Strategy Tester Report
Phoenix_EA_v5_6_01

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2006.06.28 11:00 - 2006.11.01 00:00 (2006.08.01 - 2006.11.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersGeneralSettings="===== General Settings ============================"; Lots=1; MaximumRisk=0.3; DecreaseFactor=0; MM=true; MicroAccount=false; PrefSettings=false; CloseAfterHours=0; BreakEvenAfterPips=0; Mode1="====== Phoenix Mode 1 (Classic) =================="; PhoenixMode1=true; TakeProfit=42; StopLoss=84; TrailingStop=0; Mode2="====== Phoenix Mode 2 (Second trade)=============="; PhoenixMode2=false; Mode2_OpenTrade_2=0; Mode2_TakeProfit=50; Mode2_StopLoss=60; Mode2_CloseFirstTrade=false; Mode3="====== Phoenix Mode 3 (Three trades at once) ====="; PhoenixMode3=false; 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=4; SMA2Bars=11; Signal3="====== Signal 3 =================================="; UseSignal3=true; OSMAFast=29; OSMASlow=40; OSMASignal=2; UseSignal4=true; Fast_Price=1;
Bars in test8608Ticks modelled465709Modelling quality88.96%
Initial deposit1000.00
Total net profit17918.79Gross profit22043.91Gross loss-4125.12
Profit factor5.34Expected payoff358.38
Absolute drawdown127.16Maximal drawdown2764.93 (47.12%)Relative drawdown47.12% (2764.93)
Total trades50Short positions (won %)21 (90.48%)Long positions (won %)29 (86.21%)
Profit trades (% of total)44 (88.00%)Loss trades (% of total)6 (12.00%)
Largestprofit trade1824.53loss trade-1266.87
Averageprofit trade501.00loss trade-687.52
Maximumconsecutive wins (profit in money)19 (15816.19)consecutive losses (loss in money)2 (-1978.35)
Maximalconsecutive profit (count of wins)15816.19 (19)consecutive loss (count of losses)-1978.35 (2)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.08.01 01:00buy10.30114.56113.72114.98
22006.08.01 14:42t/p10.30114.98113.72114.98109.581109.58
32006.08.02 00:00sell20.30114.64115.48114.22
42006.08.04 12:57s/l20.30115.48115.48114.22-236.74872.84
52006.08.04 14:45buy30.30114.67113.83115.09
62006.08.07 20:22t/p30.30115.09113.83115.09113.21986.04
72006.08.08 05:00sell40.30115.14115.98114.72
82006.08.08 20:14t/p40.30114.72115.98114.72109.851095.89
92006.08.08 20:15buy50.30114.63113.79115.05
102006.08.08 20:23t/p50.30115.05113.79115.05109.521205.41
112006.08.08 20:23buy60.40115.08114.24115.50
122006.08.09 00:29t/p60.40115.50114.24115.50150.421355.84
132006.08.09 06:30buy70.40115.67114.83116.09
142006.08.09 12:45s/l70.40114.83114.83116.09-292.641063.20
152006.08.09 19:30sell80.30115.18116.02114.76
162006.08.10 11:22t/p80.30114.76116.02114.7695.881159.08
172006.08.10 13:15buy90.30114.86114.02115.28
182006.08.10 16:24t/p90.30115.28114.02115.28109.291268.37
192006.08.10 20:15buy100.40115.43114.59115.85
202006.08.11 10:28t/p100.40115.85114.59115.85149.991418.36
212006.08.11 16:45buy110.40116.07115.23116.49
222006.08.14 09:19t/p110.40116.49115.23116.49149.201567.57
232006.08.14 15:30buy120.50116.54115.70116.96
242006.08.16 15:20s/l120.50115.70115.70116.96-350.531217.04
252006.08.17 14:30buy130.40115.34114.50115.76
262006.08.17 19:00t/p130.40115.76114.50115.76145.131362.17
272006.08.18 03:30sell140.40116.04116.88115.62
282006.08.18 11:43t/p140.40115.62116.88115.62145.311507.48
292006.08.18 11:43buy150.50115.62114.78116.04
302006.08.22 00:19t/p150.50116.04114.78116.04193.451700.93
312006.08.22 06:45buy160.50116.11115.27116.53
322006.08.22 16:25t/p160.50116.53115.27116.53180.201881.13
332006.08.22 21:30buy170.60116.62115.78117.04
342006.08.25 08:23t/p170.60117.04115.78117.04252.762133.90
