Strategy Tester Report
Phoenix_EA_v5_6_03

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Period15 Minutes (M15) 2006.05.01 01:00 - 2006.11.17 00:00 (2006.05.01 - 2006.11.17)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersGeneralSettings="===== General Settings ============================"; PhoenixMode=1; Lots=1; MaximumRisk=0.3; DecreaseFactor=0; MM=true; AccountIsMicro=false; PrefSettings=false; CloseAfterHours=0; BreakEvenAfterPips=35; Mode1="====== Phoenix Mode 1 (Classic) =================="; TakeProfit=84; StopLoss=84; 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=0.0032; EnvelopePeriod=2; Signal2="====== Signal 2 =================================="; UseSignal2=true; SMAPeriod=2; SMA2Bars=18; Signal3="====== Signal 3 =================================="; UseSignal3=true; OSMAFast=5; OSMASlow=22; OSMASignal=2; Signal4="====== Signal 4 =================================="; UseSignal4=true;
Bars in test195670Ticks modelled1058816Modelling quality90.00%
Initial deposit10000.00
Total net profit253260.25Gross profit832091.97Gross loss-578831.71
Profit factor1.44Expected payoff2389.25
Absolute drawdown473.42Maximal drawdown129479.99 (50.19%)Relative drawdown52.72% (59924.35)
Total trades106Short positions (won %)52 (50.00%)Long positions (won %)54 (81.48%)
Profit trades (% of total)70 (66.04%)Loss trades (% of total)36 (33.96%)
Largestprofit trade53380.46loss trade-65094.91
Averageprofit trade11887.03loss trade-16078.66
Maximumconsecutive wins (profit in money)10 (122982.52)consecutive losses (loss in money)3 (-112065.30)
Maximalconsecutive profit (count of wins)162704.88 (6)consecutive loss (count of losses)-112065.30 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.05.01 02:00sell13.00113.74114.58112.90
22006.05.01 05:15modify13.00113.74113.74112.90
32006.05.01 15:42t/p13.00112.90113.74112.902232.2712232.27
42006.05.01 16:00buy23.70112.66111.82113.50
52006.05.01 17:12modify23.70112.66112.66113.50
62006.05.01 17:29s/l23.70112.66112.66113.500.0012232.27
72006.05.02 08:00buy33.70113.75112.91114.59
82006.05.03 09:35s/l33.70112.91112.91114.59-2705.699526.58
92006.05.03 09:35buy42.90112.92112.08113.76
102006.05.03 10:59modify42.90112.92112.92113.76
112006.05.03 17:46t/p42.90113.76112.92113.762141.3511667.93
122006.05.03 20:00sell53.50113.54114.38112.70
132006.05.05 16:07modify53.50113.54113.54112.70
142006.05.05 16:21t/p53.50112.70113.54112.702404.5314072.46
152006.05.06 00:00sell64.20112.57113.41111.73
162006.05.08 01:00modify64.20112.57112.57111.73
172006.05.08 04:03t/p64.20111.73112.57111.733096.8617169.32
182006.05.09 01:00sell75.20111.75112.59110.91
192006.05.09 03:31modify75.20111.75111.75110.91
202006.05.09 05:21s/l75.20111.75111.75110.910.0017169.32
212006.05.09 10:45sell85.20111.88112.72111.04
222006.05.09 14:10modify85.20111.88111.88111.04
232006.05.09 17:21t/p85.20111.04111.88111.043935.4921104.81
242006.05.09 23:15buy96.30111.10110.26111.94
252006.05.10 21:44s/l96.30110.26110.26111.94-4719.6616385.15
