Strategy Tester Report
Phoenix_4_2_CONTEST

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2006.03.20 00:00 - 2006.09.20 00:00 (2006.03.20 - 2006.09.20)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; MaximumRisk=0.5; DecreaseFactor=1; PrefSettings=true; MM=true; AccountIsMicro=false; TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=7; SMA2Bars=14; Percent=0.0032; EnvelopePeriod=2; OSMAFast=5; OSMASlow=30; OSMASignal=2; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=25; Fast_Price=1; Slow_Period=15; Slow_Price=1; DVBuySell=0.003; DVStayOut=0.024;
Bars in test55982Ticks modelled800250Modelling quality90.00%
Initial deposit10000.00
Total net profit82722.72Gross profit167694.96Gross loss-84972.24
Profit factor1.97Expected payoff689.36
Absolute drawdown0.00Maximal drawdown11288.16 (21.76%)Relative drawdown26.30% (3582.70)
Total trades120Short positions (won %)58 (77.59%)Long positions (won %)62 (82.26%)
Profit trades (% of total)96 (80.00%)Loss trades (% of total)24 (20.00%)
Largestprofit trade2103.95loss trade-3862.37
Averageprofit trade1746.82loss trade-3540.51
Maximumconsecutive wins (profit in money)12 (19959.53)consecutive losses (loss in money)3 (-7184.91)
Maximalconsecutive profit (count of wins)20351.85 (11)consecutive loss (count of losses)-7635.24 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.03.20 01:00sell15.00116.18117.02115.76
22006.03.20 14:52t/p15.00115.76117.02115.761814.1011814.10
32006.03.20 15:00buy25.00115.65114.81116.07
42006.03.20 15:49t/p25.00116.07114.81116.071809.1013623.20
52006.03.21 00:30sell35.00116.37117.21115.95
62006.03.21 17:58s/l35.00117.21117.21115.95-3582.7010040.50
72006.03.21 17:58sell45.00117.20118.04116.78
82006.03.22 14:35t/p45.00116.78118.04116.781735.0511775.55
92006.03.22 14:35buy55.00116.77115.93117.19
102006.03.23 06:15t/p55.00117.19115.93117.191961.3413736.90
112006.03.23 11:15buy65.00117.01116.17117.43
122006.03.23 16:28t/p65.00117.43116.17117.431787.8415524.74
132006.03.23 16:30sell75.00117.60118.44117.18
142006.03.24 15:10s/l75.00118.44118.44117.18-3609.4611915.28
152006.03.24 15:15sell85.00118.41119.25117.99
162006.03.24 16:01t/p85.00117.99119.25117.991780.7213696.00
172006.03.27 01:45sell95.00117.59118.43117.17
182006.03.27 02:51t/p95.00117.17118.43117.171792.4215488.42
192006.03.27 03:45buy105.00116.87116.03117.29
202006.03.28 18:16t/p105.00117.29116.03117.291846.8917335.31
212006.03.29 03:45buy115.00117.85117.01118.27
222006.04.03 06:25t/p115.00118.27117.01118.272057.3019392.61
232006.04.04 01:45sell125.00117.67118.51117.25
242006.04.05 03:17t/p125.00117.25118.51117.251727.8421120.46
252006.04.05 03:17buy135.00117.24116.40117.66
262006.04.05 15:08t/p135.00117.66116.40117.661784.5022904.96
272006.04.06 02:00sell145.00117.62118.46117.20
282006.04.10 11:32s/l145.00118.46118.46117.20-3671.9119233.04
292006.04.10 16:45sell155.00118.42119.26118.00
