Strategy Tester Report
EmaFibo_v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2001.01.17 00:00 - 2001.12.30 00:00 (2001.01.17 - 2001.12.30)
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=0.15; DecreaseFactor=1; 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 test70196Ticks modelled202093Modelling quality90.00%
Initial deposit10000.00
Total net profit-385.87Gross profit2383.30Gross loss-2769.17
Profit factor0.86Expected payoff-2.38
Absolute drawdown535.75Maximal drawdown714.34 (7.02%)Relative drawdown7.02% (714.34)
Total trades162Short positions (won %)88 (29.55%)Long positions (won %)74 (35.14%)
Profit trades (% of total)52 (32.10%)Loss trades (% of total)110 (67.90%)
Largestprofit trade189.84loss trade-109.20
Averageprofit trade45.83loss trade-25.17
Maximumconsecutive wins (profit in money)4 (317.07)consecutive losses (loss in money)12 (-340.65)
Maximalconsecutive profit (count of wins)317.07 (4)consecutive loss (count of losses)-340.65 (12)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12001.01.18 02:00sell10.201.47260.00000.0000
22001.01.18 17:00close10.201.47580.00000.0000-44.809955.20
32001.01.18 23:30sell20.101.47300.00000.0000
42001.01.19 03:00close20.101.47500.00000.0000-13.929941.28
52001.01.19 14:00sell30.101.47130.00000.0000
62001.01.22 18:30close30.101.46570.00000.000039.289980.57
72001.01.23 05:30buy40.101.46900.00000.0000
82001.01.23 22:00close40.101.46910.00000.00000.709981.27
92001.01.24 02:00sell50.101.46680.00000.0000
102001.01.25 17:00close50.101.45860.00000.000057.6510038.92
112001.01.25 21:30buy60.201.46200.00000.0000
122001.01.26 08:00close60.201.45880.00000.0000-45.309993.62
132001.01.26 17:30sell70.101.45920.00000.0000
142001.01.29 01:00close70.101.46100.00000.0000-12.529981.10
152001.01.29 05:00buy80.101.46070.00000.0000
162001.01.29 06:30close80.101.45940.00000.0000-9.109972.00
172001.01.29 07:30sell90.101.45930.00000.0000
182001.01.29 08:30close90.101.46140.00000.0000-14.709957.30
192001.01.29 12:30sell100.101.45800.00000.0000
202001.01.30 10:30close100.101.45950.00000.0000-10.429946.88
212001.01.30 15:30buy110.101.46050.00000.0000
222001.01.31 07:00close110.101.46140.00000.00006.059952.93
232001.01.31 20:00buy120.101.46110.00000.0000
242001.02.02 03:00close120.101.47600.00000.0000103.2910056.22
252001.02.02 17:30sell130.201.46930.00000.0000
262001.02.05 07:00close130.201.47140.00000.0000-29.2310026.99
272001.02.05 09:30buy140.201.47410.00000.0000
282001.02.06 00:30close140.201.47390.00000.0000-3.3010023.69
292001.02.06 04:30sell150.101.47220.00000.0000
302001.02.07 13:00close150.101.46110.00000.000077.7810101.47
312001.02.12 06:30buy160.201.44900.00000.0000
322001.02.13 04:30close160.201.45110.00000.000028.9010130.37
332001.02.13 11:00buy170.201.45250.00000.0000
342001.02.13 16:30close170.201.44980.00000.0000-37.8010092.57
352001.02.13 19:00buy180.201.45290.00000.0000
362001.02.13 23:00close180.201.45170.00000.0000-16.8010075.77
372001.02.15 12:30sell190.101.44730.00000.0000
382001.02.16 05:00close190.101.45080.00000.0000-24.4210051.35
392001.02.16 10:00sell200.101.45080.00000.0000
