Strategy Tester Report
EmaFibo_v1

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period30 Minutes (M30) 2003.01.17 00:00 - 2003.12.17 00:00 (2003.01.17 - 2003.12.17)
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; DecreaseFactor=3; 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 test35978Ticks modelled232500Modelling quality90.00%
Initial deposit10000.00
Total net profit-98.17Gross profit2527.84Gross loss-2626.01
Profit factor0.96Expected payoff-0.64
Absolute drawdown184.16Maximal drawdown793.97 (7.48%)Relative drawdown7.48% (793.97)
Total trades153Short positions (won %)83 (36.14%)Long positions (won %)70 (31.43%)
Profit trades (% of total)52 (33.99%)Loss trades (% of total)101 (66.01%)
Largestprofit trade273.25loss trade-79.10
Averageprofit trade48.61loss trade-26.00
Maximumconsecutive wins (profit in money)4 (87.67)consecutive losses (loss in money)10 (-215.57)
Maximalconsecutive profit (count of wins)273.25 (1)consecutive loss (count of losses)-243.52 (7)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12003.01.20 04:00sell10.101.60910.00000.0000
22003.01.20 21:00close10.101.60940.00000.0000-2.109997.90
32003.01.21 18:00buy20.101.61270.00000.0000
42003.01.22 09:30close20.101.61330.00000.00003.9510001.85
52003.01.22 13:30sell30.101.61070.00000.0000
62003.01.22 18:00close30.101.61750.00000.0000-47.609954.25
72003.01.30 11:00sell40.101.64100.00000.0000
82003.01.30 16:30close40.101.64660.00000.0000-39.209915.05
92003.01.31 17:00sell50.101.64350.00000.0000
102003.02.03 21:30close50.101.64230.00000.00008.489923.53
112003.02.04 08:30buy60.101.64710.00000.0000
122003.02.05 15:00close60.101.64730.00000.00001.159924.68
132003.02.05 17:30sell70.101.64600.00000.0000
142003.02.06 09:00close70.101.64460.00000.000010.059934.73
152003.02.06 13:30sell80.101.64220.00000.0000
162003.02.07 21:00close80.101.63250.00000.000067.9810002.72
172003.02.13 08:30buy90.101.62350.00000.0000
182003.02.13 22:30close90.101.61910.00000.0000-30.809971.92
192003.02.14 10:30sell100.101.61690.00000.0000
202003.02.18 04:00close100.101.60290.00000.000098.1710070.08
212003.02.19 21:30buy110.101.59760.00000.0000
222003.02.20 12:00close110.101.59640.00000.0000-9.1610060.93
232003.02.20 15:00sell120.101.59630.00000.0000
242003.02.21 11:30close120.101.59540.00000.00006.3810067.31
252003.02.21 15:00sell130.101.59490.00000.0000
262003.02.24 15:30close130.101.58230.00000.000088.2810155.60
272003.02.24 21:00sell140.101.58480.00000.0000
282003.02.26 09:30close140.101.57660.00000.000057.5710213.16
292003.02.26 17:30buy150.101.58370.00000.0000
302003.02.27 10:00close150.101.57920.00000.0000-32.2610180.91
312003.02.27 16:00sell160.101.57740.00000.0000
322003.02.28 12:00close160.101.58200.00000.0000-32.1210148.79
332003.02.28 13:00buy170.101.58310.00000.0000
342003.02.28 14:30close170.101.57680.00000.0000-44.1010104.69
352003.03.03 16:30buy180.101.58030.00000.0000
362003.03.04 21:30close180.101.58070.00000.00002.5510107.24
