Strategy Tester Report
Phoenix_EA_v5_6_03

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Period15 Minutes (M15) 2006.05.01 01:00 - 2006.11.24 00:00 (2006.05.01 - 2006.11.24)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersGeneralSettings="===== General Settings ============================"; PhoenixMode=1; Lots=1; MaximumRisk=0.05; DecreaseFactor=0; MM=true; AccountIsMicro=false; PrefSettings=false; CloseAfterHours=0; BreakEvenAfterPips=0; Mode1="====== Phoenix Mode 1 (Classic) =================="; TakeProfit=42; StopLoss=79; 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=0.0032; EnvelopePeriod=2; Signal2="====== Signal 2 =================================="; UseSignal2=true; SMAPeriod=6; SMA2Bars=17; Signal3="====== Signal 3 =================================="; UseSignal3=true; OSMAFast=3; OSMASlow=30; OSMASignal=20; Signal4="====== Signal 4 =================================="; UseSignal4=true;
Bars in test192533Ticks modelled964107Modelling quality90.00%
Initial deposit10000.00
Total net profit-2737.48Gross profit9199.05Gross loss-11936.53
Profit factor0.77Expected payoff-29.12
Absolute drawdown2737.48Maximal drawdown3895.75 (34.91%)Relative drawdown34.91% (3895.75)
Total trades94Short positions (won %)57 (56.14%)Long positions (won %)37 (64.86%)
Profit trades (% of total)56 (59.57%)Loss trades (% of total)38 (40.43%)
Largestprofit trade208.76loss trade-433.39
Averageprofit trade164.27loss trade-314.12
Maximumconsecutive wins (profit in money)5 (906.91)consecutive losses (loss in money)7 (-1743.80)
Maximalconsecutive profit (count of wins)906.91 (5)consecutive loss (count of losses)-1743.80 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.05.01 02:00sell10.50113.74114.53113.32
22006.05.01 05:17t/p10.50113.32114.53113.32185.3310185.33
32006.05.01 16:00buy20.50112.66111.87113.08
42006.05.01 18:36t/p20.50113.08111.87113.08185.7110371.04
52006.05.02 06:45sell30.50113.67114.46113.25
62006.05.02 15:22t/p30.50113.25114.46113.25185.4410556.48
72006.05.02 17:45buy40.50113.33112.54113.75
82006.05.03 17:46t/p40.50113.75112.54113.75190.9910747.47
92006.05.03 19:00sell50.50113.46114.25113.04
102006.05.05 16:11t/p50.50113.04114.25113.04156.5510904.02
112006.05.05 16:30buy60.50112.74111.95113.16
122006.05.08 01:00s/l60.50111.95111.95113.16-346.5010557.52
132006.05.08 01:00sell70.50111.93112.72111.51
142006.05.08 10:05t/p70.50111.51112.72111.51188.3210745.84
152006.05.08 17:00sell80.50111.49112.28111.07
162006.05.09 17:20t/p80.50111.07112.28111.07181.7810927.61
172006.05.09 23:00buy90.50111.17110.38111.59
182006.05.10 13:11s/l90.50110.38110.38111.59-351.4510576.16
192006.05.10 21:15buy100.50110.36109.57110.78
202006.05.11 01:44t/p100.50110.78109.57110.78208.7610784.92
212006.05.11 02:00sell110.50110.88111.67110.46
222006.05.11 18:34t/p110.50110.46111.67110.46190.1510975.07
232006.05.11 23:45sell120.50110.66111.45110.24
242006.05.12 02:36t/p120.50110.24111.45110.24183.1911158.27
