Strategy Tester Report
EmaFibo_v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2003.01.17 00:00 - 2003.12.30 00:00 (2003.01.17 - 2003.12.30)
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 test36342Ticks modelled238856Modelling quality90.00%
Initial deposit10000.00
Total net profit-454.33Gross profit20350.15Gross loss-20804.48
Profit factor0.98Expected payoff-2.88
Absolute drawdown1725.81Maximal drawdown6171.03 (40.61%)Relative drawdown40.61% (6171.03)
Total trades158Short positions (won %)86 (34.88%)Long positions (won %)72 (31.94%)
Profit trades (% of total)53 (33.54%)Loss trades (% of total)105 (66.46%)
Largestprofit trade3279.02loss trade-699.33
Averageprofit trade383.97loss trade-198.14
Maximumconsecutive wins (profit in money)4 (755.08)consecutive losses (loss in money)10 (-763.42)
Maximalconsecutive profit (count of wins)3279.02 (1)consecutive loss (count of losses)-1353.97 (5)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12003.01.20 04:00sell11.001.60910.00000.0000
22003.01.20 21:00close11.001.60940.00000.0000-21.009979.00
32003.01.21 18:00buy21.001.61270.00000.0000
42003.01.22 09:30close21.001.61330.00000.000039.4810018.48
52003.01.22 13:30sell31.001.61070.00000.0000
62003.01.22 18:00close31.001.61750.00000.0000-476.009542.48
72003.01.30 11:00sell41.001.64100.00000.0000
82003.01.30 16:30close41.001.64660.00000.0000-392.009150.48
92003.01.31 17:00sell50.501.64350.00000.0000
102003.02.03 21:30close50.501.64230.00000.000042.429192.90
112003.02.04 08:30buy60.901.64710.00000.0000
122003.02.05 15:00close60.901.64730.00000.000010.339203.23
132003.02.05 17:30sell70.901.64600.00000.0000
142003.02.06 09:00close70.901.64460.00000.000090.479293.70
152003.02.06 13:30sell80.901.64220.00000.0000
162003.02.07 21:00close80.901.63250.00000.0000611.869905.56
172003.02.13 08:30buy91.001.62350.00000.0000
182003.02.13 22:30close91.001.61910.00000.0000-308.009597.56
192003.02.14 10:30sell101.001.61690.00000.0000
202003.02.18 04:00close101.001.60290.00000.0000981.6810579.24
212003.02.19 21:30buy111.101.59760.00000.0000
222003.02.20 12:00close111.101.59640.00000.0000-100.7210478.52
232003.02.20 15:00sell121.001.59630.00000.0000
242003.02.21 11:30close121.001.59540.00000.000063.8410542.36
252003.02.21 15:00sell131.101.59490.00000.0000
262003.02.24 15:30close131.101.58230.00000.0000971.1211513.48
272003.02.24 21:00sell141.201.58480.00000.0000
282003.02.26 09:30close141.201.57660.00000.0000690.8212204.30
292003.02.26 17:30buy151.201.58370.00000.0000
302003.02.27 10:00close151.201.57920.00000.0000-387.0711817.23
312003.02.27 16:00sell161.201.57740.00000.0000
322003.02.28 12:00close161.201.58200.00000.0000-385.3911431.84
332003.02.28 13:00buy170.601.58310.00000.0000
342003.02.28 14:30close170.601.57680.00000.0000-264.6011167.24
352003.03.03 16:30buy180.301.58030.00000.0000
362003.03.04 21:30close180.301.58070.00000.00007.6411174.88
372003.03.10 05:00sell191.101.59860.00000.0000
382003.03.10 16:30close191.101.60200.00000.0000-261.8010913.08
392003.03.10 22:00buy201.101.60200.00000.0000
