Strategy Tester Report
EmaFibo_v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2006.01.17 00:00 - 2006.09.25 12:00 (2006.01.17 - 2006.12.30)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersMagicNumber=112340; PARAMETERS_TRADE="PARAMETERS TRADE"; Lots=1; Slippage=3; StopLossMode=false; StopLoss=100; TakeProfitMode=false; TakeProfit=100; TrailingStopMode=false; TrailingStop=30; PARAMETERS_MM="MONEY MANAGEMENT"; MaximumRisk=0.1; DecreaseFactor=4; 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 test70200Ticks modelled1027891Modelling quality90.00%
Initial deposit10000.00
Total net profit2422.28Gross profit22755.40Gross loss-20333.12
Profit factor1.12Expected payoff22.85
Absolute drawdown679.00Maximal drawdown8018.14 (39.24%)Relative drawdown39.24% (8018.14)
Total trades106Short positions (won %)47 (36.17%)Long positions (won %)59 (47.46%)
Profit trades (% of total)45 (42.45%)Loss trades (% of total)61 (57.55%)
Largestprofit trade3382.93loss trade-1675.80
Averageprofit trade505.68loss trade-333.33
Maximumconsecutive wins (profit in money)10 (5617.98)consecutive losses (loss in money)6 (-3013.75)
Maximalconsecutive profit (count of wins)5617.98 (10)consecutive loss (count of losses)-3013.75 (6)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.18 00:00buy11.001.76870.00000.0000
22006.01.18 04:30close11.001.76420.00000.0000-315.009685.00
32006.01.18 12:00buy21.001.76770.00000.0000
42006.01.18 17:00close21.001.76250.00000.0000-364.009321.00
52006.01.20 14:30buy30.501.76080.00000.0000
62006.01.24 05:00close30.501.78430.00000.0000819.9810140.98
72006.01.26 00:30sell41.001.78340.00000.0000
82006.01.26 09:00close41.001.78720.00000.0000-266.009874.98
92006.01.26 19:30sell51.001.78050.00000.0000
102006.01.27 15:00close51.001.78630.00000.0000-405.169469.82
112006.01.31 10:30buy60.501.77310.00000.0000
122006.02.01 12:00close60.501.77640.00000.0000114.249584.06
132006.02.01 21:00sell71.001.77310.00000.0000
142006.02.02 13:00close71.001.77540.00000.0000-158.489425.58
152006.02.02 15:00sell80.901.77430.00000.0000
162006.02.07 07:30close80.901.74930.00000.00001577.2711002.85
172006.02.10 04:00buy91.101.74440.00000.0000
182006.02.10 19:00close91.101.74570.00000.0000100.1011102.95
192006.02.13 00:30sell101.101.74360.00000.0000
202006.02.13 17:30close101.101.74310.00000.000038.5011141.45
212006.02.14 09:30buy111.101.74350.00000.0000
222006.02.14 11:00close111.101.73750.00000.0000-462.0010679.45
232006.02.15 14:00buy121.101.74110.00000.0000
242006.02.16 02:30close121.101.73940.00000.0000-139.2210540.23
252006.02.16 09:30sell130.601.73810.00000.0000
262006.02.16 21:00close130.601.73850.00000.0000-16.8010523.43
272006.02.16 23:30buy140.301.73960.00000.0000
282006.02.17 04:00close140.301.73570.00000.0000-82.6610440.78
292006.02.17 17:00buy150.101.74140.00000.0000
302006.02.20 14:30close150.101.74260.00000.00008.1510448.92
312006.02.22 11:30sell161.001.74070.00000.0000
322006.02.22 20:00close161.001.74340.00000.0000-189.0010259.92
332006.02.23 01:00buy171.001.74420.00000.0000
342006.02.23 04:30close171.001.74230.00000.0000-133.0010126.92
352006.02.23 07:00buy180.501.74460.00000.0000
362006.02.24 09:30close180.501.74960.00000.0000173.7410300.66
372006.02.24 16:30sell191.001.74760.00000.0000