262006.05.10 21:45buy104.90110.22109.38111.06
272006.05.10 23:08modify104.90110.22110.22111.06
282006.05.11 02:41t/p104.90111.06110.22111.063894.5520279.70
292006.05.11 09:15buy116.10111.25110.41112.09
302006.05.11 18:34s/l116.10110.41110.41112.09-4640.8815638.82
312006.05.11 23:45sell124.70110.66111.50109.82
322006.05.12 02:32modify124.70110.66110.66109.82
332006.05.12 10:26t/p124.70109.82110.66109.823528.0019166.82
342006.05.12 17:15sell135.80109.98110.82109.14
352006.05.15 01:06modify135.80109.98109.98109.14
362006.05.15 11:04s/l135.80109.98109.98109.14-84.6819082.14
372006.05.15 11:04sell145.70109.96110.80109.12
382006.05.16 02:40s/l145.70110.80110.80109.12-4404.1314678.01
392006.05.16 05:45buy154.40110.28109.44111.12
402006.05.17 03:29s/l154.40109.44109.44111.12-3320.7811357.23
412006.05.17 03:30buy163.40109.49108.65110.33
422006.05.17 17:27modify163.40109.49109.49110.33
432006.05.17 18:31t/p163.40110.33109.49110.332588.6013945.83
442006.05.18 04:30buy174.20110.76109.92111.60
452006.05.18 14:21modify174.20110.76110.76111.60
462006.05.18 16:31s/l174.20110.76110.76111.600.0013945.83
472006.05.19 01:15sell184.20110.83111.67109.99
482006.05.19 02:53modify184.20110.83110.83109.99
492006.05.19 03:44s/l184.20110.83110.83109.990.0013945.83
502006.05.19 19:00buy194.20111.68110.84112.52
512006.05.22 03:55modify194.20111.68111.68112.52
522006.05.22 09:18t/p194.20112.52111.68112.523189.0117134.85
532006.05.23 08:00buy205.10111.18110.34112.02
542006.05.23 10:48modify205.10111.18111.18112.02
552006.05.23 17:31s/l205.10111.18111.18112.020.0017134.85
562006.05.23 18:30buy215.10111.28110.44112.12
572006.05.23 23:13modify215.10111.28111.28112.12
582006.05.24 01:00t/p215.10112.12111.28112.123883.9021018.75
592006.05.24 07:15sell226.30112.39113.23111.55
602006.05.24 10:40modify226.30112.39112.39111.55
612006.05.24 17:02s/l226.30112.39112.39111.550.0021018.75
622006.05.24 17:15sell236.30112.57113.41111.73
632006.05.25 14:44modify236.30112.57112.57111.73
642006.05.25 23:47t/p236.30111.73112.57111.734461.7525480.50
652006.05.26 03:00buy247.60111.69110.85112.53
662006.05.26 04:38modify247.60111.69111.69112.53
672006.05.26 16:44t/p247.60112.53111.69112.535673.1531153.65
682006.05.26 16:44sell259.30112.53113.37111.69
692006.05.29 13:05modify259.30112.53112.53111.69
702006.05.29 17:37s/l259.30112.53112.53111.69-135.7831017.87
712006.05.30 02:45sell269.30112.47113.31111.63
722006.05.30 05:55modify269.30112.47112.47111.63
732006.05.30 15:32s/l269.30112.47112.47111.630.0031017.87
742006.05.30 19:45buy279.30112.09111.25112.93
752006.05.31 20:08modify279.30112.09112.09112.93
762006.06.01 10:33t/p279.30112.93112.09112.937394.4638412.33
772006.06.01 10:33sell2811.50112.93113.77112.09
782006.06.01 17:46modify2811.50112.93112.93112.09
792006.06.02 10:14s/l2811.50112.93112.93112.09-167.9038244.43
802006.06.02 10:15sell2911.50112.85113.69112.01
812006.06.02 15:31modify2911.50112.85112.85112.01
822006.06.02 15:34t/p2911.50112.01112.85112.018626.5446870.97