402003.03.11 10:00close201.101.59790.00000.0000-318.4710594.61
412003.03.11 10:30sell210.601.59760.00000.0000
422003.03.11 13:30close210.601.60330.00000.0000-239.4010355.21
432003.03.13 04:30sell220.301.60500.00000.0000
442003.03.13 15:00close220.301.60740.00000.0000-50.4010304.81
452003.03.13 17:30sell230.101.60570.00000.0000
462003.03.17 06:00close230.101.58880.00000.0000118.4710423.28
472003.03.20 08:30buy241.001.56800.00000.0000
482003.03.20 12:30close241.001.56450.00000.0000-245.0010178.28
492003.03.20 17:00buy251.001.56640.00000.0000
502003.03.20 21:30close251.001.56380.00000.0000-182.009996.28
512003.03.21 15:30buy260.501.56750.00000.0000
522003.03.21 19:30close260.501.56320.00000.0000-150.509845.78
532003.03.24 04:30buy270.301.56720.00000.0000
542003.03.25 13:30close270.301.57570.00000.0000177.7410023.52
552003.03.25 18:30sell281.001.56990.00000.0000
562003.03.26 00:30close281.001.57520.00000.0000-370.169653.36
572003.03.26 10:00sell291.001.57040.00000.0000
582003.03.26 15:30close291.001.57530.00000.0000-343.009310.36
592003.03.27 15:00sell300.501.57250.00000.0000
602003.03.28 16:30close300.501.56790.00000.0000161.429471.78
612003.03.28 20:00buy310.901.57300.00000.0000
622003.04.01 08:30close310.901.57880.00000.0000360.869832.64
632003.04.01 15:30sell321.001.57520.00000.0000
642003.04.01 23:00close321.001.57780.00000.0000-182.009650.64
652003.04.02 00:00buy331.001.57820.00000.0000
662003.04.02 05:30close331.001.57570.00000.0000-175.009475.64
672003.04.02 07:00sell340.501.57590.00000.0000
682003.04.03 17:00close340.501.57040.00000.0000193.769669.40
692003.04.03 20:00buy351.001.57110.00000.0000
702003.04.04 06:30close351.001.56930.00000.0000-128.529540.88
712003.04.04 09:00sell361.001.56760.00000.0000
722003.04.07 22:30close361.001.55470.00000.0000903.8410444.72
732003.04.09 02:30buy371.001.55600.00000.0000
742003.04.09 09:30close371.001.55100.00000.0000-350.0010094.72
752003.04.09 15:00buy381.001.55690.00000.0000
762003.04.10 12:00close381.001.56280.00000.0000405.4410500.16
772003.04.15 09:30sell391.101.56960.00000.0000
782003.04.15 14:30close391.101.57310.00000.0000-269.5010230.66
792003.04.15 15:00buy401.001.57160.00000.0000
802003.04.15 17:30close401.001.56870.00000.0000-203.0010027.66
812003.04.16 09:00buy410.501.57280.00000.0000
822003.04.17 12:00close410.501.57830.00000.0000188.7210216.38
832003.04.17 19:00sell421.001.57160.00000.0000
842003.04.18 06:00close421.001.57400.00000.0000-167.1610049.22
852003.04.22 11:30buy431.001.57360.00000.0000
862003.04.23 08:30close431.001.57520.00000.0000109.4810158.70
872003.04.28 19:00sell441.001.59010.00000.0000
882003.04.29 07:30close441.001.59110.00000.0000-69.1610089.54
892003.04.29 11:30buy451.001.59190.00000.0000
902003.04.29 16:30close451.001.58910.00000.0000-196.009893.54
912003.04.29 19:00buy460.501.59170.00000.0000
922003.04.30 10:00close460.501.59280.00000.000037.249930.78
932003.05.02 17:30sell471.001.60150.00000.0000
942003.05.05 11:30close471.001.60540.00000.0000-272.169658.62
952003.05.05 13:30sell481.001.60390.00000.0000
962003.05.08 11:00close481.001.60080.00000.0000221.209879.82
