Strategy Tester Report
PhoenixTEST_B
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 15 Minutes (M15) 2006.02.20 00:00 - 2006.08.18 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=1; iOSMABAR=0.0001; MyMAPeriod=130; MyDistance=0.0055; Percent=0.07; TakeProfit=90; StopLoss=80; TrailingStop=60; OSMAFast=20; OSMASlow=10; 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 | 53508 | Ticks modelled | 552951 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 2142.27 | Gross profit | 2142.27 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 535.57 | |||
| Absolute drawdown | 0.00 | Maximal drawdown | 0.00 (0.00%) | Relative drawdown | 0.00% (0.00) |
| Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 4 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 840.38 | loss trade | 0.00 | |
| Average | profit trade | 535.57 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 4 (2142.27) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 2142.27 (4) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 4 | consecutive losses | 0 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.06.20 17:00 | buy | 1 | 1.00 | 1.5588 | 1.5508 | 1.5678 | ||
| 2 | 2006.06.27 08:09 | modify | 1 | 1.00 | 1.5588 | 1.5590 | 1.5678 | ||
| 3 | 2006.06.27 08:11 | modify | 1 | 1.00 | 1.5588 | 1.5591 | 1.5678 | ||
| 4 | 2006.06.27 08:11 | modify | 1 | 1.00 | 1.5588 | 1.5591 | 1.5678 | ||
| 5 | 2006.06.27 08:11 | modify | 1 | 1.00 | 1.5588 | 1.5592 | 1.5678 | ||
| 6 | 2006.06.27 08:11 | modify | 1 | 1.00 | 1.5588 | 1.5593 | 1.5678 | ||
| 7 | 2006.06.27 08:12 | modify | 1 | 1.00 | 1.5588 | 1.5595 | 1.5678 | ||
| 8 | 2006.06.27 08:12 | modify | 1 | 1.00 | 1.5588 | 1.5596 | 1.5678 | ||
| 9 | 2006.06.27 08:52 | modify | 1 | 1.00 | 1.5588 | 1.5597 | 1.5678 | ||
| 10 | 2006.06.27 08:53 | modify | 1 | 1.00 | 1.5588 | 1.5600 | 1.5678 | ||
| 11 | 2006.06.27 08:59 | modify | 1 | 1.00 | 1.5588 | 1.5602 | 1.5678 | ||
| 12 | 2006.06.27 09:00 | modify | 1 | 1.00 | 1.5588 | 1.5603 | 1.5678 | ||
| 13 | 2006.06.27 09:00 | modify | 1 | 1.00 | 1.5588 | 1.5604 | 1.5678 | ||
| 14 | 2006.06.27 10:18 | modify | 1 | 1.00 | 1.5588 | 1.5605 | 1.5678 | ||
| 15 | 2006.06.27 12:29 | modify | 1 | 1.00 | 1.5588 | 1.5606 | 1.5678 | ||
| 16 | 2006.06.27 12:29 | modify | 1 | 1.00 | 1.5588 | 1.5607 | 1.5678 | ||
| 17 | 2006.06.27 13:12 | modify | 1 | 1.00 | 1.5588 | 1.5608 | 1.5678 | ||
| 18 | 2006.06.27 13:17 | modify | 1 | 1.00 | 1.5588 | 1.5608 | 1.5678 | ||
| 19 | 2006.06.27 13:19 | modify | 1 | 1.00 | 1.5588 | 1.5609 | 1.5678 | ||