832006.06.02 15:45buy3014.10111.95111.11112.79
842006.06.05 23:30modify3014.10111.95111.95112.79
852006.06.06 15:34t/p3014.10112.79111.95112.7910862.4557733.43
862006.06.07 04:15buy3117.30113.09112.25113.93
872006.06.07 09:39modify3117.30113.09113.09113.93
882006.06.07 13:15s/l3117.30113.09113.09113.930.0057733.43
892006.06.07 21:30buy3217.30113.51112.67114.35
902006.06.08 09:37modify3217.30113.51113.51114.35
912006.06.08 15:05t/p3217.30114.35113.51114.3513372.6071106.02
922006.06.08 15:05sell3321.30114.36115.20113.52
932006.06.09 01:20modify3321.30114.36114.36113.52
942006.06.09 15:36s/l3321.30114.36114.36113.52-310.9870795.04
952006.06.09 15:45sell3421.20114.23115.07113.39
962006.06.09 16:25modify3421.20114.23114.23113.39
972006.06.12 01:24s/l3421.20114.23114.23113.39-309.5270485.52
982006.06.12 01:24sell3521.10114.21115.05113.37
992006.06.13 17:19s/l3521.10115.05115.05113.37-15712.2054773.32
1002006.06.14 10:00buy3616.40115.02114.18115.86
1012006.06.14 15:52modify3616.40115.02115.02115.86
1022006.06.14 16:11s/l3616.40115.02115.02115.860.0054773.32
1032006.06.14 21:45sell3716.40115.05115.89114.21
1042006.06.15 09:58modify3716.40115.05115.05114.21
1052006.06.15 11:50s/l3716.40115.05115.05114.21-718.3254055.00
1062006.06.15 11:50buy3816.20115.05114.21115.89
1072006.06.19 02:48modify3816.20115.05115.05115.89
1082006.06.20 08:43s/l3816.20115.05115.05115.89623.0554678.06
1092006.06.20 08:43buy3916.40115.08114.24115.92
1102006.06.22 13:28modify3916.40115.08115.08115.92
1112006.06.22 16:31t/p3916.40115.92115.08115.9212724.0367402.09
1122006.06.23 02:00buy4020.20116.14115.30116.98
1132006.06.23 15:27modify4020.20116.14116.14116.98
1142006.06.23 16:02s/l4020.20116.14116.14116.980.0067402.09
1152006.06.23 18:15buy4120.20116.21115.37117.05
1162006.06.23 21:14modify4120.20116.21116.21117.05
1172006.06.26 10:21s/l4120.20116.21116.21117.05258.9667661.05
1182006.06.26 19:30sell4220.30116.42117.26115.58
1192006.06.27 03:00modify4220.30116.42116.42115.58
1202006.06.27 12:06s/l4220.30116.42116.42115.58-296.3867364.67
1212006.06.27 21:30sell4320.20116.24117.08115.40
1222006.06.29 21:17modify4320.20116.24116.24115.40
1232006.06.29 21:28t/p4320.20115.40116.24115.4013527.7880892.45
1242006.06.30 03:45buy4424.30115.21114.37116.05
1252006.06.30 15:36s/l4424.30114.37114.37116.05-17852.0263040.43
1262006.06.30 15:45buy4518.90114.21113.37115.05
1272006.06.30 18:37modify4518.90114.21114.21115.05
1282006.07.03 02:51s/l4518.90114.21114.21115.05242.3063282.73
1292006.07.03 03:00buy4619.00114.15113.31114.99
1302006.07.03 04:04modify4619.00114.15114.15114.99
1312006.07.05 01:04t/p4619.00114.99114.15114.9914365.4277648.15
1322006.07.05 06:30buy4723.30114.91114.07115.75
1332006.07.05 16:16modify4723.30114.91114.91115.75
1342006.07.05 17:39t/p4723.30115.75114.91115.7516908.8694557.01
1352006.07.05 23:15sell4828.40115.73116.57114.89
1362006.07.06 13:58modify4828.40115.73115.73114.89
1372006.07.07 10:30t/p4828.40114.89115.73114.8919107.46113664.47
