Strategy Tester Report
PriceChannelExpert_v4

SymbolUSDJPY (US Dollar vs Japanese Yen)
PeriodDaily (D1) 2004.08.06 00:00 - 2006.04.28 00:00 (2004.08.06 - 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=230; InitialStop=70; TrailingStop=true; SwingTrade=false; PendingOrder=true; PendOrdGap=10; BreakEven=30; BreakEvenGap=0; 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 test7378Ticks modelled1641756Modelling quality90.00%
Initial deposit10000.00
Total net profit436.78Gross profit1141.84Gross loss-705.06
Profit factor1.62Expected payoff18.99
Absolute drawdown69.33Maximal drawdown (%)279.40 (2.6%)
Total trades23Short positions (won %)13 (30.77%)Long positions (won %)10 (60.00%)
Profit trades (% of total)10 (43.48%)Loss trades (% of total)13 (56.52%)
Largestprofit trade223.90loss trade-72.91
Averageprofit trade114.18loss trade-54.24
Maximumconsecutive wins (profit in money)2 (434.48)consecutive losses (loss in money)4 (-238.58)
Maximalconsecutive profit (count of wins)434.48 (2)consecutive loss (count of losses)-238.58 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.08.17 00:00sell stop10.10109.72110.42107.42
22004.08.18 08:19sell10.10109.72110.42107.42
32004.08.23 00:00modify10.10109.72109.72107.42
42004.08.23 13:50s/l10.10109.72109.72107.42-4.229995.78
52004.09.06 00:00buy stop20.10110.81110.11113.11
62004.09.08 00:00delete20.10110.81110.11113.11
72004.10.01 00:00sell stop30.10109.47110.17107.17
82004.10.05 00:00delete30.10109.47110.17107.17
92004.10.06 00:00buy stop40.10111.84111.14114.14
102004.10.11 00:00delete40.10111.84111.14114.14
112004.10.11 00:00sell stop50.10109.18109.88106.88
122004.10.11 09:00sell50.10109.18109.88106.88
132004.10.12 09:18s/l50.10109.88109.88106.88-65.129930.67
142004.11.11 00:00buy stop60.10107.41106.71109.71
152004.11.15 00:00delete60.10107.41106.71109.71
162004.11.15 00:00sell stop70.10105.15105.85102.85
172004.11.15 01:30sell70.10105.15105.85102.85
182004.11.18 00:00modify70.10105.15105.15102.85
192004.11.19 00:00modify70.10105.15104.85102.85
202004.11.19 15:43t/p70.10102.85104.85102.85215.2010145.87
212004.12.03 00:00buy stop80.10103.82103.12106.12
222004.12.06 00:00delete80.10103.82103.12106.12
232004.12.06 00:00sell stop90.10101.71102.4199.41
242004.12.07 00:00delete90.10101.71102.4199.41
252004.12.07 00:00buy stop100.10103.82103.12106.12
262004.12.08 09:13buy100.10103.82103.12106.12
272004.12.10 00:00modify100.10103.82103.82106.12
282004.12.10 11:42t/p100.10106.12103.82106.12219.2810365.15
292004.12.23 00:00sell stop110.10103.33104.03101.03
302004.12.27 16:46sell110.10103.33104.03101.03
312004.12.29 15:05s/l110.10104.03104.03101.03-72.9110292.24
322005.01.05 00:00buy stop120.10104.92104.22107.22
332005.01.05 11:03buy120.10104.92104.22107.22
342005.01.05 14:37s/l120.10104.22104.22107.22-67.1710225.07
352005.01.13 00:00sell stop130.10102.01102.7199.71
362005.01.14 18:38sell130.10102.01102.7199.71
372005.01.18 10:23s/l130.10102.71102.7199.71-70.9610154.11
382005.01.26 00:00buy stop140.10104.46103.76106.76
392005.01.28 00:00delete140.10104.46103.76106.76
402005.02.16 00:00sell stop150.10103.37104.07101.07
412005.02.17 00:00delete150.10103.37104.07101.07
422005.02.25 00:00buy stop160.10105.99105.29108.29
432005.03.01 00:00delete160.10105.99105.29108.29
442005.03.02 00:00sell stop170.10103.71104.41101.41
452005.03.04 00:00delete170.10103.71104.41101.41
462005.03.04 00:00buy stop180.10105.91105.21108.21
472005.03.09 00:00delete180.10105.91105.21108.21
482005.03.10 00:00sell stop190.10103.54104.24101.24
492005.03.15 00:00delete190.10103.54104.24101.24
502005.03.21 00:00buy stop200.10105.31104.61107.61
512005.03.21 12:26buy200.10105.31104.61107.61
