Strategy Tester Report
Phoenix_EA_v4_2_REAL

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2006.04.04 00:00 - 2006.10.04 00:00 (2006.04.04 - 2006.10.04)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false; MM=false; AccountIsMicro=false; TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=2; SMA2Bars=18; Percent=0.0032; EnvelopePeriod=2; OSMAFast=5; OSMASlow=22; OSMASignal=2; Correction1=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=25; Fast_Price=1; Slow_Period=15; Slow_Price=1; DVBuySell=0.0029; DVStayOut=0.024;
Bars in test56934Ticks modelled792016Modelling quality90.00%
Initial deposit10000.00
Total net profit20129.86Gross profit34098.79Gross loss-13968.93
Profit factor2.44Expected payoff178.14
Absolute drawdown56.19Maximal drawdown2092.69 (6.84%)Relative drawdown12.42% (1445.76)
Total trades113Short positions (won %)62 (80.65%)Long positions (won %)51 (86.27%)
Profit trades (% of total)94 (83.19%)Loss trades (% of total)19 (16.81%)
Largestprofit trade419.47loss trade-769.45
Averageprofit trade362.75loss trade-735.21
Maximumconsecutive wins (profit in money)17 (6124.37)consecutive losses (loss in money)2 (-1496.42)
Maximalconsecutive profit (count of wins)6124.37 (17)consecutive loss (count of losses)-1496.42 (2)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.04.04 02:00sell11.00117.73118.57117.31
22006.04.04 15:44t/p11.00117.31118.57117.31358.0610358.06
32006.04.04 20:45sell21.00117.43118.27117.01
42006.04.05 05:08t/p21.00117.01118.27117.01346.4410704.50
52006.04.05 11:15sell31.00117.32118.16116.90
62006.04.07 17:14s/l31.00118.16118.16116.90-760.709943.81
72006.04.07 17:14sell41.00118.16119.00117.74
82006.04.17 14:22t/p41.00117.74119.00117.74256.8210200.63
92006.04.17 14:30buy51.00117.72116.88118.14
102006.04.18 10:07t/p51.00118.14116.88118.14366.6210567.24
112006.04.18 20:30buy61.00117.35116.51117.77
122006.04.19 15:22t/p61.00117.77116.51117.77367.6810934.92
132006.04.19 15:22sell71.00117.80118.64117.38
142006.04.19 18:21t/p71.00117.38118.64117.38357.8211292.74
152006.04.20 12:00sell81.00117.57118.41117.15
162006.04.21 11:29t/p81.00117.15118.41117.15346.0811638.82
172006.04.21 20:30buy91.00116.89116.05117.31
182006.04.24 00:00s/l91.00116.05116.05117.31-714.9510923.88
192006.04.24 06:30buy101.00115.79114.95116.21
202006.04.24 09:37s/l101.00114.95114.95116.21-730.8210193.06
212006.04.24 18:30buy111.00114.63113.79115.05
222006.04.26 01:30t/p111.00115.05113.79115.05387.3310580.39
232006.04.26 02:00sell121.00114.88115.72114.46
242006.04.27 12:02t/p121.00114.46115.72114.46329.5810909.97
252006.04.27 12:02buy131.00114.42113.58114.84
262006.04.27 13:51t/p131.00114.84113.58114.84365.6311275.60
272006.04.27 16:00sell141.00114.99115.83114.57
282006.04.27 16:01t/p141.00114.57115.83114.57366.8211642.42
292006.04.27 16:01sell151.00114.47115.31114.05
302006.04.27 16:46t/p151.00114.05115.31114.05368.2612010.68
312006.04.28 09:00buy161.00114.24113.40114.66
322006.05.01 04:13s/l161.00113.40113.40114.66-729.6611281.02
332006.05.01 11:45sell171.00113.24114.08112.82
342006.05.01 14:42t/p171.00112.82114.08112.82372.3111653.33
352006.05.01 15:00buy181.00112.68111.84113.10
362006.05.01 17:35t/p181.00113.10111.84113.10371.3212024.65
372006.05.02 05:45sell191.00113.63114.47113.21
382006.05.02 16:53t/p191.00113.21114.47113.21371.1312395.78
392006.05.03 01:15sell201.00113.36114.20112.94