372003.03.10 05:00sell190.101.59860.00000.0000
382003.03.10 16:30close190.101.60200.00000.0000-23.8010083.44
392003.03.10 22:00buy200.101.60200.00000.0000
402003.03.11 10:00close200.101.59790.00000.0000-28.9510054.49
412003.03.11 10:30sell210.101.59760.00000.0000
422003.03.11 13:30close210.101.60330.00000.0000-39.9010014.59
432003.03.13 04:30sell220.101.60500.00000.0000
442003.03.13 15:00close220.101.60740.00000.0000-16.809997.79
452003.03.13 17:30sell230.101.60570.00000.0000
462003.03.17 06:00close230.101.58880.00000.0000118.4710116.26
472003.03.20 08:30buy240.101.56800.00000.0000
482003.03.20 12:30close240.101.56450.00000.0000-24.5010091.76
492003.03.20 17:00buy250.101.56640.00000.0000
502003.03.20 21:30close250.101.56380.00000.0000-18.2010073.56
512003.03.21 15:30buy260.101.56750.00000.0000
522003.03.21 19:30close260.101.56320.00000.0000-30.1010043.46
532003.03.24 04:30buy270.101.56720.00000.0000
542003.03.25 13:30close270.101.57570.00000.000059.2510102.70
552003.03.25 18:30sell280.101.56990.00000.0000
562003.03.26 00:30close280.101.57520.00000.0000-37.0210065.69
572003.03.26 10:00sell290.101.57040.00000.0000
582003.03.26 15:30close290.101.57530.00000.0000-34.3010031.39
592003.03.27 15:00sell300.101.57250.00000.0000
602003.03.28 16:30close300.101.56790.00000.000032.2810063.67
612003.03.28 20:00buy310.101.57300.00000.0000
622003.04.01 08:30close310.101.57880.00000.000040.1010103.77
632003.04.01 15:30sell320.101.57520.00000.0000
642003.04.01 23:00close320.101.57780.00000.0000-18.2010085.57
652003.04.02 00:00buy330.101.57820.00000.0000
662003.04.02 05:30close330.101.57570.00000.0000-17.5010068.07
672003.04.02 07:00sell340.101.57590.00000.0000
682003.04.03 17:00close340.101.57040.00000.000038.7510106.82
692003.04.03 20:00buy350.101.57110.00000.0000
702003.04.04 06:30close350.101.56930.00000.0000-12.8510093.97
712003.04.04 09:00sell360.101.56760.00000.0000
722003.04.07 22:30close360.101.55470.00000.000090.3810184.35
732003.04.09 02:30buy370.101.55600.00000.0000
742003.04.09 09:30close370.101.55100.00000.0000-35.0010149.35
752003.04.09 15:00buy380.101.55690.00000.0000
762003.04.10 12:00close380.101.56280.00000.000040.5410189.90
772003.04.15 09:30sell390.101.56960.00000.0000
782003.04.15 14:30close390.101.57310.00000.0000-24.5010165.40
792003.04.15 15:00buy400.101.57160.00000.0000
802003.04.15 17:30close400.101.56870.00000.0000-20.3010145.10
812003.04.16 09:00buy410.101.57280.00000.0000
822003.04.17 12:00close410.101.57830.00000.000037.7410182.84
832003.04.17 19:00sell420.101.57160.00000.0000
842003.04.18 06:00close420.101.57400.00000.0000-16.7210166.12
852003.04.22 11:30buy430.101.57360.00000.0000
862003.04.23 08:30close430.101.57520.00000.000010.9510177.07
872003.04.28 19:00sell440.101.59010.00000.0000
882003.04.29 07:30close440.101.59110.00000.0000-6.9210170.16
892003.04.29 11:30buy450.101.59190.00000.0000
902003.04.29 16:30close450.101.58910.00000.0000-19.6010150.56
912003.04.29 19:00buy460.101.59170.00000.0000
