Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2006.05.01 00:00 - 2006.11.01 00:00 (2006.05.01 - 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=true; CloseAfterHours=0; BreakEvenAfterPips=0; Mode1="====== Phoenix Mode 1 (Classic) =================="; PhoenixMode1=true; TakeProfit=0; StopLoss=0; TrailingStop=0; Mode2="====== Phoenix Mode 2 (Second trade)=============="; PhoenixMode2=false; Mode2_OpenTrade_2=0; Mode2_TakeProfit=0; Mode2_StopLoss=0; Mode2_CloseFirstTrade=false; Mode3="====== Phoenix Mode 3 (Three trades at once) ====="; PhoenixMode3=false; Mode3_CloseTrade2_3=0; Mode3_TakeProfit=0; Mode3_StopLoss=0; Signal1="====== Signal 1 ==================================="; UseSignal1=true; Percent=0; EnvelopePeriod=0; Signal2="====== Signal 2 =================================="; UseSignal2=true; SMAPeriod=0; SMA2Bars=0; Signal3="====== Signal 3 =================================="; UseSignal3=true; OSMAFast=0; OSMASlow=0; OSMASignal=0; UseSignal4=true; Fast_Period=0; Fast_Price=1; | ||||
Bars in test | 58833 | Ticks modelled | 767902 | Modelling quality | 90.00% |
Initial deposit | 1000.00 | ||||
Total net profit | 875.65 | Gross profit | 8915.65 | Gross loss | -8040.01 |
Profit factor | 1.11 | Expected payoff | 16.22 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 2313.06 (64.82%) | Relative drawdown | 64.82% (2313.06) |
Total trades | 54 | Short positions (won %) | 54 (75.93%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 41 (75.93%) | Loss trades (% of total) | 13 (24.07%) | ||
Largest | profit trade | 362.89 | loss trade | -840.72 | |
Average | profit trade | 217.45 | loss trade | -618.46 | |
Maximum | consecutive wins (profit in money) | 10 (1842.99) | consecutive losses (loss in money) | 2 (-1426.05) | |
Maximal | consecutive profit (count of wins) | 1842.99 (10) | consecutive loss (count of losses) | -1426.05 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.05.01 01:45 | sell | 1 | 0.30 | 113.74 | 114.58 | 113.32 | ||
2 | 2006.05.01 04:16 | t/p | 1 | 0.30 | 113.32 | 114.58 | 113.32 | 111.20 | 1111.20 |
3 | 2006.05.03 01:15 | sell | 2 | 0.30 | 113.36 | 114.20 | 112.94 | ||
4 | 2006.05.03 08:34 | t/p | 2 | 0.30 | 112.94 | 114.20 | 112.94 | 111.56 | 1222.76 |
5 | 2006.05.03 19:00 | sell | 3 | 0.40 | 113.50 | 114.34 | 113.08 | ||
6 | 2006.05.05 15:08 | t/p | 3 | 0.40 | 113.08 | 114.34 | 113.08 | 123.79 | 1346.55 |
7 | 2006.05.08 00:00 | sell | 4 | 0.40 | 112.57 | 113.41 | 112.15 | ||
8 | 2006.05.08 00:00 | t/p | 4 | 0.40 | 112.15 | 113.41 | 112.15 | 150.07 | 1496.62 |
9 | 2006.05.08 00:00 | sell | 5 | 0.40 | 111.92 | 112.76 | 111.50 | ||