402006.05.03 08:34t/p201.00112.94114.20112.94371.8812767.65
412006.05.03 08:34buy211.00112.94112.10113.36
422006.05.03 10:21t/p211.00113.36112.10113.36370.5013138.15
432006.05.03 12:30sell221.00113.53114.37113.11
442006.05.05 15:07t/p221.00113.11114.37113.11321.3713459.53
452006.05.08 00:00sell231.00112.57113.41112.15
462006.05.08 00:00t/p231.00112.15113.41112.15375.1713834.70
472006.05.08 00:00sell241.00111.92112.76111.50
482006.05.08 09:04t/p241.00111.50112.76111.50376.7514211.45
492006.05.08 16:00sell251.00111.50112.34111.08
502006.05.09 16:19t/p251.00111.08112.34111.08365.6414577.09
512006.05.09 21:45sell261.00111.15111.99110.73
522006.05.10 08:51t/p261.00110.73111.99110.73366.8114943.89
532006.05.10 20:00buy271.00110.45109.61110.87
542006.05.11 00:52t/p271.00110.87109.61110.87412.2415356.13
552006.05.11 01:00sell281.00110.88111.72110.46
562006.05.11 17:34t/p281.00110.46111.72110.46380.2915736.42
572006.05.11 22:45sell291.00110.66111.50110.24
582006.05.12 01:35t/p291.00110.24111.50110.24368.5016104.91
592006.05.12 08:30buy301.00110.02109.18110.44
602006.05.12 16:31t/p301.00110.44109.18110.44380.3016485.21
612006.05.15 06:15sell311.00109.66110.50109.24
622006.05.15 10:20s/l311.00110.50110.50109.24-760.0515725.16
632006.05.15 10:20sell321.00110.49111.33110.07
642006.05.15 11:37t/p321.00110.07111.33110.07381.6116106.77
652006.05.15 17:00sell331.00110.28111.12109.86
662006.05.15 23:00t/p331.00109.86111.12109.86382.4816489.25
672006.05.15 23:15sell341.00110.53111.37110.11
682006.05.16 05:38t/p341.00110.11111.37110.11368.9816858.23
692006.05.16 11:00sell351.00110.45111.29110.03
702006.05.16 14:36t/p351.00110.03111.29110.03381.7517239.98
712006.05.16 20:30buy361.00109.79108.95110.21
722006.05.17 17:29t/p361.00110.21108.95110.21392.1517632.13
732006.05.18 03:30buy371.00110.75109.91111.17
742006.05.18 13:35t/p371.00111.17109.91111.17377.7318009.86
752006.05.18 13:35sell381.00111.19112.03110.77
762006.05.18 15:30t/p381.00110.77112.03110.77379.3018389.16
772006.05.19 00:30sell391.00110.86111.70110.44
782006.05.19 09:45s/l391.00111.70111.70110.44-751.7417637.42
792006.05.22 02:45sell401.00111.94112.78111.52
802006.05.22 08:43s/l401.00112.78112.78111.52-744.6816892.74
812006.05.23 01:45sell411.00111.67112.51111.25
822006.05.23 06:48t/p411.00111.25112.51111.25377.5617270.30
832006.05.23 07:00buy421.00111.11110.27111.53
842006.05.23 09:55t/p421.00111.53110.27111.53376.4817646.78
852006.05.23 15:30sell431.00111.44112.28111.02
862006.05.24 00:03s/l431.00112.28112.28111.02-760.4216886.36
872006.05.24 11:00buy441.00111.86111.02112.28
882006.05.24 15:15t/p441.00112.28111.02112.28374.0417260.40
892006.05.24 16:15sell451.00112.55113.39112.13
902006.05.25 14:32t/p451.00112.13113.39112.13337.1017597.50
912006.05.26 01:45buy461.00111.76110.92112.18
922006.05.26 05:46t/p461.00112.18110.92112.18374.3317971.83
932006.05.26 10:15buy471.00111.93111.09112.35
942006.05.26 15:31t/p471.00112.35111.09112.35373.7018345.54
952006.05.26 15:31sell481.00112.39113.23111.97
962006.05.30 05:33t/p481.00111.97113.23111.97350.1818695.71
972006.05.30 13:45sell491.00112.17113.01111.75
982006.05.30 16:04t/p491.00111.75113.01111.75375.9119071.62
992006.05.30 18:45buy501.00112.06111.22112.48
1002006.05.31 20:31t/p501.00112.48111.22112.48384.5319456.16
1012006.06.01 02:30sell511.00112.60113.44112.18
1022006.06.02 14:30t/p511.00112.18113.44112.18362.2419818.39
