Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 15 Minutes (M15) 2006.05.01 01:00 - 2006.11.17 00:00 (2006.05.01 - 2006.11.17) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | GeneralSettings="===== 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 test | 195670 | Ticks modelled | 1058816 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 11035.45 | Gross profit | 25321.70 | Gross loss | -14286.25 |
Profit factor | 1.77 | Expected payoff | 159.93 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 2039.49 (11.10%) | Relative drawdown | 11.10% (2039.49) |
Total trades | 69 | Short 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%) | ||
Largest | profit trade | 792.02 | loss trade | -770.02 | |
Average | profit trade | 562.70 | loss trade | -595.26 | |
Maximum | consecutive wins (profit in money) | 7 (3273.75) | consecutive losses (loss in money) | 3 (-2039.49) | |
Maximal | consecutive profit (count of wins) | 3273.75 (7) | consecutive loss (count of losses) | -2039.49 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.05.01 02:00 | sell | 1 | 0.50 | 113.74 | 114.58 | 112.90 | ||
2 | 2006.05.01 15:42 | t/p | 1 | 0.50 | 112.90 | 114.58 | 112.90 | 372.04 | 10372.04 |
3 | 2006.05.01 16:00 | buy | 2 | 0.50 | 112.66 | 111.82 | 113.50 | ||
4 | 2006.05.01 22:20 | t/p | 2 | 0.50 | 113.50 | 111.82 | 113.50 | 369.98 | 10742.02 |
5 | 2006.05.02 08:00 | buy | 3 | 0.50 | 113.75 | 112.91 | 114.59 | ||
6 | 2006.05.03 09:35 | s/l | 3 | 0.50 | 112.91 | 112.91 | 114.59 | -365.63 | 10376.39 |
7 | 2006.05.03 09:35 | buy | 4 | 0.50 | 112.92 | 112.08 | 113.76 | ||
8 | 2006.05.03 17:46 | t/p | 4 | 0.50 | 113.76 | 112.08 | 113.76 | 369.20 | 10745.59 |
9 | 2006.05.03 20:00 | sell | 5 | 0.50 | 113.54 | 114.38 | 112.70 | ||
10 | 2006.05.05 16:21 | t/p | 5 | 0.50 | 112.70 | 114.38 | 112.70 | 343.50 | 11089.09 |
11 | 2006.05.06 00:00 | sell | 6 | 0.60 | 112.57 | 113.41 | 111.73 | ||
12 | 2006.05.08 04:03 | t/p | 6 | 0.60 | 111.73 | 113.41 | 111.73 | 442.41 | 11531.50 |
13 | 2006.05.09 01:00 | sell | 7 | 0.60 | 111.75 | 112.59 | 110.91 | ||
14 | 2006.05.09 17:37 | t/p | 7 | 0.60 | 110.91 | 112.59 | 110.91 | 454.42 | 11985.92 |
15 | 2006.05.09 23:15 | buy | 8 | 0.60 | 111.10 | 110.26 | 111.94 | ||
16 | 2006.05.10 21:44 | s/l | 8 | 0.60 | 110.26 | 110.26 | 111.94 | -449.49 | 11536.43 |
17 | 2006.05.10 21:45 | buy | 9 | 0.60 | 110.22 | 109.38 | 111.06 | ||
18 | 2006.05.11 02:41 | t/p | 9 | 0.60 | 111.06 | 109.38 | 111.06 | 476.89 | 12013.32 |