1382006.07.07 10:30buy4934.10114.88114.04115.72
1392006.07.07 15:36s/l4934.10114.04114.04115.72-25124.1188540.36
1402006.07.08 00:00sell5026.60114.03114.87113.19
1412006.07.10 06:15modify5026.60114.03114.03113.19
1422006.07.10 15:49s/l5026.60114.03114.03113.19-388.3688152.00
1432006.07.10 22:15sell5126.40114.14114.98113.30
1442006.07.12 13:41s/l5126.40114.98114.98113.30-20057.7168094.29
1452006.07.12 22:45buy5220.40115.50114.66116.34
1462006.07.14 04:23modify5220.40115.50115.50116.34
1472006.07.14 07:38s/l5220.40115.50115.50116.341046.1169140.40
1482006.07.14 16:15sell5320.70116.16117.00115.32
1492006.07.17 12:47s/l5320.70117.00117.00115.32-15163.7653976.64
1502006.07.17 21:30sell5416.20117.16118.00116.32
1512006.07.18 10:14modify5416.20117.16117.16116.32
1522006.07.18 12:06s/l5416.20117.16117.16116.32-236.5253740.12
1532006.07.18 13:45buy5516.10116.87116.03117.71
1542006.07.18 17:32modify5516.10116.87116.87117.71
1552006.07.19 13:30t/p5516.10117.71116.87117.7111694.6765434.79
1562006.07.20 01:30sell5619.60116.87117.71116.03
1572006.07.21 10:22modify5619.60116.87116.87116.03
1582006.07.21 11:35t/p5619.60116.03116.87116.0313903.2779338.06
1592006.07.21 23:45buy5723.80116.24115.40117.08
1602006.07.24 03:54modify5723.80116.24116.24117.08
1612006.07.25 18:15t/p5723.80117.08116.24117.0817685.7397023.80
1622006.07.25 18:30sell5829.10117.21118.05116.37
1632006.07.26 10:13modify5829.10117.21117.21116.37
1642006.07.26 21:21t/p5829.10116.37117.21116.3720582.35117606.15
1652006.07.27 04:00sell5935.30116.30117.14115.46
1662006.07.27 11:03modify5935.30116.30116.30115.46
1672006.07.27 16:07t/p5935.30115.46116.30115.4625686.07143292.22
1682006.07.27 21:30sell6043.00115.95116.79115.11
1692006.07.28 06:45modify6043.00115.95115.95115.11
1702006.07.28 15:36t/p6043.00115.11115.95115.1130753.61174045.83
1712006.07.31 04:45sell6152.20114.72115.56113.88
1722006.07.31 08:03modify6152.20114.72114.72113.88
1732006.07.31 19:50s/l6152.20114.72114.72113.880.00174045.83
1742006.08.01 02:00buy6252.20114.57113.73115.41
1752006.08.01 15:38modify6252.20114.57114.57115.41
1762006.08.01 19:16s/l6252.20114.57114.57115.410.00174045.83
1772006.08.01 21:15buy6352.20114.72113.88115.56
1782006.08.03 12:18modify6352.20114.72114.72115.56
1792006.08.03 15:36s/l6352.20114.72114.72115.562676.82176722.64
1802006.08.04 07:30buy6453.00115.12114.28115.96
1812006.08.04 13:58modify6453.00115.12115.12115.96
1822006.08.04 15:31s/l6453.00115.12115.12115.960.00176722.64
1832006.08.07 06:30sell6553.00114.42115.26113.58
1842006.08.08 00:41s/l6553.00115.26115.26113.58-39396.16137326.48
1852006.08.08 08:00sell6641.20115.19116.03114.35
1862006.08.08 21:15modify6641.20115.19115.19114.35
1872006.08.08 21:24s/l6641.20115.19115.19114.350.00137326.48
1882006.08.08 21:30sell6741.20115.17116.01114.33
1892006.08.08 21:51modify6741.20115.17115.17114.33
1902006.08.08 22:21s/l6741.20115.17115.17114.330.00137326.48
1912006.08.08 23:00sell6841.20115.11115.95114.27
