Strategy Tester Report
EmaFibo_v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2004.01.19 00:00 - 2004.12.17 00:00 (2004.01.17 - 2004.12.17)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMagicNumber=112340; PARAMETERS_TRADE="PARAMETERS TRADE"; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=100; TakeProfitMode=false; TakeProfit=100; TrailingStopMode=false; TrailingStop=30; PARAMETERS_MM="MONEY MANAGEMENT"; MaximumRisk=0; DecreaseFactor=3; PARAMETERS_INDICATOR_ONE="Moving Average signal"; SignalEMA_Period=10; PARAMETERS_INDICATOR_TWO="Moving Average main"; MainEMA_Period=90; Delta=1; PARAMETERS_INDICATOR_THREE="Moving Average for close"; CloseEMA_Period=20;
Bars in test48244Ticks modelled1000674Modelling quality90.00%
Initial deposit10000.00
Total net profit1689.81Gross profit4141.44Gross loss-2451.62
Profit factor1.69Expected payoff11.98
Absolute drawdown0.00Maximal drawdown470.43 (3.90%)Relative drawdown3.90% (470.43)
Total trades141Short positions (won %)74 (37.84%)Long positions (won %)67 (40.30%)
Profit trades (% of total)55 (39.01%)Loss trades (% of total)86 (60.99%)
Largestprofit trade280.14loss trade-160.30
Averageprofit trade75.30loss trade-28.51
Maximumconsecutive wins (profit in money)5 (425.91)consecutive losses (loss in money)8 (-339.11)
Maximalconsecutive profit (count of wins)425.91 (5)consecutive loss (count of losses)-339.11 (8)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.01.20 12:30buy10.101.80270.00000.0000
22004.01.23 06:30close10.101.84290.00000.0000280.1410280.14
32004.01.23 17:30sell20.101.82600.00000.0000
42004.01.26 15:00close20.101.82630.00000.0000-2.0210278.12
52004.01.27 18:30buy30.101.82540.00000.0000
62004.01.28 21:00close30.101.82320.00000.0000-15.6510262.47
72004.01.28 23:00sell40.101.81820.00000.0000
82004.01.29 11:00close40.101.82380.00000.0000-38.9510223.52
92004.01.30 18:30buy50.101.82500.00000.0000
102004.02.02 11:00close50.101.82260.00000.0000-17.0510206.47
112004.02.02 18:30sell60.101.81790.00000.0000
122004.02.03 00:30close60.101.82350.00000.0000-39.1210167.36
132004.02.03 01:00buy70.101.82150.00000.0000
142004.02.04 03:30close70.101.83560.00000.000098.4510265.80
152004.02.04 23:00sell80.101.83140.00000.0000
162004.02.05 10:00close80.101.83300.00000.0000-10.9510254.86
172004.02.05 11:30buy90.101.83430.00000.0000
182004.02.05 21:30close90.101.83330.00000.0000-7.0010247.86
192004.02.06 04:00sell100.101.83220.00000.0000
202004.02.06 10:00close100.101.83630.00000.0000-28.7010219.16
212004.02.06 14:00buy110.101.83550.00000.0000
222004.02.11 00:30close110.101.86740.00000.0000222.5410441.70
232004.02.13 19:00sell120.101.88300.00000.0000
242004.02.16 10:00close120.101.88840.00000.0000-37.7210403.98
252004.02.16 16:00buy130.101.89030.00000.0000
262004.02.17 07:30close130.101.88750.00000.0000-19.8510384.13
272004.02.18 19:30sell140.101.89610.00000.0000
282004.02.19 14:00close140.101.89680.00000.0000-4.6510379.48
292004.02.20 01:00buy150.101.89900.00000.0000
302004.02.20 07:00close150.101.89240.00000.0000-46.2010333.28
312004.02.20 07:30sell160.101.89220.00000.0000
322004.02.23 14:00close160.101.86260.00000.0000207.2810540.57
332004.02.24 12:00buy170.101.87590.00000.0000
342004.02.25 11:00close170.101.88740.00000.000080.2510620.82
352004.02.25 18:30sell180.101.87260.00000.0000
362004.02.26 06:00close180.101.87760.00000.0000-34.7510586.07
372004.03.01 00:00buy190.101.86740.00000.0000
