Strategy Tester Report
Phoenix_EA_v4_2_REAL

SymbolUSDCHF (US Dollar vs Swiss Franc)
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=5; SMA2Bars=9; Percent=0.0056; EnvelopePeriod=10; OSMAFast=5; OSMASlow=12; OSMASignal=11; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=5; Fast_Price=1; Slow_Period=20; Slow_Price=1; DVBuySell=0.00022; DVStayOut=0.0015;
Bars in test57414Ticks modelled693048Modelling quality90.00%
Initial deposit10000.00
Total net profit21291.02Gross profit33457.83Gross loss-12166.82
Profit factor2.75Expected payoff183.54
Absolute drawdown0.00Maximal drawdown2374.50 (7.36%)Relative drawdown7.36% (2374.50)
Total trades116Short positions (won %)51 (86.27%)Long positions (won %)65 (83.08%)
Profit trades (% of total)98 (84.48%)Loss trades (% of total)18 (15.52%)
Largestprofit trade380.54loss trade-698.78
Averageprofit trade341.41loss trade-675.93
Maximumconsecutive wins (profit in money)16 (5606.21)consecutive losses (loss in money)2 (-1331.47)
Maximalconsecutive profit (count of wins)5606.21 (16)consecutive loss (count of losses)-1331.47 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.04.11 01:30sell11.001.30261.31101.2984
22006.04.11 16:48t/p11.001.29841.31101.2984323.4810323.48
32006.04.12 14:00sell21.001.29601.30441.2918
42006.04.17 02:30t/p21.001.29181.30441.2918272.1910595.67
52006.04.18 05:15sell31.001.27901.28741.2748
62006.04.18 11:35t/p31.001.27481.28741.2748329.4910925.16
72006.04.18 14:30sell41.001.27691.28531.2727
82006.04.18 14:52t/p41.001.27271.28531.2727330.0411255.20
92006.04.18 17:30sell51.001.27581.28421.2716
102006.04.18 20:04t/p51.001.27161.28421.2716330.3211585.52
112006.04.18 20:15buy61.001.27341.26501.2776
122006.04.20 16:03t/p61.001.27761.26501.2776365.2511950.76
132006.04.21 13:00sell71.001.27921.28761.2750
142006.04.21 16:38t/p71.001.27501.28761.2750329.4412280.20
152006.04.21 21:00sell81.001.27581.28421.2716
162006.04.24 00:09t/p81.001.27161.28421.2716319.7212599.93
172006.04.24 03:00sell91.001.27251.28091.2683
182006.04.24 18:19t/p91.001.26831.28091.2683331.1512931.08
192006.04.24 23:00sell101.001.26811.27651.2639
202006.04.27 16:28t/p101.001.26391.27651.2639279.3213210.39
212006.05.01 01:45sell111.001.23971.24811.2355
222006.05.01 14:54t/p111.001.23551.24811.2355339.9713550.36
232006.05.01 17:30sell121.001.23701.24541.2328
242006.05.03 08:27t/p121.001.23281.24541.2328319.5513869.92
252006.05.03 14:45buy131.001.23731.22891.2415
262006.05.04 08:39t/p131.001.24151.22891.2415365.6914235.61
272006.05.04 23:00sell141.001.22891.23731.2247
282006.05.05 14:30t/p141.001.22471.23731.2247332.8214568.43
292006.05.08 05:45buy151.001.22591.21751.2301
302006.05.09 08:22t/p151.001.23011.21751.2301350.5414918.97
312006.05.09 11:00buy161.001.22871.22031.2329
322006.05.09 16:17s/l161.001.22031.22031.2329-688.4114230.56
332006.05.09 22:00sell171.001.22111.22951.2169
342006.05.10 08:53t/p171.001.21691.22951.2169334.5914565.15
352006.05.10 16:30buy181.001.21771.20931.2219
362006.05.11 03:05t/p181.001.22191.20931.2219371.1214936.27
372006.05.11 06:00buy191.001.22361.21521.2278
382006.05.11 09:28t/p191.001.22781.21521.2278342.0815278.35
392006.05.11 12:45buy201.001.22641.21801.2306
402006.05.11 16:10s/l201.001.21801.21801.2306-689.7114588.64
412006.05.11 21:00sell211.001.21211.22051.2079
422006.05.12 08:28t/p211.001.20791.22051.2079337.1114925.75
432006.05.12 14:45sell221.001.20271.21111.1985
