Strategy Tester Report
EmaFibo_v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2005.01.17 00:00 - 2005.12.17 00:00 (2005.01.17 - 2005.12.17)
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 test70054Ticks modelled1185730Modelling quality90.00%
Initial deposit10000.00
Total net profit-236.40Gross profit2657.45Gross loss-2893.86
Profit factor0.92Expected payoff-1.53
Absolute drawdown714.45Maximal drawdown714.45 (7.14%)Relative drawdown7.14% (714.45)
Total trades155Short positions (won %)76 (39.47%)Long positions (won %)79 (31.65%)
Profit trades (% of total)55 (35.48%)Loss trades (% of total)100 (64.52%)
Largestprofit trade282.94loss trade-74.90
Averageprofit trade48.32loss trade-28.94
Maximumconsecutive wins (profit in money)5 (117.12)consecutive losses (loss in money)16 (-365.76)
Maximalconsecutive profit (count of wins)390.21 (3)consecutive loss (count of losses)-382.37 (12)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.01.18 13:30buy10.101.87060.00000.0000
22005.01.19 00:30close10.101.86460.00000.0000-42.259957.75
32005.01.19 01:00sell20.101.86290.00000.0000
42005.01.19 04:00close20.101.86820.00000.0000-37.109920.65
52005.01.20 10:00sell30.101.86610.00000.0000
62005.01.20 17:30close30.101.87120.00000.0000-35.709884.95
72005.01.20 18:30buy40.101.87160.00000.0000
82005.01.21 02:00close40.101.86930.00000.0000-16.359868.60
92005.01.21 03:00sell50.101.86740.00000.0000
102005.01.21 07:00close50.101.87190.00000.0000-31.509837.10
112005.01.21 07:30buy60.101.87100.00000.0000
122005.01.21 08:00close60.101.86870.00000.0000-16.109821.00
132005.01.21 18:30buy70.101.87650.00000.0000
142005.01.24 17:00close70.101.87520.00000.0000-9.359811.64
152005.01.25 14:00sell80.101.87310.00000.0000
162005.01.26 04:30close80.101.87010.00000.000021.089832.73
172005.01.26 12:00buy90.101.87710.00000.0000
182005.01.28 06:00close90.101.88600.00000.000061.299894.02
192005.01.28 18:00buy100.101.88630.00000.0000
202005.01.31 03:30close100.101.88510.00000.0000-8.659885.37
212005.01.31 10:30sell110.101.88200.00000.0000
222005.01.31 15:00close110.101.88640.00000.0000-30.809854.57
232005.01.31 16:00buy120.101.88610.00000.0000
242005.01.31 18:30close120.101.88070.00000.0000-37.809816.77
252005.02.01 03:00buy130.101.88590.00000.0000
262005.02.01 09:00close130.101.88240.00000.0000-24.509792.27
272005.02.01 09:30sell140.101.88150.00000.0000
282005.02.01 21:00close140.101.88440.00000.0000-20.309771.97
292005.02.02 02:00buy150.101.88450.00000.0000
302005.02.02 18:00close150.101.88360.00000.0000-6.309765.67
312005.02.03 03:30sell160.101.88380.00000.0000
322005.02.03 11:30close160.101.88870.00000.0000-34.309731.37
332005.02.03 15:30sell170.101.88050.00000.0000
342005.02.04 12:00close170.101.88510.00000.0000-32.129699.25
352005.02.04 15:00buy180.101.88490.00000.0000
362005.02.04 19:30close180.101.87420.00000.0000-74.909624.35
372005.02.09 12:00buy190.101.86300.00000.0000
382005.02.09 17:30close190.101.85790.00000.0000-35.709588.65
