Strategy Tester Report
Phoenix_EA_v4_2

SymbolEURJPY (Euro vs Japanese Yen)
Period15 Minutes (M15) 2006.04.04 00:00 - 2006.10.04 00:00 (2006.04.04 - 2006.10.04)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false; MM=false; AccountIsMicro=false; TakeProfit=64; StopLoss=104; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=18; SMA2Bars=10; Percent=0.018; EnvelopePeriod=6; OSMAFast=5; OSMASlow=30; OSMASignal=5; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=30; Fast_Price=1; Slow_Period=16; Slow_Price=1; DVBuySell=0.0052; DVStayOut=0.027;
Bars in test56960Ticks modelled1072093Modelling quality90.00%
Initial deposit10000.00
Total net profit18496.13Gross profit26710.41Gross loss-8214.28
Profit factor3.25Expected payoff308.27
Absolute drawdown873.36Maximal drawdown1280.24 (4.91%)Relative drawdown9.39% (1262.06)
Total trades60Short positions (won %)30 (76.67%)Long positions (won %)30 (90.00%)
Profit trades (% of total)50 (83.33%)Loss trades (% of total)10 (16.67%)
Largestprofit trade554.43loss trade-911.58
Averageprofit trade534.21loss trade-821.43
Maximumconsecutive wins (profit in money)16 (8536.01)consecutive losses (loss in money)1 (-911.58)
Maximalconsecutive profit (count of wins)8536.01 (16)consecutive loss (count of losses)-911.58 (1)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.04.04 01:15sell11.00142.93143.97142.29
22006.04.04 15:01s/l11.00143.97143.97142.29-873.369126.64
32006.04.04 23:00sell21.00144.04145.08143.40
42006.04.05 06:19t/p21.00143.40145.08143.40531.999658.63
52006.04.05 23:15buy31.00144.22143.18144.86
62006.04.06 13:35t/p31.00144.86143.18144.86543.9310202.56
72006.04.06 23:00sell41.00143.98145.02143.34
82006.04.07 09:16t/p41.00143.34145.02143.34532.0010734.56
92006.04.07 16:30buy51.00142.73141.69143.37
102006.04.10 10:14t/p51.00143.37141.69143.37539.7311274.29
112006.04.10 17:00buy61.00143.30142.26143.94
122006.04.11 14:58t/p61.00143.94142.26143.94539.7311814.02
132006.04.11 20:15buy71.00143.59142.55144.23
142006.04.17 13:42t/p71.00144.23142.55144.23550.2412364.26
152006.04.18 08:45buy81.00144.35143.31144.99
162006.04.19 15:37t/p81.00144.99143.31144.99539.7312903.99
172006.04.20 05:00sell91.00145.25146.29144.61
182006.04.20 16:05t/p91.00144.61146.29144.61537.4513441.44
192006.04.21 00:15buy101.00144.65143.61145.29
202006.04.24 00:00s/l101.00143.61143.61145.29-871.5612569.88
212006.04.26 04:00sell111.00142.81143.85142.17
222006.04.27 12:21t/p111.00142.17143.85142.17521.0813090.96
232006.04.27 16:45sell121.00142.93143.97142.29
242006.05.04 08:06s/l121.00143.97143.97142.29-911.5812179.38
252006.05.04 16:00sell131.00143.76144.80143.12
262006.05.05 16:57t/p131.00143.12144.80143.12532.0012711.38
272006.05.08 10:15buy141.00141.82140.78142.46
282006.05.08 23:00t/p141.00142.46140.78142.46537.6413249.02
292006.05.08 23:30sell151.00141.92142.96141.28
302006.05.10 11:01t/p151.00141.28142.96141.28526.5313775.55
312006.05.10 17:30sell161.00141.65142.69141.01
322006.05.16 07:02t/p161.00141.01142.69141.01504.6914280.24
332006.05.16 15:30sell171.00141.52142.56140.88
342006.05.17 02:18t/p171.00140.88142.56140.88532.0014812.24
352006.05.17 16:00buy181.00140.42139.38141.06
362006.05.17 20:31t/p181.00141.06139.38141.06537.6415349.88
372006.05.18 04:00buy191.00141.21140.17141.85
382006.05.18 13:15t/p191.00141.85140.17141.85537.6315887.51
392006.05.19 11:45sell201.00142.82143.86142.18
402006.05.19 14:58t/p201.00142.18143.86142.18537.4516424.96
412006.05.22 17:30buy211.00143.57142.53144.21
422006.05.30 12:01t/p211.00144.21142.53144.21554.4316979.39
432006.05.31 03:15buy221.00144.09143.05144.73
442006.06.05 09:46t/p221.00144.73143.05144.73548.1317527.52
452006.06.05 20:45sell231.00144.79145.83144.15
462006.06.09 00:29t/p231.00144.15145.83144.15504.6918032.21
472006.06.09 00:29buy241.00144.13143.09144.77
482006.06.13 16:19t/p241.00144.77143.09144.77541.8318574.04
