Strategy Tester Report
Phoenix_EA_v5_6_02

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2005.09.01 00:00 - 2006.09.29 00:00 (2005.11.01 - 2006.09.29)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersGeneralSettings="===== General Settings ============================"; PhoenixMode=3; Lots=0.1; MaximumRisk=0.05; DecreaseFactor=0; MM=true; MicroAccount=false; PrefSettings=true; CloseAfterHours=0; BreakEvenAfterPips=0; Mode1="====== Phoenix Mode 1 (Classic) =================="; TakeProfit=42; StopLoss=86; TrailingStop=0; Mode2="====== Phoenix Mode 2 (Second trade)=============="; Mode2_OpenTrade_2=0; Mode2_TakeProfit=0; Mode2_StopLoss=0; Mode2_CloseFirstTrade=false; Mode3="====== Phoenix Mode 3 (Three trades at once) ====="; Mode3_CloseTrade2_3=0; Mode3_TakeProfit=0; Mode3_StopLoss=0; Signal1="====== Signal 1 ==================================="; UseSignal1=true; Percent=0.0056; EnvelopePeriod=10; Signal2="====== Signal 2 =================================="; UseSignal2=true; SMAPeriod=5; SMA2Bars=9; Signal3="====== Signal 3 =================================="; UseSignal3=true; OSMAFast=5; OSMASlow=12; OSMASignal=11; Signal4="====== Signal 4 =================================="; UseSignal4=true;
Bars in test56655Ticks modelled1360169Modelling quality90.00%
Initial deposit1000.00
Total net profit-853.95Gross profit2074.83Gross loss-2928.78
Profit factor0.71Expected payoff-9.93
Absolute drawdown853.95Maximal drawdown1626.34 (91.76%)Relative drawdown91.76% (1626.34)
Total trades86Short positions (won %)47 (36.17%)Long positions (won %)39 (38.46%)
Profit trades (% of total)32 (37.21%)Loss trades (% of total)54 (62.79%)
Largestprofit trade151.68loss trade-65.17
Averageprofit trade64.84loss trade-54.24
Maximumconsecutive wins (profit in money)9 (772.39)consecutive losses (loss in money)12 (-733.53)
Maximalconsecutive profit (count of wins)772.39 (9)consecutive loss (count of losses)-733.53 (12)
Averageconsecutive wins4consecutive losses7
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12005.11.01 00:01sell10.101.28981.29781.2833
22005.11.01 00:01sell20.101.28981.29781.2768
32005.11.01 00:01sell30.101.28981.29781.2703
42005.11.02 14:56t/p10.101.28331.29781.283349.501049.50
52005.11.02 14:56modify30.101.28981.28981.2703
62005.11.02 14:56modify20.101.28981.28981.2768
72005.11.02 18:30t/p20.101.27681.28981.2768100.691150.19
82005.11.02 18:30modify30.101.28981.28001.2703
92005.11.02 19:42s/l30.101.28001.28001.270375.411225.60
102005.11.03 23:30buy40.101.29181.28381.2983
112005.11.03 23:30buy50.101.29181.28381.3048
122005.11.03 23:30buy60.101.29181.28381.3113
132005.11.04 16:25t/p40.101.29831.28381.298351.051276.65
142005.11.04 16:25modify60.101.29181.29181.3113
152005.11.04 16:25modify50.101.29181.29181.3048
162005.11.04 16:53t/p50.101.30481.29181.3048100.621377.27
172005.11.04 16:53modify60.101.29181.30161.3113
182005.11.08 01:54t/p60.101.31131.30161.3113151.681528.95
192005.11.09 03:00buy70.101.31141.30341.3179
202005.11.09 03:00buy80.101.31141.30341.3244
212005.11.09 03:00buy90.101.31141.30341.3309
222005.11.14 17:16t/p70.101.31791.30341.317954.271583.22
232005.11.14 17:16modify90.101.31141.31141.3309
