Strategy Tester Report
EmaFibo_v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2005.01.17 00:00 - 2005.12.30 00:00 (2005.01.17 - 2005.12.30)
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 test61088Ticks modelled1227207Modelling quality90.00%
Initial deposit10000.00
Total net profit1231.58Gross profit21669.37Gross loss-20437.79
Profit factor1.06Expected payoff7.75
Absolute drawdown2177.98Maximal drawdown3338.16 (23.23%)Relative drawdown23.23% (3338.16)
Total trades159Short positions (won %)78 (41.03%)Long positions (won %)81 (30.86%)
Profit trades (% of total)57 (35.85%)Loss trades (% of total)102 (64.15%)
Largestprofit trade2623.82loss trade-823.20
Averageprofit trade380.16loss trade-200.37
Maximumconsecutive wins (profit in money)5 (958.52)consecutive losses (loss in money)16 (-919.86)
Maximalconsecutive profit (count of wins)3092.60 (3)consecutive loss (count of losses)-1335.60 (2)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.01.18 13:30buy11.001.87060.00000.0000
22005.01.19 00:30close11.001.86460.00000.0000-422.529577.48
32005.01.19 01:00sell21.001.86290.00000.0000
42005.01.19 04:00close21.001.86820.00000.0000-371.009206.48
52005.01.20 10:00sell30.501.86610.00000.0000
62005.01.20 17:30close30.501.87120.00000.0000-178.509027.98
72005.01.20 18:30buy40.201.87160.00000.0000
82005.01.21 02:00close40.201.86930.00000.0000-32.708995.28
92005.01.21 03:00sell50.101.86740.00000.0000
102005.01.21 07:00close50.101.87190.00000.0000-31.508963.78
112005.01.21 07:30buy60.101.87100.00000.0000
122005.01.21 08:00close60.101.86870.00000.0000-16.108947.68
132005.01.21 18:30buy70.101.87650.00000.0000
142005.01.24 17:00close70.101.87520.00000.0000-9.358938.32
152005.01.25 14:00sell80.101.87310.00000.0000
162005.01.26 04:30close80.101.87010.00000.000021.088959.41
172005.01.26 12:00buy90.901.87710.00000.0000
182005.01.28 06:00close90.901.88600.00000.0000551.639511.04
192005.01.28 18:00buy101.001.88630.00000.0000
202005.01.31 03:30close101.001.88510.00000.0000-86.529424.52
212005.01.31 10:30sell110.901.88200.00000.0000
222005.01.31 15:00close110.901.88640.00000.0000-277.209147.32
232005.01.31 16:00buy120.501.88610.00000.0000
242005.01.31 18:30close120.501.88070.00000.0000-189.008958.32
252005.02.01 03:00buy130.201.88590.00000.0000
262005.02.01 09:00close130.201.88240.00000.0000-49.008909.32
272005.02.01 09:30sell140.101.88150.00000.0000
282005.02.01 21:00close140.101.88440.00000.0000-20.308889.02
292005.02.02 02:00buy150.101.88450.00000.0000
302005.02.02 18:00close150.101.88360.00000.0000-6.308882.72
312005.02.03 03:30sell160.101.88380.00000.0000
322005.02.03 11:30close160.101.88870.00000.0000-34.308848.42
332005.02.03 15:30sell170.101.88050.00000.0000
342005.02.04 12:00close170.101.88510.00000.0000-32.128816.30
352005.02.04 15:00buy180.101.88490.00000.0000
362005.02.04 19:30close180.101.87420.00000.0000-74.908741.40
372005.02.09 12:00buy190.101.86300.00000.0000
382005.02.09 17:30close190.101.85790.00000.0000-35.708705.70
392005.02.10 01:30buy200.101.86050.00000.0000
402005.02.10 13:00close200.101.85980.00000.0000-4.908700.80