252006.05.12 08:15buy130.60110.17109.38110.59
262006.05.12 12:39s/l130.60109.38109.38110.59-433.3910724.88
272006.05.12 17:15sell140.50109.98110.77109.56
282006.05.15 01:33t/p140.50109.56110.77109.56184.3710909.24
292006.05.15 07:15sell150.50109.69110.48109.27
302006.05.15 11:20s/l150.50110.48110.48109.27-357.4710551.77
312006.05.15 11:20sell160.50110.47111.26110.05
322006.05.15 12:38t/p160.50110.05111.26110.05190.8610742.63
332006.05.15 18:00sell170.50110.24111.03109.82
342006.05.16 21:26t/p170.50109.82111.03109.82183.9310926.56
352006.05.16 21:30buy180.50109.80109.01110.22
362006.05.17 12:10s/l180.50109.01109.01110.22-355.9810570.58
372006.05.17 16:15sell190.50109.34110.13108.92
382006.05.17 18:23s/l190.50110.13110.13108.92-358.6310211.95
392006.05.18 04:30buy200.50110.76109.97111.18
402006.05.18 14:23t/p200.50111.18109.97111.18188.8810400.83
412006.05.18 14:23sell210.50111.18111.97110.76
422006.05.18 16:31t/p210.50110.76111.97110.76189.6010590.43
432006.05.19 01:15sell220.50110.83111.62110.41
442006.05.19 10:45s/l220.50111.62111.62110.41-353.8810236.55
452006.05.19 19:45sell230.50111.76112.55111.34
462006.05.22 09:18s/l230.50112.55112.55111.34-358.259878.30
472006.05.23 02:45sell240.50111.68112.47111.26
482006.05.23 07:47t/p240.50111.26112.47111.26188.7510067.05
492006.05.23 08:00buy250.50111.18110.39111.60
502006.05.23 10:57t/p250.50111.60110.39111.60188.1610255.21
512006.05.23 16:30sell260.50111.39112.18110.97
522006.05.24 01:00s/l260.50112.18112.18110.97-359.319895.91
532006.05.24 17:15sell270.50112.57113.36112.15
542006.05.25 15:00t/p270.50112.15113.36112.15165.3210061.22
552006.05.26 03:00buy280.50111.69110.90112.11
562006.05.26 04:41t/p280.50112.11110.90112.11187.3210248.54
572006.05.26 16:30sell290.50112.19112.98111.77
582006.05.30 09:19t/p290.50111.77112.98111.77173.2610421.80
592006.05.30 14:45sell300.50112.16112.95111.74
602006.05.30 17:04t/p300.50111.74112.95111.74187.9710609.77
612006.05.30 19:45buy310.50112.09111.30112.51
622006.05.31 21:32t/p310.50112.51111.30112.51193.0510802.82
632006.06.01 03:30sell320.50112.60113.39112.18
642006.06.01 15:22s/l320.50113.39113.39112.18-348.3610454.46
652006.06.02 03:00buy330.50112.54111.75112.96
662006.06.02 16:14s/l330.50111.75111.75112.96-353.5310100.93
672006.06.05 01:00sell340.50111.66112.45111.24
682006.06.06 02:43s/l340.50112.45112.45111.24-358.589742.35
692006.06.06 10:15buy350.50112.17111.38112.59
702006.06.06 15:13t/p350.50112.59111.38112.59186.509928.85
712006.06.06 15:15sell360.50112.64113.43112.22
722006.06.06 17:48s/l360.50113.43113.43112.22-348.239580.62
732006.06.07 03:00sell370.50113.16113.95112.74
742006.06.08 10:10s/l370.50113.95113.95112.74-368.589212.03
752006.06.08 10:10sell380.50113.92114.71113.50
762006.06.08 15:34s/l380.50114.71114.71113.50-344.288867.75
772006.06.08 15:34sell390.40114.70115.49114.28
782006.06.08 16:15t/p390.40114.28115.49114.28147.019014.76
792006.06.08 20:45buy400.50114.19113.40114.61
