Strategy Tester Report
Phoenix_EA_v5_6_03

SymboleUSDJPY (US Dollar vs Japanese Yen)
Periode15 Minutes (M15) 2006.04.03 00:00 - 2006.11.17 22:45 (2006.04.01 - 2006.11.18)
ModeleChaque tick (basé sur tous les moindres relevés disponibles apres interpolation fractale de chaque tick)
ParametresGeneralSettings="===== General Settings ============================"; PhoenixMode=1; Lots=1; MaximumRisk=0.05; DecreaseFactor=0; MM=false; AccountIsMicro=false; PrefSettings=false; CloseAfterHours=0; BreakEvenAfterPips=0; Mode1="====== Phoenix Mode 1 (Classic) =================="; TakeProfit=45; StopLoss=80; TrailingStop=0; 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=100; Mode3_StopLoss=55; 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 =================================="; Fast_Price=1;
Bars en test60066Ticks modelés930034Qualité du modelage90.00%
Dépot initial5000.00
Profit total net26356.23Profit brut41742.64Perte brute-15386.41
Facteur de profit2.71Rémunération espérée202.74
Chute absolue675.27Chute maximal (%)1425.86 (10.39%)Relative drawdown22.36% (1374.53)
Total des Trades130Positions SHORT (vente) gagnées %73 (79.45%)Positions LONG (achat) gagnées %57 (85.96%)
Profits des Trades (% du total) 107 (82.31%)Pertes des Trades (% du total) 23 (17.69%)
Le plus largegains par Trade469.61pertes par Trade-736.66
Average (moyenne)gains par Trade390.12pertes par Trade-668.97
Maximumgains consecutifs (profit en $)17 (6553.23)pertes consecutives (perte en $)2 (-1425.86)
MaximalGains consecutifs (coups gagnants)6553.23 (17)Pertes consecutives (coups perdants)-1425.86 (2)
Average (moyenne)gains consecutifs6Pertes consecutives1
Graph
#Date exécutionTransactionOrdreLotsPrixS/L (Stop/Perte)T/P (Prendre/profit)ProfitBalance
12006.04.03 01:00sell11.00117.66118.46117.21
22006.04.03 06:39s/l11.00118.46118.46117.21-675.274324.73
32006.04.04 02:00sell21.00117.73118.53117.28
42006.04.04 15:45t/p21.00117.28118.53117.28383.704708.43
52006.04.04 20:45sell31.00117.43118.23116.98
62006.04.05 05:08t/p31.00116.98118.23116.98369.885078.30
72006.04.05 11:15sell41.00117.32118.12116.87
82006.04.07 17:14s/l41.00118.12118.12116.87-736.664341.64
92006.04.07 17:14sell51.00118.12118.92117.67
102006.04.17 14:24t/p51.00117.67118.92117.67263.434605.07
112006.04.17 14:30buy61.00117.71116.91118.16
122006.04.18 10:07t/p61.00118.16116.91118.16393.594998.67
132006.04.18 20:30buy71.00117.34116.54117.79
142006.04.19 15:22t/p71.00117.79116.54117.79394.765393.43
152006.04.19 15:22sell81.00117.80118.60117.35
162006.04.19 18:22t/p81.00117.35118.60117.35383.475776.90
172006.04.20 12:00sell91.00117.57118.37117.12
182006.04.21 11:29t/p91.00117.12118.37117.12369.386146.28
192006.04.21 20:30buy101.00116.88116.08117.33
202006.04.24 00:00s/l101.00116.08116.08117.33-678.755467.53
212006.04.24 06:30buy111.00115.78114.98116.23
222006.04.24 09:37s/l111.00114.98114.98116.23-695.784771.75
232006.04.24 18:30buy121.00114.62113.82115.07
242006.04.26 05:51t/p121.00115.07113.82115.07416.405188.15
252006.04.26 06:00sell131.00115.07115.87114.62
262006.04.27 11:43t/p131.00114.62115.87114.62348.075536.23
272006.04.27 11:43buy141.00114.59113.79115.04
