Strategy Tester Report
Phoenix_EA_v4_2_REAL

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2006.04.11 00:00 - 2006.10.11 00:00 (2006.04.11 - 2006.10.11)
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=3; SMA2Bars=14; Percent=0.0023; EnvelopePeriod=6; OSMAFast=23; OSMASlow=17; OSMASignal=15; 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=37; Slow_Price=1; DVBuySell=0.00042; DVStayOut=0.05;
Bars in test57419Ticks modelled836061Modelling quality90.00%
Initial deposit10000.00
Total net profit14005.32Gross profit24621.66Gross loss-10616.34
Profit factor2.32Expected payoff137.31
Absolute drawdown590.10Maximal drawdown1473.15 (6.13%)Relative drawdown7.69% (1176.00)
Total trades102Short positions (won %)52 (76.92%)Long positions (won %)50 (88.00%)
Profit trades (% of total)84 (82.35%)Loss trades (% of total)18 (17.65%)
Largestprofit trade294.84loss trade-596.40
Averageprofit trade293.12loss trade-589.80
Maximumconsecutive wins (profit in money)17 (4991.70)consecutive losses (loss in money)2 (-1184.40)
Maximalconsecutive profit (count of wins)4991.70 (17)consecutive loss (count of losses)-1184.40 (2)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.04.11 00:00sell11.001.74371.75211.7395
22006.04.12 09:05s/l11.001.75211.75211.7395-590.109409.90
32006.04.12 17:00buy21.001.75121.74281.7554
42006.04.13 10:28t/p21.001.75541.74281.7554294.639704.53
52006.04.13 14:15buy31.001.75241.74401.7566
62006.04.17 02:13t/p31.001.75661.74401.7566294.429998.95
72006.04.17 08:15buy41.001.75811.74971.7623
82006.04.17 13:40t/p41.001.76231.74971.7623294.0010292.95
92006.04.17 22:00buy51.001.76971.76131.7739
102006.04.18 12:16t/p51.001.77391.76131.7739294.2110587.16
112006.04.19 05:00buy61.001.78191.77351.7861
122006.04.19 11:12t/p61.001.78611.77351.7861294.0010881.16
132006.04.20 01:00buy71.001.79211.78371.7963
142006.04.20 10:42s/l71.001.78371.78371.7963-588.0010293.16
152006.04.21 15:45buy81.001.77951.77111.7837
162006.04.21 17:11t/p81.001.78371.77111.7837294.0010587.16
172006.04.24 06:15buy91.001.78601.77761.7902
182006.04.24 09:37t/p91.001.79021.77761.7902294.0010881.16
192006.04.24 20:30sell101.001.78971.79811.7855
202006.04.25 01:46t/p101.001.78551.79811.7855291.9011173.06
212006.04.25 02:00buy111.001.78621.77781.7904
222006.04.25 14:25t/p111.001.79041.77781.7904294.0011467.06
232006.04.25 19:00buy121.001.78691.77851.7911
242006.04.27 16:08t/p121.001.79111.77851.7911294.8411761.90
252006.04.27 23:30buy131.001.80191.79351.8061
262006.04.28 10:37t/p131.001.80611.79351.8061294.2112056.11
272006.05.01 03:30buy141.001.82331.81491.8275
282006.05.01 06:07t/p141.001.82751.81491.8275294.0012350.11
292006.05.01 20:15buy151.001.82821.81981.8324
302006.05.02 10:36t/p151.001.83241.81981.8324294.2112644.32
312006.05.05 02:15buy161.001.85151.84311.8557
322006.05.05 14:30t/p161.001.85571.84311.8557294.0012938.32
332006.05.05 22:45buy171.001.85881.85041.8630
342006.05.08 10:20t/p171.001.86301.85041.8630294.2113232.53
352006.05.08 17:00buy181.001.85861.85021.8628
362006.05.09 15:30t/p181.001.86281.85021.8628294.2113526.74
