Strategy Tester Report
Phoenix_EA_v4_2_03

SymbolUSDJPY (US Dollar 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 test58167Ticks modelled739297Modelling quality90.00%
Initial deposit1000.00
Total net profit114433.59Gross profit325809.63Gross loss-211376.04
Profit factor1.54Expected payoff1079.56
Absolute drawdown0.00Maximal drawdown85488.01 (52.55%)Relative drawdown52.55% (85488.01)
Total trades106Short positions (won %)60 (78.33%)Long positions (won %)46 (89.13%)
Profit trades (% of total)88 (83.02%)Loss trades (% of total)18 (16.98%)
Largestprofit trade16356.36loss trade-35539.01
Averageprofit trade3702.38loss trade-11743.11
Maximumconsecutive wins (profit in money)17 (56732.73)consecutive losses (loss in money)2 (-58699.57)
Maximalconsecutive profit (count of wins)108777.82 (11)consecutive loss (count of losses)-58699.57 (2)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.05.01 01:45sell10.30113.74114.58113.32
22006.05.01 04:16t/p10.30113.32114.58113.32111.201111.20
32006.05.01 11:45sell20.30113.24114.08112.82
42006.05.01 14:42t/p20.30112.82114.08112.82111.691222.89
52006.05.01 15:00buy30.40112.68111.84113.10
62006.05.01 17:35t/p30.40113.10111.84113.10148.521371.41
72006.05.02 05:45sell40.40113.63114.47113.21
82006.05.02 16:53t/p40.40113.21114.47113.21148.451519.86
92006.05.03 01:15sell50.50113.36114.20112.94
102006.05.03 08:34t/p50.50112.94114.20112.94185.941705.80
112006.05.03 08:34buy60.50112.94112.10113.36
122006.05.03 10:21t/p60.50113.36112.10113.36185.251891.05
132006.05.03 12:30sell70.60113.53114.37113.11
142006.05.05 15:07t/p70.60113.11114.37113.11185.652076.70
152006.05.08 00:00sell80.60112.57113.41112.15
162006.05.08 00:00t/p80.60112.15113.41112.15225.102301.80
172006.05.08 00:00sell90.70111.92112.76111.50
182006.05.08 09:04t/p90.70111.50112.76111.50263.722565.52
192006.05.08 16:00sell100.80111.50112.34111.08
202006.05.09 16:19t/p100.80111.08112.34111.08290.122855.64
212006.05.09 21:45sell110.90111.15111.99110.73
222006.05.10 08:51t/p110.90110.73111.99110.73327.433183.07
232006.05.10 20:00buy121.00110.45109.61110.87
242006.05.11 00:52t/p121.00110.87109.61110.87417.903600.97
252006.05.11 01:00sell131.10110.88111.72110.46
262006.05.11 17:34t/p131.10110.46111.72110.46418.324019.29
272006.05.11 22:45sell141.20110.66111.50110.24
282006.05.12 01:35t/p141.20110.24111.50110.24438.604457.90
292006.05.12 08:30buy151.30110.02109.18110.44
302006.05.12 16:31t/p151.30110.44109.18110.44494.394952.29
312006.05.15 06:15sell161.50109.66110.50109.24
322006.05.15 10:20s/l161.50110.50110.50109.24-1140.063812.23
332006.05.15 10:20sell171.10110.49111.33110.07
342006.05.15 11:37t/p171.10110.07111.33110.07419.774232.00
352006.05.15 17:00sell181.30110.28111.12109.86
362006.05.15 23:00t/p181.30109.86111.12109.86497.224729.22
372006.05.15 23:15sell191.40110.53111.37110.11
382006.05.16 05:38t/p191.40110.11111.37110.11512.385241.59
392006.05.16 11:00sell201.60110.45111.29110.03
402006.05.16 14:36t/p201.60110.03111.29110.03610.805852.39
412006.05.16 20:30buy211.80109.79108.95110.21
422006.05.17 17:29t/p211.80110.21108.95110.21709.276561.67
432006.05.18 03:30buy222.00110.75109.91111.17