282006.04.27 14:04t/p141.00115.04113.79115.04390.965927.19
292006.04.27 16:00sell151.00114.99115.79114.54
302006.04.27 16:01t/p151.00114.54115.79114.54393.056320.24
312006.04.27 16:01sell161.00114.47115.27114.02
322006.04.27 16:47t/p161.00114.02115.27114.02394.676714.91
332006.04.28 09:00buy171.00114.23113.43114.68
342006.05.01 04:12s/l171.00113.43113.43114.68-692.596022.32
352006.05.01 11:45sell181.00113.24114.04112.79
362006.05.01 14:42t/p181.00112.79114.04112.79399.016421.33
372006.05.01 15:00buy191.00112.67111.87113.12
382006.05.01 17:38t/p191.00113.12111.87113.12397.776819.10
392006.05.02 05:45sell201.00113.63114.43113.18
402006.05.02 16:53t/p201.00113.18114.43113.18397.677216.77
412006.05.03 01:15sell211.00113.36114.16112.91
422006.05.03 08:34t/p211.00112.91114.16112.91398.587615.35
432006.05.03 08:34buy221.00112.90112.10113.35
442006.05.03 10:21t/p221.00113.35112.10113.35396.978012.32
452006.05.03 12:30sell231.00113.53114.33113.08
462006.05.05 15:08t/p231.00113.08114.33113.08338.488350.80
472006.05.08 00:00sell241.00112.57113.37112.12
482006.05.08 00:00t/p241.00112.12113.37112.12402.008752.80
492006.05.08 00:00sell251.00111.92112.72111.47
502006.05.08 09:04t/p251.00111.47112.72111.47403.819156.61
512006.05.08 16:00sell261.00111.50112.30111.05
522006.05.09 16:20t/p261.00111.05112.30111.05390.359546.95
532006.05.09 21:45sell271.00111.15111.95110.70
542006.05.10 08:51t/p271.00110.70111.95110.70391.639938.59
552006.05.10 20:00buy281.00110.44109.64110.89
562006.05.11 01:03t/p281.00110.89109.64110.89444.0610382.65
572006.05.11 01:03sell291.00110.89111.69110.44
582006.05.11 17:34t/p291.00110.44111.69110.44407.5010790.15
592006.05.11 22:45sell301.00110.66111.46110.21
602006.05.12 01:49t/p301.00110.21111.46110.21393.4411183.58
612006.05.12 08:30buy311.00110.01109.21110.46
622006.05.12 16:36t/p311.00110.46109.21110.46407.2011590.78
632006.05.15 06:15sell321.00109.66110.46109.21
642006.05.15 10:20s/l321.00110.46110.46109.21-724.1710866.61
652006.05.15 10:20sell331.00110.45111.25110.00
662006.05.15 11:50t/p331.00110.00111.25110.00409.1311275.74
672006.05.15 17:00sell341.00110.28111.08109.83
682006.05.15 23:00t/p341.00109.83111.08109.83409.8411685.58
692006.05.15 23:15sell351.00110.53111.33110.08
702006.05.16 05:39t/p351.00110.08111.33110.08393.9212079.50
712006.05.16 11:00sell361.00110.45111.25110.00
722006.05.16 14:42t/p361.00110.00111.25110.00409.1712488.67
732006.05.16 20:30buy371.00109.78108.98110.23
742006.05.17 17:29t/p371.00110.23108.98110.23420.9512909.62
752006.05.18 03:30buy381.00110.74109.94111.19
762006.05.18 13:35t/p381.00111.19109.94111.19404.7113314.33
772006.05.18 13:35sell391.00111.19111.99110.74
782006.05.18 15:30t/p391.00110.74111.99110.74406.4313720.76
792006.05.19 00:30sell401.00110.86111.66110.41
802006.05.19 09:45s/l401.00111.66111.66110.41-716.3313004.43
812006.05.22 02:45sell411.00111.94112.74111.49
822006.05.22 08:43s/l411.00112.74112.74111.49-709.5312294.90
832006.05.23 01:45sell421.00111.67112.47111.22
842006.05.23 06:48t/p421.00111.22112.47111.22404.7112699.61
852006.05.23 07:00buy431.00111.10110.30111.55
862006.05.23 09:55t/p431.00111.55110.30111.55403.3713102.98
872006.05.23 15:30sell441.00111.44112.24110.99
