Strategy Tester Report
Phoenix_EA_v5_01

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2006.04.17 00:00 - 2006.09.22 22:45 (2006.04.17 - 2006.10.17)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; MaximumRisk=0.05; DecreaseFactor=0; PrefSettings=false; MM=false; AccountIsMicro=false; UseCloseAfterHours=false; CloseAfterHours=226800; TakeProfit=42; StopLoss=84; TrailingStop=0; TrailingStopType=0; UseBreakEven=false; BEFactor=14; BEProfit=0; _TakeProfit=100; _StopLoss=100; 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; 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 test56265Ticks modelled716796Modelling quality90.00%
Initial deposit10000.00
Total net profit18175.62Gross profit31527.81Gross loss-13352.19
Profit factor2.36Expected payoff173.10
Absolute drawdown721.75Maximal drawdown1523.48 (5.13%)Relative drawdown13.48% (1445.87)
Total trades105Short positions (won %)57 (80.70%)Long positions (won %)48 (83.33%)
Profit trades (% of total)86 (81.90%)Loss trades (% of total)19 (18.10%)
Largestprofit trade418.94loss trade-769.09
Averageprofit trade366.60loss trade-702.75
Maximumconsecutive wins (profit in money)17 (6124.81)consecutive losses (loss in money)2 (-1496.42)
Maximalconsecutive profit (count of wins)6124.81 (17)consecutive loss (count of losses)-1496.42 (2)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.04.17 00:15buy11.00118.52117.68118.94
22006.04.17 14:24s/l11.00117.68117.68118.94-713.989286.02
32006.04.17 14:30buy21.00117.72116.88118.14
42006.04.18 10:07t/p21.00118.14116.88118.14366.519652.53
52006.04.18 20:30buy31.00117.35116.51117.77
62006.04.19 15:22t/p31.00117.77116.51117.77367.5710020.10
72006.04.19 15:22sell41.00117.80118.64117.38
82006.04.19 18:21t/p41.00117.38118.64117.38357.8210377.92
92006.04.20 12:00sell51.00117.57118.41117.15
102006.04.21 11:29t/p51.00117.15118.41117.15346.2010724.12
112006.04.21 20:30buy61.00116.89116.05117.31
122006.04.24 00:00s/l61.00116.05116.05117.31-715.0510009.07
132006.04.24 06:30buy71.00115.79114.95116.21
142006.04.24 09:37s/l71.00114.95114.95116.21-730.829278.25
152006.04.24 18:30buy81.00114.63113.79115.05
162006.04.26 01:30t/p81.00115.05113.79115.05387.129665.37
172006.04.26 02:00sell91.00114.88115.72114.46
182006.04.27 12:02t/p91.00114.46115.72114.46329.949995.31
192006.04.27 12:02buy101.00114.42113.58114.84
202006.04.27 13:51t/p101.00114.84113.58114.84365.6310360.94
212006.04.27 16:00sell111.00114.99115.83114.57
222006.04.27 16:01t/p111.00114.57115.83114.57366.8210727.76
232006.04.27 16:01sell121.00114.47115.31114.05
242006.04.27 16:46t/p121.00114.05115.31114.05368.2611096.02
252006.04.28 09:00buy131.00114.24113.40114.66
262006.05.01 04:13s/l131.00113.40113.40114.66-729.7710366.25
272006.05.01 11:45sell141.00113.24114.08112.82
282006.05.01 14:42t/p141.00112.82114.08112.82372.3110738.56
292006.05.01 15:00buy151.00112.68111.84113.10
302006.05.01 17:35t/p151.00113.10111.84113.10371.3211109.88
312006.05.02 05:45sell161.00113.63114.47113.21
322006.05.02 16:53t/p161.00113.21114.47113.21371.1311481.01
332006.05.03 01:15sell171.00113.36114.20112.94
342006.05.03 08:34t/p171.00112.94114.20112.94371.8811852.89
352006.05.03 08:34buy181.00112.94112.10113.36