392005.02.10 01:30buy200.101.86050.00000.0000
402005.02.10 13:00close200.101.85980.00000.0000-4.909583.75
412005.02.10 14:30sell210.101.85560.00000.0000
422005.02.10 16:00close210.101.86590.00000.0000-72.109511.65
432005.02.16 14:00sell220.101.88640.00000.0000
442005.02.17 03:30close220.101.88530.00000.00007.959519.60
452005.02.17 10:00buy230.101.88950.00000.0000
462005.02.18 13:00close230.101.89140.00000.000013.059532.65
472005.02.24 11:30sell240.101.90640.00000.0000
482005.02.24 13:30close240.101.91050.00000.0000-28.709503.95
492005.03.02 02:30sell250.101.91690.00000.0000
502005.03.02 22:00close250.101.91370.00000.000022.409526.35
512005.03.04 15:30buy260.101.91940.00000.0000
522005.03.07 09:00close260.101.92110.00000.000011.659538.00
532005.03.07 14:00sell270.101.91420.00000.0000
542005.03.08 04:00close270.101.91590.00000.0000-11.829526.18
552005.03.08 09:30buy280.101.91850.00000.0000
562005.03.09 12:00close280.101.92640.00000.000055.059581.23
572005.03.09 17:00sell290.101.92090.00000.0000
582005.03.09 20:30close290.101.92770.00000.0000-47.609533.63
592005.03.10 02:00sell300.101.92300.00000.0000
602005.03.10 03:30close300.101.92900.00000.0000-42.009491.63
612005.03.10 18:00sell310.101.92350.00000.0000
622005.03.11 06:30close310.101.92450.00000.0000-6.929484.72
632005.03.11 17:30buy320.101.92710.00000.0000
642005.03.14 04:00close320.101.92340.00000.0000-26.159458.56
652005.03.14 07:30sell330.101.92300.00000.0000
662005.03.15 05:00close330.101.91600.00000.000049.089507.65
672005.03.15 14:00buy340.101.92180.00000.0000
682005.03.15 18:00close340.101.91270.00000.0000-63.709443.95
692005.03.16 09:30buy350.101.92160.00000.0000
702005.03.17 04:30close350.101.92340.00000.000011.849455.79
712005.03.18 06:30sell360.101.92130.00000.0000
722005.03.18 19:30close360.101.92020.00000.00007.709463.49
732005.03.29 04:30buy370.101.86860.00000.0000
742005.03.30 22:30close370.101.87950.00000.000076.059539.54
752005.04.01 18:30sell380.101.87910.00000.0000
762005.04.04 22:00close380.101.87620.00000.000020.389559.92
772005.04.05 20:30buy390.101.87920.00000.0000
782005.04.06 14:00close390.101.87940.00000.00001.159561.07
792005.04.06 16:00sell400.101.87860.00000.0000
802005.04.06 19:30close400.101.88190.00000.0000-23.109537.97
812005.04.07 13:30sell410.101.87810.00000.0000
822005.04.08 16:30close410.101.87080.00000.000051.189589.16
832005.04.08 18:30buy420.101.88360.00000.0000
842005.04.12 15:30close420.101.88550.00000.000012.809601.95
852005.04.12 18:30sell430.101.88530.00000.0000
862005.04.12 22:30close430.101.89200.00000.0000-46.909555.05
872005.04.14 06:30sell440.101.88950.00000.0000
882005.04.15 10:30close440.101.88360.00000.000041.389596.44
892005.04.15 15:00buy450.101.88840.00000.0000
902005.04.18 05:30close450.101.88880.00000.00002.559598.98
912005.04.21 12:30sell460.101.91240.00000.0000
922005.04.22 09:30close460.101.91050.00000.000013.389612.37
932005.04.22 12:30buy470.101.91580.00000.0000
942005.04.25 03:00close470.101.91180.00000.0000-28.259584.12