382006.02.28 05:00close191.001.74120.00000.0000449.6810750.34
392006.02.28 12:00buy201.101.74720.00000.0000
402006.03.01 10:00close201.101.75370.00000.0000497.7311248.07
412006.03.01 22:00sell211.101.74870.00000.0000
422006.03.02 09:00close211.101.75150.00000.0000-212.8311035.24
432006.03.02 20:00buy221.101.75270.00000.0000
442006.03.03 09:00close221.101.75140.00000.0000-102.8710932.37
452006.03.06 16:30sell230.601.75090.00000.0000
462006.03.08 05:00close230.601.73740.00000.0000568.0111500.38
472006.03.10 11:00buy241.201.73880.00000.0000
482006.03.10 15:00close241.201.73130.00000.0000-630.0010870.38
492006.03.13 21:00buy251.101.73330.00000.0000
502006.03.15 11:00close251.101.74230.00000.0000687.4611557.84
512006.03.21 03:30sell261.201.75320.00000.0000
522006.03.22 09:00close261.201.75030.00000.0000244.6111802.44
532006.03.24 18:30buy271.201.74320.00000.0000
542006.03.28 00:30close271.201.74580.00000.0000212.3512014.80
552006.03.28 23:30sell281.201.74340.00000.0000
562006.03.30 03:30close281.201.73830.00000.0000432.4312447.23
572006.03.30 15:30buy291.201.74040.00000.0000
582006.03.31 08:00close291.201.74440.00000.0000332.9812780.20
592006.03.31 11:00sell301.301.73890.00000.0000
602006.04.03 17:00close301.301.73750.00000.0000128.4912908.70
612006.04.03 19:30buy311.301.73960.00000.0000
622006.04.05 12:00close311.301.75280.00000.00001194.6514103.34
632006.04.06 18:30sell321.401.74920.00000.0000
642006.04.10 06:00close321.401.74470.00000.0000443.3514546.70
652006.04.11 16:00buy331.501.74860.00000.0000
662006.04.12 17:30close331.501.75080.00000.0000227.2214773.92
672006.04.14 15:30buy341.501.75220.00000.0000
682006.04.18 11:00close341.501.76860.00000.00001714.4416488.36
692006.04.20 14:00sell351.601.78140.00000.0000
702006.04.21 10:30close351.601.78160.00000.0000-21.0616467.30
712006.04.21 20:00buy361.601.78210.00000.0000
722006.04.24 15:30close361.601.78360.00000.0000163.9716631.27
732006.04.25 13:00sell371.701.78490.00000.0000
742006.04.25 14:30close371.701.79000.00000.0000-606.9016024.37
752006.04.26 09:30sell381.601.78500.00000.0000
762006.04.26 17:30close381.601.78710.00000.0000-235.2015789.17
772006.04.26 18:30buy390.801.78890.00000.0000
782006.04.26 21:30close390.801.78440.00000.0000-252.0015537.17
792006.04.27 16:00buy400.401.78660.00000.0000
802006.05.01 21:30close400.401.82560.00000.00001089.9816627.15
812006.05.04 12:00buy411.701.83950.00000.0000
822006.05.05 10:30close411.701.84950.00000.00001185.7217812.87
832006.05.09 05:30sell421.801.85560.00000.0000
842006.05.09 14:30close421.801.85810.00000.0000-315.0017497.87
852006.05.09 15:00buy431.701.86050.00000.0000
862006.05.10 12:30close431.701.86280.00000.0000269.4217767.28
872006.05.11 02:00sell441.801.85830.00000.0000
882006.05.11 12:00close441.801.86400.00000.0000-718.2017049.08
892006.05.11 13:00buy451.701.86470.00000.0000
902006.05.15 09:00close451.701.89320.00000.00003382.9320432.02
912006.05.15 13:00sell462.001.87930.00000.0000
922006.05.16 05:30close462.001.88350.00000.0000-586.3219845.70
932006.05.16 16:30buy472.001.88610.00000.0000
942006.05.17 16:30close472.001.88420.00000.0000-271.0419574.66
952006.05.17 18:30sell481.001.88280.00000.0000
962006.05.18 06:00close481.001.88500.00000.0000-151.4819423.18