10 | 2006.05.08 09:04 | t/p | 5 | 0.40 | 111.50 | 112.76 | 111.50 | 150.70 | 1647.32 |
11 | 2006.05.09 01:15 | sell | 6 | 0.50 | 111.72 | 112.56 | 111.30 | ||
12 | 2006.05.09 02:34 | t/p | 6 | 0.50 | 111.30 | 112.56 | 111.30 | 188.68 | 1836.00 |
13 | 2006.05.09 21:45 | sell | 7 | 0.60 | 111.15 | 111.99 | 110.73 | ||
14 | 2006.05.10 08:51 | t/p | 7 | 0.60 | 110.73 | 111.99 | 110.73 | 218.29 | 2054.29 |
15 | 2006.05.11 01:00 | sell | 8 | 0.60 | 110.88 | 111.72 | 110.46 | ||
16 | 2006.05.11 17:34 | t/p | 8 | 0.60 | 110.46 | 111.72 | 110.46 | 228.18 | 2282.47 |
17 | 2006.05.15 17:00 | sell | 9 | 0.70 | 110.28 | 111.12 | 109.86 | ||
18 | 2006.05.15 23:00 | t/p | 9 | 0.70 | 109.86 | 111.12 | 109.86 | 267.74 | 2550.21 |
19 | 2006.05.15 23:15 | sell | 10 | 0.80 | 110.53 | 111.37 | 110.11 | ||
20 | 2006.05.16 05:38 | t/p | 10 | 0.80 | 110.11 | 111.37 | 110.11 | 292.78 | 2842.99 |
21 | 2006.05.19 00:30 | sell | 11 | 0.90 | 110.86 | 111.70 | 110.44 | ||
22 | 2006.05.19 09:45 | s/l | 11 | 0.90 | 111.70 | 111.70 | 110.44 | -676.57 | 2166.42 |
23 | 2006.05.23 01:45 | sell | 12 | 0.60 | 111.67 | 112.51 | 111.25 | ||
24 | 2006.05.23 06:48 | t/p | 12 | 0.60 | 111.25 | 112.51 | 111.25 | 226.54 | 2392.96 |
25 | 2006.05.25 00:15 | sell | 13 | 0.70 | 112.87 | 113.71 | 112.45 | ||
26 | 2006.05.25 10:42 | t/p | 13 | 0.70 | 112.45 | 113.71 | 112.45 | 261.52 | 2654.48 |
27 | 2006.05.30 21:15 | sell | 14 | 0.80 | 112.17 | 113.01 | 111.75 | ||
28 | 2006.05.31 08:37 | t/p | 14 | 0.80 | 111.75 | 113.01 | 111.75 | 288.31 | 2942.79 |
29 | 2006.06.05 01:30 | sell | 15 | 0.90 | 111.65 | 112.49 | 111.23 | ||
30 | 2006.06.06 03:10 | s/l | 15 | 0.90 | 112.49 | 112.49 | 111.23 | -685.94 | 2256.85 |
31 | 2006.06.07 23:00 | sell | 16 | 0.70 | 113.56 | 114.40 | 113.14 | ||
32 | 2006.06.08 14:13 | s/l | 16 | 0.70 | 114.40 | 114.40 | 113.14 | -546.51 | 1710.33 |
33 | 2006.06.14 20:45 | sell | 17 | 0.50 | 115.06 | 115.90 | 114.64 | ||
34 | 2006.06.16 08:24 | t/p | 17 | 0.50 | 114.64 | 115.90 | 114.64 | 152.22 | 1862.56 |
35 | 2006.06.19 00:00 | sell | 18 | 0.60 | 115.22 | 116.06 | 114.80 | ||
36 | 2006.06.20 08:48 | t/p | 18 | 0.60 | 114.80 | 116.06 | 114.80 | 210.22 | 2072.77 |
37 | 2006.06.20 23:45 | sell | 19 | 0.60 | 114.92 | 115.76 | 114.50 | ||
38 | 2006.06.21 04:33 | t/p | 19 | 0.60 | 114.50 | 115.76 | 114.50 | 210.82 | 2283.59 |
39 | 2006.06.26 18:00 | sell | 20 | 0.70 | 116.38 | 117.22 | 115.96 | ||
40 | 2006.06.27 03:09 | t/p | 20 | 0.70 | 115.96 | 117.22 | 115.96 | 242.71 | 2526.30 |
41 | 2006.06.27 20:30 | sell | 21 | 0.80 | 116.22 | 117.06 | 115.80 | ||
42 | 2006.06.29 20:17 | t/p | 21 | 0.80 | 115.80 | 117.06 | 115.80 | 240.60 | 2766.90 |
