Strategy Tester Report
Phoenix_EA_v5_6_03

SymbolGBPUSD (Great Britain Pound vs US Dollar)
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 test59115Ticks modelled191292Modelling quality90.00%
Initial deposit2000.00
Total net profit-1662.40Gross profit172.74Gross loss-1835.14
Profit factor0.09Expected payoff-50.38
Absolute drawdown1662.41Maximal drawdown1662.41 (83.12%)Relative drawdown83.12% (1662.41)
Total trades33Short 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%)
Largestprofit trade56.08loss trade-82.10
Averageprofit trade19.19loss trade-76.46
Maximumconsecutive wins (profit in money)3 (58.66)consecutive losses (loss in money)9 (-633.36)
Maximalconsecutive profit (count of wins)58.66 (3)consecutive loss (count of losses)-633.36 (9)
Averageconsecutive wins3consecutive losses6
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.09.01 03:45sell10.101.10481.11281.0993
22006.09.01 03:45sell20.101.10481.11281.0938
32006.09.01 03:45sell30.101.10481.11281.0883
42006.09.05 10:35s/l10.101.11281.11281.0993-79.571920.43
52006.09.05 10:35s/l20.101.11281.11281.0938-79.571840.86
62006.09.05 10:35s/l30.101.11281.11281.0883-79.571761.29
72006.09.07 00:00sell40.101.10551.11351.1000
82006.09.07 00:00sell50.101.10551.11351.0945
92006.09.07 00:00sell60.101.10551.11351.0890
102006.09.08 13:00s/l40.101.11351.11351.1000-79.781681.51
112006.09.08 13:00s/l50.101.11351.11351.0945-79.781601.72
122006.09.08 13:00s/l60.101.11351.11351.0890-79.781521.93
132006.09.11 16:30sell70.101.12051.12851.1150
142006.09.11 16:30sell80.101.12051.12851.1095
152006.09.11 16:30sell90.101.12051.12851.1040
162006.09.14 13:30t/p70.101.11501.12851.115056.081578.01
172006.09.14 13:30modify90.101.12051.12051.1040
182006.09.14 13:30modify80.101.12051.12051.1095
192006.09.15 14:10s/l80.101.12051.12051.10951.291579.30
202006.09.15 14:10s/l90.101.12051.12051.10401.291580.59
212006.09.18 02:15sell100.101.11931.12731.1138
222006.09.18 02:15sell110.101.11931.12731.1083
232006.09.18 02:15sell120.101.11931.12731.1028
242006.09.19 18:57s/l100.101.12731.12731.1138-79.781500.80
252006.09.19 18:57s/l110.101.12731.12731.1083-79.781421.02
262006.09.19 18:57s/l120.101.12731.12731.1028-79.781341.23
272006.09.22 18:15sell130.101.11791.12591.1124
282006.09.22 18:15sell140.101.11791.12591.1069
292006.09.22 18:15sell150.101.11791.12591.1014
302006.09.27 20:36t/p130.101.11241.12591.112455.651396.88
312006.09.27 20:36modify150.101.11791.11791.1014
322006.09.27 20:36modify140.101.11791.11791.1069
332006.09.29 14:23s/l140.101.11791.11791.10691.511398.38
342006.09.29 14:23s/l150.101.11791.11791.10141.511399.89
352006.10.05 07:00sell160.101.12581.13381.1203
362006.10.05 07:00sell170.101.12581.13381.1148
372006.10.05 07:00sell180.101.12581.13381.1093
382006.10.10 15:48s/l160.101.13381.13381.1203-79.361320.53
392006.10.10 15:48s/l170.101.13381.13381.1148-79.361241.18
402006.10.10 15:48s/l180.101.13381.13381.1093-79.361161.82
412006.10.13 21:00buy190.101.13771.12971.1432
422006.10.13 21:00buy200.101.13771.12971.1487
432006.10.13 21:00buy210.101.13771.12971.1542
442006.10.19 20:32s/l190.101.12971.12971.1432-82.101079.72
452006.10.19 20:32s/l200.101.12971.12971.1487-82.10997.63
462006.10.19 20:32s/l210.101.12971.12971.1542-82.10915.52
472006.10.20 03:00sell220.101.12801.13601.1225
482006.10.20 03:00sell230.101.12801.13601.1170
492006.10.20 03:00sell240.101.12801.13601.1115
502006.10.20 14:10t/p220.101.12251.13601.122555.00970.52
512006.10.20 14:10modify240.101.12801.12801.1115
522006.10.20 14:10modify230.101.12801.12801.1170
532006.10.23 11:24s/l230.101.12801.12801.11700.22970.74
542006.10.23 11:24s/l240.101.12801.12801.11150.22970.96
552006.10.23 16:15buy250.101.12691.11891.1324
562006.10.23 16:15buy260.101.12691.11891.1379
572006.10.23 16:15buy270.101.12691.11891.1434
582006.10.27 15:12s/l250.101.11891.11891.1324-82.10888.86
592006.10.27 15:12s/l260.101.11891.11891.1379-82.10806.76
602006.10.27 15:12s/l270.101.11891.11891.1434-82.10724.65
612006.10.27 22:45sell280.101.11921.12721.1137
622006.10.27 22:45sell290.101.11921.12721.1082
632006.10.27 22:45sell300.101.11921.12721.1027
642006.10.31 10:30s/l280.101.12721.12721.1137-79.57645.08
652006.10.31 10:30s/l290.101.12721.12721.1082-79.57565.51
662006.10.31 10:30s/l300.101.12721.12721.1027-79.57485.94
672006.11.02 01:45buy310.101.13271.12471.1382
682006.11.02 01:45buy320.101.13271.12471.1437
692006.11.02 01:45buy330.101.13271.12471.1492
702006.11.09 23:59close at stop330.101.12801.12471.1492-49.45436.49
712006.11.09 23:59close at stop320.101.12801.12471.1437-49.45387.04
722006.11.09 23:59close at stop310.101.12801.12471.1382-49.45337.59