Strategy Tester Report
Phoenix_EA_v5_7_0

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2006.09.18 00:00 - 2006.12.19 00:00 (2006.09.17 - 2006.12.19)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersGeneralSettings="===== General Settings ============================"; PhoenixMode=1; Lots=0.1; MaximumRisk=0.05; DecreaseFactor=1; MM=true; AccountIsMicro=false; PrefSettings=true; PeriodGraceHours=0; PeriodForceHours=0; BreakEvenAfterPips=28; signal_count=5; Mode1="====== Phoenix Mode 1 (Classic) =================="; TakeProfit=85; StopLoss=79; TrailingStop=0; MaxTrades=9; Mode2="====== Phoenix Mode 2 (Second trade)=============="; Mode2_OpenTrade_2=37; Mode2_TakeProfit=111; Mode2_StopLoss=38; Mode2_CloseFirstTrade=false; Mode3="====== Phoenix Mode 3 (Three trades at once) ====="; Mode3_CloseTrade2_3=38; Mode3_TakeProfit=42; Mode3_StopLoss=59; T1adj=1.5; T2adj=1.3; T3adj=0.3; Signal1="====== Signal 1 ==================================="; UseSignal1=true; Percent=0.00204; EnvelopePeriod=5; Signal2="====== Signal 2 =================================="; UseSignal2=true; SMAPeriod=6; SMA2Bars=13; Signal3="====== Signal 3 =================================="; UseSignal3=true; OSMAFast=22; OSMASlow=15;
Bars in test62077Ticks modelled405193Modelling quality90.00%
Initial deposit10000.00
Total net profit11940.13Gross profit18752.68Gross loss-6812.55
Profit factor2.75Expected payoff108.55
Absolute drawdown757.71Maximal drawdown3325.22 (17.06%)Relative drawdown17.06% (3325.22)
Total trades110Short positions (won %)52 (69.23%)Long positions (won %)58 (93.10%)
Profit trades (% of total)90 (81.82%)Loss trades (% of total)20 (18.18%)
Largestprofit trade459.91loss trade-919.82
Averageprofit trade208.36loss trade-340.63
Maximumconsecutive wins (profit in money)27 (6442.15)consecutive losses (loss in money)4 (-2.28)
Maximalconsecutive profit (count of wins)6442.15 (27)consecutive loss (count of losses)-1599.61 (2)
Averageconsecutive wins10consecutive losses2
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.09.18 18:02sell10.501.87731.88571.8731
22006.09.18 19:16sell20.401.87861.88701.8744
32006.09.19 14:41s/l10.501.88571.88571.8731-420.959579.05
42006.09.19 14:50s/l20.401.88701.88701.8744-336.769242.29
52006.09.19 19:45buy30.101.88141.87301.8856
62006.09.19 21:02buy40.101.88191.87351.8861
72006.09.19 21:30buy50.101.88211.87371.8863
82006.09.20 06:44modify30.101.88141.88141.8856
92006.09.20 09:50s/l30.101.88141.88141.88560.389242.67
102006.09.20 15:02modify40.101.88191.88191.8861
112006.09.20 15:02modify50.101.88211.88211.8863
122006.09.20 15:03t/p40.101.88611.88191.886142.389285.05
132006.09.20 15:08t/p50.101.88631.88211.886342.389327.43
142006.09.20 23:46buy60.501.88761.87921.8918
152006.09.21 02:48modify60.501.88761.88761.8918
162006.09.21 03:51t/p60.501.89181.88761.8918215.709543.13
172006.09.21 18:00buy70.501.89671.88831.9009
182006.09.21 18:03modify70.501.89671.89671.9009
192006.09.21 18:14t/p70.501.90091.89671.9009210.009753.13
202006.09.22 14:16buy80.501.90311.89471.9073
212006.09.22 14:45buy90.401.90261.89421.9068
