecutive wins (profit in money)2 (102.86)consecutive losses (loss in money)6 (-50.26)
Maximalconsecutive profit (count of wins)157.31 (1)consecutive loss (count of losses)-50.26 (6)
Averageconsecutive wins1consecutive losses5
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.11.19 00:00buy stop10.101.20961.20861.2286
22004.11.22 00:00delete10.101.20961.20861.2286
32004.11.23 00:00sell stop20.101.18101.18201.1620
42004.11.24 10:29sell20.101.18101.18201.1620
52004.11.24 14:04s/l20.101.18201.18201.1620-8.469991.54
62004.12.03 00:00buy stop30.101.19821.19721.2172
72004.12.03 13:00buy30.101.19821.19721.2172
82004.12.03 13:19s/l30.101.19721.19721.2172-8.359983.19
92004.12.28 00:00sell stop40.101.21211.21311.1931
102004.12.29 19:39sell40.101.21211.21311.1931
112004.12.29 19:42s/l40.101.21311.21311.1931-8.259974.94
122005.01.06 00:00buy stop50.101.23581.23481.2548
132005.01.06 17:45buy50.101.23581.23481.2548
142005.01.06 21:26s/l50.101.23481.23481.2548-8.109966.84
152005.01.13 00:00sell stop60.101.19351.19451.1745
162005.01.17 00:00delete60.101.19351.19451.1745
172005.01.20 00:00buy stop70.101.23911.23811.2581
182005.01.25 16:12buy70.101.23911.23811.2581
192005.01.25 16:14s/l70.101.23811.23811.2581-8.089958.76
202005.02.14 00:00sell stop80.101.22961.23061.2106
212005.02.14 10:48sell80.101.22961.23061.2106
222005.02.14 11:25s/l80.101.23061.23061.2106-8.129950.64
232005.02.24 00:00buy stop90.101.25021.24921.2692
242005.03.01 00:00delete90.101.25021.24921.2692
252005.03.08 00:00sell stop100.101.22421.22521.2052
262005.03.08 14:35sell100.101.22421.22521.2052
272005.03.09 00:00modify100.101.22421.22411.2052
282005.03.09 18:14t/p100.101.20521.22411.2052156.7210107.36
292005.03.22 00:00buy stop110.101.21771.21671.2367
302005.03.23 00:00delete110.101.21771.21671.2367
312005.04.25 00:00sell stop120.101.22961.23061.2106
322005.04.27 00:00delete120.101.22961.23061.2106
332005.04.28 00:00buy stop130.101.25201.25101.2710
342005.04.28 10:08buy130.101.25201.25101.2710
352005.04.28 10:21s/l130.101.25101.25101.2710-7.9910099.37
362005.05.09 00:00sell stop140.101.23571.23671.2167
372005.05.10 11:40sell140.101.23571.23671.2167
382005.05.10 11:44s/l140.101.23671.23671.2167-8.0810091.29
392005.05.16 00:00buy stop150.101.26641.26541.2854
402005.05.16 00:55buy150.101.26641.26541.2854
412005.05.16 01:02s/l150.101.26541.26541.2854-7.9010083.39
422005.05.30 00:00sell stop160.101.25011.25111.2311
432005.06.01 15:22sell160.101.25011.25111.2311
442005.06.02 10:14s/l160.101.25111.25111.2311-8.3010075.09
452005.06.14 00:00buy stop170.101.25941.25841.2784
462005.06.16 00:00delete170.101.25941.25841.2784
472005.06.16 00:00sell stop180.101.23371.23471.2147
482005.06.17 14:45sell180.101.23371.23471.2147
492005.06.17 14:49s/l180.101.23471.23471.2147-8.1010066.99
502005.07.08 00:00sell stop190.101.22211.22311.2031
512005.07.08 14:50sell190.101.22211.22311.2031
522005.07.12 00:00modify190.101.22211.22201.2031
532005.07.12 18:14t/p190.101.20311.22201.2031157.3110224.30
542005.07.25 00:00buy stop200.101.22561.22461.2446
552005.07.26 14:05buy200.101.22561.22461.2446
562005.07.26 14:17s/l200.101.22461.22461.2446-8.1710216.13
572005.08.02 00:00sell stop210.101.20771.20871.1887
582005.08.02 14:36sell210.101.20771.20871.1887
592005.08.02 14:55s/l210.101.20871.20871.1887-8.2810207.85
602005.08.19 00:00buy stop220.101.22261.22161.2416
612005.08.23 00:00delete220.101.22261.22161.2416
622005.08.24 00:00sell stop230.101.19111.19211.1721
632005.08.24 19:28sell230.101.19111.19211.1721
642005.08.24 19:36s/l230.101.19211.19211.1721-8.3910199.46
652005.10.06 00:00buy stop240.101.18511.18411.2041
662005.10.06 15:42buy240.101.18511.18411.2041
672005.10.06 15:50s/l240.101.18411.18411.2041-8.4510191.01
682005.10.26 00:00sell stop250.101.16901.17001.1500
692005.10.26 16:05sell250.101.16901.17001.1500
702005.10.26 16:08s/l250.101.17001.17001.1500-8.5510182.46
712005.11.07 00:00buy stop260.101.18891.18791.2079
722005.11.07 14:41buy260.101.18891.18791.2079
732005.11.07 14:48s/l260.101.18791.18791.2079-8.4210174.04
742005.11.22 00:00sell stop270.101.17891.17991.1599
752005.11.22 16:45sell270.101.17891.17991.1599
762005.11.23 00:00modify270.101.17891.17881.1599
772005.11.24 00:00modify270.101.17891.17581.1599
782005.11.28 00:00modify270.101.17891.17281.1599
792005.11.29 00:00modify270.101.17891.16981.1599
802005.11.29 01:30s/l270.101.16981.16981.159975.6110249.65
812005.12.16 00:00buy stop280.101.16491.16391.1839
822005.12.19 18:55buy280.101.16491.16391.1839
832005.12.20 00:00modify280.101.16491.16501.1839
842005.12.21 00:00modify280.101.16491.16801.1839
852005.12.21 18:05s/l280.101.16801.16801.183927.2410276.90
862006.01.02 00:00sell stop290.101.15961.16061.1406
872006.01.03 09:46sell290.101.15961.16061.1406
882006.01.03 10:15s/l290.101.16061.16061.1406-8.6210268.28
892006.01.10 00:00buy stop300.101.17551.17451.1945
902006.01.12 00:00delete300.101.17551.17451.1945
912006.01.23 00:00sell stop310.101.15051.15151.1315
922006.01.23 11:38sell310.101.15051.15151.1315
932006.01.23 11:53s/l310.101.15151.15151.1315-8.6810259.60
942006.02.08 00:00buy stop320.101.15711.15611.1761
952006.02.10 00:00delete320.101.15711.15611.1761
962006.02.21 00:00sell stop330.101.14271.14371.1237
972006.02.27 15:34sell330.101.14271.14371.1237
982006.02.27 15:37s/l330.101.14371.14371.1237-8.7510250.85
992006.03.08 00:00buy stop340.101.15651.15551.1755
1002006.03.08 17:24buy340.101.15651.15551.1755
1012006.03.08 23:39s/l340.101.15551.15551.1755-8.6610242.19
1022006.03.31 00:00sell stop350.101.15601.15701.1370
1032006.04.03 00:00delete350.101.15601.15701.1370