Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
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 | 59502 | Ticks modelled | 240562 | Modelling quality | 90.00% |
Initial deposit | 2000.00 | ||||
Total net profit | 697.07 | Gross profit | 1849.52 | Gross loss | -1152.45 |
Profit factor | 1.60 | Expected payoff | 16.60 | ||
Absolute drawdown | 333.58 | Maximal drawdown | 383.10 (18.69%) | Relative drawdown | 18.69% (383.10) |
Total trades | 42 | Short 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%) | ||
Largest | profit trade | 159.37 | loss trade | -67.99 | |
Average | profit trade | 77.06 | loss trade | -64.02 | |
Maximum | consecutive wins (profit in money) | 12 (832.37) | consecutive losses (loss in money) | 6 (-383.10) | |
Maximal | consecutive profit (count of wins) | 832.37 (12) | consecutive loss (count of losses) | -383.10 (6) | |
Average | consecutive wins | 6 | consecutive losses | 5 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.09.01 00:00 | sell | 1 | 0.10 | 1.2314 | 1.2394 | 1.2249 | ||
2 | 2006.09.01 00:00 | sell | 2 | 0.10 | 1.2314 | 1.2394 | 1.2184 | ||
3 | 2006.09.01 00:00 | sell | 3 | 0.10 | 1.2314 | 1.2394 | 1.2119 | ||
4 | 2006.09.06 14:03 | s/l | 1 | 0.10 | 1.2394 | 1.2394 | 1.2249 | -67.99 | 1932.01 |
5 | 2006.09.06 14:03 | s/l | 2 | 0.10 | 1.2394 | 1.2394 | 1.2184 | -67.99 | 1864.02 |
6 | 2006.09.06 14:03 | s/l | 3 | 0.10 | 1.2394 | 1.2394 | 1.2119 | -67.99 | 1796.03 |
7 | 2006.09.06 17:00 | buy | 4 | 0.10 | 1.2380 | 1.2300 | 1.2445 | ||
8 | 2006.09.06 17:00 | buy | 5 | 0.10 | 1.2380 | 1.2300 | 1.2510 | ||
9 | 2006.09.06 17:00 | buy | 6 | 0.10 | 1.2380 | 1.2300 | 1.2575 | ||
10 | 2006.09.07 14:44 | t/p | 4 | 0.10 | 1.2445 | 1.2300 | 1.2445 | 55.20 | 1851.23 |
11 | 2006.09.07 14:44 | modify | 6 | 0.10 | 1.2380 | 1.2380 | 1.2575 | ||
12 | 2006.09.07 14:44 | modify | 5 | 0.10 | 1.2380 | 1.2380 | 1.2510 | ||
13 | 2006.09.12 19:58 | t/p | 5 | 0.10 | 1.2510 | 1.2380 | 1.2510 | 109.85 | 1961.08 |
14 | 2006.09.12 19:58 | modify | 6 | 0.10 | 1.2380 | 1.2478 | 1.2575 | ||
15 | 2006.09.14 11:48 | s/l | 6 | 0.10 | 1.2478 | 1.2478 | 1.2575 | 88.44 | 2049.52 |
16 | 2006.09.14 15:00 | sell | 7 | 0.10 | 1.2508 | 1.2588 | 1.2443 | ||
17 | 2006.09.14 15:00 | sell | 8 | 0.10 | 1.2508 | 1.2588 | 1.2378 | ||
18 | 2006.09.14 15:00 | sell | 9 | 0.10 | 1.2508 | 1.2588 | 1.2313 | ||