442006.05.12 21:42t/p221.001.19851.21111.1985350.4715276.22
452006.05.15 02:45sell231.001.19711.20551.1929
462006.05.15 10:06s/l231.001.20551.20551.1929-696.7514579.47
472006.05.15 15:00buy241.001.20791.19951.2121
482006.05.15 21:52t/p241.001.21211.19951.2121346.4414925.91
492006.05.16 07:45sell251.001.20951.21791.2053
502006.05.17 05:32t/p251.001.20531.21791.2053337.9215263.83
512006.05.17 08:30sell261.001.20511.21351.2009
522006.05.17 11:09t/p261.001.20091.21351.2009349.7315613.56
532006.05.17 13:00sell271.001.20381.21221.1996
542006.05.17 16:26s/l271.001.21221.21221.1996-692.4414921.12
552006.05.18 00:00sell281.001.21621.22461.2120
562006.05.18 09:28t/p281.001.21201.22461.2120346.5615267.68
572006.05.18 12:15sell291.001.21261.22101.2084
582006.05.18 15:35t/p291.001.20841.22101.2084347.6315615.31
592006.05.18 15:45buy301.001.20971.20131.2139
602006.05.19 09:24t/p301.001.21391.20131.2139355.1015970.41
612006.05.19 14:15buy311.001.21921.21081.2234
622006.05.19 15:04t/p311.001.22341.21081.2234343.1916313.60
632006.05.22 00:15sell321.001.21691.22531.2127
642006.05.22 15:48t/p321.001.21271.22531.2127346.3916659.99
652006.05.23 04:00buy331.001.20411.19571.2083
662006.05.23 09:35t/p331.001.20831.19571.2083347.4517007.44
672006.05.23 14:00buy341.001.20731.19891.2115
682006.05.23 15:30t/p341.001.21151.19891.2115346.6517354.09
692006.05.23 17:30buy351.001.20861.20021.2128
702006.05.24 00:02t/p351.001.21281.20021.2128355.4517709.54
712006.05.24 02:30buy361.001.21021.20181.2144
722006.05.24 16:20t/p361.001.21441.20181.2144345.6518055.19
732006.05.24 20:30buy371.001.21611.20771.2203
742006.05.26 05:15t/p371.001.22031.20771.2203380.5418435.72
752006.05.26 08:00buy381.001.21981.21141.2240
762006.05.26 15:36t/p381.001.22401.21141.2240343.0318778.75
772006.05.29 13:45sell391.001.22371.23211.2195
782006.05.30 04:55t/p391.001.21951.23211.2195333.8019112.56
792006.05.30 16:15buy401.001.20871.20031.2129
802006.05.31 01:19t/p401.001.21291.20031.2129355.3919467.94
812006.05.31 03:45buy411.001.21271.20431.2169
822006.05.31 20:02t/p411.001.21691.20431.2169345.1119813.05
832006.05.31 20:15buy421.001.21521.20681.2194
842006.06.01 02:32t/p421.001.21941.20681.2194371.8220184.87
852006.06.01 07:45buy431.001.22221.21381.2264
862006.06.01 13:26t/p431.001.22641.21381.2264342.4620527.33
872006.06.01 16:45buy441.001.22161.21321.2258
882006.06.02 14:30s/l441.001.21321.21321.2258-684.0419843.29
892006.06.05 00:45buy451.001.20711.19871.2113
902006.06.06 12:25t/p451.001.21131.19871.2113355.8720199.16
912006.06.06 18:45buy461.001.21571.20731.2199
922006.06.07 08:53t/p461.001.21991.20731.2199353.4320552.59
932006.06.07 11:15buy471.001.21761.20921.2218
942006.06.07 13:46t/p471.001.22181.20921.2218343.7320896.32
952006.06.07 18:00buy481.001.22111.21271.2253
962006.06.08 13:47t/p481.001.22531.21271.2253370.0921266.41
972006.06.08 21:00sell491.001.23281.24121.2286
982006.06.09 16:10t/p491.001.22861.24121.2286331.2521597.66
992006.06.09 16:15buy501.001.22841.22001.2326
1002006.06.09 17:20t/p501.001.23261.22001.2326340.7121938.37
1012006.06.09 20:45buy511.001.23161.22321.2358
1022006.06.12 13:30t/p511.001.23581.22321.2358348.9222287.29
1032006.06.12 15:45buy521.001.23301.22461.2372
1042006.06.13 19:03t/p521.001.23721.22461.2372348.6122635.90
1052006.06.14 15:30buy531.001.22771.21931.2319
1062006.06.14 20:46t/p531.001.23191.21931.2319340.9122976.81
1072006.06.15 00:00buy541.001.23141.22301.2356