302006.04.12 02:36t/p155.00118.00119.26118.001653.1020886.14
312006.04.12 07:30sell165.00118.19119.03117.77
322006.04.17 14:21t/p165.00117.77119.03117.771466.4922352.63
332006.04.17 14:30buy175.00117.72116.88118.14
342006.04.18 10:07t/p175.00118.14116.88118.141833.8624186.50
352006.04.18 20:30buy185.00117.35116.51117.77
362006.04.19 15:22t/p185.00117.77116.51117.771839.1426025.64
372006.04.19 15:22sell195.00117.80118.64117.38
382006.04.19 18:21t/p195.00117.38118.64117.381789.0627814.70
392006.04.20 13:00buy205.00117.72116.88118.14
402006.04.21 14:50s/l205.00116.88116.88118.14-3537.8924276.81
412006.04.21 20:30buy215.00116.89116.05117.31
422006.04.24 00:00s/l215.00116.05116.05117.31-3573.9420702.87
432006.04.24 06:30buy220.10115.79114.95116.21
442006.04.24 09:37s/l220.10114.95114.95116.21-73.0820629.79
452006.04.24 18:30buy230.10114.63113.79115.05
462006.04.26 01:30t/p230.10115.05113.79115.0538.7720668.56
472006.04.26 02:00sell245.00114.88115.72114.46
482006.04.27 12:02t/p245.00114.46115.72114.461645.2822313.84
492006.04.27 12:02buy255.00114.42113.58114.84
502006.04.27 13:51t/p255.00114.84113.58114.841828.1624142.00
512006.04.27 16:00sell265.00114.99115.83114.57
522006.04.27 16:01t/p265.00114.57115.83114.571834.0625976.06
532006.04.27 16:01sell275.00114.47115.31114.05
542006.04.27 16:46t/p275.00114.05115.31114.051841.3027817.36
552006.04.28 09:00buy285.00114.24113.40114.66
562006.05.01 04:13s/l285.00113.40113.40114.66-3647.5724169.79
572006.05.01 11:45sell295.00113.24114.08112.82
582006.05.01 14:42t/p295.00112.82114.08112.821861.5426031.33
592006.05.01 15:00buy305.00112.68111.84113.10
602006.05.01 17:35t/p305.00113.10111.84113.101856.6027887.93
612006.05.02 06:45buy315.00113.75112.91114.17
622006.05.03 08:34s/l315.00112.91112.91114.17-3663.3124224.62
632006.05.03 08:34buy325.00112.94112.10113.36
642006.05.03 10:21t/p325.00113.36112.10113.361852.5126077.13
652006.05.03 10:21buy335.00113.39112.55113.81
662006.05.03 20:03t/p335.00113.81112.55113.811845.0127922.14
672006.05.03 21:00sell345.00113.59114.43113.17
682006.05.05 15:07t/p345.00113.17114.43113.171602.3529524.49
692006.05.08 00:00sell355.00112.57113.41112.15
702006.05.08 00:00t/p355.00112.15113.41112.151875.8431400.33
712006.05.08 00:00sell365.00111.92112.76111.50
722006.05.08 09:04t/p365.00111.50112.76111.501883.7533284.08
732006.05.08 16:00sell375.00111.50112.34111.08
742006.05.09 16:19t/p375.00111.08112.34111.081827.3435111.42
752006.05.09 22:15buy385.00111.10110.26111.52
762006.05.10 20:43s/l385.00110.26110.26111.52-3753.4131358.01
772006.05.10 20:45buy395.00110.23109.39110.65
782006.05.11 00:21t/p395.00110.65109.39110.652067.2633425.28
792006.05.11 01:00sell405.00110.88111.72110.46
802006.05.11 17:34t/p405.00110.46111.72110.461901.4935326.77
812006.05.12 08:30buy415.00110.02109.18110.44
822006.05.12 16:31t/p415.00110.44109.18110.441901.4837228.25
832006.05.15 06:45buy425.00109.55108.71109.97
