Strategy Tester Report
Phoenix_EA_v5_6_03

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2006.09.01 00:00 - 2006.11.10 00:00 (2006.09.01 - 2006.11.10)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersGeneralSettings="===== 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 test59502Ticks modelled240562Modelling quality90.00%
Initial deposit2000.00
Total net profit697.07Gross profit1849.52Gross loss-1152.45
Profit factor1.60Expected payoff16.60
Absolute drawdown333.58Maximal drawdown383.10 (18.69%)Relative drawdown18.69% (383.10)
Total trades42Short positions (won %)24 (50.00%)Long positions (won %)18 (66.67%)
Profit trades (% of total)24 (57.14%)Loss trades (% of total)18 (42.86%)
Largestprofit trade159.37loss trade-67.99
Averageprofit trade77.06loss trade-64.02
Maximumconsecutive wins (profit in money)12 (832.37)consecutive losses (loss in money)6 (-383.10)
Maximalconsecutive profit (count of wins)832.37 (12)consecutive loss (count of losses)-383.10 (6)
Averageconsecutive wins6consecutive losses5
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.09.01 00:00sell10.101.23141.23941.2249
22006.09.01 00:00sell20.101.23141.23941.2184
32006.09.01 00:00sell30.101.23141.23941.2119
42006.09.06 14:03s/l10.101.23941.23941.2249-67.991932.01
52006.09.06 14:03s/l20.101.23941.23941.2184-67.991864.02
62006.09.06 14:03s/l30.101.23941.23941.2119-67.991796.03
72006.09.06 17:00buy40.101.23801.23001.2445
82006.09.06 17:00buy50.101.23801.23001.2510
92006.09.06 17:00buy60.101.23801.23001.2575
102006.09.07 14:44t/p40.101.24451.23001.244555.201851.23
112006.09.07 14:44modify60.101.23801.23801.2575
122006.09.07 14:44modify50.101.23801.23801.2510
132006.09.12 19:58t/p50.101.25101.23801.2510109.851961.08
142006.09.12 19:58modify60.101.23801.24781.2575
152006.09.14 11:48s/l60.101.24781.24781.257588.442049.52
162006.09.14 15:00sell70.101.25081.25881.2443
172006.09.14 15:00sell80.101.25081.25881.2378
182006.09.14 15:00sell90.101.25081.25881.2313
192006.09.15 13:50s/l70.101.25881.25881.2443-64.701984.82
202006.09.15 13:50s/l80.101.25881.25881.2378-64.701920.12
212006.09.15 13:50s/l90.101.25881.25881.2313-64.701855.42
222006.09.15 18:00buy100.101.25821.25021.2647
232006.09.15 18:00buy110.101.25821.25021.2712
242006.09.15 18:00buy120.101.25821.25021.2777
252006.09.18 21:22s/l100.101.25021.25021.2647-63.001792.42
262006.09.18 21:22s/l110.101.25021.25021.2712-63.001729.42
272006.09.18 21:22s/l120.101.25021.25021.2777-63.001666.42
282006.09.19 06:15sell130.101.25041.25841.2439
292006.09.19 06:15sell140.101.25041.25841.2374
302006.09.19 06:15sell150.101.25041.25841.2309
312006.09.21 20:14t/p130.101.24391.25841.243947.661714.08
322006.09.21 20:14modify150.101.25041.25041.2309
332006.09.21 20:14modify140.101.25041.25041.2374
342006.09.22 10:20t/p140.101.23741.25041.237499.321813.40
352006.09.22 10:20modify150.101.25041.24061.2309
362006.09.25 06:34t/p150.101.23091.24061.2309151.611965.01
372006.09.25 09:15sell160.101.23281.24081.2263
382006.09.25 09:15sell170.101.23281.24081.2198
392006.09.25 09:15sell180.101.23281.24081.2133
402006.09.26 10:15s/l160.101.24081.24081.2263-65.621899.39
412006.09.26 10:15s/l170.101.24081.24081.2198-65.621833.77
422006.09.26 10:15s/l180.101.24081.24081.2133-65.621768.15
432006.09.27 14:00buy190.101.24481.23681.2513
