Strategy Tester Report
EmaFibo_v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2006.01.17 00:00 - 2006.09.25 10:00 (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=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 modelled1027436Modelling quality90.00%
Initial deposit10000.00
Total net profit724.02Gross profit3476.06Gross loss-2752.04
Profit factor1.26Expected payoff6.83
Absolute drawdown99.40Maximal drawdown803.40 (6.97%)Relative drawdown6.97% (803.40)
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 trade397.99loss trade-186.20
Averageprofit trade77.25loss trade-45.12
Maximumconsecutive wins (profit in money)10 (854.50)consecutive losses (loss in money)6 (-436.35)
Maximalconsecutive profit (count of wins)854.50 (10)consecutive loss (count of losses)-436.35 (6)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.18 00:00buy10.201.76870.00000.0000
22006.01.18 04:30close10.201.76420.00000.0000-63.009937.00
32006.01.18 12:00buy20.101.76770.00000.0000
42006.01.18 17:00close20.101.76250.00000.0000-36.409900.60
52006.01.20 14:30buy30.101.76080.00000.0000
62006.01.24 05:00close30.101.78430.00000.0000164.0010064.60
72006.01.26 00:30sell40.201.78340.00000.0000
82006.01.26 09:00close40.201.78720.00000.0000-53.2010011.40
92006.01.26 19:30sell50.201.78050.00000.0000
102006.01.27 15:00close50.201.78630.00000.0000-81.039930.36
112006.01.31 10:30buy60.101.77310.00000.0000
122006.02.01 12:00close60.101.77640.00000.000022.859953.21
132006.02.01 21:00sell70.101.77310.00000.0000
142006.02.02 13:00close70.101.77540.00000.0000-15.859937.36
152006.02.02 15:00sell80.101.77430.00000.0000
162006.02.07 07:30close80.101.74930.00000.0000175.2510112.62
172006.02.10 04:00buy90.201.74440.00000.0000
182006.02.10 19:00close90.201.74570.00000.000018.2010130.82
192006.02.13 00:30sell100.201.74360.00000.0000
202006.02.13 17:30close100.201.74310.00000.00007.0010137.82
212006.02.14 09:30buy110.201.74350.00000.0000
222006.02.14 11:00close110.201.73750.00000.0000-84.0010053.82
232006.02.15 14:00buy120.201.74110.00000.0000
242006.02.16 02:30close120.201.73940.00000.0000-25.3110028.50
252006.02.16 09:30sell130.101.73810.00000.0000
262006.02.16 21:00close130.101.73850.00000.0000-2.8010025.70
272006.02.16 23:30buy140.101.73960.00000.0000
282006.02.17 04:00close140.101.73570.00000.0000-27.559998.15
292006.02.17 17:00buy150.101.74140.00000.0000
302006.02.20 14:30close150.101.74260.00000.00008.1510006.30
312006.02.22 11:30sell160.201.74070.00000.0000
322006.02.22 20:00close160.201.74340.00000.0000-37.809968.50
332006.02.23 01:00buy170.101.74420.00000.0000
342006.02.23 04:30close170.101.74230.00000.0000-13.309955.20
352006.02.23 07:00buy180.101.74460.00000.0000
362006.02.24 09:30close180.101.74960.00000.000034.759989.95
372006.02.24 16:30sell190.101.74760.00000.0000
382006.02.28 05:00close190.101.74120.00000.000044.9710034.92
392006.02.28 12:00buy200.201.74720.00000.0000
402006.03.01 10:00close200.201.75370.00000.000090.5010125.41
412006.03.01 22:00sell210.201.74870.00000.0000
422006.03.02 09:00close210.201.75150.00000.0000-38.7010086.72
432006.03.02 20:00buy220.201.75270.00000.0000