412005.02.10 14:30sell210.101.85560.00000.0000
422005.02.10 16:00close210.101.86590.00000.0000-72.108628.70
432005.02.16 14:00sell220.101.88640.00000.0000
442005.02.17 03:30close220.101.88530.00000.00007.958636.65
452005.02.17 10:00buy230.901.88950.00000.0000
462005.02.18 13:00close230.901.89140.00000.0000117.438754.08
472005.02.24 11:30sell240.901.90640.00000.0000
482005.02.24 13:30close240.901.91050.00000.0000-258.308495.78
492005.03.02 02:30sell250.801.91690.00000.0000
502005.03.02 22:00close250.801.91370.00000.0000179.208674.98
512005.03.04 15:30buy260.901.91940.00000.0000
522005.03.07 09:00close260.901.92110.00000.0000104.838779.82
532005.03.07 14:00sell270.901.91420.00000.0000
542005.03.08 04:00close270.901.91590.00000.0000-106.348673.47
552005.03.08 09:30buy280.901.91850.00000.0000
562005.03.09 12:00close280.901.92640.00000.0000495.439168.90
572005.03.09 17:00sell290.901.92090.00000.0000
582005.03.09 20:30close290.901.92770.00000.0000-428.408740.50
592005.03.10 02:00sell300.901.92300.00000.0000
602005.03.10 03:30close300.901.92900.00000.0000-378.008362.50
612005.03.10 18:00sell310.401.92350.00000.0000
622005.03.11 06:30close310.401.92450.00000.0000-27.668334.84
632005.03.11 17:30buy320.201.92710.00000.0000
642005.03.14 04:00close320.201.92340.00000.0000-52.308282.54
652005.03.14 07:30sell330.101.92300.00000.0000
662005.03.15 05:00close330.101.91600.00000.000049.088331.62
672005.03.15 14:00buy340.801.92180.00000.0000
682005.03.15 18:00close340.801.91270.00000.0000-509.607822.02
692005.03.16 09:30buy350.801.92160.00000.0000
702005.03.17 04:30close350.801.92340.00000.000094.757916.77
712005.03.18 06:30sell360.801.92130.00000.0000
722005.03.18 19:30close360.801.92020.00000.000061.607978.37
732005.03.29 04:30buy370.801.86860.00000.0000
742005.03.30 22:30close370.801.87950.00000.0000608.388586.76
752005.04.01 18:30sell380.901.87910.00000.0000
762005.04.04 22:00close380.901.87620.00000.0000183.468770.21
772005.04.05 20:30buy390.901.87920.00000.0000
782005.04.06 14:00close390.901.87940.00000.000010.338780.54
792005.04.06 16:00sell400.901.87860.00000.0000
802005.04.06 19:30close400.901.88190.00000.0000-207.908572.64
812005.04.07 13:30sell410.901.87810.00000.0000
822005.04.08 16:30close410.901.87080.00000.0000460.669033.30
832005.04.08 18:30buy420.901.88360.00000.0000
842005.04.12 15:30close420.901.88550.00000.0000115.169148.46
852005.04.12 18:30sell430.901.88530.00000.0000
862005.04.12 22:30close430.901.89200.00000.0000-422.108726.36
872005.04.14 06:30sell440.901.88950.00000.0000
882005.04.15 10:30close440.901.88360.00000.0000372.469098.82
892005.04.15 15:00buy450.901.88840.00000.0000
902005.04.18 05:30close450.901.88880.00000.000022.939121.75
912005.04.21 12:30sell460.901.91240.00000.0000
922005.04.22 09:30close460.901.91050.00000.0000120.469242.21
932005.04.22 12:30buy470.901.91580.00000.0000
942005.04.25 03:00close470.901.91180.00000.0000-254.278987.94
952005.04.25 05:00sell480.901.91000.00000.0000
962005.04.25 09:30close480.901.91520.00000.0000-327.608660.34
972005.04.25 11:30sell490.501.90930.00000.0000