922003.04.30 10:00close460.101.59280.00000.00007.4510158.00
932003.05.02 17:30sell470.101.60150.00000.0000
942003.05.05 11:30close470.101.60540.00000.0000-27.2210130.79
952003.05.05 13:30sell480.101.60390.00000.0000
962003.05.08 11:00close480.101.60080.00000.000022.1210152.91
972003.05.08 15:00buy490.101.60660.00000.0000
982003.05.09 13:00close490.101.60300.00000.0000-25.4510127.46
992003.05.13 04:30sell500.101.60470.00000.0000
1002003.05.13 15:00close500.101.60870.00000.0000-28.0010099.46
1012003.05.14 10:00buy510.101.61110.00000.0000
1022003.05.15 05:00close510.101.61420.00000.000020.9410120.40
1032003.05.21 23:30sell520.101.63350.00000.0000
1042003.05.22 14:30close520.101.63760.00000.0000-28.4510091.95
1052003.05.23 10:30buy530.101.64320.00000.0000
1062003.05.26 00:00close530.101.63330.00000.0000-69.5510022.40
1072003.05.26 01:00sell540.101.63370.00000.0000
1082003.05.26 04:00close540.101.63810.00000.0000-30.809991.60
1092003.05.27 22:30sell550.101.63730.00000.0000
1102003.05.28 06:30close550.101.64090.00000.0000-25.129966.48
1112003.05.28 07:00buy560.101.64370.00000.0000
1122003.05.28 10:30close560.101.63720.00000.0000-45.509920.98
1132003.05.28 11:00sell570.101.63740.00000.0000
1142003.05.28 21:30close570.101.63890.00000.0000-10.509910.48
1152003.05.29 01:30sell580.101.63710.00000.0000
1162003.05.29 13:00close580.101.64190.00000.0000-33.609876.88
1172003.05.29 13:30buy590.101.64270.00000.0000
1182003.05.30 10:30close590.101.64800.00000.000036.859913.73
1192003.05.30 16:00sell600.101.64160.00000.0000
1202003.06.02 17:00close600.101.63320.00000.000058.889972.62
1212003.06.02 21:30buy610.101.63820.00000.0000
1222003.06.03 13:30close610.101.63420.00000.0000-28.259944.36
1232003.06.03 14:00sell620.101.63440.00000.0000
1242003.06.04 10:00close620.101.63130.00000.000021.789966.15
1252003.06.04 19:30buy630.101.63380.00000.0000
1262003.06.04 23:00close630.101.63000.00000.0000-26.609939.55
1272003.06.05 10:30buy640.101.63780.00000.0000
1282003.06.06 15:30close640.101.65820.00000.0000142.5510082.10
1292003.06.09 12:00sell650.101.64960.00000.0000
1302003.06.10 07:00close650.101.64800.00000.000011.2810093.38
1312003.06.10 12:30buy660.101.65310.00000.0000
1322003.06.11 00:30close660.101.65150.00000.0000-11.4510081.93
1332003.06.11 05:30sell670.101.65000.00000.0000
1342003.06.11 07:00close670.101.65400.00000.0000-28.0010053.93
1352003.06.13 16:00sell680.101.66600.00000.0000
1362003.06.13 21:00close680.101.67250.00000.0000-45.5010008.43
1372003.06.18 12:00sell690.101.67750.00000.0000
1382003.06.19 19:00close690.101.67850.00000.0000-6.7510001.68
1392003.06.19 23:00buy700.101.67960.00000.0000
1402003.06.20 11:30close700.101.67830.00000.0000-9.359992.33
1412003.06.20 12:30sell710.101.67430.00000.0000
1422003.06.23 08:00close710.101.66620.00000.000056.7810049.11
1432003.06.24 00:00sell720.101.66670.00000.0000
1442003.06.25 06:00close720.101.66420.00000.000017.5810066.70
1452003.06.25 13:00buy730.101.67050.00000.0000
1462003.06.26 03:00close730.101.66970.00000.0000-6.3610060.34