382004.03.01 12:00close190.101.86630.00000.0000-7.7010578.37
392004.03.02 05:30sell200.101.86680.00000.0000
402004.03.04 00:00close200.101.83030.00000.0000255.8410834.20
412004.03.05 16:00buy210.101.84700.00000.0000
422004.03.08 17:30close210.101.84620.00000.0000-5.8510828.35
432004.03.09 12:30sell220.101.83880.00000.0000
442004.03.11 13:30close220.101.80410.00000.0000243.2411071.59
452004.03.15 08:00buy230.101.80510.00000.0000
462004.03.15 15:30close230.101.79980.00000.0000-37.1011034.49
472004.03.15 16:00sell240.101.79740.00000.0000
482004.03.15 22:00close240.101.80560.00000.0000-57.4010977.09
492004.03.15 22:30buy250.101.80560.00000.0000
502004.03.16 03:30close250.101.80240.00000.0000-22.6510954.44
512004.03.24 11:30sell260.101.84340.00000.0000
522004.03.26 04:00close260.101.81150.00000.0000223.6411178.07
532004.03.26 16:30sell270.101.81510.00000.0000
542004.03.26 21:30close270.101.81500.00000.00000.7011178.77
552004.03.29 15:00buy280.101.81780.00000.0000
562004.04.01 07:30close280.101.83820.00000.0000141.5411320.31
572004.04.02 16:00sell290.101.82770.00000.0000
582004.04.05 23:00close290.101.82110.00000.000046.2811366.60
592004.04.06 12:00buy300.101.83410.00000.0000
602004.04.07 08:30close300.101.83610.00000.000013.7511380.34
612004.04.08 14:00sell310.101.83210.00000.0000
622004.04.09 10:00close310.101.83380.00000.0000-11.8211368.53
632004.04.12 14:30buy320.101.83680.00000.0000
642004.04.13 09:00close320.101.82980.00000.0000-49.2511319.28
652004.04.13 09:30sell330.101.82560.00000.0000
662004.04.15 10:00close330.101.79650.00000.0000204.0411523.31
672004.04.16 12:00sell340.101.78920.00000.0000
682004.04.16 16:00close340.101.79780.00000.0000-60.2011463.11
692004.04.16 17:00buy350.101.80360.00000.0000
702004.04.20 01:00close350.101.80680.00000.000021.9011485.01
712004.04.20 08:00sell360.101.79850.00000.0000
722004.04.22 21:30close360.101.77040.00000.0000197.0411682.04
732004.04.23 11:30buy370.101.78090.00000.0000
742004.04.23 15:00close370.101.76810.00000.0000-89.6011592.44
752004.04.26 10:00buy380.101.77700.00000.0000
762004.04.27 04:00close380.101.78320.00000.000043.1511635.59
772004.04.28 14:00sell390.101.78540.00000.0000
782004.04.29 16:00close390.101.77530.00000.000070.9511706.54
792004.04.30 16:00buy400.101.77860.00000.0000
802004.05.03 05:30close400.101.77530.00000.0000-23.3511683.19
812004.05.03 11:30sell410.101.77320.00000.0000
822004.05.04 03:30close410.101.77320.00000.00000.0811683.28
832004.05.04 08:30buy420.101.77550.00000.0000
842004.05.05 13:30close420.101.79250.00000.0000118.7511802.02
852004.05.07 06:30sell430.101.79150.00000.0000
862004.05.07 12:00close430.101.79550.00000.0000-28.0011774.02
872004.05.07 12:30buy440.101.79500.00000.0000
882004.05.07 16:30close440.101.78920.00000.0000-40.6011733.42
892004.05.07 17:00sell450.101.78580.00000.0000
902004.05.10 22:30close450.101.77740.00000.000058.8811792.31
912004.05.12 13:00buy460.101.77080.00000.0000
922004.05.13 04:00close460.101.77070.00000.0000-1.4611790.85
932004.05.13 08:00sell470.101.76520.00000.0000
942004.05.14 17:00close470.101.76000.00000.000036.4811827.34
952004.05.17 04:30buy480.101.76480.00000.0000
962004.05.18 02:30close480.101.76650.00000.000011.6511838.98
972004.05.18 07:00sell490.101.76300.00000.0000
982004.05.18 14:30close490.101.76830.00000.0000-37.1011801.88
992004.05.19 04:30buy500.101.77020.00000.0000
