Symbol | GBPUSD (Great British Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2006.06.01 00:00 - 2006.11.01 00:00 (2006.06.01 - 2006.11.01) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | GeneralSettings="===== General Settings ============================"; signal_count=1; PhoenixMode=1; Lots=1; MaximumRisk=0.51; DecreaseFactor=0; MM=true; AccountIsMicro=false; PrefSettings=false; CloseAfterHours=0; BreakEvenAfterPips=0; Mode1="====== Phoenix Mode 1 (Classic) =================="; TakeProfit=42; StopLoss=84; TrailingStop=0; Mode2="====== Phoenix Mode 2 (Second trade)=============="; Mode2_OpenTrade_2=0; Mode2_TakeProfit=0; Mode2_StopLoss=0; Mode2_CloseFirstTrade=false; Mode3="====== Phoenix Mode 3 (Three trades at once) ====="; Mode3_CloseTrade2_3=0; Mode3_TakeProfit=0; Mode3_StopLoss=0; Signal1="====== Signal 1 ==================================="; UseSignal1=true; Percent=0.0063; EnvelopePeriod=6; Signal2="====== Signal 2 =================================="; UseSignal2=true; SMAPeriod=4; SMA2Bars=5; Signal3="====== Signal 3 =================================="; UseSignal3=true; OSMAFast=20; OSMASlow=19; OSMASignal=15; Signal4="====== Signal 4 =================================="; | ||||
Bars in test | 58843 | Ticks modelled | 715647 | Modelling quality | 90.00% |
Initial deposit | 3000.00 | ||||
Total net profit | 1085834.40 | Gross profit | 1637300.40 | Gross loss | -551466.00 |
Profit factor | 2.97 | Expected payoff | 16705.14 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 125235.00 (14.88%) | Relative drawdown | 42.86% (51912.00) |
Total trades | 65 | Short positions (won %) | 34 (88.24%) | Long positions (won %) | 31 (90.32%) |
Profit trades (% of total) | 58 (89.23%) | Loss trades (% of total) | 7 (10.77%) | ||
Largest | profit trade | 41580.00 | loss trade | -83655.00 | |
Average | profit trade | 28229.32 | loss trade | -78780.86 | |
Maximum | consecutive wins (profit in money) | 19 (118125.40) | consecutive losses (loss in money) | 1 (-83655.00) | |
Maximal | consecutive profit (count of wins) | 619728.00 (15) | consecutive loss (count of losses) | -83655.00 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.06.01 18:30 | sell | 1 | 1.50 | 1.8675 | 1.8759 | 1.8633 | ||
2 | 2006.06.02 08:17 | t/p | 1 | 1.50 | 1.8633 | 1.8759 | 1.8633 | 630.00 | 3630.00 |
3 | 2006.06.07 13:15 | sell | 2 | 1.90 | 1.8623 | 1.8707 | 1.8581 | ||
4 | 2006.06.07 14:02 | t/p | 2 | 1.90 | 1.8581 | 1.8707 | 1.8581 | 798.00 | 4428.00 |
5 | 2006.06.08 21:15 | sell | 3 | 2.30 | 1.8427 | 1.8511 | 1.8385 | ||