982005.04.26 00:00close490.501.91160.00000.0000-80.088580.26
992005.04.26 06:30buy500.201.91310.00000.0000
1002005.04.26 09:00close500.201.90820.00000.0000-68.608511.66
1012005.04.28 15:00buy510.101.90680.00000.0000
1022005.04.29 16:30close510.101.90970.00000.000020.058531.71
1032005.04.29 21:30sell520.901.90670.00000.0000
1042005.05.03 11:30close520.901.89500.00000.0000738.619270.32
1052005.05.04 05:00buy530.901.90170.00000.0000
1062005.05.05 03:30close530.901.90000.00000.0000-113.909156.42
1072005.05.06 04:00sell540.901.90170.00000.0000
1082005.05.09 23:30close540.901.88660.00000.0000952.0610108.47
1092005.05.11 10:30buy551.001.88670.00000.0000
1102005.05.11 14:30close551.001.88250.00000.0000-294.009814.47
1112005.05.18 20:30buy561.001.83980.00000.0000
1122005.05.19 15:00close561.001.83650.00000.0000-238.569575.91
1132005.05.19 16:00sell570.501.83670.00000.0000
1142005.05.20 05:30close570.501.83730.00000.0000-20.589555.33
1152005.05.20 12:30buy580.301.83880.00000.0000
1162005.05.20 14:30close580.301.83520.00000.0000-75.609479.73
1172005.05.24 09:00buy590.101.83180.00000.0000
1182005.05.24 17:30close590.101.82810.00000.0000-25.909453.83
1192005.05.24 18:30sell600.101.82830.00000.0000
1202005.05.25 05:00close600.101.83120.00000.0000-20.229433.62
1212005.05.25 07:30buy610.101.83160.00000.0000
1222005.05.25 10:00close610.101.82700.00000.0000-32.209401.42
1232005.05.25 16:30buy620.101.83160.00000.0000
1242005.05.26 06:30close620.101.83000.00000.0000-11.969389.46
1252005.05.26 08:00sell630.101.82800.00000.0000
1262005.05.27 04:00close630.101.82340.00000.000032.289421.74
1272005.05.30 07:30buy640.901.82490.00000.0000
1282005.05.30 13:00close640.901.82320.00000.0000-107.109314.64
1292005.05.31 16:30buy650.901.82590.00000.0000
1302005.05.31 21:00close650.901.81770.00000.0000-516.608798.04
1312005.06.01 08:00sell660.501.81920.00000.0000
1322005.06.02 05:30close660.501.81310.00000.0000214.769012.80
1332005.06.02 11:00buy670.901.81900.00000.0000
1342005.06.03 17:00close670.901.81650.00000.0000-159.778853.04
1352005.06.03 18:00sell680.901.81190.00000.0000
1362005.06.06 05:00close680.901.81650.00000.0000-289.048563.99
1372005.06.06 07:00buy690.501.81670.00000.0000
1382005.06.08 19:00close690.501.83290.00000.0000564.489128.47
1392005.06.08 21:00sell700.901.82560.00000.0000
1402005.06.10 03:00close700.901.82260.00000.0000192.029320.50
1412005.06.14 15:00buy710.901.81330.00000.0000
1422005.06.14 17:30close710.901.80700.00000.0000-396.908923.60
1432005.06.15 10:00buy720.901.81080.00000.0000
1442005.06.16 06:00close720.901.81880.00000.0000497.209420.79
1452005.06.20 18:00sell730.901.82320.00000.0000
1462005.06.21 00:00close730.901.82570.00000.0000-156.749264.05
1472005.06.21 01:00sell740.901.82280.00000.0000
1482005.06.21 07:00close740.901.82450.00000.0000-107.109156.95
1492005.06.21 18:30buy750.501.82700.00000.0000
1502005.06.22 11:30close750.501.82050.00000.0000-228.768928.19
1512005.06.22 12:30sell760.201.82090.00000.0000
1522005.06.23 04:30close760.201.82320.00000.0000-31.708896.49
1532005.06.24 12:30buy770.101.82390.00000.0000
