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=0.5; DecreaseFactor=1; 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 profit214798.21Gross profit327544.42Gross loss-112746.21
Profit factor2.91Expected payoff5114.24
Absolute drawdown1029.11Maximal drawdown68859.94 (38.01%)Relative drawdown59.22% (19758.19)
Total trades42Short positions (won %)28 (89.29%)Long positions (won %)14 (78.57%)
Profit trades (% of total)36 (85.71%)Loss trades (% of total)6 (14.29%)
Largestprofit trade36037.08loss trade-68859.94
Averageprofit trade9098.46loss trade-18791.04
Maximumconsecutive wins (profit in money)14 (164505.94)consecutive losses (loss in money)2 (-19758.19)
Maximalconsecutive profit (count of wins)164505.94 (14)consecutive loss (count of losses)-68859.94 (1)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.03.22 01:30sell15.00117.28118.12116.86
22006.03.22 14:31t/p15.00116.86118.12116.861797.1711797.17
32006.03.22 14:31buy25.90116.85116.01117.27
42006.03.23 16:19t/p25.90117.27116.01117.272310.7814107.95
52006.03.23 16:19sell37.10117.30118.14116.88
62006.03.24 09:12s/l37.10118.14118.14116.88-5137.068970.89
72006.03.24 09:12sell44.50118.12118.96117.70
82006.03.24 16:17t/p44.50117.70118.96117.701605.7810576.67
92006.03.27 01:45sell55.30117.59118.43117.17
102006.03.27 02:51t/p55.30117.17118.43117.171899.9712476.64
112006.03.27 03:45buy66.20116.87116.03117.29
122006.03.28 18:16t/p66.20117.29116.03117.292289.5814766.23
132006.03.29 03:45buy77.40117.85117.01118.27
142006.04.03 06:25t/p77.40118.27117.01118.273041.4117807.63
152006.04.04 02:00sell88.90117.73118.57117.31
162006.04.04 15:44t/p88.90117.31118.57117.313186.7120994.34
172006.04.04 20:45sell910.50117.43118.27117.01
182006.04.05 05:08t/p910.50117.01118.27117.013636.9424631.28
192006.04.05 11:15sell1012.30117.32118.16116.90
202006.04.07 17:14s/l1012.30118.16118.16116.90-9360.2315271.05
212006.04.07 17:14sell117.60118.16119.00117.74
222006.04.17 14:22t/p117.60117.74119.00117.741947.3617218.41
232006.04.17 14:30buy128.60117.72116.88118.14
242006.04.18 10:07t/p128.60118.14116.88118.143153.4520371.86
252006.04.18 20:30buy1310.20117.35116.51117.77
262006.04.19 15:22t/p1310.20117.77116.51117.773750.9224122.78
272006.04.19 15:22sell1412.10117.80118.64117.38
282006.04.19 18:21t/p1412.10117.38118.64117.384329.5328452.31
292006.04.20 12:00sell1514.20117.57118.41117.15
302006.04.21 11:29t/p1514.20117.15118.41117.154913.3133365.62
312006.04.21 20:30buy1616.70116.89116.05117.31
322006.04.24 00:00s/l1616.70116.05116.05117.31-11938.4621427.15
332006.04.24 06:30buy1710.70115.79114.95116.21
342006.04.24 09:37s/l1710.70114.95114.95116.21-7819.7313607.42
352006.04.24 18:30buy180.10114.63113.79115.05
362006.04.26 01:30t/p180.10115.05113.79115.0538.7513646.17
372006.04.26 02:00sell196.80114.88115.72114.46
382006.04.27 12:02t/p196.80114.46115.72114.462239.6715885.85
392006.04.27 12:02buy207.90114.42113.58114.84
402006.04.27 13:51t/p207.90114.84113.58114.842888.4818774.33
412006.04.27 16:00sell219.40114.99115.83114.57
422006.04.27 16:01t/p219.40114.57115.83114.573448.0422222.37
432006.04.27 16:01sell2211.10114.47115.31114.05
442006.04.27 16:46t/p2211.10114.05115.31114.054087.6826310.05
452006.04.28 09:00buy2313.20114.24113.40114.66
462006.05.01 04:13s/l2313.20113.40113.40114.66-9630.7916679.25
472006.05.01 11:45sell248.30113.24114.08112.82
482006.05.01 14:42t/p248.30112.82114.08112.823090.1519769.40
492006.05.01 15:00buy259.90112.68111.84113.10
502006.05.01 17:35t/p259.90113.10111.84113.103676.0723445.47
512006.05.02 05:45sell2611.70113.63114.47113.21
522006.05.02 16:53t/p2611.70113.21114.47113.214342.1427787.61
532006.05.03 01:15sell2713.90113.36114.20112.94
542006.05.03 08:34t/p2713.90112.94114.20112.945169.1132956.72
552006.05.03 08:34buy2816.50112.94112.10113.36
562006.05.03 10:21t/p2816.50113.36112.10113.366113.2739069.99
572006.05.03 12:30sell2919.50113.53114.37113.11
582006.05.05 15:07t/p2919.50113.11114.37113.116261.0445331.03
592006.05.08 00:00sell3022.70112.57113.41112.15
602006.05.08 00:00t/p3022.70112.15113.41112.158516.3053847.33
612006.05.08 00:00sell3126.90111.92112.76111.50
622006.05.08 09:04t/p3126.90111.50112.76111.5010134.5663981.89
632006.05.08 16:00sell3232.00111.50112.34111.08
642006.05.09 16:19t/p3232.00111.08112.34111.0811698.2975680.18
652006.05.09 21:45sell3337.80111.15111.99110.73
662006.05.10 08:51t/p3337.80110.73111.99110.7313862.4989542.67
672006.05.10 20:00buy3444.80110.45109.61110.87
682006.05.11 00:52t/p3444.80110.87109.61110.8718476.58108019.25
692006.05.11 01:00sell3554.00110.88111.72110.46
702006.05.11 17:34t/p3554.00110.46111.72110.4620536.04128555.29
712006.05.11 22:45sell3664.30110.66111.50110.24
722006.05.12 01:35t/p3664.30110.24111.50110.2423689.31152244.59
732006.05.12 08:30buy3776.10110.02109.18110.44
742006.05.12 16:31t/p3776.10110.44109.18110.4428940.60181185.19
752006.05.15 06:15sell3890.60109.66110.50109.24
762006.05.15 10:20s/l3890.60110.50110.50109.24-68859.94112325.25
772006.05.15 10:20sell3956.20110.49111.33110.07
782006.05.15 11:37t/p3956.20110.07111.33110.0721446.49133771.74
792006.05.15 17:00sell4066.90110.28111.12109.86
802006.05.15 23:00t/p4066.90109.86111.12109.8625587.83159359.57
812006.05.15 23:15sell4179.70110.53111.37110.11
822006.05.16 05:38t/p4179.70110.11111.37110.1129401.56188761.13
832006.05.16 11:00sell4294.40110.45111.29110.03
842006.05.16 14:36t/p4294.40110.03111.29110.0336037.08224798.21