222006.09.22 15:46buy100.401.90261.89421.9068
232006.09.25 08:05modify90.401.90261.90261.9068
242006.09.25 08:05modify100.401.90261.90261.9068
252006.09.25 08:33modify80.501.90311.90311.9073
262006.09.25 08:33t/p90.401.90681.90261.9068169.529922.65
272006.09.25 08:33t/p100.401.90681.90261.9068169.5210092.17
282006.09.25 09:55s/l80.501.90311.90311.90731.9010094.07
292006.09.27 22:02sell110.501.88861.89701.8844
302006.09.27 22:19sell120.501.88891.89731.8847
312006.09.27 22:36sell130.401.88881.89721.8846
322006.09.27 22:54sell140.401.88871.89711.8845
332006.09.28 08:07modify120.501.88891.88891.8847
342006.09.28 08:07modify130.401.88881.88881.8846
352006.09.28 08:07modify140.401.88871.88871.8845
362006.09.28 08:07modify110.501.88861.88861.8844
372006.09.28 08:24t/p120.501.88471.88891.8847207.1510301.22
382006.09.28 08:24t/p130.401.88461.88881.8846165.7210466.94
392006.09.28 08:24t/p140.401.88451.88871.8845165.7210632.66
402006.09.28 08:24t/p110.501.88441.88861.8844207.1510839.81
412006.09.28 21:31sell150.501.87631.88471.8721
422006.09.29 08:31modify150.501.87631.87631.8721
432006.09.29 08:54t/p150.501.87211.87631.8721209.0511048.86
442006.10.02 23:54buy160.601.88681.87841.8910
452006.10.03 00:11buy170.501.88681.87841.8910
462006.10.03 00:29buy180.401.88691.87851.8911
472006.10.03 00:46buy190.401.88661.87821.8908
482006.10.03 09:49modify190.401.88661.88661.8908
492006.10.03 10:38s/l190.401.88661.88661.89080.0011048.86
502006.10.03 13:05modify160.601.88681.88681.8910
512006.10.03 13:05modify170.501.88681.88681.8910
522006.10.03 14:41s/l160.601.88681.88681.89102.2811051.14
532006.10.03 14:41s/l170.501.88681.88681.89100.0011051.14
542006.10.03 15:33modify180.401.88691.88691.8911
552006.10.03 18:00s/l180.401.88691.88691.89110.0011051.14
562006.10.04 00:04sell200.601.88771.89611.8835
572006.10.04 03:47modify200.601.88771.88771.8835
582006.10.04 05:08t/p200.601.88351.88771.8835252.0011303.14
592006.10.04 18:45sell210.601.88351.89191.8793
602006.10.05 14:31modify210.601.88351.88351.8793
612006.10.05 14:41t/p210.601.87931.88351.8793248.5811551.72
622006.10.05 20:46sell220.601.87911.88751.8749
632006.10.05 21:07sell230.501.87901.88741.8748
642006.10.05 21:25sell240.501.87871.88711.8745
652006.10.05 22:03sell250.401.87861.88701.8744
662006.10.05 22:24sell260.401.87891.88731.8747
672006.10.05 22:45sell270.301.87881.88721.8746
682006.10.06 03:19modify220.601.87911.87911.8749
692006.10.06 03:20modify230.501.87901.87901.8748
702006.10.06 03:20modify260.401.87891.87891.8747
712006.10.06 03:21modify270.301.87881.87881.8746
722006.10.06 03:21modify240.501.87871.87871.8745
732006.10.06 08:35modify250.401.87861.87861.8744
742006.10.06 08:41t/p220.601.87491.87911.8749250.8611802.58
752006.10.06 08:41t/p230.501.87481.87901.8748209.0512011.63
762006.10.06 08:41t/p260.401.87471.87891.8747167.2412178.87
772006.10.06 08:41t/p270.301.87461.87881.8746125.4312304.30
782006.10.06 08:45t/p240.501.87451.87871.8745209.0512513.35
792006.10.06 08:58t/p250.401.87441.87861.8744167.2412680.59
802006.10.06 13:31sell280.601.87621.88461.8720
