Strategy Tester Report
Phoenix_4_CONTEST

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2006.08.01 00:00 - 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)
ParametersLots=1; MaximumRisk=0.3; DecreaseFactor=1; PrefSettings=false; MM=true; AccountIsMicro=false; TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=7; SMA2Bars=14; Percent=0.0032; EnvelopePeriod=2; OSMAFast=5; OSMASlow=30; OSMASignal=2; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=25; Fast_Price=1; Slow_Period=15; Slow_Price=1; DVBuySell=0.003; DVStayOut=0.024;
Bars in test8531Ticks modelled324254Modelling quality90.00%
Initial deposit1000.00
Total net profit1824.96Gross profit7921.31Gross loss-6096.35
Profit factor1.30Expected payoff38.83
Absolute drawdown339.86Maximal drawdown1919.76 (46.72%)Relative drawdown46.72% (1919.76)
Total trades47Short positions (won %)20 (70.00%)Long positions (won %)27 (81.48%)
Profit trades (% of total)36 (76.60%)Loss trades (% of total)11 (23.40%)
Largestprofit trade417.56loss trade-918.96
Averageprofit trade220.04loss trade-554.21
Maximumconsecutive wins (profit in money)12 (1518.57)consecutive losses (loss in money)3 (-1464.98)
Maximalconsecutive profit (count of wins)2442.99 (9)consecutive loss (count of losses)-1666.25 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.08.01 00:45buy10.30114.64113.80115.06
22006.08.01 14:43t/p10.30115.06113.80115.06109.501109.50
32006.08.01 14:43buy20.30115.10114.26115.52
42006.08.02 04:39s/l20.30114.26114.26115.52-216.81892.69
52006.08.02 09:45sell30.30114.41115.25113.99
62006.08.03 17:13s/l30.30115.25115.25113.99-232.55660.14
72006.08.04 06:45buy40.10115.10114.26115.52
82006.08.04 13:00t/p40.10115.52114.26115.5236.36696.50
92006.08.07 02:45buy50.20114.36113.52114.78
102006.08.07 11:27t/p50.20114.78113.52114.7873.18769.68
112006.08.07 20:30sell60.20115.10115.94114.68
122006.08.08 20:14t/p60.20114.68115.94114.6870.17839.85
132006.08.08 21:45buy70.30115.09114.25115.51
142006.08.09 00:29t/p70.30115.51114.25115.51112.82952.66
152006.08.09 08:15buy80.30115.26114.42115.68
162006.08.11 08:20t/p80.30115.68114.42115.68123.891076.55
172006.08.11 19:00sell90.30116.23117.07115.81
182006.08.16 14:37t/p90.30115.81117.07115.8194.891171.45
192006.08.16 22:15sell100.40115.83116.67115.41
202006.08.17 09:20t/p100.40115.41116.67115.41127.031298.47
212006.08.17 09:30buy110.40115.38114.54115.80
222006.08.17 19:00t/p110.40115.80114.54115.80145.081443.55
232006.08.18 04:00sell120.40116.03116.87115.61
242006.08.18 11:44t/p120.40115.61116.87115.61145.331588.88
252006.08.18 11:45buy130.50115.60114.76116.02
262006.08.22 00:19t/p130.50116.02114.76116.02193.451782.34
272006.08.22 09:00buy140.50116.10115.26116.52
282006.08.22 15:54t/p140.50116.52115.26116.52180.231962.57
292006.08.23 09:30buy150.60116.17115.33116.59
302006.08.23 17:04t/p150.60116.59115.33116.59216.142178.71
312006.08.24 01:45sell160.70116.40117.24115.98
322006.08.25 08:40s/l160.70117.24117.24115.98-512.311666.40
332006.08.25 14:30sell170.50117.34118.18116.92
342006.08.28 12:48t/p170.50116.92118.18116.92171.911838.32
352006.08.28 21:15sell180.60117.17118.01116.75
