Strategy Tester Report
EmaFibo_v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2004.01.19 00:00 - 2004.12.30 00:00 (2004.01.17 - 2004.12.30)
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 test48672Ticks modelled1055827Modelling quality90.00%
Initial deposit10000.00
Total net profit2767.04Gross profit6888.08Gross loss-4121.04
Profit factor1.67Expected payoff18.45
Absolute drawdown0.00Maximal drawdown607.32 (4.55%)Relative drawdown4.55% (607.32)
Total trades150Short positions (won %)78 (37.18%)Long positions (won %)72 (38.89%)
Profit trades (% of total)57 (38.00%)Loss trades (% of total)93 (62.00%)
Largestprofit trade560.28loss trade-179.20
Averageprofit trade120.84loss trade-44.31
Maximumconsecutive wins (profit in money)5 (628.18)consecutive losses (loss in money)8 (-398.86)
Maximalconsecutive profit (count of wins)628.18 (5)consecutive loss (count of losses)-398.86 (8)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.01.20 12:30buy10.201.80270.00000.0000
22004.01.23 06:30close10.201.84290.00000.0000560.2810560.28
32004.01.23 17:30sell20.201.82600.00000.0000
42004.01.26 15:00close20.201.82630.00000.0000-4.0310556.25
52004.01.27 18:30buy30.201.82540.00000.0000
62004.01.28 21:00close30.201.82320.00000.0000-31.3010524.94
72004.01.28 23:00sell40.101.81820.00000.0000
82004.01.29 11:00close40.101.82380.00000.0000-38.9510486.00
92004.01.30 18:30buy50.101.82500.00000.0000
102004.02.02 11:00close50.101.82260.00000.0000-17.0510468.94
112004.02.02 18:30sell60.101.81790.00000.0000
122004.02.03 00:30close60.101.82350.00000.0000-39.1210429.83
132004.02.03 01:00buy70.101.82150.00000.0000
142004.02.04 03:30close70.101.83560.00000.000098.4510528.28
152004.02.04 23:00sell80.201.83140.00000.0000
162004.02.05 10:00close80.201.83300.00000.0000-21.9010506.38
172004.02.05 11:30buy90.201.83430.00000.0000
182004.02.05 21:30close90.201.83330.00000.0000-14.0010492.38
192004.02.06 04:00sell100.101.83220.00000.0000
202004.02.06 10:00close100.101.83630.00000.0000-28.7010463.68
212004.02.06 14:00buy110.101.83550.00000.0000
222004.02.11 00:30close110.101.86740.00000.0000222.5410686.22
232004.02.13 19:00sell120.201.88300.00000.0000
242004.02.16 10:00close120.201.88840.00000.0000-75.4310610.79
252004.02.16 16:00buy130.201.89030.00000.0000
262004.02.17 07:30close130.201.88750.00000.0000-39.7010571.09
272004.02.18 19:30sell140.101.89610.00000.0000
282004.02.19 14:00close140.101.89680.00000.0000-4.6510566.44
292004.02.20 01:00buy150.101.89900.00000.0000
302004.02.20 07:00close150.101.89240.00000.0000-46.2010520.24
312004.02.20 07:30sell160.101.89220.00000.0000
322004.02.23 14:00close160.101.86260.00000.0000207.2810727.52
332004.02.24 12:00buy170.201.87590.00000.0000
342004.02.25 11:00close170.201.88740.00000.0000160.5010888.02
352004.02.25 18:30sell180.201.87260.00000.0000
362004.02.26 06:00close180.201.87760.00000.0000-69.5010818.52
372004.03.01 00:00buy190.201.86740.00000.0000
382004.03.01 12:00close190.201.86630.00000.0000-15.4010803.12
392004.03.02 05:30sell200.101.86680.00000.0000
402004.03.04 00:00close200.101.83030.00000.0000255.8411058.96
412004.03.05 16:00buy210.201.84700.00000.0000
422004.03.08 17:30close210.201.84620.00000.0000-11.7011047.26
432004.03.09 12:30sell220.201.83880.00000.0000
442004.03.11 13:30close220.201.80410.00000.0000486.4711533.73
452004.03.15 08:00buy230.201.80510.00000.0000
462004.03.15 15:30close230.201.79980.00000.0000-74.2011459.53
472004.03.15 16:00sell240.201.79740.00000.0000
482004.03.15 22:00close240.201.80560.00000.0000-114.8011344.73
