Strategy Tester Report
Phoenix_EA_v4_2_03

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
Period15 Minutes (M15) 2006.05.01 00:00 - 2006.10.20 22:45 (2006.05.01 - 2006.10.30)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; MaximumRisk=0.3; 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; 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 test58192Ticks modelled950881Modelling quality90.00%
Initial deposit1000.00
Total net profit63677.21Gross profit158675.63Gross loss-94998.42
Profit factor1.67Expected payoff424.51
Absolute drawdown0.00Maximal drawdown13760.00 (47.66%)Relative drawdown47.66% (13760.00)
Total trades150Short positions (won %)80 (76.25%)Long positions (won %)70 (88.57%)
Profit trades (% of total)123 (82.00%)Loss trades (% of total)27 (18.00%)
Largestprofit trade5348.59loss trade-11686.62
Averageprofit trade1290.05loss trade-3518.46
Maximumconsecutive wins (profit in money)23 (6052.34)consecutive losses (loss in money)2 (-7176.55)
Maximalconsecutive profit (count of wins)41003.40 (14)consecutive loss (count of losses)-11686.62 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.05.01 14:45buy10.30206.48205.64206.90
22006.05.01 15:34t/p10.30206.90205.64206.9073.961073.96
32006.05.02 06:00buy20.30207.32206.48207.74
42006.05.02 09:06t/p20.30207.74206.48207.7473.971147.93
52006.05.02 18:45sell30.30208.75209.59208.33
62006.05.02 19:55t/p30.30208.33209.59208.3373.941221.87
72006.05.02 23:00buy40.40208.57207.73208.99
82006.05.03 16:58t/p40.40208.99207.73208.99104.631326.50
92006.05.04 00:45buy50.40209.33208.49209.75
102006.05.04 08:07t/p50.40209.75208.49209.7598.621425.12
112006.05.04 11:15buy60.40209.47208.63209.89
122006.05.04 12:15t/p60.40209.89208.63209.8998.621523.74
132006.05.04 12:15sell70.50209.89210.73209.47
142006.05.04 17:41t/p70.50209.47210.73209.47123.241646.98
152006.05.04 17:45buy80.50209.54208.70209.96
162006.05.04 19:40t/p80.50209.96208.70209.96123.271770.25
172006.05.04 19:40sell90.50209.99210.83209.57
182006.05.05 13:07s/l90.50210.83210.83209.57-255.171515.08
192006.05.05 15:30buy100.50209.81208.97210.23
202006.05.05 16:42s/l100.50208.97208.97210.23-246.541268.54
212006.05.08 17:15sell110.10207.35208.19206.93
222006.05.09 02:31t/p110.10206.93208.19206.9322.911291.46
232006.05.09 02:45buy120.40206.91206.07207.33
242006.05.09 04:21t/p120.40207.33206.07207.3398.621390.08
252006.05.09 15:00sell130.40207.18208.02206.76
262006.05.10 10:43t/p130.40206.76208.02206.7691.641481.72
272006.05.10 17:30sell140.40206.27207.11205.85
282006.05.10 19:19t/p140.40205.85207.11205.8598.591580.31
292006.05.10 20:30buy150.50205.86205.02206.28
302006.05.11 00:10t/p150.50206.28205.02206.28145.811726.12
312006.05.11 00:15sell160.50206.26207.10205.84
322006.05.11 10:31s/l160.50207.10207.10205.84-246.481479.64
332006.05.12 02:00buy170.40207.83206.99208.25
342006.05.12 15:24t/p170.40208.25206.99208.2598.611578.25
352006.05.15 16:45sell180.50207.69208.53207.27