402001.02.19 10:00close200.101.44930.00000.000010.5810061.94
412001.02.19 12:30buy210.201.45380.00000.0000
422001.02.19 16:30close210.201.44630.00000.0000-105.009956.94
432001.02.21 00:30buy220.101.44650.00000.0000
442001.02.21 09:00close220.101.44240.00000.0000-28.709928.24
452001.02.22 16:30buy230.101.45140.00000.0000
462001.02.23 10:30close230.101.44450.00000.0000-48.559879.68
472001.02.23 13:00sell240.101.44240.00000.0000
482001.02.23 15:00close240.101.44900.00000.0000-46.209833.48
492001.02.26 14:30sell250.101.44550.00000.0000
502001.02.27 06:00close250.101.44650.00000.0000-6.929826.57
512001.02.28 13:00buy260.101.44850.00000.0000
522001.02.28 17:00close260.101.44100.00000.0000-52.509774.07
532001.02.28 20:30buy270.101.44510.00000.0000
542001.03.05 04:00close270.101.46820.00000.0000160.449934.51
552001.03.06 07:30sell280.101.46400.00000.0000
562001.03.06 10:30close280.101.46780.00000.0000-26.609907.91
572001.03.07 12:00sell290.101.46370.00000.0000
582001.03.08 05:30close290.101.46250.00000.00008.659916.56
592001.03.08 11:30buy300.101.46850.00000.0000
602001.03.09 13:00close300.101.46470.00000.0000-26.859889.71
612001.03.09 16:00sell310.101.46710.00000.0000
622001.03.12 03:00close310.101.46870.00000.0000-11.129878.59
632001.03.12 06:00sell320.101.46690.00000.0000
642001.03.12 18:00close320.101.46770.00000.0000-5.609872.99
652001.03.20 14:00sell330.101.42850.00000.0000
662001.03.20 21:00close330.101.43220.00000.0000-25.909847.09
672001.03.20 21:30buy340.101.43450.00000.0000
682001.03.21 10:00close340.101.43190.00000.0000-18.459828.64
692001.03.21 11:30sell350.101.42750.00000.0000
702001.03.21 22:30close350.101.43130.00000.0000-26.609802.04
712001.03.23 11:00buy360.101.42650.00000.0000
722001.03.26 02:30close360.101.42550.00000.0000-7.259794.79
732001.03.27 19:30sell370.101.42900.00000.0000
742001.03.28 01:00close370.101.43400.00000.0000-34.929759.87
752001.03.28 12:00sell380.101.42860.00000.0000
762001.03.28 17:30close380.101.43760.00000.0000-63.009696.87
772001.03.29 19:00sell390.101.43000.00000.0000
782001.04.02 12:30close390.101.42110.00000.000062.479759.34
792001.04.03 11:00buy400.101.42540.00000.0000
802001.04.04 10:00close400.101.42970.00000.000029.859789.19
812001.04.05 16:30sell410.101.42890.00000.0000
822001.04.06 10:00close410.101.43220.00000.0000-23.029766.17
832001.04.06 13:00buy420.101.43150.00000.0000
842001.04.10 00:00close420.101.44300.00000.000080.009846.17
852001.04.10 17:30sell430.101.43730.00000.0000
862001.04.11 11:30close430.101.43690.00000.00002.889849.05
872001.04.12 00:30sell440.101.43590.00000.0000
882001.04.12 16:30close440.101.43850.00000.0000-18.209830.85
892001.04.12 17:00buy450.101.44040.00000.0000
902001.04.16 02:30close450.101.43680.00000.0000-25.709805.15
912001.04.16 09:00sell460.101.43590.00000.0000
922001.04.16 23:30close460.101.43730.00000.0000-9.809795.35
932001.04.17 04:30sell470.101.43560.00000.0000
942001.04.18 19:30close470.101.43090.00000.000032.989828.33
952001.04.19 13:00buy480.101.43070.00000.0000
962001.04.20 13:30close480.101.44030.00000.000066.959895.28
972001.04.23 17:30sell490.101.43800.00000.0000
982001.04.24 06:30close490.101.44000.00000.0000-13.929881.36