1002004.05.20 04:30close500.101.78010.00000.000068.5411870.43
1012004.05.20 09:00sell510.101.76590.00000.0000
1022004.05.20 21:00close510.101.77330.00000.0000-51.8011818.63
1032004.05.20 23:00buy520.101.77760.00000.0000
1042004.05.24 02:30close520.101.78740.00000.000068.1011886.72
1052004.05.31 19:30sell530.101.83150.00000.0000
1062004.06.01 07:00close530.101.83440.00000.0000-20.2211866.51
1072004.06.01 07:30buy540.101.83630.00000.0000
1082004.06.02 18:00close540.101.83680.00000.00003.2511869.76
1092004.06.02 19:00sell550.101.83200.00000.0000
1102004.06.03 13:30close550.101.83610.00000.0000-28.4511841.31
1112004.06.03 16:30buy560.101.83930.00000.0000
1122004.06.04 08:30close560.101.83720.00000.0000-14.9511826.36
1132004.06.07 14:30sell570.101.83770.00000.0000
1142004.06.07 22:30close570.101.84150.00000.0000-26.6011799.76
1152004.06.07 23:00buy580.101.84150.00000.0000
1162004.06.08 03:30close580.101.83730.00000.0000-29.6511770.10
1172004.06.08 09:00buy590.101.84100.00000.0000
1182004.06.08 14:30close590.101.83860.00000.0000-16.8011753.30
1192004.06.08 15:30sell600.101.83690.00000.0000
1202004.06.09 01:00close600.101.83930.00000.0000-16.7211736.59
1212004.06.10 18:30buy610.101.84140.00000.0000
1222004.06.11 06:30close610.101.83640.00000.0000-35.2511701.34
1232004.06.11 09:00sell620.101.82560.00000.0000
1242004.06.14 16:30close620.101.81690.00000.000060.9811762.32
1252004.06.15 15:30buy630.101.82170.00000.0000
1262004.06.18 03:00close630.101.83220.00000.000072.2411834.56
1272004.06.18 07:30sell640.101.827650.00000.0000
1282004.06.22 01:30close640.101.83470.00000.0000-49.1811785.38
1292004.06.24 18:00buy650.101.82160.00000.0000
1302004.06.25 07:30close650.101.82190.00000.00001.8511787.23
1312004.06.25 16:30buy660.101.82170.00000.0000
1322004.06.28 07:00close660.101.82270.00000.00006.7511793.97
1332004.06.29 10:00sell670.101.82130.00000.0000
1342004.06.30 13:00close670.101.81190.00000.000065.8811859.86
1352004.06.30 21:00buy680.101.81790.00000.0000
1362004.07.01 07:00close680.101.81590.00000.0000-14.7611845.10
1372004.07.01 11:30sell690.101.81460.00000.0000
1382004.07.01 18:30close690.101.81790.00000.0000-23.1011822.00
1392004.07.13 07:00sell700.101.85750.00000.0000
1402004.07.13 14:00close700.101.86220.00000.0000-32.9011789.10
1412004.07.14 11:00buy710.101.85840.00000.0000
1422004.07.14 12:00close710.101.85460.00000.0000-26.6011762.50
1432004.07.14 14:30buy720.101.86020.00000.0000
1442004.07.14 17:30close720.101.85510.00000.0000-35.7011726.80
1452004.07.16 12:30buy730.101.85670.00000.0000
1462004.07.19 11:00close730.101.87040.00000.000095.6511822.45
1472004.07.20 03:30sell740.101.86510.00000.0000
1482004.07.21 10:00close740.101.85460.00000.000073.5811896.03
1492004.07.22 19:00buy750.101.84600.00000.0000
1502004.07.23 03:30close750.101.84260.00000.0000-24.0511871.98
1512004.07.26 13:00buy760.101.83970.00000.0000
1522004.07.27 09:30close760.101.84050.00000.00005.3511877.33
1532004.07.27 16:00sell770.101.83620.00000.0000
1542004.07.28 18:30close770.101.82380.00000.000086.8811964.21
1552004.07.30 16:30buy780.101.82160.00000.0000
1562004.08.03 00:00close780.101.82430.00000.000018.4011982.61
1572004.08.03 10:00sell790.101.81990.00000.0000
1582004.08.03 18:00close790.101.82470.00000.0000-33.6011949.01
1592004.08.03 19:30buy800.101.82590.00000.0000
1602004.08.04 05:00close800.101.82220.00000.0000-26.1511922.86
1612004.08.04 05:30sell810.101.82090.00000.0000