812006.10.06 14:31s/l280.601.88461.88461.8720-504.0012176.59
822006.10.09 19:37sell290.601.86591.87431.8617
832006.10.09 20:31sell300.501.86701.87541.8628
842006.10.09 20:48sell310.501.86721.87561.8630
852006.10.09 21:08sell320.501.86721.87561.8630
862006.10.10 10:16modify310.501.86721.86721.8630
872006.10.10 10:16modify320.501.86721.86721.8630
882006.10.10 10:16modify300.501.86701.86701.8628
892006.10.10 10:22modify290.601.86591.86591.8617
902006.10.10 10:22t/p310.501.86301.86721.8630209.0512385.64
912006.10.10 10:22t/p320.501.86301.86721.8630209.0512594.69
922006.10.10 10:22t/p300.501.86281.86701.8628209.0512803.74
932006.10.10 10:30t/p290.601.86171.86591.8617250.8613054.60
942006.10.13 22:18sell330.701.85621.86461.8520
952006.10.13 22:38sell340.601.85621.86461.8520
962006.10.13 22:56sell350.501.85571.86411.8515
972006.10.16 04:07modify330.701.85621.85621.8520
982006.10.16 04:07modify340.601.85621.85621.8520
992006.10.16 04:08modify350.501.85571.85571.8515
1002006.10.16 07:17s/l350.501.85571.85571.8515-0.9513053.65
1012006.10.16 07:21s/l330.701.85621.85621.8520-1.3313052.32
1022006.10.16 07:21s/l340.601.85621.85621.8520-1.1413051.18
1032006.10.17 22:29buy360.701.87031.86191.8745
1042006.10.17 22:46buy370.601.87041.86201.8746
1052006.10.17 23:15buy380.501.87051.86211.8747
1062006.10.17 23:45buy390.501.87031.86191.8745
1072006.10.18 08:37modify360.701.87031.87031.8745
1082006.10.18 08:37modify390.501.87031.87031.8745
1092006.10.18 08:43modify370.601.87041.87041.8746
1102006.10.18 08:43modify380.501.87051.87051.8747
1112006.10.18 10:41s/l380.501.87051.87051.87471.9013053.08
1122006.10.18 11:08s/l370.601.87041.87041.87462.2813055.36
1132006.10.18 11:08s/l360.701.87031.87031.87452.6613058.02
1142006.10.18 11:08s/l390.501.87031.87031.87451.9013059.92
1152006.10.19 23:49buy400.701.87771.86931.8819
1162006.10.20 00:17buy410.601.87701.86861.8812
1172006.10.20 01:06buy420.501.87751.86911.8817
1182006.10.20 10:34modify410.601.87701.87701.8812
1192006.10.20 10:34modify420.501.87751.87751.8817
1202006.10.20 10:40modify400.701.87771.87771.8819
1212006.10.20 10:52t/p410.601.88121.87701.8812252.0013311.92
1222006.10.20 10:52t/p420.501.88171.87751.8817210.0013521.92
1232006.10.20 10:52t/p400.701.88191.87771.8819296.6613818.58
1242006.10.23 20:02sell430.701.87221.88061.8680
1252006.10.23 20:18sell440.601.87231.88071.8681
1262006.10.23 20:36sell450.601.87271.88111.8685
1272006.10.23 20:55sell460.501.87321.88161.8690
1282006.10.24 07:56modify460.501.87321.87321.8690
1292006.10.24 08:00modify450.601.87271.87271.8685
1302006.10.24 08:01modify440.601.87231.87231.8681
1312006.10.24 08:22modify430.701.87221.87221.8680
1322006.10.24 09:28t/p460.501.86901.87321.8690209.0514027.63
1332006.10.24 09:29t/p450.601.86851.87271.8685250.8614278.49
1342006.10.24 09:29t/p430.701.86801.87221.8680292.6714571.16
1352006.10.24 09:29t/p440.601.86811.87231.8681250.8614822.02
1362006.10.24 23:31buy470.701.87341.86501.8776
1372006.10.25 00:01buy480.701.87301.86461.8772
1382006.10.25 00:31buy490.601.87291.86451.8771
1392006.10.25 09:26modify490.601.87291.87291.8771
1402006.10.25 09:27modify480.701.87301.87301.8772