1542005.06.27 18:30close770.101.82570.00000.000012.358908.84
1552005.06.28 09:30sell780.901.82150.00000.0000
1562005.06.29 06:30close780.901.81770.00000.0000240.169149.00
1572005.07.11 08:30buy790.901.74350.00000.0000
1582005.07.13 07:30close790.901.77400.00000.00001916.9611065.96
1592005.07.13 15:30sell801.101.75800.00000.0000
1602005.07.13 23:30close801.101.76470.00000.0000-515.9010550.06
1612005.07.15 09:30buy811.101.76350.00000.0000
1622005.07.15 15:00close811.101.75440.00000.0000-700.709849.36
1632005.07.21 02:30buy820.501.74490.00000.0000
1642005.07.22 13:00close820.501.74810.00000.0000110.749960.10
1652005.07.22 16:00sell831.001.74330.00000.0000
1662005.07.25 12:30close831.001.73950.00000.0000266.8410226.94
1672005.07.25 18:30buy841.001.74620.00000.0000
1682005.07.26 05:00close841.001.74220.00000.0000-282.529944.42
1692005.07.26 07:30sell851.001.74220.00000.0000
1702005.07.26 19:30close851.001.74260.00000.0000-28.009916.42
1712005.07.27 16:00buy860.501.74200.00000.0000
1722005.07.28 05:00close860.501.74200.00000.0000-3.789912.64
1732005.08.03 05:30sell870.501.76600.00000.0000
1742005.08.03 10:30close870.501.77290.00000.0000-241.509671.14
1752005.08.05 16:00sell880.301.77420.00000.0000
1762005.08.05 22:00close880.301.77980.00000.0000-117.609553.54
1772005.08.08 00:00buy890.101.77690.00000.0000
1782005.08.08 01:00close890.101.77530.00000.0000-11.209542.34
1792005.08.08 11:00buy900.101.78620.00000.0000
1802005.08.09 00:30close900.101.78490.00000.0000-9.359532.99
1812005.08.15 16:00sell910.101.80890.00000.0000
1822005.08.15 22:30close910.101.81100.00000.0000-14.709518.29
1832005.08.16 02:00sell920.101.80770.00000.0000
1842005.08.16 09:30close920.101.81290.00000.0000-36.409481.89
1852005.08.16 10:30buy930.101.81250.00000.0000
1862005.08.16 13:30close930.101.80790.00000.0000-32.209449.69
1872005.08.16 23:00buy940.101.81170.00000.0000
1882005.08.17 04:30close940.101.80810.00000.0000-25.459424.24
1892005.08.17 05:00sell950.101.80810.00000.0000
1902005.08.17 13:30close950.101.80890.00000.0000-5.609418.64
1912005.08.17 15:30buy960.101.81020.00000.0000
1922005.08.17 19:00close960.101.80490.00000.0000-37.109381.54
1932005.08.22 05:30buy970.101.79900.00000.0000
1942005.08.22 12:30close970.101.79650.00000.0000-17.509364.04
1952005.08.23 09:00buy980.101.79980.00000.0000
1962005.08.24 03:00close980.101.79910.00000.0000-5.159358.88
1972005.08.24 04:30sell990.101.79560.00000.0000
1982005.08.24 15:30close990.101.80300.00000.0000-51.809307.08
1992005.08.24 17:00buy1000.101.79860.00000.0000
2002005.08.25 14:00close1000.101.80110.00000.000016.749323.83
2012005.08.26 03:00sell1010.901.79970.00000.0000
2022005.08.26 07:00close1010.901.80400.00000.0000-270.909052.93
2032005.08.26 22:30sell1020.901.80030.00000.0000
2042005.08.29 02:00close1020.901.80830.00000.0000-503.248549.68
2052005.08.29 14:30sell1030.501.80260.00000.0000
2062005.08.31 04:00close1030.501.78750.00000.0000529.349079.02
2072005.08.31 17:00buy1040.901.79900.00000.0000
2082005.09.05 03:00close1040.901.83960.00000.00002546.4611625.48
2092005.09.06 11:00buy1051.201.84090.00000.0000