972003.05.08 15:00buy491.001.60660.00000.0000
982003.05.09 13:00close491.001.60300.00000.0000-254.529625.30
992003.05.13 04:30sell501.001.60470.00000.0000
1002003.05.13 15:00close501.001.60870.00000.0000-280.009345.30
1012003.05.14 10:00buy510.501.61110.00000.0000
1022003.05.15 05:00close510.501.61420.00000.0000104.729450.02
1032003.05.21 23:30sell520.901.63350.00000.0000
1042003.05.22 14:30close520.901.63760.00000.0000-256.039193.99
1052003.05.23 10:30buy530.901.64320.00000.0000
1062003.05.26 00:00close530.901.63330.00000.0000-625.978568.02
1072003.05.26 01:00sell540.501.63370.00000.0000
1082003.05.26 04:00close540.501.63810.00000.0000-154.008414.02
1092003.05.27 22:30sell550.201.63730.00000.0000
1102003.05.28 06:30close550.201.64090.00000.0000-50.238363.79
1112003.05.28 07:00buy560.101.64370.00000.0000
1122003.05.28 10:30close560.101.63720.00000.0000-45.508318.29
1132003.05.28 11:00sell570.101.63740.00000.0000
1142003.05.28 21:30close570.101.63890.00000.0000-10.508307.79
1152003.05.29 01:30sell580.101.63710.00000.0000
1162003.05.29 13:00close580.101.64190.00000.0000-33.608274.19
1172003.05.29 13:30buy590.101.64270.00000.0000
1182003.05.30 10:30close590.101.64800.00000.000036.858311.04
1192003.05.30 16:00sell600.801.64160.00000.0000
1202003.06.02 17:00close600.801.63320.00000.0000471.078782.11
1212003.06.02 21:30buy610.901.63820.00000.0000
1222003.06.03 13:30close610.901.63420.00000.0000-254.278527.84
1232003.06.03 14:00sell620.901.63440.00000.0000
1242003.06.04 10:00close620.901.63130.00000.0000196.068723.90
1252003.06.04 19:30buy630.901.63380.00000.0000
1262003.06.04 23:00close630.901.63000.00000.0000-239.408484.50
1272003.06.05 10:30buy640.801.63780.00000.0000
1282003.06.06 15:30close640.801.65820.00000.00001140.389624.88
1292003.06.09 12:00sell651.001.64960.00000.0000
1302003.06.10 07:00close651.001.64800.00000.0000112.849737.72
1312003.06.10 12:30buy661.001.65310.00000.0000
1322003.06.11 00:30close661.001.65150.00000.0000-114.529623.20
1332003.06.11 05:30sell671.001.65000.00000.0000
1342003.06.11 07:00close671.001.65400.00000.0000-280.009343.20
1352003.06.13 16:00sell680.501.66600.00000.0000
1362003.06.13 21:00close680.501.67250.00000.0000-227.509115.70
1372003.06.18 12:00sell690.201.67750.00000.0000
1382003.06.19 19:00close690.201.67850.00000.0000-13.509102.21
1392003.06.19 23:00buy700.101.67960.00000.0000
1402003.06.20 11:30close700.101.67830.00000.0000-9.359092.86
1412003.06.20 12:30sell710.101.67430.00000.0000
1422003.06.23 08:00close710.101.66620.00000.000056.789149.64
1432003.06.24 00:00sell720.901.66670.00000.0000
1442003.06.25 06:00close720.901.66420.00000.0000158.269307.90
1452003.06.25 13:00buy730.901.67050.00000.0000
1462003.06.26 03:00close730.901.66970.00000.0000-57.209250.69
1472003.06.26 11:00sell740.901.66580.00000.0000
1482003.06.30 03:30close740.901.65370.00000.0000763.8110014.50
1492003.07.01 00:00buy751.001.65620.00000.0000
1502003.07.01 10:00close751.001.65300.00000.0000-224.009790.50
1512003.07.07 00:00sell761.001.66670.00000.0000
1522003.07.09 06:00close761.001.63630.00000.00002129.6811920.18
