Strategy Tester Report
Phoenix_EA_v5_6_04

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2006.09.01 00:00 - 2006.12.01 22:45
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersGeneralSettings="=== 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 test61015Ticks modelled270386Modelling quality90.00%
Initial deposit10000.00
Total net profit4238.17Gross profit7375.71Gross loss-3137.55
Profit factor2.35Expected payoff96.32
Absolute drawdown336.82Maximal drawdown (%)534.01 (5.1%)
Total trades44Short 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%)
Largestprofit trade271.86loss trade-479.41
Averageprofit trade210.73loss trade-348.62
Maximumconsecutive wins (profit in money)11 (2424.61)consecutive losses (loss in money)2 (-507.75)
Maximalconsecutive profit (count of wins)2424.61 (11)consecutive loss (count of losses)-507.75 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.09.01 00:45buy10.50117.37116.57117.82
22006.09.04 06:26s/l10.50116.57116.57117.82-336.829663.18
32006.09.04 19:45buy20.50116.05115.25116.50
42006.09.06 13:16t/p20.50116.50115.25116.50218.529881.70
52006.09.06 22:15sell30.50116.62117.42116.17
62006.09.07 11:14t/p30.50116.17117.42116.17186.6110068.31
72006.09.07 12:15buy40.50116.15115.35116.60
82006.09.07 17:12t/p40.50116.60115.35116.60192.9510261.26
92006.09.07 21:30buy50.50116.38115.58116.83
102006.09.08 15:05t/p50.50116.83115.58116.83198.9410460.19
112006.09.08 22:45sell60.50116.90117.70116.45
122006.09.11 16:32s/l60.50117.70117.70116.45-346.8910113.30
132006.09.11 23:45sell70.50117.61118.41117.16
142006.09.19 14:46t/p70.50117.16118.41117.16135.4810248.78
152006.09.19 23:30sell80.50117.73118.53117.28
162006.09.20 03:19t/p80.50117.28118.53117.28170.6410419.41
172006.09.20 03:30buy90.50117.23116.43117.68
182006.09.21 20:03s/l90.50116.43116.43117.68-337.2310082.18
192006.09.22 01:45buy100.50116.36115.56116.81
202006.09.26 16:13t/p100.50116.81115.56116.81205.2910287.48
212006.09.26 16:13sell110.50116.82117.62116.37
222006.09.27 16:09s/l110.50117.62117.62116.37-361.299926.18
232006.09.28 00:15buy120.50117.46116.66117.91
242006.09.28 16:56t/p120.50117.91116.66117.91190.8110116.99
252006.09.28 22:45buy130.50117.82117.02118.27
262006.10.02 03:26t/p130.50118.27117.02118.27202.9210319.92
272006.10.02 08:30sell140.50118.27119.07117.82
282006.10.02 15:35t/p140.50117.82119.07117.82190.9910510.91
292006.10.02 16:30buy150.50117.74116.94118.19
302006.10.04 00:31t/p150.50118.19116.94118.19215.7610726.67
312006.10.04 00:31sell160.50118.19118.99117.74
322006.10.05 02:03t/p160.50117.74118.99117.74184.0310910.69
332006.10.05 07:00buy170.50117.70116.90118.15
342006.10.06 14:34t/p170.50118.15116.90118.15196.7911107.48
352006.10.06 21:45sell180.50119.00119.80118.55
362006.10.11 20:33s/l180.50119.80119.80118.55-369.2210738.26
372006.10.12 02:00sell190.50119.73120.53119.28
382006.10.12 09:11t/p190.50119.28120.53119.28188.6310926.89
392006.10.12 13:45sell200.50119.60120.40119.15
402006.10.13 09:37t/p200.50119.15120.40119.15181.7811108.67
412006.10.13 11:30sell210.50119.28120.08118.83
422006.10.17 10:41t/p210.50118.83120.08118.83175.2211283.89
432006.10.17 10:45buy220.50118.77117.97119.22
442006.10.23 11:38t/p220.50119.22117.97119.22226.8111510.70
452006.10.24 03:30sell230.60119.33120.13118.88
462006.10.26 02:26t/p230.60118.88120.13118.88193.1811703.88
472006.10.26 02:26buy240.60118.88118.08119.33
482006.10.27 14:55s/l240.60118.08118.08119.33-398.9211304.96
492006.10.27 22:45sell250.50117.56118.36117.11
502006.10.31 17:32t/p250.50117.11118.36117.11178.0011482.95
512006.10.31 17:45buy260.50116.92116.12117.37
522006.11.03 14:31t/p260.50117.37116.12117.37223.4311706.38
532006.11.03 14:45sell270.60117.91118.71117.46
542006.11.07 15:32t/p270.60117.46118.71117.46212.9011919.28
552006.11.08 03:00buy280.60117.65116.85118.10
562006.11.09 12:04t/p280.60118.10116.85118.10236.2212155.49
572006.11.09 13:00sell290.60118.12118.92117.67
582006.11.10 02:36t/p290.60117.67118.92117.67220.9712376.47
592006.11.10 08:15buy300.60117.58116.78118.03
602006.11.13 15:51t/p300.60118.03116.78118.03236.3412612.81
612006.11.13 22:30sell310.60118.13118.93117.68
622006.11.14 00:59t/p310.60117.68118.93117.68220.9712833.78
632006.11.14 01:00buy320.60117.64116.84118.09
642006.11.15 11:37t/p320.60118.09116.84118.09251.4713085.25
652006.11.15 11:37sell330.60118.10118.90117.65
662006.11.17 16:19t/p330.60117.65118.90117.65212.5413297.79
672006.11.17 16:19buy340.60117.64116.84118.09
682006.11.20 09:09t/p340.60118.09116.84118.09236.2613534.05
692006.11.20 09:15sell350.60118.12118.92117.67
702006.11.22 03:20t/p350.60117.67118.92117.67195.5213729.56
712006.11.22 03:30buy360.70117.62116.82118.07
722006.11.22 14:27s/l360.70116.82116.82118.07-479.4113250.15
732006.11.22 23:30sell370.60116.74117.54116.29
742006.11.23 10:53t/p370.60116.29117.54116.29223.7113473.87
752006.11.23 21:45sell380.60116.23117.03115.78
762006.11.24 09:35t/p380.60115.78117.03115.78224.7113698.58
772006.11.27 00:15buy390.70115.41114.61115.86
782006.11.27 05:49t/p390.70115.86114.61115.86271.8613970.44
792006.11.27 13:45sell400.70116.09116.89115.64
802006.11.29 02:32t/p400.70115.64116.89115.64232.8014203.24
812006.11.29 07:00buy410.70115.77114.97116.22
822006.11.29 10:20t/p410.70116.22114.97116.22271.0114474.25
832006.11.30 02:15sell420.70116.41117.21115.96
842006.11.30 16:02t/p420.70115.96117.21115.96271.6714745.92
852006.11.30 16:02buy430.70115.95115.15116.40
862006.12.01 16:38s/l430.70115.15115.15116.40-477.4314268.49
872006.12.01 22:30sell440.70115.41116.21114.96
882006.12.01 22:59close at stop440.70115.46116.21114.96-30.3214238.17