Strategy Tester Report
Phoenix_EA_v5_6_04

SymbolUSDJPY (US Dollar vs Japanise 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 - M15 Charts with Defaults =="; PhoenixMode=1; Lots=1; MaximumRisk=0.1; DecreaseFactor=0; MM=true; AccountIsMicro=false; PrefSettings=false; CloseAfterHours=0; BreakEvenAfterPips=0; testme1="New (1-7?) test all modes for repeat signals=value"; signal_count=2; Mode1="====== Phoenix Mode 1 (Classic) =================="; TakeProfit=84; StopLoss=84; TrailingStop=0; testme2="New setting (1-100) test me in mode 1 only:"; MaxTrades=1; Mode2="====== Phoenix Mode 2 (Second trade)=============="; Mode2_OpenTrade_2=0; Mode2_TakeProfit=50; Mode2_StopLoss=60; Mode2_CloseFirstTrade=false; Mode3="====== Phoenix Mode 3 (Three trades at once) ====="; Mode3_CloseTrade2_3=30; Mode3_TakeProfit=84; Mode3_StopLoss=84; Signal1="====== Signal 1 ==================================="; UseSignal1=true; Percent=0.0032; EnvelopePeriod=2; Signal2="====== Signal 2 =================================="; UseSignal2=true; SMAPeriod=2; SMA2Bars=18; UseSignal3=true; OSMAFast=5; OSMASlow=22;
Bars in test195550Ticks modelled1094226Modelling quality90.00%
Initial deposit5000.00
Total net profit2316.31Gross profit18820.03Gross loss-16503.73
Profit factor1.14Expected payoff37.97
Absolute drawdown741.41Maximal drawdown5336.53 (42.43%)Relative drawdown42.43% (5336.53)
Total trades61Short positions (won %)32 (53.13%)Long positions (won %)29 (62.07%)
Profit trades (% of total)35 (57.38%)Loss trades (% of total)26 (42.62%)
Largestprofit trade875.99loss trade-1034.64
Averageprofit trade537.72loss trade-634.76
Maximumconsecutive wins (profit in money)5 (3283.62)consecutive losses (loss in money)4 (-2837.61)
Maximalconsecutive profit (count of wins)3283.62 (5)consecutive loss (count of losses)-2837.61 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.05.01 03:45buy10.50113.71112.87114.55
22006.05.01 15:42s/l10.50112.87112.87114.55-372.144627.86
32006.05.02 08:00buy20.50113.75112.91114.59
42006.05.03 09:35s/l20.50112.91112.91114.59-369.274258.59
52006.05.03 09:50buy30.40113.00112.16113.84
62006.05.03 21:03t/p30.40113.84112.16113.84295.104553.69
72006.05.03 22:15sell40.50113.69114.53112.85
82006.05.05 16:18t/p40.50112.85114.53112.85349.214902.91
92006.05.08 01:00sell50.50111.93112.77111.09
102006.05.08 11:21t/p50.50111.09112.77111.09378.075280.98
112006.05.09 02:15sell60.50111.71112.55110.87
122006.05.10 09:49t/p60.50110.87112.55110.87373.135654.10
132006.05.10 21:45buy70.60110.22109.38111.06
142006.05.11 02:41t/p70.60111.06109.38111.06463.796117.89
152006.05.11 15:45buy80.60110.82109.98111.66
162006.05.12 03:11s/l80.60109.98109.98111.66-454.975662.92
172006.05.15 11:00sell90.60109.75110.59108.91
182006.05.15 23:29s/l90.60110.59110.59108.91-455.705207.22
192006.05.15 23:44sell100.50110.56111.40109.72
202006.05.16 22:37t/p100.50109.72111.40109.72377.035584.24
212006.05.17 10:15buy110.60109.11108.27109.95
222006.05.17 17:35t/p110.60109.95108.27109.95458.396042.63
232006.05.18 13:45sell120.60110.81111.65109.97
242006.05.19 10:45s/l120.60111.65111.65109.97-458.215584.43
252006.05.22 01:45buy130.60111.61110.77112.45
262006.05.22 08:46t/p130.60112.45110.77112.45448.206032.63
272006.05.23 17:15buy140.60111.40110.56112.24
282006.05.24 01:03t/p140.60112.24110.56112.24452.326484.94
292006.05.24 17:15sell150.60112.57113.41111.73
302006.05.25 23:47t/p150.60111.73113.41111.73430.466915.40
312006.05.26 03:15buy160.70111.62110.78112.46
322006.05.26 16:35t/p160.70112.46110.78112.46522.817438.21
332006.05.26 16:50sell170.70112.57113.41111.73
342006.05.30 10:04t/p170.70111.73113.41111.73510.177948.38
352006.05.31 00:45sell180.80112.18113.02111.34
362006.06.01 10:37s/l180.80113.02113.02111.34-621.837326.56
372006.06.01 11:00sell190.70112.78113.62111.94
382006.06.02 15:44t/p190.70111.94113.62111.94517.267843.82
392006.06.02 23:15sell200.80111.61112.45110.77
402006.06.06 02:43s/l200.80112.45112.45110.77-616.047227.77
412006.06.06 15:15sell210.70112.61113.45111.77
422006.06.06 17:48s/l210.70113.45113.45111.77-518.246709.53
432006.06.07 21:30buy220.70113.51112.67114.35
442006.06.08 15:05t/p220.70114.35112.67114.35525.817235.34
