Strategy Tester Report
PhoenixTEST
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2006.05.18 00:00 - 2006.08.14 00:00 (2006.06.18 - 2006.08.18) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=2; iOSMABAR=0.0005; MyMAPeriod=100; MyDistance=0.008; Percent=0.3; TakeProfit=90; StopLoss=80; TrailingStop=60; OSMAFast=10; OSMASlow=5; OSMASignal=4; MM=false; RoundupLots=false; AccountIsMicro=false; EnvelopePeriod=14; Risk=5; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; | ||||
| Bars in test | 53492 | Ticks modelled | 380133 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 10398.01 | Gross profit | 10672.20 | Gross loss | -274.19 |
| Profit factor | 38.92 | Expected payoff | 1485.43 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 274.19 (1.33%) | Relative drawdown | 1.33% (274.19) |
| Total trades | 7 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 1800.00 | loss trade | -274.19 | |
| Average | profit trade | 1778.70 | loss trade | -274.19 | |
| Maximum | consecutive wins (profit in money) | 6 (10672.20) | consecutive losses (loss in money) | 1 (-274.19) | |
| Maximal | consecutive profit (count of wins) | 10672.20 (6) | consecutive loss (count of losses) | -274.19 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.06.19 04:00 | buy | 1 | 2.00 | 1.2579 | 1.2499 | 1.2669 | ||
| 2 | 2006.06.21 11:22 | modify | 1 | 2.00 | 1.2579 | 1.2579 | 1.2669 | ||
| 3 | 2006.06.21 11:22 | modify | 1 | 2.00 | 1.2579 | 1.2580 | 1.2669 | ||
| 4 | 2006.06.21 11:22 | modify | 1 | 2.00 | 1.2579 | 1.2581 | 1.2669 | ||
| 5 | 2006.06.21 15:03 | modify | 1 | 2.00 | 1.2579 | 1.2584 | 1.2669 | ||
| 6 | 2006.06.21 15:05 | modify | 1 | 2.00 | 1.2579 | 1.2585 | 1.2669 | ||
| 7 | 2006.06.21 15:05 | modify | 1 | 2.00 | 1.2579 | 1.2586 | 1.2669 | ||
| 8 | 2006.06.21 15:16 | modify | 1 | 2.00 | 1.2579 | 1.2589 | 1.2669 | ||
| 9 | 2006.06.21 15:37 | modify | 1 | 2.00 | 1.2579 | 1.2590 | 1.2669 | ||
| 10 | 2006.06.21 17:53 | modify | 1 | 2.00 | 1.2579 | 1.2592 | 1.2669 | ||
| 11 | 2006.06.21 17:53 | modify | 1 | 2.00 | 1.2579 | 1.2594 | 1.2669 | ||
| 12 | 2006.06.21 17:53 | modify | 1 | 2.00 | 1.2579 | 1.2596 | 1.2669 | ||
| 13 | 2006.06.21 17:53 | modify | 1 | 2.00 | 1.2579 | 1.2598 | 1.2669 | ||
| 14 | 2006.06.21 17:53 | modify | 1 | 2.00 | 1.2579 | 1.2598 | 1.2669 | ||
| 15 | 2006.06.21 17:53 | modify | 1 | 2.00 | 1.2579 | 1.2601 | 1.2669 | ||