362006.05.03 10:21t/p181.00113.36112.10113.36370.5012223.39
372006.05.03 12:30sell191.00113.53114.37113.11
382006.05.05 15:07t/p191.00113.11114.37113.11321.8412545.23
392006.05.08 00:00sell201.00112.57113.41112.15
402006.05.08 00:00t/p201.00112.15113.41112.15375.1712920.40
412006.05.08 00:00sell211.00111.92112.76111.50
422006.05.08 09:04t/p211.00111.50112.76111.50376.7513297.15
432006.05.08 16:00sell221.00111.50112.34111.08
442006.05.09 16:19t/p221.00111.08112.34111.08365.7613662.91
452006.05.09 21:45sell231.00111.15111.99110.73
462006.05.10 08:51t/p231.00110.73111.99110.73366.9214029.84
472006.05.10 20:00buy241.00110.45109.61110.87
482006.05.11 00:52t/p241.00110.87109.61110.87411.9214441.76
492006.05.11 01:00sell251.00110.88111.72110.46
502006.05.11 17:34t/p251.00110.46111.72110.46380.2914822.05
512006.05.11 22:45sell261.00110.66111.50110.24
522006.05.12 01:35t/p261.00110.24111.50110.24368.6115190.66
532006.05.12 08:30buy271.00110.02109.18110.44
542006.05.12 16:31t/p271.00110.44109.18110.44380.3015570.96
552006.05.15 06:15sell281.00109.66110.50109.24
562006.05.15 10:20s/l281.00110.50110.50109.24-760.0514810.91
572006.05.15 10:20sell291.00110.49111.33110.07
582006.05.15 11:37t/p291.00110.07111.33110.07381.6115192.52
592006.05.15 17:00sell301.00110.28111.12109.86
602006.05.15 23:00t/p301.00109.86111.12109.86382.4815575.00
612006.05.15 23:15sell311.00110.53111.37110.11
622006.05.16 05:38t/p311.00110.11111.37110.11369.0915944.09
632006.05.16 11:00sell321.00110.45111.29110.03
642006.05.16 14:36t/p321.00110.03111.29110.03381.7516325.84
652006.05.16 20:30buy331.00109.79108.95110.21
662006.05.17 17:29t/p331.00110.21108.95110.21392.0516717.89
672006.05.18 03:30buy341.00110.75109.91111.17
682006.05.18 13:35t/p341.00111.17109.91111.17377.7317095.62
692006.05.18 13:35sell351.00111.19112.03110.77
702006.05.18 15:30t/p351.00110.77112.03110.77379.3017474.92
712006.05.19 00:30sell361.00110.86111.70110.44
722006.05.19 09:45s/l361.00111.70111.70110.44-751.7416723.18
732006.05.22 02:45sell371.00111.94112.78111.52
742006.05.22 08:43s/l371.00112.78112.78111.52-744.6815978.50
752006.05.23 01:45sell381.00111.67112.51111.25
762006.05.23 06:48t/p381.00111.25112.51111.25377.5616356.06
772006.05.23 07:00buy391.00111.11110.27111.53
782006.05.23 09:55t/p391.00111.53110.27111.53376.4816732.54
792006.05.23 15:30sell401.00111.44112.28111.02
802006.05.24 00:03s/l401.00112.28112.28111.02-760.3115972.24
812006.05.24 11:00buy411.00111.86111.02112.28
822006.05.24 15:15t/p411.00112.28111.02112.28374.0416346.28
832006.05.24 16:15sell421.00112.55113.39112.13
842006.05.25 14:32t/p421.00112.13113.39112.13337.4616683.73
852006.05.26 01:45buy431.00111.76110.92112.18
862006.05.26 05:46t/p431.00112.18110.92112.18374.3317058.06
872006.05.26 10:15buy441.00111.93111.09112.35
882006.05.26 15:31t/p441.00112.35111.09112.35373.7017431.76
892006.05.26 15:31sell451.00112.39113.23111.97
902006.05.30 05:33t/p451.00111.97113.23111.97350.4217782.18
912006.05.30 13:45sell461.00112.17113.01111.75
922006.05.30 16:04t/p461.00111.75113.01111.75375.9118158.09
932006.05.30 18:45buy471.00112.06111.22112.48
942006.05.31 20:31t/p471.00112.48111.22112.48384.4318542.52