1622004.08.04 17:30close810.101.82530.00000.0000-30.8011892.06
1632004.08.04 19:30buy820.101.82510.00000.0000
1642004.08.05 12:30close820.101.82420.00000.0000-7.0611885.00
1652004.08.05 14:00sell830.101.82050.00000.0000
1662004.08.05 19:30close830.101.82640.00000.0000-41.3011843.70
1672004.08.06 01:30sell840.101.82310.00000.0000
1682004.08.06 05:30close840.101.82420.00000.0000-7.7011836.00
1692004.08.06 07:30buy850.101.82610.00000.0000
1702004.08.06 13:00close850.101.82150.00000.0000-32.2011803.80
1712004.08.06 13:30sell860.101.82130.00000.0000
1722004.08.06 15:00close860.101.84420.00000.0000-160.3011643.50
1732004.08.10 12:30sell870.101.83510.00000.0000
1742004.08.11 19:00close870.101.82880.00000.000044.1811687.69
1752004.08.12 06:00buy880.101.83240.00000.0000
1762004.08.12 15:30close880.101.82920.00000.0000-22.4011665.29
1772004.08.12 16:00sell890.101.82620.00000.0000
1782004.08.13 14:30close890.101.82490.00000.00009.1811674.47
1792004.08.13 15:30buy900.101.83990.00000.0000
1802004.08.16 09:30close900.101.83810.00000.0000-12.8511661.62
1812004.08.17 12:30sell910.101.835850.00000.0000
1822004.08.19 07:30close910.101.82490.00000.000076.9911738.60
1832004.08.19 15:00sell920.101.82630.00000.0000
1842004.08.25 08:30close920.101.79580.00000.0000213.8411952.44
1852004.08.27 08:00buy930.101.80090.00000.0000
1862004.08.27 16:00close930.101.79510.00000.0000-40.6011911.84
1872004.08.27 16:30sell940.101.79410.00000.0000
1882004.08.30 13:00close940.101.79120.00000.000020.3811932.22
1892004.08.30 19:30buy950.101.79670.00000.0000
1902004.08.31 10:00close950.101.79420.00000.0000-17.7511914.47
1912004.08.31 13:00sell960.101.79270.00000.0000
1922004.08.31 17:30close960.101.80070.00000.0000-56.0011858.47
1932004.09.01 11:00sell970.101.79550.00000.0000
1942004.09.02 10:30close970.101.79690.00000.0000-9.5511848.92
1952004.09.07 07:00buy980.101.78320.00000.0000
1962004.09.07 12:30close980.101.77990.00000.0000-23.1011825.82
1972004.09.07 13:00sell990.101.77590.00000.0000
1982004.09.08 03:00close990.101.77690.00000.0000-6.9211818.91
1992004.09.08 17:30buy1000.101.78890.00000.0000
2002004.09.09 11:30close1000.101.78280.00000.0000-43.4611775.45
2012004.09.15 03:30sell1010.101.79520.00000.0000
2022004.09.16 09:30close1010.101.78010.00000.0000105.9511881.40
2032004.09.16 14:30buy1020.101.78660.00000.0000
2042004.09.17 17:00close1020.101.79040.00000.000026.3511907.75
2052004.09.20 04:00sell1030.101.78980.00000.0000
2062004.09.21 00:30close1030.101.78670.00000.000021.7811929.54
2072004.09.21 12:30buy1040.101.793950.00000.0000
2082004.09.22 11:00close1040.101.79230.00000.0000-11.8011917.73
2092004.09.22 13:30sell1050.101.78790.00000.0000
2102004.09.22 23:30close1050.101.79380.00000.0000-41.3011876.43
2112004.09.29 12:00sell1060.101.80890.00000.0000
2122004.09.30 14:00close1060.101.80790.00000.00007.2511883.69
2132004.09.30 16:00buy1070.101.807650.00000.0000
2142004.10.01 09:30close1070.101.80940.00000.000012.0011895.68
2152004.10.01 11:30sell1080.101.799550.00000.0000
2162004.10.05 06:30close1080.101.78560.00000.000097.8211993.50
2172004.10.07 18:30buy1090.101.78260.00000.0000
2182004.10.12 03:00close1090.101.79380.00000.000077.6412071.15
2192004.10.12 09:30sell1100.101.78930.00000.0000
2202004.10.12 22:00close1100.101.79140.00000.0000-14.7012056.45
2212004.10.13 11:30buy1110.101.79170.00000.0000
2222004.10.13 14:00close1110.101.78870.00000.0000-21.0012035.45
