Strategy Tester Report
PriceChannelExpert_v4

SymbolAUDUSD (Australian Dollar vs US 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=160; InitialStop=50; 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 modelled914282Modelling quality90.00%
Initial deposit10000.00
Total net profit1342.18Gross profit2542.44Gross loss-1200.26
Profit factor2.12Expected payoff51.62
Absolute drawdown15.62Maximal drawdown (%)398.32 (3.8%)
Total trades26Short positions (won %)13 (53.85%)Long positions (won %)13 (46.15%)
Profit trades (% of total)13 (50.00%)Loss trades (% of total)13 (50.00%)
Largestprofit trade320.70loss trade-101.02
Averageprofit trade195.57loss trade-92.33
Maximumconsecutive wins (profit in money)4 (700.56)consecutive losses (loss in money)3 (-301.02)
Maximalconsecutive profit (count of wins)700.56 (4)consecutive loss (count of losses)-301.02 (3)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.12.01 00:00sell stop10.100.76840.77340.7524
22004.12.08 02:20sell10.100.76840.77340.7524
32004.12.08 14:49t/p10.100.75240.77340.7524320.0010320.00
42004.12.22 00:00buy stop20.100.76930.76430.7853
52004.12.24 08:44buy20.100.76930.76430.7853
62004.12.28 00:00modify20.100.76930.76940.7853
72004.12.29 00:00modify20.100.76930.77240.7853
82004.12.29 17:40s/l20.100.77240.77240.785362.7010382.70
92005.01.05 00:00sell stop30.100.76210.76710.7461
102005.01.05 08:38sell30.100.76210.76710.7461
112005.01.05 17:04s/l30.100.76710.76710.7461-100.0010282.70
122005.01.24 00:00buy stop40.100.77220.76720.7882
132005.01.25 09:53buy40.100.77220.76720.7882
142005.01.25 13:20s/l40.100.76720.76720.7882-100.0010182.70
152005.02.08 00:00sell stop50.100.76390.76890.7479
162005.02.08 11:07sell50.100.76390.76890.7479
172005.02.09 08:45s/l50.100.76890.76890.7479-101.0210081.68
182005.02.11 00:00buy stop60.100.78480.77980.8008
192005.02.11 17:10buy60.100.78480.77980.8008
202005.02.15 00:00modify60.100.78480.78490.8008
212005.02.15 03:37s/l60.100.78490.78490.80082.2810083.96
222005.03.03 00:00sell stop70.100.77600.78100.7600
232005.03.07 00:00delete70.100.77600.78100.7600
242005.03.07 00:00buy stop80.100.79660.79160.8126
252005.03.08 12:49buy80.100.79660.79160.8126
262005.03.09 14:15s/l80.100.79160.79160.8126-99.589984.38
272005.03.22 00:00sell stop90.100.78330.78830.7673
282005.03.22 21:07sell90.100.78330.78830.7673
292005.03.24 00:00modify90.100.78330.78320.7673
302005.03.25 00:00modify90.100.78330.78020.7673
312005.03.28 00:00modify90.100.78330.77720.7673
322005.03.28 21:57t/p90.100.76730.77720.7673317.9610302.34
332005.04.12 00:00buy stop100.100.77850.77350.7945
342005.04.13 08:16buy100.100.77850.77350.7945
352005.04.14 08:06s/l100.100.77350.77350.7945-99.8610202.48
362005.04.18 00:00sell stop110.100.76150.76650.7455
372005.04.21 00:00delete110.100.76150.76650.7455
382005.04.22 00:00buy stop120.100.78120.77620.7972
392005.04.22 15:39buy120.100.78120.77620.7972
402005.04.26 16:03s/l120.100.77620.77620.7972-99.7210102.76
412005.05.04 00:00sell stop130.100.77100.77600.7550
422005.05.05 00:00delete130.100.77100.77600.7550
432005.05.05 00:00buy stop140.100.78500.78000.8010
442005.05.09 00:00delete140.100.78500.78000.8010
452005.05.09 00:00sell stop150.100.77100.77600.7550
462005.05.12 08:55sell150.100.77100.77600.7550
472005.05.13 00:00modify150.100.77100.77090.7550
482005.05.16 00:00modify150.100.77100.76790.7550
492005.05.16 08:24t/p150.100.75500.76790.7550319.3210422.08
502005.05.30 00:00buy stop160.100.76570.76070.7817
512005.06.01 00:00delete160.100.76570.76070.7817
522005.06.01 00:00sell stop170.100.75230.75730.7363
532005.06.01 10:04sell170.100.75230.75730.7363
