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 (2006.07.18 - 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 | 1836.33 | Gross profit | 1836.33 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 367.27 | |||
| Absolute drawdown | 0.00 | Maximal drawdown | 0.00 (0.00%) | Relative drawdown | 0.00% (0.00) |
| Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 5 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 772.44 | loss trade | 0.00 | |
| Average | profit trade | 367.27 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 5 (1836.33) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 1836.33 (5) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 5 | consecutive losses | 0 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.07.18 11:45 | buy | 1 | 1.00 | 1.5630 | 1.5550 | 1.5720 | ||
| 2 | 2006.07.19 11:29 | modify | 1 | 1.00 | 1.5630 | 1.5631 | 1.5720 | ||
| 3 | 2006.07.19 11:29 | modify | 1 | 1.00 | 1.5630 | 1.5631 | 1.5720 | ||
| 4 | 2006.07.19 11:42 | modify | 1 | 1.00 | 1.5630 | 1.5632 | 1.5720 | ||
| 5 | 2006.07.19 11:43 | modify | 1 | 1.00 | 1.5630 | 1.5633 | 1.5720 | ||
| 6 | 2006.07.19 11:43 | modify | 1 | 1.00 | 1.5630 | 1.5634 | 1.5720 | ||
| 7 | 2006.07.19 12:04 | modify | 1 | 1.00 | 1.5630 | 1.5636 | 1.5720 | ||
| 8 | 2006.07.19 13:10 | modify | 1 | 1.00 | 1.5630 | 1.5637 | 1.5720 | ||
| 9 | 2006.07.19 13:14 | modify | 1 | 1.00 | 1.5630 | 1.5638 | 1.5720 | ||
| 10 | 2006.07.19 13:45 | modify | 1 | 1.00 | 1.5630 | 1.5639 | 1.5720 | ||
| 11 | 2006.07.19 15:09 | modify | 1 | 1.00 | 1.5630 | 1.5640 | 1.5720 | ||
| 12 | 2006.07.19 15:09 | modify | 1 | 1.00 | 1.5630 | 1.5642 | 1.5720 | ||
| 13 | 2006.07.19 20:30 | modify | 1 | 1.00 | 1.5630 | 1.5643 | 1.5720 | ||
| 14 | 2006.07.19 20:32 | modify | 1 | 1.00 | 1.5630 | 1.5643 | 1.5720 | ||
| 15 | 2006.07.19 20:33 | modify | 1 | 1.00 | 1.5630 | 1.5644 | 1.5720 | ||
| 16 | 2006.07.19 20:33 | modify | 1 | 1.00 | 1.5630 | 1.5645 | 1.5720 | ||
| 17 | 2006.07.19 20:34 | modify | 1 | 1.00 | 1.5630 | 1.5646 | 1.5720 | ||
| 18 | 2006.07.19 20:34 | modify | 1 | 1.00 | 1.5630 | 1.5648 | 1.5720 | ||
| 19 | 2006.07.19 20:51 | modify | 1 | 1.00 | 1.5630 | 1.5649 | 1.5720 | ||
| 20 | 2006.07.19 20:51 | modify | 1 | 1.00 | 1.5630 | 1.5652 | 1.5720 | ||
| 21 | 2006.07.19 21:14 | modify | 1 | 1.00 | 1.5630 | 1.5653 | 1.5720 | ||
| 22 | 2006.07.19 22:06 | modify | 1 | 1.00 | 1.5630 | 1.5654 | 1.5720 | ||
| 23 | 2006.07.19 22:06 | modify | 1 | 1.00 | 1.5630 | 1.5656 | 1.5720 | ||
| 24 | 2006.07.19 22:08 | modify | 1 | 1.00 | 1.5630 | 1.5657 | 1.5720 | ||
| 25 | 2006.07.19 22:25 | modify | 1 | 1.00 | 1.5630 | 1.5658 | 1.5720 | ||
| 26 | 2006.07.19 22:30 | modify | 1 | 1.00 | 1.5630 | 1.5658 | 1.5720 | ||
