Strategy Tester Report
Phoenix_EA_v5_6_03

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Period15 Minutes (M15) 2006.10.30 01:00 - 2006.11.24 22:45 (2006.10.29 - 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 modelled144193Modelling quality89.95%
Initial deposit10000.00
Total net profit2020.91Gross profit2922.04Gross loss-901.13
Profit factor3.24Expected payoff126.31
Absolute drawdown0.00Maximal drawdown390.31 (3.16%)Relative drawdown3.16% (390.31)
Total trades16Short positions (won %)5 (100.00%)Long positions (won %)11 (72.73%)
Profit trades (% of total)13 (81.25%)Loss trades (% of total)3 (18.75%)
Largestprofit trade251.52loss trade-390.31
Averageprofit trade224.77loss trade-300.38
Maximumconsecutive wins (profit in money)8 (1824.45)consecutive losses (loss in money)1 (-390.31)
Maximalconsecutive profit (count of wins)1824.45 (8)consecutive loss (count of losses)-390.31 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.10.30 01:45buy10.50117.54116.78118.02
22006.10.31 12:58t/p10.50118.02116.78118.02209.7410209.74
32006.11.01 03:00buy20.50116.86116.10117.34
42006.11.02 03:21t/p20.50117.34116.10117.34223.7010433.44
52006.11.02 07:30sell30.50117.24118.00116.76
62006.11.02 12:05t/p30.50116.76118.00116.76205.5710639.01
72006.11.02 16:45buy40.50116.99116.23117.47
82006.11.03 14:31t/p40.50117.47116.23117.47210.6910849.70
92006.11.03 22:45buy50.50118.01117.25118.49
102006.11.07 15:51s/l50.50117.25117.25118.49-311.3010538.40
112006.11.07 15:51buy60.50117.28116.52117.76
122006.11.08 08:17t/p60.50117.76116.52117.76210.2110748.61
132006.11.08 12:00buy70.50117.58116.82118.06
142006.11.09 12:03t/p70.50118.06116.82118.06222.4710971.08
152006.11.09 23:45buy80.50117.80117.04118.28
162006.11.13 18:50t/p80.50118.28117.04118.28215.7111186.79
172006.11.13 23:00sell90.60118.14118.90117.66
182006.11.14 00:59t/p90.60117.66118.90117.66236.0311422.82
192006.11.14 00:59buy100.60117.64116.88118.12
202006.11.15 11:38t/p100.60118.12116.88118.12251.4811674.30
212006.11.15 11:38sell110.60118.13118.89117.65
222006.11.17 16:19t/p110.60117.65118.89117.65209.7311884.03
232006.11.17 16:19buy120.60117.63116.87118.11
242006.11.20 09:09t/p120.60118.11116.87118.11251.5212135.55
252006.11.20 09:09sell130.60118.11118.87117.63
262006.11.22 03:28t/p130.60117.63118.87117.63227.3012362.85
272006.11.22 03:30buy140.60117.62116.86118.10
282006.11.22 14:22s/l140.60116.86116.86118.10-390.3111972.54
292006.11.23 04:00sell150.60116.67117.43116.19
302006.11.23 15:17t/p150.60116.19117.43116.19247.8912220.43
312006.11.23 20:45buy160.60116.23115.47116.71
322006.11.24 22:59close at stop160.60115.83115.47116.71-199.5212020.91