842006.05.15 10:04t/p425.00109.97108.71109.971909.6139137.86
852006.05.15 10:04sell435.00109.97110.81109.55
862006.05.16 01:40s/l435.00110.81110.81109.55-3853.6335284.23
872006.05.16 04:45buy445.00110.28109.44110.70
882006.05.17 02:28s/l445.00109.44109.44110.70-3781.6131502.62
892006.05.17 02:28buy450.10109.46108.62109.88
902006.05.17 16:33t/p450.10109.88108.62109.8838.2231540.84
912006.05.18 03:30buy465.00110.75109.91111.17
922006.05.18 13:35t/p465.00111.17109.91111.171888.6633429.50
932006.05.18 13:35sell475.00111.19112.03110.77
942006.05.18 15:30t/p475.00110.77112.03110.771896.5135326.01
952006.05.19 18:15sell485.00111.77112.61111.35
962006.05.22 08:26s/l485.00112.61112.61111.35-3792.7231533.29
972006.05.23 01:45sell495.00111.67112.51111.25
982006.05.23 06:48t/p495.00111.25112.51111.251887.8133421.10
992006.05.23 07:00buy505.00111.11110.27111.53
1002006.05.23 09:55t/p505.00111.53110.27111.531882.3935303.49
1012006.05.23 17:30buy515.00111.28110.44111.70
1022006.05.23 22:26t/p515.00111.70110.44111.701880.0437183.53
1032006.05.24 11:00buy525.00111.86111.02112.28
1042006.05.24 15:15t/p525.00112.28111.02112.281870.1639053.69
1052006.05.24 16:15sell535.00112.55113.39112.13
1062006.05.25 14:32t/p535.00112.13113.39112.131682.9240736.61
1072006.05.26 01:30buy545.00111.78110.94112.20
1082006.05.26 06:19t/p545.00112.20110.94112.201870.9942607.60
1092006.05.26 10:15buy555.00111.93111.09112.35
1102006.05.26 15:31t/p555.00112.35111.09112.351868.5044476.10
1112006.05.26 15:31sell565.00112.39113.23111.97
1122006.05.30 05:33t/p565.00111.97113.23111.971749.1346225.23
1132006.05.30 13:45sell575.00112.17113.01111.75
1142006.05.30 16:04t/p575.00111.75113.01111.751879.5348104.76
1152006.05.30 18:45buy585.00112.06111.22112.48
1162006.05.31 20:31t/p585.00112.48111.22112.481923.4550028.21
1172006.06.01 03:00buy595.00112.66111.82113.08
1182006.06.01 12:41t/p595.00113.08111.82113.081856.9351885.14
1192006.06.02 01:30buy605.00112.56111.72112.98
1202006.06.02 15:13s/l605.00111.72111.72112.98-3759.4048125.74
1212006.06.02 22:15sell615.00111.59112.43111.17
1222006.06.06 01:46s/l615.00112.43112.43111.17-3862.3744263.37
1232006.06.06 09:15buy620.10112.13111.29112.55
1242006.06.06 14:12t/p620.10112.55111.29112.5537.3244300.69
1252006.06.06 14:12sell635.00112.55113.39112.13
1262006.06.06 16:47s/l635.00113.39113.39112.13-3703.7140596.98
1272006.06.07 03:15buy645.00113.07112.23113.49
1282006.06.07 15:32t/p645.00113.49112.23113.491849.9042446.88
1292006.06.07 20:30buy655.00113.47112.63113.89
1302006.06.08 09:19t/p655.00113.89112.63113.892013.1144459.99
1312006.06.08 09:30sell665.00113.92114.76113.50
1322006.06.13 09:06s/l665.00114.76114.76113.50-3849.8840610.11
1332006.06.13 12:00buy675.00114.45113.61114.87
1342006.06.13 16:06t/p675.00114.87113.61114.871828.1542438.26
1352006.06.14 00:45sell685.00115.27116.11114.85
1362006.06.14 09:45t/p685.00114.85116.11114.851828.6444266.90