442006.05.18 13:35t/p222.00111.17109.91111.17755.467317.13
452006.05.18 13:35sell232.20111.19112.03110.77
462006.05.18 15:30t/p232.20110.77112.03110.77834.478151.60
472006.05.19 00:30sell242.40110.86111.70110.44
482006.05.19 09:45s/l242.40111.70111.70110.44-1804.196347.41
492006.05.22 02:45sell251.90111.94112.78111.52
502006.05.22 08:43s/l251.90112.78112.78111.52-1414.894932.52
512006.05.23 01:45sell260.50111.67112.51111.25
522006.05.23 06:48t/p260.50111.25112.51111.25188.785121.30
532006.05.23 07:00buy271.50111.11110.27111.53
542006.05.23 09:55t/p271.50111.53110.27111.53564.725686.02
552006.05.23 15:30sell281.70111.44112.28111.02
562006.05.24 00:03s/l281.70112.28112.28111.02-1297.824388.20
572006.05.24 11:00buy291.30111.86111.02112.28
582006.05.24 15:15t/p291.30112.28111.02112.28486.244874.44
592006.05.24 16:15sell301.50112.55113.39112.13
602006.05.25 14:32t/p301.50112.13113.39112.13492.205366.64
612006.05.26 01:45buy311.60111.76110.92112.18
622006.05.26 05:46t/p311.60112.18110.92112.18598.935965.57
632006.05.26 10:15buy321.80111.93111.09112.35
642006.05.26 15:31t/p321.80112.35111.09112.35672.666638.23
652006.05.26 15:31sell332.00112.39113.23111.97
662006.05.30 05:33t/p332.00111.97113.23111.97688.387326.61
672006.05.30 13:45sell342.20112.17113.01111.75
682006.05.30 16:04t/p342.20111.75113.01111.75827.008153.61
692006.05.30 18:45buy352.40112.06111.22112.48
702006.05.31 20:31t/p352.40112.48111.22112.48927.429081.03
712006.06.01 02:30sell362.70112.60113.44112.18
722006.06.02 14:30t/p362.70112.18113.44112.18969.9610050.99
732006.06.02 14:45buy373.00111.87111.03112.29
742006.06.05 22:29t/p373.00112.29111.03112.291161.1711212.16
752006.06.06 09:15buy383.40112.13111.29112.55
762006.06.06 14:12t/p383.40112.55111.29112.551268.7712480.93
772006.06.06 14:12sell393.70112.55113.39112.13
782006.06.06 16:47s/l393.70113.39113.39112.13-2740.749740.19
792006.06.07 03:15buy402.90113.07112.23113.49
802006.06.07 15:32t/p402.90113.49112.23113.491072.9310813.12
812006.06.07 20:30buy413.20113.47112.63113.89
822006.06.08 09:19t/p413.20113.89112.63113.891305.0112118.13
832006.06.08 09:30sell423.60113.92114.76113.50
842006.06.13 09:06s/l423.60114.76114.76113.50-2802.339315.80
852006.06.13 12:00buy432.80114.45113.61114.87
862006.06.13 16:06t/p432.80114.87113.61114.871023.7710339.57
872006.06.14 09:00buy443.10115.01114.17115.43
882006.06.19 02:54t/p443.10115.43114.17115.431329.6311669.20
892006.06.19 11:30buy453.50115.67114.83116.09
902006.06.20 08:47s/l453.50114.83114.83116.09-2515.179154.04
912006.06.20 20:45buy462.70114.85114.01115.27
922006.06.22 12:15t/p462.70115.27114.01115.271124.3510278.39
932006.06.23 00:00buy473.10116.16115.32116.58
942006.06.23 14:49t/p473.10116.58115.32116.581116.8311395.22
952006.06.26 08:00sell483.40116.36117.20115.94
962006.06.27 03:19t/p483.40115.94117.20115.941179.1212574.34
972006.06.27 08:30sell493.80116.20117.04115.78
982006.06.29 20:17t/p493.80115.78117.04115.781143.4113717.75
992006.06.30 04:30buy504.10114.89114.05115.31
1002006.07.05 15:15t/p504.10115.31114.05115.311652.7915370.53
1012006.07.05 23:00sell514.60115.71116.55115.29
