Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 15 Minutes (M15) 2006.09.01 00:00 - 2006.11.10 00:00 (2006.09.01 - 2006.11.10) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | GeneralSettings="===== General Settings ============================"; PhoenixMode=3; Lots=1; MaximumRisk=0.05; DecreaseFactor=0; MM=true; AccountIsMicro=false; PrefSettings=true; CloseAfterHours=0; BreakEvenAfterPips=0; Mode1="====== Phoenix Mode 1 (Classic) =================="; TakeProfit=0; StopLoss=0; 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; EnvelopePeriod=0; Signal2="====== Signal 2 =================================="; UseSignal2=true; SMAPeriod=0; SMA2Bars=0; Signal3="====== Signal 3 =================================="; UseSignal3=true; OSMAFast=0; OSMASlow=0; OSMASignal=0; Signal4="====== Signal 4 =================================="; UseSignal4=true; DVBuySell=0; | ||||
Bars in test | 59115 | Ticks modelled | 191292 | Modelling quality | 90.00% |
Initial deposit | 2000.00 | ||||
Total net profit | -1662.40 | Gross profit | 172.74 | Gross loss | -1835.14 |
Profit factor | 0.09 | Expected payoff | -50.38 | ||
Absolute drawdown | 1662.41 | Maximal drawdown | 1662.41 (83.12%) | Relative drawdown | 83.12% (1662.41) |
Total trades | 33 | Short positions (won %) | 24 (37.50%) | Long positions (won %) | 9 (0.00%) |
Profit trades (% of total) | 9 (27.27%) | Loss trades (% of total) | 24 (72.73%) | ||
Largest | profit trade | 56.08 | loss trade | -82.10 | |
Average | profit trade | 19.19 | loss trade | -76.46 | |
Maximum | consecutive wins (profit in money) | 3 (58.66) | consecutive losses (loss in money) | 9 (-633.36) | |
Maximal | consecutive profit (count of wins) | 58.66 (3) | consecutive loss (count of losses) | -633.36 (9) | |
Average | consecutive wins | 3 | consecutive losses | 6 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.09.01 03:45 | sell | 1 | 0.10 | 1.1048 | 1.1128 | 1.0993 | ||
2 | 2006.09.01 03:45 | sell | 2 | 0.10 | 1.1048 | 1.1128 | 1.0938 | ||
3 | 2006.09.01 03:45 | sell | 3 | 0.10 | 1.1048 | 1.1128 | 1.0883 | ||
4 | 2006.09.05 10:35 | s/l | 1 | 0.10 | 1.1128 | 1.1128 | 1.0993 | -79.57 | 1920.43 |
5 | 2006.09.05 10:35 | s/l | 2 | 0.10 | 1.1128 | 1.1128 | 1.0938 | -79.57 | 1840.86 |
6 | 2006.09.05 10:35 | s/l | 3 | 0.10 | 1.1128 | 1.1128 | 1.0883 | -79.57 | 1761.29 |
7 | 2006.09.07 00:00 | sell | 4 | 0.10 | 1.1055 | 1.1135 | 1.1000 | ||
8 | 2006.09.07 00:00 | sell | 5 | 0.10 | 1.1055 | 1.1135 | 1.0945 | ||
9 | 2006.09.07 00:00 | sell | 6 | 0.10 | 1.1055 | 1.1135 | 1.0890 | ||