802006.06.13 07:18t/p400.50114.61113.40114.61202.439217.19
812006.06.13 07:18sell410.50114.61115.40114.19
822006.06.13 20:13s/l410.50115.40115.40114.19-342.298874.90
832006.06.14 10:00buy420.40115.02114.23115.44
842006.06.19 03:51t/p420.40115.44114.23115.44171.129046.02
852006.06.19 10:00buy430.50115.60114.81116.02
862006.06.20 09:48s/l430.50114.81114.81116.02-337.748708.28
872006.06.21 00:45sell440.40114.93115.72114.51
882006.06.21 05:22t/p440.40114.51115.72114.51146.718854.99
892006.06.21 10:00sell450.40114.72115.51114.30
902006.06.22 13:30s/l450.40115.51115.51114.30-291.138563.87
912006.06.23 03:00buy460.40116.07115.28116.49
922006.06.23 15:27t/p460.40116.49115.28116.49144.218708.08
932006.06.26 03:00buy470.40116.39115.60116.81
942006.06.29 21:22s/l470.40115.60115.60116.81-247.788460.30
952006.06.30 04:30buy480.40115.01114.22115.43
962006.06.30 15:43s/l480.40114.22114.22115.43-276.668183.64
972006.06.30 15:45buy490.40114.21113.42114.63
982006.06.30 18:38t/p490.40114.63113.42114.63146.548330.18
992006.07.01 00:00buy500.40114.46113.67114.88
1002006.07.03 13:14t/p500.40114.88113.67114.88151.358481.53
1012006.07.03 20:00sell510.40114.81115.60114.39
1022006.07.05 17:11s/l510.40115.60115.60114.39-285.018196.51
1032006.07.05 17:30sell520.40115.62116.41115.20
1042006.07.06 16:23t/p520.40115.20116.41115.20128.338324.85
1052006.07.07 03:45sell530.40115.23116.02114.81
1062006.07.07 11:38t/p530.40114.81116.02114.81146.338471.18
1072006.07.08 00:00sell540.40114.03114.82113.61
1082006.07.10 07:23t/p540.40113.61114.82113.61142.028613.20
1092006.07.10 14:15sell550.40113.84114.63113.42
1102006.07.11 16:08s/l550.40114.63114.63113.42-281.478331.72
1112006.07.11 23:30buy560.40114.22113.43114.64
1122006.07.12 11:09t/p560.40114.64113.43114.64151.678483.39
1132006.07.12 11:15sell570.40114.63115.42114.21
1142006.07.12 15:31s/l570.40115.42115.42114.21-273.728209.67
1152006.07.12 22:45buy580.40115.50114.71115.92
1162006.07.14 04:41t/p580.40115.92114.71115.92165.418375.08
1172006.07.14 04:41sell590.40115.92116.71115.50
1182006.07.14 07:38t/p590.40115.50116.71115.50145.488520.56
1192006.07.14 11:15sell600.40115.76116.55115.34
1202006.07.17 10:53s/l600.40116.55116.55115.34-276.968243.60
1212006.07.17 21:30sell610.40117.16117.95116.74
1222006.07.18 10:19t/p610.40116.74117.95116.74138.068381.66
1232006.07.18 14:45sell620.40116.98117.77116.56
1242006.07.19 15:31s/l620.40117.77117.77116.56-274.148107.52
1252006.07.20 02:45sell630.40116.85117.64116.43
1262006.07.21 10:39t/p630.40116.43117.64116.43138.458245.97
1272006.07.21 10:39buy640.40116.42115.63116.84
1282006.07.24 10:25t/p640.40116.84115.63116.84148.888394.85
1292006.07.24 11:30sell650.40116.79117.58116.37
1302006.07.26 21:21t/p650.40116.37117.58116.37132.688527.52
1312006.07.26 21:45buy660.40116.28115.49116.70
1322006.07.27 13:30s/l660.40115.49115.49116.70-258.268269.26
1332006.07.27 21:15sell670.40115.76116.55115.34
1342006.07.28 12:44t/p670.40115.34116.55115.34139.818409.07