442006.03.03 09:00close220.201.75140.00000.0000-18.7010068.01
452006.03.06 16:30sell230.101.75090.00000.0000
462006.03.08 05:00close230.101.73740.00000.000094.6710162.68
472006.03.10 11:00buy240.201.73880.00000.0000
482006.03.10 15:00close240.201.73130.00000.0000-105.0010057.68
492006.03.13 21:00buy250.201.73330.00000.0000
502006.03.15 11:00close250.201.74230.00000.0000124.9910182.67
512006.03.21 03:30sell260.201.75320.00000.0000
522006.03.22 09:00close260.201.75030.00000.000040.7710223.44
532006.03.24 18:30buy270.201.74320.00000.0000
542006.03.28 00:30close270.201.74580.00000.000035.3910258.83
552006.03.28 23:30sell280.201.74340.00000.0000
562006.03.30 03:30close280.201.73830.00000.000072.0710330.90
572006.03.30 15:30buy290.201.74040.00000.0000
582006.03.31 08:00close290.201.74440.00000.000055.5010386.40
592006.03.31 11:00sell300.201.73890.00000.0000
602006.04.03 17:00close300.201.73750.00000.000019.7710406.17
612006.04.03 19:30buy310.201.73960.00000.0000
622006.04.05 12:00close310.201.75280.00000.0000183.7910589.96
632006.04.06 18:30sell320.201.74920.00000.0000
642006.04.10 06:00close320.201.74470.00000.000063.3410653.30
652006.04.11 16:00buy330.201.74860.00000.0000
662006.04.12 17:30close330.201.75080.00000.000030.3010683.59
672006.04.14 15:30buy340.201.75220.00000.0000
682006.04.18 11:00close340.201.76860.00000.0000228.5910912.18
692006.04.20 14:00sell350.201.78140.00000.0000
702006.04.21 10:30close350.201.78160.00000.0000-2.6310909.55
712006.04.21 20:00buy360.201.78210.00000.0000
722006.04.24 15:30close360.201.78360.00000.000020.5010930.05
732006.04.25 13:00sell370.201.78490.00000.0000
742006.04.25 14:30close370.201.79000.00000.0000-71.4010858.65
752006.04.26 09:30sell380.201.78500.00000.0000
762006.04.26 17:30close380.201.78710.00000.0000-29.4010829.25
772006.04.26 18:30buy390.101.78890.00000.0000
782006.04.26 21:30close390.101.78440.00000.0000-31.5010797.75
792006.04.27 16:00buy400.101.78660.00000.0000
802006.05.01 21:30close400.101.82560.00000.0000272.5011070.24
812006.05.04 12:00buy410.201.83950.00000.0000
822006.05.05 10:30close410.201.84950.00000.0000139.5011209.74
832006.05.09 05:30sell420.201.85560.00000.0000
842006.05.09 14:30close420.201.85810.00000.0000-35.0011174.74
852006.05.09 15:00buy430.201.86050.00000.0000
862006.05.10 12:30close430.201.86280.00000.000031.7011206.44
872006.05.11 02:00sell440.201.85830.00000.0000
882006.05.11 12:00close440.201.86400.00000.0000-79.8011126.64
892006.05.11 13:00buy450.201.86470.00000.0000
902006.05.15 09:00close450.201.89320.00000.0000397.9911524.63
912006.05.15 13:00sell460.201.87930.00000.0000
922006.05.16 05:30close460.201.88350.00000.0000-58.6311466.00
932006.05.16 16:30buy470.201.88610.00000.0000
942006.05.17 16:30close470.201.88420.00000.0000-27.1011438.89
952006.05.17 18:30sell480.101.88280.00000.0000
962006.05.18 06:00close480.101.88500.00000.0000-15.1511423.74
972006.05.18 12:30buy490.101.88810.00000.0000
982006.05.19 07:30close490.101.89060.00000.000017.2511440.99
992006.05.19 10:00sell500.201.88020.00000.0000
1002006.05.22 00:00close500.201.87720.00000.000042.1711483.16