882006.05.24 00:03s/l441.00112.24112.24110.99-727.2512375.73
892006.05.24 11:00buy451.00111.85111.05112.30
902006.05.24 15:15t/p451.00112.30111.05112.30400.7112776.44
912006.05.24 16:15sell461.00112.55113.35112.10
922006.05.25 14:32t/p461.00112.10113.35112.10356.8113133.24
932006.05.26 01:45buy471.00111.75110.95112.20
942006.05.26 06:19t/p471.00112.20110.95112.20400.9313534.17
952006.05.26 10:15buy481.00111.92111.12112.37
962006.05.26 15:31t/p481.00112.37111.12112.37400.3913934.56
972006.05.26 15:31sell491.00112.39113.19111.94
982006.05.30 05:33t/p491.00111.94113.19111.94372.3614306.92
992006.05.30 13:45sell501.00112.17112.97111.72
1002006.05.30 16:04t/p501.00111.72112.97111.72402.7914709.72
1012006.05.30 18:45buy511.00112.05111.25112.50
1022006.05.31 20:31t/p511.00112.50111.25112.50412.7115122.42
1032006.06.01 02:30sell521.00112.60113.40112.15
1042006.06.02 14:30t/p521.00112.15113.40112.15386.6515509.08
1052006.06.02 14:45buy531.00111.86111.06112.31
1062006.06.06 00:37t/p531.00112.31111.06112.31426.1815935.26
1072006.06.06 09:15buy541.00112.12111.32112.57
1082006.06.06 14:12t/p541.00112.57111.32112.57399.6916334.95
1092006.06.06 14:12sell551.00112.59113.39112.14
1102006.06.06 16:47s/l551.00113.39113.39112.14-705.5315629.42
1112006.06.07 03:15buy561.00113.06112.26113.51
1122006.06.07 15:32t/p561.00113.51112.26113.51396.4016025.82
1132006.06.07 20:30buy571.00113.46112.66113.91
1142006.06.08 09:20t/p571.00113.91112.66113.91433.3016459.12
1152006.06.08 09:30sell581.00113.92114.72113.47
1162006.06.08 14:33s/l581.00114.72114.72113.47-697.2915761.83
1172006.06.08 19:45buy591.00114.15113.35114.60
1182006.06.13 07:41t/p591.00114.60113.35114.60430.8816192.71
1192006.06.13 12:00buy601.00114.44113.64114.89
1202006.06.13 16:08t/p601.00114.89113.64114.89391.6816584.39
1212006.06.14 09:00buy611.00115.00114.20115.45
1222006.06.19 02:54t/p611.00115.45114.20115.45453.4917037.88
1232006.06.19 11:30buy621.00115.66114.86116.11
1242006.06.20 08:41s/l621.00114.86114.86116.11-683.8116354.07
1252006.06.20 20:45buy631.00114.84114.04115.29
1262006.06.22 12:15t/p631.00115.29114.04115.29441.3216795.39
1272006.06.23 00:00buy641.00116.15115.35116.60
1282006.06.27 12:20t/p641.00116.60115.35116.60411.4417206.83
1292006.06.27 20:30sell651.00116.22117.02115.77
1302006.06.29 20:17t/p651.00115.77117.02115.77329.3017536.13
1312006.06.30 04:30buy661.00114.88114.08115.33
1322006.07.05 15:15t/p661.00115.33114.08115.33428.3017964.43
1332006.07.05 23:00sell671.00115.71116.51115.26
1342006.07.06 14:57t/p671.00115.26116.51115.26345.8218310.25
1352006.07.06 14:57buy681.00115.25114.45115.70
1362006.07.07 14:30s/l681.00114.45114.45115.70-686.5517623.70
1372006.07.10 00:00sell691.00113.87114.67113.42
1382006.07.10 11:17t/p691.00113.42114.67113.42396.7918020.49
1392006.07.10 13:15sell701.00113.84114.64113.39
1402006.07.11 15:14s/l701.00114.64114.64113.39-712.7217307.78
1412006.07.11 18:00buy711.00114.16113.36114.61
1422006.07.12 10:08t/p711.00114.61113.36114.61405.3917713.17
1432006.07.12 23:00sell721.00115.50116.30115.05
1442006.07.13 10:03t/p721.00115.05116.30115.05346.5518059.71
1452006.07.13 17:30buy731.00115.37114.57115.82