| 20 | 2006.06.27 13:19 | modify | 1 | 1.00 | 1.5588 | 1.5610 | 1.5678 | ||
| 21 | 2006.06.27 13:27 | modify | 1 | 1.00 | 1.5588 | 1.5611 | 1.5678 | ||
| 22 | 2006.06.27 13:39 | modify | 1 | 1.00 | 1.5588 | 1.5612 | 1.5678 | ||
| 23 | 2006.06.27 13:47 | modify | 1 | 1.00 | 1.5588 | 1.5612 | 1.5678 | ||
| 24 | 2006.06.27 13:48 | modify | 1 | 1.00 | 1.5588 | 1.5613 | 1.5678 | ||
| 25 | 2006.06.30 09:45 | modify | 1 | 1.00 | 1.5588 | 1.5613 | 1.5678 | ||
| 26 | 2006.06.30 09:45 | modify | 1 | 1.00 | 1.5588 | 1.5614 | 1.5678 | ||
| 27 | 2006.06.30 09:45 | modify | 1 | 1.00 | 1.5588 | 1.5615 | 1.5678 | ||
| 28 | 2006.06.30 09:46 | modify | 1 | 1.00 | 1.5588 | 1.5615 | 1.5678 | ||
| 29 | 2006.06.30 09:46 | modify | 1 | 1.00 | 1.5588 | 1.5617 | 1.5678 | ||
| 30 | 2006.06.30 09:47 | t/p | 1 | 1.00 | 1.5678 | 1.5617 | 1.5678 | 786.99 | 10786.99 |
| 31 | 2006.06.30 15:45 | buy | 2 | 1.00 | 1.5663 | 1.5583 | 1.5753 | ||
| 32 | 2006.07.24 10:00 | modify | 2 | 1.00 | 1.5663 | 1.5663 | 1.5753 | ||
| 33 | 2006.07.24 10:00 | modify | 2 | 1.00 | 1.5663 | 1.5664 | 1.5753 | ||
| 34 | 2006.07.24 10:00 | modify | 2 | 1.00 | 1.5663 | 1.5665 | 1.5753 | ||
| 35 | 2006.07.24 10:00 | modify | 2 | 1.00 | 1.5663 | 1.5666 | 1.5753 | ||
| 36 | 2006.07.24 10:00 | modify | 2 | 1.00 | 1.5663 | 1.5667 | 1.5753 | ||
| 37 | 2006.07.24 10:00 | modify | 2 | 1.00 | 1.5663 | 1.5668 | 1.5753 | ||
| 38 | 2006.07.24 10:00 | modify | 2 | 1.00 | 1.5663 | 1.5669 | 1.5753 | ||
| 39 | 2006.07.24 10:00 | modify | 2 | 1.00 | 1.5663 | 1.5671 | 1.5753 | ||
| 40 | 2006.07.24 10:00 | modify | 2 | 1.00 | 1.5663 | 1.5671 | 1.5753 | ||
| 41 | 2006.07.24 10:04 | modify | 2 | 1.00 | 1.5663 | 1.5672 | 1.5753 | ||
| 42 | 2006.07.24 10:04 | modify | 2 | 1.00 | 1.5663 | 1.5672 | 1.5753 | ||
| 43 | 2006.07.24 10:05 | modify | 2 | 1.00 | 1.5663 | 1.5673 | 1.5753 | ||
| 44 | 2006.07.24 10:05 | modify | 2 | 1.00 | 1.5663 | 1.5673 | 1.5753 | ||
| 45 | 2006.07.24 10:07 | modify | 2 | 1.00 | 1.5663 | 1.5674 | 1.5753 | ||
| 46 | 2006.07.24 10:07 | modify | 2 | 1.00 | 1.5663 | 1.5675 | 1.5753 | ||
| 47 | 2006.07.24 10:07 | modify | 2 | 1.00 | 1.5663 | 1.5675 | 1.5753 | ||
| 48 | 2006.07.24 10:08 | modify | 2 | 1.00 | 1.5663 | 1.5676 | 1.5753 | ||
| 49 | 2006.07.24 10:08 | modify | 2 | 1.00 | 1.5663 | 1.5677 | 1.5753 | ||
| 50 | 2006.07.24 10:27 | modify | 2 | 1.00 | 1.5663 | 1.5681 | 1.5753 | ||
| 51 | 2006.07.24 10:27 | modify | 2 | 1.00 | 1.5663 | 1.5682 | 1.5753 | ||
| 52 | 2006.07.24 10:28 | modify | 2 | 1.00 | 1.5663 | 1.5683 | 1.5753 | ||
| 53 | 2006.07.24 10:35 | modify | 2 | 1.00 | 1.5663 | 1.5684 | 1.5753 | ||
