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=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 test48672Ticks modelled1055827Modelling quality90.00%
Initial deposit10000.00
Total net profit20770.80Gross profit65301.81Gross loss-44531.01
Profit factor1.47Expected payoff138.47
Absolute drawdown0.00Maximal drawdown8811.39 (23.11%)Relative drawdown23.11% (8811.39)
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 trade6201.25loss trade-2150.40
Averageprofit trade1145.65loss trade-478.83
Maximumconsecutive wins (profit in money)5 (4310.99)consecutive losses (loss in money)8 (-2519.30)
Maximalconsecutive profit (count of wins)8279.89 (2)consecutive loss (count of losses)-3051.77 (3)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.01.20 12:30buy11.001.80270.00000.0000
22004.01.23 06:30close11.001.84290.00000.00002801.4012801.40
32004.01.23 17:30sell21.301.82600.00000.0000
42004.01.26 15:00close21.301.82630.00000.0000-26.2112775.19
52004.01.27 18:30buy31.301.82540.00000.0000
62004.01.28 21:00close31.301.82320.00000.0000-203.4812571.72
72004.01.28 23:00sell40.701.81820.00000.0000
82004.01.29 11:00close40.701.82380.00000.0000-272.6412299.08
92004.01.30 18:30buy50.301.82500.00000.0000
102004.02.02 11:00close50.301.82260.00000.0000-51.1612247.92
112004.02.02 18:30sell60.101.81790.00000.0000
122004.02.03 00:30close60.101.82350.00000.0000-39.1212208.81
132004.02.03 01:00buy70.101.82150.00000.0000
142004.02.04 03:30close70.101.83560.00000.000098.4512307.26
152004.02.04 23:00sell81.201.83140.00000.0000
162004.02.05 10:00close81.201.83300.00000.0000-131.3812175.88
172004.02.05 11:30buy91.201.83430.00000.0000
182004.02.05 21:30close91.201.83330.00000.0000-84.0012091.88
192004.02.06 04:00sell100.601.83220.00000.0000
202004.02.06 10:00close100.601.83630.00000.0000-172.2011919.68
212004.02.06 14:00buy110.301.83550.00000.0000
222004.02.11 00:30close110.301.86740.00000.0000667.6312587.31
232004.02.13 19:00sell121.301.88300.00000.0000
242004.02.16 10:00close121.301.88840.00000.0000-490.3112097.00
252004.02.16 16:00buy131.201.89030.00000.0000
262004.02.17 07:30close131.201.88750.00000.0000-238.2211858.78
272004.02.18 19:30sell140.601.89610.00000.0000
282004.02.19 14:00close140.601.89680.00000.0000-27.8911830.89
292004.02.20 01:00buy150.301.89900.00000.0000
302004.02.20 07:00close150.301.89240.00000.0000-138.6011692.29
312004.02.20 07:30sell160.101.89220.00000.0000
322004.02.23 14:00close160.101.86260.00000.0000207.2811899.58
332004.02.24 12:00buy171.201.87590.00000.0000
342004.02.25 11:00close171.201.88740.00000.0000962.9812862.55
352004.02.25 18:30sell181.301.87260.00000.0000
362004.02.26 06:00close181.301.87760.00000.0000-451.7212410.83
372004.03.01 00:00buy191.201.86740.00000.0000
382004.03.01 12:00close191.201.86630.00000.0000-92.4012318.43
392004.03.02 05:30sell200.601.86680.00000.0000
402004.03.04 00:00close200.601.83030.00000.00001535.0213853.44
412004.03.05 16:00buy211.401.84700.00000.0000
422004.03.08 17:30close211.401.84620.00000.0000-81.9313771.52
432004.03.09 12:30sell221.401.83880.00000.0000
442004.03.11 13:30close221.401.80410.00000.00003405.3017176.82
452004.03.15 08:00buy231.701.80510.00000.0000
462004.03.15 15:30close231.701.79980.00000.0000-630.7016546.12
472004.03.15 16:00sell241.701.79740.00000.0000
482004.03.15 22:00close241.701.80560.00000.0000-975.8015570.32
492004.03.15 22:30buy250.801.80560.00000.0000
502004.03.16 03:30close250.801.80240.00000.0000-181.2215389.10
512004.03.24 11:30sell260.401.84340.00000.0000