1022006.07.06 14:57t/p514.60115.29116.55115.291462.3316832.86
1032006.07.06 14:57buy525.00115.27114.43115.69
1042006.07.07 14:30s/l525.00114.43114.43115.69-3606.2113226.65
1052006.07.10 00:00sell534.00113.87114.71113.45
1062006.07.10 11:17t/p534.00113.45114.71113.451481.2214707.87
1072006.07.10 13:15sell544.40113.84114.68113.42
1082006.07.11 15:14s/l544.40114.68114.68113.42-3291.0411416.83
1092006.07.11 18:00buy553.40114.17113.33114.59
1102006.07.12 10:08t/p553.40114.59113.33114.591290.3512707.18
1112006.07.12 23:00sell563.80115.50116.34115.08
1122006.07.13 10:03t/p563.80115.08116.34115.081210.3013917.48
1132006.07.13 17:30buy574.20115.38114.54115.80
1142006.07.14 03:21t/p574.20115.80114.54115.801578.0115495.49
1152006.07.14 03:30sell584.60115.73116.57115.31
1162006.07.17 09:55s/l584.60116.57116.57115.31-3385.7112109.78
1172006.07.17 22:30sell593.60117.22118.06116.80
1182006.07.18 09:14t/p593.60116.80118.06116.801238.7613348.54
1192006.07.18 09:15buy604.00116.80115.96117.22
1202006.07.18 16:31t/p604.00117.22115.96117.221432.9614781.50
1212006.07.18 16:31sell614.40117.24118.08116.82
1222006.07.19 18:58t/p614.40116.82118.08116.821513.9116295.41
1232006.07.20 00:30sell624.90116.86117.70116.44
1242006.07.21 09:36t/p624.90116.44117.70116.441691.5517986.96
1252006.07.21 09:36buy635.40116.44115.60116.86
1262006.07.24 20:04t/p635.40116.86115.60116.862011.1119998.07
1272006.07.25 03:30sell646.00116.83117.67116.41
1282006.07.26 20:20t/p646.00116.41117.67116.412072.3922070.46
1292006.07.27 03:00sell656.60116.30117.14115.88
1302006.07.27 10:31t/p656.60115.88117.14115.882392.1324462.59
1312006.07.27 20:15sell667.30115.78116.62115.36
1322006.07.28 11:42t/p667.30115.36116.62115.362544.9427007.53
1332006.07.28 13:00sell678.10115.67116.51115.25
1342006.07.28 14:31t/p678.10115.25116.51115.252952.8729960.40
1352006.07.31 02:00buy689.00114.69113.85115.11
1362006.08.01 15:01t/p689.00115.11113.85115.113400.4733360.87
1372006.08.01 20:15buy6910.00114.73113.89115.15
1382006.08.03 11:32t/p6910.00115.15113.89115.154168.3737529.24
1392006.08.03 16:30buy7011.30114.93114.09115.35
1402006.08.04 11:18t/p7011.30115.35114.09115.354261.2441790.48
1412006.08.07 02:45buy7112.50114.36113.52114.78
1422006.08.07 11:27t/p7112.50114.78113.52114.784573.5746364.05
1432006.08.07 20:30sell7213.90115.10115.94114.68
1442006.08.08 20:14t/p7213.90114.68115.94114.684878.0751242.11
1452006.08.08 23:00sell7315.40115.29116.13114.87
1462006.08.09 12:45t/p7315.40114.87116.13114.875392.6856634.80
1472006.08.09 17:15sell7417.00115.18116.02114.76
1482006.08.10 11:22t/p7417.00114.76116.02114.765432.3462067.14
1492006.08.10 15:15buy7518.60114.87114.03115.29
1502006.08.10 16:24t/p7518.60115.29114.03115.296775.3768842.51
1512006.08.11 04:15sell7620.70115.47116.31115.05
1522006.08.11 14:31s/l7620.70116.31116.31115.05-14948.4253894.09
1532006.08.11 19:00sell7716.20116.23117.07115.81
1542006.08.16 14:31t/p7716.20115.81117.07115.815122.4259016.51
1552006.08.16 22:15sell7817.70115.83116.67115.41
1562006.08.17 09:20t/p7817.70115.41116.67115.415618.9764635.48
1572006.08.17 09:30buy7919.40115.38114.54115.80