10 | 2006.09.08 13:00 | s/l | 4 | 0.10 | 1.1135 | 1.1135 | 1.1000 | -79.78 | 1681.51 |
11 | 2006.09.08 13:00 | s/l | 5 | 0.10 | 1.1135 | 1.1135 | 1.0945 | -79.78 | 1601.72 |
12 | 2006.09.08 13:00 | s/l | 6 | 0.10 | 1.1135 | 1.1135 | 1.0890 | -79.78 | 1521.93 |
13 | 2006.09.11 16:30 | sell | 7 | 0.10 | 1.1205 | 1.1285 | 1.1150 | ||
14 | 2006.09.11 16:30 | sell | 8 | 0.10 | 1.1205 | 1.1285 | 1.1095 | ||
15 | 2006.09.11 16:30 | sell | 9 | 0.10 | 1.1205 | 1.1285 | 1.1040 | ||
16 | 2006.09.14 13:30 | t/p | 7 | 0.10 | 1.1150 | 1.1285 | 1.1150 | 56.08 | 1578.01 |
17 | 2006.09.14 13:30 | modify | 9 | 0.10 | 1.1205 | 1.1205 | 1.1040 | ||
18 | 2006.09.14 13:30 | modify | 8 | 0.10 | 1.1205 | 1.1205 | 1.1095 | ||
19 | 2006.09.15 14:10 | s/l | 8 | 0.10 | 1.1205 | 1.1205 | 1.1095 | 1.29 | 1579.30 |
20 | 2006.09.15 14:10 | s/l | 9 | 0.10 | 1.1205 | 1.1205 | 1.1040 | 1.29 | 1580.59 |
21 | 2006.09.18 02:15 | sell | 10 | 0.10 | 1.1193 | 1.1273 | 1.1138 | ||
22 | 2006.09.18 02:15 | sell | 11 | 0.10 | 1.1193 | 1.1273 | 1.1083 | ||
23 | 2006.09.18 02:15 | sell | 12 | 0.10 | 1.1193 | 1.1273 | 1.1028 | ||
24 | 2006.09.19 18:57 | s/l | 10 | 0.10 | 1.1273 | 1.1273 | 1.1138 | -79.78 | 1500.80 |
25 | 2006.09.19 18:57 | s/l | 11 | 0.10 | 1.1273 | 1.1273 | 1.1083 | -79.78 | 1421.02 |
26 | 2006.09.19 18:57 | s/l | 12 | 0.10 | 1.1273 | 1.1273 | 1.1028 | -79.78 | 1341.23 |
27 | 2006.09.22 18:15 | sell | 13 | 0.10 | 1.1179 | 1.1259 | 1.1124 | ||
28 | 2006.09.22 18:15 | sell | 14 | 0.10 | 1.1179 | 1.1259 | 1.1069 | ||
29 | 2006.09.22 18:15 | sell | 15 | 0.10 | 1.1179 | 1.1259 | 1.1014 | ||
30 | 2006.09.27 20:36 | t/p | 13 | 0.10 | 1.1124 | 1.1259 | 1.1124 | 55.65 | 1396.88 |
31 | 2006.09.27 20:36 | modify | 15 | 0.10 | 1.1179 | 1.1179 | 1.1014 | ||
32 | 2006.09.27 20:36 | modify | 14 | 0.10 | 1.1179 | 1.1179 | 1.1069 | ||
33 | 2006.09.29 14:23 | s/l | 14 | 0.10 | 1.1179 | 1.1179 | 1.1069 | 1.51 | 1398.38 |
34 | 2006.09.29 14:23 | s/l | 15 | 0.10 | 1.1179 | 1.1179 | 1.1014 | 1.51 | 1399.89 |
35 | 2006.10.05 07:00 | sell | 16 | 0.10 | 1.1258 | 1.1338 | 1.1203 | ||
36 | 2006.10.05 07:00 | sell | 17 | 0.10 | 1.1258 | 1.1338 | 1.1148 | ||
37 | 2006.10.05 07:00 | sell | 18 | 0.10 | 1.1258 | 1.1338 | 1.1093 | ||
38 | 2006.10.10 15:48 | s/l | 16 | 0.10 | 1.1338 | 1.1338 | 1.1203 | -79.36 | 1320.53 |
39 | 2006.10.10 15:48 | s/l | 17 | 0.10 | 1.1338 | 1.1338 | 1.1148 | -79.36 | 1241.18 |
40 | 2006.10.10 15:48 | s/l | 18 | 0.10 | 1.1338 | 1.1338 | 1.1093 | -79.36 | 1161.82 |
41 | 2006.10.13 21:00 | buy | 19 | 0.10 | 1.1377 | 1.1297 | 1.1432 | ||