352006.08.25 14:00sell180.60117.21118.05116.79
362006.08.29 06:28t/p180.60116.79118.05116.79197.252331.14
372006.08.29 08:45sell190.70116.98117.82116.56
382006.08.29 20:57t/p190.70116.56117.82116.56252.232583.37
392006.08.30 17:15sell200.80117.06117.90116.64
402006.09.04 06:21t/p200.80116.64117.90116.64226.282809.66
412006.09.04 18:00sell210.80116.06116.90115.64
422006.09.05 09:24t/p210.80115.64116.90115.64278.223087.87
432006.09.05 09:24buy220.90115.63114.79116.05
442006.09.05 16:39t/p220.90116.05114.79116.05325.723413.59
452006.09.06 02:15buy231.00116.06115.22116.48
462006.09.06 13:16t/p231.00116.48115.22116.48360.583774.17
472006.09.06 17:00buy241.10116.65115.81117.07
482006.09.11 08:16t/p241.10117.07115.81117.07463.264237.43
492006.09.11 15:45buy251.30117.35116.51117.77
502006.09.12 16:12t/p251.30117.77116.51117.77479.804717.23
512006.09.13 03:45sell261.40117.92118.76117.50
522006.09.13 15:24t/p261.40117.50118.76117.50500.475217.70
532006.09.13 15:24buy271.60117.49116.65117.91
542006.09.15 18:37t/p271.60117.91116.65117.91649.835867.53
552006.09.18 14:45buy281.80118.11117.27118.53
562006.09.19 14:33s/l281.80117.27117.27118.53-1266.874600.66
572006.09.19 17:45sell291.40117.58118.42117.16
582006.09.20 08:56t/p291.40117.16118.42117.16480.295080.95
592006.09.21 00:00buy301.50117.38116.54117.80
602006.09.21 18:32s/l301.50116.54116.54117.80-1081.273999.68
612006.09.22 02:00sell311.20116.36117.20115.94
622006.09.26 16:47s/l311.20117.20117.20115.94-897.083102.60
632006.09.26 23:15buy320.90117.11116.27117.53
642006.09.27 16:05t/p320.90117.53116.27117.53332.833435.43
652006.09.27 21:00buy331.00117.49116.65117.91
662006.09.28 16:55t/p331.00117.91116.65117.91393.663829.09
672006.09.28 19:45buy341.10117.84117.00118.26
682006.10.02 03:26t/p341.10118.26117.00118.26418.134247.23
692006.10.02 07:30sell351.30118.29119.13117.87
702006.10.02 15:31t/p351.30117.87119.13117.87463.224710.45
712006.10.03 01:15buy361.40117.69116.85118.11
722006.10.04 00:30t/p361.40118.11116.85118.11515.285225.72
732006.10.04 03:15buy371.60118.00117.16118.42
742006.10.06 14:56t/p371.60118.42117.16118.42647.325873.04
752006.10.09 17:30buy381.80119.06118.22119.48
762006.10.10 10:36t/p381.80119.48118.22119.48655.156528.19
772006.10.10 10:36sell392.00119.49120.33119.07
782006.10.16 15:07t/p392.00119.07120.33119.07520.107048.30
792006.10.16 17:15sell402.10119.22120.06118.80
802006.10.17 10:41t/p402.10118.80120.06118.80709.977758.27
812006.10.17 15:45buy412.30118.65117.81119.07
822006.10.18 14:56t/p412.30119.07117.81119.07839.938598.20
832006.10.18 14:56sell422.60119.08119.92118.66
842006.10.19 09:35t/p422.60118.66119.92118.66799.759397.95
852006.10.19 15:30buy432.80118.54117.70118.96
862006.10.23 10:14t/p432.80118.96117.70118.961058.3110456.26
872006.10.24 12:30sell443.10119.54120.38119.12
882006.10.24 17:42t/p443.10119.12120.38119.121093.0211549.28
892006.10.24 21:00sell453.50119.25120.09118.83
902006.10.26 03:58t/p453.50118.83120.09118.831020.7312570.01
912006.10.26 07:15sell463.80118.85119.69118.43
922006.10.26 18:44t/p463.80118.43119.69118.431347.7413917.75
932006.10.26 22:00sell474.20118.37119.21117.95
942006.10.27 14:57t/p474.20117.95119.21117.951430.6515348.40
952006.10.30 20:15buy484.60117.40116.56117.82
962006.10.31 09:57t/p484.60117.82116.56117.821697.0817045.48
972006.10.31 09:57sell495.10117.83118.67117.41
982006.10.31 17:09t/p495.10117.41118.67117.411824.5318870.01
992006.10.31 21:30sell505.70116.91117.75116.49
1002006.10.31 23:59close at stop505.70116.90117.75116.4948.7818918.79