Strategy Tester Report
PhoenixTEST_E
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2006.02.20 00:00 - 2006.08.18 00:00 (2006.07.18 - 2006.08.18) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; MyMAPeriod=55; MyDistance=0.008; Percent=0.075; TakeProfit=110; StopLoss=80; TrailingStop=70; OSMAFast=23; OSMASlow=11; OSMASignal=4; MM=false; AccountIsMicro=true; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; | ||||
| Bars in test | 53876 | Ticks modelled | 712025 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 2608.52 | Gross profit | 3000.27 | Gross loss | -391.75 |
| Profit factor | 7.66 | Expected payoff | 260.85 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 391.75 (3.71%) | Relative drawdown | 3.71% (391.75) |
| Total trades | 10 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 9 (90.00%) | Loss trades (% of total) | 1 (10.00%) | ||
| Largest | profit trade | 673.20 | loss trade | -391.75 | |
| Average | profit trade | 333.36 | loss trade | -391.75 | |
| Maximum | consecutive wins (profit in money) | 7 (2428.47) | consecutive losses (loss in money) | 1 (-391.75) | |
| Maximal | consecutive profit (count of wins) | 2428.47 (7) | consecutive loss (count of losses) | -391.75 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.07.18 12:00 | buy | 1 | 0.50 | 1.2521 | 1.2441 | 1.2631 | ||
| 2 | 2006.07.19 18:58 | modify | 1 | 0.50 | 1.2521 | 1.2521 | 1.2631 | ||
| 3 | 2006.07.19 18:58 | modify | 1 | 0.50 | 1.2521 | 1.2522 | 1.2631 | ||
| 4 | 2006.07.19 18:59 | modify | 1 | 0.50 | 1.2521 | 1.2522 | 1.2631 | ||
| 5 | 2006.07.19 18:59 | modify | 1 | 0.50 | 1.2521 | 1.2525 | 1.2631 | ||
| 6 | 2006.07.19 18:59 | modify | 1 | 0.50 | 1.2521 | 1.2526 | 1.2631 | ||
| 7 | 2006.07.19 18:59 | modify | 1 | 0.50 | 1.2521 | 1.2527 | 1.2631 | ||
| 8 | 2006.07.19 19:27 | modify | 1 | 0.50 | 1.2521 | 1.2528 | 1.2631 | ||
| 9 | 2006.07.19 19:28 | modify | 1 | 0.50 | 1.2521 | 1.2532 | 1.2631 | ||
| 10 | 2006.07.19 19:28 | modify | 1 | 0.50 | 1.2521 | 1.2533 | 1.2631 | ||
| 11 | 2006.07.19 19:29 | modify | 1 | 0.50 | 1.2521 | 1.2534 | 1.2631 | ||
| 12 | 2006.07.19 19:47 | modify | 1 | 0.50 | 1.2521 | 1.2535 | 1.2631 | ||
| 13 | 2006.07.19 19:50 | modify | 1 | 0.50 | 1.2521 | 1.2535 | 1.2631 | ||
| 14 | 2006.07.19 19:50 | modify | 1 | 0.50 | 1.2521 | 1.2536 | 1.2631 | ||