1532003.07.11 02:30buy771.201.63650.00000.0000
1542003.07.11 09:30close771.201.63250.00000.0000-336.0011584.18
1552003.07.11 16:00sell781.201.63360.00000.0000
1562003.07.16 17:00close781.201.59460.00000.00003279.0214863.21
1572003.07.18 02:30buy791.501.59840.00000.0000
1582003.07.18 07:00close791.501.59400.00000.0000-462.0014401.21
1592003.07.21 16:00buy801.401.59220.00000.0000
1602003.07.22 17:30close801.401.59700.00000.0000466.8714868.08
1612003.07.23 02:00sell811.501.59290.00000.0000
1622003.07.23 07:30close811.501.59840.00000.0000-577.5014290.58
1632003.07.30 10:00sell821.401.62040.00000.0000
1642003.08.01 01:30close821.401.61120.00000.0000906.3015196.88
1652003.08.04 03:00buy831.501.61200.00000.0000
1662003.08.04 17:30close831.501.60860.00000.0000-357.0014839.88
1672003.08.04 18:00sell841.501.60760.00000.0000
1682003.08.04 23:30close841.501.61170.00000.0000-430.5014409.38
1692003.08.05 00:00buy850.701.61180.00000.0000
1702003.08.05 03:30close850.701.60910.00000.0000-132.3014277.08
1712003.08.05 04:00sell860.401.60920.00000.0000
1722003.08.05 08:00close860.401.61090.00000.0000-47.6014229.48
1732003.08.05 08:30buy870.101.61250.00000.0000
1742003.08.05 14:00close870.101.60890.00000.0000-25.2014204.28
1752003.08.05 14:30sell880.101.60840.00000.0000
1762003.08.05 22:30close880.101.61610.00000.0000-53.9014150.38
1772003.08.05 23:00buy890.101.61580.00000.0000
1782003.08.06 15:30close890.101.61190.00000.0000-27.5514122.83
1792003.08.06 18:00sell900.101.60800.00000.0000
1802003.08.07 14:30close900.101.60880.00000.0000-5.3514117.48
1812003.08.07 16:30buy910.101.61500.00000.0000
1822003.08.08 10:00close910.101.61240.00000.0000-18.4514099.03
1832003.08.08 14:00sell920.101.61140.00000.0000
1842003.08.11 15:30close920.101.60520.00000.000043.4814142.52
1852003.08.11 21:00buy931.401.60810.00000.0000
1862003.08.12 06:30close931.401.60590.00000.0000-219.1313923.39
1872003.08.12 08:30buy941.401.60810.00000.0000
1882003.08.12 12:00close941.401.60420.00000.0000-382.2013541.19
1892003.08.12 12:30sell950.701.60350.00000.0000
1902003.08.13 12:00close950.701.60350.00000.00000.5913541.78
1912003.08.13 15:00sell960.701.60230.00000.0000
1922003.08.15 06:00close960.701.60340.00000.0000-51.5513490.23
1932003.08.20 11:00buy970.301.59240.00000.0000
1942003.08.21 03:00close970.301.59160.00000.0000-19.0713471.16
1952003.08.21 09:30sell980.101.58470.00000.0000
1962003.08.25 08:30close980.101.57470.00000.000070.1713541.33
1972003.08.26 20:00buy991.401.57410.00000.0000
1982003.08.27 00:30close991.401.56700.00000.0000-699.3312842.00
1992003.08.27 15:00buy1001.301.57250.00000.0000
2002003.08.28 00:00close1001.301.57030.00000.0000-210.0312631.97
2012003.08.28 01:30sell1010.701.56910.00000.0000
2022003.08.28 11:30close1010.701.57100.00000.0000-93.1012538.87
2032003.08.28 16:00buy1020.301.57660.00000.0000
2042003.08.29 18:30close1020.301.57750.00000.000018.1412557.02
2052003.09.01 13:00sell1031.301.57140.00000.0000
2062003.09.02 15:30close1031.301.56910.00000.0000210.3912767.41
2072003.09.02 19:00buy1041.301.57370.00000.0000