42 | 2006.10.13 21:00 | buy | 20 | 0.10 | 1.1377 | 1.1297 | 1.1487 | ||
43 | 2006.10.13 21:00 | buy | 21 | 0.10 | 1.1377 | 1.1297 | 1.1542 | ||
44 | 2006.10.19 20:32 | s/l | 19 | 0.10 | 1.1297 | 1.1297 | 1.1432 | -82.10 | 1079.72 |
45 | 2006.10.19 20:32 | s/l | 20 | 0.10 | 1.1297 | 1.1297 | 1.1487 | -82.10 | 997.63 |
46 | 2006.10.19 20:32 | s/l | 21 | 0.10 | 1.1297 | 1.1297 | 1.1542 | -82.10 | 915.52 |
47 | 2006.10.20 03:00 | sell | 22 | 0.10 | 1.1280 | 1.1360 | 1.1225 | ||
48 | 2006.10.20 03:00 | sell | 23 | 0.10 | 1.1280 | 1.1360 | 1.1170 | ||
49 | 2006.10.20 03:00 | sell | 24 | 0.10 | 1.1280 | 1.1360 | 1.1115 | ||
50 | 2006.10.20 14:10 | t/p | 22 | 0.10 | 1.1225 | 1.1360 | 1.1225 | 55.00 | 970.52 |
51 | 2006.10.20 14:10 | modify | 24 | 0.10 | 1.1280 | 1.1280 | 1.1115 | ||
52 | 2006.10.20 14:10 | modify | 23 | 0.10 | 1.1280 | 1.1280 | 1.1170 | ||
53 | 2006.10.23 11:24 | s/l | 23 | 0.10 | 1.1280 | 1.1280 | 1.1170 | 0.22 | 970.74 |
54 | 2006.10.23 11:24 | s/l | 24 | 0.10 | 1.1280 | 1.1280 | 1.1115 | 0.22 | 970.96 |
55 | 2006.10.23 16:15 | buy | 25 | 0.10 | 1.1269 | 1.1189 | 1.1324 | ||
56 | 2006.10.23 16:15 | buy | 26 | 0.10 | 1.1269 | 1.1189 | 1.1379 | ||
57 | 2006.10.23 16:15 | buy | 27 | 0.10 | 1.1269 | 1.1189 | 1.1434 | ||
58 | 2006.10.27 15:12 | s/l | 25 | 0.10 | 1.1189 | 1.1189 | 1.1324 | -82.10 | 888.86 |
59 | 2006.10.27 15:12 | s/l | 26 | 0.10 | 1.1189 | 1.1189 | 1.1379 | -82.10 | 806.76 |
60 | 2006.10.27 15:12 | s/l | 27 | 0.10 | 1.1189 | 1.1189 | 1.1434 | -82.10 | 724.65 |
61 | 2006.10.27 22:45 | sell | 28 | 0.10 | 1.1192 | 1.1272 | 1.1137 | ||
62 | 2006.10.27 22:45 | sell | 29 | 0.10 | 1.1192 | 1.1272 | 1.1082 | ||
63 | 2006.10.27 22:45 | sell | 30 | 0.10 | 1.1192 | 1.1272 | 1.1027 | ||
64 | 2006.10.31 10:30 | s/l | 28 | 0.10 | 1.1272 | 1.1272 | 1.1137 | -79.57 | 645.08 |
65 | 2006.10.31 10:30 | s/l | 29 | 0.10 | 1.1272 | 1.1272 | 1.1082 | -79.57 | 565.51 |
66 | 2006.10.31 10:30 | s/l | 30 | 0.10 | 1.1272 | 1.1272 | 1.1027 | -79.57 | 485.94 |
67 | 2006.11.02 01:45 | buy | 31 | 0.10 | 1.1327 | 1.1247 | 1.1382 | ||
68 | 2006.11.02 01:45 | buy | 32 | 0.10 | 1.1327 | 1.1247 | 1.1437 | ||
69 | 2006.11.02 01:45 | buy | 33 | 0.10 | 1.1327 | 1.1247 | 1.1492 | ||
70 | 2006.11.09 23:59 | close at stop | 33 | 0.10 | 1.1280 | 1.1247 | 1.1492 | -49.45 | 436.49 |
71 | 2006.11.09 23:59 | close at stop | 32 | 0.10 | 1.1280 | 1.1247 | 1.1437 | -49.45 | 387.04 |
72 | 2006.11.09 23:59 | close at stop | 31 | 0.10 | 1.1280 | 1.1247 | 1.1382 | -49.45 | 337.59 |