362006.05.15 17:09t/p180.50207.27208.53207.27123.241701.49
372006.05.15 19:15buy190.50207.42206.58207.84
382006.05.16 00:05t/p190.50207.84206.58207.84130.781832.27
392006.05.16 00:15sell200.50207.85208.69207.43
402006.05.16 03:45t/p200.50207.43208.69207.43123.241955.51
412006.05.16 11:45sell210.60207.28208.12206.86
422006.05.17 02:14t/p210.60206.86208.12206.86137.462092.97
432006.05.17 07:00sell220.60207.12207.96206.70
442006.05.17 17:54s/l220.60207.96207.96206.70-295.771797.20
452006.05.18 10:15sell230.50208.96209.80208.54
462006.05.18 21:03s/l230.50209.80209.80208.54-246.471550.73
472006.05.19 09:15buy240.20209.26208.42209.68
482006.05.19 09:42t/p240.20209.68208.42209.6849.311600.04
492006.05.19 14:00buy250.50209.62208.78210.04
502006.05.19 19:21t/p250.50210.04208.78210.04123.271723.31
512006.05.19 19:21sell260.50210.04210.88209.62
522006.05.19 20:03t/p260.50209.62210.88209.62123.241846.55
532006.05.19 20:15buy270.60209.65208.81210.07
542006.05.22 07:45t/p270.60210.07208.81210.07156.942003.49
552006.05.23 07:00buy280.60209.70208.86210.12
562006.05.23 21:54t/p280.60210.12208.86210.12147.932151.42
572006.05.24 09:45buy290.60210.50209.66210.92
582006.05.24 11:21t/p290.60210.92209.66210.92147.932299.35
592006.05.24 19:30sell300.70210.67211.51210.25
602006.05.25 13:13t/p300.70210.25211.51210.25136.052435.40
612006.05.26 00:00sell310.70209.59210.43209.17
622006.05.26 01:46t/p310.70209.17210.43209.17172.542607.94
632006.05.26 06:00sell320.80209.55210.39209.13
642006.05.26 14:55t/p320.80209.13210.39209.13197.182805.12
652006.05.29 02:00buy330.80209.04208.20209.46
662006.05.30 02:07t/p330.80209.46208.20209.46209.253014.38
672006.05.30 07:00buy340.90209.30208.46209.72
682006.05.30 10:27t/p340.90209.72208.46209.72221.883236.26
692006.05.31 04:00sell351.00211.25212.09210.83
702006.05.31 08:13t/p351.00210.83212.09210.83246.473482.73
712006.05.31 17:00buy361.00209.83208.99210.25
722006.05.31 17:35t/p361.00210.25208.99210.25246.543729.27
732006.05.31 19:15sell371.10210.44211.28210.02
742006.06.01 09:03t/p371.10210.02211.28210.02213.793943.06
752006.06.01 10:15sell381.20210.35211.19209.93
762006.06.01 17:19t/p381.20209.93211.19209.93295.784238.84
772006.06.01 23:15buy391.30210.11209.27210.53
782006.06.02 11:45t/p391.30210.53209.27210.53340.054578.88
792006.06.02 16:45buy401.40210.18209.34210.60
802006.06.05 09:47t/p401.40210.60209.34210.60366.194945.07
812006.06.05 14:45buy411.50210.04209.20210.46
822006.06.06 08:08t/p411.50210.46209.20210.46392.355337.42
832006.06.06 10:45buy421.60210.25209.41210.67
842006.06.06 16:09t/p421.60210.67209.41210.67394.475731.89
852006.06.06 16:09sell431.70210.68211.52210.26
862006.06.08 10:31t/p431.70210.26211.52210.26300.876032.76
872006.06.08 16:45buy441.80210.41209.57210.83
882006.06.12 10:48t/p441.80210.83209.57210.83497.886530.64
892006.06.12 15:45buy452.00210.69209.85211.11
902006.06.13 12:50t/p452.00211.11209.85211.11523.147053.78