19 | 2006.09.15 13:50 | s/l | 7 | 0.10 | 1.2588 | 1.2588 | 1.2443 | -64.70 | 1984.82 |
20 | 2006.09.15 13:50 | s/l | 8 | 0.10 | 1.2588 | 1.2588 | 1.2378 | -64.70 | 1920.12 |
21 | 2006.09.15 13:50 | s/l | 9 | 0.10 | 1.2588 | 1.2588 | 1.2313 | -64.70 | 1855.42 |
22 | 2006.09.15 18:00 | buy | 10 | 0.10 | 1.2582 | 1.2502 | 1.2647 | ||
23 | 2006.09.15 18:00 | buy | 11 | 0.10 | 1.2582 | 1.2502 | 1.2712 | ||
24 | 2006.09.15 18:00 | buy | 12 | 0.10 | 1.2582 | 1.2502 | 1.2777 | ||
25 | 2006.09.18 21:22 | s/l | 10 | 0.10 | 1.2502 | 1.2502 | 1.2647 | -63.00 | 1792.42 |
26 | 2006.09.18 21:22 | s/l | 11 | 0.10 | 1.2502 | 1.2502 | 1.2712 | -63.00 | 1729.42 |
27 | 2006.09.18 21:22 | s/l | 12 | 0.10 | 1.2502 | 1.2502 | 1.2777 | -63.00 | 1666.42 |
28 | 2006.09.19 06:15 | sell | 13 | 0.10 | 1.2504 | 1.2584 | 1.2439 | ||
29 | 2006.09.19 06:15 | sell | 14 | 0.10 | 1.2504 | 1.2584 | 1.2374 | ||
30 | 2006.09.19 06:15 | sell | 15 | 0.10 | 1.2504 | 1.2584 | 1.2309 | ||
31 | 2006.09.21 20:14 | t/p | 13 | 0.10 | 1.2439 | 1.2584 | 1.2439 | 47.66 | 1714.08 |
32 | 2006.09.21 20:14 | modify | 15 | 0.10 | 1.2504 | 1.2504 | 1.2309 | ||
33 | 2006.09.21 20:14 | modify | 14 | 0.10 | 1.2504 | 1.2504 | 1.2374 | ||
34 | 2006.09.22 10:20 | t/p | 14 | 0.10 | 1.2374 | 1.2504 | 1.2374 | 99.32 | 1813.40 |
35 | 2006.09.22 10:20 | modify | 15 | 0.10 | 1.2504 | 1.2406 | 1.2309 | ||
36 | 2006.09.25 06:34 | t/p | 15 | 0.10 | 1.2309 | 1.2406 | 1.2309 | 151.61 | 1965.01 |
37 | 2006.09.25 09:15 | sell | 16 | 0.10 | 1.2328 | 1.2408 | 1.2263 | ||
38 | 2006.09.25 09:15 | sell | 17 | 0.10 | 1.2328 | 1.2408 | 1.2198 | ||
39 | 2006.09.25 09:15 | sell | 18 | 0.10 | 1.2328 | 1.2408 | 1.2133 | ||
40 | 2006.09.26 10:15 | s/l | 16 | 0.10 | 1.2408 | 1.2408 | 1.2263 | -65.62 | 1899.39 |
41 | 2006.09.26 10:15 | s/l | 17 | 0.10 | 1.2408 | 1.2408 | 1.2198 | -65.62 | 1833.77 |
42 | 2006.09.26 10:15 | s/l | 18 | 0.10 | 1.2408 | 1.2408 | 1.2133 | -65.62 | 1768.15 |
43 | 2006.09.27 14:00 | buy | 19 | 0.10 | 1.2448 | 1.2368 | 1.2513 | ||
44 | 2006.09.27 14:00 | buy | 20 | 0.10 | 1.2448 | 1.2368 | 1.2578 | ||
45 | 2006.09.27 14:00 | buy | 21 | 0.10 | 1.2448 | 1.2368 | 1.2643 | ||
46 | 2006.09.29 09:24 | t/p | 19 | 0.10 | 1.2513 | 1.2368 | 1.2513 | 55.90 | 1824.05 |
47 | 2006.09.29 09:24 | modify | 21 | 0.10 | 1.2448 | 1.2448 | 1.2643 | ||
48 | 2006.09.29 09:24 | modify | 20 | 0.10 | 1.2448 | 1.2448 | 1.2578 | ||