952005.04.25 05:00sell480.101.91000.00000.0000
962005.04.25 09:30close480.101.91520.00000.0000-36.409547.72
972005.04.25 11:30sell490.101.90930.00000.0000
982005.04.26 00:00close490.101.91160.00000.0000-16.029531.70
992005.04.26 06:30buy500.101.91310.00000.0000
1002005.04.26 09:00close500.101.90820.00000.0000-34.309497.40
1012005.04.28 15:00buy510.101.90680.00000.0000
1022005.04.29 16:30close510.101.90970.00000.000020.059517.45
1032005.04.29 21:30sell520.101.90670.00000.0000
1042005.05.03 11:30close520.101.89500.00000.000082.079599.52
1052005.05.04 05:00buy530.101.90170.00000.0000
1062005.05.05 03:30close530.101.90000.00000.0000-12.669586.86
1072005.05.06 04:00sell540.101.90170.00000.0000
1082005.05.09 23:30close540.101.88660.00000.0000105.789692.64
1092005.05.11 10:30buy550.101.88670.00000.0000
1102005.05.11 14:30close550.101.88250.00000.0000-29.409663.24
1112005.05.18 20:30buy560.101.83980.00000.0000
1122005.05.19 15:00close560.101.83650.00000.0000-23.869639.39
1132005.05.19 16:00sell570.101.83670.00000.0000
1142005.05.20 05:30close570.101.83730.00000.0000-4.129635.27
1152005.05.20 12:30buy580.101.83880.00000.0000
1162005.05.20 14:30close580.101.83520.00000.0000-25.209610.07
1172005.05.24 09:00buy590.101.83180.00000.0000
1182005.05.24 17:30close590.101.82810.00000.0000-25.909584.17
1192005.05.24 18:30sell600.101.82830.00000.0000
1202005.05.25 05:00close600.101.83120.00000.0000-20.229563.96
1212005.05.25 07:30buy610.101.83160.00000.0000
1222005.05.25 10:00close610.101.82700.00000.0000-32.209531.76
1232005.05.25 16:30buy620.101.83160.00000.0000
1242005.05.26 06:30close620.101.83000.00000.0000-11.969519.80
1252005.05.26 08:00sell630.101.82800.00000.0000
1262005.05.27 04:00close630.101.82340.00000.000032.289552.08
1272005.05.30 07:30buy640.101.82490.00000.0000
1282005.05.30 13:00close640.101.82320.00000.0000-11.909540.18
1292005.05.31 16:30buy650.101.82590.00000.0000
1302005.05.31 21:00close650.101.81770.00000.0000-57.409482.78
1312005.06.01 08:00sell660.101.81920.00000.0000
1322005.06.02 05:30close660.101.81310.00000.000042.959525.74
1332005.06.02 11:00buy670.101.81900.00000.0000
1342005.06.03 17:00close670.101.81650.00000.0000-17.759507.98
1352005.06.03 18:00sell680.101.81190.00000.0000
1362005.06.06 05:00close680.101.81650.00000.0000-32.129475.87
1372005.06.06 07:00buy690.101.81670.00000.0000
1382005.06.08 19:00close690.101.83290.00000.0000112.909588.76
1392005.06.08 21:00sell700.101.82560.00000.0000
1402005.06.10 03:00close700.101.82260.00000.000021.349610.10
1412005.06.14 15:00buy710.101.81330.00000.0000
1422005.06.14 17:30close710.101.80700.00000.0000-44.109566.00
1432005.06.15 10:00buy720.101.81080.00000.0000
1442005.06.16 06:00close720.101.81880.00000.000055.249621.24
1452005.06.20 18:00sell730.101.82320.00000.0000
1462005.06.21 00:00close730.101.82570.00000.0000-17.429603.83
1472005.06.21 01:00sell740.101.82280.00000.0000
1482005.06.21 07:00close740.101.82450.00000.0000-11.909591.93
1492005.06.21 18:30buy750.101.82700.00000.0000
