Strategy Tester Report
Phoenix_EA_v5_6_03

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Period15 Minutes (M15) 2006.09.29 00:00 - 2006.11.24 22:45 (2006.09.29 - 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 modelled222216Modelling quality90.00%
Initial deposit10000.00
Total net profit3176.02Gross profit4948.05Gross loss-1772.03
Profit factor2.79Expected payoff122.15
Absolute drawdown0.00Maximal drawdown455.36 (3.35%)Relative drawdown3.35% (455.36)
Total trades26Short 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%)
Largestprofit trade293.44loss trade-455.36
Averageprofit trade235.62loss trade-354.41
Maximumconsecutive wins (profit in money)8 (2033.93)consecutive losses (loss in money)1 (-455.36)
Maximalconsecutive profit (count of wins)2033.93 (8)consecutive loss (count of losses)-455.36 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.09.29 02:00buy10.50117.80117.04118.28
22006.10.02 03:26t/p10.50118.28117.04118.28209.2910209.29
32006.10.02 08:30sell20.50118.27119.03117.79
42006.10.02 15:51t/p20.50117.79119.03117.79203.7710413.06
52006.10.02 16:00buy30.50117.80117.04118.28
62006.10.04 13:30t/p30.50118.28117.04118.28215.7110628.77
72006.10.04 20:45buy40.50117.92117.16118.40
82006.10.06 14:56t/p40.50118.40117.16118.40228.2910857.06
92006.10.06 22:15sell50.50119.02119.78118.54
102006.10.10 17:28s/l50.50119.78119.78118.54-331.8810525.18
112006.10.10 22:15sell60.50119.71120.47119.23
122006.10.13 02:12t/p60.50119.23120.47119.23164.7410689.91
132006.10.13 08:45sell70.50119.40120.16118.92
142006.10.17 08:53t/p70.50118.92120.16118.92187.2010877.12
152006.10.17 10:45buy80.50118.77118.01119.25
162006.10.23 12:01t/p80.50119.25118.01119.25239.6611116.78
172006.10.23 19:15sell90.60119.27120.03118.79
182006.10.26 04:37t/p90.60118.79120.03118.79198.5711315.34
192006.10.26 08:30buy100.60118.85118.09119.33
202006.10.27 14:54s/l100.60118.09118.09119.33-378.4710936.88
212006.10.30 01:45buy110.50117.54116.78118.02
222006.10.31 12:58t/p110.50118.02116.78118.02209.7411146.62
232006.11.01 03:00buy120.60116.86116.10117.34
242006.11.02 03:21t/p120.60117.34116.10117.34268.4411415.06
252006.11.02 07:30sell130.60117.24118.00116.76
262006.11.02 12:05t/p130.60116.76118.00116.76246.6811661.74
272006.11.02 16:45buy140.60116.99116.23117.47
282006.11.03 14:31t/p140.60117.47116.23117.47252.8311914.57
292006.11.03 22:45buy150.60118.01117.25118.49
302006.11.07 15:51s/l150.60117.25117.25118.49-373.5511541.02
312006.11.07 15:51buy160.60117.28116.52117.76
322006.11.08 08:17t/p160.60117.76116.52117.76252.2511793.27
332006.11.08 12:00buy170.60117.58116.82118.06
342006.11.09 12:03t/p170.60118.06116.82118.06266.9612060.23
352006.11.09 23:45buy180.60117.80117.04118.28
362006.11.13 18:50t/p180.60118.28117.04118.28258.8512319.08
372006.11.13 23:00sell190.60118.14118.90117.66
382006.11.14 00:59t/p190.60117.66118.90117.66236.0312555.11
392006.11.14 00:59buy200.60117.64116.88118.12
402006.11.15 11:38t/p200.60118.12116.88118.12251.4812806.59
412006.11.15 11:38sell210.60118.13118.89117.65
422006.11.17 16:19t/p210.60117.65118.89117.65209.7313016.32
432006.11.17 16:19buy220.70117.63116.87118.11
442006.11.20 09:09t/p220.70118.11116.87118.11293.4413309.76
452006.11.20 09:09sell230.70118.11118.87117.63
462006.11.22 03:28t/p230.70117.63118.87117.63265.1913574.94
472006.11.22 03:30buy240.70117.62116.86118.10
482006.11.22 14:22s/l240.70116.86116.86118.10-455.3613119.58
492006.11.23 04:00sell250.70116.67117.43116.19
502006.11.23 15:17t/p250.70116.19117.43116.19289.2113408.79
512006.11.23 20:45buy260.70116.23115.47116.71
522006.11.24 22:59close at stop260.70115.83115.47116.71-232.7713176.02