| 15 | 2006.07.19 19:50 | modify | 1 | 0.50 | 1.2521 | 1.2537 | 1.2631 | ||
| 16 | 2006.07.19 20:02 | modify | 1 | 0.50 | 1.2521 | 1.2538 | 1.2631 | ||
| 17 | 2006.07.20 03:04 | modify | 1 | 0.50 | 1.2521 | 1.2539 | 1.2631 | ||
| 18 | 2006.07.20 03:06 | modify | 1 | 0.50 | 1.2521 | 1.2540 | 1.2631 | ||
| 19 | 2006.07.20 03:08 | modify | 1 | 0.50 | 1.2521 | 1.2541 | 1.2631 | ||
| 20 | 2006.07.20 03:08 | modify | 1 | 0.50 | 1.2521 | 1.2541 | 1.2631 | ||
| 21 | 2006.07.20 03:09 | modify | 1 | 0.50 | 1.2521 | 1.2542 | 1.2631 | ||
| 22 | 2006.07.20 03:13 | modify | 1 | 0.50 | 1.2521 | 1.2543 | 1.2631 | ||
| 23 | 2006.07.20 03:14 | modify | 1 | 0.50 | 1.2521 | 1.2544 | 1.2631 | ||
| 24 | 2006.07.20 03:18 | modify | 1 | 0.50 | 1.2521 | 1.2544 | 1.2631 | ||
| 25 | 2006.07.20 03:21 | modify | 1 | 0.50 | 1.2521 | 1.2545 | 1.2631 | ||
| 26 | 2006.07.20 03:24 | modify | 1 | 0.50 | 1.2521 | 1.2546 | 1.2631 | ||
| 27 | 2006.07.20 03:24 | modify | 1 | 0.50 | 1.2521 | 1.2547 | 1.2631 | ||
| 28 | 2006.07.20 12:27 | modify | 1 | 0.50 | 1.2521 | 1.2549 | 1.2631 | ||
| 29 | 2006.07.20 12:28 | modify | 1 | 0.50 | 1.2521 | 1.2550 | 1.2631 | ||
| 30 | 2006.07.20 12:28 | modify | 1 | 0.50 | 1.2521 | 1.2551 | 1.2631 | ||
| 31 | 2006.07.20 12:28 | modify | 1 | 0.50 | 1.2521 | 1.2554 | 1.2631 | ||
| 32 | 2006.07.20 12:36 | modify | 1 | 0.50 | 1.2521 | 1.2555 | 1.2631 | ||
| 33 | 2006.07.20 12:36 | modify | 1 | 0.50 | 1.2521 | 1.2556 | 1.2631 | ||
| 34 | 2006.07.20 12:36 | modify | 1 | 0.50 | 1.2521 | 1.2556 | 1.2631 | ||
| 35 | 2006.07.20 12:37 | modify | 1 | 0.50 | 1.2521 | 1.2557 | 1.2631 | ||
| 36 | 2006.07.20 12:37 | modify | 1 | 0.50 | 1.2521 | 1.2557 | 1.2631 | ||
| 37 | 2006.07.20 12:37 | modify | 1 | 0.50 | 1.2521 | 1.2558 | 1.2631 | ||
| 38 | 2006.07.20 12:49 | modify | 1 | 0.50 | 1.2521 | 1.2558 | 1.2631 | ||
| 39 | 2006.07.20 12:55 | modify | 1 | 0.50 | 1.2521 | 1.2559 | 1.2631 | ||
| 40 | 2006.07.20 12:55 | t/p | 1 | 0.50 | 1.2631 | 1.2559 | 1.2631 | 535.80 | 10535.80 |
| 41 | 2006.07.20 13:45 | sell | 2 | 0.50 | 1.2637 | 1.2717 | 1.2527 | ||
| 42 | 2006.07.25 18:19 | modify | 2 | 0.50 | 1.2637 | 1.2637 | 1.2527 | ||
| 43 | 2006.07.25 18:19 | modify | 2 | 0.50 | 1.2637 | 1.2636 | 1.2527 | ||
| 44 | 2006.07.26 08:14 | modify | 2 | 0.50 | 1.2637 | 1.2632 | 1.2527 | ||