1922006.08.10 12:23modify6841.20115.11115.11114.27
1932006.08.10 16:40s/l6841.20115.11115.11114.27-2406.08134920.40
1942006.08.11 05:00sell6940.50115.39116.23114.55
1952006.08.11 15:31s/l6940.50116.23116.23114.55-29269.55105650.85
1962006.08.11 20:00sell7031.70116.27117.11115.43
1972006.08.15 16:57modify7031.70116.27116.27115.43
1982006.08.16 14:01s/l7031.70116.27116.27115.43-1388.46104262.39
1992006.08.16 14:15sell7131.30116.29117.13115.45
2002006.08.16 15:32modify7131.30116.29116.29115.45
2012006.08.17 10:19t/p7131.30115.45116.29115.4521404.52125666.91
2022006.08.17 10:30buy7237.70115.41114.57116.25
2032006.08.17 19:53modify7237.70115.41115.41116.25
2042006.08.21 10:49s/l7237.70115.41115.41116.25966.63126633.54
2052006.08.21 11:15buy7338.00115.52114.68116.36
2062006.08.21 17:59modify7338.00115.52115.52116.36
2072006.08.22 11:05t/p7338.00116.36115.52116.3627919.27154552.81
2082006.08.22 12:15sell7446.40116.22117.06115.38
2092006.08.25 09:23s/l7446.40117.06117.06115.38-36682.95117869.86
2102006.08.25 15:30sell7535.40117.30118.14116.46
2112006.08.28 13:48modify7535.40117.30117.30116.46
2122006.08.29 00:20s/l7535.40117.30117.30116.46-1033.68116836.18
2132006.08.29 00:30sell7635.10117.26118.10116.42
2142006.08.29 04:47modify7635.10117.26117.26116.42
2152006.08.30 19:39s/l7635.10117.26117.26116.42-512.46116323.72
2162006.08.31 00:15buy7734.90117.11116.27117.95
2172006.08.31 08:07modify7734.90117.11117.11117.95
2182006.08.31 12:27s/l7734.90117.11117.11117.950.00116323.72
2192006.08.31 18:45sell7834.90117.34118.18116.50
2202006.09.04 00:30modify7834.90117.34117.34116.50
2212006.09.04 07:42t/p7834.90116.50117.34116.5024144.87140468.59
2222006.09.04 20:15buy7942.10116.06115.22116.90
2232006.09.06 07:12modify7942.10116.06116.06116.90
2242006.09.07 10:40t/p7942.10116.90116.06116.9032950.11173418.70
2252006.09.07 11:45sell8052.00117.01117.85116.17
2262006.09.07 11:52modify8052.00117.01117.01116.17
2272006.09.07 12:14t/p8052.00116.17117.01116.1737600.07211018.77
2282006.09.07 22:30buy8163.30116.39115.55117.23
2292006.09.08 15:45modify8163.30116.39116.39117.23
2302006.09.11 10:11t/p8163.30117.23116.39117.2346980.00257998.77
2312006.09.11 10:15sell8277.40117.24118.08116.40
2322006.09.12 21:03s/l8277.40118.08118.08116.40-56181.69201817.08
2332006.09.13 02:00buy8360.50117.85117.01118.69
2342006.09.18 12:13modify8360.50117.85117.85118.69
2352006.09.18 23:09s/l8360.50117.85117.85118.693878.05205695.13
2362006.09.19 00:30buy8461.70117.98117.14118.82
2372006.09.19 15:44s/l8461.70117.14117.14118.82-44244.49161450.64
2382006.09.20 01:15buy8548.40117.70116.86118.54
2392006.09.21 13:29s/l8548.40116.86116.86118.54-32931.86128518.79
2402006.09.21 14:00buy8638.60116.82115.98117.66
2412006.09.26 17:45modify8638.60116.82116.82117.66
2422006.09.28 10:18t/p8638.60117.66116.82117.6631018.98159537.77
2432006.09.28 15:00buy8747.90117.53116.69118.37
2442006.09.28 17:27modify8747.90117.53117.53118.37
2452006.09.29 04:02s/l8747.90117.53117.53118.37614.08160151.85