242005.11.14 17:16modify80.101.31141.31141.3244
252005.11.16 12:02t/p80.101.32441.31141.3244105.091688.31
262005.11.16 12:02modify90.101.31141.32121.3309
272005.11.17 15:54s/l90.101.32121.32121.330984.081772.39
282005.11.17 23:45sell100.101.31741.32541.3109
292005.11.17 23:45sell110.101.31741.32541.3044
302005.11.17 23:45sell120.101.31741.32541.2979
312005.11.18 09:38s/l100.101.32541.32541.3109-61.451710.94
322005.11.18 09:38s/l110.101.32541.32541.3044-61.451649.49
332005.11.18 09:38s/l120.101.32541.32541.2979-61.451588.04
342005.11.18 12:15buy130.101.32431.31631.3308
352005.11.18 12:15buy140.101.32431.31631.3373
362005.11.18 12:15buy150.101.32431.31631.3438
372005.11.18 15:29s/l130.101.31631.31631.3308-60.781527.26
382005.11.18 15:29s/l140.101.31631.31631.3373-60.781466.48
392005.11.18 15:29s/l150.101.31631.31631.3438-60.781405.70
402005.11.21 01:45sell160.101.31561.32361.3091
412005.11.21 01:45sell170.101.31561.32361.3026
422005.11.21 01:45sell180.101.31561.32361.2961
432005.11.21 14:58t/p160.101.30911.32361.309149.661455.36
442005.11.21 14:58modify180.101.31561.31561.2961
452005.11.21 14:58modify170.101.31561.31561.3026
462005.11.21 16:12s/l170.101.31561.31561.30260.001455.36
472005.11.21 16:12s/l180.101.31561.31561.29610.001455.36
482005.11.22 13:15buy190.101.32201.31401.3285
492005.11.22 13:15buy200.101.32201.31401.3350
502005.11.22 13:15buy210.101.32201.31401.3415
512005.11.22 20:09s/l190.101.31401.31401.3285-60.891394.47
522005.11.22 20:09s/l200.101.31401.31401.3350-60.891333.58
532005.11.22 20:09s/l210.101.31401.31401.3415-60.891272.69
542005.11.23 05:15buy220.101.31211.30411.3186
552005.11.23 05:15buy230.101.31211.30411.3251
562005.11.23 05:15buy240.101.31211.30411.3316
572005.11.25 03:06t/p220.101.31861.30411.318653.261325.95
582005.11.25 03:06modify240.101.31211.31211.3316
592005.11.25 03:06modify230.101.31211.31211.3251
602005.11.28 16:48s/l230.101.31211.31211.32514.951330.90
612005.11.28 16:48s/l240.101.31211.31211.33164.951335.85
622005.11.29 01:45buy250.101.30491.29691.3114
632005.11.29 01:45buy260.101.30491.29691.3179
642005.11.29 01:45buy270.101.30491.29691.3244
652005.11.29 14:01t/p250.101.31141.29691.311449.561385.41
662005.11.29 14:01modify270.101.30491.30491.3244
672005.11.29 14:01modify260.101.30491.30491.3179
682005.11.29 16:00t/p260.101.31791.30491.317998.631484.04
692005.11.29 16:00modify270.101.30491.31471.3244
702005.11.29 17:06s/l270.101.31471.31471.324474.551558.59
712005.11.29 22:00sell280.101.31271.32071.3062
722005.11.29 22:00sell290.101.31271.32071.2997
732005.11.29 22:00sell300.101.31271.32071.2932
742005.12.01 15:25s/l280.101.32071.32071.3062-65.171493.42
752005.12.01 15:25s/l290.101.32071.32071.2997-65.171428.25
762005.12.01 15:25s/l300.101.32071.32071.2932-65.171363.08
772005.12.01 18:30buy310.101.32051.31251.3270
782005.12.01 18:30buy320.101.32051.31251.3335
792005.12.01 18:30buy330.101.32051.31251.3400
802005.12.05 13:54s/l310.101.31251.31251.3270-58.981304.10
812005.12.05 13:54s/l320.101.31251.31251.3335-58.981245.12
822005.12.05 13:54s/l330.101.31251.31251.3400-58.981186.14
832005.12.06 21:45sell340.101.30571.31371.2992
842005.12.06 21:45sell350.101.30571.31371.2927