43 | 2006.06.30 20:30 | sell | 22 | 0.80 | 114.44 | 115.28 | 114.02 | ||
44 | 2006.07.05 15:15 | s/l | 22 | 0.80 | 115.28 | 115.28 | 114.02 | -620.05 | 2146.85 |
45 | 2006.07.05 23:00 | sell | 23 | 0.60 | 115.71 | 116.55 | 115.29 | ||
46 | 2006.07.06 14:57 | t/p | 23 | 0.60 | 115.29 | 116.55 | 115.29 | 190.74 | 2337.59 |
47 | 2006.07.06 21:15 | sell | 24 | 0.70 | 115.18 | 116.02 | 114.76 | ||
48 | 2006.07.07 11:54 | t/p | 24 | 0.70 | 114.76 | 116.02 | 114.76 | 245.35 | 2582.94 |
49 | 2006.07.10 00:00 | sell | 25 | 0.80 | 113.87 | 114.71 | 113.45 | ||
50 | 2006.07.10 11:17 | t/p | 25 | 0.80 | 113.45 | 114.71 | 113.45 | 296.25 | 2879.19 |
51 | 2006.07.10 21:15 | sell | 26 | 0.90 | 114.14 | 114.98 | 113.72 | ||
52 | 2006.07.12 13:11 | s/l | 26 | 0.90 | 114.98 | 114.98 | 113.72 | -685.39 | 2193.80 |
53 | 2006.07.12 23:00 | sell | 27 | 0.70 | 115.50 | 116.34 | 115.08 | ||
54 | 2006.07.13 10:03 | t/p | 27 | 0.70 | 115.08 | 116.34 | 115.08 | 222.95 | 2416.74 |
55 | 2006.07.14 01:45 | sell | 28 | 0.70 | 115.38 | 116.22 | 114.96 | ||
56 | 2006.07.14 15:12 | s/l | 28 | 0.70 | 116.22 | 116.22 | 114.96 | -505.85 | 1910.89 |
57 | 2006.07.17 23:00 | sell | 29 | 0.60 | 117.24 | 118.08 | 116.82 | ||
58 | 2006.07.18 09:14 | t/p | 29 | 0.60 | 116.82 | 118.08 | 116.82 | 206.44 | 2117.33 |
59 | 2006.07.20 00:30 | sell | 30 | 0.60 | 116.86 | 117.70 | 116.44 | ||
60 | 2006.07.21 09:36 | t/p | 30 | 0.60 | 116.44 | 117.70 | 116.44 | 207.13 | 2324.46 |
61 | 2006.07.24 19:00 | sell | 31 | 0.70 | 116.70 | 117.54 | 116.28 | ||
62 | 2006.07.26 20:25 | t/p | 31 | 0.70 | 116.28 | 117.54 | 116.28 | 231.18 | 2555.63 |
63 | 2006.07.27 20:15 | sell | 32 | 0.80 | 115.78 | 116.62 | 115.36 | ||
64 | 2006.07.28 11:42 | t/p | 32 | 0.80 | 115.36 | 116.62 | 115.36 | 278.90 | 2834.53 |
65 | 2006.08.02 23:45 | sell | 33 | 0.90 | 114.66 | 115.50 | 114.24 | ||
66 | 2006.08.04 12:57 | s/l | 33 | 0.90 | 115.50 | 115.50 | 114.24 | -710.25 | 2124.29 |
67 | 2006.08.07 20:30 | sell | 34 | 0.60 | 115.10 | 115.94 | 114.68 | ||
68 | 2006.08.08 20:14 | t/p | 34 | 0.60 | 114.68 | 115.94 | 114.68 | 210.57 | 2334.85 |
69 | 2006.08.08 23:00 | sell | 35 | 0.70 | 115.29 | 116.13 | 114.87 | ||
70 | 2006.08.09 12:45 | t/p | 35 | 0.70 | 114.87 | 116.13 | 114.87 | 245.13 | 2579.98 |
71 | 2006.08.09 17:15 | sell | 36 | 0.80 | 115.18 | 116.02 | 114.76 | ||
72 | 2006.08.10 11:22 | t/p | 36 | 0.80 | 114.76 | 116.02 | 114.76 | 255.64 | 2835.62 |
73 | 2006.08.11 19:00 | sell | 37 | 0.90 | 116.23 | 117.07 | 115.81 | ||
74 | 2006.08.16 14:31 | t/p | 37 | 0.90 | 115.81 | 117.07 | 115.81 | 284.58 | 3120.20 |
75 | 2006.08.18 21:30 | sell | 38 | 0.90 | 115.84 | 116.68 | 115.42 | ||