1372006.06.14 09:45buy695.00114.84114.00115.26
1382006.06.14 14:30t/p695.00115.26114.00115.261821.9746088.87
1392006.06.14 17:15buy705.00114.85114.01115.27
1402006.06.19 00:20t/p705.00115.27114.01115.272103.9548192.82
1412006.06.19 00:20sell715.00115.28116.12114.86
1422006.06.20 08:47t/p715.00114.86116.12114.861765.2749958.10
1432006.06.20 20:45buy725.00114.85114.01115.27
1442006.06.22 12:15t/p725.00115.27114.01115.272047.5052005.60
1452006.06.23 00:00buy735.00116.16115.32116.58
1462006.06.23 14:49t/p735.00116.58115.32116.581801.3453806.94
1472006.06.26 08:00sell745.00116.36117.20115.94
1482006.06.27 03:19t/p745.00115.94117.20115.941748.0855555.02
1492006.06.27 08:30sell755.00116.20117.04115.78
1502006.06.29 20:17t/p755.00115.78117.04115.781560.8257115.85
1512006.06.30 04:30buy765.00114.89114.05115.31
1522006.07.05 15:15t/p765.00115.31114.05115.311989.6159105.46
1532006.07.05 23:00sell775.00115.71116.55115.29
1542006.07.06 14:57t/p775.00115.29116.55115.291631.7460737.20
1552006.07.06 14:57buy785.00115.27114.43115.69
1562006.07.07 14:30s/l785.00114.43114.43115.69-3614.8757122.33
1572006.07.10 00:00sell795.00113.87114.71113.45
1582006.07.10 11:17t/p795.00113.45114.71113.451851.5258973.85
1592006.07.10 13:15sell805.00113.84114.68113.42
1602006.07.11 15:14s/l805.00114.68114.68113.42-3725.7255248.13
1612006.07.11 18:00buy815.00114.17113.33114.59
1622006.07.12 10:08t/p815.00114.59113.33114.591888.9257137.05
1632006.07.12 23:00sell825.00115.50116.34115.08
1642006.07.13 10:03t/p825.00115.08116.34115.081634.7558771.80
1652006.07.13 17:30buy835.00115.38114.54115.80
1662006.07.14 03:21t/p835.00115.80114.54115.801869.9360641.73
1672006.07.14 03:30sell845.00115.73116.57115.31
1682006.07.17 09:55s/l845.00116.57116.57115.31-3666.0456975.70
1692006.07.17 20:30sell855.00117.12117.96116.70
1702006.07.19 18:59t/p855.00116.70117.96116.701672.7858648.47
1712006.07.20 00:30sell865.00116.86117.70116.44
1722006.07.21 09:36t/p865.00116.44117.70116.441740.1560388.62
1732006.07.21 09:36buy875.00116.44115.60116.86
1742006.07.24 20:04t/p875.00116.86115.60116.861853.4862242.11
1752006.07.25 03:30sell885.00116.83117.67116.41
1762006.07.26 20:20t/p885.00116.41117.67116.411741.0863983.19
1772006.07.27 03:00sell895.00116.30117.14115.88
1782006.07.27 10:31t/p895.00115.88117.14115.881812.2265795.41
1792006.07.27 20:15sell905.00115.78116.62115.36
1802006.07.28 11:42t/p905.00115.36116.62115.361757.1967552.60
1812006.07.28 13:00sell915.00115.67116.51115.25
1822006.07.28 14:31t/p915.00115.25116.51115.251822.7669375.36
1832006.07.28 15:00sell925.00115.03115.87114.61
1842006.07.31 04:35t/p925.00114.61115.87114.611769.1071144.46
1852006.07.31 05:00buy935.00114.58113.74115.00
1862006.08.01 14:43t/p935.00115.00113.74115.001881.7673026.23
1872006.08.01 14:43buy945.00115.08114.24115.50
1882006.08.02 04:40s/l945.00114.24114.24115.50-3620.0169406.22
