Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2006.06.28 11:00 - 2006.11.01 00:00 (2006.08.01 - 2006.11.01) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | GeneralSettings="===== 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 test | 8608 | Ticks modelled | 465709 | Modelling quality | 88.96% |
Initial deposit | 1000.00 | ||||
Total net profit | 17918.79 | Gross profit | 22043.91 | Gross loss | -4125.12 |
Profit factor | 5.34 | Expected payoff | 358.38 | ||
Absolute drawdown | 127.16 | Maximal drawdown | 2764.93 (47.12%) | Relative drawdown | 47.12% (2764.93) |
Total trades | 50 | Short 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%) | ||
Largest | profit trade | 1824.53 | loss trade | -1266.87 | |
Average | profit trade | 501.00 | loss trade | -687.52 | |
Maximum | consecutive wins (profit in money) | 19 (15816.19) | consecutive losses (loss in money) | 2 (-1978.35) | |
Maximal | consecutive profit (count of wins) | 15816.19 (19) | consecutive loss (count of losses) | -1978.35 (2) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.08.01 01:00 | buy | 1 | 0.30 | 114.56 | 113.72 | 114.98 | ||
2 | 2006.08.01 14:42 | t/p | 1 | 0.30 | 114.98 | 113.72 | 114.98 | 109.58 | 1109.58 |
3 | 2006.08.02 00:00 | sell | 2 | 0.30 | 114.64 | 115.48 | 114.22 | ||
4 | 2006.08.04 12:57 | s/l | 2 | 0.30 | 115.48 | 115.48 | 114.22 | -236.74 | 872.84 |
5 | 2006.08.04 14:45 | buy | 3 | 0.30 | 114.67 | 113.83 | 115.09 | ||
6 | 2006.08.07 20:22 | t/p | 3 | 0.30 | 115.09 | 113.83 | 115.09 | 113.21 | 986.04 |
7 | 2006.08.08 05:00 | sell | 4 | 0.30 | 115.14 | 115.98 | 114.72 | ||
8 | 2006.08.08 20:14 | t/p | 4 | 0.30 | 114.72 | 115.98 | 114.72 | 109.85 | 1095.89 |
9 | 2006.08.08 20:15 | buy | 5 | 0.30 | 114.63 | 113.79 | 115.05 | ||
10 | 2006.08.08 20:23 | t/p | 5 | 0.30 | 115.05 | 113.79 | 115.05 | 109.52 | 1205.41 |
11 | 2006.08.08 20:23 | buy | 6 | 0.40 | 115.08 | 114.24 | 115.50 | ||
12 | 2006.08.09 00:29 | t/p | 6 | 0.40 | 115.50 | 114.24 | 115.50 | 150.42 | 1355.84 |
13 | 2006.08.09 06:30 | buy | 7 | 0.40 | 115.67 | 114.83 | 116.09 | ||
14 | 2006.08.09 12:45 | s/l | 7 | 0.40 | 114.83 | 114.83 | 116.09 | -292.64 | 1063.20 |
15 | 2006.08.09 19:30 | sell | 8 | 0.30 | 115.18 | 116.02 | 114.76 | ||
16 | 2006.08.10 11:22 | t/p | 8 | 0.30 | 114.76 | 116.02 | 114.76 | 95.88 | 1159.08 |
17 | 2006.08.10 13:15 | buy | 9 | 0.30 | 114.86 | 114.02 | 115.28 | ||
18 | 2006.08.10 16:24 | t/p | 9 | 0.30 | 115.28 | 114.02 | 115.28 | 109.29 | 1268.37 |
19 | 2006.08.10 20:15 | buy | 10 | 0.40 | 115.43 | 114.59 | 115.85 | ||
20 | 2006.08.11 10:28 | t/p | 10 | 0.40 | 115.85 | 114.59 | 115.85 | 149.99 | 1418.36 |
21 | 2006.08.11 16:45 | buy | 11 | 0.40 | 116.07 | 115.23 | 116.49 | ||
22 | 2006.08.14 09:19 | t/p | 11 | 0.40 | 116.49 | 115.23 | 116.49 | 149.20 | 1567.57 |
23 | 2006.08.14 15:30 | buy | 12 | 0.50 | 116.54 | 115.70 | 116.96 | ||
24 | 2006.08.16 15:20 | s/l | 12 | 0.50 | 115.70 | 115.70 | 116.96 | -350.53 | 1217.04 |
25 | 2006.08.17 14:30 | buy | 13 | 0.40 | 115.34 | 114.50 | 115.76 | ||
