Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 15 Minutes (M15) 2006.09.29 00:00 - 2006.11.24 22:45 (2006.09.29 - 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 | 222216 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 3176.02 | Gross profit | 4948.05 | Gross loss | -1772.03 |
Profit factor | 2.79 | Expected payoff | 122.15 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 455.36 (3.35%) | Relative drawdown | 3.35% (455.36) |
Total trades | 26 | Short positions (won %) | 10 (90.00%) | Long positions (won %) | 16 (75.00%) |
Profit trades (% of total) | 21 (80.77%) | Loss trades (% of total) | 5 (19.23%) | ||
Largest | profit trade | 293.44 | loss trade | -455.36 | |
Average | profit trade | 235.62 | loss trade | -354.41 | |
Maximum | consecutive wins (profit in money) | 8 (2033.93) | consecutive losses (loss in money) | 1 (-455.36) | |
Maximal | consecutive profit (count of wins) | 2033.93 (8) | consecutive loss (count of losses) | -455.36 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.09.29 02:00 | buy | 1 | 0.50 | 117.80 | 117.04 | 118.28 | ||
2 | 2006.10.02 03:26 | t/p | 1 | 0.50 | 118.28 | 117.04 | 118.28 | 209.29 | 10209.29 |
3 | 2006.10.02 08:30 | sell | 2 | 0.50 | 118.27 | 119.03 | 117.79 | ||
4 | 2006.10.02 15:51 | t/p | 2 | 0.50 | 117.79 | 119.03 | 117.79 | 203.77 | 10413.06 |
5 | 2006.10.02 16:00 | buy | 3 | 0.50 | 117.80 | 117.04 | 118.28 | ||
6 | 2006.10.04 13:30 | t/p | 3 | 0.50 | 118.28 | 117.04 | 118.28 | 215.71 | 10628.77 |
7 | 2006.10.04 20:45 | buy | 4 | 0.50 | 117.92 | 117.16 | 118.40 | ||
8 | 2006.10.06 14:56 | t/p | 4 | 0.50 | 118.40 | 117.16 | 118.40 | 228.29 | 10857.06 |
9 | 2006.10.06 22:15 | sell | 5 | 0.50 | 119.02 | 119.78 | 118.54 | ||
10 | 2006.10.10 17:28 | s/l | 5 | 0.50 | 119.78 | 119.78 | 118.54 | -331.88 | 10525.18 |
11 | 2006.10.10 22:15 | sell | 6 | 0.50 | 119.71 | 120.47 | 119.23 | ||
12 | 2006.10.13 02:12 | t/p | 6 | 0.50 | 119.23 | 120.47 | 119.23 | 164.74 | 10689.91 |
13 | 2006.10.13 08:45 | sell | 7 | 0.50 | 119.40 | 120.16 | 118.92 | ||
14 | 2006.10.17 08:53 | t/p | 7 | 0.50 | 118.92 | 120.16 | 118.92 | 187.20 | 10877.12 |
15 | 2006.10.17 10:45 | buy | 8 | 0.50 | 118.77 | 118.01 | 119.25 | ||
16 | 2006.10.23 12:01 | t/p | 8 | 0.50 | 119.25 | 118.01 | 119.25 | 239.66 | 11116.78 |
17 | 2006.10.23 19:15 | sell | 9 | 0.60 | 119.27 | 120.03 | 118.79 | ||
18 | 2006.10.26 04:37 | t/p | 9 | 0.60 | 118.79 | 120.03 | 118.79 | 198.57 | 11315.34 |
19 | 2006.10.26 08:30 | buy | 10 | 0.60 | 118.85 | 118.09 | 119.33 | ||
20 | 2006.10.27 14:54 | s/l | 10 | 0.60 | 118.09 | 118.09 | 119.33 | -378.47 | 10936.88 |
