Strategy Tester Report
Phoenix_EA_v4_2_REAL

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2006.03.22 00:00 - 2006.09.22 00:00 (2006.03.22 - 2006.09.22)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false; MM=true; 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; xfactor=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 test56174Ticks modelled801200Modelling quality90.00%
Initial deposit10000.00
Total net profit16256.95Gross profit28465.61Gross loss-12208.67
Profit factor2.33Expected payoff142.60
Absolute drawdown0.00Maximal drawdown1926.63 (6.84%)Relative drawdown8.77% (1390.43)
Total trades114Short positions (won %)64 (81.25%)Long positions (won %)50 (86.00%)
Profit trades (% of total)95 (83.33%)Loss trades (% of total)19 (16.67%)
Largestprofit trade575.61loss trade-1015.47
Averageprofit trade299.64loss trade-642.56
Maximumconsecutive wins (profit in money)17 (6308.34)consecutive losses (loss in money)2 (-1197.13)
Maximalconsecutive profit (count of wins)6308.34 (17)consecutive loss (count of losses)-1197.13 (2)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.03.22 01:30sell10.50117.28118.12116.86
22006.03.22 14:31t/p10.50116.86118.12116.86179.7210179.72
32006.03.22 14:31buy20.50116.85116.01117.27
42006.03.23 16:19t/p20.50117.27116.01117.27195.8310375.55
52006.03.23 16:19sell30.50117.30118.14116.88
62006.03.24 09:12s/l30.50118.14118.14116.88-361.7610013.79
72006.03.24 09:12sell40.50118.12118.96117.70
82006.03.24 16:17t/p40.50117.70118.96117.70178.4210192.21
92006.03.27 01:45sell50.50117.59118.43117.17
102006.03.27 02:51t/p50.50117.17118.43117.17179.2410371.45
112006.03.27 03:45buy60.50116.87116.03117.29
122006.03.28 18:16t/p60.50117.29116.03117.29184.6510556.10
132006.03.29 03:45buy70.50117.85117.01118.27
142006.04.03 06:25t/p70.50118.27117.01118.27205.5010761.60
152006.04.04 02:00sell80.50117.73118.57117.31
162006.04.04 15:44t/p80.50117.31118.57117.31179.0210940.62
172006.04.04 20:45sell90.50117.43118.27117.01
182006.04.05 05:08t/p90.50117.01118.27117.01173.1911113.80
192006.04.05 11:15sell100.60117.32118.16116.90
202006.04.07 17:14s/l100.60118.16118.16116.90-456.5910657.21
212006.04.07 17:14sell110.50118.16119.00117.74
222006.04.17 14:22t/p110.50117.74119.00117.74128.1110785.32
232006.04.17 14:30buy120.50117.72116.88118.14
242006.04.18 10:07t/p120.50118.14116.88118.14183.3410968.66
252006.04.18 20:30buy130.50117.35116.51117.77
262006.04.19 15:22t/p130.50117.77116.51117.77183.8711152.53
272006.04.19 15:22sell140.60117.80118.64117.38
282006.04.19 18:21t/p140.60117.38118.64117.38214.6911367.22
292006.04.20 12:00sell150.60117.57118.41117.15
302006.04.21 11:29t/p150.60117.15118.41117.15207.6111574.82
312006.04.21 20:30buy160.60116.89116.05117.31
322006.04.24 00:00s/l160.60116.05116.05117.31-428.9311145.90
332006.04.24 06:30buy170.60115.79114.95116.21
342006.04.24 09:37s/l170.60114.95114.95116.21-438.4910707.41
352006.04.24 18:30buy180.20114.63113.79115.05
362006.04.26 01:30t/p180.20115.05113.79115.0577.4910784.90
372006.04.26 02:00sell190.50114.88115.72114.46
382006.04.27 12:02t/p190.50114.46115.72114.46164.6810949.57
392006.04.27 12:02buy200.50114.42113.58114.84
402006.04.27 13:51t/p200.50114.84113.58114.84182.8111132.38
412006.04.27 16:00sell210.60114.99115.83114.57
422006.04.27 16:01t/p210.60114.57115.83114.57220.0911352.47
432006.04.27 16:01sell220.60114.47115.31114.05