| 16 | 2006.06.21 17:57 | modify | 1 | 2.00 | 1.2579 | 1.2601 | 1.2669 | ||
| 17 | 2006.06.21 17:57 | modify | 1 | 2.00 | 1.2579 | 1.2602 | 1.2669 | ||
| 18 | 2006.06.21 17:58 | modify | 1 | 2.00 | 1.2579 | 1.2602 | 1.2669 | ||
| 19 | 2006.06.21 17:58 | modify | 1 | 2.00 | 1.2579 | 1.2603 | 1.2669 | ||
| 20 | 2006.06.21 17:59 | modify | 1 | 2.00 | 1.2579 | 1.2604 | 1.2669 | ||
| 21 | 2006.06.21 18:00 | modify | 1 | 2.00 | 1.2579 | 1.2605 | 1.2669 | ||
| 22 | 2006.06.21 18:07 | modify | 1 | 2.00 | 1.2579 | 1.2605 | 1.2669 | ||
| 23 | 2006.06.21 18:13 | modify | 1 | 2.00 | 1.2579 | 1.2606 | 1.2669 | ||
| 24 | 2006.06.21 18:13 | modify | 1 | 2.00 | 1.2579 | 1.2607 | 1.2669 | ||
| 25 | 2006.06.21 18:25 | t/p | 1 | 2.00 | 1.2669 | 1.2607 | 1.2669 | 1771.60 | 11771.60 |
| 26 | 2006.06.23 14:45 | buy | 2 | 2.00 | 1.2495 | 1.2415 | 1.2585 | ||
| 27 | 2006.06.26 09:18 | modify | 2 | 2.00 | 1.2495 | 1.2499 | 1.2585 | ||
| 28 | 2006.06.26 09:19 | modify | 2 | 2.00 | 1.2495 | 1.2500 | 1.2585 | ||
| 29 | 2006.06.26 09:19 | modify | 2 | 2.00 | 1.2495 | 1.2503 | 1.2585 | ||
| 30 | 2006.06.26 09:19 | modify | 2 | 2.00 | 1.2495 | 1.2506 | 1.2585 | ||
| 31 | 2006.06.26 09:19 | modify | 2 | 2.00 | 1.2495 | 1.2516 | 1.2585 | ||
| 32 | 2006.06.26 09:38 | modify | 2 | 2.00 | 1.2495 | 1.2518 | 1.2585 | ||
| 33 | 2006.06.26 09:38 | modify | 2 | 2.00 | 1.2495 | 1.2519 | 1.2585 | ||
| 34 | 2006.06.26 09:38 | modify | 2 | 2.00 | 1.2495 | 1.2520 | 1.2585 | ||
| 35 | 2006.06.26 09:43 | modify | 2 | 2.00 | 1.2495 | 1.2522 | 1.2585 | ||
| 36 | 2006.06.26 09:43 | modify | 2 | 2.00 | 1.2495 | 1.2524 | 1.2585 | ||
| 37 | 2006.06.26 19:21 | modify | 2 | 2.00 | 1.2495 | 1.2525 | 1.2585 | ||
| 38 | 2006.06.26 19:21 | t/p | 2 | 2.00 | 1.2585 | 1.2525 | 1.2585 | 1785.80 | 13557.40 |
| 39 | 2006.07.05 09:45 | buy | 3 | 2.00 | 1.2761 | 1.2681 | 1.2851 | ||
| 40 | 2006.07.07 14:30 | modify | 3 | 2.00 | 1.2761 | 1.2761 | 1.2851 | ||
| 41 | 2006.07.07 14:30 | modify | 3 | 2.00 | 1.2761 | 1.2767 | 1.2851 | ||
| 42 | 2006.07.07 14:30 | t/p | 3 | 2.00 | 1.2851 | 1.2767 | 1.2851 | 1743.20 | 15300.60 |
| 43 | 2006.07.18 17:00 | buy | 4 | 2.00 | 1.2494 | 1.2414 | 1.2584 | ||
| 44 | 2006.07.19 16:01 | modify | 4 | 2.00 | 1.2494 | 1.2501 | 1.2584 | ||
| 45 | 2006.07.19 16:01 | modify | 4 | 2.00 | 1.2494 | 1.2513 | 1.2584 | ||
| 46 | 2006.07.19 16:30 | modify | 4 | 2.00 | 1.2494 | 1.2514 | 1.2584 | ||