442006.09.27 14:00buy200.101.24481.23681.2578
452006.09.27 14:00buy210.101.24481.23681.2643
462006.09.29 09:24t/p190.101.25131.23681.251355.901824.05
472006.09.29 09:24modify210.101.24481.24481.2643
482006.09.29 09:24modify200.101.24481.24481.2578
492006.10.02 15:31s/l200.101.24481.24481.25784.951829.00
502006.10.02 15:31s/l210.101.24481.24481.26434.951833.95
512006.10.03 00:45buy220.101.24311.23511.2496
522006.10.03 00:45buy230.101.24311.23511.2561
532006.10.03 00:45buy240.101.24311.23511.2626
542006.10.04 10:47t/p220.101.24961.23511.249653.001886.95
552006.10.04 10:47modify240.101.24311.24311.2626
562006.10.04 10:47modify230.101.24311.24311.2561
572006.10.06 14:34t/p230.101.25611.24311.2561108.371995.32
582006.10.06 14:34modify240.101.24311.25291.2626
592006.10.06 16:37t/p240.101.26261.25291.2626159.372154.69
602006.10.06 19:00buy250.101.26051.25251.2670
612006.10.06 19:00buy260.101.26051.25251.2735
622006.10.06 19:00buy270.101.26051.25251.2800
632006.10.10 12:39t/p250.101.26701.25251.267053.282207.97
642006.10.10 12:39modify270.101.26051.26051.2800
652006.10.10 12:39modify260.101.26051.26051.2735
662006.10.11 20:25t/p260.101.27351.26051.2735105.042313.01
672006.10.11 20:25modify270.101.26051.27031.2800
682006.10.11 20:53s/l270.101.27031.27031.280080.162393.17
692006.10.12 12:00sell280.101.26991.27791.2634
702006.10.12 12:00sell290.101.26991.27791.2569
712006.10.12 12:00sell300.101.26991.27791.2504
722006.10.19 15:23t/p280.101.26341.27791.263443.402436.57
732006.10.19 15:23modify300.101.26991.26991.2504
742006.10.19 15:23modify290.101.26991.26991.2569
752006.10.19 19:46t/p290.101.25691.26991.256995.382531.95
762006.10.19 19:46modify300.101.26991.26011.2504
772006.10.20 12:05s/l300.101.26011.26011.250468.572600.52
782006.10.20 16:45sell310.101.25911.26711.2526
792006.10.20 16:45sell320.101.25911.26711.2461
802006.10.20 16:45sell330.101.25911.26711.2396
812006.10.23 12:01s/l310.101.26711.26711.2526-64.292536.23
822006.10.23 12:01s/l320.101.26711.26711.2461-64.292471.94
832006.10.23 12:01s/l330.101.26711.26711.2396-64.292407.65
842006.10.23 17:30buy340.101.26791.25991.2744
852006.10.23 17:30buy350.101.26791.25991.2809
862006.10.23 17:30buy360.101.26791.25991.2874
872006.10.26 08:34s/l340.101.25991.25991.2744-58.552349.10
882006.10.26 08:34s/l350.101.25991.25991.2809-58.552290.55
892006.10.26 08:34s/l360.101.25991.25991.2874-58.552232.00
902006.10.26 12:45sell370.101.25801.26601.2515
912006.10.26 12:45sell380.101.25801.26601.2450
922006.10.26 12:45sell390.101.25801.26601.2385
932006.10.27 14:32t/p370.101.25151.26601.251550.792282.79
942006.10.27 14:32modify390.101.25801.25801.2385
952006.10.27 14:32modify380.101.25801.25801.2450
962006.10.31 17:12t/p380.101.24501.25801.2450100.972383.76
972006.10.31 17:12modify390.101.25801.24821.2385
982006.11.03 14:09s/l390.101.24821.24821.238569.282453.04
992006.11.06 02:15sell400.101.25431.26231.2478
1002006.11.06 02:15sell410.101.25431.26231.2413
1012006.11.06 02:15sell420.101.25431.26231.2348
1022006.11.07 14:59t/p400.101.24781.26231.247850.952503.99
1032006.11.07 14:59modify420.101.25431.25431.2348
1042006.11.07 14:59modify410.101.25431.25431.2413
1052006.11.09 17:37t/p410.101.24131.25431.241398.982602.97
1062006.11.09 17:37modify420.101.25431.24451.2348
1072006.11.09 23:59close at stop420.101.24191.24451.234894.102697.07