Strategy Tester Report
PriceChannelExpert_v4

SymbolEURCHF (Euro vs Swiss Franc)
Period1 Hour (H1) 2004.07.05 00:00 - 2006.04.28 00:00 (2004.07.04 - 2006.04.28)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersExpert_Name="---- PriceChannelExpert_v4 ----"; Magic=10000; Slippage=6; Trace=false; Main_data=" Trade Volume & Trade Method"; Lots=1; TakeProfit=150; InitialStop=70; TrailingStop=false; SwingTrade=true; PendingOrder=true; PendOrdGap=10; BreakEven=30; BreakEvenGap=0; Calc_data=" Price Channel Parameters "; MainTimeFrame=1440; MainChanPeriod=9; MainRisk=0.3; ChanPeriod=9; Risk=0.3; MM_data=" MoneyManagement by L.Williams "; MM=true; MMRisk=0.12; MaxLoss=1000;
Bars in test11553Ticks modelled1197180Modelling quality90.00%
Initial deposit10000.00
Total net profit1303.73Gross profit3494.43Gross loss-2190.70
Profit factor1.60Expected payoff81.48
Absolute drawdown137.06Maximal drawdown (%)1858.01 (15.9%)
Total trades16Short positions (won %)9 (33.33%)Long positions (won %)7 (85.71%)
Profit trades (% of total)9 (56.25%)Loss trades (% of total)7 (43.75%)
Largestprofit trade1385.94loss trade-801.32
Averageprofit trade388.27loss trade-312.96
Maximumconsecutive wins (profit in money)3 (1440.79)consecutive losses (loss in money)3 (-516.31)
Maximalconsecutive profit (count of wins)1440.79 (3)consecutive loss (count of losses)-1602.44 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.07.08 00:00sell stop11.201.51571.52271.5007
22004.07.08 05:00delete11.201.51571.52271.5007
32004.07.15 02:00buy stop21.201.52361.51661.5386
42004.07.15 05:00delete21.201.52361.51661.5386
52004.08.16 15:00sell stop31.201.53021.53721.5152
62004.08.16 17:00delete31.201.53021.53721.5152
72004.08.24 10:00buy stop41.201.54331.53631.5583
82004.08.24 11:00delete41.201.54331.53631.5583
92004.09.02 11:00sell stop51.201.53271.53971.5177
102004.09.02 19:00delete51.201.53271.53971.5177
112004.09.10 08:00buy stop61.201.54211.53511.5571
122004.09.10 09:51buy61.201.54211.53511.5571
132004.09.16 22:00modify61.201.54211.54211.5571
142004.09.20 15:00modify61.201.54211.54511.5571
152004.09.21 13:50s/l61.201.54511.54511.5571327.6010327.60
162004.10.12 01:00sell stop71.201.54721.55421.5322
172004.10.12 06:00delete71.201.54721.55421.5322
182004.12.02 11:00buy stop81.201.52371.51671.5387
192004.12.02 11:54buy81.201.52371.51671.5387
202004.12.02 17:00modify81.201.52371.52371.5387
212004.12.03 18:56s/l81.201.52371.52371.53874.4110332.01
222005.01.18 10:00sell stop91.201.54421.55121.5292
232005.01.18 11:24sell91.201.54421.55121.5292
242005.01.19 16:00modify91.201.54421.54421.5292
252005.01.19 18:57s/l91.201.54421.54421.5292-22.7210309.29
262005.01.26 07:00buy stop101.201.54941.54241.5644
272005.01.26 08:00delete101.201.54941.54241.5644
282005.02.15 08:00sell stop111.201.55221.55921.5372
292005.02.15 09:16sell111.201.55221.55921.5372
302005.02.16 00:00modify111.201.55221.55221.5372
312005.02.18 17:00modify111.201.55221.54921.5372
322005.02.22 06:00modify111.201.55221.54621.5372
332005.02.22 12:00modify111.201.55221.54321.5372
342005.02.22 14:20t/p111.201.53721.54321.53721385.9411695.23
352005.03.04 10:00buy stop121.401.55011.54311.5651
362005.03.04 10:14buy121.401.55011.54311.5651
372005.03.09 17:00modify121.401.55011.55011.5651
382005.03.09 21:05s/l121.401.55011.55011.565125.7311720.96
392005.03.18 08:00sell stop131.401.54631.55331.5313
402005.03.18 10:00delete131.401.54631.55331.5313
412005.03.22 08:00buy stop141.401.55351.54651.5685
422005.03.22 09:00delete141.401.55351.54651.5685