26 | 2006.08.17 19:00 | t/p | 13 | 0.40 | 115.76 | 114.50 | 115.76 | 145.13 | 1362.17 |
27 | 2006.08.18 03:30 | sell | 14 | 0.40 | 116.04 | 116.88 | 115.62 | ||
28 | 2006.08.18 11:43 | t/p | 14 | 0.40 | 115.62 | 116.88 | 115.62 | 145.31 | 1507.48 |
29 | 2006.08.18 11:43 | buy | 15 | 0.50 | 115.62 | 114.78 | 116.04 | ||
30 | 2006.08.22 00:19 | t/p | 15 | 0.50 | 116.04 | 114.78 | 116.04 | 193.45 | 1700.93 |
31 | 2006.08.22 06:45 | buy | 16 | 0.50 | 116.11 | 115.27 | 116.53 | ||
32 | 2006.08.22 16:25 | t/p | 16 | 0.50 | 116.53 | 115.27 | 116.53 | 180.20 | 1881.13 |
33 | 2006.08.22 21:30 | buy | 17 | 0.60 | 116.62 | 115.78 | 117.04 | ||
34 | 2006.08.25 08:23 | t/p | 17 | 0.60 | 117.04 | 115.78 | 117.04 | 252.76 | 2133.90 |
35 | 2006.08.25 14:00 | sell | 18 | 0.60 | 117.21 | 118.05 | 116.79 | ||
36 | 2006.08.29 06:28 | t/p | 18 | 0.60 | 116.79 | 118.05 | 116.79 | 197.25 | 2331.14 |
37 | 2006.08.29 08:45 | sell | 19 | 0.70 | 116.98 | 117.82 | 116.56 | ||
38 | 2006.08.29 20:57 | t/p | 19 | 0.70 | 116.56 | 117.82 | 116.56 | 252.23 | 2583.37 |
39 | 2006.08.30 17:15 | sell | 20 | 0.80 | 117.06 | 117.90 | 116.64 | ||
40 | 2006.09.04 06:21 | t/p | 20 | 0.80 | 116.64 | 117.90 | 116.64 | 226.28 | 2809.66 |
41 | 2006.09.04 18:00 | sell | 21 | 0.80 | 116.06 | 116.90 | 115.64 | ||
42 | 2006.09.05 09:24 | t/p | 21 | 0.80 | 115.64 | 116.90 | 115.64 | 278.22 | 3087.87 |
43 | 2006.09.05 09:24 | buy | 22 | 0.90 | 115.63 | 114.79 | 116.05 | ||
44 | 2006.09.05 16:39 | t/p | 22 | 0.90 | 116.05 | 114.79 | 116.05 | 325.72 | 3413.59 |
45 | 2006.09.06 02:15 | buy | 23 | 1.00 | 116.06 | 115.22 | 116.48 | ||
46 | 2006.09.06 13:16 | t/p | 23 | 1.00 | 116.48 | 115.22 | 116.48 | 360.58 | 3774.17 |
47 | 2006.09.06 17:00 | buy | 24 | 1.10 | 116.65 | 115.81 | 117.07 | ||
48 | 2006.09.11 08:16 | t/p | 24 | 1.10 | 117.07 | 115.81 | 117.07 | 463.26 | 4237.43 |
49 | 2006.09.11 15:45 | buy | 25 | 1.30 | 117.35 | 116.51 | 117.77 | ||
50 | 2006.09.12 16:12 | t/p | 25 | 1.30 | 117.77 | 116.51 | 117.77 | 479.80 | 4717.23 |
51 | 2006.09.13 03:45 | sell | 26 | 1.40 | 117.92 | 118.76 | 117.50 | ||
52 | 2006.09.13 15:24 | t/p | 26 | 1.40 | 117.50 | 118.76 | 117.50 | 500.47 | 5217.70 |
53 | 2006.09.13 15:24 | buy | 27 | 1.60 | 117.49 | 116.65 | 117.91 | ||
54 | 2006.09.15 18:37 | t/p | 27 | 1.60 | 117.91 | 116.65 | 117.91 | 649.83 | 5867.53 |
55 | 2006.09.18 14:45 | buy | 28 | 1.80 | 118.11 | 117.27 | 118.53 | ||
56 | 2006.09.19 14:33 | s/l | 28 | 1.80 | 117.27 | 117.27 | 118.53 | -1266.87 | 4600.66 |
57 | 2006.09.19 17:45 | sell | 29 | 1.40 | 117.58 | 118.42 | 117.16 | ||
58 | 2006.09.20 08:56 | t/p | 29 | 1.40 | 117.16 | 118.42 | 117.16 | 480.29 | 5080.95 |
59 | 2006.09.21 00:00 | buy | 30 | 1.50 | 117.38 | 116.54 | 117.80 | ||
60 | 2006.09.21 18:32 | s/l | 30 | 1.50 | 116.54 | 116.54 | 117.80 | -1081.27 | 3999.68 |
61 | 2006.09.22 02:00 | sell | 31 | 1.20 | 116.36 | 117.20 | 115.94 | ||
62 | 2006.09.26 16:47 | s/l | 31 | 1.20 | 117.20 | 117.20 | 115.94 | -897.08 | 3102.60 |
63 | 2006.09.26 23:15 | buy | 32 | 0.90 | 117.11 | 116.27 | 117.53 | ||