1502005.06.22 11:30close750.101.82050.00000.0000-45.759546.18
1512005.06.22 12:30sell760.101.82090.00000.0000
1522005.06.23 04:30close760.101.82320.00000.0000-15.859530.33
1532005.06.24 12:30buy770.101.82390.00000.0000
1542005.06.27 18:30close770.101.82570.00000.000012.359542.68
1552005.06.28 09:30sell780.101.82150.00000.0000
1562005.06.29 06:30close780.101.81770.00000.000026.689569.36
1572005.07.11 08:30buy790.101.74350.00000.0000
1582005.07.13 07:30close790.101.77400.00000.0000213.009782.36
1592005.07.13 15:30sell800.101.75800.00000.0000
1602005.07.13 23:30close800.101.76470.00000.0000-46.909735.46
1612005.07.15 09:30buy810.101.76350.00000.0000
1622005.07.15 15:00close810.101.75440.00000.0000-63.709671.76
1632005.07.21 02:30buy820.101.74490.00000.0000
1642005.07.22 13:00close820.101.74810.00000.000022.159693.90
1652005.07.22 16:00sell830.101.74330.00000.0000
1662005.07.25 12:30close830.101.73950.00000.000026.689720.59
1672005.07.25 18:30buy840.101.74620.00000.0000
1682005.07.26 05:00close840.101.74220.00000.0000-28.259692.34
1692005.07.26 07:30sell850.101.74220.00000.0000
1702005.07.26 19:30close850.101.74260.00000.0000-2.809689.54
1712005.07.27 16:00buy860.101.74200.00000.0000
1722005.07.28 05:00close860.101.74200.00000.0000-0.769688.78
1732005.08.03 05:30sell870.101.76600.00000.0000
1742005.08.03 10:30close870.101.77290.00000.0000-48.309640.48
1752005.08.05 16:00sell880.101.77420.00000.0000
1762005.08.05 22:00close880.101.77980.00000.0000-39.209601.28
1772005.08.08 00:00buy890.101.77690.00000.0000
1782005.08.08 01:00close890.101.77530.00000.0000-11.209590.08
1792005.08.08 11:00buy900.101.78620.00000.0000
1802005.08.09 00:30close900.101.78490.00000.0000-9.359580.73
1812005.08.15 16:00sell910.101.80890.00000.0000
1822005.08.15 22:30close910.101.81100.00000.0000-14.709566.03
1832005.08.16 02:00sell920.101.80770.00000.0000
1842005.08.16 09:30close920.101.81290.00000.0000-36.409529.63
1852005.08.16 10:30buy930.101.81250.00000.0000
1862005.08.16 13:30close930.101.80790.00000.0000-32.209497.43
1872005.08.16 23:00buy940.101.81170.00000.0000
1882005.08.17 04:30close940.101.80810.00000.0000-25.459471.98
1892005.08.17 05:00sell950.101.80810.00000.0000
1902005.08.17 13:30close950.101.80890.00000.0000-5.609466.38
1912005.08.17 15:30buy960.101.81020.00000.0000
1922005.08.17 19:00close960.101.80490.00000.0000-37.109429.28
1932005.08.22 05:30buy970.101.79900.00000.0000
1942005.08.22 12:30close970.101.79650.00000.0000-17.509411.78
1952005.08.23 09:00buy980.101.79980.00000.0000
1962005.08.24 03:00close980.101.79910.00000.0000-5.159406.62
1972005.08.24 04:30sell990.101.79560.00000.0000
1982005.08.24 15:30close990.101.80300.00000.0000-51.809354.82
1992005.08.24 17:00buy1000.101.79860.00000.0000
2002005.08.25 14:00close1000.101.80110.00000.000016.749371.57
2012005.08.26 03:00sell1010.101.79970.00000.0000
2022005.08.26 07:00close1010.101.80400.00000.0000-30.109341.47
2032005.08.26 22:30sell1020.101.80030.00000.0000