372006.05.10 17:00sell191.001.86351.87191.8593
382006.05.11 01:49t/p191.001.85931.87191.8593287.7013814.44
392006.05.11 23:45buy201.001.88231.87391.8865
402006.05.12 02:14t/p201.001.88651.87391.8865294.2114108.65
412006.05.12 17:15buy211.001.89201.88361.8962
422006.05.15 00:00t/p211.001.89621.88361.8962294.2114402.86
432006.05.15 00:00sell221.001.89641.90481.8922
442006.05.15 08:32t/p221.001.89221.90481.8922294.0014696.86
452006.05.16 10:15buy231.001.88231.87391.8865
462006.05.16 14:36t/p231.001.88651.87391.8865294.0014990.86
472006.05.17 03:00buy241.001.88641.87801.8906
482006.05.17 05:11t/p241.001.89061.87801.8906294.0015284.86
492006.05.19 05:45buy251.001.89191.88351.8961
502006.05.19 09:23s/l251.001.88351.88351.8961-588.0014696.86
512006.05.23 00:45buy261.001.88581.87741.8900
522006.05.23 23:59s/l261.001.87741.87741.8900-588.0014108.86
532006.05.24 05:00sell271.001.87921.88761.8750
542006.05.24 07:44t/p271.001.87501.88761.8750294.0014402.86
552006.05.25 16:30buy281.001.87151.86311.8757
562006.05.25 23:41t/p281.001.87571.86311.8757294.0014696.86
572006.05.26 10:30sell291.001.87241.88081.8682
582006.05.26 14:10t/p291.001.86821.88081.8682294.0014990.86
592006.05.26 22:30sell301.001.85681.86521.8526
602006.05.30 04:52s/l301.001.86521.86521.8526-592.2014398.66
612006.05.31 07:00sell311.001.88291.89131.8787
622006.05.31 10:29t/p311.001.87871.89131.8787294.0014692.66
632006.06.01 18:30sell321.001.86751.87591.8633
642006.06.02 08:17t/p321.001.86331.87591.8633291.9014984.56
652006.06.02 22:30buy331.001.88311.87471.8873
662006.06.05 09:32t/p331.001.88731.87471.8873294.2115278.77
672006.06.06 05:00sell341.001.87151.87991.8673
682006.06.06 14:13t/p341.001.86731.87991.8673294.0015572.77
692006.06.07 13:15sell351.001.86231.87071.8581
702006.06.07 14:02t/p351.001.85811.87071.8581294.0015866.77
712006.06.08 20:30sell361.001.84241.85081.8382
722006.06.09 14:34t/p361.001.83821.85081.8382291.9016158.67
732006.06.12 05:15sell371.001.84141.84981.8372
742006.06.13 14:31t/p371.001.83721.84981.8372291.9016450.57
752006.06.14 03:15sell381.001.83471.84311.8305
762006.06.14 09:44s/l381.001.84311.84311.8305-588.0015862.57
772006.06.14 21:30buy391.001.84391.83551.8481
782006.06.15 11:45t/p391.001.84811.83551.8481294.6316157.20
792006.06.15 19:45buy401.001.84831.83991.8525
802006.06.16 02:44t/p401.001.85251.83991.8525294.2116451.41
812006.06.16 22:45sell411.001.85011.85851.8459
822006.06.19 03:04t/p411.001.84591.85851.8459291.9016743.31
832006.06.19 09:45sell421.001.84501.85341.8408
842006.06.19 15:35t/p421.001.84081.85341.8408294.0017037.31
852006.06.19 23:00sell431.001.84161.85001.8374
862006.06.20 14:30t/p431.001.83741.85001.8374291.9017329.21
872006.06.21 17:30sell441.001.84351.85191.8393
882006.06.22 10:45t/p441.001.83931.85191.8393287.7017616.91
892006.06.22 20:00sell451.001.82791.83631.8237
902006.06.23 10:55t/p451.001.82371.83631.8237291.9017908.81
912006.06.23 18:45sell461.001.82021.82861.8160
922006.06.28 16:34t/p461.001.81601.82861.8160287.7018196.51