1582006.08.17 19:00t/p7919.40115.80114.54115.807036.2771671.75
1592006.08.18 04:00sell8021.50116.03116.87115.61
1602006.08.18 11:44t/p8021.50115.61116.87115.617812.0979483.84
1612006.08.18 11:44buy8123.80115.59114.75116.01
1622006.08.22 00:11t/p8123.80116.01114.75116.019236.4488720.28
1632006.08.22 09:00buy8226.60116.10115.26116.52
1642006.08.22 15:54t/p8226.60116.52115.26116.529588.0598308.33
1652006.08.23 07:45buy8329.50116.39115.55116.81
1662006.08.25 07:31t/p8329.50116.81115.55116.8112142.89110451.23
1672006.08.25 07:31sell8433.10116.82117.66116.40
1682006.09.04 06:50t/p8433.10116.40117.66116.407843.11118294.33
1692006.09.04 19:15buy8535.50116.05115.21116.47
1702006.09.06 13:16t/p8535.50116.47115.21116.4713725.18132019.52
1712006.09.07 04:45sell8639.60116.77117.61116.35
1722006.09.07 11:04t/p8639.60116.35117.61116.3514296.03146315.55
1732006.09.07 21:30buy8743.90116.38115.54116.80
1742006.09.08 15:05t/p8743.90116.80115.54116.8016356.36162671.91
1752006.09.11 00:30sell8848.80117.01117.85116.59
1762006.09.12 17:38s/l8848.80117.85117.85116.59-35539.01127132.90
1772006.09.13 01:00buy8938.10117.83116.99118.25
1782006.09.18 13:25t/p8938.10118.25116.99118.2516012.27143145.17
1792006.09.18 17:15buy9042.90117.98117.14118.40
1802006.09.19 14:45s/l9042.90117.14117.14118.40-30207.09112938.08
1812006.09.20 02:30sell9133.90117.61118.45117.19
1822006.09.20 08:55t/p9133.90117.19118.45117.1912150.54125088.62
1832006.09.20 09:00buy9237.50117.13116.29117.55
1842006.09.21 21:12s/l9237.50116.29116.29117.55-25626.9199461.71
1852006.09.22 03:15sell9329.80116.38117.22115.96
1862006.09.26 18:29s/l9329.80117.22117.22115.96-22277.8077183.90
1872006.09.27 01:30buy947.70117.03116.19117.45
1882006.09.27 16:00t/p947.70117.45116.19117.452753.0479936.94
1892006.09.27 23:45buy9524.00117.50116.66117.92
1902006.09.28 16:56t/p9524.00117.92116.66117.929485.1889422.12
1912006.09.28 22:45buy9626.80117.82116.98118.24
1922006.10.02 03:25t/p9626.80118.24116.98118.2410216.9099639.02
1932006.10.02 04:45sell9729.90118.23119.07117.81
1942006.10.02 15:35t/p9729.90117.81119.07117.8110659.53110298.55
1952006.10.02 15:35buy9833.10117.81116.97118.23
1962006.10.04 13:28t/p9833.10118.23116.97118.2312619.64122918.19
1972006.10.04 13:28sell9936.90118.24119.08117.82
1982006.10.04 23:17t/p9936.90117.82119.08117.8213155.08136073.27
1992006.10.05 07:30buy10040.80117.61116.77118.03
2002006.10.06 04:46t/p10040.80118.03116.77118.0315048.50151121.77
2012006.10.06 11:45sell10145.30117.99118.83117.57
2022006.10.06 15:53s/l10145.30118.83118.83117.57-32019.53119102.24
2032006.10.06 21:45sell10235.70119.00119.84118.58
2042006.10.11 20:43s/l10235.70119.84119.84118.58-26680.0492422.19
2052006.10.12 02:00sell1039.20119.73120.57119.31
2062006.10.12 09:10t/p1039.20119.31120.57119.313239.4495661.63
2072006.10.12 13:45sell10428.70119.60120.44119.18
2082006.10.13 09:37t/p10428.70119.18120.44119.189671.30105332.94
2092006.10.13 11:45sell10531.60119.36120.20118.94
2102006.10.17 08:52t/p10531.60118.94120.20118.9410179.72115512.65
2112006.10.17 10:45buy10634.70118.77117.93119.19
2122006.10.20 22:59close at stop10634.70118.69117.93119.19-79.07115433.59