492004.03.15 22:30buy250.101.80560.00000.0000
502004.03.16 03:30close250.101.80240.00000.0000-22.6511322.08
512004.03.24 11:30sell260.101.84340.00000.0000
522004.03.26 04:00close260.101.81150.00000.0000223.6411545.71
532004.03.26 16:30sell270.201.81510.00000.0000
542004.03.26 21:30close270.201.81500.00000.00001.4011547.11
552004.03.29 15:00buy280.201.81780.00000.0000
562004.04.01 07:30close280.201.83820.00000.0000283.0811830.19
572004.04.02 16:00sell290.201.82770.00000.0000
582004.04.05 23:00close290.201.82110.00000.000092.5711922.76
592004.04.06 12:00buy300.201.83410.00000.0000
602004.04.07 08:30close300.201.83610.00000.000027.5011950.26
612004.04.08 14:00sell310.201.83210.00000.0000
622004.04.09 10:00close310.201.83380.00000.0000-23.6311926.62
632004.04.12 14:30buy320.201.83680.00000.0000
642004.04.13 09:00close320.201.82980.00000.0000-98.5011828.12
652004.04.13 09:30sell330.101.82560.00000.0000
662004.04.15 10:00close330.101.79650.00000.0000204.0412032.16
672004.04.16 12:00sell340.201.78920.00000.0000
682004.04.16 16:00close340.201.79780.00000.0000-120.4011911.76
692004.04.16 17:00buy350.201.80360.00000.0000
702004.04.20 01:00close350.201.80680.00000.000043.7911955.55
712004.04.20 08:00sell360.201.79850.00000.0000
722004.04.22 21:30close360.201.77040.00000.0000394.0712349.62
732004.04.23 11:30buy370.201.78090.00000.0000
742004.04.23 15:00close370.201.76810.00000.0000-179.2012170.42
752004.04.26 10:00buy380.201.77700.00000.0000
762004.04.27 04:00close380.201.78320.00000.000086.3012256.72
772004.04.28 14:00sell390.201.78540.00000.0000
782004.04.29 16:00close390.201.77530.00000.0000141.9012398.62
792004.04.30 16:00buy400.201.77860.00000.0000
802004.05.03 05:30close400.201.77530.00000.0000-46.7012351.92
812004.05.03 11:30sell410.201.77320.00000.0000
822004.05.04 03:30close410.201.77320.00000.00000.1712352.08
832004.05.04 08:30buy420.201.77550.00000.0000
842004.05.05 13:30close420.201.79250.00000.0000237.5012589.58
852004.05.07 06:30sell430.201.79150.00000.0000
862004.05.07 12:00close430.201.79550.00000.0000-56.0012533.58
872004.05.07 12:30buy440.201.79500.00000.0000
882004.05.07 16:30close440.201.78920.00000.0000-81.2012452.38
892004.05.07 17:00sell450.101.78580.00000.0000
902004.05.10 22:30close450.101.77740.00000.000058.8812511.26
912004.05.12 13:00buy460.201.77080.00000.0000
922004.05.13 04:00close460.201.77070.00000.0000-2.9112508.35
932004.05.13 08:00sell470.201.76520.00000.0000
942004.05.14 17:00close470.201.76000.00000.000072.9712581.32
952004.05.17 04:30buy480.201.76480.00000.0000
962004.05.18 02:30close480.201.76650.00000.000023.3012604.62
972004.05.18 07:00sell490.201.76300.00000.0000
982004.05.18 14:30close490.201.76830.00000.0000-74.2012530.42
992004.05.19 04:30buy500.201.77020.00000.0000
1002004.05.20 04:30close500.201.78010.00000.0000137.0912667.50
1012004.05.20 09:00sell510.201.76590.00000.0000
1022004.05.20 21:00close510.201.77330.00000.0000-103.6012563.90
1032004.05.20 23:00buy520.201.77760.00000.0000
1042004.05.24 02:30close520.201.78740.00000.0000136.1912700.10
1052004.05.31 19:30sell530.201.83150.00000.0000
1062004.06.01 07:00close530.201.83440.00000.0000-40.4312659.66
1072004.06.01 07:30buy540.201.83630.00000.0000
1082004.06.02 18:00close540.201.83680.00000.00006.5012666.16
1092004.06.02 19:00sell550.201.83200.00000.0000
1102004.06.03 13:30close550.201.83610.00000.0000-56.9012609.26
1112004.06.03 16:30buy560.201.83930.00000.0000
1122004.06.04 08:30close560.201.83720.00000.0000-29.9012579.36