1352006.07.28 14:00sell680.40115.69116.48115.27
1362006.07.28 15:31t/p680.40115.27116.48115.27145.798554.86
1372006.07.28 16:30buy690.40114.82114.03115.24
1382006.08.01 17:02t/p690.40115.24114.03115.24156.018710.87
1392006.08.02 03:00buy700.40114.44113.65114.86
1402006.08.02 15:29t/p700.40114.86113.65114.86146.278857.14
1412006.08.02 23:00sell710.40114.63115.42114.21
1422006.08.04 12:14s/l710.40115.42115.42114.21-297.198559.95
1432006.08.07 21:30sell720.40115.12115.91114.70
1442006.08.08 21:15t/p720.40114.70115.91114.70140.698700.64
1452006.08.08 21:30sell730.40115.17115.96114.75
1462006.08.08 21:51t/p730.40114.75115.96114.75146.418847.05
1472006.08.08 22:15sell740.40114.98115.77114.56
1482006.08.09 01:49s/l740.40115.77115.77114.56-278.768568.29
1492006.08.09 09:15buy750.40115.29114.50115.71
1502006.08.11 09:21t/p750.40115.71114.50115.71165.658733.94
1512006.08.11 20:00sell760.40116.27117.06115.85
1522006.08.16 15:37t/p760.40115.85117.06115.85127.508861.44
1532006.08.17 02:45buy770.40115.83115.04116.25
1542006.08.22 10:50t/p770.40116.25115.04116.25159.889021.32
1552006.08.22 15:15sell780.50116.40117.19115.98
1562006.08.25 09:30s/l780.50117.19117.19115.98-373.608647.72
1572006.08.25 15:30sell790.40117.30118.09116.88
1582006.08.29 05:02t/p790.40116.88118.09116.88132.048779.75
1592006.08.29 12:30buy800.40116.72115.93117.14
1602006.08.30 10:21t/p800.40117.14115.93117.14148.538928.28
1612006.08.30 16:45sell810.40117.00117.79116.58
1622006.09.04 07:27t/p810.40116.58117.79116.58114.859043.13
1632006.09.04 21:15sell820.50116.07116.86115.65
1642006.09.05 10:16t/p820.50115.65116.86115.65174.309217.43
1652006.09.06 01:45sell830.50116.18116.97115.76
1662006.09.07 10:41s/l830.50116.97116.97115.76-359.628857.81
1672006.09.08 00:45buy840.40116.44115.65116.86
1682006.09.08 16:06t/p840.40116.86115.65116.86143.749001.55
1692006.09.11 04:30buy850.50116.80116.01117.22
1702006.09.11 10:11t/p850.50117.22116.01117.22179.139180.68
1712006.09.11 10:11sell860.50117.23118.02116.81
1722006.09.12 19:50s/l860.50118.02118.02116.81-341.988838.71
1732006.09.13 02:00buy870.40117.88117.09118.30
1742006.09.18 14:25t/p870.40118.30117.09118.30167.619006.32
1752006.09.18 18:15buy880.50117.95117.16118.37
1762006.09.19 15:45s/l880.50117.16117.16118.37-330.808675.52
1772006.09.20 01:30buy890.40117.66116.87118.08
1782006.09.21 13:30s/l890.40116.87116.87118.08-255.078420.45
1792006.09.21 13:30buy900.40116.88116.09117.30
1802006.09.22 15:27s/l900.40116.09116.09117.30-267.138153.32
1812006.09.25 03:00sell910.40116.55117.34116.13
1822006.09.27 12:23s/l910.40117.34117.34116.13-280.987872.33
1832006.09.27 12:23sell920.40117.32118.11116.90
1842006.09.29 10:26s/l920.40118.11118.11116.90-290.897581.45
1852006.09.29 21:30sell930.40118.12118.91117.70
1862006.11.23 04:30t/p930.40117.70118.91117.70-177.897403.56
1872006.11.23 04:45buy940.40116.69115.90117.11
1882006.11.23 23:59close at stop940.40116.28115.90117.11-141.047262.52