Symbol | USDJPY (US Dollar vs Japanise Yen) | ||||
Period | 15 Minutes (M15) 2006.05.01 01:00 - 2006.11.17 00:00 (2006.05.01 - 2006.11.17) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | GeneralSettings="=== 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 test | 195550 | Ticks modelled | 1094226 | Modelling quality | 90.00% |
Initial deposit | 5000.00 | ||||
Total net profit | 2316.31 | Gross profit | 18820.03 | Gross loss | -16503.73 |
Profit factor | 1.14 | Expected payoff | 37.97 | ||
Absolute drawdown | 741.41 | Maximal drawdown | 5336.53 (42.43%) | Relative drawdown | 42.43% (5336.53) |
Total trades | 61 | Short 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%) | ||
Largest | profit trade | 875.99 | loss trade | -1034.64 | |
Average | profit trade | 537.72 | loss trade | -634.76 | |
Maximum | consecutive wins (profit in money) | 5 (3283.62) | consecutive losses (loss in money) | 4 (-2837.61) | |
Maximal | consecutive profit (count of wins) | 3283.62 (5) | consecutive loss (count of losses) | -2837.61 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.05.01 03:45 | buy | 1 | 0.50 | 113.71 | 112.87 | 114.55 | ||
2 | 2006.05.01 15:42 | s/l | 1 | 0.50 | 112.87 | 112.87 | 114.55 | -372.14 | 4627.86 |
3 | 2006.05.02 08:00 | buy | 2 | 0.50 | 113.75 | 112.91 | 114.59 | ||
4 | 2006.05.03 09:35 | s/l | 2 | 0.50 | 112.91 | 112.91 | 114.59 | -369.27 | 4258.59 |
5 | 2006.05.03 09:50 | buy | 3 | 0.40 | 113.00 | 112.16 | 113.84 | ||
6 | 2006.05.03 21:03 | t/p | 3 | 0.40 | 113.84 | 112.16 | 113.84 | 295.10 | 4553.69 |
7 | 2006.05.03 22:15 | sell | 4 | 0.50 | 113.69 | 114.53 | 112.85 | ||
8 | 2006.05.05 16:18 | t/p | 4 | 0.50 | 112.85 | 114.53 | 112.85 | 349.21 | 4902.91 |
9 | 2006.05.08 01:00 | sell | 5 | 0.50 | 111.93 | 112.77 | 111.09 | ||
10 | 2006.05.08 11:21 | t/p | 5 | 0.50 | 111.09 | 112.77 | 111.09 | 378.07 | 5280.98 |
11 | 2006.05.09 02:15 | sell | 6 | 0.50 | 111.71 | 112.55 | 110.87 | ||
12 | 2006.05.10 09:49 | t/p | 6 | 0.50 | 110.87 | 112.55 | 110.87 | 373.13 | 5654.10 |
13 | 2006.05.10 21:45 | buy | 7 | 0.60 | 110.22 | 109.38 | 111.06 | ||
14 | 2006.05.11 02:41 | t/p | 7 | 0.60 | 111.06 | 109.38 | 111.06 | 463.79 | 6117.89 |
15 | 2006.05.11 15:45 | buy | 8 | 0.60 | 110.82 | 109.98 | 111.66 | ||
16 | 2006.05.12 03:11 | s/l | 8 | 0.60 | 109.98 | 109.98 | 111.66 | -454.97 | 5662.92 |
17 | 2006.05.15 11:00 | sell | 9 | 0.60 | 109.75 | 110.59 | 108.91 | ||
18 | 2006.05.15 23:29 | s/l | 9 | 0.60 | 110.59 | 110.59 | 108.91 | -455.70 | 5207.22 |
19 | 2006.05.15 23:44 | sell | 10 | 0.50 | 110.56 | 111.40 | 109.72 | ||
20 | 2006.05.16 22:37 | t/p | 10 | 0.50 | 109.72 | 111.40 | 109.72 | 377.03 | 5584.24 |
21 | 2006.05.17 10:15 | buy | 11 | 0.60 | 109.11 | 108.27 | 109.95 | ||
