Strategy Tester Report
Phoenix_EA_v5_6_03

SymbolUSDJPY (US Dollar vs Japanese Yen)
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 test59500Ticks modelled273632Modelling quality90.00%
Initial deposit2000.00
Total net profit603.80Gross profit1506.36Gross loss-902.56
Profit factor1.67Expected payoff8.05
Absolute drawdown365.00Maximal drawdown365.00 (18.25%)Relative drawdown18.25% (365.00)
Total trades75Short positions (won %)30 (53.33%)Long positions (won %)45 (64.44%)
Profit trades (% of total)45 (60.00%)Loss trades (% of total)30 (40.00%)
Largestprofit trade128.49loss trade-48.31
Averageprofit trade33.47loss trade-30.09
Maximumconsecutive wins (profit in money)12 (433.60)consecutive losses (loss in money)10 (-344.41)
Maximalconsecutive profit (count of wins)433.60 (12)consecutive loss (count of losses)-344.41 (10)
Averageconsecutive wins6consecutive losses4
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.09.01 00:45buy10.10117.37116.82117.87
22006.09.01 00:45buy20.10117.37116.82118.37
32006.09.01 00:45buy30.10117.37116.82118.87
42006.09.01 18:24close30.10117.06116.82118.87-26.481973.52
52006.09.01 20:58close20.10117.06116.82118.37-26.481947.04
62006.09.04 03:05s/l10.10116.82116.82117.87-45.781901.26
72006.09.04 19:15buy40.10116.05115.50116.55
82006.09.04 19:15buy50.10116.05115.50117.05
92006.09.04 19:15buy60.10116.05115.50117.55
102006.09.05 09:05close60.10115.73115.50117.55-26.351874.91
112006.09.05 09:05close50.10115.71115.50117.05-28.081846.83
122006.09.06 13:26t/p40.10116.55115.50116.5545.501892.33
132006.09.07 04:45sell70.10116.77117.32116.27
142006.09.07 04:45sell80.10116.77117.32115.77
152006.09.07 04:45sell90.10116.77117.32115.27
162006.09.07 06:06modify90.10116.77116.77115.27
172006.09.07 06:06modify80.10116.77116.77115.77
182006.09.07 09:33s/l80.10116.77116.77115.770.001892.33
192006.09.07 09:33s/l90.10116.77116.77115.270.001892.33
202006.09.07 11:08t/p70.10116.27117.32116.2743.011935.34
212006.09.07 21:30buy100.10116.38115.83116.88
222006.09.07 21:30buy110.10116.38115.83117.38
232006.09.07 21:30buy120.10116.38115.83117.88
242006.09.07 21:43modify120.10116.38116.38117.88
252006.09.07 21:43modify110.10116.38116.38117.38
262006.09.07 22:37s/l110.10116.38116.38117.380.001935.34
272006.09.07 22:37s/l120.10116.38116.38117.880.001935.34
282006.09.08 17:47t/p100.10116.88115.83116.8844.071979.41
292006.09.11 00:30sell130.10117.01117.56116.51
302006.09.11 00:30sell140.10117.01117.56116.01
312006.09.11 00:30sell150.10117.01117.56115.51
322006.09.11 01:09modify150.10117.01117.01115.51
332006.09.11 01:09modify140.10117.01117.01116.01
342006.09.11 08:15s/l140.10117.01117.01116.010.001979.41
352006.09.11 08:15s/l150.10117.01117.01115.510.001979.41
362006.09.11 16:26s/l130.10117.56117.56116.51-46.791932.62
372006.09.11 23:45sell160.10117.61118.16117.11
382006.09.11 23:45sell170.10117.61118.16116.61
392006.09.11 23:45sell180.10117.61118.16116.11
402006.09.12 18:26close180.10117.92118.16116.11-27.751904.87
412006.09.12 18:26close170.10117.92118.16116.61-27.751877.12
422006.09.12 20:08s/l160.10118.16118.16117.11-48.001829.12
432006.09.13 01:00buy190.10117.83117.28118.33
442006.09.13 01:00buy200.10117.83117.28118.83
452006.09.13 01:00buy210.10117.83117.28119.33
462006.09.13 14:43close210.10117.53117.28119.33-25.531803.59
472006.09.13 14:43close200.10117.53117.28118.83-25.531778.06
482006.09.15 16:25s/l190.10117.28117.28118.33-41.701736.36
492006.09.15 17:15sell220.10117.69118.24117.19
502006.09.15 17:15sell230.10117.69118.24116.69
512006.09.15 17:15sell240.10117.69118.24116.19