492006.06.14 02:15buy251.00144.50143.46145.14
502006.06.14 18:24t/p251.00145.14143.46145.14537.6419111.68
512006.06.15 00:00buy261.00144.94143.90145.58
522006.06.16 21:00t/p261.00145.58143.90145.58539.7319651.41
532006.06.16 21:15sell271.00145.59146.63144.95
542006.06.19 17:00t/p271.00144.95146.63144.95531.9920183.40
552006.06.19 23:00sell281.00145.28146.32144.64
562006.06.20 08:40t/p281.00144.64146.32144.64531.9920715.39
572006.06.21 00:45sell291.00144.62145.66143.98
582006.06.22 12:31s/l291.00145.66145.66143.98-889.7419825.65
592006.06.22 13:15buy301.00145.53144.49146.17
602006.06.22 18:18t/p301.00146.17144.49146.17537.6320363.28
612006.06.23 05:00buy311.00145.94144.90146.58
622006.06.27 12:21t/p311.00146.58144.90146.58541.8420905.12
632006.06.27 12:30sell321.00146.50147.54145.86
642006.06.28 16:24t/p321.00145.86147.54145.86532.0021437.12
652006.06.29 10:00buy331.00146.13145.09146.77
662006.07.03 12:18t/p331.00146.77145.09146.77541.8421978.96
672006.07.03 12:18sell341.00146.77147.81146.13
682006.07.07 16:54t/p341.00146.13147.81146.13504.7022483.66
692006.07.10 13:00buy351.00145.35144.31145.99
702006.07.12 01:19t/p351.00145.99144.31145.99541.8423025.50
712006.07.12 07:15sell361.00145.93146.97145.29
722006.07.14 03:40s/l361.00146.97146.97145.29-895.2022130.30
732006.07.17 02:45buy371.00146.83145.79147.47
742006.07.20 12:56t/p371.00147.47145.79147.47548.1322678.43
752006.07.20 23:00sell381.00147.77148.81147.13
762006.07.21 10:04t/p381.00147.13148.81147.13531.9923210.42
772006.07.21 17:45sell391.00147.57148.61146.93
782006.07.26 10:00t/p391.00146.93148.61146.93521.0823731.50
792006.07.26 15:00sell401.00147.10148.14146.46
802006.07.28 11:13t/p401.00146.46148.14146.46515.6124247.11
812006.07.28 13:15buy411.00146.54145.50147.18
822006.08.03 14:45t/p411.00147.18145.50147.18550.2324797.34
832006.08.04 00:00buy421.00147.21146.17147.85
842006.08.07 11:57t/p421.00147.85146.17147.85539.7425337.08
852006.08.07 19:45buy431.00147.68146.64148.32
862006.08.09 16:10t/p431.00148.32146.64148.32541.8325878.91
872006.08.09 23:15buy441.00148.35147.31148.99
882006.08.10 16:02s/l441.00147.31147.31148.99-867.3525011.56
892006.08.10 23:45buy451.00147.44146.40148.08
902006.08.11 10:09t/p451.00148.08146.40148.08539.7425551.30
912006.08.14 02:15buy461.00148.06147.02148.70
922006.08.16 13:31t/p461.00148.70147.02148.70541.8426093.14
932006.08.16 13:31sell471.00148.72149.76148.08
942006.08.21 16:48s/l471.00149.76149.76148.08-900.6625192.48
952006.08.22 05:30sell481.00149.44150.48148.80
962006.08.23 04:59t/p481.00148.80150.48148.80532.0025724.48
972006.08.23 10:15sell491.00149.09150.13148.45
982006.08.30 07:08s/l491.00150.13150.13148.45-911.5824812.90
992006.08.30 15:00sell501.00150.13151.17149.49
1002006.09.04 09:46t/p501.00149.49151.17149.49510.1525323.05
1012006.09.05 00:30sell511.00149.38150.42148.74
1022006.09.05 02:50t/p511.00148.74150.42148.74537.4525860.50
1032006.09.05 02:50buy521.00148.73147.69149.37
1042006.09.06 20:42t/p521.00149.37147.69149.37539.7326400.23
1052006.09.07 02:15sell531.00149.50150.54148.86
1062006.09.07 10:56t/p531.00148.86150.54148.86537.4526937.68
1072006.09.11 02:15buy541.00147.87146.83148.51
1082006.09.11 08:31t/p541.00148.51146.83148.51537.6427475.32
1092006.09.11 22:30sell551.00149.41150.45148.77
1102006.09.15 15:31t/p551.00148.77150.45148.77504.7027980.02
1112006.09.18 18:15sell561.00149.64150.68149.00
1122006.09.19 11:42t/p561.00149.00150.68149.00531.9928512.01
1132006.09.20 03:00buy571.00148.88147.84149.52
1142006.09.26 12:04s/l571.00147.84147.84149.52-861.0527650.96
1152006.09.27 01:15buy581.00148.54147.50149.18
1162006.09.27 16:12t/p581.00149.18147.50149.18537.6328188.59
1172006.09.28 00:30buy591.00149.17148.13149.81
1182006.09.29 17:28t/p591.00149.81148.13149.81539.7428728.33
1192006.10.02 11:30sell601.00149.89150.93149.25
1202006.10.03 23:59close at stop601.00150.16150.93149.25-232.2028496.13