Strategy Tester Report
Phoenix_EA_v4_2_01_StL

SymbolUSDJPY (US Dollar vs Japanise Yen (spot))
Period15 Minutes (M15) 2006.03.01 00:00 - 2006.10.06 22:45 (2006.03.01 - 2006.10.09)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; MaximumRisk=0.05; DecreaseFactor=3; 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; xfactor=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 test57216Ticks modelled925910Modelling quality90.00%
Initial deposit10000.00
Total net profit27794.98Gross profit44263.30Gross loss-16468.32
Profit factor2.69Expected payoff204.37
Absolute drawdown429.48Maximal drawdown2535.73 (6.70%)Relative drawdown7.83% (1429.26)
Total trades136Short positions (won %)79 (78.48%)Long positions (won %)57 (87.72%)
Profit trades (% of total)112 (82.35%)Loss trades (% of total)24 (17.65%)
Largestprofit trade746.18loss trade-1346.57
Averageprofit trade395.21loss trade-686.18
Maximumconsecutive wins (profit in money)17 (8754.01)consecutive losses (loss in money)2 (-2535.73)
Maximalconsecutive profit (count of wins)8754.01 (17)consecutive loss (count of losses)-2535.73 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.03.01 03:45sell10.50115.84116.64115.38
22006.03.03 01:55s/l10.50116.64116.64115.38-342.949657.06
32006.03.03 02:00sell20.50116.61117.41116.15
42006.03.06 00:30t/p20.50116.15117.41116.15198.059855.11
52006.03.06 00:45buy30.50116.13115.33116.59
62006.03.06 03:26t/p30.50116.59115.33116.59197.2210052.33
72006.03.06 04:15sell40.50116.72117.52116.26
82006.03.06 14:34s/l40.50117.52117.52116.26-340.349711.99
92006.03.07 00:00sell50.50117.60118.40117.14
102006.03.09 11:30t/p50.50117.14118.40117.14196.369908.35
112006.03.09 16:00sell60.50117.58118.38117.12
122006.03.09 19:03s/l60.50118.38118.38117.12-337.839570.52
132006.03.10 01:15buy70.50118.13117.33118.59
142006.03.10 02:03t/p70.50118.59117.33118.59193.899764.41
152006.03.10 02:15sell80.50118.39119.19117.93
162006.03.14 14:48t/p80.50117.93119.19117.93195.059959.46
172006.03.14 22:45sell90.50117.61118.41117.15
182006.03.15 15:26t/p90.50117.15118.41117.15196.3610155.82
192006.03.15 15:26buy100.50117.13116.33117.59
202006.03.16 01:16t/p100.50117.59116.33117.59195.5810351.40
212006.03.16 01:16sell110.50117.60118.40117.14
222006.03.16 14:58t/p110.50117.14118.40117.14196.3510547.75
232006.03.16 14:58buy120.50117.14116.34117.60
242006.03.17 10:36s/l120.50116.34116.34117.60-343.9610203.79
252006.03.17 10:45buy130.50116.24115.44116.70
262006.03.21 10:14t/p130.50116.70115.44116.70197.0310400.82
272006.03.21 11:15sell140.50116.76117.56116.30
282006.03.21 14:33t/p140.50116.30117.56116.30197.7710598.59
292006.03.21 17:45sell150.50117.10117.90116.64
302006.03.22 16:23t/p150.50116.64117.90116.64197.2410795.83
312006.03.22 21:15sell160.50116.92117.72116.46
322006.03.23 16:59s/l160.50117.72117.72116.46-339.7910456.04
332006.03.24 01:45sell170.50118.01118.81117.55
342006.03.24 16:20t/p170.50117.55118.81117.55195.6610651.70
352006.03.27 01:45sell180.50117.59118.39117.13
362006.03.27 02:51t/p180.50117.13118.39117.13196.3810848.08
372006.03.27 03:45buy190.50116.85116.05117.31
382006.03.28 20:28t/p190.50117.31116.05117.31196.0611044.14
392006.03.29 03:45buy200.60117.83117.03118.29