522006.09.15 18:52close240.10118.00118.24116.19-26.271710.09
532006.09.15 18:52close230.10118.01118.24116.69-27.121682.97
542006.09.18 11:13s/l220.10118.24118.24117.19-47.971635.00
552006.09.18 11:13sell250.10118.22118.77117.72
562006.09.18 11:13sell260.10118.22118.77117.22
572006.09.18 11:13sell270.10118.22118.77116.72
582006.09.19 09:40t/p250.10117.72118.77117.7241.041676.04
592006.09.19 09:40modify270.10118.22118.22116.72
602006.09.19 09:40modify260.10118.22118.22117.22
612006.09.19 14:42t/p260.10117.22118.22117.2283.861759.90
622006.09.19 14:42modify270.10118.22117.47116.72
632006.09.19 17:09s/l270.10117.47117.47116.7262.371822.27
642006.09.20 02:30sell280.10117.61118.16117.11
652006.09.20 02:30sell290.10117.61118.16116.61
662006.09.20 02:30sell300.10117.61118.16116.11
672006.09.20 09:01t/p280.10117.11118.16117.1142.691864.96
682006.09.20 09:01modify300.10117.61117.61116.11
692006.09.20 09:01modify290.10117.61117.61116.61
702006.09.21 18:15t/p290.10116.61117.61116.6181.381946.34
712006.09.21 18:15modify300.10117.61116.86116.11
722006.09.26 16:13s/l300.10116.86116.86116.1155.422001.76
732006.09.26 16:13sell310.10116.84117.39116.34
742006.09.26 16:13sell320.10116.84117.39115.84
752006.09.26 16:13sell330.10116.84117.39115.34
762006.09.26 16:46close330.10117.19117.39115.34-29.871971.89
772006.09.26 16:46close320.10117.20117.39115.84-30.721941.17
782006.09.27 12:29s/l310.10117.39117.39116.34-48.311892.86
792006.09.27 23:45buy340.10117.50116.95118.00
802006.09.27 23:45buy350.10117.50116.95118.50
812006.09.27 23:45buy360.10117.50116.95119.00
822006.09.29 08:53t/p340.10118.00116.95118.0047.571940.43
832006.09.29 08:53modify360.10117.50117.50119.00
842006.09.29 08:53modify350.10117.50117.50118.50
852006.10.03 09:20s/l350.10117.50117.50118.507.801948.23
862006.10.03 09:20s/l360.10117.50117.50119.007.801956.03
872006.10.03 09:30buy370.10117.53116.98118.03
882006.10.03 09:30buy380.10117.53116.98118.53
892006.10.03 09:30buy390.10117.53116.98119.03
902006.10.04 00:24t/p370.10118.03116.98118.0343.661999.69
912006.10.04 00:24modify390.10117.53117.53119.03
922006.10.04 00:24modify380.10117.53117.53118.53
932006.10.05 07:49s/l380.10117.53117.53118.535.202004.89
942006.10.05 07:49s/l390.10117.53117.53119.035.202010.09
952006.10.05 09:30buy400.10117.64117.09118.14
962006.10.05 09:30buy410.10117.64117.09118.64
972006.10.05 09:30buy420.10117.64117.09119.14
982006.10.06 14:34t/p400.10118.14117.09118.1443.622053.71
992006.10.06 14:34modify420.10117.64117.64119.14
1002006.10.06 14:34modify410.10117.64117.64118.64
1012006.10.06 15:00t/p410.10118.64117.64118.6485.582139.29
1022006.10.06 15:00modify420.10117.64118.39119.14
1032006.10.09 05:59t/p420.10119.14118.39119.14128.492267.78
1042006.10.09 12:45buy430.10119.11118.56119.61
1052006.10.09 12:45buy440.10119.11118.56120.11
1062006.10.09 12:45buy450.10119.11118.56120.61
1072006.10.10 13:18t/p430.10119.61118.56119.6143.082310.86
1082006.10.10 13:18modify450.10119.11119.11120.61
1092006.10.10 13:18modify440.10119.11119.11120.11
1102006.10.13 09:37s/l440.10119.11119.11120.117.802318.66
1112006.10.13 09:37s/l450.10119.11119.11120.617.802326.46
1122006.10.13 11:45sell460.10119.36119.91118.86
1132006.10.13 11:45sell470.10119.36119.91118.36
1142006.10.13 11:45sell480.10119.36119.91117.86
1152006.10.13 14:39close480.10119.67119.91117.86-25.902300.56
1162006.10.13 14:39close470.10119.67119.91118.36-25.902274.66
1172006.10.17 10:41t/p460.10118.86119.91118.8639.172313.83
1182006.10.17 10:45buy490.10118.77118.22119.27
1192006.10.17 10:45buy500.10118.77118.22119.77