1132004.06.07 14:30sell570.101.83770.00000.0000
1142004.06.07 22:30close570.101.84150.00000.0000-26.6012552.76
1152004.06.07 23:00buy580.101.84150.00000.0000
1162004.06.08 03:30close580.101.83730.00000.0000-29.6512523.11
1172004.06.08 09:00buy590.101.84100.00000.0000
1182004.06.08 14:30close590.101.83860.00000.0000-16.8012506.31
1192004.06.08 15:30sell600.101.83690.00000.0000
1202004.06.09 01:00close600.101.83930.00000.0000-16.7212489.59
1212004.06.10 18:30buy610.101.84140.00000.0000
1222004.06.11 06:30close610.101.83640.00000.0000-35.2512454.34
1232004.06.11 09:00sell620.101.82560.00000.0000
1242004.06.14 16:30close620.101.81690.00000.000060.9812515.32
1252004.06.15 15:30buy630.201.82170.00000.0000
1262004.06.18 03:00close630.201.83220.00000.0000144.4812659.80
1272004.06.18 07:30sell640.201.827650.00000.0000
1282004.06.22 01:30close640.201.83470.00000.0000-98.3612561.44
1292004.06.24 18:00buy650.201.82160.00000.0000
1302004.06.25 07:30close650.201.82190.00000.00003.7012565.14
1312004.06.25 16:30buy660.201.82170.00000.0000
1322004.06.28 07:00close660.201.82270.00000.000013.5012578.63
1332004.06.29 10:00sell670.201.82130.00000.0000
1342004.06.30 13:00close670.201.81190.00000.0000131.7712710.40
1352004.06.30 21:00buy680.201.81790.00000.0000
1362004.07.01 07:00close680.201.81590.00000.0000-29.5112680.89
1372004.07.01 11:30sell690.201.81460.00000.0000
1382004.07.01 18:30close690.201.81790.00000.0000-46.2012634.69
1392004.07.13 07:00sell700.101.85750.00000.0000
1402004.07.13 14:00close700.101.86220.00000.0000-32.9012601.79
1412004.07.14 11:00buy710.101.85840.00000.0000
1422004.07.14 12:00close710.101.85460.00000.0000-26.6012575.19
1432004.07.14 14:30buy720.101.86020.00000.0000
1442004.07.14 17:30close720.101.85510.00000.0000-35.7012539.49
1452004.07.16 12:30buy730.101.85670.00000.0000
1462004.07.19 11:00close730.101.87040.00000.000095.6512635.14
1472004.07.20 03:30sell740.201.86510.00000.0000
1482004.07.21 10:00close740.201.85460.00000.0000147.1712782.30
1492004.07.22 19:00buy750.201.84600.00000.0000
1502004.07.23 03:30close750.201.84260.00000.0000-48.1012734.20
1512004.07.26 13:00buy760.201.83970.00000.0000
1522004.07.27 09:30close760.201.84050.00000.000010.7012744.90
1532004.07.27 16:00sell770.201.83620.00000.0000
1542004.07.28 18:30close770.201.82380.00000.0000173.7712918.66
1552004.07.30 16:30buy780.201.82160.00000.0000
1562004.08.03 00:00close780.201.82430.00000.000036.7912955.46
1572004.08.03 10:00sell790.201.81990.00000.0000
1582004.08.03 18:00close790.201.82470.00000.0000-67.2012888.26
1592004.08.03 19:30buy800.201.82590.00000.0000
1602004.08.04 05:00close800.201.82220.00000.0000-52.3012835.95
1612004.08.04 05:30sell810.101.82090.00000.0000
1622004.08.04 17:30close810.101.82530.00000.0000-30.8012805.15
1632004.08.04 19:30buy820.101.82510.00000.0000
1642004.08.05 12:30close820.101.82420.00000.0000-7.0612798.10
1652004.08.05 14:00sell830.101.82050.00000.0000
1662004.08.05 19:30close830.101.82640.00000.0000-41.3012756.80
1672004.08.06 01:30sell840.101.82310.00000.0000
1682004.08.06 05:30close840.101.82420.00000.0000-7.7012749.10
1692004.08.06 07:30buy850.101.82610.00000.0000
1702004.08.06 13:00close850.101.82150.00000.0000-32.2012716.90
1712004.08.06 13:30sell860.101.82130.00000.0000
1722004.08.06 15:00close860.101.84420.00000.0000-160.3012556.60
1732004.08.10 12:30sell870.101.83510.00000.0000
1742004.08.11 19:00close870.101.82880.00000.000044.1812600.78
1752004.08.12 06:00buy880.201.83240.00000.0000