992001.04.24 16:30buy500.101.44310.00000.0000
1002001.04.24 17:30close500.101.43680.00000.0000-44.109837.26
1012001.04.25 16:00buy510.101.44080.00000.0000
1022001.04.26 11:00close510.101.43840.00000.0000-17.569819.71
1032001.04.26 19:30sell520.101.43710.00000.0000
1042001.04.26 22:30close520.101.44090.00000.0000-26.609793.11
1052001.04.27 16:00sell530.101.43480.00000.0000
1062001.04.30 10:00close530.101.43680.00000.0000-13.929779.19
1072001.05.01 19:00buy540.101.43630.00000.0000
1082001.05.02 09:30close540.101.43180.00000.0000-31.759747.44
1092001.05.02 11:00sell550.101.43110.00000.0000
1102001.05.02 18:30close550.101.43600.00000.0000-34.309713.14
1112001.05.02 19:00buy560.101.43640.00000.0000
1122001.05.03 11:30close560.101.43370.00000.0000-19.669693.48
1132001.05.03 13:00sell570.101.43030.00000.0000
1142001.05.03 16:30close570.101.43710.00000.0000-47.609645.88
1152001.05.03 18:00sell580.101.43230.00000.0000
1162001.05.03 21:00close580.101.43510.00000.0000-19.609626.28
1172001.05.03 21:30buy590.101.43630.00000.0000
1182001.05.04 11:00close590.101.43490.00000.0000-10.059616.23
1192001.05.04 13:00sell600.101.43320.00000.0000
1202001.05.04 15:00close600.101.44200.00000.0000-61.609554.63
1212001.05.08 09:00sell610.101.43580.00000.0000
1222001.05.10 02:00close610.101.42300.00000.000089.949644.57
1232001.05.15 00:00sell620.101.41840.00000.0000
1242001.05.15 08:30close620.101.41900.00000.0000-4.209640.37
1252001.05.15 15:30buy630.101.42050.00000.0000
1262001.05.16 05:00close630.101.42100.00000.00003.259643.62
1272001.05.18 11:00sell640.101.42700.00000.0000
1282001.05.18 17:30close640.101.43100.00000.0000-28.009615.62
1292001.05.22 13:00sell650.101.43470.00000.0000
1302001.05.25 08:30close650.101.41200.00000.0000159.329774.94
1312001.05.25 13:30buy660.101.41870.00000.0000
1322001.05.28 10:00close660.101.41920.00000.00003.259778.18
1332001.05.29 09:30sell670.101.41690.00000.0000
1342001.05.29 19:00close670.101.42080.00000.0000-27.309750.88
1352001.05.29 19:30buy680.101.42170.00000.0000
1362001.05.30 10:30close680.101.42130.00000.0000-3.059747.83
1372001.05.31 10:00sell690.101.42020.00000.0000
1382001.06.01 07:30close690.101.41880.00000.00009.889757.72
1392001.06.04 03:30buy700.101.42010.00000.0000
1402001.06.04 11:00close700.101.41800.00000.0000-14.709743.02
1412001.06.04 11:30sell710.101.41800.00000.0000
1422001.06.05 18:00close710.101.41140.00000.000046.289789.30
1432001.06.13 14:30buy720.101.37700.00000.0000
1442001.06.18 01:30close720.101.40430.00000.0000189.849979.14
1452001.06.19 09:00sell730.101.40150.00000.0000
1462001.06.19 22:00close730.101.40100.00000.00003.509982.64
1472001.06.21 09:30buy740.101.40210.00000.0000
1482001.06.22 09:30close740.101.41320.00000.000077.4510060.09
1492001.06.26 02:30buy750.201.41340.00000.0000
1502001.06.26 07:00close750.201.41260.00000.0000-11.2010048.89
1512001.06.26 09:30sell760.201.41090.00000.0000
1522001.06.26 14:30close760.201.41410.00000.0000-44.8010004.09
1532001.06.27 17:30buy770.101.41830.00000.0000
1542001.06.27 22:30close770.101.41640.00000.0000-13.309990.79
1552001.06.28 10:00sell780.101.41400.00000.0000