912006.06.13 22:15buy462.10211.43210.59211.85
922006.06.14 10:07t/p462.10211.85210.59211.85549.307603.08
932006.06.15 04:00sell472.30211.98212.82211.56
942006.06.15 15:27s/l472.30212.82212.82211.56-1133.816469.27
952006.06.15 21:30buy481.90212.41211.57212.83
962006.06.16 11:18t/p481.90212.83211.57212.83496.986966.25
972006.06.16 17:00buy492.10212.77211.93213.19
982006.06.16 21:20t/p492.10213.19211.93213.19517.737483.98
992006.06.19 09:30sell502.20213.27214.11212.85
1002006.06.19 16:09t/p502.20212.85214.11212.85542.268026.24
1012006.06.19 23:00sell512.40212.72213.56212.30
1022006.06.20 07:14t/p512.40212.30213.56212.30549.858576.09
1032006.06.20 20:00buy522.60211.62210.78212.04
1042006.06.21 14:24t/p522.60212.04210.78212.04680.079256.16
1052006.06.21 14:24sell532.80212.04212.88211.62
1062006.06.22 13:05t/p532.80211.62212.88211.62544.209800.36
1072006.06.22 17:30sell542.90211.99212.83211.57
1082006.06.23 14:11t/p542.90211.57212.83211.57664.4010464.76
1092006.06.26 05:00sell553.10212.00212.84211.58
1102006.06.26 13:00t/p553.10211.58212.84211.58764.0811228.84
1112006.06.26 13:00buy563.40211.56210.72211.98
1122006.06.26 20:17t/p563.40211.98210.72211.98838.2312067.07
1132006.06.27 01:45buy573.60211.93211.09212.35
1142006.06.29 11:47s/l573.60211.09211.09212.35-1558.7110508.36
1152006.06.30 01:15sell583.20210.49211.33210.07
1162006.06.30 09:18t/p583.20210.07211.33210.07788.7411297.10
1172006.06.30 14:00sell593.40210.57211.41210.15
1182006.06.30 16:59s/l593.40211.41211.41210.15-1676.069621.04
1192006.07.03 09:00buy602.90211.55210.71211.97
1202006.07.05 00:00t/p602.90211.97210.71211.97802.1310423.17
1212006.07.05 05:30buy613.10211.81210.97212.23
1222006.07.05 11:17t/p613.10212.23210.97212.23764.2711187.44
1232006.07.05 14:45buy623.40211.65210.81212.07
1242006.07.05 16:39t/p623.40212.07210.81212.07838.2412025.68
1252006.07.05 17:00sell633.60212.11212.95211.69
1262006.07.06 15:07t/p633.60211.69212.95211.69699.6712725.35
1272006.07.06 21:45sell643.80211.53212.37211.11
1282006.07.07 09:30t/p643.80211.11212.37211.11870.5913595.94
1292006.07.07 21:15sell654.10211.11211.95210.69
1302006.07.10 00:13t/p654.10210.69211.95210.69939.3314535.27
1312006.07.10 17:00sell664.40210.00210.84209.58
1322006.07.11 15:15s/l664.40210.84210.84209.58-2245.4712289.80
1332006.07.12 03:00buy673.70210.81209.97211.23
1342006.07.12 08:24t/p673.70211.23209.97211.23912.2113202.01
1352006.07.12 18:00buy684.00211.80210.96212.22
1362006.07.13 13:00t/p684.00212.22210.96212.221166.4914368.50
1372006.07.14 10:00buy694.30212.91212.07213.33
1382006.07.14 12:41t/p694.30213.33212.07213.331060.1315428.63
1392006.07.14 13:30sell704.60213.37214.21212.95
1402006.07.17 11:25t/p704.60212.95214.21212.951053.8716482.50
1412006.07.17 16:45sell714.90213.22214.06212.80
1422006.07.18 08:01t/p714.90212.80214.06212.801122.6017605.11
1432006.07.18 23:15buy725.30214.21213.37214.63
1442006.07.19 09:12t/p725.30214.63213.37214.631386.3018991.41