402006.04.03 06:25t/p200.60118.29117.03118.29233.2911277.43
412006.04.04 02:00sell210.60117.73118.53117.27
422006.04.04 15:45t/p210.60117.27118.53117.27235.3511512.78
432006.04.04 20:45sell220.60117.43118.23116.97
442006.04.05 05:08t/p220.60116.97118.23116.97236.0011748.78
452006.04.05 11:15sell230.60117.32118.12116.86
462006.04.07 17:14s/l230.60118.12118.12116.86-406.3311342.45
472006.04.07 17:14sell240.60118.12118.92117.66
482006.04.17 14:24t/p240.60117.66118.92117.66234.5711577.02
492006.04.17 14:30buy250.60117.70116.90118.16
502006.04.18 10:07t/p250.60118.16116.90118.16233.5811810.60
512006.04.18 20:30buy260.60117.33116.53117.79
522006.04.19 15:22t/p260.60117.79116.53117.79234.2912044.89
532006.04.19 15:22sell270.60117.80118.60117.34
542006.04.19 18:22t/p270.60117.34118.60117.34235.2212280.11
552006.04.20 12:00sell280.60117.57118.37117.11
562006.04.21 11:29t/p280.60117.11118.37117.11235.6912515.80
572006.04.21 20:30buy290.60116.87116.07117.33
582006.04.24 00:00s/l290.60116.07116.07117.33-414.9012100.90
592006.04.24 06:30buy300.60115.77114.97116.23
602006.04.24 09:37s/l300.60114.97114.97116.23-417.5011683.40
612006.04.24 18:30buy310.20114.61113.81115.07
622006.04.26 05:51t/p310.20115.07113.81115.0779.9111763.31
632006.04.26 06:00sell320.60115.07115.87114.61
642006.04.27 11:43t/p320.60114.61115.87114.61240.8812004.19
652006.04.27 11:43buy330.60114.58113.78115.04
662006.04.27 14:04t/p330.60115.04113.78115.04239.7912243.98
672006.04.27 16:00sell340.60114.99115.79114.53
682006.04.27 16:01t/p340.60114.53115.79114.53241.0912485.07
692006.04.27 16:01sell350.60114.47115.27114.01
702006.04.27 16:47t/p350.60114.01115.27114.01242.0812727.15
712006.04.28 09:00buy360.60114.22113.42114.68
722006.05.01 04:12s/l360.60113.42113.42114.68-423.2412303.91
732006.05.01 11:45sell370.60113.24114.04112.78
742006.05.01 14:42t/p370.60112.78114.04112.78244.7412548.65
752006.05.01 15:00buy380.60112.66111.86113.12
762006.05.01 17:38t/p380.60113.12111.86113.12243.9712792.62
772006.05.02 05:45sell390.60113.63114.43113.17
782006.05.02 16:53t/p390.60113.17114.43113.17243.9313036.55
792006.05.03 01:15sell400.70113.36114.16112.90
802006.05.03 08:34t/p400.70112.90114.16112.90285.2313321.78
812006.05.03 08:34buy410.70112.89112.09113.35
822006.05.03 10:21t/p410.70113.35112.09113.35284.0513605.83
832006.05.03 12:30sell420.70113.53114.33113.07
842006.05.05 15:08t/p420.70113.07114.33113.07284.8013890.63
852006.05.08 00:00sell430.70112.57113.37112.11
862006.05.08 00:00t/p430.70112.11113.37112.11287.6814178.31
872006.05.08 00:00sell440.70111.92112.72111.46
882006.05.08 09:04t/p440.70111.46112.72111.46288.9714467.28
892006.05.08 16:00sell450.70111.50112.30111.04
902006.05.09 16:20t/p450.70111.04112.30111.04289.9914757.27
912006.05.09 21:45sell460.70111.15111.95110.69
922006.05.10 08:51t/p460.70110.69111.95110.69290.9015048.17
932006.05.10 20:00buy470.80110.43109.63110.89
942006.05.11 01:03t/p470.80110.89109.63110.89331.8615380.03
952006.05.11 01:03sell480.80110.89111.69110.43
962006.05.11 17:34t/p480.80110.43111.69110.43333.2815713.31
972006.05.11 22:45sell490.80110.66111.46110.20
982006.05.12 01:49t/p490.80110.20111.46110.20333.9416047.25
