Strategy Tester Report
Phoenix_EA_v5_6_04

SymbolUSDJPY (United States Dollar vs. Japanese Yen)
Period15 Minutes (M15) 2006.05.01 01:00 - 2006.11.17 00:00 (2006.05.01 - 2006.11.17)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersGeneralSettings="===== General Settings ============================"; PhoenixMode=1; Lots=1; MaximumRisk=0.05; DecreaseFactor=0; MM=true; AccountIsMicro=false; PrefSettings=false; CloseAfterHours=0; BreakEvenAfterPips=0; testme1="New (1-7?) test all modes for repeat signals=value"; signal_count=1; Mode1="====== Phoenix Mode 1 (Classic) =================="; TakeProfit=84; StopLoss=84; TrailingStop=0; testme2="New setting (1-100) test me in mode 1 only:"; MaxTrades=1; 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=0.0032; EnvelopePeriod=2; Signal2="====== Signal 2 =================================="; UseSignal2=true; SMAPeriod=2; SMA2Bars=18; UseSignal3=true; OSMAFast=5; OSMASlow=22;
Bars in test195670Ticks modelled1058816Modelling quality90.00%
Initial deposit10000.00
Total net profit11035.45Gross profit25321.70Gross loss-14286.25
Profit factor1.77Expected payoff159.93
Absolute drawdown0.00Maximal drawdown2039.49 (11.10%)Relative drawdown11.10% (2039.49)
Total trades69Short positions (won %)32 (62.50%)Long positions (won %)37 (67.57%)
Profit trades (% of total)45 (65.22%)Loss trades (% of total)24 (34.78%)
Largestprofit trade792.02loss trade-770.02
Averageprofit trade562.70loss trade-595.26
Maximumconsecutive wins (profit in money)7 (3273.75)consecutive losses (loss in money)3 (-2039.49)
Maximalconsecutive profit (count of wins)3273.75 (7)consecutive loss (count of losses)-2039.49 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.05.01 02:00sell10.50113.74114.58112.90
22006.05.01 15:42t/p10.50112.90114.58112.90372.0410372.04
32006.05.01 16:00buy20.50112.66111.82113.50
42006.05.01 22:20t/p20.50113.50111.82113.50369.9810742.02
52006.05.02 08:00buy30.50113.75112.91114.59
62006.05.03 09:35s/l30.50112.91112.91114.59-365.6310376.39
72006.05.03 09:35buy40.50112.92112.08113.76
82006.05.03 17:46t/p40.50113.76112.08113.76369.2010745.59
92006.05.03 20:00sell50.50113.54114.38112.70
102006.05.05 16:21t/p50.50112.70114.38112.70343.5011089.09
112006.05.06 00:00sell60.60112.57113.41111.73
122006.05.08 04:03t/p60.60111.73113.41111.73442.4111531.50
132006.05.09 01:00sell70.60111.75112.59110.91
142006.05.09 17:37t/p70.60110.91112.59110.91454.4211985.92
152006.05.09 23:15buy80.60111.10110.26111.94
162006.05.10 21:44s/l80.60110.26110.26111.94-449.4911536.43
172006.05.10 21:45buy90.60110.22109.38111.06
182006.05.11 02:41t/p90.60111.06109.38111.06476.8912013.32
192006.05.11 09:15buy100.60111.25110.41112.09
202006.05.11 18:34s/l100.60110.41110.41112.09-456.4811556.84
212006.05.11 23:45sell110.60110.66111.50109.82
222006.05.12 10:26t/p110.60109.82111.50109.82450.3812007.22
232006.05.12 17:15sell120.60109.98110.82109.14
242006.05.16 02:41s/l120.60110.82110.82109.14-472.2311534.99
252006.05.16 05:45buy130.60110.28109.44111.12
262006.05.17 03:29s/l130.60109.44109.44111.12-452.8411082.15