1412006.10.25 09:35modify470.701.87341.87341.8776
1422006.10.25 09:49t/p490.601.87711.87291.8771252.0015074.02
1432006.10.25 09:49t/p480.701.87721.87301.8772294.0015368.02
1442006.10.25 12:42t/p470.701.87761.87341.8776296.6615664.68
1452006.10.27 00:38buy500.801.89041.88201.8946
1462006.10.27 01:04buy510.701.89081.88241.8950
1472006.10.27 14:31modify500.801.89041.89041.8946
1482006.10.27 14:31modify510.701.89081.89081.8950
1492006.10.27 14:33t/p500.801.89461.89041.8946336.0016000.68
1502006.10.27 14:33t/p510.701.89501.89081.8950294.0016294.68
1512006.10.27 22:16buy520.801.89661.88821.9008
1522006.10.30 11:01modify520.801.89661.89661.9008
1532006.10.30 13:48t/p520.801.90081.89661.9008339.0416633.72
1542006.10.30 20:31buy530.801.90251.89411.9067
1552006.10.30 20:49buy540.801.90191.89351.9061
1562006.10.31 17:11modify540.801.90191.90191.9061
1572006.10.31 17:12modify530.801.90251.90251.9067
1582006.10.31 17:13t/p540.801.90611.90191.9061339.0416972.76
1592006.10.31 17:27t/p530.801.90671.90251.9067339.0417311.80
1602006.10.31 23:47buy550.901.90741.89901.9116
1612006.11.01 00:06buy560.801.90761.89921.9118
1622006.11.01 00:24buy570.701.90761.89921.9118
1632006.11.01 12:23modify550.901.90741.90741.9116
1642006.11.01 15:16s/l550.901.90741.90741.91163.4217315.22
1652006.11.01 17:02modify560.801.90761.90761.9118
1662006.11.01 17:02modify570.701.90761.90761.9118
1672006.11.01 17:03t/p560.801.91181.90761.9118336.0017651.22
1682006.11.01 17:03t/p570.701.91181.90761.9118294.0017945.22
1692006.11.03 21:00sell580.901.90071.90911.8965
1702006.11.03 22:18sell590.801.90091.90931.8967
1712006.11.03 22:35sell600.701.90071.90911.8965
1722006.11.03 22:52sell610.701.90021.90861.8960
1732006.11.06 00:03sell620.601.90111.90951.8969
1742006.11.06 09:23modify620.601.90111.90111.8969
1752006.11.06 09:23modify590.801.90091.90091.8967
1762006.11.06 09:57modify580.901.90071.90071.8965
1772006.11.06 09:57modify600.701.90071.90071.8965
1782006.11.06 09:57modify610.701.90021.90021.8960
1792006.11.06 10:30t/p620.601.89691.90111.8969252.0018197.22
1802006.11.06 10:30t/p590.801.89671.90091.8967334.4818531.70
1812006.11.06 10:30t/p580.901.89651.90071.8965376.2918907.99
1822006.11.06 10:30t/p600.701.89651.90071.8965292.6719200.66
1832006.11.06 10:31t/p610.701.89601.90021.8960292.6719493.33
1842006.11.06 17:30sell631.001.89621.90461.8920
1852006.11.06 18:00sell640.901.89661.90501.8924
1862006.11.07 05:34s/l631.001.90461.90461.8920-841.9018651.43
1872006.11.07 05:40s/l640.901.90501.90501.8924-757.7117893.72
1882006.11.07 21:48buy650.101.90631.89791.9105
1892006.11.08 10:21modify650.101.90631.90631.9105
1902006.11.08 13:37s/l650.101.90631.90631.91050.3817894.10
1912006.11.08 19:31sell660.101.90641.91481.9022
1922006.11.08 19:52sell670.101.90591.91431.9017
1932006.11.08 20:14sell680.101.90621.91461.9020
1942006.11.08 21:31sell690.101.90531.91371.9011
1952006.11.09 01:51modify660.101.90641.90641.9022
1962006.11.09 01:58modify680.101.90621.90621.9020
1972006.11.09 02:00modify670.101.90591.90591.9017
1982006.11.09 08:27s/l670.101.90591.90591.9017-0.5717893.53