| 45 | 2006.07.26 18:01 | s/l | 2 | 0.50 | 1.2632 | 1.2632 | 1.2527 | 36.00 | 10571.80 |
| 46 | 2006.07.26 19:30 | sell | 3 | 0.50 | 1.2652 | 1.2732 | 1.2542 | ||
| 47 | 2006.07.27 07:38 | s/l | 3 | 0.50 | 1.2732 | 1.2732 | 1.2542 | -391.75 | 10180.05 |
| 48 | 2006.07.27 16:00 | sell | 4 | 0.50 | 1.2744 | 1.2824 | 1.2634 | ||
| 49 | 2006.07.28 13:00 | modify | 4 | 0.50 | 1.2744 | 1.2744 | 1.2634 | ||
| 50 | 2006.07.28 13:00 | modify | 4 | 0.50 | 1.2744 | 1.2743 | 1.2634 | ||
| 51 | 2006.07.28 13:00 | modify | 4 | 0.50 | 1.2744 | 1.2742 | 1.2634 | ||
| 52 | 2006.07.28 13:00 | modify | 4 | 0.50 | 1.2744 | 1.2742 | 1.2634 | ||
| 53 | 2006.07.28 13:34 | modify | 4 | 0.50 | 1.2744 | 1.2740 | 1.2634 | ||
| 54 | 2006.07.28 13:34 | modify | 4 | 0.50 | 1.2744 | 1.2740 | 1.2634 | ||
| 55 | 2006.07.28 13:35 | modify | 4 | 0.50 | 1.2744 | 1.2739 | 1.2634 | ||
| 56 | 2006.07.28 13:35 | modify | 4 | 0.50 | 1.2744 | 1.2739 | 1.2634 | ||
| 57 | 2006.07.28 13:36 | modify | 4 | 0.50 | 1.2744 | 1.2738 | 1.2634 | ||
| 58 | 2006.07.28 13:46 | modify | 4 | 0.50 | 1.2744 | 1.2735 | 1.2634 | ||
| 59 | 2006.07.28 13:47 | modify | 4 | 0.50 | 1.2744 | 1.2734 | 1.2634 | ||
| 60 | 2006.07.28 13:47 | modify | 4 | 0.50 | 1.2744 | 1.2734 | 1.2634 | ||
| 61 | 2006.07.28 13:57 | modify | 4 | 0.50 | 1.2744 | 1.2733 | 1.2634 | ||
| 62 | 2006.07.28 13:57 | modify | 4 | 0.50 | 1.2744 | 1.2733 | 1.2634 | ||
| 63 | 2006.07.28 13:58 | modify | 4 | 0.50 | 1.2744 | 1.2732 | 1.2634 | ||
| 64 | 2006.07.28 14:34 | s/l | 4 | 0.50 | 1.2732 | 1.2732 | 1.2634 | 62.75 | 10242.80 |
| 65 | 2006.07.28 14:34 | buy | 5 | 0.50 | 1.2733 | 1.2653 | 1.2843 | ||
| 66 | 2006.08.01 18:12 | modify | 5 | 0.50 | 1.2733 | 1.2733 | 1.2843 | ||
| 67 | 2006.08.01 18:12 | modify | 5 | 0.50 | 1.2733 | 1.2735 | 1.2843 | ||
| 68 | 2006.08.01 18:12 | modify | 5 | 0.50 | 1.2733 | 1.2736 | 1.2843 | ||
| 69 | 2006.08.01 18:12 | modify | 5 | 0.50 | 1.2733 | 1.2737 | 1.2843 | ||
| 70 | 2006.08.01 18:12 | modify | 5 | 0.50 | 1.2733 | 1.2737 | 1.2843 | ||
| 71 | 2006.08.01 18:14 | modify | 5 | 0.50 | 1.2733 | 1.2739 | 1.2843 | ||
| 72 | 2006.08.01 18:14 | modify | 5 | 0.50 | 1.2733 | 1.2740 | 1.2843 | ||
| 73 | 2006.08.01 18:14 | modify | 5 | 0.50 | 1.2733 | 1.2741 | 1.2843 | ||
| 74 | 2006.08.01 18:16 | modify | 5 | 0.50 | 1.2733 | 1.2743 | 1.2843 | ||