6 | 2006.06.09 14:33 | t/p | 3 | 2.30 | 1.8385 | 1.8511 | 1.8385 | 966.00 | 5394.00 |
7 | 2006.06.12 00:00 | buy | 4 | 2.80 | 1.8399 | 1.8315 | 1.8441 | ||
8 | 2006.06.12 08:32 | t/p | 4 | 2.80 | 1.8441 | 1.8315 | 1.8441 | 1176.00 | 6570.00 |
9 | 2006.06.12 19:00 | sell | 5 | 3.40 | 1.8438 | 1.8522 | 1.8396 | ||
10 | 2006.06.13 08:07 | t/p | 5 | 3.40 | 1.8396 | 1.8522 | 1.8396 | 1428.00 | 7998.00 |
11 | 2006.06.14 21:30 | buy | 6 | 4.10 | 1.8439 | 1.8355 | 1.8481 | ||
12 | 2006.06.15 11:45 | t/p | 6 | 4.10 | 1.8481 | 1.8355 | 1.8481 | 1709.70 | 9707.70 |
13 | 2006.06.15 20:00 | buy | 7 | 5.00 | 1.8478 | 1.8394 | 1.8520 | ||
14 | 2006.06.16 02:30 | t/p | 7 | 5.00 | 1.8520 | 1.8394 | 1.8520 | 2095.00 | 11802.70 |
15 | 2006.06.19 09:45 | sell | 8 | 6.00 | 1.8450 | 1.8534 | 1.8408 | ||
16 | 2006.06.19 15:35 | t/p | 8 | 6.00 | 1.8408 | 1.8534 | 1.8408 | 2520.00 | 14322.70 |
17 | 2006.06.19 23:00 | sell | 9 | 7.30 | 1.8416 | 1.8500 | 1.8374 | ||
18 | 2006.06.20 14:30 | t/p | 9 | 7.30 | 1.8374 | 1.8500 | 1.8374 | 3066.00 | 17388.70 |
19 | 2006.06.20 14:30 | buy | 10 | 8.90 | 1.8373 | 1.8289 | 1.8415 | ||
20 | 2006.06.20 14:57 | t/p | 10 | 8.90 | 1.8415 | 1.8289 | 1.8415 | 3738.00 | 21126.70 |
21 | 2006.06.20 14:57 | buy | 11 | 10.80 | 1.8418 | 1.8334 | 1.8460 | ||
22 | 2006.06.21 04:05 | t/p | 11 | 10.80 | 1.8460 | 1.8334 | 1.8460 | 4525.20 | 25651.90 |
23 | 2006.06.21 18:30 | sell | 12 | 13.10 | 1.8447 | 1.8531 | 1.8405 | ||
24 | 2006.06.22 10:17 | t/p | 12 | 13.10 | 1.8405 | 1.8531 | 1.8405 | 5502.00 | 31153.90 |
25 | 2006.06.22 20:30 | sell | 13 | 15.90 | 1.8281 | 1.8365 | 1.8239 | ||
26 | 2006.06.23 10:55 | t/p | 13 | 15.90 | 1.8239 | 1.8365 | 1.8239 | 6678.00 | 37831.90 |
27 | 2006.06.23 19:15 | sell | 14 | 19.30 | 1.8209 | 1.8293 | 1.8167 | ||
28 | 2006.06.26 17:04 | t/p | 14 | 19.30 | 1.8167 | 1.8293 | 1.8167 | 8106.00 | 45937.90 |
29 | 2006.06.28 23:15 | sell | 15 | 23.40 | 1.8190 | 1.8274 | 1.8148 | ||
30 | 2006.06.29 10:23 | t/p | 15 | 23.40 | 1.8148 | 1.8274 | 1.8148 | 9828.00 | 55765.90 |
31 | 2006.06.30 10:30 | buy | 16 | 28.40 | 1.8309 | 1.8225 | 1.8351 | ||
32 | 2006.06.30 12:36 | t/p | 16 | 28.40 | 1.8351 | 1.8225 | 1.8351 | 11928.00 | 67693.90 |
33 | 2006.07.06 21:45 | buy | 17 | 34.50 | 1.8371 | 1.8287 | 1.8413 | ||
34 | 2006.07.07 11:38 | t/p | 17 | 34.50 | 1.8413 | 1.8287 | 1.8413 | 14455.50 | 82149.40 |
35 | 2006.07.10 21:45 | sell | 18 | 41.90 | 1.8414 | 1.8498 | 1.8372 | ||
36 | 2006.07.11 11:48 | t/p | 18 | 41.90 | 1.8372 | 1.8498 | 1.8372 | 17598.00 | 99747.40 |
37 | 2006.07.11 16:15 | sell | 19 | 50.90 | 1.8408 | 1.8492 | 1.8366 | ||
