Strategy Tester Report
PivotEMA3

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period4 Hours (H4) 2005.11.11 12:00 - 2006.02.28 12:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
Parameterstimeframe=0; stopLoss=500; TakeProfit=500; TrailingStop=1000; Name_Expert="PivotEMA3"; Slippage=3; UseSound=true; NameFileSound="shotgun.wav"; Lots=1; ProfitModifySL=50;
Bars in test566Ticks modelled368067Modelling quality51.36%
Initial deposit10000.00
Total net profit-2547.27Gross profit7210.09Gross loss-9757.36
Profit factor0.74Expected payoff-101.89
Absolute drawdown5441.34Maximal drawdown (%)6349.50 (58.2%)
Total trades25Short positions (won %)12 (16.67%)Long positions (won %)13 (46.15%)
Profit trades (% of total)8 (32.00%)Loss trades (% of total)17 (68.00%)
Largestprofit trade2075.15loss trade-4313.69
Averageprofit trade901.26loss trade-573.96
Maximumconsecutive wins (profit in money)2 (1022.78)consecutive losses (loss in money)5 (-1065.97)
Maximalconsecutive profit (count of wins)2075.15 (1)consecutive loss (count of losses)-5315.12 (4)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.11.11 12:02buy11.00118.04113.04123.04
22005.11.17 00:15close11.00118.87113.04123.04698.2410698.24
32005.11.17 00:15sell21.00118.87123.87113.87
42005.11.18 05:15close21.00118.96123.87113.87-75.6610622.58
52005.11.18 05:15buy31.00118.96113.96123.96
62005.11.21 13:45close31.00118.70113.96123.96-219.0410403.54
72005.11.21 13:45sell41.00118.70123.70113.70
82005.11.25 01:12close41.00119.35123.70113.70-544.629858.92
92005.11.25 01:12buy51.00119.35114.35124.35
102005.11.28 17:49close51.00119.12114.35124.35-193.089665.84
112005.11.28 17:49sell61.00119.12124.12114.12
122005.11.29 06:38close61.00119.16124.12114.12-33.579632.27
132005.11.29 06:38buy71.00119.16114.16124.16
142005.12.05 17:45close71.00120.70114.16124.161275.8910908.16
152005.12.05 17:45sell81.00120.70125.70115.70
162005.12.07 06:00close81.00121.08125.70115.70-313.8410594.32
172005.12.07 06:00buy91.00121.08116.08126.08
182005.12.08 06:21close91.00120.58116.08126.08-414.6610179.66
192005.12.08 06:21sell101.00120.58125.58115.58
202005.12.11 20:06close101.00120.91125.58115.58-272.939906.73
212005.12.11 20:06buy111.00120.91115.91125.91
222005.12.15 09:40s/l111.00115.91115.91125.91-4313.695593.04
232005.12.20 00:16buy121.00116.17111.17121.17
242005.12.22 16:05close121.00116.57111.17121.17343.145936.18
252005.12.22 16:05sell131.00116.57121.57111.57
262005.12.27 00:25close131.00116.87121.57111.57-256.705679.48
272005.12.27 00:25buy141.00116.87111.87121.87
282006.01.03 05:10close141.00117.11111.87121.87204.945884.42
292006.01.03 05:10sell151.00117.11122.11112.11
302006.01.05 13:00close151.00116.16122.11112.11817.846702.26
312006.01.05 13:00buy161.00116.16111.16121.16
322006.01.09 06:45close161.00114.22111.16121.16-1698.485003.78
332006.01.09 06:45sell171.00114.22119.22109.22
342006.01.10 02:17close171.00114.53119.22109.22-270.674733.11
352006.01.10 02:17buy181.00114.53109.53119.53
362006.01.23 04:12close181.00114.50109.53119.53-26.204706.91
372006.01.23 04:12sell191.00114.50119.50109.50
382006.01.24 05:30close191.00114.67119.50109.50-148.254558.66
392006.01.24 05:30buy201.00114.67109.67119.67
402006.01.31 09:05close201.00117.10109.67119.672075.156633.81
412006.01.31 09:05sell211.00117.10122.10112.10
422006.02.15 03:30close211.00117.77122.10112.10-568.916064.90
432006.02.15 03:30buy221.00117.77112.77122.77
442006.02.17 00:48close221.00117.65112.77122.77-102.005962.90
452006.02.17 00:48sell231.00117.65122.65112.65
462006.02.17 05:57close231.00118.01122.65112.65-305.065657.84
472006.02.17 05:57buy241.00118.01113.01123.01
482006.02.23 03:29close241.00118.19113.01123.01152.305810.14
492006.02.23 03:29sell251.00118.19123.19113.19
502006.02.28 15:59close at stop251.00116.28123.19113.191642.597452.73