2102005.09.06 23:30close1051.201.84110.00000.000016.8011642.28
2112005.09.07 02:30sell1061.201.83900.00000.0000
2122005.09.07 09:30close1061.201.84620.00000.0000-604.8011037.48
2132005.09.07 14:00sell1071.101.83840.00000.0000
2142005.09.08 09:00close1071.101.83880.00000.0000-28.0311009.46
2152005.09.08 15:30buy1080.601.84280.00000.0000
2162005.09.08 19:30close1080.601.83480.00000.0000-336.0010673.46
2172005.09.09 08:30buy1090.301.83940.00000.0000
2182005.09.09 11:00close1090.301.83560.00000.0000-79.8010593.66
2192005.09.09 16:30buy1100.101.84020.00000.0000
2202005.09.12 05:00close1100.101.83440.00000.0000-40.8510552.80
2212005.09.12 06:00sell1110.101.83610.00000.0000
2222005.09.13 08:00close1110.101.82240.00000.000095.9810648.79
2232005.09.14 05:00buy1121.101.82660.00000.0000
2242005.09.14 11:30close1121.101.82350.00000.0000-238.7010410.09
2252005.09.14 14:30buy1131.001.82870.00000.0000
2262005.09.14 19:30close1131.001.82410.00000.0000-322.0010088.09
2272005.09.14 20:30sell1140.501.82340.00000.0000
2282005.09.16 05:30close1140.501.80890.00000.0000509.1810597.27
2292005.09.20 14:30sell1151.101.80430.00000.0000
2302005.09.21 06:30close1151.101.80300.00000.0000101.0210698.29
2312005.09.21 08:30buy1161.101.80620.00000.0000
2322005.09.22 04:30close1161.101.80660.00000.000022.4810720.78
2332005.09.22 12:30sell1171.101.80180.00000.0000
2342005.09.26 18:00close1171.101.77740.00000.00001880.6512601.42
2352005.09.29 08:00sell1181.301.76660.00000.0000
2362005.09.30 07:00close1181.301.76260.00000.0000365.0912966.52
2372005.09.30 14:30buy1191.301.76690.00000.0000
2382005.09.30 21:30close1191.301.76320.00000.0000-336.7012629.82
2392005.09.30 22:00sell1201.301.76370.00000.0000
2402005.10.04 04:00close1201.301.75550.00000.0000748.3813378.20
2412005.10.04 15:30buy1211.301.76150.00000.0000
2422005.10.05 01:00close1211.301.75800.00000.0000-321.7813056.42
2432005.10.07 13:00sell1221.301.76750.00000.0000
2442005.10.10 10:00close1221.301.76350.00000.0000365.0913421.52
2452005.10.12 16:30buy1231.301.75190.00000.0000
2462005.10.13 03:30close1231.301.74690.00000.0000-464.8312956.69
2472005.10.13 04:30sell1241.301.74680.00000.0000
2482005.10.13 14:00close1241.301.75060.00000.0000-345.8012610.89
2492005.10.13 19:00buy1250.701.75330.00000.0000
2502005.10.14 12:00close1250.701.75100.00000.0000-114.4612496.42
2512005.10.14 14:00sell1260.301.75020.00000.0000
2522005.10.14 16:00close1260.301.75570.00000.0000-115.5012380.92
2532005.10.17 14:30sell1270.101.75520.00000.0000
2542005.10.18 19:30close1270.101.75080.00000.000030.8812411.81
2552005.10.19 12:30buy1281.201.75720.00000.0000
2562005.10.20 06:00close1281.201.76030.00000.0000251.3312663.14
2572005.10.21 20:00sell1291.301.76490.00000.0000
2582005.10.24 12:30close1291.301.76890.00000.0000-362.9112300.23
2592005.10.24 18:30buy1301.201.77080.00000.0000
2602005.10.24 21:00close1301.201.76640.00000.0000-369.6011930.63
2612005.10.24 23:30buy1310.601.77000.00000.0000
2622005.10.25 02:00close1310.601.76620.00000.0000-161.1111769.52
2632005.10.25 02:30sell1320.301.76450.00000.0000
2642005.10.25 10:30close1320.301.77400.00000.0000-199.5011570.02