22 | 2006.05.17 17:35 | t/p | 11 | 0.60 | 109.95 | 108.27 | 109.95 | 458.39 | 6042.63 |
23 | 2006.05.18 13:45 | sell | 12 | 0.60 | 110.81 | 111.65 | 109.97 | ||
24 | 2006.05.19 10:45 | s/l | 12 | 0.60 | 111.65 | 111.65 | 109.97 | -458.21 | 5584.43 |
25 | 2006.05.22 01:45 | buy | 13 | 0.60 | 111.61 | 110.77 | 112.45 | ||
26 | 2006.05.22 08:46 | t/p | 13 | 0.60 | 112.45 | 110.77 | 112.45 | 448.20 | 6032.63 |
27 | 2006.05.23 17:15 | buy | 14 | 0.60 | 111.40 | 110.56 | 112.24 | ||
28 | 2006.05.24 01:03 | t/p | 14 | 0.60 | 112.24 | 110.56 | 112.24 | 452.32 | 6484.94 |
29 | 2006.05.24 17:15 | sell | 15 | 0.60 | 112.57 | 113.41 | 111.73 | ||
30 | 2006.05.25 23:47 | t/p | 15 | 0.60 | 111.73 | 113.41 | 111.73 | 430.46 | 6915.40 |
31 | 2006.05.26 03:15 | buy | 16 | 0.70 | 111.62 | 110.78 | 112.46 | ||
32 | 2006.05.26 16:35 | t/p | 16 | 0.70 | 112.46 | 110.78 | 112.46 | 522.81 | 7438.21 |
33 | 2006.05.26 16:50 | sell | 17 | 0.70 | 112.57 | 113.41 | 111.73 | ||
34 | 2006.05.30 10:04 | t/p | 17 | 0.70 | 111.73 | 113.41 | 111.73 | 510.17 | 7948.38 |
35 | 2006.05.31 00:45 | sell | 18 | 0.80 | 112.18 | 113.02 | 111.34 | ||
36 | 2006.06.01 10:37 | s/l | 18 | 0.80 | 113.02 | 113.02 | 111.34 | -621.83 | 7326.56 |
37 | 2006.06.01 11:00 | sell | 19 | 0.70 | 112.78 | 113.62 | 111.94 | ||
38 | 2006.06.02 15:44 | t/p | 19 | 0.70 | 111.94 | 113.62 | 111.94 | 517.26 | 7843.82 |
39 | 2006.06.02 23:15 | sell | 20 | 0.80 | 111.61 | 112.45 | 110.77 | ||
40 | 2006.06.06 02:43 | s/l | 20 | 0.80 | 112.45 | 112.45 | 110.77 | -616.04 | 7227.77 |
41 | 2006.06.06 15:15 | sell | 21 | 0.70 | 112.61 | 113.45 | 111.77 | ||
42 | 2006.06.06 17:48 | s/l | 21 | 0.70 | 113.45 | 113.45 | 111.77 | -518.24 | 6709.53 |
43 | 2006.06.07 21:30 | buy | 22 | 0.70 | 113.51 | 112.67 | 114.35 | ||
44 | 2006.06.08 15:05 | t/p | 22 | 0.70 | 114.35 | 112.67 | 114.35 | 525.81 | 7235.34 |
45 | 2006.06.09 00:30 | buy | 23 | 0.70 | 114.20 | 113.36 | 115.04 | ||
46 | 2006.06.13 17:20 | t/p | 23 | 0.70 | 115.04 | 113.36 | 115.04 | 518.85 | 7754.20 |
47 | 2006.06.14 10:30 | buy | 24 | 0.80 | 114.95 | 114.11 | 115.79 | ||
48 | 2006.06.19 04:39 | t/p | 24 | 0.80 | 115.79 | 114.11 | 115.79 | 602.54 | 8356.73 |
49 | 2006.06.19 17:15 | buy | 25 | 0.80 | 115.68 | 114.84 | 116.52 | ||
50 | 2006.06.20 09:44 | s/l | 25 | 0.80 | 114.84 | 114.84 | 116.52 | -580.72 | 7776.01 |
51 | 2006.06.20 22:15 | buy | 26 | 0.80 | 114.91 | 114.07 | 115.75 | ||
52 | 2006.06.22 16:05 | t/p | 26 | 0.80 | 115.75 | 114.07 | 115.75 | 598.30 | 8374.31 |
53 | 2006.06.23 02:45 | buy | 27 | 0.80 | 116.10 | 115.26 | 116.94 | ||
54 | 2006.06.29 21:48 | s/l | 27 | 0.80 | 115.26 | 115.26 | 116.94 | -556.47 | 7817.84 |
55 | 2006.06.30 05:30 | buy | 28 | 0.80 | 114.85 | 114.01 | 115.69 | ||