1562001.06.29 06:30close780.101.40890.00000.000035.7810026.57
1572001.06.29 20:00buy790.201.41380.00000.0000
1582001.07.02 10:00close790.201.41040.00000.0000-48.109978.47
1592001.07.03 11:30sell800.101.41210.00000.0000
1602001.07.04 18:00close800.101.40810.00000.000028.0810006.55
1612001.07.06 17:30buy810.201.41050.00000.0000
1622001.07.09 11:30close810.201.40660.00000.0000-55.109951.45
1632001.07.09 16:00sell820.101.40610.00000.0000
1642001.07.09 23:00close820.101.40990.00000.0000-26.609924.85
1652001.07.11 20:30sell830.101.40980.00000.0000
1662001.07.12 21:30close830.101.40790.00000.000013.559938.40
1672001.07.17 17:30buy840.101.40230.00000.0000
1682001.07.18 04:30close840.101.40030.00000.0000-14.259924.15
1692001.07.18 07:00sell850.101.40000.00000.0000
1702001.07.18 09:00close850.101.40130.00000.0000-9.109915.05
1712001.07.23 08:30sell860.101.42370.00000.0000
1722001.07.24 16:30close860.101.42060.00000.000021.789936.83
1732001.07.24 19:00buy870.101.42350.00000.0000
1742001.07.25 03:00close870.101.42040.00000.0000-21.959914.88
1752001.07.25 09:30sell880.101.41890.00000.0000
1762001.07.25 12:00close880.101.42250.00000.0000-25.209889.68
1772001.07.25 12:30buy890.101.42390.00000.0000
1782001.07.26 14:30close890.101.42610.00000.000014.649904.32
1792001.07.27 11:00sell900.101.42450.00000.0000
1802001.07.27 15:30close900.101.42780.00000.0000-23.109881.22
1812001.07.30 15:30buy910.101.42650.00000.0000
1822001.07.31 11:30close910.101.42560.00000.0000-6.559874.67
1832001.07.31 14:30sell920.101.42480.00000.0000
1842001.08.01 03:00close920.101.42650.00000.0000-11.829862.86
1852001.08.01 04:30buy930.101.42700.00000.0000
1862001.08.02 12:00close930.101.43330.00000.000043.349906.20
1872001.08.02 16:00sell940.101.42880.00000.0000
1882001.08.02 23:00close940.101.43220.00000.0000-23.809882.40
1892001.08.03 05:00sell950.101.43040.00000.0000
1902001.08.07 17:00close950.101.41790.00000.000087.679970.07
1912001.08.09 11:00buy960.101.42010.00000.0000
1922001.08.10 15:00close960.101.42360.00000.000024.259994.32
1932001.08.13 12:30sell970.101.42180.00000.0000
1942001.08.14 16:00close970.101.42020.00000.000011.2810005.60
1952001.08.14 18:00buy980.201.42850.00000.0000
1962001.08.16 16:30close980.201.44100.00000.0000172.9810178.58
1972001.08.21 04:00sell990.201.44360.00000.0000
1982001.08.21 09:30close990.201.44590.00000.0000-32.2010146.38
1992001.08.22 22:30sell1000.201.44790.00000.0000
2002001.08.23 19:30close1000.201.44740.00000.00007.5010153.89
2012001.08.27 21:30buy1010.201.44510.00000.0000
2022001.08.28 02:30close1010.201.44330.00000.0000-25.7010128.18
2032001.08.28 17:30buy1020.201.44880.00000.0000
2042001.08.29 17:00close1020.201.45170.00000.000040.1010168.28
2052001.08.30 03:00sell1030.201.44820.00000.0000
2062001.08.30 11:00close1030.201.45060.00000.0000-33.6010134.68
2072001.08.31 17:00sell1040.201.45050.00000.0000
2082001.09.03 10:00close1040.201.45530.00000.0000-67.0310067.65
2092001.09.03 13:30sell1050.101.45360.00000.0000
2102001.09.04 01:00close1050.101.45400.00000.0000-2.7210064.93
2112001.09.05 16:00buy1060.101.45090.00000.0000
2122001.09.06 09:30close1060.101.45330.00000.000016.0410080.98