2652005.10.26 14:30sell1330.101.77480.00000.0000
2662005.10.27 02:30close1330.101.78140.00000.0000-45.9511524.07
2672005.10.27 03:00buy1340.101.78010.00000.0000
2682005.10.27 20:30close1340.101.78310.00000.000021.0011545.07
2692005.10.28 15:30sell1351.201.77880.00000.0000
2702005.10.31 08:30close1351.201.77860.00000.000017.8111562.88
2712005.11.02 16:00buy1361.201.77080.00000.0000
2722005.11.03 08:30close1361.201.77310.00000.0000184.1311747.00
2732005.11.03 20:30sell1371.201.77130.00000.0000
2742005.11.08 16:00close1371.201.74010.00000.00002623.8214370.83
2752005.11.09 23:30buy1381.401.74430.00000.0000
2762005.11.10 05:30close1381.401.74050.00000.0000-382.9813987.84
2772005.11.10 10:00buy1391.401.74680.00000.0000
2782005.11.10 21:00close1391.401.74160.00000.0000-509.6013478.24
2792005.11.10 22:00sell1400.701.74090.00000.0000
2802005.11.11 09:00close1400.701.74320.00000.0000-112.1113366.13
2812005.11.14 05:00buy1410.301.74310.00000.0000
2822005.11.14 14:30close1410.301.73680.00000.0000-132.3013233.83
2832005.11.14 15:00sell1420.101.73780.00000.0000
2842005.11.15 23:30close1420.101.73550.00000.000016.1813250.02
2852005.11.21 09:30buy1431.301.72200.00000.0000
2862005.11.21 18:00close1431.301.71610.00000.0000-536.9012713.12
2872005.11.21 20:00sell1441.301.71760.00000.0000
2882005.11.22 20:00close1441.301.71500.00000.0000237.6912950.81
2892005.11.22 21:30buy1451.301.72260.00000.0000
2902005.11.23 14:30close1451.301.72060.00000.0000-185.2812765.53
2912005.11.25 02:30sell1461.301.72140.00000.0000
2922005.11.28 16:30close1461.301.71400.00000.0000674.4913440.02
2932005.11.28 18:30buy1471.301.72100.00000.0000
2942005.11.29 05:30close1471.301.72330.00000.0000206.0213646.05
2952005.11.29 17:00sell1481.401.71720.00000.0000
2962005.11.30 07:00close1481.401.72200.00000.0000-469.2213176.82
2972005.11.30 10:30buy1491.301.72220.00000.0000
2982005.12.01 08:30close1491.301.72790.00000.0000508.8713685.70
2992005.12.02 12:30sell1501.401.72770.00000.0000
3002005.12.02 15:30close1501.401.73150.00000.0000-372.4013313.30
3012005.12.06 14:00sell1511.301.73570.00000.0000
3022005.12.06 18:30close1511.301.74180.00000.0000-555.1012758.20
3032005.12.07 08:30sell1520.701.73360.00000.0000
3042005.12.07 20:30close1520.701.73540.00000.0000-88.2012670.00
3052005.12.08 10:00buy1530.301.74130.00000.0000
3062005.12.09 09:00close1530.301.74900.00000.0000160.9412830.94
3072005.12.15 08:30sell1541.301.77040.00000.0000
3082005.12.15 13:00close1541.301.77270.00000.0000-209.3012621.64
3092005.12.16 11:00buy1551.301.77300.00000.0000
3102005.12.19 05:30close1551.301.77020.00000.0000-258.0812363.56
3112005.12.19 10:30sell1560.601.76600.00000.0000
3122005.12.20 11:30close1560.601.76590.00000.00004.7012368.27
3132005.12.27 12:30buy1571.201.73730.00000.0000
3142005.12.27 17:00close1571.201.73120.00000.0000-512.4011855.87
3152005.12.28 09:00buy1581.201.73980.00000.0000
3162005.12.28 16:00close1581.201.73000.00000.0000-823.2011032.67
3172005.12.28 17:00sell1590.601.72680.00000.0000
3182005.12.29 06:30close1590.601.72210.00000.0000198.9111231.58