Strategy Tester Report
phoenix ea v5 6 03[5dig]3
InvestTechFx-Live (Build 226)

SymbolGBPUSD# (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2011.01.02 22:00 - 2011.03.18 21:00 (2011.01.01 - 2011.03.19)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGeneralSettings="===== General Settings ============================"; PhoenixMode=1; Lots=1; MaximumRisk=0.05; DecreaseFactor=0; MM=false; PrefSettings=false; ServerTimezone=0; CloseAfterHours=0; BreakEvenAfterPips=0; Mode1="====== Phoenix Mode 1 (Classic) =================="; TakeProfit=73; StopLoss=96; TrailingStop=0; TrailingStep=1; 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=0.1; EnvelopePeriod=18; Signal2="====== Signal 2 =================================="; UseSignal2=true; SMAPeriod=27; SMA2Bars=14; Signal3="====== Signal 3 =================================="; UseSignal3=true; OSMAFast=38; OSMASlow=39; OSMASignal=27; Signal4="====== Signal 4 =================================="; UseSignal4=true; Fast_Period=25; Slow_Period=22; DVBuySell=0.0002; DVStayOut=0.002; Signal5="====== Signal 5 ================================="; UseSignal5=true; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0;
Bars in test6288Ticks modelled3300112Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit13636.98Gross profit29519.99Gross loss-15883.01
Profit factor1.86Expected payoff235.12
Absolute drawdown1292.00Maximal drawdown3472.01 (27.87%)Relative drawdown27.87% (3472.01)
Total trades58Short positions (won %)31 (64.52%)Long positions (won %)27 (77.78%)
Profit trades (% of total)41 (70.69%)Loss trades (% of total)17 (29.31%)
Largestprofit trade720.00loss trade-970.00
Averageprofit trade720.00loss trade-934.29
Maximumconsecutive wins (profit in money)7 (5040.00)consecutive losses (loss in money)3 (-2910.01)
Maximalconsecutive profit (count of wins)5040.00 (7)consecutive loss (count of losses)-2910.01 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.02 23:30buy11.001.555690.000000.00000
22011.01.02 23:30modify11.001.555691.546091.56299
32011.01.03 09:54s/l11.001.546091.546091.56299-970.009030.00
42011.01.03 10:30buy21.001.546510.000000.00000
52011.01.03 10:30modify21.001.546511.536911.55381
62011.01.04 08:27t/p21.001.553811.536911.55381720.009750.00
72011.01.04 10:15sell31.001.561480.000000.00000
82011.01.04 10:15modify31.001.561481.571081.55418
92011.01.05 07:02t/p31.001.554181.571081.55418720.0010470.00
102011.01.05 14:15buy41.001.550060.000000.00000
112011.01.05 14:15modify41.001.550061.540461.55736
122011.01.07 15:49t/p41.001.557361.540461.55736720.0011190.00
132011.01.07 15:49sell51.001.557370.000000.00000
142011.01.07 15:49modify51.001.557371.566971.55007
152011.01.10 08:42t/p51.001.550071.566971.55007720.0011910.00
162011.01.10 16:00sell61.001.556910.000000.00000
172011.01.10 16:00modify61.001.556911.566511.54961
182011.01.12 09:25s/l61.001.566511.566511.54961-970.0010940.00
192011.01.12 16:45sell71.001.570200.000000.00000
202011.01.12 16:45modify71.001.570201.579801.56290
212011.01.13 13:16s/l71.001.579801.579801.56290-970.009969.99
222011.01.13 14:15sell81.001.582930.000000.00000
232011.01.13 14:15modify81.001.582931.592531.57563
242011.01.17 11:58s/l81.001.592531.592531.57563-970.008999.99
252011.01.17 12:45sell91.001.594460.000000.00000
262011.01.17 12:45modify91.001.594461.604061.58716
272011.01.17 18:26t/p91.001.587161.604061.58716720.009719.99
282011.01.17 19:16buy101.001.587900.000000.00000
292011.01.17 19:16modify101.001.587901.578301.59520
302011.01.18 06:51t/p101.001.595201.578301.59520720.0010439.99
312011.01.18 06:51sell111.001.595200.000000.00000
322011.01.18 06:51modify111.001.595201.604801.58790
332011.01.18 09:35s/l111.001.604801.604801.58790-970.009469.99
342011.01.18 09:35sell121.001.604760.000000.00000
352011.01.18 09:35modify121.001.604761.614361.59746
362011.01.18 14:04t/p121.001.597461.614361.59746720.0010189.99