442006.04.27 16:46t/p220.60114.05115.31114.05220.9611573.43
452006.04.28 09:00buy230.60114.24113.40114.66
462006.05.01 04:13s/l230.60113.40113.40114.66-437.7611135.67
472006.05.01 11:45sell240.60113.24114.08112.82
482006.05.01 14:42t/p240.60112.82114.08112.82223.3811359.05
492006.05.01 15:00buy250.60112.68111.84113.10
502006.05.01 17:35t/p250.60113.10111.84113.10222.8011581.85
512006.05.02 05:45sell260.60113.63114.47113.21
522006.05.02 16:53t/p260.60113.21114.47113.21222.6711804.52
532006.05.03 01:15sell270.60113.36114.20112.94
542006.05.03 08:34t/p270.60112.94114.20112.94223.1312027.65
552006.05.03 08:34buy280.60112.94112.10113.36
562006.05.03 10:21t/p280.60113.36112.10113.36222.3012249.95
572006.05.03 12:30sell290.60113.53114.37113.11
582006.05.05 15:07t/p290.60113.11114.37113.11192.6612442.61
592006.05.08 00:00sell300.60112.57113.41112.15
602006.05.08 00:00t/p300.60112.15113.41112.15225.1012667.71
612006.05.08 00:00sell310.60111.92112.76111.50
622006.05.08 09:04t/p310.60111.50112.76111.50226.0512893.76
632006.05.08 16:00sell320.60111.50112.34111.08
642006.05.09 16:19t/p320.60111.08112.34111.08219.3513113.11
652006.05.09 21:45sell330.70111.15111.99110.73
662006.05.10 08:51t/p330.70110.73111.99110.73256.7113369.82
672006.05.10 20:00buy340.70110.45109.61110.87
682006.05.11 00:52t/p340.70110.87109.61110.87288.7013658.52
692006.05.11 01:00sell350.70110.88111.72110.46
702006.05.11 17:34t/p350.70110.46111.72110.46266.2113924.73
712006.05.11 22:45sell360.70110.66111.50110.24
722006.05.12 01:35t/p360.70110.24111.50110.24257.8914182.62
732006.05.12 08:30buy370.70110.02109.18110.44
742006.05.12 16:31t/p370.70110.44109.18110.44266.2114448.83
752006.05.15 06:15sell380.70109.66110.50109.24
762006.05.15 10:20s/l380.70110.50110.50109.24-532.0313916.80
772006.05.15 10:20sell390.70110.49111.33110.07
782006.05.15 11:37t/p390.70110.07111.33110.07267.1314183.93
792006.05.15 17:00sell400.70110.28111.12109.86
802006.05.15 23:00t/p400.70109.86111.12109.86267.7414451.67
812006.05.15 23:15sell410.70110.53111.37110.11
822006.05.16 05:38t/p410.70110.11111.37110.11258.2314709.90
832006.05.16 11:00sell420.70110.45111.29110.03
842006.05.16 14:36t/p420.70110.03111.29110.03267.2314977.13
852006.05.16 20:30buy430.70109.79108.95110.21
862006.05.17 17:29t/p430.70110.21108.95110.21274.5515251.68
872006.05.18 03:30buy440.80110.75109.91111.17
882006.05.18 13:35t/p440.80111.17109.91111.17302.1915553.87
892006.05.18 13:35sell450.80111.19112.03110.77
902006.05.18 15:30t/p450.80110.77112.03110.77303.4415857.31
912006.05.19 00:30sell460.80110.86111.70110.44
922006.05.19 09:45s/l460.80111.70111.70110.44-601.3915255.92
932006.05.22 02:45sell470.80111.94112.78111.52
942006.05.22 08:43s/l470.80112.78112.78111.52-595.7414660.18
952006.05.23 01:45sell480.20111.67112.51111.25
962006.05.23 06:48t/p480.20111.25112.51111.2575.5114735.69
972006.05.23 07:00buy490.70111.11110.27111.53
982006.05.23 09:55t/p490.70111.53110.27111.53263.5414999.23
992006.05.23 15:30sell500.70111.44112.28111.02
1002006.05.24 00:03s/l500.70112.28112.28111.02-532.3514466.89
1012006.05.24 11:00buy510.70111.86111.02112.28
1022006.05.24 15:15t/p510.70112.28111.02112.28261.8214728.71
1032006.05.24 16:15sell520.70112.55113.39112.13
1042006.05.25 14:32t/p520.70112.13113.39112.13235.8314964.53
1052006.05.26 01:45buy530.70111.76110.92112.18