1462006.07.14 03:21t/p731.00115.82114.57115.82401.2818460.99
1472006.07.14 03:30sell741.00115.73116.53115.28
1482006.07.17 09:52s/l741.00116.53116.53115.28-701.2717759.72
1492006.07.17 22:30sell751.00117.22118.02116.77
1502006.07.18 09:14t/p751.00116.77118.02116.77370.5018130.21
1512006.07.18 09:15buy761.00116.79115.99117.24
1522006.07.18 16:31t/p761.00117.24115.99117.24383.8318514.04
1532006.07.18 16:31sell771.00117.24118.04116.79
1542006.07.19 18:58t/p771.00116.79118.04116.79370.4618884.51
1552006.07.20 00:30sell781.00116.86117.66116.41
1562006.07.21 09:36t/p781.00116.41117.66116.41371.7319256.23
1572006.07.21 09:36buy791.00116.40115.60116.85
1582006.07.24 20:04t/p791.00116.85115.60116.85397.8219654.05
1592006.07.25 03:30sell801.00116.83117.63116.38
1602006.07.26 20:20t/p801.00116.38117.63116.38371.8220025.87
1612006.07.27 03:00sell811.00116.30117.10115.85
1622006.07.27 10:48t/p811.00115.85117.10115.85388.4420414.31
1632006.07.27 20:15sell821.00115.78116.58115.33
1642006.07.28 11:45t/p821.00115.33116.58115.33375.3220789.62
1652006.07.28 13:00sell831.00115.67116.47115.22
1662006.07.28 14:31t/p831.00115.22116.47115.22390.6221180.24
1672006.07.31 02:00buy841.00114.68113.88115.13
1682006.08.01 15:01t/p841.00115.13113.88115.13403.5821583.82
1692006.08.01 20:15buy851.00114.72113.92115.17
1702006.08.03 11:55t/p851.00115.17113.92115.17441.7322025.55
1712006.08.03 16:30buy861.00114.92114.12115.37
1722006.08.04 11:18t/p861.00115.37114.12115.37402.7622428.31
1732006.08.07 02:45buy871.00114.35113.55114.80
1742006.08.07 11:35t/p871.00114.80113.55114.80391.9922820.30
1752006.08.07 20:30sell881.00115.10115.90114.65
1762006.08.08 20:14t/p881.00114.65115.90114.65377.7623198.07
1772006.08.08 23:00sell891.00115.29116.09114.84
1782006.08.09 12:45t/p891.00114.84116.09114.84377.0123575.08
1792006.08.09 17:15sell901.00115.18115.98114.73
1802006.08.10 11:23t/p901.00114.73115.98114.73347.6123922.69
1812006.08.10 15:15buy911.00114.86114.06115.31
1822006.08.10 16:24t/p911.00115.31114.06115.31390.2624312.95
1832006.08.11 04:15sell921.00115.47116.27115.02
1842006.08.11 14:30s/l921.00116.27116.27115.02-687.9423625.01
1852006.08.11 19:00sell931.00116.23117.03115.78
1862006.08.16 14:37t/p931.00115.78117.03115.78344.0523969.05
1872006.08.16 22:15sell941.00115.83116.63115.38
1882006.08.17 09:22t/p941.00115.38116.63115.38345.3924314.45
1892006.08.17 09:30buy951.00115.37114.57115.82
1902006.08.17 19:03t/p951.00115.82114.57115.82388.4724702.92
1912006.08.18 04:00sell961.00116.03116.83115.58
1922006.08.18 11:44t/p961.00115.58116.83115.58389.3425092.26
1932006.08.18 11:44buy971.00115.58114.78116.03
1942006.08.22 00:19t/p971.00116.03114.78116.03413.3025505.56
1952006.08.22 09:00buy981.00116.09115.29116.54
1962006.08.22 16:25t/p981.00116.54115.29116.54386.1325891.69
1972006.08.23 07:45buy991.00116.38115.58116.83
1982006.08.25 07:34t/p991.00116.83115.58116.83436.1426327.83
1992006.08.25 07:34sell1001.00116.84117.64116.39
2002006.09.04 06:50t/p1001.00116.39117.64116.39267.6626595.49
2012006.09.04 19:15buy1011.00116.04115.24116.49
2022006.09.06 13:16t/p1011.00116.49115.24116.49411.8027007.29
2032006.09.07 04:45sell1021.00116.77117.57116.32