49 | 2006.10.02 15:31 | s/l | 20 | 0.10 | 1.2448 | 1.2448 | 1.2578 | 4.95 | 1829.00 |
50 | 2006.10.02 15:31 | s/l | 21 | 0.10 | 1.2448 | 1.2448 | 1.2643 | 4.95 | 1833.95 |
51 | 2006.10.03 00:45 | buy | 22 | 0.10 | 1.2431 | 1.2351 | 1.2496 | ||
52 | 2006.10.03 00:45 | buy | 23 | 0.10 | 1.2431 | 1.2351 | 1.2561 | ||
53 | 2006.10.03 00:45 | buy | 24 | 0.10 | 1.2431 | 1.2351 | 1.2626 | ||
54 | 2006.10.04 10:47 | t/p | 22 | 0.10 | 1.2496 | 1.2351 | 1.2496 | 53.00 | 1886.95 |
55 | 2006.10.04 10:47 | modify | 24 | 0.10 | 1.2431 | 1.2431 | 1.2626 | ||
56 | 2006.10.04 10:47 | modify | 23 | 0.10 | 1.2431 | 1.2431 | 1.2561 | ||
57 | 2006.10.06 14:34 | t/p | 23 | 0.10 | 1.2561 | 1.2431 | 1.2561 | 108.37 | 1995.32 |
58 | 2006.10.06 14:34 | modify | 24 | 0.10 | 1.2431 | 1.2529 | 1.2626 | ||
59 | 2006.10.06 16:37 | t/p | 24 | 0.10 | 1.2626 | 1.2529 | 1.2626 | 159.37 | 2154.69 |
60 | 2006.10.06 19:00 | buy | 25 | 0.10 | 1.2605 | 1.2525 | 1.2670 | ||
61 | 2006.10.06 19:00 | buy | 26 | 0.10 | 1.2605 | 1.2525 | 1.2735 | ||
62 | 2006.10.06 19:00 | buy | 27 | 0.10 | 1.2605 | 1.2525 | 1.2800 | ||
63 | 2006.10.10 12:39 | t/p | 25 | 0.10 | 1.2670 | 1.2525 | 1.2670 | 53.28 | 2207.97 |
64 | 2006.10.10 12:39 | modify | 27 | 0.10 | 1.2605 | 1.2605 | 1.2800 | ||
65 | 2006.10.10 12:39 | modify | 26 | 0.10 | 1.2605 | 1.2605 | 1.2735 | ||
66 | 2006.10.11 20:25 | t/p | 26 | 0.10 | 1.2735 | 1.2605 | 1.2735 | 105.04 | 2313.01 |
67 | 2006.10.11 20:25 | modify | 27 | 0.10 | 1.2605 | 1.2703 | 1.2800 | ||
68 | 2006.10.11 20:53 | s/l | 27 | 0.10 | 1.2703 | 1.2703 | 1.2800 | 80.16 | 2393.17 |
69 | 2006.10.12 12:00 | sell | 28 | 0.10 | 1.2699 | 1.2779 | 1.2634 | ||
70 | 2006.10.12 12:00 | sell | 29 | 0.10 | 1.2699 | 1.2779 | 1.2569 | ||
71 | 2006.10.12 12:00 | sell | 30 | 0.10 | 1.2699 | 1.2779 | 1.2504 | ||
72 | 2006.10.19 15:23 | t/p | 28 | 0.10 | 1.2634 | 1.2779 | 1.2634 | 43.40 | 2436.57 |
73 | 2006.10.19 15:23 | modify | 30 | 0.10 | 1.2699 | 1.2699 | 1.2504 | ||
74 | 2006.10.19 15:23 | modify | 29 | 0.10 | 1.2699 | 1.2699 | 1.2569 | ||
75 | 2006.10.19 19:46 | t/p | 29 | 0.10 | 1.2569 | 1.2699 | 1.2569 | 95.38 | 2531.95 |
76 | 2006.10.19 19:46 | modify | 30 | 0.10 | 1.2699 | 1.2601 | 1.2504 | ||
77 | 2006.10.20 12:05 | s/l | 30 | 0.10 | 1.2601 | 1.2601 | 1.2504 | 68.57 | 2600.52 |
78 | 2006.10.20 16:45 | sell | 31 | 0.10 | 1.2591 | 1.2671 | 1.2526 | ||