992006.05.12 08:30buy500.80110.00109.20110.46
1002006.05.12 16:36t/p500.80110.46109.20110.46333.0016380.25
1012006.05.15 06:15sell510.80109.66110.46109.20
1022006.05.15 10:20s/l510.80110.46110.46109.20-579.3415800.91
1032006.05.15 10:20sell520.80110.46111.26110.00
1042006.05.15 11:38t/p520.80110.00111.26110.00334.5516135.46
1052006.05.15 17:00sell530.80110.28111.08109.82
1062006.05.15 23:00t/p530.80109.82111.08109.82335.1816470.64
1072006.05.15 23:15sell540.80110.53111.33110.07
1082006.05.16 05:39t/p540.80110.07111.33110.07334.3316804.97
1092006.05.16 11:00sell550.80110.45111.25109.99
1102006.05.16 14:42t/p550.80109.99111.25109.99334.6317139.60
1112006.05.16 20:30buy560.90109.77108.97110.23
1122006.05.17 17:29t/p560.90110.23108.97110.23375.5517515.15
1132006.05.18 03:30buy570.90110.73109.93111.19
1142006.05.18 13:35t/p570.90111.19109.93111.19372.3417887.49
1152006.05.18 13:35sell580.90111.19111.99110.73
1162006.05.18 15:30t/p580.90110.73111.99110.73373.9518261.44
1172006.05.19 00:30sell590.90110.86111.66110.40
1182006.05.19 09:45s/l590.90111.66111.66110.40-644.7617616.68
1192006.05.22 02:45sell600.90111.94112.74111.48
1202006.05.22 08:43s/l600.90112.74112.74111.48-638.5316978.15
1212006.05.23 01:45sell610.30111.67112.47111.21
1222006.05.23 06:48t/p610.30111.21112.47111.21124.1317102.28
1232006.05.23 07:00buy620.90111.09110.29111.55
1242006.05.23 09:55t/p620.90111.55110.29111.55371.1017473.38
1252006.05.23 15:30sell630.90111.44112.24110.98
1262006.05.24 00:03s/l630.90112.24112.24110.98-641.2016832.18
1272006.05.24 11:00buy640.80111.84111.04112.30
1282006.05.24 15:15t/p640.80112.30111.04112.30327.6917159.87
1292006.05.24 16:15sell650.90112.55113.35112.09
1302006.05.25 14:32t/p650.90112.09113.35112.09369.3517529.22
1312006.05.26 01:45buy660.90111.74110.94112.20
1322006.05.26 06:19t/p660.90112.20110.94112.20368.8517898.07
1332006.05.26 10:15buy670.90111.91111.11112.37
1342006.05.26 15:31t/p670.90112.37111.11112.37368.3618266.43
1352006.05.26 15:31sell680.90112.39113.19111.93
1362006.05.30 05:33t/p680.90111.93113.19111.93369.9718636.40
1372006.05.30 13:45sell690.90112.17112.97111.71
1382006.05.30 16:04t/p690.90111.71112.97111.71370.6019007.00
1392006.05.30 18:45buy701.00112.04111.24112.50
1402006.05.31 20:31t/p701.00112.50111.24112.50408.8519415.85
1412006.06.01 02:30sell711.00112.60113.40112.14
1422006.06.02 14:30t/p711.00112.14113.40112.14410.4919826.34
1432006.06.02 14:45buy721.00111.85111.05112.31
1442006.06.06 00:37t/p721.00112.31111.05112.31409.5820235.92
1452006.06.06 09:15buy731.00112.11111.31112.57
1462006.06.06 14:12t/p731.00112.57111.31112.57408.5720644.49
1472006.06.06 14:12sell741.00112.59113.39112.13
1482006.06.06 16:47s/l741.00113.39113.39112.13-705.5319938.96
1492006.06.07 03:15buy751.00113.05112.25113.51
1502006.06.07 15:32t/p751.00113.51112.25113.51405.2120344.17
1512006.06.07 20:30buy761.00113.45112.65113.91
1522006.06.08 09:20t/p761.00113.91112.65113.91403.8320748.00
1532006.06.08 09:30sell771.00113.92114.72113.46
1542006.06.08 14:33s/l771.00114.72114.72113.46-697.3520050.65
1552006.06.08 19:45buy781.00114.14113.34114.60
1562006.06.13 07:41t/p781.00114.60113.34114.60401.3620452.01
1572006.06.13 12:00buy791.00114.43113.63114.89