19 | 2006.05.11 09:15 | buy | 10 | 0.60 | 111.25 | 110.41 | 112.09 | ||
20 | 2006.05.11 18:34 | s/l | 10 | 0.60 | 110.41 | 110.41 | 112.09 | -456.48 | 11556.84 |
21 | 2006.05.11 23:45 | sell | 11 | 0.60 | 110.66 | 111.50 | 109.82 | ||
22 | 2006.05.12 10:26 | t/p | 11 | 0.60 | 109.82 | 111.50 | 109.82 | 450.38 | 12007.22 |
23 | 2006.05.12 17:15 | sell | 12 | 0.60 | 109.98 | 110.82 | 109.14 | ||
24 | 2006.05.16 02:41 | s/l | 12 | 0.60 | 110.82 | 110.82 | 109.14 | -472.23 | 11534.99 |
25 | 2006.05.16 05:45 | buy | 13 | 0.60 | 110.28 | 109.44 | 111.12 | ||
26 | 2006.05.17 03:29 | s/l | 13 | 0.60 | 109.44 | 109.44 | 111.12 | -452.84 | 11082.15 |
27 | 2006.05.17 03:30 | buy | 14 | 0.60 | 109.49 | 108.65 | 110.33 | ||
28 | 2006.05.17 18:31 | t/p | 14 | 0.60 | 110.33 | 108.65 | 110.33 | 456.81 | 11538.96 |
29 | 2006.05.18 04:30 | buy | 15 | 0.60 | 110.76 | 109.92 | 111.60 | ||
30 | 2006.05.19 10:45 | t/p | 15 | 0.60 | 111.60 | 109.92 | 111.60 | 459.10 | 11998.06 |
31 | 2006.05.19 19:00 | buy | 16 | 0.60 | 111.68 | 110.84 | 112.52 | ||
32 | 2006.05.22 09:18 | t/p | 16 | 0.60 | 112.52 | 110.84 | 112.52 | 455.57 | 12453.63 |
33 | 2006.05.23 08:00 | buy | 17 | 0.60 | 111.18 | 110.34 | 112.02 | ||
34 | 2006.05.24 01:00 | t/p | 17 | 0.60 | 112.02 | 110.34 | 112.02 | 456.93 | 12910.57 |
35 | 2006.05.24 07:15 | sell | 18 | 0.60 | 112.39 | 113.23 | 111.55 | ||
36 | 2006.05.26 02:49 | t/p | 18 | 0.60 | 111.55 | 113.23 | 111.55 | 416.78 | 13327.35 |
37 | 2006.05.26 03:00 | buy | 19 | 0.70 | 111.69 | 110.85 | 112.53 | ||
38 | 2006.05.26 16:44 | t/p | 19 | 0.70 | 112.53 | 110.85 | 112.53 | 522.53 | 13849.88 |
39 | 2006.05.26 16:44 | sell | 20 | 0.70 | 112.53 | 113.37 | 111.69 | ||
40 | 2006.05.30 10:06 | t/p | 20 | 0.70 | 111.69 | 113.37 | 111.69 | 506.02 | 14355.90 |
41 | 2006.05.30 14:45 | sell | 21 | 0.70 | 112.16 | 113.00 | 111.32 | ||
42 | 2006.06.01 10:34 | s/l | 21 | 0.70 | 113.00 | 113.00 | 111.32 | -561.23 | 13794.67 |
43 | 2006.06.01 10:34 | sell | 22 | 0.70 | 112.97 | 113.81 | 112.13 | ||
44 | 2006.06.02 15:31 | t/p | 22 | 0.70 | 112.13 | 113.81 | 112.13 | 514.31 | 14308.98 |
45 | 2006.06.02 15:45 | buy | 23 | 0.70 | 111.95 | 111.11 | 112.79 | ||
46 | 2006.06.06 15:34 | t/p | 23 | 0.70 | 112.79 | 111.11 | 112.79 | 539.27 | 14848.24 |
47 | 2006.06.07 04:15 | buy | 24 | 0.70 | 113.09 | 112.25 | 113.93 | ||
48 | 2006.06.08 10:20 | t/p | 24 | 0.70 | 113.93 | 112.25 | 113.93 | 542.98 | 15391.23 |