| 47 | 2006.07.19 16:30 | modify | 4 | 2.00 | 1.2494 | 1.2515 | 1.2584 | ||
| 48 | 2006.07.19 16:30 | modify | 4 | 2.00 | 1.2494 | 1.2515 | 1.2584 | ||
| 49 | 2006.07.19 16:32 | modify | 4 | 2.00 | 1.2494 | 1.2516 | 1.2584 | ||
| 50 | 2006.07.19 16:33 | modify | 4 | 2.00 | 1.2494 | 1.2517 | 1.2584 | ||
| 51 | 2006.07.19 16:33 | modify | 4 | 2.00 | 1.2494 | 1.2518 | 1.2584 | ||
| 52 | 2006.07.19 16:33 | modify | 4 | 2.00 | 1.2494 | 1.2519 | 1.2584 | ||
| 53 | 2006.07.19 18:54 | modify | 4 | 2.00 | 1.2494 | 1.2520 | 1.2584 | ||
| 54 | 2006.07.19 18:54 | modify | 4 | 2.00 | 1.2494 | 1.2523 | 1.2584 | ||
| 55 | 2006.07.19 18:55 | t/p | 4 | 2.00 | 1.2584 | 1.2523 | 1.2584 | 1785.80 | 17086.40 |
| 56 | 2006.07.25 18:00 | buy | 5 | 2.00 | 1.2577 | 1.2497 | 1.2667 | ||
| 57 | 2006.07.26 18:05 | modify | 5 | 2.00 | 1.2577 | 1.2580 | 1.2667 | ||
| 58 | 2006.07.26 18:05 | modify | 5 | 2.00 | 1.2577 | 1.2580 | 1.2667 | ||
| 59 | 2006.07.26 18:29 | modify | 5 | 2.00 | 1.2577 | 1.2581 | 1.2667 | ||
| 60 | 2006.07.26 18:29 | modify | 5 | 2.00 | 1.2577 | 1.2583 | 1.2667 | ||
| 61 | 2006.07.26 18:30 | modify | 5 | 2.00 | 1.2577 | 1.2586 | 1.2667 | ||
| 62 | 2006.07.26 18:31 | modify | 5 | 2.00 | 1.2577 | 1.2587 | 1.2667 | ||
| 63 | 2006.07.26 18:33 | modify | 5 | 2.00 | 1.2577 | 1.2589 | 1.2667 | ||
| 64 | 2006.07.26 18:33 | modify | 5 | 2.00 | 1.2577 | 1.2589 | 1.2667 | ||
| 65 | 2006.07.26 18:33 | modify | 5 | 2.00 | 1.2577 | 1.2590 | 1.2667 | ||
| 66 | 2006.07.26 18:33 | modify | 5 | 2.00 | 1.2577 | 1.2590 | 1.2667 | ||
| 67 | 2006.07.26 18:40 | modify | 5 | 2.00 | 1.2577 | 1.2593 | 1.2667 | ||
| 68 | 2006.07.26 18:40 | modify | 5 | 2.00 | 1.2577 | 1.2594 | 1.2667 | ||
| 69 | 2006.07.26 18:50 | modify | 5 | 2.00 | 1.2577 | 1.2595 | 1.2667 | ||
| 70 | 2006.07.26 18:51 | modify | 5 | 2.00 | 1.2577 | 1.2596 | 1.2667 | ||
| 71 | 2006.07.26 18:55 | modify | 5 | 2.00 | 1.2577 | 1.2597 | 1.2667 | ||
| 72 | 2006.07.26 18:55 | modify | 5 | 2.00 | 1.2577 | 1.2599 | 1.2667 | ||
| 73 | 2006.07.26 19:36 | modify | 5 | 2.00 | 1.2577 | 1.2601 | 1.2667 | ||
| 74 | 2006.07.26 19:39 | modify | 5 | 2.00 | 1.2577 | 1.2603 | 1.2667 | ||
| 75 | 2006.07.26 19:40 | modify | 5 | 2.00 | 1.2577 | 1.2604 | 1.2667 | ||
| 76 | 2006.07.26 20:01 | t/p | 5 | 2.00 | 1.2667 | 1.2604 | 1.2667 | 1785.80 | 18872.20 |