1582006.06.13 16:08t/p791.00114.89113.63114.89400.3820852.39
1592006.06.14 09:00buy801.00114.99114.19115.45
1602006.06.19 02:54t/p801.00115.45114.19115.45398.4021250.79
1612006.06.19 11:30buy811.10115.65114.85116.11
1622006.06.20 08:41s/l811.10114.85114.85116.11-766.2220484.57
1632006.06.20 20:45buy821.00114.83114.03115.29
1642006.06.22 12:15t/p821.00115.29114.03115.29398.9920883.56
1652006.06.23 00:00buy831.00116.14115.34116.60
1662006.06.27 12:20t/p831.00116.60115.34116.60394.5121278.07
1672006.06.27 20:30sell841.10116.22117.02115.76
1682006.06.29 20:17t/p841.10115.76117.02115.76437.2221715.29
1692006.06.30 04:30buy851.10114.87114.07115.33
1702006.07.05 15:15t/p851.10115.33114.07115.33438.5922153.88
1712006.07.05 23:00sell861.10115.71116.51115.25
1722006.07.06 14:57t/p861.10115.25116.51115.25439.0922592.97
1732006.07.06 14:57buy871.10115.24114.44115.70
1742006.07.07 14:30s/l871.10114.44114.44115.70-769.2321823.74
1752006.07.10 00:00sell881.10113.87114.67113.41
1762006.07.10 11:17t/p881.10113.41114.67113.41446.2122269.95
1772006.07.10 13:15sell891.10113.84114.64113.38
1782006.07.11 15:14s/l891.10114.64114.64113.38-767.6221502.33
1792006.07.11 18:00buy901.10114.15113.35114.61
1802006.07.12 10:08t/p901.10114.61113.35114.61441.5021943.83
1812006.07.12 23:00sell911.10115.50116.30115.04
1822006.07.13 10:03t/p911.10115.04116.30115.04439.8922383.72
1832006.07.13 17:30buy921.10115.36114.56115.82
1842006.07.14 03:21t/p921.10115.82114.56115.82436.8922820.61
1852006.07.14 03:30sell931.10115.73116.53115.27
1862006.07.17 09:52s/l931.10116.53116.53115.27-755.1022065.51
1872006.07.17 22:30sell941.10117.22118.02116.76
1882006.07.18 09:14t/p941.10116.76118.02116.76433.3722498.88
1892006.07.18 09:15buy951.10116.78115.98117.24
1902006.07.18 16:31t/p951.10117.24115.98117.24431.5922930.47
1912006.07.18 16:31sell961.10117.24118.04116.78
1922006.07.19 18:58t/p961.10116.78118.04116.78433.3323363.80
1932006.07.20 00:30sell971.20116.86117.66116.40
1942006.07.21 09:36t/p971.20116.40117.66116.40474.2723838.07
1952006.07.21 09:36buy981.20116.39115.59116.85
1962006.07.24 20:04t/p981.20116.85115.59116.85472.3624310.43
1972006.07.25 03:30sell991.20116.83117.63116.37
1982006.07.26 20:20t/p991.20116.37117.63116.37474.3924784.82
1992006.07.27 03:00sell1001.20116.30117.10115.84
2002006.07.27 10:48t/p1001.20115.84117.10115.84476.5225261.34
2012006.07.27 20:15sell1011.30115.78116.58115.32
2022006.07.28 11:45t/p1011.30115.32116.58115.32518.5625779.90
2032006.07.28 13:00sell1021.30115.67116.47115.21
2042006.07.28 14:31t/p1021.30115.21116.47115.21519.1426299.04
2052006.07.31 02:00buy1031.30114.67113.87115.13
2062006.08.01 15:01t/p1031.30115.13113.87115.13519.3626818.40
2072006.08.01 20:15buy1041.30114.71113.91115.17
2082006.08.03 11:55t/p1041.30115.17113.91115.17519.2327337.63
2092006.08.03 16:30buy1051.40114.91114.11115.37
2102006.08.04 11:18t/p1051.40115.37114.11115.37558.1627895.79
2112006.08.07 02:45buy1061.40114.34113.54114.80
2122006.08.07 11:35t/p1061.40114.80113.54114.80560.9828456.77
2132006.08.07 20:30sell1071.40115.10115.90114.64
2142006.08.08 20:14t/p1071.40114.64115.90114.64561.9529018.72
2152006.08.08 23:00sell1081.50115.29116.09114.83