1012006.05.22 18:00buy510.201.88570.00000.0000
1022006.05.23 10:30close510.201.88260.00000.0000-43.9011439.26
1032006.05.23 17:00buy520.201.88300.00000.0000
1042006.05.23 23:00close520.201.88000.00000.0000-42.0011397.26
1052006.05.24 00:00sell530.101.87620.00000.0000
1062006.05.24 10:30close530.101.88460.00000.0000-58.8011338.46
1072006.05.24 12:00buy540.101.88320.00000.0000
1082006.05.24 16:00close540.101.87710.00000.0000-42.7011295.76
1092006.05.26 00:30buy550.101.87620.00000.0000
1102006.05.26 05:30close550.101.86920.00000.0000-49.0011246.76
1112006.05.30 06:00buy560.101.86780.00000.0000
1122006.05.31 10:30close560.101.87850.00000.000074.6511321.40
1132006.05.31 17:00sell570.201.87080.00000.0000
1142006.06.01 18:00close570.201.86860.00000.000031.3011352.71
1152006.06.02 15:00buy580.201.88150.00000.0000
1162006.06.05 15:00close580.201.87890.00000.0000-36.9011315.80
1172006.06.05 21:30sell590.201.87260.00000.0000
1182006.06.06 09:30close590.201.87630.00000.0000-51.6311264.17
1192006.06.12 22:30sell600.101.84290.00000.0000
1202006.06.13 10:30close600.101.84410.00000.0000-8.3211255.86
1212006.06.14 10:30buy610.101.84510.00000.0000
1222006.06.14 23:30close610.101.84260.00000.0000-17.5011238.36
1232006.06.19 04:00sell620.101.84320.00000.0000
1242006.06.20 07:00close620.101.84120.00000.000014.0811252.44
1252006.06.21 02:00buy630.201.84510.00000.0000
1262006.06.21 12:00close630.201.84290.00000.0000-30.8011221.64
1272006.06.21 13:30sell640.201.84140.00000.0000
1282006.06.21 18:30close640.201.84510.00000.0000-51.8011169.84
1292006.06.22 10:30sell650.101.84100.00000.0000
1302006.06.26 09:30close650.101.82370.00000.0000121.2711291.11
1312006.06.27 02:00buy660.201.82560.00000.0000
1322006.06.27 09:30close660.201.82200.00000.0000-50.4011240.71
1332006.06.27 10:00sell670.201.82330.00000.0000
1342006.06.27 17:00close670.201.82390.00000.0000-8.4011232.31
1352006.06.29 21:30buy680.101.82890.00000.0000
1362006.07.03 10:00close680.101.84490.00000.0000111.5011343.80
1372006.07.05 06:00buy690.201.84410.00000.0000
1382006.07.05 09:30close690.201.84310.00000.0000-14.0011329.80
1392006.07.05 11:30buy700.201.84450.00000.0000
1402006.07.05 14:30close700.201.83970.00000.0000-67.2011262.60
1412006.07.05 15:00sell710.101.83840.00000.0000
1422006.07.06 09:00close710.101.83670.00000.000012.1511274.76
1432006.07.07 11:30buy720.201.84070.00000.0000
1442006.07.10 11:30close720.201.84410.00000.000047.1011321.85
1452006.07.10 14:30sell730.201.84140.00000.0000
1462006.07.11 02:30close730.201.84400.00000.0000-36.2311285.62
1472006.07.11 20:30buy740.201.84530.00000.0000
1482006.07.12 12:30close740.201.84360.00000.0000-24.3011261.32
1492006.07.12 13:30sell750.101.83960.00000.0000
1502006.07.13 06:00close750.101.83640.00000.000022.6511283.97
1512006.07.13 14:00buy760.201.84030.00000.0000
1522006.07.14 04:00close760.201.84090.00000.00007.9011291.86
1532006.07.14 09:00sell770.201.83740.00000.0000
1542006.07.14 13:30close770.201.84250.00000.0000-71.4011220.46
1552006.07.18 14:30buy780.201.83000.00000.0000
1562006.07.19 01:00close780.201.82510.00000.0000-69.1011151.36
