Strategy Tester Report
PriceChannelExpert_v4

SymbolUSDCHF (US Dollar vs Swiss Franc)
PeriodDaily (D1) 2004.11.08 00:00 - 2006.04.28 00:00 (2004.11.06 - 2006.04.28)
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=210; 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 test488Ticks modelled1345071Modelling quality90.00%
Initial deposit10000.00
Total net profit230.54Gross profit362.34Gross loss-131.80
Profit factor2.75Expected payoff10.98
Absolute drawdown29.42Maximal drawdown (%)53.30 (0.5%)
Total trades21Short positions (won %)12 (8.33%)Long positions (won %)9 (33.33%)
Profit trades (% of total)4 (19.05%)Loss trades (% of total)17 (80.95%)
Largestprofit trade179.48loss trade-8.65
Averageprofit trade90.59loss trade-7.75
Maximumconsecutive wins (profit in money)1 (179.48)consecutive losses (loss in money)4 (-31.39)
Maximalconsecutive profit (count of wins)179.48 (1)consecutive loss (count of losses)-31.39 (4)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.12.13 00:00buy stop10.101.16911.16811.1901
22004.12.16 00:00delete10.101.16911.16811.1901
32004.12.24 00:00sell stop20.101.13721.13821.1162
42004.12.27 16:53sell20.101.13721.13821.1162
52004.12.29 00:00modify20.101.13721.13711.1162
62004.12.29 01:55s/l20.101.13711.13711.1162-3.719996.29
72005.01.04 00:00buy stop30.101.15701.15601.1780
82005.01.04 10:58buy30.101.15701.15601.1780
92005.01.04 11:23s/l30.101.15601.15601.1780-8.659987.64
102005.02.16 00:00sell stop40.101.18651.18751.1655
112005.02.16 09:04sell40.101.18651.18751.1655
122005.02.16 09:05s/l40.101.18751.18751.1655-8.429979.22
132005.03.04 00:00buy stop50.101.18701.18601.2080
142005.03.07 00:00delete50.101.18701.18601.2080
152005.03.09 00:00sell stop60.101.15661.15761.1356
162005.03.09 18:46sell60.101.15661.15761.1356
172005.03.09 18:51s/l60.101.15761.15761.1356-8.649970.58
182005.03.22 00:00buy stop70.101.18181.18081.2028
192005.03.22 20:24buy70.101.18181.18081.2028
202005.03.23 00:00modify70.101.18181.18191.2028
212005.03.24 00:00modify70.101.18181.18491.2028
222005.03.25 00:00modify70.101.18181.18791.2028
232005.03.25 00:50t/p70.101.20281.18791.2028179.4810150.06
242005.04.12 00:00sell stop80.101.18671.18771.1657
252005.04.15 00:00delete80.101.18671.18771.1657
262005.04.15 00:00buy stop90.101.22051.21951.2415
272005.04.18 00:00delete90.101.22051.21951.2415
282005.04.19 00:00sell stop100.101.18391.18491.1629
292005.04.19 16:34sell100.101.18391.18491.1629
302005.04.19 17:21s/l100.101.18491.18491.1629-8.4410141.62
312005.05.02 00:00buy stop110.101.19861.19761.2196
322005.05.02 02:03buy110.101.19861.19761.2196
332005.05.02 04:40s/l110.101.19761.19761.2196-8.3510133.27
342005.07.13 00:00sell stop120.101.26901.27001.2480
352005.07.14 00:00delete120.101.26901.27001.2480
362005.07.20 00:00buy stop130.101.30891.30791.3299
372005.07.21 00:00delete130.101.30891.30791.3299
382005.08.02 00:00sell stop140.101.27071.27171.2497
392005.08.02 14:51sell140.101.27071.27171.2497
402005.08.02 14:53s/l140.101.27171.27171.2497-7.8610125.41