2162006.08.09 12:45t/p1081.50114.83116.09114.83600.9429619.66
2172006.08.09 17:15sell1091.50115.18115.98114.72
2182006.08.10 11:23t/p1091.50114.72115.98114.72601.4730221.13
2192006.08.10 15:15buy1101.50114.85114.05115.31
2202006.08.10 16:24t/p1101.50115.31114.05115.31598.3930819.52
2212006.08.11 04:15sell1111.50115.47116.27115.01
2222006.08.11 14:30s/l1111.50116.27116.27115.01-1032.0029787.52
2232006.08.11 19:00sell1121.50116.23117.03115.77
2242006.08.16 14:37t/p1121.50115.77117.03115.77596.0130383.53
2252006.08.16 22:15sell1131.50115.83116.63115.37
2262006.08.17 09:22t/p1131.50115.37116.63115.37598.0830981.61
2272006.08.17 09:30buy1141.50115.36114.56115.82
2282006.08.17 19:03t/p1141.50115.82114.56115.82595.6431577.25
2292006.08.18 04:00sell1151.60116.03116.83115.57
2302006.08.18 11:44t/p1151.60115.57116.83115.57636.8532214.10
2312006.08.18 11:44buy1161.60115.57114.77116.03
2322006.08.22 00:19t/p1161.60116.03114.77116.03634.2732848.37
2332006.08.22 09:00buy1171.60116.08115.28116.54
2342006.08.22 16:25t/p1171.60116.54115.28116.54631.5433479.91
2352006.08.23 07:45buy1181.70116.37115.57116.83
2362006.08.25 07:34t/p1181.70116.83115.57116.83669.2934149.20
2372006.08.25 07:34sell1191.70116.84117.64116.38
2382006.09.04 06:50t/p1191.70116.38117.64116.38672.0034821.20
2392006.09.04 19:15buy1201.70116.03115.23116.49
2402006.09.06 13:16t/p1201.70116.49115.23116.49671.3135492.51
2412006.09.07 04:45sell1211.80116.77117.57116.31
2422006.09.07 11:08t/p1211.80116.31117.57116.31711.9536204.46
2432006.09.07 21:30buy1221.80116.36115.56116.82
2442006.09.08 15:05t/p1221.80116.82115.56116.82708.6636913.12
2452006.09.11 00:30sell1231.80117.01117.81116.55
2462006.09.12 16:13s/l1231.80117.81117.81116.55-1222.3135690.81
2472006.09.12 16:13sell1241.80117.80118.60117.34
2482006.09.13 17:49t/p1241.80117.34118.60117.34705.6536396.46
2492006.09.13 23:00sell1251.80117.67118.47117.21
2502006.09.19 14:41t/p1251.80117.21118.47117.21706.4337102.89
2512006.09.20 02:30sell1261.90117.61118.41117.15
2522006.09.20 08:56t/p1261.90117.15118.41117.15746.1837849.07
2532006.09.20 09:00buy1271.90117.11116.31117.57
2542006.09.21 21:11s/l1271.90116.31116.31117.57-1306.8536542.22
2552006.09.22 03:15sell1281.80116.38117.18115.92
2562006.09.26 16:46s/l1281.80117.18117.18115.92-1228.8835313.34
2572006.09.27 01:30buy1290.60117.01116.21117.47
2582006.09.27 16:00t/p1290.60117.47116.21117.47234.9535548.29
2592006.09.27 23:45buy1301.80117.48116.68117.94
2602006.09.29 08:30t/p1301.80117.94116.68117.94701.9336250.22
2612006.09.29 08:30sell1311.80117.96118.76117.50
2622006.10.03 09:29t/p1311.80117.50118.76117.50704.7436954.96
2632006.10.03 09:30buy1321.80117.51116.71117.97
2642006.10.03 23:31t/p1321.80117.97116.71117.97701.8237656.78
2652006.10.03 23:31sell1331.90117.98118.78117.52
2662006.10.05 14:06t/p1331.90117.52118.78117.52743.7138400.49
2672006.10.05 14:15buy1341.90117.48116.68117.94
2682006.10.06 03:08t/p1341.90117.94116.68117.94741.0639141.55
2692006.10.06 11:45sell1352.00117.99118.79117.53
2702006.10.06 15:53s/l1352.00118.79118.79117.53-1346.5737794.98
2712006.10.06 21:45sell1361.90119.00119.80118.54
2722006.10.06 22:59close at stop1361.90119.00119.80118.540.0037794.98