542005.06.03 09:28s/l170.100.75730.75730.7363-100.6810321.40
552005.06.07 00:00buy stop180.100.76700.76200.7830
562005.06.07 08:15buy180.100.76700.76200.7830
572005.06.10 16:47s/l180.100.76200.76200.7830-99.3010222.10
582005.06.29 00:00sell stop190.100.76090.76590.7449
592005.06.29 14:44sell190.100.76090.76590.7449
602005.07.04 00:00modify190.100.76090.76080.7449
612005.07.05 00:00modify190.100.76090.75780.7449
622005.07.05 08:39t/p190.100.74490.75780.7449318.6410540.74
632005.07.13 00:00buy stop200.100.76560.76060.7816
642005.07.14 00:00delete200.100.76560.76060.7816
652005.08.18 00:00sell stop210.100.75740.76240.7414
662005.08.18 11:19sell210.100.75740.76240.7414
672005.08.19 00:00modify210.100.75740.75730.7414
682005.08.24 15:15s/l210.100.75730.75730.7414-0.0410540.70
692005.09.02 00:00buy stop220.100.76450.75950.7805
702005.09.02 08:28buy220.100.76450.75950.7805
712005.09.06 00:00modify220.100.76450.76460.7805
722005.09.09 00:00modify220.100.76450.76760.7805
732005.09.12 00:00modify220.100.76450.77060.7805
742005.09.12 14:52s/l220.100.77060.77060.7805123.1210663.82
752005.09.16 00:00sell stop230.100.76240.76740.7464
762005.09.19 08:01sell230.100.76240.76740.7464
772005.09.19 16:58s/l230.100.76740.76740.7464-100.0010563.82
782005.10.26 00:00buy stop240.100.75820.75320.7742
792005.10.27 06:14buy240.100.75820.75320.7742
802005.10.28 14:12s/l240.100.75320.75320.7742-99.8610463.96
812005.11.01 00:00sell stop250.100.74270.74770.7267
822005.11.01 23:34sell250.100.74270.74770.7267
832005.11.07 00:00modify250.100.74270.74260.7267
842005.11.08 00:00modify250.100.74270.73960.7267
852005.11.11 00:00modify250.100.74270.73660.7267
862005.11.14 17:59t/p250.100.72670.73660.7267315.5810779.54
872005.11.22 00:00buy stop260.100.74020.73520.7562
882005.11.24 11:35buy260.100.74020.73520.7562
892005.11.25 06:14s/l260.100.73520.73520.7562-99.8610679.68
902005.12.16 00:00sell stop270.100.74320.74820.7272
912005.12.16 12:59sell270.100.74320.74820.7272
922005.12.20 00:00modify270.100.74320.74310.7272
932005.12.21 00:00modify270.100.74320.74010.7272
942005.12.23 00:00modify270.100.74320.73710.7272
952005.12.23 16:26t/p270.100.72720.73710.7272317.6210997.30
962006.01.03 00:00buy stop280.100.73770.73270.7537
972006.01.03 05:53buy280.100.73770.73270.7537
982006.01.04 00:00modify280.100.73770.73780.7537
992006.01.05 00:00modify280.100.73770.74080.7537
1002006.01.06 00:00modify280.100.73770.74380.7537
1012006.01.06 19:14t/p280.100.75370.74380.7537320.7011318.00
1022006.01.19 00:00sell stop290.100.74400.74900.7280
1032006.01.24 00:00delete290.100.74400.74900.7280
1042006.02.01 00:00buy stop300.100.75980.75480.7758
1052006.02.06 00:00delete300.100.75980.75480.7758
1062006.02.06 00:00sell stop310.100.74650.75150.7305
1072006.02.06 03:48sell310.100.74650.75150.7305
1082006.02.07 00:00modify310.100.74650.74640.7305
1092006.02.08 00:00modify310.100.74650.74340.7305
1102006.02.10 11:56s/l310.100.74340.74340.730559.9611377.96
1112006.03.01 00:00buy stop320.100.74460.73960.7606
1122006.03.01 13:50buy320.100.74460.73960.7606
1132006.03.03 00:00modify320.100.74460.74470.7606
1142006.03.03 01:42s/l320.100.74470.74470.76062.2811380.24
1152006.03.08 00:00sell stop330.100.73110.73610.7151
1162006.03.10 15:45sell330.100.73110.73610.7151
1172006.03.13 22:48s/l330.100.73610.73610.7151-100.3411279.90
1182006.04.03 00:00buy stop340.100.72270.71770.7387
1192006.04.05 01:41buy340.100.72270.71770.7387
1202006.04.06 00:00modify340.100.72270.72280.7387
1212006.04.07 00:00modify340.100.72270.72580.7387
1222006.04.07 21:05s/l340.100.72580.72580.738762.2811342.18