412005.08.18 00:00buy stop150.101.26851.26751.2895
422005.08.18 14:51buy150.101.26851.26751.2895
432005.08.22 00:00modify150.101.26851.26861.2895
442005.08.22 13:59s/l150.101.26861.26861.28952.7510128.15
452005.08.29 00:00sell stop160.101.25071.25171.2297
462005.08.29 02:00sell160.101.25071.25171.2297
472005.08.29 02:03s/l160.101.25171.25171.2297-7.9910120.16
482005.09.13 00:00buy stop170.101.27121.27021.2922
492005.09.16 15:55buy170.101.27121.27021.2922
502005.09.16 15:56s/l170.101.27021.27021.2922-7.8710112.29
512005.10.07 00:00sell stop180.101.26601.26701.2450
522005.10.12 00:00delete180.101.26601.26701.2450
532005.10.18 00:00buy stop190.101.30301.30201.3240
542005.10.18 12:23buy190.101.30301.30201.3240
552005.10.18 12:40s/l190.101.30201.30201.3240-7.6810104.61
562005.10.26 00:00sell stop200.101.27321.27421.2522
572005.10.26 08:16sell200.101.27321.27421.2522
582005.10.26 08:33s/l200.101.27421.27421.2522-7.8510096.76
592005.11.04 00:00buy stop210.101.29611.29511.3171
602005.11.04 16:00buy210.101.29611.29511.3171
612005.11.07 00:00modify210.101.29611.29621.3171
622005.11.08 00:00modify210.101.29611.29921.3171
632005.11.08 02:16t/p210.101.31711.29921.3171161.4010258.16
642005.11.23 00:00sell stop220.101.30321.30421.2822
652005.11.28 00:00delete220.101.30321.30421.2822
662005.12.02 00:00buy stop230.101.32511.32411.3461
672005.12.06 00:00delete230.101.32511.32411.3461
682005.12.06 00:00sell stop240.101.29811.29911.2771
692005.12.08 00:00delete240.101.29811.29911.2771
702005.12.21 00:00buy stop250.101.31601.31501.3370
712005.12.21 15:42buy250.101.31601.31501.3370
722005.12.21 15:51s/l250.101.31501.31501.3370-7.6010250.56
732006.01.04 00:00sell stop260.101.28771.28871.2667
742006.01.04 01:41sell260.101.28771.28871.2667
752006.01.04 01:59s/l260.101.28871.28871.2667-7.7610242.80
762006.01.20 00:00buy stop270.101.29011.28911.3111
772006.01.23 00:00delete270.101.29011.28911.3111
782006.01.23 00:00sell stop280.101.27061.27161.2496
792006.01.23 01:40sell280.101.27061.27161.2496
802006.01.24 00:00modify280.101.27061.27051.2496
812006.01.25 00:00modify280.101.27061.26751.2496
822006.01.26 14:37s/l280.101.26751.26751.249618.7210261.52
832006.01.30 00:00buy stop290.101.28991.28891.3109
842006.01.30 14:21buy290.101.28991.28891.3109
852006.01.30 14:28s/l290.101.28891.28891.3109-7.7610253.76
862006.03.03 00:00sell stop300.101.29591.29691.2749
872006.03.03 15:24sell300.101.29591.29691.2749
882006.03.03 15:26s/l300.101.29691.29691.2749-7.7110246.05
892006.03.10 00:00buy stop310.101.32481.32381.3458
902006.03.15 00:00delete310.101.32481.32381.3458
912006.03.16 00:00sell stop320.101.28861.28961.2676
922006.03.16 18:30sell320.101.28861.28961.2676
932006.03.16 18:58s/l320.101.28961.28961.2676-7.7510238.30
942006.03.24 00:00buy stop330.101.32041.31941.3414
952006.03.31 00:00delete330.101.32041.31941.3414
962006.03.31 00:00sell stop340.101.28811.28911.2671
972006.04.04 15:50sell340.101.28811.28911.2671
982006.04.04 15:52s/l340.101.28911.28911.2671-7.7610230.54