| 75 | 2006.08.01 18:16 | modify | 5 | 0.50 | 1.2733 | 1.2744 | 1.2843 | ||
| 76 | 2006.08.01 18:16 | modify | 5 | 0.50 | 1.2733 | 1.2745 | 1.2843 | ||
| 77 | 2006.08.01 18:16 | modify | 5 | 0.50 | 1.2733 | 1.2746 | 1.2843 | ||
| 78 | 2006.08.01 18:16 | modify | 5 | 0.50 | 1.2733 | 1.2747 | 1.2843 | ||
| 79 | 2006.08.01 18:16 | modify | 5 | 0.50 | 1.2733 | 1.2748 | 1.2843 | ||
| 80 | 2006.08.01 18:16 | modify | 5 | 0.50 | 1.2733 | 1.2749 | 1.2843 | ||
| 81 | 2006.08.01 18:16 | modify | 5 | 0.50 | 1.2733 | 1.2749 | 1.2843 | ||
| 82 | 2006.08.01 19:11 | modify | 5 | 0.50 | 1.2733 | 1.2750 | 1.2843 | ||
| 83 | 2006.08.01 21:32 | modify | 5 | 0.50 | 1.2733 | 1.2751 | 1.2843 | ||
| 84 | 2006.08.01 21:33 | modify | 5 | 0.50 | 1.2733 | 1.2751 | 1.2843 | ||
| 85 | 2006.08.01 21:33 | modify | 5 | 0.50 | 1.2733 | 1.2752 | 1.2843 | ||
| 86 | 2006.08.01 21:33 | modify | 5 | 0.50 | 1.2733 | 1.2752 | 1.2843 | ||
| 87 | 2006.08.01 21:37 | modify | 5 | 0.50 | 1.2733 | 1.2753 | 1.2843 | ||
| 88 | 2006.08.01 22:07 | modify | 5 | 0.50 | 1.2733 | 1.2754 | 1.2843 | ||
| 89 | 2006.08.01 22:08 | modify | 5 | 0.50 | 1.2733 | 1.2755 | 1.2843 | ||
| 90 | 2006.08.01 22:12 | modify | 5 | 0.50 | 1.2733 | 1.2756 | 1.2843 | ||
| 91 | 2006.08.01 22:27 | modify | 5 | 0.50 | 1.2733 | 1.2757 | 1.2843 | ||
| 92 | 2006.08.01 22:28 | modify | 5 | 0.50 | 1.2733 | 1.2758 | 1.2843 | ||
| 93 | 2006.08.01 22:54 | modify | 5 | 0.50 | 1.2733 | 1.2759 | 1.2843 | ||
| 94 | 2006.08.01 23:07 | modify | 5 | 0.50 | 1.2733 | 1.2760 | 1.2843 | ||
| 95 | 2006.08.02 04:43 | modify | 5 | 0.50 | 1.2733 | 1.2760 | 1.2843 | ||
| 96 | 2006.08.02 04:43 | modify | 5 | 0.50 | 1.2733 | 1.2761 | 1.2843 | ||
| 97 | 2006.08.02 04:44 | modify | 5 | 0.50 | 1.2733 | 1.2762 | 1.2843 | ||
| 98 | 2006.08.02 05:07 | modify | 5 | 0.50 | 1.2733 | 1.2763 | 1.2843 | ||
| 99 | 2006.08.02 05:08 | modify | 5 | 0.50 | 1.2733 | 1.2764 | 1.2843 | ||
| 100 | 2006.08.03 02:23 | s/l | 5 | 0.50 | 1.2764 | 1.2764 | 1.2843 | 133.70 | 10376.50 |
| 101 | 2006.08.03 03:45 | buy | 6 | 0.50 | 1.2758 | 1.2678 | 1.2868 | ||
| 102 | 2006.08.03 14:41 | modify | 6 | 0.50 | 1.2758 | 1.2760 | 1.2868 | ||
| 103 | 2006.08.03 14:41 | modify | 6 | 0.50 | 1.2758 | 1.2763 | 1.2868 | ||
| 104 | 2006.08.04 14:30 | modify | 6 | 0.50 | 1.2758 | 1.2764 | 1.2868 | ||
| 105 | 2006.08.04 14:30 | modify | 6 | 0.50 | 1.2758 | 1.2767 | 1.2868 | ||