952006.06.01 02:30sell481.00112.60113.44112.18
962006.06.02 14:30t/p481.00112.18113.44112.18362.3518904.87
972006.06.02 14:45buy491.00111.87111.03112.29
982006.06.05 22:29t/p491.00112.29111.03112.29385.0719289.94
992006.06.06 09:15buy501.00112.13111.29112.55
1002006.06.06 14:12t/p501.00112.55111.29112.55373.1719663.11
1012006.06.06 14:12sell511.00112.55113.39112.13
1022006.06.06 16:47s/l511.00113.39113.39112.13-740.7418922.37
1032006.06.07 03:15buy521.00113.07112.23113.49
1042006.06.07 15:32t/p521.00113.49112.23113.49369.9819292.35
1052006.06.07 20:30buy531.00113.47112.63113.89
1062006.06.08 09:19t/p531.00113.89112.63113.89401.8319694.18
1072006.06.08 09:30sell541.00113.92114.76113.50
1082006.06.13 09:06s/l541.00114.76114.76113.50-769.0918925.09
1092006.06.13 12:00buy551.00114.45113.61114.87
1102006.06.13 16:06t/p551.00114.87113.61114.87365.6319290.72
1112006.06.14 09:00buy561.00115.01114.17115.43
1122006.06.19 02:54t/p561.00115.43114.17115.43418.9419709.66
1132006.06.19 11:30buy571.00115.67114.83116.09
1142006.06.20 08:47s/l571.00114.83114.83116.09-720.6118989.05
1152006.06.20 20:45buy581.00114.85114.01115.27
1162006.06.22 12:15t/p581.00115.27114.01115.27408.4619397.51
1172006.06.23 00:00buy591.00116.16115.32116.58
1182006.06.23 14:49t/p591.00116.58115.32116.58360.2719757.78
1192006.06.26 08:00sell601.00116.36117.20115.94
1202006.06.27 03:19t/p601.00115.94117.20115.94349.9020107.68
1212006.06.27 08:30sell611.00116.20117.04115.78
1222006.06.29 20:17t/p611.00115.78117.04115.78313.3420421.03
1232006.06.30 04:30buy621.00114.89114.05115.31
1242006.07.05 15:15t/p621.00115.31114.05115.31397.1320818.16
1252006.07.05 23:00sell631.00115.71116.55115.29
1262006.07.06 14:57t/p631.00115.29116.55115.29327.2321145.38
1272006.07.06 14:57buy641.00115.27114.43115.69
1282006.07.07 14:30s/l641.00114.43114.43115.69-723.2420422.14
1292006.07.10 00:00sell651.00113.87114.71113.45
1302006.07.10 11:17t/p651.00113.45114.71113.45370.3120792.45
1312006.07.10 13:15sell661.00113.84114.68113.42
1322006.07.11 15:14s/l661.00114.68114.68113.42-744.8620047.60
1332006.07.11 18:00buy671.00114.17113.33114.59
1342006.07.12 10:08t/p671.00114.59113.33114.59377.5220425.12
1352006.07.12 23:00sell681.00115.50116.34115.08
1362006.07.13 10:03t/p681.00115.08116.34115.08327.8320752.94
1372006.07.13 17:30buy691.00115.38114.54115.80
1382006.07.14 03:21t/p691.00115.80114.54115.80373.7321126.67
1392006.07.14 03:30sell701.00115.73116.57115.31
1402006.07.17 09:55s/l701.00116.57116.57115.31-732.9220393.76
1412006.07.17 22:30sell711.00117.22118.06116.80
1422006.07.18 09:14t/p711.00116.80118.06116.80347.2120740.97
1432006.07.18 09:15buy721.00116.80115.96117.22
1442006.07.18 16:31t/p721.00117.22115.96117.22358.2421099.21
1452006.07.18 16:31sell731.00117.24118.08116.82
1462006.07.19 18:58t/p731.00116.82118.08116.82347.1821446.39
1472006.07.20 00:30sell741.00116.86117.70116.44
1482006.07.21 09:36t/p741.00116.44117.70116.44348.3221794.72
1492006.07.21 09:36buy751.00116.44115.60116.86
1502006.07.24 20:04t/p751.00116.86115.60116.86370.4322165.15
1512006.07.25 03:30sell761.00116.83117.67116.41
1522006.07.26 20:20t/p761.00116.41117.67116.41348.5122513.66