64 | 2006.09.27 16:05 | t/p | 32 | 0.90 | 117.53 | 116.27 | 117.53 | 332.83 | 3435.43 |
65 | 2006.09.27 21:00 | buy | 33 | 1.00 | 117.49 | 116.65 | 117.91 | ||
66 | 2006.09.28 16:55 | t/p | 33 | 1.00 | 117.91 | 116.65 | 117.91 | 393.66 | 3829.09 |
67 | 2006.09.28 19:45 | buy | 34 | 1.10 | 117.84 | 117.00 | 118.26 | ||
68 | 2006.10.02 03:26 | t/p | 34 | 1.10 | 118.26 | 117.00 | 118.26 | 418.13 | 4247.23 |
69 | 2006.10.02 07:30 | sell | 35 | 1.30 | 118.29 | 119.13 | 117.87 | ||
70 | 2006.10.02 15:31 | t/p | 35 | 1.30 | 117.87 | 119.13 | 117.87 | 463.22 | 4710.45 |
71 | 2006.10.03 01:15 | buy | 36 | 1.40 | 117.69 | 116.85 | 118.11 | ||
72 | 2006.10.04 00:30 | t/p | 36 | 1.40 | 118.11 | 116.85 | 118.11 | 515.28 | 5225.72 |
73 | 2006.10.04 03:15 | buy | 37 | 1.60 | 118.00 | 117.16 | 118.42 | ||
74 | 2006.10.06 14:56 | t/p | 37 | 1.60 | 118.42 | 117.16 | 118.42 | 647.32 | 5873.04 |
75 | 2006.10.09 17:30 | buy | 38 | 1.80 | 119.06 | 118.22 | 119.48 | ||
76 | 2006.10.10 10:36 | t/p | 38 | 1.80 | 119.48 | 118.22 | 119.48 | 655.15 | 6528.19 |
77 | 2006.10.10 10:36 | sell | 39 | 2.00 | 119.49 | 120.33 | 119.07 | ||
78 | 2006.10.16 15:07 | t/p | 39 | 2.00 | 119.07 | 120.33 | 119.07 | 520.10 | 7048.30 |
79 | 2006.10.16 17:15 | sell | 40 | 2.10 | 119.22 | 120.06 | 118.80 | ||
80 | 2006.10.17 10:41 | t/p | 40 | 2.10 | 118.80 | 120.06 | 118.80 | 709.97 | 7758.27 |
81 | 2006.10.17 15:45 | buy | 41 | 2.30 | 118.65 | 117.81 | 119.07 | ||
82 | 2006.10.18 14:56 | t/p | 41 | 2.30 | 119.07 | 117.81 | 119.07 | 839.93 | 8598.20 |
83 | 2006.10.18 14:56 | sell | 42 | 2.60 | 119.08 | 119.92 | 118.66 | ||
84 | 2006.10.19 09:35 | t/p | 42 | 2.60 | 118.66 | 119.92 | 118.66 | 799.75 | 9397.95 |
85 | 2006.10.19 15:30 | buy | 43 | 2.80 | 118.54 | 117.70 | 118.96 | ||
86 | 2006.10.23 10:14 | t/p | 43 | 2.80 | 118.96 | 117.70 | 118.96 | 1058.31 | 10456.26 |
87 | 2006.10.24 12:30 | sell | 44 | 3.10 | 119.54 | 120.38 | 119.12 | ||
88 | 2006.10.24 17:42 | t/p | 44 | 3.10 | 119.12 | 120.38 | 119.12 | 1093.02 | 11549.28 |
89 | 2006.10.24 21:00 | sell | 45 | 3.50 | 119.25 | 120.09 | 118.83 | ||
90 | 2006.10.26 03:58 | t/p | 45 | 3.50 | 118.83 | 120.09 | 118.83 | 1020.73 | 12570.01 |
91 | 2006.10.26 07:15 | sell | 46 | 3.80 | 118.85 | 119.69 | 118.43 | ||
92 | 2006.10.26 18:44 | t/p | 46 | 3.80 | 118.43 | 119.69 | 118.43 | 1347.74 | 13917.75 |
93 | 2006.10.26 22:00 | sell | 47 | 4.20 | 118.37 | 119.21 | 117.95 | ||
94 | 2006.10.27 14:57 | t/p | 47 | 4.20 | 117.95 | 119.21 | 117.95 | 1430.65 | 15348.40 |
95 | 2006.10.30 20:15 | buy | 48 | 4.60 | 117.40 | 116.56 | 117.82 | ||
96 | 2006.10.31 09:57 | t/p | 48 | 4.60 | 117.82 | 116.56 | 117.82 | 1697.08 | 17045.48 |
97 | 2006.10.31 09:57 | sell | 49 | 5.10 | 117.83 | 118.67 | 117.41 | ||
98 | 2006.10.31 17:09 | t/p | 49 | 5.10 | 117.41 | 118.67 | 117.41 | 1824.53 | 18870.01 |
99 | 2006.10.31 21:30 | sell | 50 | 5.70 | 116.91 | 117.75 | 116.49 | ||
100 | 2006.10.31 23:59 | close at stop | 50 | 5.70 | 116.90 | 117.75 | 116.49 | 48.78 | 18918.79 |