1992006.11.09 08:36s/l680.101.90621.90621.9020-0.5717892.96
2002006.11.09 08:55s/l660.101.90641.90641.9022-0.5717892.39
2012006.11.09 13:17modify690.101.90531.90531.9011
2022006.11.09 13:52s/l690.101.90531.90531.9011-0.5717891.82
2032006.11.09 19:16sell700.101.90721.91561.9030
2042006.11.10 09:17buy710.101.90971.90131.9139
2052006.11.10 09:34modify710.101.90971.90971.9139
2062006.11.10 09:57t/p710.101.91391.90971.913942.0017933.82
2072006.11.10 09:58s/l700.101.91561.91561.9030-84.1917849.63
2082006.11.10 16:31buy720.901.91401.90561.9182
2092006.11.10 17:30buy730.801.91371.90531.9179
2102006.11.13 12:09s/l720.901.90561.90561.9182-752.5817097.05
2112006.11.13 12:23s/l730.801.90531.90531.9179-668.9616428.09
2122006.11.13 23:15sell740.101.90121.90961.8970
2132006.11.13 23:40sell750.101.90141.90981.8972
2142006.11.14 10:41modify750.101.90141.90141.8972
2152006.11.14 10:41modify740.101.90121.90121.8970
2162006.11.14 11:46t/p750.101.89721.90141.897241.8116469.90
2172006.11.14 11:49t/p740.101.89701.90121.897041.8116511.71
2182006.11.14 21:39sell760.801.89711.90551.8929
2192006.11.15 01:34buy770.801.89571.88731.8999
2202006.11.15 07:13modify760.801.89711.89711.8929
2212006.11.15 07:19t/p760.801.89291.89711.8929334.4816846.19
2222006.11.15 11:31s/l770.801.88731.88731.8999-672.0016174.19
2232006.11.15 19:17sell780.801.88881.89721.8846
2242006.11.16 09:38modify780.801.88881.88881.8846
2252006.11.16 10:30s/l780.801.88881.88881.8846-4.5616169.63
2262006.11.16 13:30sell790.801.88841.89681.8842
2272006.11.17 07:06modify790.801.88841.88841.8842
2282006.11.17 08:10s/l790.801.88841.88841.8842-1.5216168.11
2292006.11.24 16:45buy800.801.93201.92361.9362
2302006.11.24 17:01buy810.701.93211.92371.9363
2312006.11.24 17:16buy820.701.93181.92341.9360
2322006.11.24 17:35buy830.601.93191.92351.9361
2332006.11.24 17:50buy840.501.93171.92331.9359
2342006.11.27 00:00t/p800.801.93621.92361.9362339.0416507.15
2352006.11.27 00:00t/p810.701.93631.92371.9363296.6616803.81
2362006.11.27 00:00t/p820.701.93601.92341.9360296.6617100.47
2372006.11.27 00:00t/p830.601.93611.92351.9361254.2817354.75
2382006.11.27 00:00t/p840.501.93591.92331.9359211.9017566.65
2392006.11.29 16:00sell850.901.95211.96051.9479
2402006.11.29 16:08modify850.901.95211.95211.9479
2412006.11.29 17:06t/p850.901.94791.95211.9479378.0017944.65
2422006.11.30 22:33buy860.901.96571.95731.9699
2432006.11.30 23:17buy870.801.96571.95731.9699
2442006.11.30 23:35buy880.701.96551.95711.9697
2452006.11.30 23:51buy890.701.96541.95701.9696
2462006.12.01 00:11buy900.601.96601.95761.9702
2472006.12.01 00:32buy910.501.96521.95681.9694
2482006.12.01 00:49buy920.501.96571.95731.9699
2492006.12.01 03:28modify910.501.96521.96521.9694
2502006.12.01 03:35modify890.701.96541.96541.9696
2512006.12.01 03:36modify860.901.96571.96571.9699
2522006.12.01 03:36modify870.801.96571.96571.9699
2532006.12.01 03:36modify880.701.96551.96551.9697
2542006.12.01 03:36modify920.501.96571.96571.9699
2552006.12.01 07:22modify900.601.96601.96601.9702
2562006.12.01 07:26t/p910.501.96941.96521.9694210.0018154.65