1452006.07.19 16:30buy735.70214.99214.15215.41
1462006.07.20 03:21t/p735.70215.41214.15215.411662.2620653.67
1472006.07.20 03:30sell746.20215.34216.18214.92
1482006.07.20 13:39s/l746.20216.18216.18214.92-3056.3417597.33
1492006.07.20 21:00sell755.30216.09216.93215.67
1502006.07.21 09:46t/p755.30215.67216.93215.671214.2418811.57
1512006.07.21 09:46buy765.60215.66214.82216.08
1522006.07.21 17:27t/p765.60216.08214.82216.081380.6320192.20
1532006.07.24 02:00sell776.10216.14216.98215.72
1542006.07.24 07:59t/p776.10215.72216.98215.721503.5221695.72
1552006.07.24 07:59buy786.50215.71214.87216.13
1562006.07.24 10:35t/p786.50216.13214.87216.131602.5223298.24
1572006.07.24 11:30sell797.00216.16217.00215.74
1582006.07.24 17:53t/p797.00215.74217.00215.741725.3625023.60
1592006.07.25 08:30sell807.50216.06216.90215.64
1602006.07.25 17:10t/p807.50215.64216.90215.641848.5926872.19
1612006.07.26 01:45sell818.10215.67216.51215.25
1622006.07.26 09:29t/p818.10215.25216.51215.251996.4828868.67
1632006.07.27 03:45buy828.70215.66214.82216.08
1642006.07.28 05:14s/l828.70214.82214.82216.08-4159.0724709.59
1652006.07.28 11:45sell837.40214.61215.45214.19
1662006.07.28 15:25t/p837.40214.19215.45214.191823.9526533.54
1672006.07.28 15:25buy848.00214.19213.35214.61
1682006.07.31 05:55s/l848.00213.35213.35214.61-3824.4422709.10
1692006.07.31 16:30sell856.80213.40214.24212.98
1702006.07.31 18:50s/l856.80214.24214.24212.98-3352.1119356.99
1712006.08.01 00:45buy861.90214.06213.22214.48
1722006.08.01 14:45t/p861.90214.48213.22214.48468.4219825.41
1732006.08.02 01:00sell875.90214.89215.73214.47
1742006.08.02 07:40t/p875.90214.47215.73214.471454.2221279.63
1752006.08.02 09:45sell886.40214.66215.50214.24
1762006.08.03 11:18s/l886.40215.50215.50214.24-3488.5317791.10
1772006.08.03 21:45buy895.30217.06216.22217.48
1782006.08.04 09:21t/p895.30217.48216.22217.481386.3119177.41
1792006.08.04 09:30sell905.80217.55218.39217.13
1802006.08.04 13:11s/l905.80218.39218.39217.13-2859.1516318.26
1812006.08.04 17:30buy914.90218.16217.32218.58
1822006.08.07 09:26t/p914.90218.58217.32218.581281.6817599.94
1832006.08.07 22:15sell925.30219.49220.33219.07
1842006.08.08 15:07t/p925.30219.07220.33219.071214.2518814.20
1852006.08.08 17:00sell935.60219.43220.27219.01
1862006.08.10 09:24t/p935.60219.01220.27219.01991.0819805.27
1872006.08.10 22:30sell945.90218.29219.13217.87
1882006.08.11 09:04s/l945.90219.13219.13217.87-3010.9616794.31
1892006.08.11 17:30sell955.00220.14220.98219.72
1902006.08.16 00:29t/p955.00219.72220.98219.72971.7617766.07
1912006.08.16 00:30buy965.30219.73218.89220.15
1922006.08.16 16:31t/p965.30220.15218.89220.151306.6619072.73
1932006.08.17 02:30sell975.70219.59220.43219.17
1942006.08.17 08:57t/p975.70219.17220.43219.171404.9320477.66
1952006.08.17 16:30sell986.10218.73219.57218.31
1962006.08.18 11:14t/p986.10218.31219.57218.311397.5321875.19
1972006.08.18 19:45sell996.60217.92218.76217.50