| 77 | 2006.08.09 01:30 | buy | 6 | 2.00 | 1.2785 | 1.2705 | 1.2875 | ||
| 78 | 2006.08.09 09:28 | modify | 6 | 2.00 | 1.2785 | 1.2788 | 1.2875 | ||
| 79 | 2006.08.09 09:29 | modify | 6 | 2.00 | 1.2785 | 1.2790 | 1.2875 | ||
| 80 | 2006.08.09 10:03 | modify | 6 | 2.00 | 1.2785 | 1.2790 | 1.2875 | ||
| 81 | 2006.08.09 10:04 | modify | 6 | 2.00 | 1.2785 | 1.2791 | 1.2875 | ||
| 82 | 2006.08.09 10:04 | modify | 6 | 2.00 | 1.2785 | 1.2792 | 1.2875 | ||
| 83 | 2006.08.09 10:04 | modify | 6 | 2.00 | 1.2785 | 1.2793 | 1.2875 | ||
| 84 | 2006.08.09 10:05 | modify | 6 | 2.00 | 1.2785 | 1.2794 | 1.2875 | ||
| 85 | 2006.08.09 10:05 | modify | 6 | 2.00 | 1.2785 | 1.2795 | 1.2875 | ||
| 86 | 2006.08.09 10:05 | modify | 6 | 2.00 | 1.2785 | 1.2796 | 1.2875 | ||
| 87 | 2006.08.09 10:05 | modify | 6 | 2.00 | 1.2785 | 1.2798 | 1.2875 | ||
| 88 | 2006.08.09 10:05 | modify | 6 | 2.00 | 1.2785 | 1.2798 | 1.2875 | ||
| 89 | 2006.08.09 10:06 | modify | 6 | 2.00 | 1.2785 | 1.2799 | 1.2875 | ||
| 90 | 2006.08.09 10:06 | modify | 6 | 2.00 | 1.2785 | 1.2799 | 1.2875 | ||
| 91 | 2006.08.09 10:06 | modify | 6 | 2.00 | 1.2785 | 1.2800 | 1.2875 | ||
| 92 | 2006.08.09 10:06 | modify | 6 | 2.00 | 1.2785 | 1.2801 | 1.2875 | ||
| 93 | 2006.08.09 10:06 | modify | 6 | 2.00 | 1.2785 | 1.2802 | 1.2875 | ||
| 94 | 2006.08.09 10:06 | modify | 6 | 2.00 | 1.2785 | 1.2803 | 1.2875 | ||
| 95 | 2006.08.09 10:06 | modify | 6 | 2.00 | 1.2785 | 1.2805 | 1.2875 | ||
| 96 | 2006.08.09 10:07 | modify | 6 | 2.00 | 1.2785 | 1.2806 | 1.2875 | ||
| 97 | 2006.08.09 10:07 | modify | 6 | 2.00 | 1.2785 | 1.2807 | 1.2875 | ||
| 98 | 2006.08.09 10:15 | modify | 6 | 2.00 | 1.2785 | 1.2808 | 1.2875 | ||
| 99 | 2006.08.09 10:18 | modify | 6 | 2.00 | 1.2785 | 1.2811 | 1.2875 | ||
| 100 | 2006.08.09 10:36 | modify | 6 | 2.00 | 1.2785 | 1.2812 | 1.2875 | ||
| 101 | 2006.08.09 10:41 | modify | 6 | 2.00 | 1.2785 | 1.2812 | 1.2875 | ||
| 102 | 2006.08.09 10:41 | modify | 6 | 2.00 | 1.2785 | 1.2813 | 1.2875 | ||
| 103 | 2006.08.09 10:42 | modify | 6 | 2.00 | 1.2785 | 1.2814 | 1.2875 | ||
| 104 | 2006.08.09 11:58 | modify | 6 | 2.00 | 1.2785 | 1.2815 | 1.2875 | ||
| 105 | 2006.08.09 11:58 | t/p | 6 | 2.00 | 1.2875 | 1.2815 | 1.2875 | 1800.00 | 20672.20 |
| 106 | 2006.08.11 15:30 | buy | 7 | 2.00 | 1.2732 | 1.2652 | 1.2822 | ||
| 107 | 2006.08.14 00:14 | close at stop | 7 | 2.00 | 1.2719 | 1.2652 | 1.2822 | -274.19 | 20398.01 |