1472003.06.26 11:00sell740.101.66580.00000.0000
1482003.06.30 03:30close740.101.65370.00000.000084.8710145.21
1492003.07.01 00:00buy750.101.65620.00000.0000
1502003.07.01 10:00close750.101.65300.00000.0000-22.4010122.81
1512003.07.07 00:00sell760.101.66670.00000.0000
1522003.07.09 06:00close760.101.63630.00000.0000212.9710335.78
1532003.07.11 02:30buy770.101.63650.00000.0000
1542003.07.11 09:30close770.101.63250.00000.0000-28.0010307.78
1552003.07.11 16:00sell780.101.63360.00000.0000
1562003.07.16 17:00close780.101.59460.00000.0000273.2510581.03
1572003.07.18 02:30buy790.101.59840.00000.0000
1582003.07.18 07:00close790.101.59400.00000.0000-30.8010550.23
1592003.07.21 16:00buy800.101.59220.00000.0000
1602003.07.22 17:30close800.101.59700.00000.000033.3510583.58
1612003.07.23 02:00sell810.101.59290.00000.0000
1622003.07.23 07:30close810.101.59840.00000.0000-38.5010545.08
1632003.07.30 10:00sell820.101.62040.00000.0000
1642003.08.01 01:30close820.101.61120.00000.000064.7410609.81
1652003.08.04 03:00buy830.101.61200.00000.0000
1662003.08.04 17:30close830.101.60860.00000.0000-23.8010586.01
1672003.08.04 18:00sell840.101.60760.00000.0000
1682003.08.04 23:30close840.101.61170.00000.0000-28.7010557.31
1692003.08.05 00:00buy850.101.61180.00000.0000
1702003.08.05 03:30close850.101.60910.00000.0000-18.9010538.41
1712003.08.05 04:00sell860.101.60920.00000.0000
1722003.08.05 08:00close860.101.61090.00000.0000-11.9010526.51
1732003.08.05 08:30buy870.101.61250.00000.0000
1742003.08.05 14:00close870.101.60890.00000.0000-25.2010501.31
1752003.08.05 14:30sell880.101.60840.00000.0000
1762003.08.05 22:30close880.101.61610.00000.0000-53.9010447.41
1772003.08.05 23:00buy890.101.61580.00000.0000
1782003.08.06 15:30close890.101.61190.00000.0000-27.5510419.86
1792003.08.06 18:00sell900.101.60800.00000.0000
1802003.08.07 14:30close900.101.60880.00000.0000-5.3510414.51
1812003.08.07 16:30buy910.101.61500.00000.0000
1822003.08.08 10:00close910.101.61240.00000.0000-18.4510396.06
1832003.08.08 14:00sell920.101.61140.00000.0000
1842003.08.11 15:30close920.101.60520.00000.000043.4810439.54
1852003.08.11 21:00buy930.101.60810.00000.0000
1862003.08.12 06:30close930.101.60590.00000.0000-15.6510423.89
1872003.08.12 08:30buy940.101.60810.00000.0000
1882003.08.12 12:00close940.101.60420.00000.0000-27.3010396.59
1892003.08.12 12:30sell950.101.60350.00000.0000
1902003.08.13 12:00close950.101.60350.00000.00000.0810396.68
1912003.08.13 15:00sell960.101.60230.00000.0000
1922003.08.15 06:00close960.101.60340.00000.0000-7.3610389.31
1932003.08.20 11:00buy970.101.59240.00000.0000
1942003.08.21 03:00close970.101.59160.00000.0000-6.3610382.96
1952003.08.21 09:30sell980.101.58470.00000.0000
1962003.08.25 08:30close980.101.57470.00000.000070.1710453.12
1972003.08.26 20:00buy990.101.57410.00000.0000
1982003.08.27 00:30close990.101.56700.00000.0000-49.9510403.17
1992003.08.27 15:00buy1000.101.57250.00000.0000
2002003.08.28 00:00close1000.101.57030.00000.0000-16.1610387.02