1892006.08.02 09:45sell955.00114.41115.25113.99
1902006.08.03 17:13s/l955.00115.25115.25113.99-3834.0165572.21
1912006.08.04 06:45buy960.10115.10114.26115.52
1922006.08.04 13:00t/p960.10115.52114.26115.5236.3665608.57
1932006.08.07 02:45buy975.00114.36113.52114.78
1942006.08.07 11:27t/p975.00114.78113.52114.781829.4367438.00
1952006.08.07 20:30sell985.00115.10115.94114.68
1962006.08.08 20:14t/p985.00114.68115.94114.681768.7869206.78
1972006.08.08 21:45buy995.00115.09114.25115.51
1982006.08.09 00:29t/p995.00115.51114.25115.511874.3371081.11
1992006.08.09 08:15buy1005.00115.26114.42115.68
2002006.08.11 08:18t/p1005.00115.68114.42115.682041.0473122.15
2012006.08.11 19:00sell1015.00116.23117.07115.81
2022006.08.16 14:31t/p1015.00115.81117.07115.811623.2574745.40
2032006.08.16 22:15sell1025.00115.83116.67115.41
2042006.08.17 09:20t/p1025.00115.41116.67115.411629.5376374.93
2052006.08.17 09:30buy1035.00115.38114.54115.80
2062006.08.17 19:00t/p1035.00115.80114.54115.801813.4778188.40
2072006.08.18 04:00sell1045.00116.03116.87115.61
2082006.08.18 11:44t/p1045.00115.61116.87115.611816.7680005.16
2092006.08.18 11:44buy1055.00115.59114.75116.01
2102006.08.22 00:11t/p1055.00116.01114.75116.011923.1181928.27
2112006.08.22 09:00buy1065.00116.10115.26116.52
2122006.08.22 15:54t/p1065.00116.52115.26116.521802.2783730.54
2132006.08.23 09:30buy1075.00116.17115.33116.59
2142006.08.23 17:04t/p1075.00116.59115.33116.591801.1985531.73
2152006.08.24 01:45sell1085.00116.40117.24115.98
2162006.08.25 08:40s/l1085.00117.24117.24115.98-3645.4581886.29
2172006.08.25 14:30sell1095.00117.34118.18116.92
2182006.08.28 12:48t/p1095.00116.92118.18116.921733.0483619.33
2192006.08.28 21:15sell1105.00117.17118.01116.75
2202006.08.29 06:33t/p1105.00116.75118.01116.751735.5185354.84
2212006.08.29 11:30buy1115.00116.74115.90117.16
2222006.08.30 13:08t/p1115.00117.16115.90117.161848.8887203.72
2232006.08.30 15:45sell1125.00117.01117.85116.59
2242006.09.04 06:26t/p1125.00116.59117.85116.591484.4088688.12
2252006.09.05 01:00sell1135.00116.16117.00115.74
2262006.09.05 09:05t/p1135.00115.74117.00115.741814.4190502.53
2272006.09.05 21:45buy1145.00115.95115.11116.37
2282006.09.06 03:06t/p1145.00116.37115.11116.371861.0592363.58
2292006.09.07 04:45sell1155.00116.77117.61116.35
2302006.09.07 11:04t/p1155.00116.35117.61116.351805.0694168.64
2312006.09.07 21:30buy1165.00116.38115.54116.80
2322006.09.08 15:05t/p1165.00116.80115.54116.801854.2596022.89
2332006.09.11 03:30buy1175.00116.80115.96117.22
2342006.09.11 09:11t/p1175.00117.22115.96117.221791.3597814.24
2352006.09.11 09:11sell1185.00117.23118.07116.81
2362006.09.12 20:03s/l1185.00118.07118.07116.81-3620.2794193.97
2372006.09.13 01:00buy1195.00117.83116.99118.25
2382006.09.18 13:25t/p1195.00118.25116.99118.252058.0596252.02
2392006.09.18 17:15buy1205.00117.98117.14118.40
2402006.09.19 14:45s/l1205.00117.14117.14118.40-3529.3092722.72