| 54 | 2006.07.24 10:35 | modify | 2 | 1.00 | 1.5663 | 1.5685 | 1.5753 | ||
| 55 | 2006.07.24 10:35 | modify | 2 | 1.00 | 1.5663 | 1.5686 | 1.5753 | ||
| 56 | 2006.07.24 11:30 | modify | 2 | 1.00 | 1.5663 | 1.5687 | 1.5753 | ||
| 57 | 2006.07.24 11:52 | modify | 2 | 1.00 | 1.5663 | 1.5687 | 1.5753 | ||
| 58 | 2006.07.24 11:57 | modify | 2 | 1.00 | 1.5663 | 1.5688 | 1.5753 | ||
| 59 | 2006.07.24 12:02 | modify | 2 | 1.00 | 1.5663 | 1.5689 | 1.5753 | ||
| 60 | 2006.07.25 06:45 | modify | 2 | 1.00 | 1.5663 | 1.5690 | 1.5753 | ||
| 61 | 2006.07.25 07:38 | modify | 2 | 1.00 | 1.5663 | 1.5691 | 1.5753 | ||
| 62 | 2006.07.25 07:46 | modify | 2 | 1.00 | 1.5663 | 1.5691 | 1.5753 | ||
| 63 | 2006.07.25 07:50 | modify | 2 | 1.00 | 1.5663 | 1.5692 | 1.5753 | ||
| 64 | 2006.07.25 16:15 | t/p | 2 | 1.00 | 1.5753 | 1.5692 | 1.5753 | 840.38 | 11627.37 |
| 65 | 2006.07.27 10:00 | buy | 3 | 1.00 | 1.5752 | 1.5672 | 1.5842 | ||
| 66 | 2006.08.11 18:32 | modify | 3 | 1.00 | 1.5752 | 1.5753 | 1.5842 | ||
| 67 | 2006.08.11 19:02 | modify | 3 | 1.00 | 1.5752 | 1.5755 | 1.5842 | ||
| 68 | 2006.08.11 20:24 | modify | 3 | 1.00 | 1.5752 | 1.5756 | 1.5842 | ||
| 69 | 2006.08.11 22:44 | modify | 3 | 1.00 | 1.5752 | 1.5757 | 1.5842 | ||
| 70 | 2006.08.15 11:05 | modify | 3 | 1.00 | 1.5752 | 1.5757 | 1.5842 | ||
| 71 | 2006.08.15 11:09 | modify | 3 | 1.00 | 1.5752 | 1.5758 | 1.5842 | ||
| 72 | 2006.08.15 11:42 | modify | 3 | 1.00 | 1.5752 | 1.5759 | 1.5842 | ||
| 73 | 2006.08.15 12:30 | modify | 3 | 1.00 | 1.5752 | 1.5760 | 1.5842 | ||
| 74 | 2006.08.15 12:32 | modify | 3 | 1.00 | 1.5752 | 1.5761 | 1.5842 | ||
| 75 | 2006.08.15 12:35 | modify | 3 | 1.00 | 1.5752 | 1.5762 | 1.5842 | ||
| 76 | 2006.08.15 12:35 | modify | 3 | 1.00 | 1.5752 | 1.5762 | 1.5842 | ||
| 77 | 2006.08.15 12:36 | modify | 3 | 1.00 | 1.5752 | 1.5763 | 1.5842 | ||
| 78 | 2006.08.15 12:36 | modify | 3 | 1.00 | 1.5752 | 1.5763 | 1.5842 | ||
| 79 | 2006.08.15 12:43 | modify | 3 | 1.00 | 1.5752 | 1.5764 | 1.5842 | ||
| 80 | 2006.08.15 14:34 | modify | 3 | 1.00 | 1.5752 | 1.5765 | 1.5842 | ||
| 81 | 2006.08.16 08:34 | modify | 3 | 1.00 | 1.5752 | 1.5766 | 1.5842 | ||
| 82 | 2006.08.16 08:48 | modify | 3 | 1.00 | 1.5752 | 1.5766 | 1.5842 | ||
| 83 | 2006.08.16 08:54 | modify | 3 | 1.00 | 1.5752 | 1.5767 | 1.5842 | ||
| 84 | 2006.08.16 15:17 | s/l | 3 | 1.00 | 1.5767 | 1.5767 | 1.5842 | 208.83 | 11836.20 |
| 85 | 2006.08.16 15:30 | buy | 4 | 1.00 | 1.5777 | 1.5697 | 1.5867 | ||
| 86 | 2006.08.17 23:59 | close at stop | 4 | 1.00 | 1.5813 | 1.5697 | 1.5867 | 306.07 | 12142.27 |