2012003.08.28 01:30sell1010.101.56910.00000.0000
2022003.08.28 11:30close1010.101.57100.00000.0000-13.3010373.72
2032003.08.28 16:00buy1020.101.57660.00000.0000
2042003.08.29 18:30close1020.101.57750.00000.00006.0510379.76
2052003.09.01 13:00sell1030.101.57140.00000.0000
2062003.09.02 15:30close1030.101.56910.00000.000016.1810395.95
2072003.09.02 19:00buy1040.101.57370.00000.0000
2082003.09.02 22:30close1040.101.56730.00000.0000-44.8010351.15
2092003.09.03 18:00buy1050.101.57340.00000.0000
2102003.09.04 04:00close1050.101.56840.00000.0000-35.7610315.39
2112003.09.08 23:00sell1060.101.58270.00000.0000
2122003.09.09 06:30close1060.101.58580.00000.0000-21.6210293.78
2132003.09.09 10:00sell1070.101.58050.00000.0000
2142003.09.09 14:30close1070.101.58770.00000.0000-50.4010243.38
2152003.09.12 14:00sell1080.101.59220.00000.0000
2162003.09.12 15:00close1080.101.60100.00000.0000-61.6010181.78
2172003.09.16 11:00sell1090.101.59930.00000.0000
2182003.09.17 11:00close1090.101.59400.00000.000037.1810218.96
2192003.09.17 13:00buy1100.101.59890.00000.0000
2202003.09.19 08:00close1100.101.61460.00000.0000108.8910327.85
2212003.09.29 06:00sell1110.101.65620.00000.0000
2222003.09.29 17:30close1110.101.66370.00000.0000-52.5010275.35
2232003.09.29 18:00buy1120.101.66500.00000.0000
2242003.09.30 17:00close1120.101.66310.00000.0000-13.5510261.80
2252003.09.30 20:30sell1130.101.66090.00000.0000
2262003.10.01 10:00close1130.101.66530.00000.0000-30.7210231.08
2272003.10.01 11:30sell1140.101.66190.00000.0000
2282003.10.01 17:00close1140.101.66850.00000.0000-46.2010184.88
2292003.10.01 18:00buy1150.101.66640.00000.0000
2302003.10.02 11:30close1150.101.66720.00000.00004.8410189.73
2312003.10.03 15:30sell1160.101.66550.00000.0000
2322003.10.06 11:00close1160.101.66370.00000.000012.6810202.41
2332003.10.06 15:00buy1170.101.67040.00000.0000
2342003.10.07 14:00close1170.101.67020.00000.0000-1.6510200.76
2352003.10.07 17:30sell1180.101.66310.00000.0000
2362003.10.08 05:30close1180.101.66650.00000.0000-23.7210177.04
2372003.10.09 08:30buy1190.101.66770.00000.0000
2382003.10.09 14:00close1190.101.66230.00000.0000-37.8010139.24
2392003.10.09 14:30sell1200.101.66190.00000.0000
2402003.10.09 21:00close1200.101.66760.00000.0000-39.9010099.34
2412003.10.09 22:00buy1210.101.66580.00000.0000
2422003.10.10 04:00close1210.101.66350.00000.0000-16.3510082.99
2432003.10.10 04:30sell1220.101.66330.00000.0000
2442003.10.10 14:30close1220.101.66510.00000.0000-12.6010070.39
2452003.10.10 15:00buy1230.101.66940.00000.0000
2462003.10.10 21:30close1230.101.66370.00000.0000-39.9010030.49
2472003.10.13 02:30sell1240.101.66310.00000.0000
2482003.10.13 15:30close1240.101.66520.00000.0000-14.7010015.79
2492003.10.13 18:00buy1250.101.66560.00000.0000
2502003.10.14 02:00close1250.101.66200.00000.0000-25.459990.34
2512003.10.14 02:30sell1260.101.66110.00000.0000
2522003.10.14 15:30close1260.101.66160.00000.0000-3.509986.84
2532003.10.14 17:30buy1270.101.66880.00000.0000