852005.12.06 21:45sell360.101.30571.31371.2862
862005.12.07 10:58s/l340.101.31371.31371.2992-62.051124.09
872005.12.07 10:58s/l350.101.31371.31371.2927-62.051062.04
882005.12.07 10:58s/l360.101.31371.31371.2862-62.05999.99
892005.12.07 15:15buy370.101.31351.30551.3200
902005.12.07 15:15buy380.101.31351.30551.3265
912005.12.07 15:15buy390.101.31351.30551.3330
922005.12.08 10:09s/l370.101.30551.30551.3200-58.31941.68
932005.12.08 10:09s/l380.101.30551.30551.3265-58.31883.37
942005.12.08 10:09s/l390.101.30551.30551.3330-58.31825.06
952005.12.08 20:45sell400.101.30111.30911.2946
962005.12.08 20:45sell410.101.30111.30911.2881
972005.12.08 20:45sell420.101.30111.30911.2816
982005.12.12 10:05t/p400.101.29461.30911.294647.91872.97
992005.12.12 10:05modify420.101.30111.30111.2816
1002005.12.12 10:05modify410.101.30111.30111.2881
1012005.12.12 14:37t/p410.101.28811.30111.288198.62971.59
1022005.12.12 14:37modify420.101.30111.29131.2816
1032005.12.12 20:56s/l420.101.29131.29131.281673.581045.17
1042005.12.12 23:15buy430.101.29001.28201.2965
1052005.12.12 23:15buy440.101.29001.28201.3030
1062005.12.12 23:15buy450.101.29001.28201.3095
1072005.12.14 03:15s/l430.101.28201.28201.2965-60.43984.74
1082005.12.14 03:15s/l440.101.28201.28201.3030-60.43924.31
1092005.12.14 03:15s/l450.101.28201.28201.3095-60.43863.88
1102005.12.14 07:00sell460.101.28641.29441.2799
1112005.12.14 07:00sell470.101.28641.29441.2734
1122005.12.14 07:00sell480.101.28641.29441.2669
1132005.12.14 14:30t/p460.101.27991.29441.279950.80914.68
1142005.12.14 14:30modify480.101.28641.28641.2669
1152005.12.14 14:30modify470.101.28641.28641.2734
1162005.12.15 15:46s/l470.101.28641.28641.2734-3.45911.23
1172005.12.15 15:46s/l480.101.28641.28641.2669-3.45907.78
1182005.12.16 00:00sell490.101.29001.29801.2835
1192005.12.16 00:00sell500.101.29001.29801.2770
1202005.12.16 00:00sell510.101.29001.29801.2705
1212005.12.20 10:33s/l490.101.29801.29801.2835-63.93843.85
1222005.12.20 10:33s/l500.101.29801.29801.2770-63.93779.92
1232005.12.20 10:33s/l510.101.29801.29801.2705-63.93715.99
1242005.12.20 12:30buy520.101.29571.28771.3022
1252005.12.20 12:30buy530.101.29571.28771.3087
1262005.12.20 12:30buy540.101.29571.28771.3152
1272005.12.20 14:56t/p520.101.30221.28771.302249.91765.90
1282005.12.20 14:56modify540.101.29571.29571.3152
1292005.12.20 14:56modify530.101.29571.29571.3087
1302005.12.20 17:45t/p530.101.30871.29571.308799.30865.20
1312005.12.20 17:45modify540.101.29571.30551.3152
1322005.12.21 09:00s/l540.101.30551.30551.315276.06941.26
1332005.12.21 11:15sell550.101.30721.31521.3007
1342005.12.21 11:15sell560.101.30721.31521.2942
1352005.12.21 11:15sell570.101.30721.31521.2877
1362005.12.21 15:35s/l550.101.31521.31521.3007-60.82880.44
1372005.12.21 15:35s/l560.101.31521.31521.2942-60.82819.62
1382005.12.21 15:35s/l570.101.31521.31521.2877-60.82758.80
1392005.12.21 19:15buy580.101.31501.30701.3215
1402005.12.21 19:15buy590.101.31501.30701.3280
1412005.12.21 19:15buy600.101.31501.30701.3345
1422005.12.28 08:23s/l580.101.30701.30701.3215-54.28704.52
1432005.12.28 08:23s/l590.101.30701.30701.3280-54.28650.24
1442005.12.28 08:23s/l600.101.30701.30701.3345-54.28595.96
1452005.12.28 14:30sell610.101.30781.31581.3013
