Strategy Tester Report
Phoenix_EA_v4_2_02

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2006.11.01 00:00 - 2006.12.01 00:00 (2006.11.01 - 2006.12.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; MaximumRisk=0.3; DecreaseFactor=3; PrefSettings=false; MM=true; AccountIsMicro=false; TakeProfit=42; StopLoss=60; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=4; SMA2Bars=5; Percent=0.0041; EnvelopePeriod=2; OSMAFast=10; OSMASlow=30; OSMASignal=2; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=25; Fast_Price=1; Slow_Period=16; Slow_Price=1; DVBuySell=0.0046; DVStayOut=0.021;
Bars in test60924Ticks modelled155563Modelling quality90.00%
Initial deposit10000.00
Total net profit43821.34Gross profit59062.85Gross loss-15241.52
Profit factor3.88Expected payoff1685.44
Absolute drawdown0.00Maximal drawdown12129.15 (27.65%)Relative drawdown27.65% (12129.15)
Total trades26Short positions (won %)13 (92.31%)Long positions (won %)13 (76.92%)
Profit trades (% of total)22 (84.62%)Loss trades (% of total)4 (15.38%)
Largestprofit trade5359.54loss trade-6290.37
Averageprofit trade2684.68loss trade-3810.38
Maximumconsecutive wins (profit in money)12 (31089.27)consecutive losses (loss in money)2 (-12129.15)
Maximalconsecutive profit (count of wins)31089.27 (12)consecutive loss (count of losses)-12129.15 (2)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.11.01 09:45sell13.00117.03117.63116.61
22006.11.01 17:04t/p13.00116.61117.63116.611080.6111080.61
32006.11.01 17:15buy23.30116.79116.19117.21
42006.11.02 00:51t/p23.30117.21116.19117.211298.3512378.96
52006.11.02 01:45sell33.70117.20117.80116.78
62006.11.02 12:05t/p33.70116.78117.80116.781330.8213709.78
72006.11.02 12:05buy44.10116.77116.17117.19
82006.11.02 19:43t/p44.10117.19116.17117.191469.4115179.19
92006.11.02 23:15sell54.60117.14117.74116.72
102006.11.03 14:32s/l54.60117.74117.74116.72-2403.9312775.26
112006.11.03 22:45buy63.80118.01117.41118.43
122006.11.06 14:15t/p63.80118.43117.41118.431392.0314167.29
132006.11.06 17:30sell74.30118.38118.98117.96
142006.11.07 05:09t/p74.30117.96118.98117.961475.2815642.57
152006.11.07 11:30sell84.70117.90118.50117.48
162006.11.07 15:30t/p84.70117.48118.50117.481680.2817322.85
172006.11.08 03:00buy95.20117.65117.05118.07
182006.11.09 12:03t/p95.20118.07117.05118.072032.0119354.86
192006.11.09 13:00sell105.80118.12118.72117.70
202006.11.10 02:34t/p105.80117.70118.72117.701994.2921349.15
212006.11.10 09:00sell116.40117.60118.20117.18
222006.11.13 02:39t/p116.40117.18118.20117.182210.9323560.08
232006.11.13 02:39buy127.10117.17116.57117.59
242006.11.13 10:31t/p127.10117.59116.57117.592535.7126095.79
252006.11.13 22:30sell137.80118.13118.73117.71
262006.11.14 00:57t/p137.80117.71118.73117.712682.2128778.00
272006.11.14 15:15buy148.60117.37116.77117.79
282006.11.14 16:13t/p148.60117.79116.77117.793066.4831844.48
292006.11.14 19:00buy159.60117.69117.09118.11
302006.11.15 11:38t/p159.60118.11117.09118.113525.9335370.41
312006.11.15 23:15buy1610.60117.96117.36118.38
322006.11.17 05:41t/p1610.60118.38117.36118.384257.1039627.51
332006.11.17 05:41sell1711.90118.39118.99117.97
342006.11.17 15:57t/p1711.90117.97118.99117.974237.0243864.53
352006.11.17 16:15buy1813.20117.87117.27118.29
362006.11.22 12:09s/l1813.20117.27117.27118.29-6290.3737574.17
372006.11.23 02:15buy1911.30116.73116.13117.15
382006.11.23 16:10s/l1911.30116.13116.13117.15-5838.7831735.39
392006.11.23 21:45sell203.20116.23116.83115.81
402006.11.24 09:34t/p203.20115.81116.83115.811119.1332854.52
412006.11.24 22:15sell219.90115.84116.44115.42
422006.11.27 00:15t/p219.90115.42116.44115.423474.1536328.67
432006.11.27 00:15buy2210.90115.41114.81115.83
442006.11.27 05:47t/p2210.90115.83114.81115.833952.0040280.67
452006.11.27 13:45sell2312.10116.09116.69115.67
462006.11.29 02:16t/p2312.10115.67116.69115.674079.0344359.70
472006.11.29 02:30buy2413.30115.68115.08116.10
482006.11.29 09:18t/p2413.30116.10115.08116.104810.5449170.24
492006.11.30 02:15sell2514.80116.41117.01115.99
502006.11.30 16:01t/p2514.80115.99117.01115.995359.5454529.78
512006.11.30 16:15buy2616.40115.79115.19116.21
522006.11.30 23:59close at stop2616.40115.74115.19116.21-708.4453821.34