932006.06.28 22:45sell471.001.81841.82681.8142
942006.06.29 11:38t/p471.001.81421.82681.8142287.7018484.21
952006.06.29 16:45sell481.001.81341.82181.8092
962006.06.29 20:17s/l481.001.82181.82181.8092-588.0017896.21
972006.06.30 10:30buy491.001.83091.82251.8351
982006.06.30 12:36t/p491.001.83511.82251.8351294.0018190.21
992006.07.03 23:45sell501.001.84221.85061.8380
1002006.07.05 14:31t/p501.001.83801.85061.8380289.8018480.01
1012006.07.05 22:15sell511.001.83501.84341.8308
1022006.07.07 14:30s/l511.001.84341.84341.8308-596.4017883.61
1032006.07.10 20:30sell521.001.84171.85011.8375
1042006.07.11 11:48t/p521.001.83751.85011.8375291.9018175.51
1052006.07.11 16:15sell531.001.84081.84921.8366
1062006.07.12 14:31t/p531.001.83661.84921.8366291.9018467.41
1072006.07.12 23:30sell541.001.83441.84281.8302
1082006.07.13 14:43s/l541.001.84281.84281.8302-594.3017873.11
1092006.07.14 13:00sell551.001.84111.84951.8369
1102006.07.14 15:16t/p551.001.83691.84951.8369294.0018167.11
1112006.07.14 21:30sell561.001.83831.84671.8341
1122006.07.17 09:57t/p561.001.83411.84671.8341291.9018459.01
1132006.07.18 18:30buy571.001.82691.81851.8311
1142006.07.19 16:00t/p571.001.83111.81851.8311294.2118753.22
1152006.07.20 01:15buy581.001.84241.83401.8466
1162006.07.20 03:21t/p581.001.84661.83401.8466294.0019047.22
1172006.07.20 09:15buy591.001.84391.83551.8481
1182006.07.20 12:41t/p591.001.84811.83551.8481294.0019341.22
1192006.07.24 13:45sell601.001.85301.86141.8488
1202006.07.24 17:06t/p601.001.84881.86141.8488294.0019635.22
1212006.07.25 00:00sell611.001.85131.85971.8471
1222006.07.25 02:25t/p611.001.84711.85971.8471294.0019929.22
1232006.07.26 00:45sell621.001.84011.84851.8359
1242006.07.26 18:05s/l621.001.84851.84851.8359-588.0019341.22
1252006.07.27 03:45buy631.001.85401.84561.8582
1262006.07.27 09:10t/p631.001.85821.84561.8582294.0019635.22
1272006.07.28 21:45buy641.001.86411.85571.8683
1282006.07.31 15:18t/p641.001.86831.85571.8683294.2119929.43
1292006.07.31 23:30buy651.001.86801.85961.8722
1302006.08.01 18:07t/p651.001.87221.85961.8722294.2120223.64
1312006.08.03 19:45buy661.001.88671.87831.8909
1322006.08.04 10:08t/p661.001.89091.87831.8909294.2120517.85
1332006.08.04 21:45buy671.001.90861.90021.9128
1342006.08.08 20:14t/p671.001.91281.90021.9128294.4220812.27
1352006.08.09 07:45sell681.001.90101.90941.8968
1362006.08.09 10:07s/l681.001.90941.90941.8968-588.0020224.27
1372006.08.10 04:00sell691.001.90571.91411.9015
1382006.08.10 09:49t/p691.001.90151.91411.9015294.0020518.27
1392006.08.10 23:15sell701.001.89351.90191.8893
1402006.08.11 14:33t/p701.001.88931.90191.8893291.9020810.17
1412006.08.14 02:45sell711.001.89301.90141.8888
1422006.08.14 10:29t/p711.001.88881.90141.8888294.0021104.17
1432006.08.14 21:30buy721.001.88811.87971.8923
1442006.08.15 07:25t/p721.001.89231.87971.8923294.2121398.38
1452006.08.15 20:15buy731.001.89431.88591.8985
1462006.08.16 14:31t/p731.001.89851.88591.8985294.2121692.59
1472006.08.16 21:45buy741.001.89521.88681.8994
1482006.08.17 10:29t/p741.001.89941.88681.8994294.6321987.22