372011.01.18 20:15buy131.001.595550.000000.00000
382011.01.18 20:15modify131.001.595551.585951.60285
392011.01.19 05:56t/p131.001.602851.585951.60285720.0010909.99
402011.01.19 06:00sell141.001.602780.000000.00000
412011.01.19 06:00modify141.001.602781.612381.59548
422011.01.19 10:18t/p141.001.595481.612381.59548720.0011629.99
432011.01.20 03:00buy151.001.593080.000000.00000
442011.01.20 03:00modify151.001.593081.583481.60038
452011.01.20 09:44t/p151.001.600381.583481.60038720.0012349.99
462011.01.20 10:00sell161.001.599400.000000.00000
472011.01.20 10:00modify161.001.599401.609001.59210
482011.01.20 14:34t/p161.001.592101.609001.59210720.0013069.99
492011.01.20 15:45buy171.001.586400.000000.00000
502011.01.20 15:45modify171.001.586401.576801.59370
512011.01.21 03:10t/p171.001.593701.576801.59370720.0013789.99
522011.01.21 08:15sell181.001.593590.000000.00000
532011.01.21 08:15modify181.001.593591.603191.58629
542011.01.25 09:30t/p181.001.586291.603191.58629720.0014509.99
552011.01.25 09:30buy191.001.586130.000000.00000
562011.01.25 09:30modify191.001.586131.576531.59343
572011.01.25 10:53s/l191.001.576531.576531.59343-970.0013539.99
582011.01.25 10:53buy201.001.576560.000000.00000
592011.01.25 10:53modify201.001.576561.566961.58386
602011.01.26 09:30t/p201.001.583861.566961.58386720.0014259.99
612011.01.26 15:15sell211.001.588670.000000.00000
622011.01.26 15:15modify211.001.588671.598271.58137
632011.01.27 13:50s/l211.001.598271.598271.58137-970.0013289.99
642011.01.27 14:00sell221.001.597750.000000.00000
652011.01.27 14:00modify221.001.597751.607351.59045
662011.01.27 16:17t/p221.001.590451.607351.59045720.0014009.99
672011.01.27 18:30buy231.001.591420.000000.00000
682011.01.27 18:30modify231.001.591421.581821.59872
692011.01.31 15:22t/p231.001.598721.581821.59872720.0014729.99
702011.01.31 15:22sell241.001.598750.000000.00000
712011.01.31 15:22modify241.001.598751.608351.59145
722011.02.01 09:28s/l241.001.608351.608351.59145-970.0013759.99
732011.02.01 10:45sell251.001.611560.000000.00000
742011.02.01 10:45modify251.001.611561.621161.60426
752011.02.02 09:31s/l251.001.621161.621161.60426-970.0012789.99
762011.02.02 11:45sell261.001.621920.000000.00000
772011.02.02 11:45modify261.001.621921.631521.61462
782011.02.02 18:59t/p261.001.614621.631521.61462720.0013509.99
792011.02.02 19:15buy271.001.615020.000000.00000
802011.02.02 19:15modify271.001.615021.605421.62232
812011.02.03 07:35t/p271.001.622321.605421.62232720.0014229.99
822011.02.03 10:00sell281.001.625210.000000.00000
832011.02.03 10:00modify281.001.625211.634811.61791
842011.02.03 13:50t/p281.001.617911.634811.61791720.0014949.99
852011.02.03 15:15buy291.001.613030.000000.00000
862011.02.03 15:15modify291.001.613031.603431.62033
872011.02.08 14:44s/l291.001.603431.603431.62033-970.0013979.99
882011.02.08 14:44buy301.001.603440.000000.00000
892011.02.08 14:44modify301.001.603441.593841.61074
902011.02.09 15:07t/p301.001.610741.593841.61074720.0014699.99
912011.02.09 18:15sell311.001.610590.000000.00000
922011.02.09 18:15modify311.001.610591.620191.60329
932011.02.10 09:26t/p311.001.603291.620191.60329720.0015419.99
942011.02.10 14:00buy321.001.602680.000000.00000
952011.02.10 14:00modify321.001.602681.593081.60998
962011.02.10 16:14t/p321.001.609981.593081.60998720.0016139.99
972011.02.10 17:45sell331.001.612380.000000.00000
982011.02.10 17:45modify331.001.612381.621981.60508
992011.02.11 06:01t/p331.001.605081.621981.60508720.0016859.99
1002011.02.11 06:15buy341.001.604440.000000.00000
1012011.02.11 06:15modify341.001.604441.594841.61174
1022011.02.15 11:36t/p341.001.611741.594841.61174720.0017579.99
1032011.02.15 12:30sell351.001.614040.000000.00000
1042011.02.15 12:30modify351.001.614041.623641.60674
1052011.02.16 10:46t/p351.001.606741.623641.60674720.0018299.99