1572006.07.19 10:30buy790.101.82940.00000.0000
1582006.07.19 15:30close790.101.82450.00000.0000-34.3011117.06
1592006.07.19 16:00buy800.101.82810.00000.0000
1602006.07.21 02:30close800.101.84730.00000.0000133.3911250.45
1612006.07.24 17:30sell810.201.84940.00000.0000
1622006.07.25 08:30close810.201.85310.00000.0000-51.6311198.82
1632006.07.25 14:30sell820.201.84990.00000.0000
1642006.07.26 15:30close820.201.84290.00000.000098.1711296.99
1652006.07.26 18:30buy830.201.84860.00000.0000
1662006.07.27 21:00close830.201.85710.00000.0000117.4911414.48
1672006.08.03 11:30sell840.201.87190.00000.0000
1682006.08.03 13:30close840.201.88520.00000.0000-186.2011228.28
1692006.08.09 01:30sell850.201.89900.00000.0000
1702006.08.09 09:00close850.201.90730.00000.0000-116.2011112.08
1712006.08.09 10:00buy860.101.90770.00000.0000
1722006.08.09 21:00close860.101.90470.00000.0000-21.0011091.08
1732006.08.10 03:30buy870.101.90650.00000.0000
1742006.08.10 08:00close870.101.90320.00000.0000-23.1011067.98
1752006.08.15 16:00buy880.101.89680.00000.0000
1762006.08.16 09:00close880.101.89240.00000.0000-31.0511036.92
1772006.08.16 11:30sell890.101.89030.00000.0000
1782006.08.16 15:00close890.101.89870.00000.0000-58.8010978.12
1792006.08.17 17:00sell900.101.89280.00000.0000
1802006.08.21 01:30close900.101.88270.00000.000070.8711048.99
1812006.08.21 09:30buy910.201.89090.00000.0000
1822006.08.22 00:00close910.201.89230.00000.000019.1011068.09
1832006.08.22 15:30sell920.201.88940.00000.0000
1842006.08.23 09:00close920.201.88960.00000.0000-2.6311065.46
1852006.08.23 10:30buy930.201.89210.00000.0000
1862006.08.24 01:30close930.201.89210.00000.0000-1.5111063.94
1872006.08.24 10:00sell940.201.88900.00000.0000
1882006.08.24 11:30close940.201.89290.00000.0000-54.6011009.34
1892006.08.24 19:00sell950.101.88940.00000.0000
1902006.08.25 12:30close950.101.89010.00000.0000-4.8211004.53
1912006.08.28 05:30buy960.101.89150.00000.0000
1922006.08.28 23:00close960.101.89250.00000.00007.0011011.53
1932006.08.29 18:30sell970.201.89080.00000.0000
1942006.08.29 22:30close970.201.89870.00000.0000-110.6010900.93
1952006.09.01 15:00sell980.201.89760.00000.0000
1962006.09.01 18:30close980.201.90600.00000.0000-117.6010783.33
1972006.09.01 19:30buy990.101.90530.00000.0000
1982006.09.04 11:00close990.101.90390.00000.0000-10.0510773.28
1992006.09.04 19:00buy1000.101.90630.00000.0000
2002006.09.05 01:30close1000.101.90480.00000.0000-10.7510762.52
2012006.09.05 03:30sell1010.101.90400.00000.0000
2022006.09.07 01:30close1010.101.88680.00000.0000120.7410883.26
2032006.09.12 07:30buy1020.201.86960.00000.0000
2042006.09.13 02:30close1020.201.87160.00000.000027.5010910.76
2052006.09.15 16:00sell1030.201.87670.00000.0000
2062006.09.18 06:00close1030.201.88090.00000.0000-58.6310852.12
2072006.09.18 09:00buy1040.201.88360.00000.0000
2082006.09.18 12:00close1040.201.87510.00000.0000-119.0010733.12
2092006.09.19 00:00buy1050.101.88100.00000.0000
2102006.09.19 10:30close1050.101.87930.00000.0000-11.9010721.22
2112006.09.19 13:00buy1060.101.88110.00000.0000
2122006.09.19 21:00close1060.101.88150.00000.00002.8010724.02