1462005.12.28 14:30sell620.101.30781.31581.2948
1472005.12.28 14:30sell630.101.30781.31581.2883
1482005.12.28 18:04s/l610.101.31581.31581.3013-60.79535.17
1492005.12.28 18:04s/l620.101.31581.31581.2948-60.79474.38
1502005.12.28 18:04s/l630.101.31581.31581.2883-60.79413.59
1512005.12.29 00:15sell640.101.31711.32511.3106
1522005.12.29 00:15sell650.101.31711.32511.3041
1532005.12.29 00:15sell660.101.31711.32511.2976
1542005.12.30 04:17t/p640.101.31061.32511.310648.45462.04
1552005.12.30 04:17modify660.101.31711.31711.2976
1562005.12.30 04:17modify650.101.31711.31711.3041
1572005.12.30 13:31s/l650.101.31711.31711.3041-1.15460.89
1582005.12.30 13:31s/l660.101.31711.31711.2976-1.15459.74
1592005.12.30 17:15buy670.101.31781.30981.3243
1602005.12.30 17:15buy680.101.31781.30981.3308
1612005.12.30 17:15buy690.101.31781.30981.3373
1622006.01.03 03:05s/l670.101.30981.30981.3243-59.10400.64
1632006.01.03 03:05s/l680.101.30981.30981.3308-59.10341.54
1642006.01.03 03:05s/l690.101.30981.30981.3373-59.10282.44
1652006.01.03 08:30sell700.101.30921.31721.3027
1662006.01.03 08:30sell710.101.30921.31721.2962
1672006.01.03 15:37t/p700.101.30271.31721.302749.90332.34
1682006.01.03 15:37modify710.101.30921.30921.2962
1692006.01.03 16:17t/p710.101.29621.30921.2962100.29432.63
1702006.01.03 23:15sell720.101.29081.29881.2843
1712006.01.03 23:15sell730.101.29081.29881.2778
1722006.01.03 23:15sell740.101.29081.29881.2713
1732006.01.04 04:14t/p720.101.28431.29881.284349.51482.14
1742006.01.04 04:14modify740.101.29081.29081.2713
1752006.01.04 04:14modify730.101.29081.29081.2778
1762006.01.04 18:28t/p730.101.27781.29081.2778100.60582.74
1772006.01.04 18:28modify740.101.29081.28101.2713
1782006.01.05 08:47s/l740.101.28101.28101.271371.90654.64
1792006.01.05 23:15sell750.101.27611.28411.2696
1802006.01.05 23:15sell760.101.27611.28411.2631
1812006.01.05 23:15sell770.101.27611.28411.2566
1822006.01.06 14:50t/p750.101.26961.28411.269650.05704.69
1832006.01.06 14:50modify770.101.27611.27611.2566
1842006.01.06 14:50modify760.101.27611.27611.2631
1852006.01.09 09:41s/l760.101.27611.27611.2631-2.30702.39
1862006.01.09 09:41s/l770.101.27611.27611.2566-2.30700.09
1872006.01.09 23:45sell780.101.27631.28431.2698
1882006.01.09 23:45sell790.101.27631.28431.2633
1892006.01.09 23:45sell800.101.27631.28431.2568
1902006.01.11 09:55s/l780.101.28431.28431.2698-64.59635.50
1912006.01.11 09:55s/l790.101.28431.28431.2633-64.59570.91
1922006.01.11 09:55s/l800.101.28431.28431.2568-64.59506.32
1932006.01.11 12:30buy810.101.28211.27411.2886
1942006.01.11 12:30buy820.101.28211.27411.2951
1952006.01.11 12:30buy830.101.28211.27411.3016
1962006.01.11 17:48s/l810.101.27411.27411.2886-62.80443.52
1972006.01.11 17:48s/l820.101.27411.27411.2951-62.80380.72
1982006.01.11 17:48s/l830.101.27411.27411.3016-62.80317.92
1992006.01.11 21:00sell840.101.27461.28261.2681
2002006.01.11 21:00sell850.101.27461.28261.2616
2012006.01.11 21:00sell860.101.27461.28261.2551
2022006.01.12 14:59close at stop860.101.28151.28261.2551-57.29260.63
2032006.01.12 14:59close at stop850.101.28151.28261.2616-57.29203.34
2042006.01.12 14:59close at stop840.101.28151.28261.2681-57.29146.05