Strategy Tester Report
Phoenix_4_CONTEST
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 15 Minutes (M15) 2006.10.02 00:00 - 2006.10.13 22:45 (2006.10.01 - 2006.10.13) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=1; MaximumRisk=0.3; DecreaseFactor=1; PrefSettings=true; MM=true; AccountIsMicro=false; TakeProfit=0; StopLoss=0; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0; | ||||
| Bars in test | 57692 | Ticks modelled | 92895 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 667.07 | Gross profit | 5158.99 | Gross loss | -4491.92 |
| Profit factor | 1.15 | Expected payoff | 111.18 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 4491.92 (29.63%) | Relative drawdown | 29.63% (4491.92) |
| Total trades | 6 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
| Largest | profit trade | 1512.00 | loss trade | -3181.01 | |
| Average | profit trade | 1289.75 | loss trade | -2245.96 | |
| Maximum | consecutive wins (profit in money) | 4 (5158.99) | consecutive losses (loss in money) | 2 (-4491.92) | |
| Maximal | consecutive profit (count of wins) | 5158.99 (4) | consecutive loss (count of losses) | -4491.92 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.10.02 04:45 | sell | 1 | 3.00 | 118.23 | 119.07 | 117.81 | ||
| 2 | 2006.10.02 15:35 | t/p | 1 | 3.00 | 117.81 | 119.07 | 117.81 | 1069.61 | 11069.61 |
| 3 | 2006.10.02 15:35 | buy | 2 | 3.30 | 117.80 | 116.96 | 118.22 | ||
| 4 | 2006.10.04 13:28 | t/p | 2 | 3.30 | 118.22 | 116.96 | 118.22 | 1258.19 | 12327.80 |
| 5 | 2006.10.04 13:28 | sell | 3 | 3.70 | 118.22 | 119.06 | 117.80 | ||
| 6 | 2006.10.04 23:17 | t/p | 3 | 3.70 | 117.80 | 119.06 | 117.80 | 1319.19 | 13646.99 |
| 7 | 2006.10.05 09:30 | buy | 4 | 4.10 | 117.63 | 116.79 | 118.05 | ||
| 8 | 2006.10.06 04:46 | t/p | 4 | 4.10 | 118.05 | 116.79 | 118.05 | 1512.00 | 15158.99 |
| 9 | 2006.10.06 11:45 | sell | 5 | 4.50 | 117.99 | 118.83 | 117.57 | ||
| 10 | 2006.10.06 15:53 | s/l | 5 | 4.50 | 118.83 | 118.83 | 117.57 | -3181.01 | 11977.98 |
| 11 | 2006.10.06 21:45 | sell | 6 | 3.60 | 119.00 | 119.84 | 118.58 | ||
| 12 | 2006.10.12 23:59 | close at stop | 6 | 3.60 | 119.33 | 119.84 | 118.58 | -1310.91 | 10667.07 |