522005.03.24 00:00modify200.10105.31105.31107.61
532005.03.25 00:00modify200.10105.31105.61107.61
542005.03.28 00:00modify200.10105.31105.91107.61
552005.03.29 00:00modify200.10105.31106.21107.61
562005.03.29 22:44t/p200.10107.61106.21107.61223.9010378.01
572005.04.14 00:00sell stop210.10106.64107.34104.34
582005.04.15 00:00delete210.10106.64107.34104.34
592005.05.12 00:00buy stop220.10106.26105.56108.56
602005.05.12 08:56buy220.10106.26105.56108.56
612005.05.13 00:00modify220.10106.26106.26108.56
622005.05.16 00:00modify220.10106.26106.56108.56
632005.05.18 00:00modify220.10106.26106.86108.56
642005.05.18 20:30s/l220.10106.86106.86108.5663.7910441.79
652005.06.06 00:00sell stop230.10107.12107.82104.82
662005.06.06 10:37sell230.10107.12107.82104.82
672005.06.08 00:00modify230.10107.12107.12104.82
682005.06.08 19:09s/l230.10107.12107.12104.82-5.6210436.17
692005.06.13 00:00buy stop240.10108.99108.29111.29
702005.06.13 11:21buy240.10108.99108.29111.29
712005.06.14 00:00modify240.10108.99108.99111.29
722005.06.16 13:28s/l240.10108.99108.99111.296.3510442.53
732005.07.22 00:00sell stop250.10109.77110.47107.47
742005.07.27 00:00delete250.10109.77110.47107.47
752005.08.30 00:00buy stop260.10110.92110.22113.22
762005.08.30 04:19buy260.10110.92110.22113.22
772005.08.31 00:00modify260.10110.92110.92113.22
782005.08.31 16:12s/l260.10110.92110.92113.223.8110446.34
792005.09.02 00:00sell stop270.10109.26109.96106.96
802005.09.02 10:15sell270.10109.26109.96106.96
812005.09.02 14:34s/l270.10109.96109.96106.96-63.6510382.69
822005.09.14 00:00buy stop280.10111.15110.45113.45
832005.09.16 16:01buy280.10111.15110.45113.45
842005.09.19 00:00modify280.10111.15111.15113.45
852005.09.20 08:32s/l280.10111.15111.15113.452.5410385.23
862005.12.13 00:00sell stop290.10119.12119.82116.82
872005.12.14 02:45sell290.10119.12119.82116.82
882005.12.14 17:48t/p290.10116.82119.82116.82196.9010582.13
892005.12.28 00:00buy stop300.10117.78117.08120.08
902005.12.28 18:03buy300.10117.78117.08120.08
912005.12.30 04:40s/l300.10117.08117.08120.08-57.2510524.88
922006.01.04 00:00sell stop310.10115.87116.57113.57
932006.01.04 00:54sell310.10115.87116.57113.57
942006.01.09 00:00modify310.10115.87115.87113.57
952006.01.10 00:00modify310.10115.87115.57113.57
962006.01.11 00:00modify310.10115.87115.27113.57
972006.01.12 00:00modify310.10115.87114.97113.57
982006.01.12 10:11t/p310.10113.57114.97113.57191.3010716.18
992006.01.20 00:00buy stop320.10115.99115.29118.29
1002006.01.24 00:00delete320.10115.99115.29118.29
1012006.02.15 00:00sell stop330.10116.77117.47114.47
1022006.02.15 16:19sell330.10116.77117.47114.47
1032006.02.15 16:36s/l330.10117.47117.47114.47-59.5910656.59
1042006.02.21 00:00buy stop340.10119.03118.33121.33
1052006.02.24 00:00delete340.10119.03118.33121.33
1062006.02.24 00:00sell stop350.10116.63117.33114.33
1072006.02.24 01:17sell350.10116.63117.33114.33
1082006.02.28 00:00modify350.10116.63116.63114.33
1092006.03.01 00:00modify350.10116.63116.33114.33
1102006.03.01 12:17s/l350.10116.33116.33114.3318.7610675.36
1112006.03.08 00:00buy stop360.10118.58117.88120.88
1122006.03.10 02:03buy360.10118.58117.88120.88
1132006.03.14 15:44s/l360.10117.88117.88120.88-56.8410618.52
1142006.03.17 00:00sell stop370.10115.93116.63113.63
1152006.03.17 14:34sell370.10115.93116.63113.63
1162006.03.21 03:48s/l370.10116.63116.63113.63-62.8310555.69
1172006.03.29 00:00buy stop380.10118.58117.88120.88
1182006.04.03 06:43buy380.10118.58117.88120.88
1192006.04.03 16:43s/l380.10117.88117.88120.88-59.3910496.30
1202006.04.19 00:00sell stop390.10116.89117.59114.59
1212006.04.19 00:51sell390.10116.89117.59114.59
1222006.04.19 15:00s/l390.10117.59117.59114.59-59.5210436.78