Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.09.01 00:00 - 2006.12.01 22:45 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | GeneralSettings="=== General Settings - M15 Charts with Defaults =="; 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=45; StopLoss=80; 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=21; Mode2_StopLoss=80; 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=0.0033; EnvelopePeriod=2; Signal2="====== Signal 2 =================================="; UseSignal2=true;
SMAPeriod=3; SMA2Bars=6; UseSignal3=true;
OSMAFast=2; OSMASlow=24; |
|
Bars in test | 61015 | Ticks modelled | 270386 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4238.17 | Gross profit | 7375.71 | Gross loss | -3137.55 |
Profit factor | 2.35 | Expected payoff | 96.32 | | |
Absolute drawdown | 336.82 | Maximal drawdown (%) | 534.01 (5.1%) | | |
|
Total trades | 44 | Short positions (won %) | 23 (82.61%) | Long positions (won %) | 21 (76.19%) |
| Profit trades (% of total) | 35 (79.55%) | Loss trades (% of total) | 9 (20.45%) |
Largest | profit trade | 271.86 | loss trade | -479.41 |
Average | profit trade | 210.73 | loss trade | -348.62 |
Maximum | consecutive wins (profit in money) | 11 (2424.61) | consecutive losses (loss in money) | 2 (-507.75) |
Maximal | consecutive profit (count of wins) | 2424.61 (11) | consecutive loss (count of losses) | -507.75 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |