Symbol | USDJPY (United States Dollar vs. Japanese Yen) |
Period | 15 Minutes (M15) 2006.11.13 00:00 - 2006.11.24 22:45 (2006.11.13 - 2006.11.25) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | GeneralSettings="===== 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;
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Bars in test | 60541 | Ticks modelled | 100843 | Modelling quality | 90.00% |
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Initial deposit | 10000.00 | | | | |
Total net profit | 800.55 | Gross profit | 1390.38 | Gross loss | -589.83 |
Profit factor | 2.36 | Expected payoff | 88.95 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 390.31 (3.49%) | Relative drawdown | 3.49% (390.31) |
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Total trades | 9 | Short 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%) |
Largest | profit trade | 209.60 | loss trade | -390.31 |
Average | profit trade | 198.63 | loss trade | -294.91 |
Maximum | consecutive wins (profit in money) | 6 (1183.80) | consecutive losses (loss in money) | 1 (-390.31) |
Maximal | consecutive profit (count of wins) | 1183.80 (6) | consecutive loss (count of losses) | -390.31 (1) |
Average | consecutive wins | 4 | consecutive losses | 1 |