972006.05.18 12:30buy490.501.88810.00000.0000
982006.05.19 07:30close490.501.89060.00000.000086.2419509.42
992006.05.19 10:00sell502.001.88020.00000.0000
1002006.05.22 00:00close502.001.87720.00000.0000421.6819931.10
1012006.05.22 18:00buy512.001.88570.00000.0000
1022006.05.23 10:30close512.001.88260.00000.0000-439.0419492.06
1032006.05.23 17:00buy521.901.88300.00000.0000
1042006.05.23 23:00close521.901.88000.00000.0000-399.0019093.06
1052006.05.24 00:00sell531.001.87620.00000.0000
1062006.05.24 10:30close531.001.88460.00000.0000-588.0018505.06
1072006.05.24 12:00buy540.501.88320.00000.0000
1082006.05.24 16:00close540.501.87710.00000.0000-213.5018291.56
1092006.05.26 00:30buy550.101.87620.00000.0000
1102006.05.26 05:30close550.101.86920.00000.0000-49.0018242.56
1112006.05.30 06:00buy560.101.86780.00000.0000
1122006.05.31 10:30close560.101.87850.00000.000074.6518317.20
1132006.05.31 17:00sell571.801.87080.00000.0000
1142006.06.01 18:00close571.801.86860.00000.0000281.7418598.94
1152006.06.02 15:00buy581.901.88150.00000.0000
1162006.06.05 15:00close581.901.87890.00000.0000-350.5918248.35
1172006.06.05 21:30sell591.801.87260.00000.0000
1182006.06.06 09:30close591.801.87630.00000.0000-464.6917783.66
1192006.06.12 22:30sell600.901.84290.00000.0000
1202006.06.13 10:30close600.901.84410.00000.0000-74.8417708.82
1212006.06.14 10:30buy610.501.84510.00000.0000
1222006.06.14 23:30close610.501.84260.00000.0000-87.5017621.32
1232006.06.19 04:00sell620.101.84320.00000.0000
1242006.06.20 07:00close620.101.84120.00000.000014.0817635.40
1252006.06.21 02:00buy631.801.84510.00000.0000
1262006.06.21 12:00close631.801.84290.00000.0000-277.2017358.20
1272006.06.21 13:30sell641.701.84140.00000.0000
1282006.06.21 18:30close641.701.84510.00000.0000-440.3016917.90
1292006.06.22 10:30sell650.901.84100.00000.0000
1302006.06.26 09:30close650.901.82370.00000.00001091.4118009.32
1312006.06.27 02:00buy661.801.82560.00000.0000
1322006.06.27 09:30close661.801.82200.00000.0000-453.6017555.72
1332006.06.27 10:00sell671.801.82330.00000.0000
1342006.06.27 17:00close671.801.82390.00000.0000-75.6017480.12
1352006.06.29 21:30buy680.901.82890.00000.0000
1362006.07.03 10:00close680.901.84490.00000.00001003.4618483.58
1372006.07.05 06:00buy691.801.84410.00000.0000
1382006.07.05 09:30close691.801.84310.00000.0000-126.0018357.58
1392006.07.05 11:30buy701.801.84450.00000.0000
1402006.07.05 14:30close701.801.83970.00000.0000-604.8017752.78
1412006.07.05 15:00sell710.901.83840.00000.0000
1422006.07.06 09:00close710.901.83670.00000.0000109.3717862.15
1432006.07.07 11:30buy721.801.84070.00000.0000
1442006.07.10 11:30close721.801.84410.00000.0000423.8618286.01
1452006.07.10 14:30sell731.801.84140.00000.0000
1462006.07.11 02:30close731.801.84400.00000.0000-326.0917959.92
1472006.07.11 20:30buy741.801.84530.00000.0000
1482006.07.12 12:30close741.801.84360.00000.0000-218.7417741.19
1492006.07.12 13:30sell750.901.83960.00000.0000
1502006.07.13 06:00close750.901.83640.00000.0000203.8717945.06
1512006.07.13 14:00buy761.801.84030.00000.0000
1522006.07.14 04:00close761.801.84090.00000.000071.0618016.12
1532006.07.14 09:00sell771.801.83740.00000.0000
1542006.07.14 13:30close771.801.84250.00000.0000-642.6017373.52
