Strategy Tester Report
Phoenix_EA_v4_2_02

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2006.07.27 00:00 - 2006.09.13 00:00 (2006.07.27 - 2006.09.13)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false; MM=true; AccountIsMicro=false; TakeProfit=48; StopLoss=80; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=2; SMA2Bars=16; Percent=0.0032; EnvelopePeriod=2; OSMAFast=7; OSMASlow=22; OSMASignal=2; 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=0.0038; DVStayOut=0.025;
Bars in test55506Ticks modelled232648Modelling quality90.00%
Initial deposit500.00
Total net profit868.06Gross profit1025.13Gross loss-157.07
Profit factor6.53Expected payoff31.00
Absolute drawdown0.00Maximal drawdown88.28 (6.06%)Relative drawdown6.62% (68.79)
Total trades28Short positions (won %)17 (82.35%)Long positions (won %)11 (100.00%)
Profit trades (% of total)25 (89.29%)Loss trades (% of total)3 (10.71%)
Largestprofit trade46.87loss trade-68.79
Averageprofit trade41.01loss trade-52.36
Maximumconsecutive wins (profit in money)13 (539.22)consecutive losses (loss in money)2 (-88.28)
Maximalconsecutive profit (count of wins)539.22 (13)consecutive loss (count of losses)-88.28 (2)
Averageconsecutive wins13consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.07.27 03:15sell10.10116.31117.11115.83
22006.07.27 10:49t/p10.10115.83117.11115.8341.45541.45
32006.07.27 20:30sell20.10115.97116.77115.49
42006.07.28 07:03t/p20.10115.49116.77115.4940.10581.55
52006.07.28 13:00sell30.10115.67116.47115.19
62006.07.28 14:33t/p30.10115.19116.47115.1941.67623.22
72006.07.31 03:45sell40.10114.72115.52114.24
82006.07.31 13:54t/p40.10114.24115.52114.2442.02665.24
92006.07.31 14:15buy50.10114.21113.41114.69
102006.07.31 19:04t/p50.10114.69113.41114.6941.85707.09
112006.08.01 01:00buy60.10114.55113.75115.03
122006.08.01 14:43t/p60.10115.03113.75115.0341.72748.81
132006.08.01 20:15buy70.10114.72113.92115.20
142006.08.03 17:13t/p70.10115.20113.92115.2046.87795.68
152006.08.04 02:15sell80.10115.22116.02114.74
162006.08.04 14:30t/p80.10114.74116.02114.7441.88837.56
172006.08.07 02:45buy90.10114.35113.55114.83
182006.08.07 11:37t/p90.10114.83113.55114.8341.80879.36
192006.08.07 20:30sell100.10115.10115.90114.62
202006.08.08 20:14t/p100.10114.62115.90114.6240.42919.78
212006.08.08 23:00sell110.10115.29116.09114.81
222006.08.09 13:04t/p110.10114.81116.09114.8140.35960.13
232006.08.09 17:15sell120.10115.18115.98114.70
242006.08.10 13:47t/p120.10114.70115.98114.7037.47997.60
252006.08.10 15:15buy130.10114.86114.06115.34
262006.08.10 16:36t/p130.10115.34114.06115.3441.621039.22
272006.08.11 04:15sell140.10115.47116.27114.99
282006.08.11 14:30s/l140.10116.27116.27114.99-68.79970.43
292006.08.11 19:45sell150.10116.30117.10115.82
302006.08.16 14:31t/p150.10115.82117.10115.8237.071007.50
312006.08.16 22:15sell160.10115.83116.63115.35
322006.08.17 09:22t/p160.10115.35116.63115.3537.231044.73
332006.08.17 09:30buy170.10115.37114.57115.85
342006.08.17 19:07t/p170.10115.85114.57115.8541.431086.16
352006.08.18 04:30sell180.10116.03116.83115.55
362006.08.18 11:57t/p180.10115.55116.83115.5541.541127.70
372006.08.18 11:57buy190.10115.55114.75116.03
382006.08.22 00:19t/p190.10116.03114.75116.0343.971171.67
392006.08.22 09:00buy200.10116.09115.29116.57
402006.08.22 17:40t/p200.10116.57115.29116.5741.181212.85
412006.08.23 07:30buy210.10116.42115.62116.90
422006.08.25 07:50t/p210.10116.90115.62116.9046.261259.11
432006.08.25 07:50sell220.10116.90117.70116.42
442006.09.04 06:47t/p220.10116.42117.70116.4229.551288.66
452006.09.05 01:00sell230.10116.16116.96115.68
462006.09.05 09:08t/p230.10115.68116.96115.6841.491330.15
472006.09.05 21:45buy240.10115.94115.14116.42
482006.09.06 06:12t/p240.10116.42115.14116.4242.531372.68
492006.09.07 04:45sell250.10116.77117.57116.29
502006.09.07 11:08t/p250.10116.29117.57116.2941.281413.96
512006.09.07 21:30buy260.10116.37115.57116.85
522006.09.08 17:06t/p260.10116.85115.57116.8542.381456.34
532006.09.11 00:15sell270.10116.98117.78116.50
542006.09.11 16:50s/l270.10117.78117.78116.50-67.921388.42
552006.09.12 00:00sell280.10117.65118.45117.17
562006.09.12 23:59close at stop280.10117.89118.45117.17-20.361368.06