432005.03.31 04:00sell stop151.401.54741.55441.5324
442005.03.31 09:00delete151.401.54741.55441.5324
452005.05.04 00:00buy stop161.401.54451.53751.5595
462005.05.04 05:00delete161.401.54451.53751.5595
472005.05.18 07:00sell stop171.401.54211.54911.5271
482005.05.18 10:20sell171.401.54211.54911.5271
492005.05.20 14:40s/l171.401.54911.54911.5271-801.1110919.84
502005.05.23 18:00buy stop181.301.54921.54221.5642
512005.05.24 02:00delete181.301.54921.54221.5642
522005.06.01 11:00sell stop191.301.53161.53861.5166
532005.06.01 11:18sell191.301.53161.53861.5166
542005.06.10 17:28s/l191.301.53861.53861.5166-801.3210118.52
552005.06.15 10:00buy stop201.201.53891.53191.5539
562005.06.15 10:16buy201.201.53891.53191.5539
572005.06.17 12:00modify201.201.53891.53891.5539
582005.06.17 18:00modify201.201.53891.54191.5539
592005.06.21 09:39s/l201.201.54191.54191.5539305.5510424.07
602005.08.01 09:00sell stop211.301.56071.56771.5457
612005.08.01 10:11sell211.301.56071.56771.5457
622005.08.02 10:00modify211.301.56071.56071.5457
632005.08.05 15:42s/l211.301.56071.56071.5457-49.2310374.84
642005.09.14 11:00buy stop221.201.54851.54151.5635
652005.09.14 12:00delete221.201.54851.54151.5635
662005.10.04 10:00sell stop231.201.54991.55691.5349
672005.10.04 15:00delete231.201.54991.55691.5349
682005.10.17 10:00buy stop241.201.55271.54571.5677
692005.10.17 11:18buy241.201.55271.54571.5677
702005.10.18 15:00modify241.201.55271.55271.5677
712005.10.18 22:56s/l241.201.55271.55271.56774.4110379.25
722005.10.21 11:00sell stop251.201.54471.55171.5297
732005.10.21 15:34sell251.201.54471.55171.5297
742005.11.08 14:00modify251.201.54471.54471.5297
752005.11.08 23:05s/l251.201.54471.54471.5297-121.1910258.06
762005.11.17 17:00buy stop261.201.54831.54131.5633
772005.11.17 21:52buy261.201.54831.54131.5633
782005.12.05 14:00close261.201.54401.54131.5633-342.099915.97
792005.12.05 14:00sell stop271.201.54241.54941.5274
802005.12.05 17:26sell271.201.54241.54941.5274
812005.12.06 16:00modify271.201.54241.54241.5274
822005.12.12 14:33s/l271.201.54241.54241.5274-53.029862.94
832005.12.16 07:00buy stop281.201.54581.53881.5608
842005.12.16 08:00delete281.201.54581.53881.5608
852006.01.03 10:00sell stop291.201.55201.55901.5370
862006.01.03 15:37sell291.201.55201.55901.5370
872006.01.04 15:00modify291.201.55201.55201.5370
882006.01.05 15:00modify291.201.55201.54901.5370
892006.01.06 16:00modify291.201.55201.54601.5370
902006.01.10 19:22s/l291.201.54601.54601.5370522.5610385.50
912006.01.17 06:00buy stop301.201.55221.54521.5672
922006.01.17 09:00delete301.201.55221.54521.5672
932006.01.24 17:00sell stop311.201.54611.55311.5311
942006.01.24 21:00delete311.201.54611.55311.5311
952006.01.30 10:00buy stop321.201.55551.54851.5705
962006.01.30 10:34buy321.201.55551.54851.5705
972006.02.16 14:00modify321.201.55551.55551.5705
982006.02.17 05:00modify321.201.55551.55851.5705
992006.02.21 12:32s/l321.201.55851.55851.5705384.9410770.44
1002006.03.07 06:00sell stop331.301.55821.56521.5432
1012006.03.07 07:00delete331.301.55821.56521.5432
1022006.03.15 03:00buy stop341.301.56671.55971.5817
1032006.03.15 06:00delete341.301.56671.55971.5817
1042006.04.11 16:00sell stop351.301.57561.58261.5606
1052006.04.11 16:45sell351.301.57561.58261.5606
1062006.04.12 21:00modify351.301.57561.57561.5606
1072006.04.17 16:00modify351.301.57561.57261.5606
1082006.04.18 12:00modify351.301.57561.56961.5606
1092006.04.20 08:49s/l351.301.56961.56961.5606533.2911303.73
1102006.04.21 11:00buy stop361.401.57691.56991.5919
1112006.04.21 17:00delete361.401.57691.56991.5919