Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 15 Minutes (M15) 2006.10.30 01:00 - 2006.11.24 22:45 (2006.10.29 - 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; | ||||
Bars in test | 60541 | Ticks modelled | 144193 | Modelling quality | 89.95% |
Initial deposit | 10000.00 | ||||
Total net profit | 2020.91 | Gross profit | 2922.04 | Gross loss | -901.13 |
Profit factor | 3.24 | Expected payoff | 126.31 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 390.31 (3.16%) | Relative drawdown | 3.16% (390.31) |
Total trades | 16 | Short 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%) | ||
Largest | profit trade | 251.52 | loss trade | -390.31 | |
Average | profit trade | 224.77 | loss trade | -300.38 | |
Maximum | consecutive wins (profit in money) | 8 (1824.45) | consecutive losses (loss in money) | 1 (-390.31) | |
Maximal | consecutive profit (count of wins) | 1824.45 (8) | consecutive loss (count of losses) | -390.31 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.10.30 01:45 | buy | 1 | 0.50 | 117.54 | 116.78 | 118.02 | ||
2 | 2006.10.31 12:58 | t/p | 1 | 0.50 | 118.02 | 116.78 | 118.02 | 209.74 | 10209.74 |
3 | 2006.11.01 03:00 | buy | 2 | 0.50 | 116.86 | 116.10 | 117.34 | ||
4 | 2006.11.02 03:21 | t/p | 2 | 0.50 | 117.34 | 116.10 | 117.34 | 223.70 | 10433.44 |
5 | 2006.11.02 07:30 | sell | 3 | 0.50 | 117.24 | 118.00 | 116.76 | ||
6 | 2006.11.02 12:05 | t/p | 3 | 0.50 | 116.76 | 118.00 | 116.76 | 205.57 | 10639.01 |
7 | 2006.11.02 16:45 | buy | 4 | 0.50 | 116.99 | 116.23 | 117.47 | ||
8 | 2006.11.03 14:31 | t/p | 4 | 0.50 | 117.47 | 116.23 | 117.47 | 210.69 | 10849.70 |
9 | 2006.11.03 22:45 | buy | 5 | 0.50 | 118.01 | 117.25 | 118.49 | ||
10 | 2006.11.07 15:51 | s/l | 5 | 0.50 | 117.25 | 117.25 | 118.49 | -311.30 | 10538.40 |
11 | 2006.11.07 15:51 | buy | 6 | 0.50 | 117.28 | 116.52 | 117.76 | ||
12 | 2006.11.08 08:17 | t/p | 6 | 0.50 | 117.76 | 116.52 | 117.76 | 210.21 | 10748.61 |
13 | 2006.11.08 12:00 | buy | 7 | 0.50 | 117.58 | 116.82 | 118.06 | ||
14 | 2006.11.09 12:03 | t/p | 7 | 0.50 | 118.06 | 116.82 | 118.06 | 222.47 | 10971.08 |
15 | 2006.11.09 23:45 | buy | 8 | 0.50 | 117.80 | 117.04 | 118.28 | ||
16 | 2006.11.13 18:50 | t/p | 8 | 0.50 | 118.28 | 117.04 | 118.28 | 215.71 | 11186.79 |
17 | 2006.11.13 23:00 | sell | 9 | 0.60 | 118.14 | 118.90 | 117.66 | ||
18 | 2006.11.14 00:59 | t/p | 9 | 0.60 | 117.66 | 118.90 | 117.66 | 236.03 | 11422.82 |
19 | 2006.11.14 00:59 | buy | 10 | 0.60 | 117.64 | 116.88 | 118.12 | ||
20 | 2006.11.15 11:38 | t/p | 10 | 0.60 | 118.12 | 116.88 | 118.12 | 251.48 | 11674.30 |
21 | 2006.11.15 11:38 | sell | 11 | 0.60 | 118.13 | 118.89 | 117.65 | ||
22 | 2006.11.17 16:19 | t/p | 11 | 0.60 | 117.65 | 118.89 | 117.65 | 209.73 | 11884.03 |
23 | 2006.11.17 16:19 | buy | 12 | 0.60 | 117.63 | 116.87 | 118.11 | ||
24 | 2006.11.20 09:09 | t/p | 12 | 0.60 | 118.11 | 116.87 | 118.11 | 251.52 | 12135.55 |
25 | 2006.11.20 09:09 | sell | 13 | 0.60 | 118.11 | 118.87 | 117.63 | ||
26 | 2006.11.22 03:28 | t/p | 13 | 0.60 | 117.63 | 118.87 | 117.63 | 227.30 | 12362.85 |
27 | 2006.11.22 03:30 | buy | 14 | 0.60 | 117.62 | 116.86 | 118.10 | ||
28 | 2006.11.22 14:22 | s/l | 14 | 0.60 | 116.86 | 116.86 | 118.10 | -390.31 | 11972.54 |
29 | 2006.11.23 04:00 | sell | 15 | 0.60 | 116.67 | 117.43 | 116.19 | ||
30 | 2006.11.23 15:17 | t/p | 15 | 0.60 | 116.19 | 117.43 | 116.19 | 247.89 | 12220.43 |
31 | 2006.11.23 20:45 | buy | 16 | 0.60 | 116.23 | 115.47 | 116.71 | ||
32 | 2006.11.24 22:59 | close at stop | 16 | 0.60 | 115.83 | 115.47 | 116.71 | -199.52 | 12020.91 |