Strategy Tester Report
Phoenix_EA_v4_2_03

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2006.01.02 00:45 - 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 test58178Ticks modelled1241056Modelling quality90.00%
Initial deposit1000.00
Total net profit12136.11Gross profit41982.33Gross loss-29846.22
Profit factor1.41Expected payoff131.91
Absolute drawdown0.00Maximal drawdown6617.10 (41.91%)Relative drawdown41.91% (6617.10)
Total trades92Short positions (won %)52 (75.00%)Long positions (won %)40 (87.50%)
Profit trades (% of total)74 (80.43%)Loss trades (% of total)18 (19.57%)
Largestprofit trade1264.80loss trade-2791.89
Averageprofit trade567.33loss trade-1658.12
Maximumconsecutive wins (profit in money)11 (1522.69)consecutive losses (loss in money)2 (-4525.64)
Maximalconsecutive profit (count of wins)7698.66 (8)consecutive loss (count of losses)-4525.64 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.05.01 03:30buy10.301.82341.81501.8276
22006.05.01 06:09t/p10.301.82761.81501.827688.201088.20
32006.05.01 20:15buy20.301.82831.81991.8325
42006.05.02 10:37t/p20.301.83251.81991.832587.301175.50
52006.05.05 02:15buy30.401.85161.84321.8558
62006.05.05 14:30t/p30.401.85581.84321.8558117.601293.10
72006.05.05 22:45buy40.401.85891.85051.8631
82006.05.08 10:24t/p40.401.86311.85051.8631116.401409.49
92006.05.08 17:00buy50.401.85871.85031.8629
102006.05.09 15:30t/p50.401.86291.85031.8629116.401525.89
112006.05.10 17:00sell60.501.86351.87191.8593
122006.05.11 01:49t/p60.501.85931.87191.8593147.211673.10
132006.05.11 23:45buy70.501.88241.87401.8866
142006.05.12 02:14t/p70.501.88661.87401.8866145.501818.59
152006.05.12 17:15buy80.501.89211.88371.8963
162006.05.15 00:00t/p80.501.89631.88371.8963145.501964.09
172006.05.15 00:00sell90.601.89641.90481.8922
182006.05.15 08:32t/p90.601.89221.90481.8922176.402140.49
192006.05.16 10:15buy100.601.88241.87401.8866
202006.05.16 14:36t/p100.601.88661.87401.8866176.402316.89
212006.05.17 03:00buy110.701.88651.87811.8907
222006.05.17 05:11t/p110.701.89071.87811.8907205.802522.69
232006.05.19 05:45buy120.801.89201.88361.8962
242006.05.19 09:23s/l120.801.88361.88361.8962-470.402052.29
252006.05.23 00:45buy130.601.88591.87751.8901
262006.05.23 23:59s/l130.601.87751.87751.8901-352.801699.49
272006.05.24 05:00sell140.201.87921.88761.8750
282006.05.24 07:44t/p140.201.87501.88761.875058.801758.29
292006.05.25 16:30buy150.501.87161.86321.8758
302006.05.25 23:44t/p150.501.87581.86321.8758147.001905.29
312006.05.26 10:30sell160.601.87241.88081.8682
322006.05.26 14:10t/p160.601.86821.88081.8682176.402081.69
332006.05.26 22:30sell170.601.85681.86521.8526
342006.05.30 04:52s/l170.601.86521.86521.8526-352.631729.06
352006.05.31 07:00sell180.501.88291.89131.8787
362006.05.31 10:29t/p180.501.87871.89131.8787147.001876.06
372006.06.01 18:30sell190.601.86751.87591.8633
382006.06.02 08:17t/p190.601.86331.87591.8633176.482052.54
392006.06.02 22:30buy200.601.88321.87481.8874
402006.06.05 09:32t/p200.601.88741.87481.8874174.592227.14
412006.06.06 05:00sell210.701.87151.87991.8673
422006.06.06 14:13t/p210.701.86731.87991.8673205.802432.94
432006.06.07 13:15sell220.701.86231.87071.8581
442006.06.07 14:02t/p220.701.85811.87071.8581205.802638.74
452006.06.08 20:30sell230.801.84241.85081.8382
462006.06.09 14:35t/p230.801.83821.85081.8382235.312874.05
472006.06.12 05:15sell240.901.84141.84981.8372
482006.06.13 14:31t/p240.901.83721.84981.8372264.733138.77
492006.06.14 03:15sell250.901.83471.84311.8305
502006.06.14 09:44s/l250.901.84311.84311.8305-529.202609.57
512006.06.14 21:30buy260.801.84401.83561.8482