56 | 2006.07.05 17:36 | t/p | 28 | 0.80 | 115.69 | 114.01 | 115.69 | 594.17 | 8412.00 |
57 | 2006.07.05 23:30 | sell | 29 | 0.80 | 115.75 | 116.59 | 114.91 | ||
58 | 2006.07.06 17:21 | t/p | 29 | 0.80 | 114.91 | 116.59 | 114.91 | 557.14 | 8969.15 |
59 | 2006.07.07 03:45 | sell | 30 | 0.90 | 115.23 | 116.07 | 114.39 | ||
60 | 2006.07.07 15:30 | t/p | 30 | 0.90 | 114.39 | 116.07 | 114.39 | 660.90 | 9630.05 |
61 | 2006.07.10 04:45 | buy | 31 | 1.00 | 113.90 | 113.06 | 114.74 | ||
62 | 2006.07.12 11:24 | t/p | 31 | 1.00 | 114.74 | 113.06 | 114.74 | 742.92 | 10372.97 |
63 | 2006.07.13 02:00 | buy | 32 | 1.00 | 115.35 | 114.51 | 116.19 | ||
64 | 2006.07.14 09:25 | t/p | 32 | 1.00 | 116.19 | 114.51 | 116.19 | 728.49 | 11101.46 |
65 | 2006.07.17 02:30 | sell | 33 | 1.10 | 116.23 | 117.07 | 115.39 | ||
66 | 2006.07.17 13:02 | s/l | 33 | 1.10 | 117.07 | 117.07 | 115.39 | -789.07 | 10312.39 |
67 | 2006.07.17 22:00 | sell | 34 | 1.00 | 117.20 | 118.04 | 116.36 | ||
68 | 2006.07.21 10:41 | t/p | 34 | 1.00 | 116.36 | 118.04 | 116.36 | 652.73 | 10965.12 |
69 | 2006.07.21 23:45 | buy | 35 | 1.10 | 116.24 | 115.40 | 117.08 | ||
70 | 2006.07.25 18:15 | t/p | 35 | 1.10 | 117.08 | 115.40 | 117.08 | 801.40 | 11766.52 |
71 | 2006.07.26 03:15 | buy | 36 | 1.20 | 117.14 | 116.30 | 117.98 | ||
72 | 2006.07.26 21:23 | s/l | 36 | 1.20 | 116.30 | 116.30 | 117.98 | -866.87 | 10899.65 |
73 | 2006.07.27 04:15 | sell | 37 | 1.10 | 116.29 | 117.13 | 115.45 | ||
74 | 2006.07.27 16:07 | t/p | 37 | 1.10 | 115.45 | 117.13 | 115.45 | 800.41 | 11700.06 |
75 | 2006.07.28 02:45 | sell | 38 | 1.20 | 115.92 | 116.76 | 115.08 | ||
76 | 2006.07.28 15:44 | t/p | 38 | 1.20 | 115.08 | 116.76 | 115.08 | 875.99 | 12576.05 |
77 | 2006.07.31 05:00 | sell | 39 | 1.30 | 114.74 | 115.58 | 113.90 | ||
78 | 2006.08.04 14:01 | s/l | 39 | 1.30 | 115.58 | 115.58 | 113.90 | -1034.64 | 11541.41 |
79 | 2006.08.07 21:30 | sell | 40 | 1.20 | 115.12 | 115.96 | 114.28 | ||
80 | 2006.08.11 11:29 | s/l | 40 | 1.20 | 115.96 | 115.96 | 114.28 | -952.27 | 10589.14 |
81 | 2006.08.11 20:45 | sell | 41 | 1.10 | 116.33 | 117.17 | 115.49 | ||
82 | 2006.08.17 10:14 | t/p | 41 | 1.10 | 115.49 | 117.17 | 115.49 | 724.05 | 11313.18 |
83 | 2006.08.18 05:00 | sell | 42 | 1.10 | 116.06 | 116.90 | 115.22 | ||
84 | 2006.08.25 08:43 | s/l | 42 | 1.10 | 116.90 | 116.90 | 115.22 | -879.19 | 10434.00 |
85 | 2006.08.25 08:59 | sell | 43 | 1.00 | 116.89 | 117.73 | 116.05 | ||
86 | 2006.09.04 13:37 | t/p | 43 | 1.00 | 116.05 | 117.73 | 116.05 | 631.61 | 11065.60 |
87 | 2006.09.06 11:15 | sell | 44 | 1.10 | 116.36 | 117.20 | 115.52 | ||
88 | 2006.09.11 09:35 | s/l | 44 | 1.10 | 117.20 | 117.20 | 115.52 | -851.73 | 10213.87 |
89 | 2006.09.11 10:00 | sell | 45 | 1.00 | 117.11 | 117.95 | 116.27 | ||