522004.03.26 04:00close260.401.81150.00000.0000894.5416283.65
532004.03.26 16:30sell271.601.81510.00000.0000
542004.03.26 21:30close271.601.81500.00000.000011.2016294.85
552004.03.29 15:00buy281.601.81780.00000.0000
562004.04.01 07:30close281.601.83820.00000.00002264.6418559.49
572004.04.02 16:00sell291.901.82770.00000.0000
582004.04.05 23:00close291.901.82110.00000.0000879.4019438.88
592004.04.06 12:00buy301.901.83410.00000.0000
602004.04.07 08:30close301.901.83610.00000.0000261.2119700.10
612004.04.08 14:00sell312.001.83210.00000.0000
622004.04.09 10:00close312.001.83380.00000.0000-236.3219463.78
632004.04.12 14:30buy321.901.83680.00000.0000
642004.04.13 09:00close321.901.82980.00000.0000-935.7918527.99
652004.04.13 09:30sell331.001.82560.00000.0000
662004.04.15 10:00close331.001.79650.00000.00002040.3620568.35
672004.04.16 12:00sell342.101.78920.00000.0000
682004.04.16 16:00close342.101.79780.00000.0000-1264.2019304.15
692004.04.16 17:00buy351.901.80360.00000.0000
702004.04.20 01:00close351.901.80680.00000.0000416.0219720.17
712004.04.20 08:00sell362.001.79850.00000.0000
722004.04.22 21:30close362.001.77040.00000.00003940.7223660.89
732004.04.23 11:30buy372.401.78090.00000.0000
742004.04.23 15:00close372.401.76810.00000.0000-2150.4021510.49
752004.04.26 10:00buy382.201.77700.00000.0000
762004.04.27 04:00close382.201.78320.00000.0000949.2622459.75
772004.04.28 14:00sell392.201.78540.00000.0000
782004.04.29 16:00close392.201.77530.00000.00001560.9424020.69
792004.04.30 16:00buy402.401.77860.00000.0000
802004.05.03 05:30close402.401.77530.00000.0000-560.4523460.24
812004.05.03 11:30sell412.301.77320.00000.0000
822004.05.04 03:30close412.301.77320.00000.00001.9323462.18
832004.05.04 08:30buy422.301.77550.00000.0000
842004.05.05 13:30close422.301.79250.00000.00002731.2026193.38
852004.05.07 06:30sell432.601.79150.00000.0000
862004.05.07 12:00close432.601.79550.00000.0000-728.0025465.38
872004.05.07 12:30buy442.501.79500.00000.0000
882004.05.07 16:30close442.501.78920.00000.0000-1015.0024450.38
892004.05.07 17:00sell451.201.78580.00000.0000
902004.05.10 22:30close451.201.77740.00000.0000706.6125156.99
912004.05.12 13:00buy462.501.77080.00000.0000
922004.05.13 04:00close462.501.77070.00000.0000-36.4025120.59
932004.05.13 08:00sell472.501.76520.00000.0000
942004.05.14 17:00close472.501.76000.00000.0000912.1026032.69
952004.05.17 04:30buy482.601.76480.00000.0000
962004.05.18 02:30close482.601.76650.00000.0000302.8526335.54
972004.05.18 07:00sell492.601.76300.00000.0000
982004.05.18 14:30close492.601.76830.00000.0000-964.6025370.94
992004.05.19 04:30buy502.501.77020.00000.0000
1002004.05.20 04:30close502.501.78010.00000.00001713.6027084.54
1012004.05.20 09:00sell512.701.76590.00000.0000
1022004.05.20 21:00close512.701.77330.00000.0000-1398.6025685.94
1032004.05.20 23:00buy522.601.77760.00000.0000
1042004.05.24 02:30close522.601.78740.00000.00001770.5027456.43
1052004.05.31 19:30sell532.701.83150.00000.0000
1062004.06.01 07:00close532.701.83440.00000.0000-545.8326910.60
1072004.06.01 07:30buy542.701.83630.00000.0000
1082004.06.02 18:00close542.701.83680.00000.000087.7026998.30
1092004.06.02 19:00sell552.701.83200.00000.0000
1102004.06.03 13:30close552.701.83610.00000.0000-768.1026230.20
1112004.06.03 16:30buy562.601.83930.00000.0000
1122004.06.04 08:30close562.601.83720.00000.0000-388.7525841.45
1132004.06.07 14:30sell571.301.83770.00000.0000
1142004.06.07 22:30close571.301.84150.00000.0000-345.8025495.65