1202006.10.17 10:45buy510.10118.77118.22120.27
1212006.10.17 15:00modify510.10118.77118.77120.27
1222006.10.17 15:00modify500.10118.77118.77119.77
1232006.10.17 15:00s/l500.10118.77118.77119.770.002313.83
1242006.10.17 15:00s/l510.10118.77118.77120.270.002313.83
1252006.10.19 15:50s/l490.10118.22118.22119.27-41.322272.51
1262006.10.19 16:45buy520.10118.22117.67118.72
1272006.10.19 16:45buy530.10118.22117.67119.22
1282006.10.19 16:45buy540.10118.22117.67119.72
1292006.10.20 16:40t/p520.10118.72117.67118.7243.412315.92
1302006.10.20 16:40modify540.10118.22118.22119.72
1312006.10.20 16:40modify530.10118.22118.22119.22
1322006.10.23 11:38t/p530.10119.22118.22119.2286.472402.39
1332006.10.23 11:38modify540.10118.22118.97119.72
1342006.10.25 20:21s/l540.10118.97118.97119.7268.252470.64
1352006.10.25 21:30buy550.10119.01118.46119.51
1362006.10.25 21:30buy560.10119.01118.46120.01
1372006.10.25 21:30buy570.10119.01118.46120.51
1382006.10.26 09:05close570.10118.71118.46120.51-21.372449.27
1392006.10.26 09:05close560.10118.71118.46120.01-21.372427.90
1402006.10.26 18:29s/l550.10118.46118.46119.51-42.542385.36
1412006.10.27 01:00sell580.10118.36118.91117.86
1422006.10.27 01:00sell590.10118.36118.91117.36
1432006.10.27 01:00sell600.10118.36118.91116.86
1442006.10.27 02:00close600.10118.67118.91116.86-26.122359.24
1452006.10.27 02:00close590.10118.68118.91117.36-26.962332.28
1462006.10.27 14:57t/p580.10117.86118.91117.8642.432374.71
1472006.10.30 00:14sell610.10117.58118.13117.08
1482006.10.30 00:14sell620.10117.58118.13116.58
1492006.10.30 00:14sell630.10117.58118.13116.08
1502006.10.30 01:03modify630.10117.58117.58116.08
1512006.10.30 01:03modify620.10117.58117.58116.58
1522006.10.30 01:03s/l620.10117.58117.58116.580.002374.71
1532006.10.30 01:03s/l630.10117.58117.58116.080.002374.71
1542006.10.31 17:32t/p610.10117.08118.13117.0841.252415.96
1552006.11.01 03:00buy640.10116.86116.31117.36
1562006.11.01 03:00buy650.10116.86116.31117.86
1572006.11.01 03:00buy660.10116.86116.31118.36
1582006.11.01 03:34modify660.10116.86116.86118.36
1592006.11.01 03:34modify650.10116.86116.86117.86
1602006.11.01 03:42s/l650.10116.86116.86117.860.002415.96
1612006.11.01 03:42s/l660.10116.86116.86118.360.002415.96
1622006.11.03 14:31t/p640.10117.36116.31117.3647.762463.72
1632006.11.03 22:45buy670.10118.01117.46118.51
1642006.11.03 22:45buy680.10118.01117.46119.01
1652006.11.03 22:45buy690.10118.01117.46119.51
1662006.11.06 02:12modify690.10118.01118.01119.51
1672006.11.06 02:12modify680.10118.01118.01119.01
1682006.11.06 02:56s/l680.10118.01118.01119.011.302465.02
1692006.11.06 02:56s/l690.10118.01118.01119.511.302466.32
1702006.11.07 15:30s/l670.10117.46117.46118.51-44.232422.09
1712006.11.07 15:45buy700.10117.40116.85117.90
1722006.11.07 15:45buy710.10117.40116.85118.40
1732006.11.07 15:45buy720.10117.40116.85118.90
1742006.11.08 15:14t/p700.10117.90116.85117.9043.702465.79
1752006.11.08 15:14modify720.10117.40117.40118.90
1762006.11.08 15:14modify710.10117.40117.40118.40
1772006.11.09 14:39t/p710.10118.40117.40118.4089.662555.45
1782006.11.09 14:39modify720.10117.40118.15118.90
1792006.11.09 17:20s/l720.10118.15118.15118.9068.722624.17
1802006.11.09 23:30buy730.10117.86117.31118.36
1812006.11.09 23:30buy740.10117.86117.31118.86
1822006.11.09 23:30buy750.10117.86117.31119.36
1832006.11.09 23:59close at stop750.10117.78117.31119.36-6.792617.38
1842006.11.09 23:59close at stop740.10117.78117.31118.86-6.792610.59
1852006.11.09 23:59close at stop730.10117.78117.31118.36-6.792603.80