| 106 | 2006.08.04 14:30 | modify | 6 | 0.50 | 1.2758 | 1.2768 | 1.2868 | ||
| 107 | 2006.08.04 14:30 | modify | 6 | 0.50 | 1.2758 | 1.2769 | 1.2868 | ||
| 108 | 2006.08.04 14:30 | modify | 6 | 0.50 | 1.2758 | 1.2772 | 1.2868 | ||
| 109 | 2006.08.04 14:30 | modify | 6 | 0.50 | 1.2758 | 1.2777 | 1.2868 | ||
| 110 | 2006.08.04 14:30 | modify | 6 | 0.50 | 1.2758 | 1.2779 | 1.2868 | ||
| 111 | 2006.08.04 14:30 | modify | 6 | 0.50 | 1.2758 | 1.2780 | 1.2868 | ||
| 112 | 2006.08.04 14:30 | modify | 6 | 0.50 | 1.2758 | 1.2783 | 1.2868 | ||
| 113 | 2006.08.04 14:30 | modify | 6 | 0.50 | 1.2758 | 1.2783 | 1.2868 | ||
| 114 | 2006.08.04 14:30 | modify | 6 | 0.50 | 1.2758 | 1.2796 | 1.2868 | ||
| 115 | 2006.08.04 14:30 | t/p | 6 | 0.50 | 1.2868 | 1.2796 | 1.2868 | 546.45 | 10922.95 |
| 116 | 2006.08.04 15:30 | sell | 7 | 0.50 | 1.2874 | 1.2954 | 1.2764 | ||
| 117 | 2006.08.09 00:48 | modify | 7 | 0.50 | 1.2874 | 1.2873 | 1.2764 | ||
| 118 | 2006.08.09 00:48 | modify | 7 | 0.50 | 1.2874 | 1.2868 | 1.2764 | ||
| 119 | 2006.08.09 00:48 | modify | 7 | 0.50 | 1.2874 | 1.2865 | 1.2764 | ||
| 120 | 2006.08.09 00:48 | modify | 7 | 0.50 | 1.2874 | 1.2862 | 1.2764 | ||
| 121 | 2006.08.09 00:49 | modify | 7 | 0.50 | 1.2874 | 1.2860 | 1.2764 | ||
| 122 | 2006.08.09 00:49 | modify | 7 | 0.50 | 1.2874 | 1.2859 | 1.2764 | ||
| 123 | 2006.08.09 00:49 | modify | 7 | 0.50 | 1.2874 | 1.2858 | 1.2764 | ||
| 124 | 2006.08.09 00:49 | modify | 7 | 0.50 | 1.2874 | 1.2857 | 1.2764 | ||
| 125 | 2006.08.09 00:49 | modify | 7 | 0.50 | 1.2874 | 1.2854 | 1.2764 | ||
| 126 | 2006.08.09 00:49 | modify | 7 | 0.50 | 1.2874 | 1.2850 | 1.2764 | ||
| 127 | 2006.08.09 00:49 | modify | 7 | 0.50 | 1.2874 | 1.2847 | 1.2764 | ||
| 128 | 2006.08.09 00:49 | modify | 7 | 0.50 | 1.2874 | 1.2843 | 1.2764 | ||
| 129 | 2006.08.09 00:49 | modify | 7 | 0.50 | 1.2874 | 1.2839 | 1.2764 | ||
| 130 | 2006.08.09 00:59 | modify | 7 | 0.50 | 1.2874 | 1.2837 | 1.2764 | ||
| 131 | 2006.08.09 09:00 | s/l | 7 | 0.50 | 1.2837 | 1.2837 | 1.2764 | 193.25 | 11116.20 |
| 132 | 2006.08.09 09:00 | sell | 8 | 0.60 | 1.2835 | 1.2915 | 1.2725 | ||
| 133 | 2006.08.10 16:37 | modify | 8 | 0.60 | 1.2835 | 1.2834 | 1.2725 | ||
| 134 | 2006.08.10 16:37 | modify | 8 | 0.60 | 1.2835 | 1.2832 | 1.2725 | ||
| 135 | 2006.08.10 16:37 | modify | 8 | 0.60 | 1.2835 | 1.2830 | 1.2725 | ||