2132001.09.06 14:30sell1070.201.44800.00000.0000
2142001.09.06 18:30close1070.201.45580.00000.0000-109.209971.78
2152001.09.07 14:30sell1080.101.45230.00000.0000
2162001.09.07 15:30close1080.101.46160.00000.0000-65.109906.68
2172001.09.10 20:00sell1090.101.45780.00000.0000
2182001.09.11 15:30close1090.101.46270.00000.0000-34.229872.46
2192001.09.11 16:00buy1100.101.46600.00000.0000
2202001.09.12 10:30close1100.101.46570.00000.0000-2.359870.11
2212001.09.12 15:30sell1110.101.46420.00000.0000
2222001.09.12 22:00close1110.101.46830.00000.0000-28.709841.41
2232001.09.13 06:00buy1120.101.46720.00000.0000
2242001.09.13 08:30close1120.101.46600.00000.0000-8.409833.01
2252001.09.13 11:00buy1130.101.46800.00000.0000
2262001.09.14 08:00close1130.101.46970.00000.000011.659844.66
2272001.09.14 19:30sell1140.101.46780.00000.0000
2282001.09.17 01:00close1140.101.47380.00000.0000-41.929802.74
2292001.09.17 14:30sell1150.101.46820.00000.0000
2302001.09.18 12:00close1150.101.46730.00000.00006.389809.12
2312001.09.18 22:30buy1160.101.46860.00000.0000
2322001.09.19 05:30close1160.101.46590.00000.0000-19.159789.97
2332001.09.19 18:00buy1170.101.47180.00000.0000
2342001.09.20 03:00close1170.101.46650.00000.0000-37.869752.12
2352001.09.20 05:30sell1180.101.46620.00000.0000
2362001.09.20 22:00close1180.101.46750.00000.0000-9.109743.02
2372001.09.24 14:30buy1190.101.46290.00000.0000
2382001.09.25 09:00close1190.101.46130.00000.0000-11.459731.56
2392001.09.28 04:00sell1200.101.47080.00000.0000
2402001.09.28 19:30close1200.101.47060.00000.00001.409732.96
2412001.10.01 00:30buy1210.101.47230.00000.0000
2422001.10.02 12:00close1210.101.47750.00000.000036.159769.11
2432001.10.02 16:30sell1220.101.46930.00000.0000
2442001.10.03 06:00close1220.101.47070.00000.0000-9.729759.40
2452001.10.03 15:30buy1230.101.47570.00000.0000
2462001.10.04 05:30close1230.101.47400.00000.0000-12.669746.74
2472001.10.04 10:00sell1240.101.47100.00000.0000
2482001.10.04 15:30close1240.101.47640.00000.0000-37.809708.94
2492001.10.04 16:00buy1250.101.47630.00000.0000
2502001.10.05 03:30close1250.101.47460.00000.0000-12.159696.79
2512001.10.08 11:30sell1260.101.47490.00000.0000
2522001.10.09 10:00close1260.101.47350.00000.00009.889706.67
2532001.10.12 17:30buy1270.101.45130.00000.0000
2542001.10.15 10:00close1270.101.45010.00000.0000-8.659698.02
2552001.10.15 15:00sell1280.101.44920.00000.0000
2562001.10.16 06:00close1280.101.44960.00000.0000-2.729695.30
2572001.10.17 00:00buy1290.101.44910.00000.0000
2582001.10.17 08:30close1290.101.44700.00000.0000-14.709680.60
2592001.10.17 17:00buy1300.101.45150.00000.0000
2602001.10.17 20:30close1300.101.44530.00000.0000-43.409637.20
2612001.10.18 07:30buy1310.101.44870.00000.0000
2622001.10.18 11:30close1310.101.44510.00000.0000-25.209612.00
2632001.10.18 12:00sell1320.101.44510.00000.0000
2642001.10.18 21:00close1320.101.44560.00000.0000-3.509608.50
2652001.10.24 06:30buy1330.101.42820.00000.0000
2662001.10.24 13:30close1330.101.42530.00000.0000-20.309588.20
2672001.10.24 14:30sell1340.101.42410.00000.0000
2682001.10.24 20:00close1340.101.42950.00000.0000-37.809550.40