1532006.07.27 03:00sell771.00116.30117.14115.88
1542006.07.27 10:31t/p771.00115.88117.14115.88362.4522876.11
1552006.07.27 20:15sell781.00115.78116.62115.36
1562006.07.28 11:42t/p781.00115.36116.62115.36351.7323227.84
1572006.07.28 13:00sell791.00115.67116.51115.25
1582006.07.28 14:31t/p791.00115.25116.51115.25364.5523592.39
1592006.07.31 02:00buy801.00114.69113.85115.11
1602006.08.01 15:01t/p801.00115.11113.85115.11375.8323968.22
1612006.08.01 20:15buy811.00114.73113.89115.15
1622006.08.03 11:32t/p811.00115.15113.89115.15408.8624377.08
1632006.08.03 16:30buy821.00114.93114.09115.35
1642006.08.04 11:18t/p821.00115.35114.09115.35375.1124752.19
1652006.08.07 02:45buy831.00114.36113.52114.78
1662006.08.07 11:27t/p831.00114.78113.52114.78365.8925118.08
1672006.08.07 20:30sell841.00115.10115.94114.68
1682006.08.08 20:14t/p841.00114.68115.94114.68354.0525472.13
1692006.08.08 23:00sell851.00115.29116.13114.87
1702006.08.09 12:45t/p851.00114.87116.13114.87353.2825825.42
1712006.08.09 17:15sell861.00115.18116.02114.76
1722006.08.10 11:22t/p861.00114.76116.02114.76328.8926154.30
1732006.08.10 15:15buy871.00114.87114.03115.29
1742006.08.10 16:24t/p871.00115.29114.03115.29364.2626518.56
1752006.08.11 04:15sell881.00115.47116.31115.05
1762006.08.11 14:31s/l881.00116.31116.31115.05-722.1425796.42
1772006.08.11 19:00sell891.00116.23117.07115.81
1782006.08.16 14:31t/p891.00115.81117.07115.81325.5426121.96
1792006.08.16 22:15sell901.00115.83116.67115.41
1802006.08.17 09:20t/p901.00115.41116.67115.41326.7926448.75
1812006.08.17 09:30buy911.00115.38114.54115.80
1822006.08.17 19:00t/p911.00115.80114.54115.80362.7026811.45
1832006.08.18 04:00sell921.00116.03116.87115.61
1842006.08.18 11:44t/p921.00115.61116.87115.61363.3627174.81
1852006.08.18 11:44buy931.00115.59114.75116.01
1862006.08.22 00:11t/p931.00116.01114.75116.01384.1027558.91
1872006.08.22 09:00buy941.00116.10115.26116.52
1882006.08.22 15:54t/p941.00116.52115.26116.52360.4527919.36
1892006.08.23 07:45buy951.00116.39115.55116.81
1902006.08.25 07:31t/p951.00116.81115.55116.81403.6528323.01
1912006.08.25 07:31sell961.00116.82117.66116.40
1922006.09.04 06:50t/p961.00116.40117.66116.40261.8428584.85
1932006.09.04 19:15buy971.00116.05115.21116.47
1942006.09.06 13:16t/p971.00116.47115.21116.47382.6328967.48
1952006.09.07 04:45sell981.00116.77117.61116.35
1962006.09.07 11:04t/p981.00116.35117.61116.35361.0229328.50
1972006.09.07 21:30buy991.00116.38115.54116.80
1982006.09.08 15:05t/p991.00116.80115.54116.80370.5929699.09
1992006.09.11 00:30sell1001.00117.01117.85116.59
2002006.09.12 17:38s/l1001.00117.85117.85116.59-725.1528973.95
2012006.09.13 01:00buy1011.00117.83116.99118.25
2022006.09.18 13:25t/p1011.00118.25116.99118.25410.2929384.24
2032006.09.18 17:15buy1021.00117.98117.14118.40
2042006.09.19 14:45s/l1021.00117.14117.14118.40-706.1228678.12
2052006.09.20 02:30sell1031.00117.61118.45117.19
2062006.09.20 08:55t/p1031.00117.19118.45117.19358.4329036.55
2072006.09.20 09:00buy1041.00117.13116.29117.55
2082006.09.21 21:12s/l1041.00116.29116.29117.55-689.3728347.18
2092006.09.22 03:15sell1051.00116.38117.22115.96
2102006.09.22 22:59close at stop1051.00116.58117.22115.96-171.5628175.62