1062006.05.26 05:46t/p530.70112.18110.92112.18262.0415226.57
1072006.05.26 10:15buy540.80111.93111.09112.35
1082006.05.26 15:31t/p540.80112.35111.09112.35298.9615525.53
1092006.05.26 15:31sell550.80112.39113.23111.97
1102006.05.30 05:33t/p550.80111.97113.23111.97280.0315805.56
1112006.05.30 13:45sell560.80112.17113.01111.75
1122006.05.30 16:04t/p560.80111.75113.01111.75300.7316106.29
1132006.05.30 18:45buy570.80112.06111.22112.48
1142006.05.31 20:31t/p570.80112.48111.22112.48307.6816413.97
1152006.06.01 02:30sell580.80112.60113.44112.18
1162006.06.02 14:30t/p580.80112.18113.44112.18289.7416703.71
1172006.06.02 14:45buy590.80111.87111.03112.29
1182006.06.05 22:29t/p590.80112.29111.03112.29308.1917011.90
1192006.06.06 09:15buy600.90112.13111.29112.55
1202006.06.06 14:12t/p600.90112.55111.29112.55335.8517347.75
1212006.06.06 14:12sell610.90112.55113.39112.13
1222006.06.06 16:47s/l610.90113.39113.39112.13-666.6616681.09
1232006.06.07 03:15buy620.80113.07112.23113.49
1242006.06.07 15:32t/p620.80113.49112.23113.49295.9816977.07
1252006.06.07 20:30buy630.80113.47112.63113.89
1262006.06.08 09:19t/p630.80113.89112.63113.89321.8817298.95
1272006.06.08 09:30sell640.90113.92114.76113.50
1282006.06.13 09:06s/l640.90114.76114.76113.50-692.7016606.25
1292006.06.13 12:00buy650.80114.45113.61114.87
1302006.06.13 16:06t/p650.80114.87113.61114.87292.5116898.76
1312006.06.14 09:00buy660.80115.01114.17115.43
1322006.06.19 02:54t/p660.80115.43114.17115.43335.8417234.60
1332006.06.19 11:30buy670.90115.67114.83116.09
1342006.06.20 08:47s/l670.90114.83114.83116.09-648.4016586.20
1352006.06.20 20:45buy680.80114.85114.01115.27
1362006.06.22 12:15t/p680.80115.27114.01115.27327.3016913.50
1372006.06.23 00:00buy690.80116.16115.32116.58
1382006.06.23 14:49t/p690.80116.58115.32116.58288.2217201.72
1392006.06.26 08:00sell700.90116.36117.20115.94
1402006.06.27 03:19t/p700.90115.94117.20115.94314.7517516.47
1412006.06.27 08:30sell710.90116.20117.04115.78
1422006.06.29 20:17t/p710.90115.78117.04115.78281.3217797.79
1432006.06.30 04:30buy720.90114.89114.05115.31
1442006.07.05 15:15t/p720.90115.31114.05115.31357.8818155.67
1452006.07.05 23:00sell730.90115.71116.55115.29
1462006.07.06 14:57t/p730.90115.29116.55115.29294.0018449.67
1472006.07.06 14:57buy740.90115.27114.43115.69
1482006.07.07 14:30s/l740.90114.43114.43115.69-650.7617798.91
1492006.07.10 00:00sell750.90113.87114.71113.45
1502006.07.10 11:17t/p750.90113.45114.71113.45333.2718132.18
1512006.07.10 13:15sell760.90113.84114.68113.42
1522006.07.11 15:14s/l760.90114.68114.68113.42-670.5417461.64
1532006.07.11 18:00buy770.90114.17113.33114.59
1542006.07.12 10:08t/p770.90114.59113.33114.59339.9317801.57
1552006.07.12 23:00sell780.90115.50116.34115.08
1562006.07.13 10:03t/p780.90115.08116.34115.08294.5418096.10
1572006.07.13 17:30buy790.90115.38114.54115.80
1582006.07.14 03:21t/p790.90115.80114.54115.80336.5118432.61
1592006.07.14 03:30sell800.90115.73116.57115.31
1602006.07.17 09:55s/l800.90116.57116.57115.31-659.7917772.82
1612006.07.17 22:30sell810.90117.22118.06116.80
1622006.07.18 09:14t/p810.90116.80118.06116.80312.3218085.14
1632006.07.18 09:15buy820.90116.80115.96117.22
1642006.07.18 16:31t/p820.90117.22115.96117.22322.4218407.56
1652006.07.18 16:31sell830.90117.24118.08116.82
1662006.07.19 18:58t/p830.90116.82118.08116.82312.3018719.86
1672006.07.20 00:30sell840.90116.86117.70116.44