79 | 2006.10.20 16:45 | sell | 32 | 0.10 | 1.2591 | 1.2671 | 1.2461 | ||
80 | 2006.10.20 16:45 | sell | 33 | 0.10 | 1.2591 | 1.2671 | 1.2396 | ||
81 | 2006.10.23 12:01 | s/l | 31 | 0.10 | 1.2671 | 1.2671 | 1.2526 | -64.29 | 2536.23 |
82 | 2006.10.23 12:01 | s/l | 32 | 0.10 | 1.2671 | 1.2671 | 1.2461 | -64.29 | 2471.94 |
83 | 2006.10.23 12:01 | s/l | 33 | 0.10 | 1.2671 | 1.2671 | 1.2396 | -64.29 | 2407.65 |
84 | 2006.10.23 17:30 | buy | 34 | 0.10 | 1.2679 | 1.2599 | 1.2744 | ||
85 | 2006.10.23 17:30 | buy | 35 | 0.10 | 1.2679 | 1.2599 | 1.2809 | ||
86 | 2006.10.23 17:30 | buy | 36 | 0.10 | 1.2679 | 1.2599 | 1.2874 | ||
87 | 2006.10.26 08:34 | s/l | 34 | 0.10 | 1.2599 | 1.2599 | 1.2744 | -58.55 | 2349.10 |
88 | 2006.10.26 08:34 | s/l | 35 | 0.10 | 1.2599 | 1.2599 | 1.2809 | -58.55 | 2290.55 |
89 | 2006.10.26 08:34 | s/l | 36 | 0.10 | 1.2599 | 1.2599 | 1.2874 | -58.55 | 2232.00 |
90 | 2006.10.26 12:45 | sell | 37 | 0.10 | 1.2580 | 1.2660 | 1.2515 | ||
91 | 2006.10.26 12:45 | sell | 38 | 0.10 | 1.2580 | 1.2660 | 1.2450 | ||
92 | 2006.10.26 12:45 | sell | 39 | 0.10 | 1.2580 | 1.2660 | 1.2385 | ||
93 | 2006.10.27 14:32 | t/p | 37 | 0.10 | 1.2515 | 1.2660 | 1.2515 | 50.79 | 2282.79 |
94 | 2006.10.27 14:32 | modify | 39 | 0.10 | 1.2580 | 1.2580 | 1.2385 | ||
95 | 2006.10.27 14:32 | modify | 38 | 0.10 | 1.2580 | 1.2580 | 1.2450 | ||
96 | 2006.10.31 17:12 | t/p | 38 | 0.10 | 1.2450 | 1.2580 | 1.2450 | 100.97 | 2383.76 |
97 | 2006.10.31 17:12 | modify | 39 | 0.10 | 1.2580 | 1.2482 | 1.2385 | ||
98 | 2006.11.03 14:09 | s/l | 39 | 0.10 | 1.2482 | 1.2482 | 1.2385 | 69.28 | 2453.04 |
99 | 2006.11.06 02:15 | sell | 40 | 0.10 | 1.2543 | 1.2623 | 1.2478 | ||
100 | 2006.11.06 02:15 | sell | 41 | 0.10 | 1.2543 | 1.2623 | 1.2413 | ||
101 | 2006.11.06 02:15 | sell | 42 | 0.10 | 1.2543 | 1.2623 | 1.2348 | ||
102 | 2006.11.07 14:59 | t/p | 40 | 0.10 | 1.2478 | 1.2623 | 1.2478 | 50.95 | 2503.99 |
103 | 2006.11.07 14:59 | modify | 42 | 0.10 | 1.2543 | 1.2543 | 1.2348 | ||
104 | 2006.11.07 14:59 | modify | 41 | 0.10 | 1.2543 | 1.2543 | 1.2413 | ||
105 | 2006.11.09 17:37 | t/p | 41 | 0.10 | 1.2413 | 1.2543 | 1.2413 | 98.98 | 2602.97 |
106 | 2006.11.09 17:37 | modify | 42 | 0.10 | 1.2543 | 1.2445 | 1.2348 | ||
107 | 2006.11.09 23:59 | close at stop | 42 | 0.10 | 1.2419 | 1.2445 | 1.2348 | 94.10 | 2697.07 |