1082006.06.19 03:06t/p541.001.23561.22301.2356358.1723334.98
1092006.06.19 07:45buy551.001.23651.22811.2407
1102006.06.19 15:00t/p551.001.24071.22811.2407338.4723673.45
1112006.06.19 19:15buy561.001.24171.23331.2459
1122006.06.21 17:53s/l561.001.23331.23331.2459-662.9323010.51
1132006.06.22 00:00buy571.001.23361.22521.2378
1142006.06.22 11:24t/p571.001.23781.22521.2378339.2323349.74
1152006.06.23 05:45buy581.001.24401.23561.2482
1162006.06.23 13:47t/p581.001.24821.23561.2482336.4823686.22
1172006.06.23 16:30buy591.001.24701.23861.2512
1182006.06.29 20:33s/l591.001.23861.23861.2512-623.4023062.82
1192006.06.30 09:00sell601.001.23321.24161.2290
1202006.06.30 14:32t/p601.001.22901.24161.2290341.7723404.59
1212006.07.03 05:45buy611.001.22461.21621.2288
1222006.07.05 09:46t/p611.001.22881.21621.2288360.0823764.67
1232006.07.05 13:00buy621.001.22651.21811.2307
1242006.07.05 14:31t/p621.001.23071.21811.2307341.2724105.94
1252006.07.05 23:15sell631.001.23241.24081.2282
1262006.07.06 14:33t/p631.001.22821.24081.2282310.2824416.22
1272006.07.06 18:45sell641.001.23001.23841.2258
1282006.07.07 14:30t/p641.001.22581.23841.2258332.3124748.53
1292006.07.10 05:15buy651.001.22361.21521.2278
1302006.07.10 13:06t/p651.001.22781.21521.2278342.0525090.58
1312006.07.10 18:00buy661.001.22991.22151.2341
1322006.07.12 14:31t/p661.001.23411.22151.2341358.4225449.00
1332006.07.13 06:15sell671.001.23271.24111.2285
1342006.07.13 15:24t/p671.001.22851.24111.2285341.9125790.91
1352006.07.13 17:15sell681.001.23131.23971.2271
1362006.07.17 10:06s/l681.001.23971.23971.2271-698.7825092.14
1372006.07.17 17:30buy691.001.24791.23951.2521
1382006.07.18 16:22t/p691.001.25211.23951.2521344.5525436.68
1392006.07.18 19:30buy701.001.25231.24391.2565
1402006.07.19 13:25t/p701.001.25651.24391.2565343.4025780.08
1412006.07.19 21:45sell711.001.24711.25551.2429
1422006.07.20 13:13t/p711.001.24291.25551.2429306.1526086.24
1432006.07.21 07:45sell721.001.24271.25111.2385
1442006.07.21 12:24t/p721.001.23851.25111.2385339.1526425.39
1452006.07.24 06:30buy731.001.24111.23271.2453
1462006.07.24 09:24t/p731.001.24531.23271.2453337.1926762.58
1472006.07.24 14:15buy741.001.24681.23841.2510
1482006.07.25 17:18t/p741.001.25101.23841.2510344.8527107.43
1492006.07.26 08:00sell751.001.25271.26111.2485
1502006.07.26 18:05t/p751.001.24851.26111.2485336.4327443.86
1512006.07.27 02:00sell761.001.24121.24961.2370
1522006.07.27 09:11t/p761.001.23701.24961.2370339.5627783.42
1532006.07.27 14:45sell771.001.23791.24631.2337
1542006.07.27 15:06t/p771.001.23371.24631.2337340.4428123.86
1552006.07.28 05:45buy781.001.23891.23051.2431
1562006.07.31 13:39s/l781.001.23051.23051.2431-673.5627450.30
1572006.07.31 16:45sell791.001.23081.23921.2266
1582006.08.01 18:16t/p791.001.22661.23921.2266331.8127782.11
1592006.08.01 18:16buy801.001.22661.21821.2308
1602006.08.02 17:07t/p801.001.23081.21821.2308350.3828132.49
1612006.08.02 17:30sell811.001.22941.23781.2252
1622006.08.04 14:37t/p811.001.22521.23781.2252300.4128432.89
1632006.08.04 14:37buy821.001.22521.21681.2294
1642006.08.09 00:48t/p821.001.22941.21681.2294369.0028801.89
1652006.08.10 06:45sell831.001.22501.23341.2208
1662006.08.10 09:03t/p831.001.22081.23341.2208344.0729145.96
1672006.08.10 10:30sell841.001.22491.23331.2207
1682006.08.10 16:21s/l841.001.23331.23331.2207-680.9328465.03
1692006.08.11 06:45buy851.001.23601.22761.2402
1702006.08.11 14:31t/p851.001.24021.22761.2402338.6028803.63