2042006.09.07 11:08t/p1021.00116.32117.57116.32386.9027394.19
2052006.09.07 21:30buy1031.00116.37115.57116.82
2062006.09.08 15:05t/p1031.00116.82115.57116.82397.8927792.08
2072006.09.11 00:30sell1041.00117.01117.81116.56
2082006.09.12 16:12s/l1041.00117.81117.81116.56-693.9327098.14
2092006.09.12 16:12sell1051.00117.79118.59117.34
2102006.09.13 17:49t/p1051.00117.34118.59117.34368.6327466.77
2112006.09.13 23:00sell1061.00117.67118.47117.22
2122006.09.19 14:41t/p1061.00117.22118.47117.22294.6427761.41
2132006.09.20 02:30sell1071.00117.61118.41117.16
2142006.09.20 08:56t/p1071.00117.16118.41117.16384.1628145.57
2152006.09.20 09:00buy1081.00117.12116.32117.57
2162006.09.21 21:11s/l1081.00116.32116.32117.57-649.5727496.00
2172006.09.22 03:15sell1091.00116.38117.18115.93
2182006.09.26 16:46s/l1091.00117.18117.18115.93-712.4626783.54
2192006.09.27 01:30buy1101.00117.02116.22117.47
2202006.09.27 16:00t/p1101.00117.47116.22117.47383.0827166.62
2212006.09.27 23:45buy1111.00117.49116.69117.94
2222006.09.29 08:30t/p1111.00117.94116.69117.94432.4927599.11
2232006.09.29 08:30sell1121.00117.96118.76117.51
2242006.10.03 09:29t/p1121.00117.51118.76117.51353.2327952.34
2252006.10.03 09:30buy1131.00117.52116.72117.97
2262006.10.03 23:31t/p1131.00117.97116.72117.97381.4228333.76
2272006.10.03 23:31sell1141.00117.98118.78117.53
2282006.10.05 14:06t/p1141.00117.53118.78117.53323.3828657.14
2292006.10.05 14:15buy1151.00117.49116.69117.94
2302006.10.06 03:08t/p1151.00117.94116.69117.94394.3029051.44
2312006.10.06 11:45sell1161.00117.99118.79117.54
2322006.10.06 15:53s/l1161.00118.79118.79117.54-673.2328378.21
2332006.10.06 21:45sell1171.00119.00119.80118.55
2342006.10.11 20:34s/l1171.00119.80119.80118.55-712.4027665.80
2352006.10.12 02:00sell1181.00119.73120.53119.28
2362006.10.12 09:10t/p1181.00119.28120.53119.28377.2928043.09
2372006.10.12 13:45sell1191.00119.60120.40119.15
2382006.10.13 09:37t/p1191.00119.15120.40119.15362.8728405.96
2392006.10.13 11:45sell1201.00119.36120.16118.91
2402006.10.17 08:53t/p1201.00118.91120.16118.91348.7228754.68
2412006.10.17 10:45buy1211.00118.76117.96119.21
2422006.10.23 11:38t/p1211.00119.21117.96119.21453.9929208.67
2432006.10.23 20:45buy1221.00119.29118.49119.74
2442006.10.26 18:28s/l1221.00118.49118.49119.74-611.4728597.20
2452006.10.27 01:00sell1231.00118.36119.16117.91
2462006.10.27 14:57t/p1231.00117.91119.16117.91381.6528978.85
2472006.10.30 00:14sell1241.00117.58118.38117.13
2482006.10.31 17:32t/p1241.00117.13118.38117.13369.3529348.19
2492006.11.01 03:00buy1251.00116.85116.05117.30
2502006.11.02 02:55t/p1251.00117.30116.05117.30421.8829770.07
2512006.11.02 09:15buy1261.00117.22116.42117.67
2522006.11.03 14:31t/p1261.00117.67116.42117.67395.1830165.25
2532006.11.03 22:45buy1271.00118.00117.20118.45
2542006.11.09 14:42t/p1271.00118.45117.20118.45456.3430621.59
2552006.11.09 23:30buy1281.00117.85117.05118.30
2562006.11.16 18:15t/p1281.00118.30117.05118.30469.6131091.20
2572006.11.16 18:15sell1291.00118.31119.11117.86
2582006.11.17 16:04t/p1291.00117.86119.11117.86366.9431458.14
2592006.11.17 16:15buy1301.00117.86117.06118.31
2602006.11.17 22:59close at stop1301.00117.74117.06118.31-101.9131356.23