76 | 2006.08.21 09:48 | t/p | 38 | 0.90 | 115.42 | 116.68 | 115.42 | 313.58 | 3433.78 |
77 | 2006.08.24 01:45 | sell | 39 | 1.00 | 116.40 | 117.24 | 115.98 | ||
78 | 2006.08.25 08:40 | s/l | 39 | 1.00 | 117.24 | 117.24 | 115.98 | -731.91 | 2701.88 |
79 | 2006.08.25 21:30 | sell | 40 | 0.80 | 117.25 | 118.09 | 116.83 | ||
80 | 2006.08.29 06:18 | t/p | 40 | 0.80 | 116.83 | 118.09 | 116.83 | 262.82 | 2964.70 |
81 | 2006.08.29 18:00 | sell | 41 | 0.90 | 116.92 | 117.76 | 116.50 | ||
82 | 2006.09.04 06:42 | t/p | 41 | 0.90 | 116.50 | 117.76 | 116.50 | 240.88 | 3205.58 |
83 | 2006.09.05 01:00 | sell | 42 | 1.00 | 116.16 | 117.00 | 115.74 | ||
84 | 2006.09.05 09:05 | t/p | 42 | 1.00 | 115.74 | 117.00 | 115.74 | 362.89 | 3568.47 |
85 | 2006.09.06 00:45 | sell | 43 | 1.10 | 116.16 | 117.00 | 115.74 | ||
86 | 2006.09.07 10:29 | s/l | 43 | 1.10 | 117.00 | 117.00 | 115.74 | -840.72 | 2727.75 |
87 | 2006.09.08 01:00 | sell | 44 | 0.80 | 116.44 | 117.28 | 116.02 | ||
88 | 2006.09.11 09:11 | s/l | 44 | 0.80 | 117.28 | 117.28 | 116.02 | -585.33 | 2142.42 |
89 | 2006.09.11 23:45 | sell | 45 | 0.60 | 117.61 | 118.45 | 117.19 | ||
90 | 2006.09.19 14:44 | t/p | 45 | 0.60 | 117.19 | 118.45 | 117.19 | 140.70 | 2283.12 |
91 | 2006.09.20 20:15 | sell | 46 | 0.70 | 117.39 | 118.23 | 116.97 | ||
92 | 2006.09.21 12:19 | t/p | 46 | 0.70 | 116.97 | 118.23 | 116.97 | 218.87 | 2501.98 |
93 | 2006.09.25 23:00 | sell | 47 | 0.80 | 116.60 | 117.44 | 116.18 | ||
94 | 2006.09.27 15:39 | s/l | 47 | 0.80 | 117.44 | 117.44 | 116.18 | -596.99 | 1904.99 |
95 | 2006.09.29 20:30 | sell | 48 | 0.60 | 118.08 | 118.92 | 117.66 | ||
96 | 2006.10.02 16:35 | t/p | 48 | 0.60 | 117.66 | 118.92 | 117.66 | 204.92 | 2109.91 |
97 | 2006.10.02 23:15 | sell | 49 | 0.60 | 117.64 | 118.48 | 117.22 | ||
98 | 2006.10.06 14:57 | s/l | 49 | 0.60 | 118.48 | 118.48 | 117.22 | -480.83 | 1629.08 |
99 | 2006.10.06 21:45 | sell | 50 | 0.50 | 119.00 | 119.84 | 118.58 | ||
100 | 2006.10.11 20:43 | s/l | 50 | 0.50 | 119.84 | 119.84 | 118.58 | -373.67 | 1255.41 |
101 | 2006.10.17 20:15 | sell | 51 | 0.40 | 118.92 | 119.76 | 118.50 | ||
102 | 2006.10.17 23:58 | t/p | 51 | 0.40 | 118.50 | 119.76 | 118.50 | 141.78 | 1397.19 |
103 | 2006.10.23 23:45 | sell | 52 | 0.40 | 119.34 | 120.18 | 118.92 | ||
104 | 2006.10.25 20:23 | t/p | 52 | 0.40 | 118.92 | 120.18 | 118.92 | 128.90 | 1526.09 |
105 | 2006.10.27 01:00 | sell | 53 | 0.50 | 118.36 | 119.20 | 117.94 | ||
106 | 2006.10.27 14:56 | t/p | 53 | 0.50 | 117.94 | 119.20 | 117.94 | 178.06 | 1704.15 |
107 | 2006.10.30 00:14 | sell | 54 | 0.50 | 117.58 | 118.42 | 117.16 | ||
108 | 2006.10.31 17:31 | t/p | 54 | 0.50 | 117.16 | 118.42 | 117.16 | 171.50 | 1875.65 |