2542003.10.15 13:30close1270.101.67010.00000.00008.859995.69
2552003.10.15 23:30sell1280.101.66620.00000.0000
2562003.10.16 06:30close1280.101.66940.00000.0000-22.159973.54
2572003.10.17 15:00sell1290.101.66830.00000.0000
2582003.10.17 20:00close1290.101.67340.00000.0000-35.709937.84
2592003.10.20 21:00sell1300.101.67390.00000.0000
2602003.10.21 09:30close1300.101.67290.00000.00007.089944.92
2612003.10.21 16:30buy1310.101.67480.00000.0000
2622003.10.21 22:00close1310.101.67270.00000.0000-14.709930.22
2632003.10.27 05:30sell1320.101.69180.00000.0000
2642003.10.27 12:00close1320.101.69730.00000.0000-38.509891.72
2652003.10.28 02:00sell1330.101.69230.00000.0000
2662003.10.28 11:30close1330.101.69490.00000.0000-18.209873.52
2672003.10.28 19:00buy1340.101.69450.00000.0000
2682003.10.29 17:30close1340.101.70110.00000.000045.959919.47
2692003.10.30 02:00sell1350.101.69820.00000.0000
2702003.10.30 06:30close1350.101.70070.00000.0000-17.509901.97
2712003.10.30 11:30buy1360.101.70160.00000.0000
2722003.10.30 19:00close1360.101.69600.00000.0000-39.209862.77
2732003.10.30 20:00sell1370.101.69670.00000.0000
2742003.10.31 17:00close1370.101.69700.00000.0000-2.029860.76
2752003.11.05 02:00buy1380.101.68330.00000.0000
2762003.11.05 10:00close1380.101.68000.00000.0000-23.109837.66
2772003.11.05 11:00sell1390.101.67780.00000.0000
2782003.11.06 05:00close1390.101.67700.00000.00005.859843.51
2792003.11.07 21:30buy1400.101.67430.00000.0000
2802003.11.10 11:30close1400.101.67210.00000.0000-15.659827.86
2812003.11.10 23:30sell1410.101.66810.00000.0000
2822003.11.12 03:30close1410.101.66740.00000.00005.079832.92
2832003.11.12 05:30buy1420.101.67140.00000.0000
2842003.11.14 15:00close1420.101.68500.00000.000094.199927.12
2852003.11.19 22:00buy1430.101.69820.00000.0000
2862003.11.20 05:00close1430.101.69720.00000.0000-7.769919.36
2872003.11.24 11:00sell1440.101.69740.00000.0000
2882003.11.25 05:30close1440.101.69780.00000.0000-2.729916.64
2892003.11.26 01:00sell1450.101.69670.00000.0000
2902003.11.26 16:30close1450.101.70800.00000.0000-79.109837.54
2912003.12.02 00:30sell1460.101.71820.00000.0000
2922003.12.02 14:00close1460.101.72130.00000.0000-21.709815.84
2932003.12.02 14:30buy1470.101.72120.00000.0000
2942003.12.03 10:00close1470.101.72780.00000.000045.959861.79
2952003.12.04 03:00sell1480.101.72460.00000.0000
2962003.12.04 15:30close1480.101.72620.00000.0000-11.209850.59
2972003.12.05 16:30buy1490.101.72530.00000.0000
2982003.12.10 07:30close1490.101.74300.00000.0000123.149973.74
2992003.12.11 03:30sell1500.101.73980.00000.0000
3002003.12.11 12:00close1500.101.74250.00000.0000-18.909954.84
3012003.12.11 13:00buy1510.101.74390.00000.0000
3022003.12.12 17:00close1510.101.74590.00000.000013.759968.58
3032003.12.15 01:00sell1520.101.73830.00000.0000
3042003.12.15 15:00close1520.101.74540.00000.0000-49.709918.88
3052003.12.15 16:00buy1530.101.74800.00000.0000
3062003.12.16 07:30close1530.101.74560.00000.0000-17.059901.83