90 | 2006.09.12 19:26 | s/l | 45 | 1.00 | 117.95 | 117.95 | 116.27 | -723.70 | 9490.17 |
91 | 2006.09.13 02:15 | buy | 46 | 0.90 | 117.76 | 116.92 | 118.60 | ||
92 | 2006.09.21 13:20 | s/l | 46 | 0.90 | 116.92 | 116.92 | 118.60 | -596.80 | 8893.37 |
93 | 2006.09.22 09:30 | sell | 47 | 0.90 | 116.43 | 117.27 | 115.59 | ||
94 | 2006.09.26 19:30 | s/l | 47 | 0.90 | 117.27 | 117.27 | 115.59 | -665.37 | 8228.00 |
95 | 2006.09.27 04:00 | buy | 48 | 0.80 | 117.03 | 116.19 | 117.87 | ||
96 | 2006.09.28 16:23 | t/p | 48 | 0.80 | 117.87 | 116.19 | 117.87 | 583.43 | 8811.42 |
97 | 2006.09.28 17:00 | sell | 49 | 0.90 | 117.79 | 118.63 | 116.95 | ||
98 | 2006.10.06 15:58 | s/l | 49 | 0.90 | 118.63 | 118.63 | 116.95 | -720.22 | 8091.20 |
99 | 2006.10.09 01:15 | sell | 50 | 0.80 | 118.98 | 119.82 | 118.14 | ||
100 | 2006.10.11 21:41 | s/l | 50 | 0.80 | 119.82 | 119.82 | 118.14 | -579.28 | 7511.92 |
101 | 2006.10.12 03:00 | sell | 51 | 0.80 | 119.72 | 120.56 | 118.88 | ||
102 | 2006.10.17 10:58 | t/p | 51 | 0.80 | 118.88 | 120.56 | 118.88 | 537.70 | 8049.62 |
103 | 2006.10.19 03:45 | buy | 52 | 0.80 | 118.90 | 118.06 | 119.74 | ||
104 | 2006.10.19 21:08 | s/l | 52 | 0.80 | 118.06 | 118.06 | 119.74 | -569.20 | 7480.42 |
105 | 2006.10.20 14:30 | buy | 53 | 0.70 | 118.27 | 117.43 | 119.11 | ||
106 | 2006.10.23 12:12 | t/p | 53 | 0.70 | 119.11 | 117.43 | 119.11 | 497.54 | 7977.96 |
107 | 2006.10.23 21:45 | buy | 54 | 0.80 | 119.30 | 118.46 | 120.14 | ||
108 | 2006.10.26 19:28 | s/l | 54 | 0.80 | 118.46 | 118.46 | 120.14 | -545.15 | 7432.81 |
109 | 2006.10.27 02:15 | sell | 55 | 0.70 | 118.40 | 119.24 | 117.56 | ||
110 | 2006.10.27 16:10 | t/p | 55 | 0.70 | 117.56 | 119.24 | 117.56 | 500.17 | 7932.98 |
111 | 2006.10.31 07:45 | buy | 56 | 0.80 | 117.45 | 116.61 | 118.29 | ||
112 | 2006.10.31 19:51 | s/l | 56 | 0.80 | 116.61 | 116.61 | 118.29 | -576.28 | 7356.70 |
113 | 2006.11.01 03:00 | buy | 57 | 0.70 | 116.85 | 116.01 | 117.69 | ||
114 | 2006.11.03 15:32 | t/p | 57 | 0.70 | 117.69 | 116.01 | 117.69 | 515.14 | 7871.84 |
115 | 2006.11.06 06:00 | sell | 58 | 0.80 | 118.05 | 118.89 | 117.21 | ||
116 | 2006.11.10 11:05 | t/p | 58 | 0.80 | 117.21 | 118.89 | 117.21 | 518.04 | 8389.88 |
117 | 2006.11.10 19:00 | sell | 59 | 0.80 | 117.47 | 118.31 | 116.63 | ||
118 | 2006.11.13 19:49 | s/l | 59 | 0.80 | 118.31 | 118.31 | 116.63 | -577.22 | 7812.65 |
119 | 2006.11.14 01:30 | buy | 60 | 0.80 | 118.09 | 117.25 | 118.93 | ||
120 | 2006.11.14 16:05 | s/l | 60 | 0.80 | 117.25 | 117.25 | 118.93 | -573.13 | 7239.52 |
121 | 2006.11.15 19:00 | buy | 61 | 0.70 | 118.09 | 117.25 | 118.93 | ||
122 | 2006.11.16 23:59 | close at stop | 61 | 0.70 | 118.20 | 117.25 | 118.93 | 76.78 | 7316.31 |