1762004.08.12 15:30close880.201.82920.00000.0000-44.8012555.98
1772004.08.12 16:00sell890.201.82620.00000.0000
1782004.08.13 14:30close890.201.82490.00000.000018.3712574.35
1792004.08.13 15:30buy900.201.83990.00000.0000
1802004.08.16 09:30close900.201.83810.00000.0000-25.7012548.64
1812004.08.17 12:30sell910.201.835850.00000.0000
1822004.08.19 07:30close910.201.82490.00000.0000153.9712702.62
1832004.08.19 15:00sell920.201.82630.00000.0000
1842004.08.25 08:30close920.201.79580.00000.0000427.6713130.29
1852004.08.27 08:00buy930.201.80090.00000.0000
1862004.08.27 16:00close930.201.79510.00000.0000-81.2013049.09
1872004.08.27 16:30sell940.201.79410.00000.0000
1882004.08.30 13:00close940.201.79120.00000.000040.7713089.86
1892004.08.30 19:30buy950.201.79670.00000.0000
1902004.08.31 10:00close950.201.79420.00000.0000-35.5013054.35
1912004.08.31 13:00sell960.201.79270.00000.0000
1922004.08.31 17:30close960.201.80070.00000.0000-112.0012942.35
1932004.09.01 11:00sell970.101.79550.00000.0000
1942004.09.02 10:30close970.101.79690.00000.0000-9.5512932.80
1952004.09.07 07:00buy980.101.78320.00000.0000
1962004.09.07 12:30close980.101.77990.00000.0000-23.1012909.70
1972004.09.07 13:00sell990.101.77590.00000.0000
1982004.09.08 03:00close990.101.77690.00000.0000-6.9212902.79
1992004.09.08 17:30buy1000.101.78890.00000.0000
2002004.09.09 11:30close1000.101.78280.00000.0000-43.4612859.33
2012004.09.15 03:30sell1010.101.79520.00000.0000
2022004.09.16 09:30close1010.101.78010.00000.0000105.9512965.28
2032004.09.16 14:30buy1020.201.78660.00000.0000
2042004.09.17 17:00close1020.201.79040.00000.000052.7013017.98
2052004.09.20 04:00sell1030.201.78980.00000.0000
2062004.09.21 00:30close1030.201.78670.00000.000043.5713061.55
2072004.09.21 12:30buy1040.201.793950.00000.0000
2082004.09.22 11:00close1040.201.79230.00000.0000-23.6013037.94
2092004.09.22 13:30sell1050.201.78790.00000.0000
2102004.09.22 23:30close1050.201.79380.00000.0000-82.6012955.34
2112004.09.29 12:00sell1060.101.80890.00000.0000
2122004.09.30 14:00close1060.101.80790.00000.00007.2512962.60
2132004.09.30 16:00buy1070.201.807650.00000.0000
2142004.10.01 09:30close1070.201.80940.00000.000024.0012986.59
2152004.10.01 11:30sell1080.201.799550.00000.0000
2162004.10.05 06:30close1080.201.78560.00000.0000195.6413182.23
2172004.10.07 18:30buy1090.201.78260.00000.0000
2182004.10.12 03:00close1090.201.79380.00000.0000155.2913337.52
2192004.10.12 09:30sell1100.201.78930.00000.0000
2202004.10.12 22:00close1100.201.79140.00000.0000-29.4013308.12
2212004.10.13 11:30buy1110.201.79170.00000.0000
2222004.10.13 14:00close1110.201.78870.00000.0000-42.0013266.12
2232004.10.13 21:00buy1120.101.79360.00000.0000
2242004.10.14 17:30close1120.101.79610.00000.000016.7413282.86
2252004.10.18 19:00sell1130.201.79770.00000.0000
2262004.10.19 12:00close1130.201.80030.00000.0000-36.2313246.63
2272004.10.19 14:00buy1140.201.80200.00000.0000
2282004.10.20 04:00close1140.201.80130.00000.0000-10.3013236.32
2292004.10.26 19:00sell1150.101.83430.00000.0000
2302004.10.27 08:00close1150.101.83760.00000.0000-23.0213213.31
2312004.10.27 09:30buy1160.101.83770.00000.0000
2322004.10.27 18:00close1160.101.83190.00000.0000-40.6013172.71
2332004.10.27 18:30sell1170.101.83100.00000.0000
2342004.10.28 06:00close1170.101.83260.00000.0000-10.9513161.76
2352004.10.29 10:30buy1180.101.83340.00000.0000
2362004.11.01 06:30close1180.101.83480.00000.00009.5513171.31
2372004.11.01 13:30sell1190.201.83320.00000.0000
2382004.11.01 23:00close1190.201.83430.00000.0000-15.4013155.91