272006.05.17 03:30buy140.60109.49108.65110.33
282006.05.17 18:31t/p140.60110.33108.65110.33456.8111538.96
292006.05.18 04:30buy150.60110.76109.92111.60
302006.05.19 10:45t/p150.60111.60109.92111.60459.1011998.06
312006.05.19 19:00buy160.60111.68110.84112.52
322006.05.22 09:18t/p160.60112.52110.84112.52455.5712453.63
332006.05.23 08:00buy170.60111.18110.34112.02
342006.05.24 01:00t/p170.60112.02110.34112.02456.9312910.57
352006.05.24 07:15sell180.60112.39113.23111.55
362006.05.26 02:49t/p180.60111.55113.23111.55416.7813327.35
372006.05.26 03:00buy190.70111.69110.85112.53
382006.05.26 16:44t/p190.70112.53110.85112.53522.5313849.88
392006.05.26 16:44sell200.70112.53113.37111.69
402006.05.30 10:06t/p200.70111.69113.37111.69506.0214355.90
412006.05.30 14:45sell210.70112.16113.00111.32
422006.06.01 10:34s/l210.70113.00113.00111.32-561.2313794.67
432006.06.01 10:34sell220.70112.97113.81112.13
442006.06.02 15:31t/p220.70112.13113.81112.13514.3114308.98
452006.06.02 15:45buy230.70111.95111.11112.79
462006.06.06 15:34t/p230.70112.79111.11112.79539.2714848.24
472006.06.07 04:15buy240.70113.09112.25113.93
482006.06.08 10:20t/p240.70113.93112.25113.93542.9815391.23
492006.06.08 10:30sell250.80113.92114.76113.08
502006.06.08 15:34s/l250.80114.76114.76113.08-585.5214805.71
512006.06.08 23:30buy260.70114.17113.33115.01
522006.06.13 17:19t/p260.70115.01113.33115.01538.1815343.89
532006.06.14 10:00buy270.80115.02114.18115.86
542006.06.22 16:24t/p270.80115.86114.18115.86682.5716026.46
552006.06.23 02:00buy280.80116.14115.30116.98
562006.06.29 21:28s/l280.80115.30115.30116.98-521.4915504.96
572006.06.30 03:45buy290.80115.21114.37116.05
582006.06.30 15:36s/l290.80114.37114.37116.05-587.7214917.24
592006.06.30 15:45buy300.70114.21113.37115.05
602006.07.05 01:08t/p300.70115.05113.37115.05537.9615455.21
612006.07.05 06:30buy310.80114.91114.07115.75
622006.07.05 17:39t/p310.80115.75114.07115.75580.5616035.77
632006.07.05 23:15sell320.80115.73116.57114.89
642006.07.07 10:30t/p320.80114.89116.57114.89538.2416574.01
652006.07.07 10:30buy330.80114.88114.04115.72
662006.07.07 15:36s/l330.80114.04114.04115.72-589.4215984.59
672006.07.08 00:00sell340.80114.03114.87113.19
682006.07.12 12:59s/l340.80114.87114.87113.19-619.9415364.65
692006.07.12 22:45buy350.80115.50114.66116.34
702006.07.14 16:53t/p350.80116.34114.66116.34618.6415983.29
712006.07.17 02:30sell360.80116.23117.07115.39
722006.07.17 13:02s/l360.80117.07117.07115.39-573.8615409.43
732006.07.17 21:30sell370.80117.16118.00116.32
742006.07.21 10:42t/p370.80116.32118.00116.32507.7815917.21
752006.07.21 10:42buy380.80116.29115.45117.13
762006.07.25 18:22t/p380.80117.13115.45117.13594.1816511.39
772006.07.25 18:30sell390.80117.21118.05116.37
782006.07.26 21:21t/p390.80116.37118.05116.37565.8317077.22
792006.07.27 04:00sell400.90116.30117.14115.46
802006.07.27 16:07t/p400.90115.46117.14115.46654.8917732.11
812006.07.27 21:30sell410.90115.95116.79115.11
822006.07.28 15:36t/p410.90115.11116.79115.11643.6818375.79