1032006.06.02 14:45buy521.00111.87111.03112.29
1042006.06.05 22:29t/p521.00112.29111.03112.29385.1820203.57
1052006.06.06 09:15buy531.00112.13111.29112.55
1062006.06.06 14:12t/p531.00112.55111.29112.55373.1720576.74
1072006.06.06 14:12sell541.00112.55113.39112.13
1082006.06.06 16:47s/l541.00113.39113.39112.13-740.7419836.00
1092006.06.07 03:15buy551.00113.07112.23113.49
1102006.06.07 15:32t/p551.00113.49112.23113.49369.9820205.98
1112006.06.07 20:30buy561.00113.47112.63113.89
1122006.06.08 09:19t/p561.00113.89112.63113.89402.1420608.12
1132006.06.08 09:30sell571.00113.92114.76113.50
1142006.06.13 09:06s/l571.00114.76114.76113.50-769.4519838.68
1152006.06.13 12:00buy581.00114.45113.61114.87
1162006.06.13 16:06t/p581.00114.87113.61114.87365.6320204.31
1172006.06.14 09:00buy591.00115.01114.17115.43
1182006.06.19 02:54t/p591.00115.43114.17115.43419.4720623.77
1192006.06.19 11:30buy601.00115.67114.83116.09
1202006.06.20 08:47s/l601.00114.83114.83116.09-720.5119903.27
1212006.06.20 20:45buy611.00114.85114.01115.27
1222006.06.22 12:15t/p611.00115.27114.01115.27408.8820312.15
1232006.06.23 00:00buy621.00116.16115.32116.58
1242006.06.23 14:49t/p621.00116.58115.32116.58360.2720672.42
1252006.06.26 08:00sell631.00116.36117.20115.94
1262006.06.27 03:19t/p631.00115.94117.20115.94349.7821022.20
1272006.06.27 08:30sell641.00116.20117.04115.78
1282006.06.29 20:17t/p641.00115.78117.04115.78312.8721335.07
1292006.06.30 04:30buy651.00114.89114.05115.31
1302006.07.05 15:15t/p651.00115.31114.05115.31397.4521732.52
1312006.07.05 23:00sell661.00115.71116.55115.29
1322006.07.06 14:57t/p661.00115.29116.55115.29326.8822059.39
1332006.07.06 14:57buy671.00115.27114.43115.69
1342006.07.07 14:30s/l671.00114.43114.43115.69-723.1321336.26
1352006.07.10 00:00sell681.00113.87114.71113.45
1362006.07.10 11:17t/p681.00113.45114.71113.45370.3121706.57
1372006.07.10 13:15sell691.00113.84114.68113.42
1382006.07.11 15:14s/l691.00114.68114.68113.42-744.9820961.59
1392006.07.11 18:00buy701.00114.17113.33114.59
1402006.07.12 10:08t/p701.00114.59113.33114.59377.6321339.22
1412006.07.12 23:00sell711.00115.50116.34115.08
1422006.07.13 10:03t/p711.00115.08116.34115.08327.4721666.69
1432006.07.13 17:30buy721.00115.38114.54115.80
1442006.07.14 03:21t/p721.00115.80114.54115.80373.8322040.53
1452006.07.14 03:30sell731.00115.73116.57115.31
1462006.07.17 09:55s/l731.00116.57116.57115.31-733.0321307.49
1472006.07.17 22:30sell741.00117.22118.06116.80
1482006.07.18 09:14t/p741.00116.80118.06116.80347.0921654.59
1492006.07.18 09:15buy751.00116.80115.96117.22
1502006.07.18 16:31t/p751.00117.22115.96117.22358.2422012.83
1512006.07.18 16:31sell761.00117.24118.08116.82
1522006.07.19 18:58t/p761.00116.82118.08116.82347.0722359.89
1532006.07.20 00:30sell771.00116.86117.70116.44
1542006.07.21 09:36t/p771.00116.44117.70116.44348.2022708.10
1552006.07.21 09:36buy781.00116.44115.60116.86
1562006.07.24 20:04t/p781.00116.86115.60116.86370.5323078.63
1572006.07.25 03:30sell791.00116.83117.67116.41
1582006.07.26 20:20t/p791.00116.41117.67116.41348.3923427.03
1592006.07.27 03:00sell801.00116.30117.14115.88
1602006.07.27 10:31t/p801.00115.88117.14115.88362.4523789.48
1612006.07.27 20:15sell811.00115.78116.62115.36
1622006.07.28 11:42t/p811.00115.36116.62115.36351.6224141.10
1632006.07.28 13:00sell821.00115.67116.51115.25
1642006.07.28 14:31t/p821.00115.25116.51115.25364.5524505.65
1652006.07.31 02:00buy831.00114.69113.85115.11