| 136 | 2006.08.10 16:37 | modify | 8 | 0.60 | 1.2835 | 1.2829 | 1.2725 | ||
| 137 | 2006.08.10 17:17 | modify | 8 | 0.60 | 1.2835 | 1.2827 | 1.2725 | ||
| 138 | 2006.08.10 17:18 | modify | 8 | 0.60 | 1.2835 | 1.2825 | 1.2725 | ||
| 139 | 2006.08.10 17:18 | modify | 8 | 0.60 | 1.2835 | 1.2824 | 1.2725 | ||
| 140 | 2006.08.10 17:18 | modify | 8 | 0.60 | 1.2835 | 1.2823 | 1.2725 | ||
| 141 | 2006.08.10 17:18 | modify | 8 | 0.60 | 1.2835 | 1.2822 | 1.2725 | ||
| 142 | 2006.08.10 17:18 | modify | 8 | 0.60 | 1.2835 | 1.2821 | 1.2725 | ||
| 143 | 2006.08.10 17:18 | modify | 8 | 0.60 | 1.2835 | 1.2821 | 1.2725 | ||
| 144 | 2006.08.10 17:18 | modify | 8 | 0.60 | 1.2835 | 1.2820 | 1.2725 | ||
| 145 | 2006.08.11 08:33 | modify | 8 | 0.60 | 1.2835 | 1.2820 | 1.2725 | ||
| 146 | 2006.08.11 08:33 | modify | 8 | 0.60 | 1.2835 | 1.2819 | 1.2725 | ||
| 147 | 2006.08.11 08:33 | modify | 8 | 0.60 | 1.2835 | 1.2815 | 1.2725 | ||
| 148 | 2006.08.11 08:34 | modify | 8 | 0.60 | 1.2835 | 1.2814 | 1.2725 | ||
| 149 | 2006.08.11 14:30 | modify | 8 | 0.60 | 1.2835 | 1.2811 | 1.2725 | ||
| 150 | 2006.08.11 14:31 | modify | 8 | 0.60 | 1.2835 | 1.2809 | 1.2725 | ||
| 151 | 2006.08.11 14:31 | modify | 8 | 0.60 | 1.2835 | 1.2806 | 1.2725 | ||
| 152 | 2006.08.11 14:31 | modify | 8 | 0.60 | 1.2835 | 1.2803 | 1.2725 | ||
| 153 | 2006.08.11 14:31 | modify | 8 | 0.60 | 1.2835 | 1.2798 | 1.2725 | ||
| 154 | 2006.08.11 14:31 | t/p | 8 | 0.60 | 1.2725 | 1.2798 | 1.2725 | 673.20 | 11789.40 |
| 155 | 2006.08.11 15:30 | buy | 9 | 0.60 | 1.2732 | 1.2652 | 1.2842 | ||
| 156 | 2006.08.15 15:46 | modify | 9 | 0.60 | 1.2732 | 1.2732 | 1.2842 | ||
| 157 | 2006.08.15 15:46 | modify | 9 | 0.60 | 1.2732 | 1.2733 | 1.2842 | ||
| 158 | 2006.08.16 14:30 | modify | 9 | 0.60 | 1.2732 | 1.2737 | 1.2842 | ||
| 159 | 2006.08.16 14:30 | modify | 9 | 0.60 | 1.2732 | 1.2759 | 1.2842 | ||
| 160 | 2006.08.16 14:31 | modify | 9 | 0.60 | 1.2732 | 1.2759 | 1.2842 | ||
| 161 | 2006.08.16 14:31 | modify | 9 | 0.60 | 1.2732 | 1.2769 | 1.2842 | ||
| 162 | 2006.08.16 14:31 | t/p | 9 | 0.60 | 1.2842 | 1.2769 | 1.2842 | 647.22 | 12436.62 |
| 163 | 2006.08.16 15:30 | sell | 10 | 0.60 | 1.2856 | 1.2936 | 1.2746 | ||
| 164 | 2006.08.17 23:59 | close at stop | 10 | 0.60 | 1.2829 | 1.2936 | 1.2746 | 171.90 | 12608.52 |