2572006.12.01 07:26t/p860.901.96991.96571.9699381.4218536.07
2582006.12.01 07:26t/p870.801.96991.96571.9699339.0418875.11
2592006.12.01 07:26t/p880.701.96971.96551.9697296.6619171.77
2602006.12.01 07:26t/p890.701.96961.96541.9696296.6619468.43
2612006.12.01 07:26t/p920.501.96991.96571.9699210.0019678.43
2622006.12.01 07:26t/p900.601.97021.96601.9702252.0019930.43
2632006.12.01 12:02buy931.001.96651.95811.9707
2642006.12.01 14:02modify931.001.96651.96651.9707
2652006.12.01 15:19t/p931.001.97071.96651.9707420.0020350.43
2662006.12.05 20:46sell941.001.97381.98221.9696
2672006.12.05 22:30sell950.901.97341.98181.9692
2682006.12.06 08:48modify941.001.97381.97381.9696
2692006.12.06 08:50modify950.901.97341.97341.9692
2702006.12.06 08:58t/p941.001.96961.97381.9696418.1020768.53
2712006.12.06 10:18t/p950.901.96921.97341.9692376.2921144.82
2722006.12.06 18:16sell961.101.96941.97781.9652
2732006.12.06 19:48modify961.101.96941.96941.9652
2742006.12.06 22:51buy971.001.96641.95801.9706
2752006.12.07 00:14t/p961.101.96521.96941.9652455.7321600.55
2762006.12.07 07:54modify971.001.96641.96641.9706
2772006.12.07 08:13t/p971.001.97061.96641.9706431.4022031.95
2782006.12.07 13:31buy981.101.96691.95851.9711
2792006.12.08 11:16s/l981.101.95851.95851.9711-919.8221112.13
2802006.12.08 20:00buy991.101.95371.94531.9579
2812006.12.08 20:16buy1000.901.95331.94491.9575
2822006.12.08 20:34buy1010.901.95361.94521.9578
2832006.12.08 20:51buy1020.801.95271.94431.9569
2842006.12.08 21:07buy1030.701.95291.94451.9571
2852006.12.08 21:22buy1040.601.95421.94581.9584
2862006.12.08 22:41modify1020.801.95271.95271.9569
2872006.12.08 22:42modify1030.701.95291.95291.9571
2882006.12.11 00:00s/l1030.701.95291.95291.95712.6621114.79
2892006.12.11 01:03s/l1020.801.95271.95271.95693.0421117.83
2902006.12.11 08:52modify1000.901.95331.95331.9575
2912006.12.11 08:52modify991.101.95371.95371.9579
2922006.12.11 08:52modify1010.901.95361.95361.9578
2932006.12.11 09:01s/l991.101.95371.95371.95794.1821122.01
2942006.12.11 09:53s/l1010.901.95361.95361.95783.4221125.43
2952006.12.11 09:55s/l1000.901.95331.95331.95753.4221128.85
2962006.12.11 13:31buy1051.001.94901.94061.9532
2972006.12.11 16:24modify1051.001.94901.94901.9532
2982006.12.11 16:37t/p1051.001.95321.94901.9532420.0021548.85
2992006.12.11 18:01sell1061.001.95531.96371.9511
3002006.12.11 18:01modify1040.601.95421.95421.9584
3012006.12.11 18:15t/p1040.601.95841.95421.9584254.2821803.13
3022006.12.12 09:49buy1071.001.96031.95191.9645
3032006.12.12 10:29s/l1061.001.96371.96371.9511-841.9020961.23
3042006.12.12 10:29modify1071.001.96031.96031.9645
3052006.12.12 10:49t/p1071.001.96451.96031.9645420.0021381.23
3062006.12.14 20:16sell1081.101.96091.96931.9567
3072006.12.15 10:30modify1081.101.96091.96091.9567
3082006.12.15 10:48t/p1081.101.95671.96091.9567459.9121841.14
3092006.12.18 01:01sell1091.101.95241.96081.9482
3102006.12.18 11:47modify1091.101.95241.95241.9482
3112006.12.18 14:37s/l1091.101.95241.95241.94820.0021841.14
3122006.12.18 21:33sell1101.101.94871.95711.9445
3132006.12.18 23:59close at stop1101.101.94781.95711.944598.9921940.13