2232004.10.13 21:00buy1120.101.79360.00000.0000
2242004.10.14 17:30close1120.101.79610.00000.000016.7412052.19
2252004.10.18 19:00sell1130.101.79770.00000.0000
2262004.10.19 12:00close1130.101.80030.00000.0000-18.1212034.07
2272004.10.19 14:00buy1140.101.80200.00000.0000
2282004.10.20 04:00close1140.101.80130.00000.0000-5.1512028.92
2292004.10.26 19:00sell1150.101.83430.00000.0000
2302004.10.27 08:00close1150.101.83760.00000.0000-23.0212005.91
2312004.10.27 09:30buy1160.101.83770.00000.0000
2322004.10.27 18:00close1160.101.83190.00000.0000-40.6011965.31
2332004.10.27 18:30sell1170.101.83100.00000.0000
2342004.10.28 06:00close1170.101.83260.00000.0000-10.9511954.36
2352004.10.29 10:30buy1180.101.83340.00000.0000
2362004.11.01 06:30close1180.101.83480.00000.00009.5511963.91
2372004.11.01 13:30sell1190.101.83320.00000.0000
2382004.11.01 23:00close1190.101.83430.00000.0000-7.7011956.21
2392004.11.02 00:30sell1200.101.83250.00000.0000
2402004.11.02 01:30close1200.101.83400.00000.0000-10.5011945.71
2412004.11.02 13:30buy1210.101.83730.00000.0000
2422004.11.03 04:00close1210.101.83420.00000.0000-21.9511923.75
2432004.11.03 07:30sell1220.101.83210.00000.0000
2442004.11.03 10:30close1220.101.83830.00000.0000-43.4011880.35
2452004.11.04 19:00sell1230.101.84270.00000.0000
2462004.11.05 02:00close1230.101.84530.00000.0000-18.1211862.24
2472004.11.05 10:30sell1240.101.84280.00000.0000
2482004.11.05 17:00close1240.101.84840.00000.0000-39.2011823.04
2492004.11.05 17:30buy1250.101.85400.00000.0000
2502004.11.08 16:00close1250.101.85460.00000.00003.9511826.99
2512004.11.10 16:00sell1260.101.84890.00000.0000
2522004.11.12 00:30close1260.101.84430.00000.000032.5411859.52
2532004.11.12 06:30buy1270.101.84950.00000.0000
2542004.11.12 14:00close1270.101.84320.00000.0000-44.1011815.42
2552004.11.12 17:30buy1280.101.85100.00000.0000
2562004.11.15 11:30close1280.101.85460.00000.000024.9511840.37
2572004.11.15 18:00sell1290.101.84750.00000.0000
2582004.11.16 09:00close1290.101.84810.00000.0000-4.1211836.25
2592004.11.16 11:30buy1300.101.85370.00000.0000
2602004.11.17 03:00close1300.101.85220.00000.0000-10.7511825.50
2612004.11.18 14:30sell1310.101.85360.00000.0000
2622004.11.19 06:30close1310.101.85230.00000.00009.1811834.69
2632004.11.19 12:00buy1320.101.85710.00000.0000
2642004.11.22 03:00close1320.101.85600.00000.0000-7.9511826.73
2652004.11.22 11:30sell1330.101.85460.00000.0000
2662004.11.22 17:30close1330.101.85790.00000.0000-23.1011803.63
2672004.11.23 04:00sell1340.101.85290.00000.0000
2682004.11.23 11:30close1340.101.86460.00000.0000-81.9011721.73
2692004.11.29 10:30sell1350.101.88580.00000.0000
2702004.11.29 17:00close1350.101.89400.00000.0000-57.4011664.33
2712004.11.30 03:30sell1360.101.88840.00000.0000
2722004.11.30 10:30close1360.101.89530.00000.0000-48.3011616.03
2732004.12.02 20:30sell1370.101.92180.00000.0000
2742004.12.03 12:00close1370.101.92400.00000.0000-15.3211600.72
2752004.12.03 14:00buy1380.101.92760.00000.0000
2762004.12.06 17:00close1380.101.94060.00000.000090.7511691.47
2772004.12.08 05:30sell1390.101.93940.00000.0000
2782004.12.08 21:30close1390.101.93420.00000.000036.4011727.87
2792004.12.13 17:00buy1400.101.92100.00000.0000
2802004.12.14 04:00close1400.101.92040.00000.0000-4.4511723.41
2812004.12.16 19:30sell1410.101.92800.00000.0000
2822004.12.16 23:59close at stop1410.101.93280.00000.0000-33.6011689.81