2392004.11.02 00:30sell1200.201.83250.00000.0000
2402004.11.02 01:30close1200.201.83400.00000.0000-21.0013134.91
2412004.11.02 13:30buy1210.101.83730.00000.0000
2422004.11.03 04:00close1210.101.83420.00000.0000-21.9513112.96
2432004.11.03 07:30sell1220.101.83210.00000.0000
2442004.11.03 10:30close1220.101.83830.00000.0000-43.4013069.56
2452004.11.04 19:00sell1230.101.84270.00000.0000
2462004.11.05 02:00close1230.101.84530.00000.0000-18.1213051.44
2472004.11.05 10:30sell1240.101.84280.00000.0000
2482004.11.05 17:00close1240.101.84840.00000.0000-39.2013012.24
2492004.11.05 17:30buy1250.101.85400.00000.0000
2502004.11.08 16:00close1250.101.85460.00000.00003.9513016.19
2512004.11.10 16:00sell1260.201.84890.00000.0000
2522004.11.12 00:30close1260.201.84430.00000.000065.0713081.26
2532004.11.12 06:30buy1270.201.84950.00000.0000
2542004.11.12 14:00close1270.201.84320.00000.0000-88.2012993.06
2552004.11.12 17:30buy1280.201.85100.00000.0000
2562004.11.15 11:30close1280.201.85460.00000.000049.9013042.96
2572004.11.15 18:00sell1290.201.84750.00000.0000
2582004.11.16 09:00close1290.201.84810.00000.0000-8.2313034.72
2592004.11.16 11:30buy1300.201.85370.00000.0000
2602004.11.17 03:00close1300.201.85220.00000.0000-21.5013013.22
2612004.11.18 14:30sell1310.101.85360.00000.0000
2622004.11.19 06:30close1310.101.85230.00000.00009.1813022.40
2632004.11.19 12:00buy1320.201.85710.00000.0000
2642004.11.22 03:00close1320.201.85600.00000.0000-15.9013006.50
2652004.11.22 11:30sell1330.201.85460.00000.0000
2662004.11.22 17:30close1330.201.85790.00000.0000-46.2012960.30
2672004.11.23 04:00sell1340.101.85290.00000.0000
2682004.11.23 11:30close1340.101.86460.00000.0000-81.9012878.40
2692004.11.29 10:30sell1350.101.88580.00000.0000
2702004.11.29 17:00close1350.101.89400.00000.0000-57.4012821.00
2712004.11.30 03:30sell1360.101.88840.00000.0000
2722004.11.30 10:30close1360.101.89530.00000.0000-48.3012772.70
2732004.12.02 20:30sell1370.101.92180.00000.0000
2742004.12.03 12:00close1370.101.92400.00000.0000-15.3212757.38
2752004.12.03 14:00buy1380.101.92760.00000.0000
2762004.12.06 17:00close1380.101.94060.00000.000090.7512848.13
2772004.12.08 05:30sell1390.201.93940.00000.0000
2782004.12.08 21:30close1390.201.93420.00000.000072.8012920.93
2792004.12.13 17:00buy1400.201.92100.00000.0000
2802004.12.14 04:00close1400.201.92040.00000.0000-8.9012912.03
2812004.12.16 19:30sell1410.201.92800.00000.0000
2822004.12.17 09:30close1410.201.93560.00000.0000-106.2312805.80
2832004.12.17 10:30buy1420.101.94300.00000.0000
2842004.12.17 15:00close1420.101.93220.00000.0000-75.6012730.20
2852004.12.17 17:30buy1430.101.93640.00000.0000
2862004.12.21 05:00close1430.101.94550.00000.000063.2012793.39
2872004.12.21 10:00sell1440.201.93790.00000.0000
2882004.12.23 05:00close1440.201.91960.00000.0000256.8713050.26
2892004.12.23 23:00buy1450.201.92360.00000.0000
2902004.12.24 07:00close1450.201.92090.00000.0000-38.3013011.96
2912004.12.24 10:30buy1460.201.92710.00000.0000
2922004.12.24 18:30close1460.201.92320.00000.0000-54.6012957.36
2932004.12.27 02:30sell1470.101.92110.00000.0000
2942004.12.27 05:30close1470.101.92530.00000.0000-29.4012927.96
2952004.12.27 15:00sell1480.101.92060.00000.0000
2962004.12.27 17:00close1480.101.93410.00000.0000-94.5012833.46
2972004.12.28 22:00sell1490.101.92740.00000.0000
2982004.12.29 07:00close1490.101.93250.00000.0000-35.6212797.84
2992004.12.29 08:30buy1500.101.93160.00000.0000
3002004.12.29 11:00close1500.101.92720.00000.0000-30.8012767.04