1552006.07.18 14:30buy781.701.83000.00000.0000
1562006.07.19 01:00close781.701.82510.00000.0000-587.3816786.14
1572006.07.19 10:30buy790.901.82940.00000.0000
1582006.07.19 15:30close790.901.82450.00000.0000-308.7016477.44
1592006.07.19 16:00buy800.401.82810.00000.0000
1602006.07.21 02:30close800.401.84730.00000.0000533.5717011.00
1612006.07.24 17:30sell811.701.84940.00000.0000
1622006.07.25 08:30close811.701.85310.00000.0000-438.8716572.13
1632006.07.25 14:30sell821.701.84990.00000.0000
1642006.07.26 15:30close821.701.84290.00000.0000834.4317406.56
1652006.07.26 18:30buy831.701.84860.00000.0000
1662006.07.27 21:00close831.701.85710.00000.0000998.6518405.21
1672006.08.03 11:30sell841.801.87190.00000.0000
1682006.08.03 13:30close841.801.88520.00000.0000-1675.8016729.41
1692006.08.09 01:30sell851.701.89900.00000.0000
1702006.08.09 09:00close851.701.90730.00000.0000-987.7015741.71
1712006.08.09 10:00buy860.801.90770.00000.0000
1722006.08.09 21:00close860.801.90470.00000.0000-168.0015573.71
1732006.08.10 03:30buy870.401.90650.00000.0000
1742006.08.10 08:00close870.401.90320.00000.0000-92.4015481.31
1752006.08.15 16:00buy880.101.89680.00000.0000
1762006.08.16 09:00close880.101.89240.00000.0000-31.0515450.26
1772006.08.16 11:30sell890.101.89030.00000.0000
1782006.08.16 15:00close890.101.89870.00000.0000-58.8015391.46
1792006.08.17 17:00sell900.101.89280.00000.0000
1802006.08.21 01:30close900.101.88270.00000.000070.8715462.32
1812006.08.21 09:30buy911.501.89090.00000.0000
1822006.08.22 00:00close911.501.89230.00000.0000143.2215605.54
1832006.08.22 15:30sell921.601.88940.00000.0000
1842006.08.23 09:00close921.601.88960.00000.0000-21.0615584.49
1852006.08.23 10:30buy931.601.89210.00000.0000
1862006.08.24 01:30close931.601.89210.00000.0000-12.1015572.39
1872006.08.24 10:00sell941.601.88900.00000.0000
1882006.08.24 11:30close941.601.89290.00000.0000-436.8015135.59
1892006.08.24 19:00sell950.801.88940.00000.0000
1902006.08.25 12:30close950.801.89010.00000.0000-38.5315097.06
1912006.08.28 05:30buy960.401.89150.00000.0000
1922006.08.28 23:00close960.401.89250.00000.000028.0015125.06
1932006.08.29 18:30sell971.501.89080.00000.0000
1942006.08.29 22:30close971.501.89870.00000.0000-829.5014295.56
1952006.09.01 15:00sell981.401.89760.00000.0000
1962006.09.01 18:30close981.401.90600.00000.0000-823.2013472.36
1972006.09.01 19:30buy990.701.90530.00000.0000
1982006.09.04 11:00close990.701.90390.00000.0000-70.3613402.00
1992006.09.04 19:00buy1000.301.90630.00000.0000
2002006.09.05 01:30close1000.301.90480.00000.0000-32.2613369.74
2012006.09.05 03:30sell1010.101.90400.00000.0000
2022006.09.07 01:30close1010.101.88680.00000.0000120.7413490.48
2032006.09.12 07:30buy1021.301.86960.00000.0000
2042006.09.13 02:30close1021.301.87160.00000.0000178.7213669.20
2052006.09.15 16:00sell1031.401.87670.00000.0000
2062006.09.18 06:00close1031.401.88090.00000.0000-410.4213258.78
2072006.09.18 09:00buy1041.301.88360.00000.0000
2082006.09.18 12:00close1041.301.87510.00000.0000-773.5012485.28
2092006.09.19 00:00buy1050.601.88100.00000.0000
2102006.09.19 10:30close1050.601.87930.00000.0000-71.4012413.88
2112006.09.19 13:00buy1060.301.88110.00000.0000
2122006.09.19 21:00close1060.301.88150.00000.00008.4012422.28