1982006.08.21 10:02s/l996.60218.76218.76217.50-3368.2018506.99
1992006.08.21 21:00buy1005.60219.46218.62219.88
2002006.08.22 08:55t/p1005.60219.88218.62219.881464.7819971.78
2012006.08.22 13:15buy1016.00219.70218.86220.12
2022006.08.22 15:47t/p1016.00220.12218.86220.121479.2421451.02
2032006.08.22 15:47sell1026.40220.12220.96219.70
2042006.08.23 02:49t/p1026.40219.70220.96219.701466.2722917.29
2052006.08.23 08:45sell1036.90219.70220.54219.28
2062006.08.23 15:21s/l1036.90220.54220.54219.28-3401.4119515.88
2072006.08.24 00:00sell1045.90220.27221.11219.85
2082006.08.24 17:54t/p1045.90219.85221.11219.851454.2220970.10
2092006.08.25 02:00sell1056.30220.12220.96219.70
2102006.08.25 08:40s/l1056.30220.96220.96219.70-3105.6317864.47
2112006.08.25 19:15sell1065.40221.41222.25220.99
2122006.08.28 15:50s/l1065.40222.25222.25220.99-2755.8015108.67
2132006.08.29 03:15sell1071.50221.91222.75221.49
2142006.08.29 14:39t/p1071.50221.49222.75221.49369.7215478.39
2152006.08.29 14:39buy1084.60221.48220.64221.90
2162006.08.30 06:36t/p1084.60221.90220.64221.901203.2116681.59
2172006.08.30 23:15buy1095.00223.07222.23223.49
2182006.08.31 05:14t/p1095.00223.49222.23223.491458.1218139.71
2192006.08.31 11:30buy1105.40223.38222.54223.80
2202006.09.01 14:56s/l1105.40222.54222.54223.80-2581.4915558.22
2212006.09.01 14:56buy1114.70222.61221.77223.03
2222006.09.01 16:08t/p1114.70223.03221.77223.031158.7416716.96
2232006.09.01 19:45sell1125.00223.15223.99222.73
2242006.09.04 03:19t/p1125.00222.73223.99222.731145.5217862.48
2252006.09.04 19:30sell1135.40221.23222.07220.81
2262006.09.05 02:11t/p1135.40220.81222.07220.811237.1519099.64
2272006.09.05 02:15buy1145.70220.61219.77221.03
2282006.09.05 09:24s/l1145.70219.77219.77221.03-2810.5616289.08
2292006.09.05 09:24buy1154.90219.84219.00220.26
2302006.09.06 03:05t/p1154.90220.26219.00220.261281.6817570.76
2312006.09.07 08:15buy1165.30219.73218.89220.15
2322006.09.07 09:40t/p1165.30220.15218.89220.151306.6618877.42
2332006.09.07 18:45sell1175.70218.56219.40218.14
2342006.09.08 02:08t/p1175.70218.14219.40218.141305.8920183.31
2352006.09.08 03:15buy1186.10218.15217.31218.57
2362006.09.11 09:10t/p1186.10218.57217.31218.571595.5721778.88
2372006.09.12 08:15buy1196.50219.71218.87220.13
2382006.09.12 10:40t/p1196.50220.13218.87220.131602.5123381.39
2392006.09.13 06:30sell1207.00220.89221.73220.47
2402006.09.13 10:23t/p1207.00220.47221.73220.471725.3525106.74
2412006.09.13 16:00sell1217.50220.70221.54220.28
2422006.09.13 17:49t/p1217.50220.28221.54220.281848.5926955.33
2432006.09.13 20:00buy1228.10220.61219.77221.03
2442006.09.14 09:22t/p1228.10221.03219.77221.032362.1429317.47
2452006.09.14 21:00buy1238.80221.83220.99222.25
2462006.09.15 15:30s/l1238.80220.99220.99222.25-4206.8825110.59
2472006.09.18 02:00sell1247.50221.67222.51221.25
2482006.09.19 09:58t/p1247.50221.25222.51221.251718.2826828.86
2492006.09.19 17:30sell1258.00221.12221.96220.70
