Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.01.01 23:00 - 2006.11.30 23:45 (2006.01.01 - 2006.12.01) |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | C_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 test | 23859 | Ticks modelled | 1715089 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -222.63 | Gross profit | 1305.93 | Gross loss | -1528.56 |
Profit factor | 0.85 | Expected payoff | -15.90 | | |
Absolute drawdown | 240.51 | Maximal drawdown | 964.61 (8.99%) | Relative drawdown | 8.99% (964.61) |
|
Total trades | 14 | Short 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%) |
Largest | profit trade | 189.68 | loss trade | -381.96 |
Average | profit trade | 145.10 | loss trade | -305.71 |
Maximum | consecutive wins (profit in money) | 6 (775.66) | consecutive losses (loss in money) | 3 (-825.75) |
Maximal | consecutive profit (count of wins) | 775.66 (6) | consecutive loss (count of losses) | -825.75 (3) |
Average | consecutive wins | 5 | consecutive losses | 3 |