362006.08.29 06:33t/p180.60116.75118.01116.75206.592044.90
372006.08.29 11:30buy190.60116.74115.90117.16
382006.08.30 13:08t/p190.60117.16115.90117.16222.582267.48
392006.08.30 15:45sell200.70117.01117.85116.59
402006.09.04 06:26t/p200.70116.59117.85116.59198.092465.57
412006.09.05 01:00sell210.70116.16117.00115.74
422006.09.05 09:05t/p210.70115.74117.00115.74254.022719.59
432006.09.05 21:45buy220.80115.95115.11116.37
442006.09.06 03:06t/p220.80116.37115.11116.37298.703018.29
452006.09.07 04:45sell230.90116.77117.61116.35
462006.09.07 11:04t/p230.90116.35117.61116.35324.903343.19
472006.09.07 21:30buy241.00116.38115.54116.80
482006.09.08 15:05t/p241.00116.80115.54116.80372.073715.26
492006.09.11 03:30buy251.10116.80115.96117.22
502006.09.11 09:11t/p251.10117.22115.96117.22394.134109.39
512006.09.11 09:11sell261.20117.22118.06116.80
522006.09.12 20:03s/l261.20118.06118.06116.80-872.343237.05
532006.09.13 01:00buy271.00117.83116.99118.25
542006.09.18 13:25t/p271.00118.25116.99118.25417.563654.61
552006.09.18 17:15buy281.10117.98117.14118.40
562006.09.19 14:45s/l281.10117.14117.14118.40-775.142879.47
572006.09.20 03:15buy290.90117.36116.52117.78
582006.09.21 18:33s/l290.90116.52116.52117.78-615.112264.36
592006.09.22 09:45sell300.10116.41117.25115.99
602006.09.26 18:30s/l300.10117.25117.25115.99-74.732189.63
612006.09.27 01:00buy310.10117.19116.35117.61
622006.09.27 16:09t/p310.10117.61116.35117.6135.712225.34
632006.09.27 23:45buy320.70117.50116.66117.92
642006.09.28 16:56t/p320.70117.92116.66117.92275.522500.86
652006.09.28 22:45buy330.80117.82116.98118.24
662006.10.02 03:25t/p330.80118.24116.98118.24304.122804.98
672006.10.02 04:45sell340.80118.23119.07117.81
682006.10.02 15:35t/p340.80117.81119.07117.81285.213090.19
692006.10.02 15:35buy350.90117.81116.97118.23
702006.10.04 13:28t/p350.90118.23116.97118.23342.193432.38
712006.10.04 13:28sell361.00118.23119.07117.81
722006.10.04 23:17t/p361.00117.81119.07117.81356.513788.89
732006.10.05 09:30buy371.10117.64116.80118.06
742006.10.06 05:21t/p371.10118.06116.80118.06405.024193.91
752006.10.06 11:45sell381.30117.99118.83117.57
762006.10.06 15:53s/l381.30118.83118.83117.57-918.963274.95
772006.10.06 21:45sell391.00119.00119.84118.58
782006.10.11 20:43s/l391.00119.84119.84118.58-747.292527.67
792006.10.12 02:00sell400.10119.73120.57119.31
802006.10.12 09:10t/p400.10119.31120.57119.3135.212562.88
812006.10.12 13:45sell410.80119.60120.44119.18
822006.10.13 09:37t/p410.80119.18120.44119.18269.592832.46
832006.10.13 12:15buy420.80119.41118.57119.83
842006.10.13 16:37t/p420.80119.83118.57119.83280.403112.86
852006.10.13 21:45buy430.90119.68118.84120.10
862006.10.17 09:59s/l430.90118.84118.84120.10-613.682499.19
872006.10.17 10:45buy440.70118.77117.93119.19
882006.10.23 11:32t/p440.70119.19117.93119.19299.082798.27
892006.10.23 20:45buy450.80119.30118.46119.72
902006.10.26 18:29s/l450.80118.46118.46119.72-517.432280.83
912006.10.27 01:00sell460.70118.36119.20117.94
922006.10.27 14:57t/p460.70117.94119.20117.94249.322530.15
932006.10.30 01:45buy470.80117.54116.70117.96
942006.10.31 12:50t/p470.80117.96116.70117.96294.812824.96