1682006.07.21 09:36t/p840.90116.44117.70116.44313.3219033.18
1692006.07.21 09:36buy851.00116.44115.60116.86
1702006.07.24 20:04t/p851.00116.86115.60116.86370.6019403.78
1712006.07.25 03:30sell861.00116.83117.67116.41
1722006.07.26 20:20t/p861.00116.41117.67116.41348.3219752.10
1732006.07.27 03:00sell871.00116.30117.14115.88
1742006.07.27 10:31t/p871.00115.88117.14115.88362.4520114.55
1752006.07.27 20:15sell881.00115.78116.62115.36
1762006.07.28 11:42t/p881.00115.36116.62115.36351.5420466.09
1772006.07.28 13:00sell891.00115.67116.51115.25
1782006.07.28 14:31t/p891.00115.25116.51115.25364.5520830.64
1792006.07.31 02:00buy901.00114.69113.85115.11
1802006.08.01 15:01t/p901.00115.11113.85115.11376.0021206.64
1812006.08.01 20:15buy911.10114.73113.89115.15
1822006.08.03 11:32t/p911.10115.15113.89115.15450.5021657.14
1832006.08.03 16:30buy921.10114.93114.09115.35
1842006.08.04 11:18t/p921.10115.35114.09115.35412.8122069.95
1852006.08.07 02:45buy931.10114.36113.52114.78
1862006.08.07 11:27t/p931.10114.78113.52114.78402.4822472.43
1872006.08.07 20:30sell941.10115.10115.94114.68
1882006.08.08 20:14t/p941.10114.68115.94114.68389.2422861.68
1892006.08.08 23:00sell951.10115.29116.13114.87
1902006.08.09 12:45t/p951.10114.87116.13114.87388.4023250.08
1912006.08.09 17:15sell961.20115.18116.02114.76
1922006.08.10 11:22t/p961.20114.76116.02114.76393.9623644.05
1932006.08.10 15:15buy971.20114.87114.03115.29
1942006.08.10 16:24t/p971.20115.29114.03115.29437.1224081.17
1952006.08.11 04:15sell981.20115.47116.31115.05
1962006.08.11 14:31s/l981.20116.31116.31115.05-866.5723214.60
1972006.08.11 19:00sell991.20116.23117.07115.81
1982006.08.16 14:31t/p991.20115.81117.07115.81389.9523604.55
1992006.08.16 22:15sell1001.20115.83116.67115.41
2002006.08.17 09:20t/p1001.20115.41116.67115.41391.4623996.01
2012006.08.17 09:30buy1011.20115.38114.54115.80
2022006.08.17 19:00t/p1011.20115.80114.54115.80435.2424431.25
2032006.08.18 04:00sell1021.20116.03116.87115.61
2042006.08.18 11:44t/p1021.20115.61116.87115.61436.0324867.28
2052006.08.18 11:44buy1031.20115.59114.75116.01
2062006.08.22 00:11t/p1031.20116.01114.75116.01461.3325328.61
2072006.08.22 09:00buy1041.30116.10115.26116.52
2082006.08.22 15:54t/p1041.30116.52115.26116.52468.5925797.20
2092006.08.23 07:45buy1051.30116.39115.55116.81
2102006.08.25 07:31t/p1051.30116.81115.55116.81525.6226322.83
2112006.08.25 07:31sell1061.30116.82117.66116.40
2122006.09.04 06:50t/p1061.30116.40117.66116.40338.4026661.22
2132006.09.04 19:15buy1071.30116.05115.21116.47
2142006.09.06 13:16t/p1071.30116.47115.21116.47497.8727159.10
2152006.09.07 04:45sell1081.40116.77117.61116.35
2162006.09.07 11:04t/p1081.40116.35117.61116.35505.4227664.52
2172006.09.07 21:30buy1091.40116.38115.54116.80
2182006.09.08 15:05t/p1091.40116.80115.54116.80519.0628183.58
2192006.09.11 00:30sell1101.40117.01117.85116.59
2202006.09.12 17:38s/l1101.40117.85117.85116.59-1015.4727168.11
2212006.09.13 01:00buy1111.40117.83116.99118.25
2222006.09.18 13:25t/p1111.40118.25116.99118.25575.6127743.72
2232006.09.18 17:15buy1121.40117.98117.14118.40
2242006.09.19 14:45s/l1121.40117.14117.14118.40-988.3326755.39
2252006.09.20 02:30sell1131.30117.61118.45117.19
2262006.09.20 08:55t/p1131.30117.19118.45117.19465.9527221.34
2272006.09.20 09:00buy1141.40117.13116.29117.55
2282006.09.21 21:12s/l1141.40116.29116.29117.55-964.4026256.95