Strategy Tester Report
Phoenix_EA_v5_7_4
(Build 211)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2006.01.01 23:00 - 2006.11.30 23:45 (2006.01.01 - 2006.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersC_INIT="=== Use INIT section - ignore all P_ settings ====="; U_PrefSettings=true; C_PhoenixSettings="===== Phoenix Mode Selected =============================="; U_Mode=1; C_M1_Settings="====== Phoenix Mode 1 (Stable) =================="; U_M1_BreakEvenAfterPips=0; P_M1_TS=0; C_M12_Settings="==== Phoenix Mode 1 & 2 - shared fields =================="; P_M12_TP=40; P_M12_SL=60; U_M12_MaxTrades=1; U_M12_ConsecSignals=5; C_M2_Settings="===== Phoenix Mode 2 (2 trades-testing, move 2nd SL)==="; P_M2_OpenTrade_2=0; P_M2_TP=50; P_M2_SL=60; U_M2_CloseTrade_1=false; C_M3="====== Phoenix Mode 3 (3 trades-testing, moving SL, incr profit) ====="; P_M3_CloseTrade_23=0; P_M3_TP=42; P_M3_SL=84; P_M3_T1adj=0.8; P_M3_T2adj=1; P_M3_T3adj=1.2; C_Function_Y="====== U_MM Money Management decreases lotsize in a losing streak ====="; U_MM=true; U_Lots=1; U_MaxRisk=0.05; U_DecreaseFactor=901000; U_AccIsMicro=false; U_MinLot=0.01; U_MaxLot=99; C_Function_X="====== Grace Functionality ======"; U_GraceHours=0; U_ForceHours=0; U_Grace_TS=10; C_Signal1="====== Signal 1 ==================================="; U_UseSig1=true; P_Percent=0.003; P_EnvPeriod=8; C_Signal2="====== Signal 2 =================================="; U_UseSig2=true; P_SMAPeriod=2; P_SMA2Bars=10; C_Signal3="====== Signal 3 =================================="; U_UseSig3=true; P_OSMAFast=12; P_OSMASlow=23; P_OSMASignal=2; C_Signal4="====== Signal 4 =================================="; U_UseSig4=true; P_Fast_Period=17; P_Slow_Period=36; P_DVBuySell=0.0024; P_DVStayOut=0.028; C_Signal5="====== Signal 5 ================================="; U_UseSig5=true; U_T1From=0; U_T1Until=24; U_T2From=0; U_T2Until=0; U_T3From=0; U_T3Until=0; U_T4From=0; U_T4Until=0;
Bars in test23859Ticks modelled1715089Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-222.63Gross profit1305.93Gross loss-1528.56
Profit factor0.85Expected payoff-15.90
Absolute drawdown240.51Maximal drawdown964.61 (8.99%)Relative drawdown8.99% (964.61)
Total trades14Short positions (won %)9 (66.67%)Long positions (won %)5 (60.00%)
Profit trades (% of total)9 (64.29%)Loss trades (% of total)5 (35.71%)
Largestprofit trade189.68loss trade-381.96
Averageprofit trade145.10loss trade-305.71
Maximumconsecutive wins (profit in money)6 (775.66)consecutive losses (loss in money)3 (-825.75)
Maximalconsecutive profit (count of wins)775.66 (6)consecutive loss (count of losses)-825.75 (3)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12006.01.02 08:00sell10.50117.71118.55117.29
22006.01.03 04:24t/p10.50117.29118.55117.29172.2210172.22
32006.01.03 10:15buy20.50117.08116.24117.50
42006.01.03 13:19t/p20.50117.50116.24117.50178.7210350.94
52006.01.03 13:30sell30.50117.53118.37117.11
62006.01.03 15:01t/p30.50117.11118.37117.11179.3310530.27
72006.01.04 01:30buy40.50116.08115.24116.50
82006.01.06 13:49s/l40.50115.24115.24116.50-340.6910189.58
92006.01.06 14:00buy50.50114.96114.12115.38
102006.01.09 00:25s/l50.50114.12114.12115.38-362.129827.46
112006.01.09 08:15sell60.10114.23115.07113.81
122006.01.12 09:11t/p60.10113.81115.07113.8130.059857.51
132006.01.12 21:00sell70.10114.29115.13113.87
142006.01.15 23:52t/p70.10113.87115.13113.8735.519893.02
152006.01.15 23:53buy80.50113.87113.03114.29
162006.01.16 03:59t/p80.50114.29113.03114.29189.6810082.70
172006.01.16 20:16buy90.50114.98114.14115.40
182006.01.17 11:43t/p90.50115.40114.14115.40187.9110270.61
192006.01.18 15:46sell100.50115.24116.08114.82
202006.01.23 01:19t/p100.50114.82116.08114.82148.6910419.30
212006.01.23 09:01sell110.50114.67115.51114.25
222006.01.23 12:49t/p110.50114.25115.51114.25183.8210603.12
232006.01.24 01:16sell120.50114.58115.42114.16
242006.01.25 14:13s/l120.50115.42115.42114.16-370.6110232.51
252006.01.25 14:15sell130.50115.37116.21114.95
262006.01.26 15:36s/l130.50116.21116.21114.95-381.969850.55
272006.01.26 16:15sell140.10116.14116.98115.72
282006.01.27 15:28s/l140.10116.98116.98115.72-73.189777.37