2082003.09.02 22:30close1041.301.56730.00000.0000-582.4012185.01
2092003.09.03 18:00buy1051.201.57340.00000.0000
2102003.09.04 04:00close1051.201.56840.00000.0000-429.0711755.94
2112003.09.08 23:00sell1060.601.58270.00000.0000
2122003.09.09 06:30close1060.601.58580.00000.0000-129.7011626.24
2132003.09.09 10:00sell1070.301.58050.00000.0000
2142003.09.09 14:30close1070.301.58770.00000.0000-151.2011475.04
2152003.09.12 14:00sell1080.101.59220.00000.0000
2162003.09.12 15:00close1080.101.60100.00000.0000-61.6011413.44
2172003.09.16 11:00sell1090.101.59930.00000.0000
2182003.09.17 11:00close1090.101.59400.00000.000037.1811450.62
2192003.09.17 13:00buy1101.101.59890.00000.0000
2202003.09.19 08:00close1101.101.61460.00000.00001197.8112648.44
2212003.09.29 06:00sell1111.301.65620.00000.0000
2222003.09.29 17:30close1111.301.66370.00000.0000-682.5011965.94
2232003.09.29 18:00buy1121.201.66500.00000.0000
2242003.09.30 17:00close1121.201.66310.00000.0000-162.6211803.31
2252003.09.30 20:30sell1130.601.66090.00000.0000
2262003.10.01 10:00close1130.601.66530.00000.0000-184.3011619.02
2272003.10.01 11:30sell1140.301.66190.00000.0000
2282003.10.01 17:00close1140.301.66850.00000.0000-138.6011480.42
2292003.10.01 18:00buy1150.101.66640.00000.0000
2302003.10.02 11:30close1150.101.66720.00000.00004.8411485.26
2312003.10.03 15:30sell1161.101.66550.00000.0000
2322003.10.06 11:00close1161.101.66370.00000.0000139.5211624.78
2332003.10.06 15:00buy1171.201.67040.00000.0000
2342003.10.07 14:00close1171.201.67020.00000.0000-19.8211604.96
2352003.10.07 17:30sell1181.201.66310.00000.0000
2362003.10.08 05:30close1181.201.66650.00000.0000-284.5911320.37
2372003.10.09 08:30buy1190.601.66770.00000.0000
2382003.10.09 14:00close1190.601.66230.00000.0000-226.8011093.57
2392003.10.09 14:30sell1200.301.66190.00000.0000
2402003.10.09 21:00close1200.301.66760.00000.0000-119.7010973.87
2412003.10.09 22:00buy1210.101.66580.00000.0000
2422003.10.10 04:00close1210.101.66350.00000.0000-16.3510957.52
2432003.10.10 04:30sell1220.101.66330.00000.0000
2442003.10.10 14:30close1220.101.66510.00000.0000-12.6010944.92
2452003.10.10 15:00buy1230.101.66940.00000.0000
2462003.10.10 21:30close1230.101.66370.00000.0000-39.9010905.02
2472003.10.13 02:30sell1240.101.66310.00000.0000
2482003.10.13 15:30close1240.101.66520.00000.0000-14.7010890.32
2492003.10.13 18:00buy1250.101.66560.00000.0000
2502003.10.14 02:00close1250.101.66200.00000.0000-25.4510864.86
2512003.10.14 02:30sell1260.101.66110.00000.0000
2522003.10.14 15:30close1260.101.66160.00000.0000-3.5010861.36
2532003.10.14 17:30buy1270.101.66880.00000.0000
2542003.10.15 13:30close1270.101.67010.00000.00008.8510870.21
2552003.10.15 23:30sell1281.101.66620.00000.0000
2562003.10.16 06:30close1281.101.66940.00000.0000-243.6310626.58
2572003.10.17 15:00sell1291.101.66830.00000.0000
2582003.10.17 20:00close1291.101.67340.00000.0000-392.7010233.88
2592003.10.20 21:00sell1300.501.67390.00000.0000
2602003.10.21 09:30close1300.501.67290.00000.000035.4210269.30
2612003.10.21 16:30buy1311.001.67480.00000.0000
