Strategy Tester Report
PivotEMAStep

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
Period4 Hours (H4) 2006.01.24 00:00 - 2006.03.03 20:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Parameterstimeframe=0; stopLoss=1000; TakeProfit=1000; TrailingStop=1000; Name_Expert="PivotEMAStep"; Slippage=3; Lots=1; CCIPeriod=14; EMAPeriod=50;
Bars in test2212Ticks modelled221019Modelling quality72.89%
Initial deposit2000.00
Total net profit48014.78Gross profit58314.91Gross loss-10300.13
Profit factor5.66Expected payoff3693.44
Absolute drawdown0.00Maximal drawdown (%)5723.77 (11.5%)
Total trades13Short positions (won %)6 (50.00%)Long positions (won %)7 (85.71%)
Profit trades (% of total)9 (69.23%)Loss trades (% of total)4 (30.77%)
Largestprofit trade24980.12loss trade-5723.77
Averageprofit trade6479.43loss trade-2575.03
Maximumconsecutive wins (profit in money)3 (33640.23)consecutive losses (loss in money)2 (-3894.49)
Maximalconsecutive profit (count of wins)33640.23 (3)consecutive loss (count of losses)-5723.77 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.25 00:38buy11.00205.42195.42215.42
22006.01.27 01:34close11.00206.64195.42215.42761.442761.44
32006.01.27 12:00buy22.00207.62197.62217.62
42006.02.03 15:26close22.00210.23197.62217.623333.846095.28
52006.02.03 16:20sell33.00209.83219.83199.83
62006.02.08 13:49close33.00206.31219.83199.836112.5012207.78
72006.02.08 13:49buy45.00206.31196.31216.31
82006.02.09 11:11close45.00206.06196.31216.31-681.8711525.91
92006.02.10 06:16sell55.00206.40216.40196.40
102006.02.15 05:47close55.00204.25216.40196.406069.8517595.75
112006.02.15 05:47buy68.00204.25194.25214.25
122006.02.16 19:59close68.00204.69194.25214.252228.0219823.77
132006.02.16 19:59sell78.00204.69214.69194.69
142006.02.17 02:10close78.00205.15214.69194.69-2337.6017486.17
152006.02.17 02:20sell87.00204.61214.61194.61
162006.02.17 02:25close87.00204.98214.61194.61-1556.8915929.28
172006.02.17 05:08buy97.00204.99194.99214.99
182006.02.22 02:26close97.00206.79194.99214.998064.0323993.31
192006.02.22 07:29sell1010.00207.02217.02197.02
202006.02.28 05:03close1010.00202.76217.02197.0224980.1248973.43
212006.02.28 05:03buy1120.00202.76192.76212.76
222006.03.01 18:10close1120.00202.74192.76212.76596.0849569.51
232006.03.02 13:56sell1220.00202.88212.88192.88
242006.03.03 01:12close1220.00203.33212.88192.88-5723.7743845.74
252006.03.03 01:31buy1318.00203.71193.71213.71
262006.03.03 23:59close at stop1318.00204.28193.71213.716169.0450014.78