1492006.08.18 02:15sell751.001.88511.89351.8809
1502006.08.18 13:24t/p751.001.88091.89351.8809294.0022281.22
1512006.08.23 20:00buy761.001.89251.88411.8967
1522006.08.24 16:01t/p761.001.89671.88411.8967294.6322575.85
1532006.08.25 04:00sell771.001.88761.89601.8834
1542006.08.25 08:30t/p771.001.88341.89601.8834294.0022869.85
1552006.08.25 17:00buy781.001.88631.87791.8905
1562006.08.25 17:15t/p781.001.89051.87791.8905294.0023163.85
1572006.08.28 21:30buy791.001.89571.88731.8999
1582006.08.29 09:19t/p791.001.89991.88731.8999294.2123458.06
1592006.08.29 14:30buy801.001.89931.89091.9035
1602006.08.29 17:44s/l801.001.89091.89091.9035-588.0022870.06
1612006.08.29 22:30sell811.001.89831.90671.8941
1622006.08.31 08:22s/l811.001.90671.90671.8941-596.4022273.66
1632006.08.31 22:45sell821.001.90461.91301.9004
1642006.09.01 14:30t/p821.001.90041.91301.9004291.9022565.56
1652006.09.01 19:45sell831.001.90511.91351.9009
1662006.09.05 08:51t/p831.001.90091.91351.9009289.8022855.36
1672006.09.05 23:15sell841.001.89431.90271.8901
1682006.09.06 10:48t/p841.001.89011.90271.8901291.9023147.26
1692006.09.06 21:15sell851.001.88421.89261.8800
1702006.09.07 12:37t/p851.001.88001.89261.8800287.7023434.96
1712006.09.07 19:45sell861.001.87731.88571.8731
1722006.09.08 02:57t/p861.001.87311.88571.8731291.9023726.86
1732006.09.08 20:45sell871.001.86531.87371.8611
1742006.09.11 16:09t/p871.001.86111.87371.8611291.9024018.76
1752006.09.11 21:45sell881.001.86441.87281.8602
1762006.09.12 10:40s/l881.001.87281.87281.8602-590.1023428.66
1772006.09.12 19:15buy891.001.87401.86561.8782
1782006.09.14 09:21t/p891.001.87821.86561.8782294.8423723.50
1792006.09.14 22:00buy901.001.88681.87841.8910
1802006.09.15 15:34s/l901.001.87841.87841.8910-587.7923135.71
1812006.09.18 18:00sell911.001.87711.88551.8729
1822006.09.19 14:31s/l911.001.88551.88551.8729-590.1022545.61
1832006.09.19 19:45buy921.001.88121.87281.8854
1842006.09.20 15:02t/p921.001.88541.87281.8854294.2122839.82
1852006.09.20 23:45buy931.001.88781.87941.8920
1862006.09.21 03:51t/p931.001.89201.87941.8920294.6323134.45
1872006.09.21 18:00buy941.001.89661.88821.9008
1882006.09.21 18:03t/p941.001.90081.88821.9008294.0023428.45
1892006.09.21 18:03buy951.001.90111.89271.9053
1902006.09.22 09:22t/p951.001.90531.89271.9053294.2123722.66
1912006.09.22 14:15buy961.001.90281.89441.9070
1922006.09.25 08:34t/p961.001.90701.89441.9070294.2124016.87
1932006.09.27 22:00sell971.001.88841.89681.8842
1942006.09.28 08:24t/p971.001.88421.89681.8842287.7024304.57
1952006.09.28 21:30sell981.001.87651.88491.8723
1962006.09.29 08:53t/p981.001.87231.88491.8723291.9024596.47
1972006.10.02 23:45buy991.001.88671.87831.8909
1982006.10.05 15:00s/l991.001.87831.87831.8909-586.9524009.52
1992006.10.05 20:45sell1001.001.87881.88721.8746
2002006.10.06 08:41t/p1001.001.87461.88721.8746291.9024301.42
2012006.10.06 13:30sell1011.001.87641.88481.8722
2022006.10.06 14:31s/l1011.001.88481.88481.8722-588.0023713.42
2032006.10.09 19:30sell1021.001.86591.87431.8617
2042006.10.10 10:30t/p1021.001.86171.87431.8617291.9024005.32