452006.06.09 00:30buy230.70114.20113.36115.04
462006.06.13 17:20t/p230.70115.04113.36115.04518.857754.20
472006.06.14 10:30buy240.80114.95114.11115.79
482006.06.19 04:39t/p240.80115.79114.11115.79602.548356.73
492006.06.19 17:15buy250.80115.68114.84116.52
502006.06.20 09:44s/l250.80114.84114.84116.52-580.727776.01
512006.06.20 22:15buy260.80114.91114.07115.75
522006.06.22 16:05t/p260.80115.75114.07115.75598.308374.31
532006.06.23 02:45buy270.80116.10115.26116.94
542006.06.29 21:48s/l270.80115.26115.26116.94-556.477817.84
552006.06.30 05:30buy280.80114.85114.01115.69
562006.07.05 17:36t/p280.80115.69114.01115.69594.178412.00
572006.07.05 23:30sell290.80115.75116.59114.91
582006.07.06 17:21t/p290.80114.91116.59114.91557.148969.15
592006.07.07 03:45sell300.90115.23116.07114.39
602006.07.07 15:30t/p300.90114.39116.07114.39660.909630.05
612006.07.10 04:45buy311.00113.90113.06114.74
622006.07.12 11:24t/p311.00114.74113.06114.74742.9210372.97
632006.07.13 02:00buy321.00115.35114.51116.19
642006.07.14 09:25t/p321.00116.19114.51116.19728.4911101.46
652006.07.17 02:30sell331.10116.23117.07115.39
662006.07.17 13:02s/l331.10117.07117.07115.39-789.0710312.39
672006.07.17 22:00sell341.00117.20118.04116.36
682006.07.21 10:41t/p341.00116.36118.04116.36652.7310965.12
692006.07.21 23:45buy351.10116.24115.40117.08
702006.07.25 18:15t/p351.10117.08115.40117.08801.4011766.52
712006.07.26 03:15buy361.20117.14116.30117.98
722006.07.26 21:23s/l361.20116.30116.30117.98-866.8710899.65
732006.07.27 04:15sell371.10116.29117.13115.45
742006.07.27 16:07t/p371.10115.45117.13115.45800.4111700.06
752006.07.28 02:45sell381.20115.92116.76115.08
762006.07.28 15:44t/p381.20115.08116.76115.08875.9912576.05
772006.07.31 05:00sell391.30114.74115.58113.90
782006.08.04 14:01s/l391.30115.58115.58113.90-1034.6411541.41
792006.08.07 21:30sell401.20115.12115.96114.28
802006.08.11 11:29s/l401.20115.96115.96114.28-952.2710589.14
812006.08.11 20:45sell411.10116.33117.17115.49
822006.08.17 10:14t/p411.10115.49117.17115.49724.0511313.18
832006.08.18 05:00sell421.10116.06116.90115.22
842006.08.25 08:43s/l421.10116.90116.90115.22-879.1910434.00
852006.08.25 08:59sell431.00116.89117.73116.05
862006.09.04 13:37t/p431.00116.05117.73116.05631.6111065.60
872006.09.06 11:15sell441.10116.36117.20115.52
882006.09.11 09:35s/l441.10117.20117.20115.52-851.7310213.87
892006.09.11 10:00sell451.00117.11117.95116.27
902006.09.12 19:26s/l451.00117.95117.95116.27-723.709490.17
912006.09.13 02:15buy460.90117.76116.92118.60
922006.09.21 13:20s/l460.90116.92116.92118.60-596.808893.37
932006.09.22 09:30sell470.90116.43117.27115.59
942006.09.26 19:30s/l470.90117.27117.27115.59-665.378228.00
952006.09.27 04:00buy480.80117.03116.19117.87
962006.09.28 16:23t/p480.80117.87116.19117.87583.438811.42
972006.09.28 17:00sell490.90117.79118.63116.95
982006.10.06 15:58s/l490.90118.63118.63116.95-720.228091.20
992006.10.09 01:15sell500.80118.98119.82118.14
1002006.10.11 21:41s/l500.80119.82119.82118.14-579.287511.92
1012006.10.12 03:00sell510.80119.72120.56118.88
1022006.10.17 10:58t/p510.80118.88120.56118.88537.708049.62
1032006.10.19 03:45buy520.80118.90118.06119.74
1042006.10.19 21:08s/l520.80118.06118.06119.74-569.207480.42
1052006.10.20 14:30buy530.70118.27117.43119.11
1062006.10.23 12:12t/p530.70119.11117.43119.11497.547977.96
1072006.10.23 21:45buy540.80119.30118.46120.14
1082006.10.26 19:28s/l540.80118.46118.46120.14-545.157432.81
1092006.10.27 02:15sell550.70118.40119.24117.56
1102006.10.27 16:10t/p550.70117.56119.24117.56500.177932.98
1112006.10.31 07:45buy560.80117.45116.61118.29
1122006.10.31 19:51s/l560.80116.61116.61118.29-576.287356.70
1132006.11.01 03:00buy570.70116.85116.01117.69
1142006.11.03 15:32t/p570.70117.69116.01117.69515.147871.84
1152006.11.06 06:00sell580.80118.05118.89117.21
1162006.11.10 11:05t/p580.80117.21118.89117.21518.048389.88
1172006.11.10 19:00sell590.80117.47118.31116.63
1182006.11.13 19:49s/l590.80118.31118.31116.63-577.227812.65
1192006.11.14 01:30buy600.80118.09117.25118.93
1202006.11.14 16:05s/l600.80117.25117.25118.93-573.137239.52
1212006.11.15 19:00buy610.70118.09117.25118.93
1222006.11.16 23:59close at stop610.70118.20117.25118.9376.787316.31