832006.07.31 04:45sell420.90114.72115.56113.88
842006.08.04 14:01s/l420.90115.56115.56113.88-732.9917642.80
852006.08.07 06:30sell430.90114.42115.26113.58
862006.08.08 00:41s/l430.90115.26115.26113.58-668.9916973.81
872006.08.08 08:00sell440.80115.19116.03114.35
882006.08.11 11:30s/l440.80116.03116.03114.35-637.5116336.30
892006.08.11 20:00sell450.80116.27117.11115.43
902006.08.17 10:20t/p450.80115.43117.11115.43512.1416848.44
912006.08.17 10:30buy460.80115.41114.57116.25
922006.08.22 10:50t/p460.80116.25114.57116.25608.8317457.27
932006.08.22 12:15sell470.90116.22117.06115.38
942006.08.25 09:23s/l470.90117.06117.06115.38-711.5216745.75
952006.08.25 15:30sell480.80117.30118.14116.46
962006.09.04 07:46t/p480.80116.46118.14116.46483.6817229.43
972006.09.04 20:15buy490.90116.06115.22116.90
982006.09.07 10:40t/p490.90116.90115.22116.90704.4017933.83
992006.09.07 11:45sell500.90117.01117.85116.17
1002006.09.07 12:14t/p500.90116.17117.85116.17650.7718584.60
1012006.09.07 22:30buy510.90116.39115.55117.23
1022006.09.11 10:11t/p510.90117.23115.55117.23667.9719252.57
1032006.09.11 10:15sell521.00117.24118.08116.40
1042006.09.12 21:03s/l521.00118.08118.08116.40-725.8718526.70
1052006.09.13 02:00buy530.90117.85117.01118.69
1062006.09.19 17:52s/l530.90117.01117.01118.69-576.9817949.71
1072006.09.20 01:15buy540.90117.70116.86118.54
1082006.09.21 13:29s/l540.90116.86116.86118.54-612.3817337.34
1092006.09.21 14:00buy550.90116.82115.98117.66
1102006.09.28 10:18t/p550.90117.66115.98117.66723.2418060.57
1112006.09.28 15:00buy560.90117.53116.69118.37
1122006.10.02 04:32t/p560.90118.37116.69118.37661.7618722.33
1132006.10.02 04:32sell570.90118.37119.21117.53
1142006.10.03 10:28t/p570.90117.53119.21117.53630.1019352.43
1152006.10.03 10:28buy581.00117.53116.69118.37
1162006.10.06 15:53t/p581.00118.37116.69118.37773.7420126.17
1172006.10.06 22:45sell591.00118.99119.83118.15
1182006.10.11 21:42s/l591.00119.83119.83118.15-744.7919381.38
1192006.10.12 04:00sell601.00119.71120.55118.87
1202006.10.17 11:41t/p601.00118.87120.55118.87662.9220044.30
1212006.10.17 11:45buy611.00118.77117.93119.61
1222006.10.24 14:27t/p611.00119.61117.93119.61792.0220836.32
1232006.10.24 15:15sell621.00119.59120.43118.75
1242006.10.26 10:06t/p621.00118.75120.43118.75648.9721485.29
1252006.10.26 12:15buy631.10118.69117.85119.53
1262006.10.27 15:56s/l631.10117.85117.85119.53-770.0220715.27
1272006.10.30 01:30buy641.00117.59116.75118.43
1282006.10.31 18:43s/l641.00116.75116.75118.43-706.7220008.55
1292006.11.01 02:45buy651.00116.91116.07117.75
1302006.11.03 15:31t/p651.00117.75116.07117.75764.6020773.15
1312006.11.06 01:15buy661.00118.02117.18118.86
1322006.11.10 11:05s/l661.00117.18117.18118.86-639.9920133.16
1332006.11.10 12:00buy671.00117.36116.52118.20
1342006.11.13 17:05t/p671.00118.20116.52118.20723.4820856.64
1352006.11.13 23:30sell681.00118.15118.99117.31
1362006.11.14 16:05t/p681.00117.31118.99117.31701.4521558.09
1372006.11.15 08:00sell691.10117.73118.57116.89
1382006.11.16 23:59close at stop691.10118.24118.57116.89-522.6421035.45