| 27 | 2006.07.19 22:32 | modify | 1 | 1.00 | 1.5630 | 1.5659 | 1.5720 | ||
| 28 | 2006.07.19 22:33 | t/p | 1 | 1.00 | 1.5720 | 1.5659 | 1.5720 | 733.59 | 10733.59 |
| 29 | 2006.07.21 09:30 | buy | 2 | 1.00 | 1.5708 | 1.5628 | 1.5798 | ||
| 30 | 2006.07.25 23:22 | modify | 2 | 1.00 | 1.5708 | 1.5708 | 1.5798 | ||
| 31 | 2006.07.25 23:22 | modify | 2 | 1.00 | 1.5708 | 1.5710 | 1.5798 | ||
| 32 | 2006.07.26 18:01 | modify | 2 | 1.00 | 1.5708 | 1.5711 | 1.5798 | ||
| 33 | 2006.07.26 18:03 | modify | 2 | 1.00 | 1.5708 | 1.5712 | 1.5798 | ||
| 34 | 2006.07.26 20:52 | modify | 2 | 1.00 | 1.5708 | 1.5713 | 1.5798 | ||
| 35 | 2006.07.26 20:52 | modify | 2 | 1.00 | 1.5708 | 1.5713 | 1.5798 | ||
| 36 | 2006.07.26 20:59 | modify | 2 | 1.00 | 1.5708 | 1.5714 | 1.5798 | ||
| 37 | 2006.07.26 21:08 | modify | 2 | 1.00 | 1.5708 | 1.5715 | 1.5798 | ||
| 38 | 2006.07.26 21:15 | modify | 2 | 1.00 | 1.5708 | 1.5715 | 1.5798 | ||
| 39 | 2006.07.26 21:16 | modify | 2 | 1.00 | 1.5708 | 1.5716 | 1.5798 | ||
| 40 | 2006.07.26 21:20 | modify | 2 | 1.00 | 1.5708 | 1.5717 | 1.5798 | ||
| 41 | 2006.07.26 21:23 | modify | 2 | 1.00 | 1.5708 | 1.5718 | 1.5798 | ||
| 42 | 2006.07.26 21:53 | modify | 2 | 1.00 | 1.5708 | 1.5719 | 1.5798 | ||
| 43 | 2006.07.26 21:53 | modify | 2 | 1.00 | 1.5708 | 1.5720 | 1.5798 | ||
| 44 | 2006.07.26 21:53 | modify | 2 | 1.00 | 1.5708 | 1.5721 | 1.5798 | ||
| 45 | 2006.07.27 04:12 | modify | 2 | 1.00 | 1.5708 | 1.5722 | 1.5798 | ||
| 46 | 2006.07.27 04:16 | modify | 2 | 1.00 | 1.5708 | 1.5723 | 1.5798 | ||
| 47 | 2006.07.27 04:17 | modify | 2 | 1.00 | 1.5708 | 1.5724 | 1.5798 | ||
| 48 | 2006.07.27 04:17 | modify | 2 | 1.00 | 1.5708 | 1.5725 | 1.5798 | ||
| 49 | 2006.07.27 04:29 | modify | 2 | 1.00 | 1.5708 | 1.5726 | 1.5798 | ||
| 50 | 2006.07.27 04:29 | modify | 2 | 1.00 | 1.5708 | 1.5727 | 1.5798 | ||
| 51 | 2006.07.27 15:11 | s/l | 2 | 1.00 | 1.5727 | 1.5727 | 1.5798 | 182.97 | 10916.57 |
| 52 | 2006.07.27 16:15 | buy | 3 | 1.00 | 1.5721 | 1.5641 | 1.5811 | ||
| 53 | 2006.08.04 10:42 | modify | 3 | 1.00 | 1.5721 | 1.5721 | 1.5811 | ||
| 54 | 2006.08.04 10:42 | modify | 3 | 1.00 | 1.5721 | 1.5722 | 1.5811 | ||
| 55 | 2006.08.04 10:43 | modify | 3 | 1.00 | 1.5721 | 1.5723 | 1.5811 | ||
| 56 | 2006.08.04 13:22 | modify | 3 | 1.00 | 1.5721 | 1.5724 | 1.5811 | ||
| 57 | 2006.08.04 13:23 | modify | 3 | 1.00 | 1.5721 | 1.5725 | 1.5811 | ||
| 58 | 2006.08.04 13:23 | modify | 3 | 1.00 | 1.5721 | 1.5725 | 1.5811 | ||
| 59 | 2006.08.04 13:25 | modify | 3 | 1.00 | 1.5721 | 1.5726 | 1.5811 | ||
| 60 | 2006.08.04 13:27 | modify | 3 | 1.00 | 1.5721 | 1.5726 | 1.5811 | ||
| 61 | 2006.08.04 13:30 | modify | 3 | 1.00 | 1.5721 | 1.5727 | 1.5811 | ||
| 62 | 2006.08.04 18:52 | s/l | 3 | 1.00 | 1.5727 | 1.5727 | 1.5811 | 87.42 | 11003.99 |