1152004.06.07 23:00buy580.601.84150.00000.0000
1162004.06.08 03:30close580.601.83730.00000.0000-177.9125317.74
1172004.06.08 09:00buy590.101.84100.00000.0000
1182004.06.08 14:30close590.101.83860.00000.0000-16.8025300.94
1192004.06.08 15:30sell600.101.83690.00000.0000
1202004.06.09 01:00close600.101.83930.00000.0000-16.7225284.22
1212004.06.10 18:30buy610.101.84140.00000.0000
1222004.06.11 06:30close610.101.83640.00000.0000-35.2525248.97
1232004.06.11 09:00sell620.101.82560.00000.0000
1242004.06.14 16:30close620.101.81690.00000.000060.9825309.95
1252004.06.15 15:30buy632.501.82170.00000.0000
1262004.06.18 03:00close632.501.83220.00000.00001806.0127115.96
1272004.06.18 07:30sell642.701.827650.00000.0000
1282004.06.22 01:30close642.701.83470.00000.0000-1327.9125788.05
1292004.06.24 18:00buy652.601.82160.00000.0000
1302004.06.25 07:30close652.601.82190.00000.000048.0525836.10
1312004.06.25 16:30buy662.601.82170.00000.0000
1322004.06.28 07:00close662.601.82270.00000.0000175.4426011.53
1332004.06.29 10:00sell672.601.82130.00000.0000
1342004.06.30 13:00close672.601.81190.00000.00001713.0027724.54
1352004.06.30 21:00buy682.801.81790.00000.0000
1362004.07.01 07:00close682.801.81590.00000.0000-413.1827311.36
1372004.07.01 11:30sell692.701.81460.00000.0000
1382004.07.01 18:30close692.701.81790.00000.0000-623.7026687.66
1392004.07.13 07:00sell701.401.85750.00000.0000
1402004.07.13 14:00close701.401.86220.00000.0000-460.6026227.06
1412004.07.14 11:00buy710.601.85840.00000.0000
1422004.07.14 12:00close710.601.85460.00000.0000-159.6026067.46
1432004.07.14 14:30buy720.101.86020.00000.0000
1442004.07.14 17:30close720.101.85510.00000.0000-35.7026031.76
1452004.07.16 12:30buy730.101.85670.00000.0000
1462004.07.19 11:00close730.101.87040.00000.000095.6526127.41
1472004.07.20 03:30sell742.601.86510.00000.0000
1482004.07.21 10:00close742.601.85460.00000.00001913.1828040.59
1492004.07.22 19:00buy752.801.84600.00000.0000
1502004.07.23 03:30close752.801.84260.00000.0000-673.4627367.14
1512004.07.26 13:00buy762.701.83970.00000.0000
1522004.07.27 09:30close762.701.84050.00000.0000144.3927511.52
1532004.07.27 16:00sell772.801.83620.00000.0000
1542004.07.28 18:30close772.801.82380.00000.00002432.7529944.27
1552004.07.30 16:30buy783.001.82160.00000.0000
1562004.08.03 00:00close783.001.82430.00000.0000551.8930496.16
1572004.08.03 10:00sell793.001.81990.00000.0000
1582004.08.03 18:00close793.001.82470.00000.0000-1008.0029488.16
1592004.08.03 19:30buy802.901.82590.00000.0000
1602004.08.04 05:00close802.901.82220.00000.0000-758.4228729.75
1612004.08.04 05:30sell811.501.82090.00000.0000
1622004.08.04 17:30close811.501.82530.00000.0000-461.9928267.76
1632004.08.04 19:30buy820.701.82510.00000.0000
1642004.08.05 12:30close820.701.82420.00000.0000-49.3928218.36
1652004.08.05 14:00sell830.101.82050.00000.0000
1662004.08.05 19:30close830.101.82640.00000.0000-41.3028177.06
1672004.08.06 01:30sell840.101.82310.00000.0000
1682004.08.06 05:30close840.101.82420.00000.0000-7.7028169.36
1692004.08.06 07:30buy850.101.82610.00000.0000
1702004.08.06 13:00close850.101.82150.00000.0000-32.2028137.16
1712004.08.06 13:30sell860.101.82130.00000.0000
1722004.08.06 15:00close860.101.84420.00000.0000-160.3027976.86
1732004.08.10 12:30sell870.101.83510.00000.0000
1742004.08.11 19:00close870.101.82880.00000.000044.1828021.05
1752004.08.12 06:00buy882.801.83240.00000.0000
1762004.08.12 15:30close882.801.82920.00000.0000-627.1927393.86
1772004.08.12 16:00sell892.701.82620.00000.0000