522006.06.15 11:51t/p260.801.84821.83561.8482227.982837.55
532006.06.15 19:45buy270.901.84841.84001.8526
542006.06.16 02:45t/p270.901.85261.84001.8526261.893099.44
552006.06.16 22:45sell280.901.85011.85851.8459
562006.06.19 03:04t/p280.901.84591.85851.8459264.733364.17
572006.06.19 09:45sell291.001.84501.85341.8408
582006.06.19 15:35t/p291.001.84081.85341.8408294.003658.17
592006.06.19 23:00sell301.101.84161.85001.8374
602006.06.20 14:30t/p301.101.83741.85001.8374323.553981.72
612006.06.21 17:30sell311.201.84351.85191.8393
622006.06.22 10:45t/p311.201.83931.85191.8393353.304335.02
632006.06.22 20:00sell321.301.82791.83631.8237
642006.06.23 10:55t/p321.301.82371.83631.8237382.384717.41
652006.06.23 18:45sell331.401.82021.82861.8160
662006.06.28 16:35t/p331.401.81601.82861.8160412.195129.59
672006.06.28 22:45sell341.501.81841.82681.8142
682006.06.29 11:38t/p341.501.81421.82681.8142441.635571.22
692006.06.29 16:45sell351.701.81341.82181.8092
702006.06.29 20:17s/l351.701.82181.82181.8092-999.604571.62
712006.06.30 10:30buy361.401.83101.82261.8352
722006.06.30 13:42t/p361.401.83521.82261.8352411.604983.22
732006.07.03 23:45sell371.501.84221.85061.8380
742006.07.05 14:31t/p371.501.83801.85061.8380441.425424.64
752006.07.05 22:15sell381.601.83501.84341.8308
762006.07.07 14:30s/l381.601.84341.84341.8308-939.904484.74
772006.07.10 20:30sell391.301.84171.85011.8375
782006.07.11 11:48t/p391.301.83751.85011.8375382.384867.12
792006.07.11 16:15sell401.501.84081.84921.8366
802006.07.12 14:31t/p401.501.83661.84921.8366441.215308.33
812006.07.12 23:30sell411.601.83441.84281.8302
822006.07.13 14:43s/l411.601.84281.84281.8302-940.134368.20
832006.07.14 13:00sell421.301.84111.84951.8369
842006.07.14 15:17t/p421.301.83691.84951.8369382.204750.40
852006.07.14 21:30sell431.401.83831.84671.8341
862006.07.17 09:57t/p431.401.83411.84671.8341411.805162.20
872006.07.18 18:30buy441.501.82701.81861.8312
882006.07.19 16:00t/p441.501.83121.81861.8312436.495598.68
892006.07.20 01:15buy451.701.84251.83411.8467
902006.07.20 03:24t/p451.701.84671.83411.8467499.806098.48
912006.07.20 09:15buy461.801.84401.83561.8482
922006.07.20 12:48t/p461.801.84821.83561.8482529.206627.68
932006.07.24 13:45sell472.001.85301.86141.8488
942006.07.24 17:06t/p472.001.84881.86141.8488588.007215.68
952006.07.25 00:00sell482.201.85131.85971.8471
962006.07.25 02:25t/p482.201.84711.85971.8471646.807862.48
972006.07.26 00:45sell492.401.84011.84851.8359
982006.07.26 18:05s/l492.401.84851.84851.8359-1411.206451.28
992006.07.27 03:45buy501.901.85411.84571.8583
1002006.07.27 09:10t/p501.901.85831.84571.8583558.607009.88
1012006.07.28 21:45buy512.101.86421.85581.8684
1022006.07.31 15:18t/p512.101.86841.85581.8684611.087620.96
1032006.07.31 23:30buy522.301.86811.85971.8723
1042006.08.01 18:07t/p522.301.87231.85971.8723669.288290.24
1052006.08.03 19:45buy532.501.88681.87841.8910
1062006.08.04 10:08t/p532.501.89101.87841.8910727.489017.72
1072006.08.04 21:45buy542.701.90871.90031.9129
1082006.08.08 20:14t/p542.701.91291.90031.9129777.559795.26
1092006.08.09 07:45sell552.901.90101.90941.8968
1102006.08.09 10:07s/l552.901.90941.90941.8968-1705.208090.06
1112006.08.10 04:00sell562.401.90571.91411.9015
1122006.08.10 09:49t/p562.401.90151.91411.9015705.608795.66
1132006.08.10 23:15sell572.601.89351.90191.8893
1142006.08.11 14:33t/p572.601.88931.90191.8893764.769560.43
1152006.08.14 02:45sell582.901.89301.90141.8888
1162006.08.14 10:29t/p582.901.88881.90141.8888852.6010413.03
1172006.08.14 21:30buy593.101.88821.87981.8924
1182006.08.15 07:25t/p593.101.89241.87981.8924902.0711315.09