1062011.02.16 12:15buy361.001.606190.000000.00000
1072011.02.16 12:15modify361.001.606191.596591.61349
1082011.02.17 10:05t/p361.001.613491.596591.61349720.0019019.99
1092011.02.17 15:00sell371.001.615950.000000.00000
1102011.02.17 15:00modify371.001.615951.625551.60865
1112011.02.18 18:38s/l371.001.625551.625551.60865-970.0018049.99
1122011.02.18 18:45sell381.001.624960.000000.00000
1132011.02.18 18:45modify381.001.624961.634561.61766
1142011.02.22 01:44t/p381.001.617661.634561.61766720.0018769.98
1152011.02.22 03:30buy391.001.616120.000000.00000
1162011.02.22 03:30modify391.001.616121.606521.62342
1172011.02.23 09:30t/p391.001.623421.606521.62342720.0019489.98
1182011.02.23 09:30sell401.001.623500.000000.00000
1192011.02.23 09:30modify401.001.623501.633101.61620
1202011.02.24 07:48t/p401.001.616201.633101.61620720.0020209.98
1212011.02.24 08:00buy411.001.614520.000000.00000
1222011.02.24 08:00modify411.001.614521.604921.62182
1232011.02.25 14:44s/l411.001.604921.604921.62182-970.0019239.98
1242011.02.25 14:45buy421.001.605250.000000.00000
1252011.02.25 14:45modify421.001.605251.595651.61255
1262011.02.28 06:46t/p421.001.612551.595651.61255720.0019959.98
1272011.02.28 07:30sell431.001.613610.000000.00000
1282011.02.28 07:30modify431.001.613611.623211.60631
1292011.02.28 10:23s/l431.001.623211.623211.60631-970.0018989.98
1302011.02.28 10:23sell441.001.623180.000000.00000
1312011.02.28 10:23modify441.001.623181.632781.61588
1322011.03.01 09:18s/l441.001.632781.632781.61588-970.0018019.98
1332011.03.01 15:30buy451.001.625810.000000.00000
1342011.03.01 15:30modify451.001.625811.616211.63311
1352011.03.02 15:04t/p451.001.633111.616211.63311720.0018739.98
1362011.03.02 15:15sell461.001.633540.000000.00000
1372011.03.02 15:15modify461.001.633541.643141.62624
1382011.03.03 10:36t/p461.001.626241.643141.62624720.0019459.98
1392011.03.03 11:45buy471.001.626820.000000.00000
1402011.03.03 11:45modify471.001.626821.617221.63412
1412011.03.07 11:39t/p471.001.634121.617221.63412720.0020179.98
1422011.03.07 11:39sell481.001.634130.000000.00000
1432011.03.07 11:39modify481.001.634131.643731.62683
1442011.03.07 13:33t/p481.001.626831.643731.62683720.0020899.98
1452011.03.07 15:45buy491.001.622180.000000.00000
1462011.03.07 15:45modify491.001.622181.612581.62948
1472011.03.08 14:29s/l491.001.612581.612581.62948-970.0019929.98
1482011.03.08 14:45buy501.001.614180.000000.00000
1492011.03.08 14:45modify501.001.614181.604581.62148
1502011.03.09 11:45t/p501.001.621481.604581.62148720.0020649.98
1512011.03.09 11:45sell511.001.621500.000000.00000
1522011.03.09 11:45modify511.001.621501.631101.61420
1532011.03.10 08:12t/p511.001.614201.631101.61420720.0021369.98
1542011.03.10 08:15buy521.001.613620.000000.00000
1552011.03.10 08:15modify521.001.613621.604021.62092
1562011.03.10 16:02s/l521.001.604021.604021.62092-970.0020399.98
1572011.03.10 16:02buy531.001.604040.000000.00000
1582011.03.10 16:02modify531.001.604041.594441.61134
1592011.03.14 10:39t/p531.001.611341.594441.61134720.0021119.98
1602011.03.14 14:00sell541.001.613630.000000.00000
1612011.03.14 14:00modify541.001.613631.623231.60633
1622011.03.15 07:32t/p541.001.606331.623231.60633720.0021839.98
1632011.03.15 07:32buy551.001.606330.000000.00000
1642011.03.15 07:32modify551.001.606331.596731.61363
1652011.03.17 09:57t/p551.001.613631.596731.61363720.0022559.98
1662011.03.17 09:57sell561.001.613650.000000.00000
1672011.03.17 09:57modify561.001.613651.623251.60635
1682011.03.18 09:00t/p561.001.606351.623251.60635720.0023279.98
1692011.03.18 09:30buy571.001.608090.000000.00000
1702011.03.18 09:30modify571.001.608091.598491.61539
1712011.03.18 11:32t/p571.001.615391.598491.61539720.0023999.98
1722011.03.18 16:15sell581.001.619880.000000.00000
1732011.03.18 16:15modify581.001.619881.629481.61258
1742011.03.18 21:00close at stop581.001.623411.629481.61258-363.0023636.98