Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Minute (M1) 2006.11.02 01:28 - 2006.11.10 00:00 (2006.11.01 - 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 | 6712 | Ticks modelled | 23028 | Modelling quality | 20.27% |
Initial deposit | 10000.00 | ||||
Total net profit | 413.04 | Gross profit | 950.71 | Gross loss | -537.67 |
Profit factor | 1.77 | Expected payoff | 27.54 | ||
Absolute drawdown | 215.67 | Maximal drawdown | 322.00 (3.02%) | Relative drawdown | 3.02% (322.00) |
Total trades | 15 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 6 (50.00%) |
Profit trades (% of total) | 7 (46.67%) | Loss trades (% of total) | 8 (53.33%) | ||
Largest | profit trade | 258.73 | loss trade | -104.71 | |
Average | profit trade | 135.82 | loss trade | -67.21 | |
Maximum | consecutive wins (profit in money) | 6 (892.99) | consecutive losses (loss in money) | 5 (-322.00) | |
Maximal | consecutive profit (count of wins) | 892.99 (6) | consecutive loss (count of losses) | -322.00 (5) | |
Average | consecutive wins | 4 | consecutive losses | 4 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.11.02 01:31 | buy | 1 | 0.20 | 117.29 | 116.74 | 117.79 | ||
2 | 2006.11.02 01:31 | buy | 2 | 0.20 | 117.29 | 116.74 | 118.29 | ||
3 | 2006.11.02 01:31 | buy | 3 | 0.20 | 117.29 | 116.74 | 118.79 | ||
4 | 2006.11.02 09:33 | close | 3 | 0.20 | 116.96 | 116.74 | 118.79 | -56.43 | 9943.57 |
5 | 2006.11.02 09:40 | close | 2 | 0.20 | 116.91 | 116.74 | 118.29 | -65.01 | 9878.56 |
6 | 2006.11.02 10:03 | s/l | 1 | 0.20 | 116.74 | 116.74 | 117.79 | -94.23 | 9784.33 |
7 | 2006.11.02 10:15 | buy | 4 | 0.20 | 116.82 | 116.27 | 117.32 | ||
8 | 2006.11.02 10:15 | buy | 5 | 0.20 | 116.82 | 116.27 | 117.82 | ||
9 | 2006.11.02 10:15 | buy | 6 | 0.20 | 116.82 | 116.27 | 118.32 | ||
10 | 2006.11.03 13:20 | t/p | 4 | 0.20 | 117.32 | 116.27 | 117.32 | 87.84 | 9872.17 |
11 | 2006.11.03 13:20 | modify | 6 | 0.20 | 116.82 | 116.82 | 118.32 | ||
12 | 2006.11.03 13:20 | modify | 5 | 0.20 | 116.82 | 116.82 | 117.82 | ||
13 | 2006.11.03 13:31 | t/p | 5 | 0.20 | 117.82 | 116.82 | 117.82 | 172.33 | 10044.50 |
14 | 2006.11.03 13:31 | modify | 6 | 0.20 | 116.82 | 117.57 | 118.32 | ||
15 | 2006.11.06 09:39 | t/p | 6 | 0.20 | 118.32 | 117.57 | 118.32 | 258.73 | 10303.23 |
16 | 2006.11.06 09:40 | sell | 7 | 0.20 | 118.34 | 118.89 | 117.84 | ||
17 | 2006.11.06 09:40 | sell | 8 | 0.20 | 118.34 | 118.89 | 117.34 | ||
18 | 2006.11.06 09:40 | sell | 9 | 0.20 | 118.34 | 118.89 | 116.84 | ||
19 | 2006.11.07 04:39 | t/p | 7 | 0.20 | 117.84 | 118.89 | 117.84 | 81.94 | 10385.17 |
20 | 2006.11.07 04:39 | modify | 9 | 0.20 | 118.34 | 118.34 | 116.84 | ||
21 | 2006.11.07 04:39 | modify | 8 | 0.20 | 118.34 | 118.34 | 117.34 | ||
22 | 2006.11.07 14:49 | t/p | 8 | 0.20 | 117.34 | 118.34 | 117.34 | 167.52 | 10552.69 |
23 | 2006.11.07 14:49 | modify | 9 | 0.20 | 118.34 | 117.59 | 116.84 | ||
24 | 2006.11.07 19:29 | s/l | 9 | 0.20 | 117.59 | 117.59 | 116.84 | 124.63 | 10677.32 |
25 | 2006.11.07 20:11 | sell | 10 | 0.20 | 117.68 | 118.23 | 117.18 | ||
26 | 2006.11.07 20:11 | sell | 11 | 0.20 | 117.68 | 118.23 | 116.68 | ||
27 | 2006.11.07 20:11 | sell | 12 | 0.20 | 117.68 | 118.23 | 116.18 | ||
28 | 2006.11.08 14:15 | close | 12 | 0.20 | 117.99 | 118.23 | 116.18 | -55.47 | 10621.85 |
29 | 2006.11.08 14:37 | close | 11 | 0.20 | 117.99 | 118.23 | 116.68 | -55.47 | 10566.38 |
30 | 2006.11.09 13:30 | s/l | 10 | 0.20 | 118.23 | 118.23 | 117.18 | -104.71 | 10461.67 |
31 | 2006.11.09 13:34 | sell | 13 | 0.20 | 118.16 | 118.71 | 117.66 | ||
32 | 2006.11.09 13:34 | sell | 14 | 0.20 | 118.16 | 118.71 | 117.16 | ||
33 | 2006.11.09 13:34 | sell | 15 | 0.20 | 118.16 | 118.71 | 116.66 | ||
34 | 2006.11.09 13:42 | close | 15 | 0.20 | 118.47 | 118.71 | 116.66 | -52.33 | 10409.34 |
35 | 2006.11.09 13:42 | close | 14 | 0.20 | 118.48 | 118.71 | 117.16 | -54.02 | 10355.32 |
36 | 2006.11.09 23:59 | close at stop | 13 | 0.20 | 117.82 | 118.71 | 117.66 | 57.72 | 10413.04 |