2692001.10.24 20:30buy1350.101.42870.00000.0000
2702001.10.25 05:30close1350.101.42710.00000.0000-11.969538.45
2712001.10.25 08:30sell1360.101.42650.00000.0000
2722001.10.25 16:00close1360.101.43030.00000.0000-26.609511.85
2732001.10.25 16:30buy1370.101.42940.00000.0000
2742001.10.25 23:30close1370.101.42660.00000.0000-19.609492.25
2752001.10.26 01:00sell1380.101.42490.00000.0000
2762001.10.26 07:30close1380.101.42890.00000.0000-28.009464.25
2772001.10.26 08:00buy1390.101.42910.00000.0000
2782001.10.30 10:30close1390.101.45210.00000.0000160.509624.74
2792001.11.05 02:30sell1400.101.45760.00000.0000
2802001.11.05 18:00close1400.101.45710.00000.00003.509628.24
2812001.11.06 01:00sell1410.101.45750.00000.0000
2822001.11.06 17:30close1410.101.45910.00000.0000-11.209617.04
2832001.11.06 20:30buy1420.101.46040.00000.0000
2842001.11.06 23:30close1420.101.45710.00000.0000-23.109593.94
2852001.11.07 04:30buy1430.101.45950.00000.0000
2862001.11.07 19:30close1430.101.46190.00000.000016.809610.74
2872001.11.08 16:30sell1440.101.45500.00000.0000
2882001.11.09 15:00close1440.101.45670.00000.0000-11.829598.93
2892001.11.09 20:30buy1450.101.45780.00000.0000
2902001.11.12 12:00close1450.101.45460.00000.0000-22.659576.28
2912001.11.12 19:00sell1460.101.45490.00000.0000
2922001.11.14 07:00close1460.101.44350.00000.000079.979656.24
2932001.11.26 04:30buy1470.101.41430.00000.0000
2942001.11.26 17:00close1470.101.41150.00000.0000-19.609636.64
2952001.11.26 19:00sell1480.101.41090.00000.0000
2962001.11.27 05:00close1480.101.41370.00000.0000-19.529617.13
2972001.11.27 18:30buy1490.101.41630.00000.0000
2982001.11.29 16:30close1490.101.42310.00000.000046.599663.72
2992001.12.03 02:00sell1500.101.42250.00000.0000
3002001.12.03 19:00close1500.101.42520.00000.0000-18.909644.82
3012001.12.03 20:00buy1510.101.42530.00000.0000
3022001.12.04 02:00close1510.101.42190.00000.0000-24.059620.77
3032001.12.04 02:30sell1520.101.42240.00000.0000
3042001.12.04 15:00close1520.101.42470.00000.0000-16.109604.67
3052001.12.04 16:30sell1530.101.42260.00000.0000
3062001.12.05 00:00close1530.101.42340.00000.0000-5.529599.15
3072001.12.05 10:30sell1540.101.42190.00000.0000
3082001.12.05 14:00close1540.101.42290.00000.0000-7.009592.15
3092001.12.06 16:00buy1550.101.42260.00000.0000
3102001.12.07 10:30close1550.101.42440.00000.000012.359604.50
3112001.12.13 22:00sell1560.101.44050.00000.0000
3122001.12.14 07:00close1560.101.44290.00000.0000-16.729587.78
3132001.12.14 08:30buy1570.101.44520.00000.0000
3142001.12.18 08:00close1570.101.45740.00000.000084.909672.68
3152001.12.19 03:00sell1580.101.45490.00000.0000
3162001.12.20 21:30close1580.101.44850.00000.000045.059717.73
3172001.12.21 02:30buy1590.101.45170.00000.0000
3182001.12.21 14:00close1590.101.44660.00000.0000-35.709682.03
3192001.12.27 00:30buy1600.101.45230.00000.0000
3202001.12.27 10:00close1600.101.44610.00000.0000-43.409638.63
3212001.12.28 14:00sell1610.101.44690.00000.0000
3222001.12.28 21:00close1610.101.45040.00000.0000-24.509614.13
3232001.12.28 21:30buy1620.101.45010.00000.0000
3242001.12.28 21:59close at stop1620.101.45010.00000.00000.009614.13