1192006.08.15 20:15buy603.401.89441.88601.8986
1202006.08.16 14:31t/p603.401.89861.88601.8986989.3712304.46
1212006.08.16 21:45buy613.701.89531.88691.8995
1222006.08.17 10:29t/p613.701.89951.88691.89951054.3913358.85
1232006.08.18 02:15sell624.001.88511.89351.8809
1242006.08.18 13:24t/p624.001.88091.89351.88091176.0014534.85
1252006.08.23 20:00buy634.401.89261.88421.8968
1262006.08.24 16:01t/p634.401.89681.88421.89681253.8715788.72
1272006.08.25 04:00sell644.701.88761.89601.8834
1282006.08.28 09:26s/l644.701.89601.89601.8834-2762.9413025.78
1292006.08.28 21:30buy653.901.89581.88741.9000
1302006.08.29 09:19t/p653.901.90001.88741.90001134.8614160.64
1312006.08.29 14:30buy664.201.89941.89101.9036
1322006.08.29 17:44s/l664.201.89101.89101.9036-2469.6011691.04
1332006.08.29 22:30sell673.501.89831.90671.8941
1342006.08.31 08:22s/l673.501.90671.90671.8941-2056.049635.00
1352006.08.31 22:45sell681.001.90461.91301.9004
1362006.09.01 14:30t/p681.001.90041.91301.9004294.149929.14
1372006.09.01 19:45sell693.001.90511.91351.9009
1382006.09.05 09:26t/p693.001.90091.91351.9009882.8410811.98
1392006.09.05 23:15sell703.201.89431.90271.8901
1402006.09.06 10:48t/p703.201.89011.90271.8901941.2511753.22
1412006.09.06 21:15sell713.501.88421.89261.8800
1422006.09.07 12:37t/p713.501.88001.89261.88001030.4712783.69
1432006.09.07 19:45sell723.801.87731.88571.8731
1442006.09.08 03:01t/p723.801.87311.88571.87311117.7313901.43
1452006.09.08 20:45sell734.201.86531.87371.8611
1462006.09.11 16:09t/p734.201.86111.87371.86111235.3915136.81
1472006.09.11 21:45sell744.501.86441.87281.8602
1482006.09.12 10:40s/l744.501.87281.87281.8602-2645.3712491.44
1492006.09.12 19:15buy753.701.87411.86571.8783
1502006.09.14 09:21t/p753.701.87831.86571.87831043.2513534.70
1512006.09.14 22:00buy764.101.88691.87851.8911
1522006.09.15 15:34s/l764.101.87851.87851.8911-2423.1411111.56
1532006.09.18 18:00sell773.301.87711.88551.8729
1542006.09.19 14:31s/l773.301.88551.88551.8729-1939.949171.62
1552006.09.19 19:45buy780.901.88131.87291.8855
1562006.09.20 15:03t/p780.901.88551.87291.8855261.899433.51
1572006.09.20 23:45buy792.801.88791.87951.8921
1582006.09.21 03:54t/p792.801.89211.87951.8921797.9210231.42
1592006.09.21 18:00buy803.101.89671.88831.9009
1602006.09.21 18:03t/p803.101.90091.88831.9009911.4011142.82
1612006.09.21 18:03buy813.301.90131.89291.9055
1622006.09.22 09:22t/p813.301.90551.89291.9055960.2712103.09
1632006.09.22 14:15buy823.601.90291.89451.9071
1642006.09.25 08:34t/p823.601.90711.89451.90711047.5613150.66
1652006.09.27 22:00sell833.901.88841.89681.8842
1662006.09.28 08:30t/p833.901.88421.89681.88421148.2414298.89
1672006.09.28 21:30sell844.301.87651.88491.8723
1682006.09.29 08:53t/p844.301.87231.88491.87231264.8015563.70
1692006.10.02 23:45buy854.701.88681.87841.8910
1702006.10.04 13:19s/l854.701.87841.87841.8910-2791.8912771.80
1712006.10.04 18:45sell863.801.88391.89231.8797
1722006.10.05 14:32t/p863.801.87971.89231.87971118.8013890.60
1732006.10.05 20:45sell874.201.87881.88721.8746
1742006.10.06 08:41t/p874.201.87461.88721.87461235.3915125.99
1752006.10.06 13:30sell884.501.87641.88481.8722
1762006.10.06 14:31s/l884.501.88481.88481.8722-2646.0012479.99
1772006.10.09 19:30sell893.701.86591.87431.8617
1782006.10.10 10:30t/p893.701.86171.87431.86171088.3213568.30
1792006.10.13 22:15sell904.101.85621.86461.8520
1802006.10.16 14:43s/l904.101.86461.86461.8520-2410.2311158.08
1812006.10.17 22:15buy913.301.87051.86211.8747
1822006.10.19 16:35t/p913.301.87471.86211.8747930.4712088.55
1832006.10.19 23:45buy923.601.87771.86931.8819
1842006.10.20 10:52t/p923.601.88191.86931.88191047.5613136.11