2042005.08.29 02:00close1020.101.80830.00000.0000-55.929285.55
2052005.08.29 14:30sell1030.101.80260.00000.0000
2062005.08.31 04:00close1030.101.78750.00000.0000105.879391.42
2072005.08.31 17:00buy1040.101.79900.00000.0000
2082005.09.05 03:00close1040.101.83960.00000.0000282.949674.36
2092005.09.06 11:00buy1050.101.84090.00000.0000
2102005.09.06 23:30close1050.101.84110.00000.00001.409675.76
2112005.09.07 02:30sell1060.101.83900.00000.0000
2122005.09.07 09:30close1060.101.84620.00000.0000-50.409625.36
2132005.09.07 14:00sell1070.101.83840.00000.0000
2142005.09.08 09:00close1070.101.83880.00000.0000-2.559622.81
2152005.09.08 15:30buy1080.101.84280.00000.0000
2162005.09.08 19:30close1080.101.83480.00000.0000-56.009566.81
2172005.09.09 08:30buy1090.101.83940.00000.0000
2182005.09.09 11:00close1090.101.83560.00000.0000-26.609540.21
2192005.09.09 16:30buy1100.101.84020.00000.0000
2202005.09.12 05:00close1100.101.83440.00000.0000-40.859499.36
2212005.09.12 06:00sell1110.101.83610.00000.0000
2222005.09.13 08:00close1110.101.82240.00000.000095.989595.34
2232005.09.14 05:00buy1120.101.82660.00000.0000
2242005.09.14 11:30close1120.101.82350.00000.0000-21.709573.64
2252005.09.14 14:30buy1130.101.82870.00000.0000
2262005.09.14 19:30close1130.101.82410.00000.0000-32.209541.44
2272005.09.14 20:30sell1140.101.82340.00000.0000
2282005.09.16 05:30close1140.101.80890.00000.0000101.849643.28
2292005.09.20 14:30sell1150.101.80430.00000.0000
2302005.09.21 06:30close1150.101.80300.00000.00009.189652.46
2312005.09.21 08:30buy1160.101.80620.00000.0000
2322005.09.22 04:30close1160.101.80660.00000.00002.049654.51
2332005.09.22 12:30sell1170.101.80180.00000.0000
2342005.09.26 18:00close1170.101.77740.00000.0000170.979825.48
2352005.09.29 08:00sell1180.101.76660.00000.0000
2362005.09.30 07:00close1180.101.76260.00000.000028.089853.56
2372005.09.30 14:30buy1190.101.76690.00000.0000
2382005.09.30 21:30close1190.101.76320.00000.0000-25.909827.66
2392005.09.30 22:00sell1200.101.76370.00000.0000
2402005.10.04 04:00close1200.101.75550.00000.000057.579885.23
2412005.10.04 15:30buy1210.101.76150.00000.0000
2422005.10.05 01:00close1210.101.75800.00000.0000-24.759860.48
2432005.10.07 13:00sell1220.101.76750.00000.0000
2442005.10.10 10:00close1220.101.76350.00000.000028.089888.56
2452005.10.12 16:30buy1230.101.75190.00000.0000
2462005.10.13 03:30close1230.101.74690.00000.0000-35.769852.80
2472005.10.13 04:30sell1240.101.74680.00000.0000
2482005.10.13 14:00close1240.101.75060.00000.0000-26.609826.20
2492005.10.13 19:00buy1250.101.75330.00000.0000
2502005.10.14 12:00close1250.101.75100.00000.0000-16.359809.85
2512005.10.14 14:00sell1260.101.75020.00000.0000
2522005.10.14 16:00close1260.101.75570.00000.0000-38.509771.35
2532005.10.17 14:30sell1270.101.75520.00000.0000
2542005.10.18 19:30close1270.101.75080.00000.000030.889802.24
2552005.10.19 12:30buy1280.101.75720.00000.0000
2562005.10.20 06:00close1280.101.76030.00000.000020.949823.18
2572005.10.21 20:00sell1290.101.76490.00000.0000