38 | 2006.07.12 14:31 | t/p | 19 | 50.90 | 1.8366 | 1.8492 | 1.8366 | 21378.00 | 121125.40 |
39 | 2006.07.12 23:30 | sell | 20 | 61.80 | 1.8344 | 1.8428 | 1.8302 | ||
40 | 2006.07.13 14:43 | s/l | 20 | 61.80 | 1.8428 | 1.8428 | 1.8302 | -51912.00 | 69213.40 |
41 | 2006.07.14 14:15 | sell | 21 | 35.30 | 1.8422 | 1.8506 | 1.8380 | ||
42 | 2006.07.14 15:03 | t/p | 21 | 35.30 | 1.8380 | 1.8506 | 1.8380 | 14826.00 | 84039.40 |
43 | 2006.07.14 21:30 | sell | 22 | 42.90 | 1.8383 | 1.8467 | 1.8341 | ||
44 | 2006.07.17 09:57 | t/p | 22 | 42.90 | 1.8341 | 1.8467 | 1.8341 | 18018.00 | 102057.40 |
45 | 2006.07.18 19:00 | buy | 23 | 52.00 | 1.8254 | 1.8170 | 1.8296 | ||
46 | 2006.07.19 11:16 | t/p | 23 | 52.00 | 1.8296 | 1.8170 | 1.8296 | 21788.00 | 123845.40 |
47 | 2006.07.20 01:45 | buy | 24 | 63.20 | 1.8422 | 1.8338 | 1.8464 | ||
48 | 2006.07.20 03:21 | t/p | 24 | 63.20 | 1.8464 | 1.8338 | 1.8464 | 26544.00 | 150389.40 |
49 | 2006.07.20 09:15 | buy | 25 | 76.70 | 1.8439 | 1.8355 | 1.8481 | ||
50 | 2006.07.20 12:41 | t/p | 25 | 76.70 | 1.8481 | 1.8355 | 1.8481 | 32214.00 | 182603.40 |
51 | 2006.07.24 13:45 | sell | 26 | 93.10 | 1.8530 | 1.8614 | 1.8488 | ||
52 | 2006.07.24 17:06 | t/p | 26 | 93.10 | 1.8488 | 1.8614 | 1.8488 | 39102.00 | 221705.40 |
53 | 2006.07.25 00:00 | sell | 27 | 99.00 | 1.8513 | 1.8597 | 1.8471 | ||
54 | 2006.07.25 02:25 | t/p | 27 | 99.00 | 1.8471 | 1.8597 | 1.8471 | 41580.00 | 263285.40 |
55 | 2006.07.26 00:45 | sell | 28 | 99.00 | 1.8401 | 1.8485 | 1.8359 | ||
56 | 2006.07.26 18:05 | s/l | 28 | 99.00 | 1.8485 | 1.8485 | 1.8359 | -83160.00 | 180125.40 |
57 | 2006.07.27 03:45 | buy | 29 | 91.90 | 1.8540 | 1.8456 | 1.8582 | ||
58 | 2006.07.27 09:10 | t/p | 29 | 91.90 | 1.8582 | 1.8456 | 1.8582 | 38598.00 | 218723.40 |
59 | 2006.07.28 21:45 | buy | 30 | 99.00 | 1.8641 | 1.8557 | 1.8683 | ||
60 | 2006.07.31 15:18 | t/p | 30 | 99.00 | 1.8683 | 1.8557 | 1.8683 | 41481.00 | 260204.40 |
61 | 2006.08.03 22:00 | buy | 31 | 99.00 | 1.8886 | 1.8802 | 1.8928 | ||
62 | 2006.08.04 14:27 | t/p | 31 | 99.00 | 1.8928 | 1.8802 | 1.8928 | 41481.00 | 301685.40 |
63 | 2006.08.04 22:00 | buy | 32 | 99.00 | 1.9085 | 1.9001 | 1.9127 | ||
64 | 2006.08.08 20:14 | t/p | 32 | 99.00 | 1.9127 | 1.9001 | 1.9127 | 41382.00 | 343067.40 |
65 | 2006.08.10 04:00 | sell | 33 | 99.00 | 1.9057 | 1.9141 | 1.9015 | ||
66 | 2006.08.10 09:49 | t/p | 33 | 99.00 | 1.9015 | 1.9141 | 1.9015 | 41580.00 | 384647.40 |
67 | 2006.08.10 23:45 | sell | 34 | 99.00 | 1.8938 | 1.9022 | 1.8896 | ||
68 | 2006.08.11 14:33 | t/p | 34 | 99.00 | 1.8896 | 1.9022 | 1.8896 | 41580.00 | 426227.40 |