| 63 | 2006.08.04 19:00 | buy | 4 | 1.00 | 1.5731 | 1.5651 | 1.5821 | ||
| 64 | 2006.08.10 16:38 | modify | 4 | 1.00 | 1.5731 | 1.5732 | 1.5821 | ||
| 65 | 2006.08.10 18:07 | modify | 4 | 1.00 | 1.5731 | 1.5733 | 1.5821 | ||
| 66 | 2006.08.10 18:14 | modify | 4 | 1.00 | 1.5731 | 1.5734 | 1.5821 | ||
| 67 | 2006.08.10 18:37 | modify | 4 | 1.00 | 1.5731 | 1.5734 | 1.5821 | ||
| 68 | 2006.08.10 18:37 | modify | 4 | 1.00 | 1.5731 | 1.5735 | 1.5821 | ||
| 69 | 2006.08.11 13:22 | modify | 4 | 1.00 | 1.5731 | 1.5735 | 1.5821 | ||
| 70 | 2006.08.11 13:24 | modify | 4 | 1.00 | 1.5731 | 1.5736 | 1.5821 | ||
| 71 | 2006.08.11 13:43 | modify | 4 | 1.00 | 1.5731 | 1.5737 | 1.5821 | ||
| 72 | 2006.08.11 13:45 | modify | 4 | 1.00 | 1.5731 | 1.5737 | 1.5821 | ||
| 73 | 2006.08.11 13:48 | modify | 4 | 1.00 | 1.5731 | 1.5738 | 1.5821 | ||
| 74 | 2006.08.11 13:51 | modify | 4 | 1.00 | 1.5731 | 1.5739 | 1.5821 | ||
| 75 | 2006.08.11 13:52 | modify | 4 | 1.00 | 1.5731 | 1.5740 | 1.5821 | ||
| 76 | 2006.08.11 14:02 | modify | 4 | 1.00 | 1.5731 | 1.5741 | 1.5821 | ||
| 77 | 2006.08.11 14:02 | modify | 4 | 1.00 | 1.5731 | 1.5741 | 1.5821 | ||
| 78 | 2006.08.11 14:03 | modify | 4 | 1.00 | 1.5731 | 1.5742 | 1.5821 | ||
| 79 | 2006.08.11 18:00 | modify | 4 | 1.00 | 1.5731 | 1.5744 | 1.5821 | ||
| 80 | 2006.08.11 18:00 | modify | 4 | 1.00 | 1.5731 | 1.5745 | 1.5821 | ||
| 81 | 2006.08.11 18:29 | modify | 4 | 1.00 | 1.5731 | 1.5746 | 1.5821 | ||
| 82 | 2006.08.11 18:30 | modify | 4 | 1.00 | 1.5731 | 1.5747 | 1.5821 | ||
| 83 | 2006.08.11 18:32 | modify | 4 | 1.00 | 1.5731 | 1.5749 | 1.5821 | ||
| 84 | 2006.08.11 18:32 | modify | 4 | 1.00 | 1.5731 | 1.5749 | 1.5821 | ||
| 85 | 2006.08.11 18:32 | modify | 4 | 1.00 | 1.5731 | 1.5751 | 1.5821 | ||
| 86 | 2006.08.11 18:32 | modify | 4 | 1.00 | 1.5731 | 1.5752 | 1.5821 | ||
| 87 | 2006.08.11 18:32 | modify | 4 | 1.00 | 1.5731 | 1.5753 | 1.5821 | ||
| 88 | 2006.08.11 19:02 | modify | 4 | 1.00 | 1.5731 | 1.5755 | 1.5821 | ||
| 89 | 2006.08.11 20:24 | modify | 4 | 1.00 | 1.5731 | 1.5756 | 1.5821 | ||
| 90 | 2006.08.11 22:44 | modify | 4 | 1.00 | 1.5731 | 1.5757 | 1.5821 | ||
| 91 | 2006.08.15 11:05 | modify | 4 | 1.00 | 1.5731 | 1.5757 | 1.5821 | ||
| 92 | 2006.08.15 11:09 | modify | 4 | 1.00 | 1.5731 | 1.5758 | 1.5821 | ||
| 93 | 2006.08.15 11:42 | modify | 4 | 1.00 | 1.5731 | 1.5759 | 1.5821 | ||
| 94 | 2006.08.15 12:30 | modify | 4 | 1.00 | 1.5731 | 1.5760 | 1.5821 | ||
| 95 | 2006.08.15 12:32 | t/p | 4 | 1.00 | 1.5821 | 1.5760 | 1.5821 | 772.44 | 11776.43 |
| 96 | 2006.08.15 16:00 | buy | 5 | 1.00 | 1.5808 | 1.5728 | 1.5898 | ||
| 97 | 2006.08.17 23:59 | close at stop | 5 | 1.00 | 1.5813 | 1.5728 | 1.5898 | 59.91 | 11836.33 |