49 | 2006.06.08 10:30 | sell | 25 | 0.80 | 113.92 | 114.76 | 113.08 | ||
50 | 2006.06.08 15:34 | s/l | 25 | 0.80 | 114.76 | 114.76 | 113.08 | -585.52 | 14805.71 |
51 | 2006.06.08 23:30 | buy | 26 | 0.70 | 114.17 | 113.33 | 115.01 | ||
52 | 2006.06.13 17:19 | t/p | 26 | 0.70 | 115.01 | 113.33 | 115.01 | 538.18 | 15343.89 |
53 | 2006.06.14 10:00 | buy | 27 | 0.80 | 115.02 | 114.18 | 115.86 | ||
54 | 2006.06.22 16:24 | t/p | 27 | 0.80 | 115.86 | 114.18 | 115.86 | 682.57 | 16026.46 |
55 | 2006.06.23 02:00 | buy | 28 | 0.80 | 116.14 | 115.30 | 116.98 | ||
56 | 2006.06.29 21:28 | s/l | 28 | 0.80 | 115.30 | 115.30 | 116.98 | -521.49 | 15504.96 |
57 | 2006.06.30 03:45 | buy | 29 | 0.80 | 115.21 | 114.37 | 116.05 | ||
58 | 2006.06.30 15:36 | s/l | 29 | 0.80 | 114.37 | 114.37 | 116.05 | -587.72 | 14917.24 |
59 | 2006.06.30 15:45 | buy | 30 | 0.70 | 114.21 | 113.37 | 115.05 | ||
60 | 2006.07.05 01:08 | t/p | 30 | 0.70 | 115.05 | 113.37 | 115.05 | 537.96 | 15455.21 |
61 | 2006.07.05 06:30 | buy | 31 | 0.80 | 114.91 | 114.07 | 115.75 | ||
62 | 2006.07.05 17:39 | t/p | 31 | 0.80 | 115.75 | 114.07 | 115.75 | 580.56 | 16035.77 |
63 | 2006.07.05 23:15 | sell | 32 | 0.80 | 115.73 | 116.57 | 114.89 | ||
64 | 2006.07.07 10:30 | t/p | 32 | 0.80 | 114.89 | 116.57 | 114.89 | 538.24 | 16574.01 |
65 | 2006.07.07 10:30 | buy | 33 | 0.80 | 114.88 | 114.04 | 115.72 | ||
66 | 2006.07.07 15:36 | s/l | 33 | 0.80 | 114.04 | 114.04 | 115.72 | -589.42 | 15984.59 |
67 | 2006.07.08 00:00 | sell | 34 | 0.80 | 114.03 | 114.87 | 113.19 | ||
68 | 2006.07.12 12:59 | s/l | 34 | 0.80 | 114.87 | 114.87 | 113.19 | -619.94 | 15364.65 |
69 | 2006.07.12 22:45 | buy | 35 | 0.80 | 115.50 | 114.66 | 116.34 | ||
70 | 2006.07.14 16:53 | t/p | 35 | 0.80 | 116.34 | 114.66 | 116.34 | 618.64 | 15983.29 |
71 | 2006.07.17 02:30 | sell | 36 | 0.80 | 116.23 | 117.07 | 115.39 | ||
72 | 2006.07.17 13:02 | s/l | 36 | 0.80 | 117.07 | 117.07 | 115.39 | -573.86 | 15409.43 |
73 | 2006.07.17 21:30 | sell | 37 | 0.80 | 117.16 | 118.00 | 116.32 | ||
74 | 2006.07.21 10:42 | t/p | 37 | 0.80 | 116.32 | 118.00 | 116.32 | 507.78 | 15917.21 |
75 | 2006.07.21 10:42 | buy | 38 | 0.80 | 116.29 | 115.45 | 117.13 | ||
76 | 2006.07.25 18:22 | t/p | 38 | 0.80 | 117.13 | 115.45 | 117.13 | 594.18 | 16511.39 |
77 | 2006.07.25 18:30 | sell | 39 | 0.80 | 117.21 | 118.05 | 116.37 | ||
78 | 2006.07.26 21:21 | t/p | 39 | 0.80 | 116.37 | 118.05 | 116.37 | 565.83 | 17077.22 |