1662006.08.01 15:01t/p831.00115.11113.85115.11375.9424881.58
1672006.08.01 20:15buy841.00114.73113.89115.15
1682006.08.03 11:32t/p841.00115.15113.89115.15409.2825290.86
1692006.08.03 16:30buy851.00114.93114.09115.35
1702006.08.04 11:18t/p851.00115.35114.09115.35375.2125666.08
1712006.08.07 02:45buy861.00114.36113.52114.78
1722006.08.07 11:27t/p861.00114.78113.52114.78365.8926031.97
1732006.08.07 20:30sell871.00115.10115.94114.68
1742006.08.08 20:14t/p871.00114.68115.94114.68353.9426385.90
1752006.08.08 23:00sell881.00115.29116.13114.87
1762006.08.09 12:45t/p881.00114.87116.13114.87353.1726739.07
1772006.08.09 17:15sell891.00115.18116.02114.76
1782006.08.10 11:22t/p891.00114.76116.02114.76328.5327067.60
1792006.08.10 15:15buy901.00114.87114.03115.29
1802006.08.10 16:24t/p901.00115.29114.03115.29364.2627431.86
1812006.08.11 04:15sell911.00115.47116.31115.05
1822006.08.11 14:31s/l911.00116.31116.31115.05-722.1426709.72
1832006.08.11 19:00sell921.00116.23117.07115.81
1842006.08.16 14:31t/p921.00115.81117.07115.81325.1927034.90
1852006.08.16 22:15sell931.00115.83116.67115.41
1862006.08.17 09:20t/p931.00115.41116.67115.41326.4427361.34
1872006.08.17 09:30buy941.00115.38114.54115.80
1882006.08.17 19:00t/p941.00115.80114.54115.80362.7027724.04
1892006.08.18 04:00sell951.00116.03116.87115.61
1902006.08.18 11:44t/p951.00115.61116.87115.61363.3628087.40
1912006.08.18 11:44buy961.00115.59114.75116.01
1922006.08.22 00:11t/p961.00116.01114.75116.01384.3128471.71
1932006.08.22 09:00buy971.00116.10115.26116.52
1942006.08.22 15:54t/p971.00116.52115.26116.52360.4528832.16
1952006.08.23 07:45buy981.00116.39115.55116.81
1962006.08.25 07:31t/p981.00116.81115.55116.81404.0729236.23
1972006.08.25 07:31sell991.00116.82117.66116.40
1982006.09.04 06:50t/p991.00116.40117.66116.40260.9029497.13
1992006.09.04 19:15buy1001.00116.05115.21116.47
2002006.09.06 13:16t/p1001.00116.47115.21116.47382.8429879.97
2012006.09.07 04:45sell1011.00116.77117.61116.35
2022006.09.07 11:04t/p1011.00116.35117.61116.35361.0230240.99
2032006.09.07 21:30buy1021.00116.38115.54116.80
2042006.09.08 15:05t/p1021.00116.80115.54116.80370.6930611.69
2052006.09.11 00:30sell1031.00117.01117.85116.59
2062006.09.12 17:38s/l1031.00117.85117.85116.59-725.2629886.42
2072006.09.13 01:00buy1041.00117.83116.99118.25
2082006.09.18 13:25t/p1041.00118.25116.99118.25410.8230297.24
2092006.09.18 17:15buy1051.00117.98117.14118.40
2102006.09.19 14:45s/l1051.00117.14117.14118.40-706.0129591.22
2112006.09.20 02:30sell1061.00117.61118.45117.19
2122006.09.20 08:55t/p1061.00117.19118.45117.19358.4329949.65
2132006.09.20 09:00buy1071.00117.13116.29117.55
2142006.09.21 21:12s/l1071.00116.29116.29117.55-689.0629260.59
2152006.09.22 03:15sell1081.00116.38117.22115.96
2162006.09.26 18:29s/l1081.00117.22117.22115.96-741.6028518.99
2172006.09.27 01:30buy1091.00117.03116.19117.45
2182006.09.27 16:00t/p1091.00117.45116.19117.45357.5328876.52
2192006.09.27 23:45buy1101.00117.50116.66117.92
2202006.09.28 16:56t/p1101.00117.92116.66117.92389.5429266.07
2212006.09.28 22:45buy1111.00117.82116.98118.24
2222006.10.02 03:25t/p1111.00118.24116.98118.24377.4529643.52
2232006.10.02 04:45sell1121.00118.23119.07117.81
2242006.10.02 15:35t/p1121.00117.81119.07117.81356.5130000.03
2252006.10.02 15:35buy1131.00117.81116.97118.23
2262006.10.03 23:59close at stop1131.00117.95116.97118.23129.8230129.85