Strategy Tester Report
Phoenix_EA_v5_6_03

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Period15 Minutes (M15) 2006.11.13 00:00 - 2006.11.24 22:45 (2006.11.13 - 2006.11.25)
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=48; StopLoss=76; 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=0.0036; EnvelopePeriod=2; Signal2="====== Signal 2 =================================="; UseSignal2=true; SMAPeriod=3; SMA2Bars=23; Signal3="====== Signal 3 =================================="; UseSignal3=true; OSMAFast=9; OSMASlow=27; OSMASignal=2; Signal4="====== Signal 4 =================================="; UseSignal4=true;
Bars in test60541Ticks modelled100843Modelling quality90.00%
Initial deposit10000.00
Total net profit800.55Gross profit1390.38Gross loss-589.83
Profit factor2.36Expected payoff88.95
Absolute drawdown0.00Maximal drawdown390.31 (3.49%)Relative drawdown3.49% (390.31)
Total trades9Short positions (won %)4 (100.00%)Long positions (won %)5 (60.00%)
Profit trades (% of total)7 (77.78%)Loss trades (% of total)2 (22.22%)
Largestprofit trade209.60loss trade-390.31
Averageprofit trade198.63loss trade-294.91
Maximumconsecutive wins (profit in money)6 (1183.80)consecutive losses (loss in money)1 (-390.31)
Maximalconsecutive profit (count of wins)1183.80 (6)consecutive loss (count of losses)-390.31 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.11.13 02:15buy10.50117.32116.56117.80
22006.11.13 10:55t/p10.50117.80116.56117.80203.7410203.74
32006.11.13 23:00sell20.50118.14118.90117.66
42006.11.14 00:59t/p20.50117.66118.90117.66196.6910400.43
52006.11.14 00:59buy30.50117.64116.88118.12
62006.11.15 11:38t/p30.50118.12116.88118.12209.5710610.00
72006.11.15 11:38sell40.50118.13118.89117.65
82006.11.17 16:19t/p40.50117.65118.89117.65174.7710784.78
92006.11.17 16:19buy50.50117.63116.87118.11
102006.11.20 09:09t/p50.50118.11116.87118.11209.6010994.38
112006.11.20 09:09sell60.50118.11118.87117.63
122006.11.22 03:28t/p60.50117.63118.87117.63189.4211183.80
132006.11.22 03:30buy70.60117.62116.86118.10
142006.11.22 14:22s/l70.60116.86116.86118.10-390.3110793.49
152006.11.23 04:00sell80.50116.67117.43116.19
162006.11.23 15:17t/p80.50116.19117.43116.19206.5811000.07
172006.11.23 20:45buy90.60116.23115.47116.71
182006.11.24 22:59close at stop90.60115.83115.47116.71-199.5210800.55