69 | 2006.08.14 03:15 | sell | 35 | 99.00 | 1.8934 | 1.9018 | 1.8892 | ||
70 | 2006.08.14 10:28 | t/p | 35 | 99.00 | 1.8892 | 1.9018 | 1.8892 | 41580.00 | 467807.40 |
71 | 2006.08.14 21:30 | buy | 36 | 99.00 | 1.8881 | 1.8797 | 1.8923 | ||
72 | 2006.08.15 07:25 | t/p | 36 | 99.00 | 1.8923 | 1.8797 | 1.8923 | 41481.00 | 509288.40 |
73 | 2006.08.15 21:15 | buy | 37 | 99.00 | 1.8938 | 1.8854 | 1.8980 | ||
74 | 2006.08.16 14:31 | t/p | 37 | 99.00 | 1.8980 | 1.8854 | 1.8980 | 41481.00 | 550769.40 |
75 | 2006.08.16 21:45 | buy | 38 | 99.00 | 1.8952 | 1.8868 | 1.8994 | ||
76 | 2006.08.17 10:29 | t/p | 38 | 99.00 | 1.8994 | 1.8868 | 1.8994 | 41283.00 | 592052.40 |
77 | 2006.08.18 02:30 | sell | 39 | 99.00 | 1.8853 | 1.8937 | 1.8811 | ||
78 | 2006.08.18 13:20 | t/p | 39 | 99.00 | 1.8811 | 1.8937 | 1.8811 | 41580.00 | 633632.40 |
79 | 2006.08.22 12:45 | buy | 40 | 99.00 | 1.8919 | 1.8835 | 1.8961 | ||
80 | 2006.08.23 15:40 | t/p | 40 | 99.00 | 1.8961 | 1.8835 | 1.8961 | 41481.00 | 675113.40 |
81 | 2006.08.24 07:45 | sell | 41 | 99.00 | 1.8916 | 1.9000 | 1.8874 | ||
82 | 2006.08.24 21:32 | t/p | 41 | 99.00 | 1.8874 | 1.9000 | 1.8874 | 41580.00 | 716693.40 |
83 | 2006.08.25 17:00 | buy | 42 | 99.00 | 1.8863 | 1.8779 | 1.8905 | ||
84 | 2006.08.25 17:15 | t/p | 42 | 99.00 | 1.8905 | 1.8779 | 1.8905 | 41580.00 | 758273.40 |
85 | 2006.08.29 03:15 | sell | 43 | 99.00 | 1.8962 | 1.9046 | 1.8920 | ||
86 | 2006.08.29 16:52 | t/p | 43 | 99.00 | 1.8920 | 1.9046 | 1.8920 | 41580.00 | 799853.40 |
87 | 2006.08.30 00:00 | sell | 44 | 99.00 | 1.8992 | 1.9076 | 1.8950 | ||
88 | 2006.08.31 08:45 | s/l | 44 | 99.00 | 1.9076 | 1.9076 | 1.8950 | -83160.00 | 716693.40 |
89 | 2006.08.31 22:45 | sell | 45 | 99.00 | 1.9046 | 1.9130 | 1.9004 | ||
90 | 2006.09.01 14:30 | t/p | 45 | 99.00 | 1.9004 | 1.9130 | 1.9004 | 41580.00 | 758273.40 |
91 | 2006.09.06 21:15 | sell | 46 | 99.00 | 1.8842 | 1.8926 | 1.8800 | ||
92 | 2006.09.07 12:37 | t/p | 46 | 99.00 | 1.8800 | 1.8926 | 1.8800 | 41580.00 | 799853.40 |
93 | 2006.09.07 19:15 | sell | 47 | 99.00 | 1.8766 | 1.8850 | 1.8724 | ||
94 | 2006.09.08 09:16 | t/p | 47 | 99.00 | 1.8724 | 1.8850 | 1.8724 | 41580.00 | 841433.40 |
95 | 2006.09.11 22:45 | sell | 48 | 99.00 | 1.8650 | 1.8734 | 1.8608 | ||
96 | 2006.09.12 11:07 | s/l | 48 | 99.00 | 1.8734 | 1.8734 | 1.8608 | -83160.00 | 758273.40 |
97 | 2006.09.12 19:15 | buy | 49 | 99.00 | 1.8740 | 1.8656 | 1.8782 | ||
98 | 2006.09.14 09:21 | t/p | 49 | 99.00 | 1.8782 | 1.8656 | 1.8782 | 41184.00 | 799457.40 |
99 | 2006.09.14 22:00 | buy | 50 | 99.00 | 1.8868 | 1.8784 | 1.8910 | ||