79 | 2006.07.27 04:00 | sell | 40 | 0.90 | 116.30 | 117.14 | 115.46 | ||
80 | 2006.07.27 16:07 | t/p | 40 | 0.90 | 115.46 | 117.14 | 115.46 | 654.89 | 17732.11 |
81 | 2006.07.27 21:30 | sell | 41 | 0.90 | 115.95 | 116.79 | 115.11 | ||
82 | 2006.07.28 15:36 | t/p | 41 | 0.90 | 115.11 | 116.79 | 115.11 | 643.68 | 18375.79 |
83 | 2006.07.31 04:45 | sell | 42 | 0.90 | 114.72 | 115.56 | 113.88 | ||
84 | 2006.08.04 14:01 | s/l | 42 | 0.90 | 115.56 | 115.56 | 113.88 | -732.99 | 17642.80 |
85 | 2006.08.07 06:30 | sell | 43 | 0.90 | 114.42 | 115.26 | 113.58 | ||
86 | 2006.08.08 00:41 | s/l | 43 | 0.90 | 115.26 | 115.26 | 113.58 | -668.99 | 16973.81 |
87 | 2006.08.08 08:00 | sell | 44 | 0.80 | 115.19 | 116.03 | 114.35 | ||
88 | 2006.08.11 11:30 | s/l | 44 | 0.80 | 116.03 | 116.03 | 114.35 | -637.51 | 16336.30 |
89 | 2006.08.11 20:00 | sell | 45 | 0.80 | 116.27 | 117.11 | 115.43 | ||
90 | 2006.08.17 10:20 | t/p | 45 | 0.80 | 115.43 | 117.11 | 115.43 | 512.14 | 16848.44 |
91 | 2006.08.17 10:30 | buy | 46 | 0.80 | 115.41 | 114.57 | 116.25 | ||
92 | 2006.08.22 10:50 | t/p | 46 | 0.80 | 116.25 | 114.57 | 116.25 | 608.83 | 17457.27 |
93 | 2006.08.22 12:15 | sell | 47 | 0.90 | 116.22 | 117.06 | 115.38 | ||
94 | 2006.08.25 09:23 | s/l | 47 | 0.90 | 117.06 | 117.06 | 115.38 | -711.52 | 16745.75 |
95 | 2006.08.25 15:30 | sell | 48 | 0.80 | 117.30 | 118.14 | 116.46 | ||
96 | 2006.09.04 07:46 | t/p | 48 | 0.80 | 116.46 | 118.14 | 116.46 | 483.68 | 17229.43 |
97 | 2006.09.04 20:15 | buy | 49 | 0.90 | 116.06 | 115.22 | 116.90 | ||
98 | 2006.09.07 10:40 | t/p | 49 | 0.90 | 116.90 | 115.22 | 116.90 | 704.40 | 17933.83 |
99 | 2006.09.07 11:45 | sell | 50 | 0.90 | 117.01 | 117.85 | 116.17 | ||
100 | 2006.09.07 12:14 | t/p | 50 | 0.90 | 116.17 | 117.85 | 116.17 | 650.77 | 18584.60 |
101 | 2006.09.07 22:30 | buy | 51 | 0.90 | 116.39 | 115.55 | 117.23 | ||
102 | 2006.09.11 10:11 | t/p | 51 | 0.90 | 117.23 | 115.55 | 117.23 | 667.97 | 19252.57 |
103 | 2006.09.11 10:15 | sell | 52 | 1.00 | 117.24 | 118.08 | 116.40 | ||
104 | 2006.09.12 21:03 | s/l | 52 | 1.00 | 118.08 | 118.08 | 116.40 | -725.87 | 18526.70 |
105 | 2006.09.13 02:00 | buy | 53 | 0.90 | 117.85 | 117.01 | 118.69 | ||
106 | 2006.09.19 17:52 | s/l | 53 | 0.90 | 117.01 | 117.01 | 118.69 | -576.98 | 17949.71 |
107 | 2006.09.20 01:15 | buy | 54 | 0.90 | 117.70 | 116.86 | 118.54 | ||
108 | 2006.09.21 13:29 | s/l | 54 | 0.90 | 116.86 | 116.86 | 118.54 | -612.38 | 17337.34 |