2462006.09.29 04:02buy8848.00117.55116.71118.39
2472006.09.29 09:23modify8848.00117.55117.55118.39
2482006.10.02 10:42t/p8848.00118.39117.55118.3934672.29194824.14
2492006.10.02 10:45sell8958.40118.35119.19117.51
2502006.10.02 16:19modify8958.40118.35118.35117.51
2512006.10.03 10:31t/p8958.40117.51118.35117.5140897.15235721.29
2522006.10.03 10:31buy9070.70117.50116.66118.34
2532006.10.03 12:38modify9070.70117.50117.50118.34
2542006.10.05 15:06s/l9070.70117.50117.50118.343625.50239346.78
2552006.10.05 15:15buy9171.80117.51116.67118.35
2562006.10.06 02:00modify9171.80117.51117.51118.35
2572006.10.06 15:52t/p9171.80118.35117.51118.3551876.89291223.67
2582006.10.06 22:45sell9287.40118.99119.83118.15
2592006.10.11 21:42s/l9287.40119.83119.83118.15-65094.91226128.76
2602006.10.12 04:00sell9367.80119.71120.55118.87
2612006.10.12 10:09modify9367.80119.71119.71118.87
2622006.10.13 16:47s/l9367.80119.71119.71118.87-989.88225138.88
2632006.10.13 22:45buy9467.50119.69118.85120.53
2642006.10.17 10:59s/l9467.50118.85118.85120.53-45980.51179158.37
2652006.10.17 11:45buy9553.70118.77117.93119.61
2662006.10.18 16:11modify9553.70118.77118.77119.61
2672006.10.19 09:44s/l9553.70118.77118.77119.612753.74181912.11
2682006.10.19 09:44buy9654.60118.80117.96119.64
2692006.10.23 12:15modify9654.60118.80118.80119.64
2702006.10.24 16:39t/p9654.60119.64118.80119.6440434.93222347.03
2712006.10.24 16:45sell9766.70119.61120.45118.77
2722006.10.24 18:25modify9766.70119.61119.61118.77
2732006.10.26 10:04t/p9766.70118.77119.61118.7743278.25265625.28
2742006.10.26 12:15buy9879.70118.69117.85119.53
2752006.10.27 15:56s/l9879.70117.85117.85119.53-55790.88209834.41
2762006.10.30 01:30buy9963.00117.59116.75118.43
2772006.10.31 12:47modify9963.00117.59117.59118.43
2782006.10.31 17:00s/l9963.00117.59117.59118.43807.66210642.07
2792006.11.01 02:45buy10063.20116.91116.07117.75
2802006.11.02 01:47modify10063.20116.91116.91117.75
2812006.11.02 11:40s/l10063.20116.91116.91117.752430.67213072.74
2822006.11.02 11:45buy10163.90116.93116.09117.77
2832006.11.03 15:20modify10163.90116.93116.93117.77
2842006.11.03 15:31t/p10163.90117.77116.93117.7746388.44259461.18
2852006.11.06 01:15buy10277.80118.02117.18118.86
2862006.11.06 11:45modify10277.80118.02118.02118.86
2872006.11.07 04:06s/l10277.80118.02118.02118.86997.40260458.57
2882006.11.07 12:45sell10378.10117.93118.77117.09
2892006.11.07 16:02modify10378.10117.93117.93117.09
2902006.11.08 16:13s/l10378.10117.93117.93117.09-1140.26259318.31
2912006.11.08 16:15sell10477.80117.89118.73117.05
2922006.11.10 04:04modify10477.80117.89117.89117.05
2932006.11.13 11:57s/l10477.80117.89117.89117.05-5679.40253638.91
2942006.11.13 23:30sell10576.10118.15118.99117.31
2952006.11.14 01:52modify10576.10118.15118.15117.31
2962006.11.14 16:05t/p10576.10117.31118.15117.3153380.46307019.37
2972006.11.15 08:00sell10692.10117.73118.57116.89
2982006.11.16 23:59close at stop10692.10118.24118.57116.89-43759.12263260.25