100 | 2006.09.15 15:34 | s/l | 50 | 99.00 | 1.8784 | 1.8784 | 1.8910 | -83259.00 | 716198.40 |
101 | 2006.09.19 19:45 | buy | 51 | 99.00 | 1.8812 | 1.8728 | 1.8854 | ||
102 | 2006.09.20 15:02 | t/p | 51 | 99.00 | 1.8854 | 1.8728 | 1.8854 | 41481.00 | 757679.40 |
103 | 2006.09.20 23:45 | buy | 52 | 99.00 | 1.8878 | 1.8794 | 1.8920 | ||
104 | 2006.09.21 03:51 | t/p | 52 | 99.00 | 1.8920 | 1.8794 | 1.8920 | 41283.00 | 798962.40 |
105 | 2006.09.22 14:15 | buy | 53 | 99.00 | 1.9028 | 1.8944 | 1.9070 | ||
106 | 2006.09.25 08:34 | t/p | 53 | 99.00 | 1.9070 | 1.8944 | 1.9070 | 41481.00 | 840443.40 |
107 | 2006.09.27 22:15 | sell | 54 | 99.00 | 1.8888 | 1.8972 | 1.8846 | ||
108 | 2006.09.28 08:24 | t/p | 54 | 99.00 | 1.8846 | 1.8972 | 1.8846 | 41580.00 | 882023.40 |
109 | 2006.09.28 21:30 | sell | 55 | 99.00 | 1.8765 | 1.8849 | 1.8723 | ||
110 | 2006.09.29 08:53 | t/p | 55 | 99.00 | 1.8723 | 1.8849 | 1.8723 | 41580.00 | 923603.40 |
111 | 2006.10.02 23:45 | buy | 56 | 99.00 | 1.8867 | 1.8783 | 1.8909 | ||
112 | 2006.10.05 15:00 | s/l | 56 | 99.00 | 1.8783 | 1.8783 | 1.8909 | -83655.00 | 839948.40 |
113 | 2006.10.05 20:45 | sell | 57 | 99.00 | 1.8788 | 1.8872 | 1.8746 | ||
114 | 2006.10.06 08:41 | t/p | 57 | 99.00 | 1.8746 | 1.8872 | 1.8746 | 41580.00 | 881528.40 |
115 | 2006.10.09 19:30 | sell | 58 | 99.00 | 1.8659 | 1.8743 | 1.8617 | ||
116 | 2006.10.10 10:30 | t/p | 58 | 99.00 | 1.8617 | 1.8743 | 1.8617 | 41580.00 | 923108.40 |
117 | 2006.10.13 10:30 | buy | 59 | 99.00 | 1.8617 | 1.8533 | 1.8659 | ||
118 | 2006.10.13 16:06 | s/l | 59 | 99.00 | 1.8533 | 1.8533 | 1.8659 | -83160.00 | 839948.40 |
119 | 2006.10.17 22:45 | buy | 60 | 99.00 | 1.8702 | 1.8618 | 1.8744 | ||
120 | 2006.10.19 16:35 | t/p | 60 | 99.00 | 1.8744 | 1.8618 | 1.8744 | 41184.00 | 881132.40 |
121 | 2006.10.20 00:15 | buy | 61 | 99.00 | 1.8773 | 1.8689 | 1.8815 | ||
122 | 2006.10.20 10:52 | t/p | 61 | 99.00 | 1.8815 | 1.8689 | 1.8815 | 41580.00 | 922712.40 |
123 | 2006.10.23 20:15 | sell | 62 | 99.00 | 1.8723 | 1.8807 | 1.8681 | ||
124 | 2006.10.24 09:29 | t/p | 62 | 99.00 | 1.8681 | 1.8807 | 1.8681 | 41580.00 | 964292.40 |
125 | 2006.10.24 23:30 | buy | 63 | 99.00 | 1.8734 | 1.8650 | 1.8776 | ||
126 | 2006.10.25 12:42 | t/p | 63 | 99.00 | 1.8776 | 1.8650 | 1.8776 | 41481.00 | 1005773.40 |
127 | 2006.10.27 02:30 | buy | 64 | 99.00 | 1.8901 | 1.8817 | 1.8943 | ||
128 | 2006.10.27 14:32 | t/p | 64 | 99.00 | 1.8943 | 1.8817 | 1.8943 | 41580.00 | 1047353.40 |
129 | 2006.10.30 20:30 | buy | 65 | 99.00 | 1.9023 | 1.8939 | 1.9065 | ||
130 | 2006.10.31 17:27 | t/p | 65 | 99.00 | 1.9065 | 1.8939 | 1.9065 | 41481.00 | 1088834.40 |