1782004.08.13 14:30close892.701.82490.00000.0000247.9827641.84
1792004.08.13 15:30buy902.801.83990.00000.0000
1802004.08.16 09:30close902.801.83810.00000.0000-359.8627281.98
1812004.08.17 12:30sell912.701.835850.00000.0000
1822004.08.19 07:30close912.701.82490.00000.00002078.6329360.61
1832004.08.19 15:00sell922.901.82630.00000.0000
1842004.08.25 08:30close922.901.79580.00000.00006201.2535561.87
1852004.08.27 08:00buy933.601.80090.00000.0000
1862004.08.27 16:00close933.601.79510.00000.0000-1461.5934100.28
1872004.08.27 16:30sell943.401.79410.00000.0000
1882004.08.30 13:00close943.401.79120.00000.0000693.0834793.35
1892004.08.30 19:30buy953.501.79670.00000.0000
1902004.08.31 10:00close953.501.79420.00000.0000-621.3134172.04
1912004.08.31 13:00sell963.401.79270.00000.0000
1922004.08.31 17:30close963.401.80070.00000.0000-1903.9932268.05
1932004.09.01 11:00sell971.601.79550.00000.0000
1942004.09.02 10:30close971.601.79690.00000.0000-152.7832115.27
1952004.09.07 07:00buy980.801.78320.00000.0000
1962004.09.07 12:30close980.801.77990.00000.0000-184.8031930.47
1972004.09.07 13:00sell990.101.77590.00000.0000
1982004.09.08 03:00close990.101.77690.00000.0000-6.9231923.56
1992004.09.08 17:30buy1000.101.78890.00000.0000
2002004.09.09 11:30close1000.101.78280.00000.0000-43.4631880.10
2012004.09.15 03:30sell1010.101.79520.00000.0000
2022004.09.16 09:30close1010.101.78010.00000.0000105.9531986.05
2032004.09.16 14:30buy1023.201.78660.00000.0000
2042004.09.17 17:00close1023.201.79040.00000.0000843.1432829.19
2052004.09.20 04:00sell1033.301.78980.00000.0000
2062004.09.21 00:30close1033.301.78670.00000.0000718.8733548.06
2072004.09.21 12:30buy1043.401.793950.00000.0000
2082004.09.22 11:00close1043.401.79230.00000.0000-401.2733146.79
2092004.09.22 13:30sell1053.301.78790.00000.0000
2102004.09.22 23:30close1053.301.79380.00000.0000-1362.8931783.90
2112004.09.29 12:00sell1061.601.80890.00000.0000
2122004.09.30 14:00close1061.601.80790.00000.0000116.0331899.94
2132004.09.30 16:00buy1073.201.807650.00000.0000
2142004.10.01 09:30close1073.201.80940.00000.0000383.9532283.88
2152004.10.01 11:30sell1083.201.799550.00000.0000
2162004.10.05 06:30close1083.201.78560.00000.00003130.1935414.07
2172004.10.07 18:30buy1093.501.78260.00000.0000
2182004.10.12 03:00close1093.501.79380.00000.00002717.5538131.62
2192004.10.12 09:30sell1103.801.78930.00000.0000
2202004.10.12 22:00close1103.801.79140.00000.0000-558.5837573.04
2212004.10.13 11:30buy1113.801.79170.00000.0000
2222004.10.13 14:00close1113.801.78870.00000.0000-798.0236775.02
2232004.10.13 21:00buy1121.901.79360.00000.0000
2242004.10.14 17:30close1121.901.79610.00000.0000318.1437093.15
2252004.10.18 19:00sell1133.701.79770.00000.0000
2262004.10.19 12:00close1133.701.80030.00000.0000-670.2936422.86
2272004.10.19 14:00buy1143.601.80200.00000.0000
2282004.10.20 04:00close1143.601.80130.00000.0000-185.4536237.41
2292004.10.26 19:00sell1151.801.83430.00000.0000
2302004.10.27 08:00close1151.801.83760.00000.0000-414.2935823.12
2312004.10.27 09:30buy1160.901.83770.00000.0000
2322004.10.27 18:00close1160.901.83190.00000.0000-365.4035457.72
2332004.10.27 18:30sell1170.101.83100.00000.0000
2342004.10.28 06:00close1170.101.83260.00000.0000-10.9535446.77
2352004.10.29 10:30buy1180.101.83340.00000.0000
2362004.11.01 06:30close1180.101.83480.00000.00009.5535456.32
2372004.11.01 13:30sell1193.501.83320.00000.0000
2382004.11.01 23:00close1193.501.83430.00000.0000-269.5335186.79
2392004.11.02 00:30sell1203.501.83250.00000.0000