1712006.08.11 17:00buy861.001.23711.22871.2413
1722006.08.11 18:32t/p861.001.24131.22871.2413338.3329141.96
1732006.08.14 00:15buy871.001.24191.23351.2461
1742006.08.16 14:30s/l871.001.23351.23351.2461-663.2628478.70
1752006.08.16 23:45buy881.001.22991.22151.2341
1762006.08.17 20:01t/p881.001.23411.22151.2341367.7228846.42
1772006.08.18 16:00buy891.001.23171.22331.2359
1782006.08.18 16:24t/p891.001.23591.22331.2359339.8329186.25
1792006.08.18 18:15sell901.001.23391.24231.2297
1802006.08.21 03:16t/p901.001.22971.24231.2297330.9729517.22
1812006.08.21 08:15sell911.001.22741.23581.2232
1822006.08.21 09:51t/p911.001.22321.23581.2232343.3929860.61
1832006.08.21 13:00sell921.001.22391.23231.2197
1842006.08.21 16:07t/p921.001.21971.23231.2197344.4030205.01
1852006.08.23 20:30buy931.001.23521.22681.2394
1862006.08.24 21:07t/p931.001.23941.22681.2394366.2930571.30
1872006.08.25 07:30sell941.001.23841.24681.2342
1882006.08.28 09:29t/p941.001.23421.24681.2342329.7330901.03
1892006.08.28 14:00sell951.001.23421.24261.2300
1902006.08.29 09:19t/p951.001.23001.24261.2300330.8631231.89
1912006.08.29 11:30sell961.001.23151.23991.2273
1922006.08.30 03:34t/p961.001.22731.23991.2273331.6431563.53
1932006.08.30 08:30sell971.001.22821.23661.2240
1942006.08.31 14:35t/p971.001.22401.23661.2240311.3931874.93
1952006.08.31 16:00sell981.001.22831.23671.2241
1962006.09.01 14:30s/l981.001.23671.23671.2241-689.7731185.16
1972006.09.01 17:30buy991.001.23441.22601.2386
1982006.09.06 13:28t/p991.001.23861.22601.2386366.4831551.64
1992006.09.06 17:00buy1001.001.23801.22961.2422
2002006.09.07 13:13t/p1001.001.24221.22961.2422365.5331917.16
2012006.09.07 17:15buy1011.001.24291.23451.2471
2022006.09.08 14:37t/p1011.001.24711.23451.2471345.8732263.03
2032006.09.08 18:30buy1021.001.24801.23961.2522
2042006.09.11 11:52s/l1021.001.23961.23961.2522-668.5631594.47
2052006.09.11 19:00buy1031.001.24491.23651.2491
2062006.09.12 16:16t/p1031.001.24911.23651.2491345.3631939.83
2072006.09.13 10:15sell1041.001.25231.26071.2481
2082006.09.14 11:48t/p1041.001.24811.26071.2481304.7132244.55
2092006.09.14 15:00sell1051.001.25081.25921.2466
2102006.09.15 13:50s/l1051.001.25921.25921.2466-677.5931566.96
2112006.09.15 18:00buy1061.001.25821.24981.2624
2122006.09.19 02:23s/l1061.001.24981.24981.2624-653.8830913.08
2132006.09.19 06:15sell1071.001.25041.25881.2462
2142006.09.21 12:36t/p1071.001.24621.25881.2462294.6631207.73
2152006.09.21 18:45buy1081.001.24511.23671.2493
2162006.09.22 10:27s/l1081.001.23671.23671.2493-670.0930537.64
2172006.09.22 17:45sell1091.001.23541.24381.2312
2182006.09.25 06:34t/p1091.001.23121.24381.2312330.8030868.44
2192006.09.25 09:15sell1101.001.23281.24121.2286
2202006.09.26 10:47s/l1101.001.24121.24121.2286-687.3130181.13
2212006.09.27 14:00buy1111.001.24481.23641.2490
2222006.09.29 08:35t/p1111.001.24901.23641.2490372.8030553.93
2232006.09.29 14:00buy1121.001.25391.24551.2581
2242006.10.02 15:22s/l1121.001.24551.24551.2581-665.4029888.53
2252006.10.03 00:45buy1131.001.24311.23471.2473
2262006.10.04 04:52t/p1131.001.24731.23471.2473345.8630234.39
2272006.10.04 07:15buy1141.001.24721.23881.2514
2282006.10.04 11:19t/p1141.001.25141.23881.2514335.5930569.98
2292006.10.04 15:30buy1151.001.25251.24411.2567
2302006.10.06 14:34t/p1151.001.25671.24411.2567370.7230940.70
2312006.10.06 19:00buy1161.001.26051.25211.2647
2322006.10.10 10:22t/p1161.001.26471.25211.2647350.3231291.02