2582005.10.24 12:30close1290.101.76890.00000.0000-27.929795.26
2592005.10.24 18:30buy1300.101.77080.00000.0000
2602005.10.24 21:00close1300.101.76640.00000.0000-30.809764.46
2612005.10.24 23:30buy1310.101.77000.00000.0000
2622005.10.25 02:00close1310.101.76620.00000.0000-26.859737.61
2632005.10.25 02:30sell1320.101.76450.00000.0000
2642005.10.25 10:30close1320.101.77400.00000.0000-66.509671.11
2652005.10.26 14:30sell1330.101.77480.00000.0000
2662005.10.27 02:30close1330.101.78140.00000.0000-45.959625.16
2672005.10.27 03:00buy1340.101.78010.00000.0000
2682005.10.27 20:30close1340.101.78310.00000.000021.009646.16
2692005.10.28 15:30sell1350.101.77880.00000.0000
2702005.10.31 08:30close1350.101.77860.00000.00001.489647.65
2712005.11.02 16:00buy1360.101.77080.00000.0000
2722005.11.03 08:30close1360.101.77310.00000.000015.349662.99
2732005.11.03 20:30sell1370.101.77130.00000.0000
2742005.11.08 16:00close1370.101.74010.00000.0000218.659881.64
2752005.11.09 23:30buy1380.101.74430.00000.0000
2762005.11.10 05:30close1380.101.74050.00000.0000-27.369854.29
2772005.11.10 10:00buy1390.101.74680.00000.0000
2782005.11.10 21:00close1390.101.74160.00000.0000-36.409817.89
2792005.11.10 22:00sell1400.101.74090.00000.0000
2802005.11.11 09:00close1400.101.74320.00000.0000-16.029801.87
2812005.11.14 05:00buy1410.101.74310.00000.0000
2822005.11.14 14:30close1410.101.73680.00000.0000-44.109757.77
2832005.11.14 15:00sell1420.101.73780.00000.0000
2842005.11.15 23:30close1420.101.73550.00000.000016.189773.96
2852005.11.21 09:30buy1430.101.72200.00000.0000
2862005.11.21 18:00close1430.101.71610.00000.0000-41.309732.66
2872005.11.21 20:00sell1440.101.71760.00000.0000
2882005.11.22 20:00close1440.101.71500.00000.000018.289750.94
2892005.11.22 21:30buy1450.101.72260.00000.0000
2902005.11.23 14:30close1450.101.72060.00000.0000-14.259736.69
2912005.11.25 02:30sell1460.101.72140.00000.0000
2922005.11.28 16:30close1460.101.71400.00000.000051.889788.57
2932005.11.28 18:30buy1470.101.72100.00000.0000
2942005.11.29 05:30close1470.101.72330.00000.000015.859804.42
2952005.11.29 17:00sell1480.101.71720.00000.0000
2962005.11.30 07:00close1480.101.72200.00000.0000-33.529770.90
2972005.11.30 10:30buy1490.101.72220.00000.0000
2982005.12.01 08:30close1490.101.72790.00000.000039.149810.05
2992005.12.02 12:30sell1500.101.72770.00000.0000
3002005.12.02 15:30close1500.101.73150.00000.0000-26.609783.45
3012005.12.06 14:00sell1510.101.73570.00000.0000
3022005.12.06 18:30close1510.101.74180.00000.0000-42.709740.75
3032005.12.07 08:30sell1520.101.73360.00000.0000
3042005.12.07 20:30close1520.101.73540.00000.0000-12.609728.15
3052005.12.08 10:00buy1530.101.74130.00000.0000
3062005.12.09 09:00close1530.101.74900.00000.000053.659781.80
3072005.12.15 08:30sell1540.101.77040.00000.0000
3082005.12.15 13:00close1540.101.77270.00000.0000-16.109765.70
3092005.12.16 11:00buy1550.101.77300.00000.0000
3102005.12.16 22:59close at stop1550.101.77270.00000.0000-2.109763.60