2402004.11.02 01:30close1203.501.83400.00000.0000-367.5134819.28
2412004.11.02 13:30buy1211.801.83730.00000.0000
2422004.11.03 04:00close1211.801.83420.00000.0000-395.1434424.15
2432004.11.03 07:30sell1220.901.83210.00000.0000
2442004.11.03 10:30close1220.901.83830.00000.0000-390.6034033.55
2452004.11.04 19:00sell1230.101.84270.00000.0000
2462004.11.05 02:00close1230.101.84530.00000.0000-18.1234015.43
2472004.11.05 10:30sell1240.101.84280.00000.0000
2482004.11.05 17:00close1240.101.84840.00000.0000-39.2033976.23
2492004.11.05 17:30buy1250.101.85400.00000.0000
2502004.11.08 16:00close1250.101.85460.00000.00003.9533980.18
2512004.11.10 16:00sell1263.401.84890.00000.0000
2522004.11.12 00:30close1263.401.84430.00000.00001106.1935086.37
2532004.11.12 06:30buy1273.501.84950.00000.0000
2542004.11.12 14:00close1273.501.84320.00000.0000-1543.4833542.89
2552004.11.12 17:30buy1283.401.85100.00000.0000
2562004.11.15 11:30close1283.401.85460.00000.0000848.2534391.14
2572004.11.15 18:00sell1293.401.84750.00000.0000
2582004.11.16 09:00close1293.401.84810.00000.0000-139.9534251.19
2592004.11.16 11:30buy1303.401.85370.00000.0000
2602004.11.17 03:00close1303.401.85220.00000.0000-365.5533885.64
2612004.11.18 14:30sell1311.701.85360.00000.0000
2622004.11.19 06:30close1311.701.85230.00000.0000156.1334041.77
2632004.11.19 12:00buy1323.401.85710.00000.0000
2642004.11.22 03:00close1323.401.85600.00000.0000-270.3633771.41
2652004.11.22 11:30sell1333.401.85460.00000.0000
2662004.11.22 17:30close1333.401.85790.00000.0000-785.3732986.04
2672004.11.23 04:00sell1341.601.85290.00000.0000
2682004.11.23 11:30close1341.601.86460.00000.0000-1310.4031675.64
2692004.11.29 10:30sell1350.801.88580.00000.0000
2702004.11.29 17:00close1350.801.89400.00000.0000-459.2031216.44
2712004.11.30 03:30sell1360.101.88840.00000.0000
2722004.11.30 10:30close1360.101.89530.00000.0000-48.3031168.14
2732004.12.02 20:30sell1370.101.92180.00000.0000
2742004.12.03 12:00close1370.101.92400.00000.0000-15.3231152.83
2752004.12.03 14:00buy1380.101.92760.00000.0000
2762004.12.06 17:00close1380.101.94060.00000.000090.7531243.57
2772004.12.08 05:30sell1393.101.93940.00000.0000
2782004.12.08 21:30close1393.101.93420.00000.00001128.4232371.99
2792004.12.13 17:00buy1403.201.92100.00000.0000
2802004.12.14 04:00close1403.201.92040.00000.0000-142.4632229.53
2812004.12.16 19:30sell1413.201.92800.00000.0000
2822004.12.17 09:30close1413.201.93560.00000.0000-1699.7130529.82
2832004.12.17 10:30buy1421.601.94300.00000.0000
2842004.12.17 15:00close1421.601.93220.00000.0000-1209.5929320.23
2852004.12.17 17:30buy1430.701.93640.00000.0000
2862004.12.21 05:00close1430.701.94550.00000.0000442.3729762.60
2872004.12.21 10:00sell1443.001.93790.00000.0000
2882004.12.23 05:00close1443.001.91960.00000.00003853.0833615.68
2892004.12.23 23:00buy1453.401.92360.00000.0000
2902004.12.24 07:00close1453.401.92090.00000.0000-651.1732964.51
2912004.12.24 10:30buy1463.301.92710.00000.0000
2922004.12.24 18:30close1463.301.92320.00000.0000-900.9032063.61
2932004.12.27 02:30sell1471.601.92110.00000.0000
2942004.12.27 05:30close1471.601.92530.00000.0000-470.4031593.21
2952004.12.27 15:00sell1480.801.92060.00000.0000
2962004.12.27 17:00close1480.801.93410.00000.0000-756.0030837.21
2972004.12.28 22:00sell1490.101.92740.00000.0000
2982004.12.29 07:00close1490.101.93250.00000.0000-35.6230801.60
2992004.12.29 08:30buy1500.101.93160.00000.0000
3002004.12.29 11:00close1500.101.92720.00000.0000-30.8030770.80