109 | 2006.09.21 14:00 | buy | 55 | 0.90 | 116.82 | 115.98 | 117.66 | ||
110 | 2006.09.28 10:18 | t/p | 55 | 0.90 | 117.66 | 115.98 | 117.66 | 723.24 | 18060.57 |
111 | 2006.09.28 15:00 | buy | 56 | 0.90 | 117.53 | 116.69 | 118.37 | ||
112 | 2006.10.02 04:32 | t/p | 56 | 0.90 | 118.37 | 116.69 | 118.37 | 661.76 | 18722.33 |
113 | 2006.10.02 04:32 | sell | 57 | 0.90 | 118.37 | 119.21 | 117.53 | ||
114 | 2006.10.03 10:28 | t/p | 57 | 0.90 | 117.53 | 119.21 | 117.53 | 630.10 | 19352.43 |
115 | 2006.10.03 10:28 | buy | 58 | 1.00 | 117.53 | 116.69 | 118.37 | ||
116 | 2006.10.06 15:53 | t/p | 58 | 1.00 | 118.37 | 116.69 | 118.37 | 773.74 | 20126.17 |
117 | 2006.10.06 22:45 | sell | 59 | 1.00 | 118.99 | 119.83 | 118.15 | ||
118 | 2006.10.11 21:42 | s/l | 59 | 1.00 | 119.83 | 119.83 | 118.15 | -744.79 | 19381.38 |
119 | 2006.10.12 04:00 | sell | 60 | 1.00 | 119.71 | 120.55 | 118.87 | ||
120 | 2006.10.17 11:41 | t/p | 60 | 1.00 | 118.87 | 120.55 | 118.87 | 662.92 | 20044.30 |
121 | 2006.10.17 11:45 | buy | 61 | 1.00 | 118.77 | 117.93 | 119.61 | ||
122 | 2006.10.24 14:27 | t/p | 61 | 1.00 | 119.61 | 117.93 | 119.61 | 792.02 | 20836.32 |
123 | 2006.10.24 15:15 | sell | 62 | 1.00 | 119.59 | 120.43 | 118.75 | ||
124 | 2006.10.26 10:06 | t/p | 62 | 1.00 | 118.75 | 120.43 | 118.75 | 648.97 | 21485.29 |
125 | 2006.10.26 12:15 | buy | 63 | 1.10 | 118.69 | 117.85 | 119.53 | ||
126 | 2006.10.27 15:56 | s/l | 63 | 1.10 | 117.85 | 117.85 | 119.53 | -770.02 | 20715.27 |
127 | 2006.10.30 01:30 | buy | 64 | 1.00 | 117.59 | 116.75 | 118.43 | ||
128 | 2006.10.31 18:43 | s/l | 64 | 1.00 | 116.75 | 116.75 | 118.43 | -706.72 | 20008.55 |
129 | 2006.11.01 02:45 | buy | 65 | 1.00 | 116.91 | 116.07 | 117.75 | ||
130 | 2006.11.03 15:31 | t/p | 65 | 1.00 | 117.75 | 116.07 | 117.75 | 764.60 | 20773.15 |
131 | 2006.11.06 01:15 | buy | 66 | 1.00 | 118.02 | 117.18 | 118.86 | ||
132 | 2006.11.10 11:05 | s/l | 66 | 1.00 | 117.18 | 117.18 | 118.86 | -639.99 | 20133.16 |
133 | 2006.11.10 12:00 | buy | 67 | 1.00 | 117.36 | 116.52 | 118.20 | ||
134 | 2006.11.13 17:05 | t/p | 67 | 1.00 | 118.20 | 116.52 | 118.20 | 723.48 | 20856.64 |
135 | 2006.11.13 23:30 | sell | 68 | 1.00 | 118.15 | 118.99 | 117.31 | ||
136 | 2006.11.14 16:05 | t/p | 68 | 1.00 | 117.31 | 118.99 | 117.31 | 701.45 | 21558.09 |
137 | 2006.11.15 08:00 | sell | 69 | 1.10 | 117.73 | 118.57 | 116.89 | ||
138 | 2006.11.16 23:59 | close at stop | 69 | 1.10 | 118.24 | 118.57 | 116.89 | -522.64 | 21035.45 |