2622003.10.21 22:00close1311.001.67270.00000.0000-147.0010122.30
2632003.10.27 05:30sell1321.001.69180.00000.0000
2642003.10.27 12:00close1321.001.69730.00000.0000-385.009737.30
2652003.10.28 02:00sell1330.501.69230.00000.0000
2662003.10.28 11:30close1330.501.69490.00000.0000-91.009646.30
2672003.10.28 19:00buy1340.301.69450.00000.0000
2682003.10.29 17:30close1340.301.70110.00000.0000137.849784.15
2692003.10.30 02:00sell1351.001.69820.00000.0000
2702003.10.30 06:30close1351.001.70070.00000.0000-175.009609.15
2712003.10.30 11:30buy1361.001.70160.00000.0000
2722003.10.30 19:00close1361.001.69600.00000.0000-392.009217.15
2732003.10.30 20:00sell1370.501.69670.00000.0000
2742003.10.31 17:00close1370.501.69700.00000.0000-10.089207.07
2752003.11.05 02:00buy1380.201.68330.00000.0000
2762003.11.05 10:00close1380.201.68000.00000.0000-46.209160.87
2772003.11.05 11:00sell1390.101.67780.00000.0000
2782003.11.06 05:00close1390.101.67700.00000.00005.859166.72
2792003.11.07 21:30buy1400.901.67430.00000.0000
2802003.11.10 11:30close1400.901.67210.00000.0000-140.879025.85
2812003.11.10 23:30sell1410.901.66810.00000.0000
2822003.11.12 03:30close1410.901.66740.00000.000045.619071.46
2832003.11.12 05:30buy1420.901.67140.00000.0000
2842003.11.14 15:00close1420.901.68500.00000.0000847.739919.19
2852003.11.19 22:00buy1431.001.69820.00000.0000
2862003.11.20 05:00close1431.001.69720.00000.0000-77.569841.63
2872003.11.24 11:00sell1441.001.69740.00000.0000
2882003.11.25 05:30close1441.001.69780.00000.0000-27.169814.47
2892003.11.26 01:00sell1450.501.69670.00000.0000
2902003.11.26 16:30close1450.501.70800.00000.0000-395.509418.97
2912003.12.02 00:30sell1460.201.71820.00000.0000
2922003.12.02 14:00close1460.201.72130.00000.0000-43.409375.57
2932003.12.02 14:30buy1470.101.72120.00000.0000
2942003.12.03 10:00close1470.101.72780.00000.000045.959421.52
2952003.12.04 03:00sell1480.901.72460.00000.0000
2962003.12.04 15:30close1480.901.72620.00000.0000-100.809320.72
2972003.12.05 16:30buy1490.901.72530.00000.0000
2982003.12.10 07:30close1490.901.74300.00000.00001108.3010429.02
2992003.12.11 03:30sell1501.001.73980.00000.0000
3002003.12.11 12:00close1501.001.74250.00000.0000-189.0010240.02
3012003.12.11 13:00buy1511.001.74390.00000.0000
3022003.12.12 17:00close1511.001.74590.00000.0000137.4810377.50
3032003.12.15 01:00sell1521.001.73830.00000.0000
3042003.12.15 15:00close1521.001.74540.00000.0000-497.009880.50
3052003.12.15 16:00buy1531.001.74800.00000.0000
3062003.12.16 07:30close1531.001.74560.00000.0000-170.529709.98
3072003.12.19 17:00sell1540.501.76230.00000.0000
3082003.12.22 08:30close1540.501.76670.00000.0000-153.589556.40
3092003.12.23 14:00sell1550.301.76350.00000.0000
3102003.12.23 16:30close1550.301.76450.00000.0000-21.009535.40
3112003.12.23 17:00buy1560.101.76630.00000.0000
3122003.12.23 21:30close1560.101.76320.00000.0000-21.709513.70
3132003.12.23 22:00sell1570.101.76290.00000.0000
3142003.12.24 06:30close1570.101.76470.00000.0000-12.529501.18
3152003.12.24 07:30buy1580.101.76500.00000.0000
3162003.12.26 11:00close1580.101.77150.00000.000044.499545.67