21 | 2006.10.30 01:45 | buy | 11 | 0.50 | 117.54 | 116.78 | 118.02 | ||
22 | 2006.10.31 12:58 | t/p | 11 | 0.50 | 118.02 | 116.78 | 118.02 | 209.74 | 11146.62 |
23 | 2006.11.01 03:00 | buy | 12 | 0.60 | 116.86 | 116.10 | 117.34 | ||
24 | 2006.11.02 03:21 | t/p | 12 | 0.60 | 117.34 | 116.10 | 117.34 | 268.44 | 11415.06 |
25 | 2006.11.02 07:30 | sell | 13 | 0.60 | 117.24 | 118.00 | 116.76 | ||
26 | 2006.11.02 12:05 | t/p | 13 | 0.60 | 116.76 | 118.00 | 116.76 | 246.68 | 11661.74 |
27 | 2006.11.02 16:45 | buy | 14 | 0.60 | 116.99 | 116.23 | 117.47 | ||
28 | 2006.11.03 14:31 | t/p | 14 | 0.60 | 117.47 | 116.23 | 117.47 | 252.83 | 11914.57 |
29 | 2006.11.03 22:45 | buy | 15 | 0.60 | 118.01 | 117.25 | 118.49 | ||
30 | 2006.11.07 15:51 | s/l | 15 | 0.60 | 117.25 | 117.25 | 118.49 | -373.55 | 11541.02 |
31 | 2006.11.07 15:51 | buy | 16 | 0.60 | 117.28 | 116.52 | 117.76 | ||
32 | 2006.11.08 08:17 | t/p | 16 | 0.60 | 117.76 | 116.52 | 117.76 | 252.25 | 11793.27 |
33 | 2006.11.08 12:00 | buy | 17 | 0.60 | 117.58 | 116.82 | 118.06 | ||
34 | 2006.11.09 12:03 | t/p | 17 | 0.60 | 118.06 | 116.82 | 118.06 | 266.96 | 12060.23 |
35 | 2006.11.09 23:45 | buy | 18 | 0.60 | 117.80 | 117.04 | 118.28 | ||
36 | 2006.11.13 18:50 | t/p | 18 | 0.60 | 118.28 | 117.04 | 118.28 | 258.85 | 12319.08 |
37 | 2006.11.13 23:00 | sell | 19 | 0.60 | 118.14 | 118.90 | 117.66 | ||
38 | 2006.11.14 00:59 | t/p | 19 | 0.60 | 117.66 | 118.90 | 117.66 | 236.03 | 12555.11 |
39 | 2006.11.14 00:59 | buy | 20 | 0.60 | 117.64 | 116.88 | 118.12 | ||
40 | 2006.11.15 11:38 | t/p | 20 | 0.60 | 118.12 | 116.88 | 118.12 | 251.48 | 12806.59 |
41 | 2006.11.15 11:38 | sell | 21 | 0.60 | 118.13 | 118.89 | 117.65 | ||
42 | 2006.11.17 16:19 | t/p | 21 | 0.60 | 117.65 | 118.89 | 117.65 | 209.73 | 13016.32 |
43 | 2006.11.17 16:19 | buy | 22 | 0.70 | 117.63 | 116.87 | 118.11 | ||
44 | 2006.11.20 09:09 | t/p | 22 | 0.70 | 118.11 | 116.87 | 118.11 | 293.44 | 13309.76 |
45 | 2006.11.20 09:09 | sell | 23 | 0.70 | 118.11 | 118.87 | 117.63 | ||
46 | 2006.11.22 03:28 | t/p | 23 | 0.70 | 117.63 | 118.87 | 117.63 | 265.19 | 13574.94 |
47 | 2006.11.22 03:30 | buy | 24 | 0.70 | 117.62 | 116.86 | 118.10 | ||
48 | 2006.11.22 14:22 | s/l | 24 | 0.70 | 116.86 | 116.86 | 118.10 | -455.36 | 13119.58 |
49 | 2006.11.23 04:00 | sell | 25 | 0.70 | 116.67 | 117.43 | 116.19 | ||
50 | 2006.11.23 15:17 | t/p | 25 | 0.70 | 116.19 | 117.43 | 116.19 | 289.21 | 13408.79 |
51 | 2006.11.23 20:45 | buy | 26 | 0.70 | 116.23 | 115.47 | 116.71 | ||
52 | 2006.11.24 22:59 | close at stop | 26 | 0.70 | 115.83 | 115.47 | 116.71 | -232.77 | 13176.02 |