2502006.09.20 08:32t/p1258.00220.70221.96220.701832.8328661.69
2512006.09.21 03:15sell1268.60221.56222.40221.14
2522006.09.22 13:46t/p1268.60221.14222.40221.141970.2930631.99
2532006.09.22 14:00buy1279.20221.17220.33221.59
2542006.09.25 02:11t/p1279.20221.59220.33221.592406.4333038.42
2552006.09.25 05:00buy1289.90221.52220.68221.94
2562006.09.25 12:11t/p1289.90221.94220.68221.942440.7535479.17
2572006.09.25 17:00buy12910.60221.30220.46221.72
2582006.09.26 16:36t/p12910.60221.72220.46221.722772.6238251.78
2592006.09.26 16:36sell13011.50221.76222.60221.34
2602006.09.27 10:32t/p13011.50221.34222.60221.342634.7040886.48
2612006.09.27 10:32buy13112.30221.34220.50221.76
2622006.09.27 12:29t/p13112.30221.76220.50221.763032.4543918.93
2632006.09.27 13:45sell13213.20221.98222.82221.56
2642006.09.27 15:28t/p13213.20221.56222.82221.563253.5247172.45
2652006.09.27 19:00sell13314.20221.89222.73221.47
2662006.09.28 08:55t/p13314.20221.47222.73221.472759.8249932.27
2672006.09.28 19:15sell13415.00221.06221.90220.64
2682006.09.29 03:03t/p13415.00220.64221.90220.643436.5553368.82
2692006.09.29 03:45sell13516.00220.92221.76220.50
2702006.09.29 09:33t/p13516.00220.50221.76220.503943.6657312.48
2712006.10.02 04:00buy13617.20221.23220.39221.65
2722006.10.02 15:47t/p13617.20221.65220.39221.654240.5061552.98
2732006.10.03 01:15buy13718.50221.98221.14222.40
2742006.10.03 11:35t/p13718.50222.40221.14222.404561.0166113.99
2752006.10.04 03:45buy13819.80222.58221.74223.00
2762006.10.05 03:48s/l13819.80221.74221.74223.00-8870.4057243.58
2772006.10.06 10:00buy13917.20221.27220.43221.69
2782006.10.06 13:50t/p13917.20221.69220.43221.694240.5061484.08
2792006.10.06 14:00sell14018.40221.79222.63221.37
2802006.10.06 16:04s/l14018.40222.63222.63221.37-9070.4252413.66
2812006.10.09 02:15buy14115.70222.35221.51222.77
2822006.10.09 05:06t/p14115.70222.77221.51222.773870.6956284.35
2832006.10.09 06:00sell14216.90222.86223.70222.44
2842006.10.09 10:48t/p14216.90222.44223.70222.444165.4960449.84
2852006.10.09 19:15sell14318.10222.33223.17221.91
2862006.10.10 10:38t/p14318.10221.91223.17221.914146.7764596.61
2872006.10.10 18:45sell14419.40222.08222.92221.66
2882006.10.11 09:03t/p14419.40221.66222.92221.664444.6169041.22
2892006.10.11 11:30sell14520.70222.08222.92221.66
2902006.10.16 09:16t/p14520.70221.66222.92221.663303.7872345.00
2912006.10.16 12:00sell14621.70222.06222.90221.64
2922006.10.16 18:42t/p14621.70221.64222.90221.645348.5977693.59
2932006.10.17 00:45sell14723.30221.60222.44221.18
2942006.10.17 18:56s/l14723.30222.44222.44221.18-11485.9266207.67
2952006.10.18 07:45buy14819.90221.94221.10222.36
2962006.10.18 14:55t/p14819.90222.36221.10222.364906.1671113.83
2972006.10.19 02:30sell14921.30222.26223.10221.84
2982006.10.19 10:31t/p14921.30221.84223.10221.845250.0076363.83
2992006.10.19 17:00sell15022.90221.97222.81221.55
3002006.10.20 13:24s/l15022.90222.81222.81221.55-11686.6264677.21