Report
PivotEMA3
| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | 4 Hours (H4) 2006.01.23 00:00 - 2006.02.24 00:00 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | timeframe=0; stopLoss=1000; TakeProfit=500; TrailingStop=1000; Name_Expert="PivotEMA3"; Slippage=3; UseSound=true; NameFileSound="shotgun.wav"; Lots=1; ProfitModifySL=50; | ||||
| Bars in test | 2186 | Ticks modelled | 191252 | Modelling quality | 69.08% |
| Initial deposit | 2000.00 | ||||
| Total net profit | 7236.30 | Gross profit | 8252.46 | Gross loss | -1016.17 |
| Profit factor | 8.12 | Expected payoff | 804.03 | ||
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 819.63 (20.3%) | ||
| Total trades | 9 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
| Largest | profit trade | 2871.70 | loss trade | -819.63 | |
| Average | profit trade | 1178.92 | loss trade | -508.08 | |
| Maximum | consecutive wins (profit in money) | 4 (3776.45) | consecutive losses (loss in money) | 1 (-819.63) | |
| Maximal | consecutive profit (count of wins) | 3776.45 (4) | consecutive loss (count of losses) | -819.63 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.01.23 01:21 | buy | 1 | 1.00 | 204.44 | 194.44 | 209.44 | ||
| 2 | 2006.01.31 15:55 | close | 1 | 1.00 | 207.64 | 194.44 | 209.44 | 2040.96 | 4040.96 |
| 3 | 2006.01.31 15:55 | sell | 2 | 1.00 | 207.64 | 217.64 | 202.64 | ||
| 4 | 2006.01.31 20:17 | close | 2 | 1.00 | 209.00 | 217.64 | 202.64 | -819.63 | 3221.33 |
| 5 | 2006.01.31 20:17 | buy | 3 | 1.00 | 209.00 | 199.00 | 214.00 | ||
| 6 | 2006.02.03 16:20 | close | 3 | 1.00 | 209.83 | 199.00 | 214.00 | 570.29 | 3791.61 |
| 7 | 2006.02.03 16:20 | sell | 4 | 1.00 | 209.83 | 219.83 | 204.83 | ||
| 8 | 2006.02.14 00:35 | t/p | 4 | 1.00 | 204.83 | 219.83 | 204.83 | 2871.70 | 6663.31 |
| 9 | 2006.02.14 01:40 | sell | 5 | 1.00 | 204.42 | 214.42 | 199.42 | ||
| 10 | 2006.02.15 05:47 | close | 5 | 1.00 | 204.25 | 214.42 | 199.42 | 55.24 | 6718.55 |
| 11 | 2006.02.15 05:47 | buy | 6 | 1.00 | 204.25 | 194.25 | 209.25 | ||
| 12 | 2006.02.16 19:59 | close | 6 | 1.00 | 204.69 | 194.25 | 209.25 | 279.23 | 6997.77 |
| 13 | 2006.02.16 19:59 | sell | 7 | 1.00 | 204.69 | 214.69 | 199.69 | ||
| 14 | 2006.02.17 05:08 | close | 7 | 1.00 | 204.99 | 214.69 | 199.69 | -196.54 | 6801.24 |
| 15 | 2006.02.17 05:08 | buy | 8 | 1.00 | 204.99 | 194.99 | 209.99 | ||
| 16 | 2006.02.22 07:29 | close | 8 | 1.00 | 207.02 | 194.99 | 209.99 | 1293.68 | 8094.91 |
| 17 | 2006.02.22 07:29 | sell | 9 | 1.00 | 207.02 | 217.02 | 202.02 | ||
| 18 | 2006.02.23 23:59 | close at stop | 9 | 1.00 | 205.10 | 217.02 | 202.02 | 1141.38 | 9236.30 |