Strategy Tester Report
Phoenix_EA_v4_2_REAL

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2006.03.13 00:00 - 2006.09.12 00:00 (2006.03.12 - 2006.09.12)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=true; MM=false; AccountIsMicro=false; TakeProfit=0; StopLoss=0; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0;
Bars in test55433Ticks modelled972823Modelling quality90.00%
Initial deposit10000.00
Total net profit7204.76Gross profit11527.02Gross loss-4322.26
Profit factor2.67Expected payoff122.11
Absolute drawdown222.57Maximal drawdown565.11 (3.18%)Relative drawdown4.73% (516.25)
Total trades59Short positions (won %)25 (76.00%)Long positions (won %)34 (88.24%)
Profit trades (% of total)49 (83.05%)Loss trades (% of total)10 (16.95%)
Largestprofit trade313.29loss trade-516.25
Averageprofit trade235.25loss trade-432.23
Maximumconsecutive wins (profit in money)10 (2301.29)consecutive losses (loss in money)2 (-565.11)
Maximalconsecutive profit (count of wins)2301.29 (10)consecutive loss (count of losses)-565.11 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.03.20 12:15buy11.002.26602.25762.2702
22006.03.21 05:28t/p11.002.27022.25762.2702248.6610248.66
32006.03.21 15:00sell21.002.26892.27732.2647
42006.03.21 17:45s/l21.002.27732.27732.2647-471.239777.43
52006.03.22 00:00buy31.002.27342.26502.2776
62006.03.22 08:46t/p31.002.27762.26502.2776235.7310013.16
72006.03.22 14:45buy41.002.27552.26712.2797
82006.03.22 18:22t/p41.002.27972.26712.2797235.7210248.88
92006.03.23 14:15sell51.002.27912.28752.2749
102006.03.23 20:15s/l51.002.28752.28752.2749-471.239777.65
112006.03.24 01:00buy61.002.28312.27472.2873
122006.03.24 15:05t/p61.002.28732.27472.2873235.7310013.38
132006.03.28 20:45sell71.002.27712.28552.2729
142006.03.29 15:56t/p71.002.27292.28552.2729220.6010233.98
152006.04.03 10:45buy81.002.26252.25412.2667
162006.04.03 16:58t/p81.002.26672.25412.2667235.7310469.71
172006.04.03 17:00sell91.002.26782.27622.2636
182006.04.04 14:04t/p91.002.26362.27622.2636220.6010690.32
192006.04.04 21:45sell101.002.26502.27342.2608
202006.04.05 10:30t/p101.002.26082.27342.2608220.6110910.93
212006.04.05 22:15sell111.002.25112.25952.2469
222006.04.06 14:47s/l111.002.25952.25952.2469-516.2510394.68
232006.04.11 14:00sell121.002.27072.27912.2665
242006.04.17 16:32t/p121.002.26652.27912.2665145.5810540.26
252006.04.18 17:15sell131.002.26662.27502.2624
262006.04.18 22:51t/p131.002.26242.27502.2624235.6110775.87
272006.04.18 23:00buy141.002.26332.25492.2675
282006.04.19 12:27t/p141.002.26752.25492.2675248.6611024.53
292006.04.19 21:30buy151.002.26972.26132.2739
302006.04.20 08:52t/p151.002.27392.26132.2739274.5011299.03
312006.04.28 21:45sell161.002.26282.27122.2586
322006.05.01 14:30t/p161.002.25862.27122.2586220.6011519.63
332006.05.03 01:45buy171.002.27222.26382.2764
342006.05.03 14:24t/p171.002.27642.26382.2764235.7311755.36
352006.05.04 17:00buy181.002.27412.26572.2783
362006.05.05 08:59t/p181.002.27832.26572.2783248.6612004.02
372006.05.05 15:15buy191.002.27502.26662.2792
382006.05.05 18:14t/p191.002.27922.26662.2792235.7312239.75
392006.05.08 17:00sell201.002.28212.29052.2779
402006.05.09 16:18t/p201.002.27792.29052.2779220.6112460.36
412006.05.10 19:15sell211.002.27282.28122.2686
422006.05.10 20:43t/p211.002.26862.28122.2686235.6112695.97
432006.05.11 16:45buy221.002.28112.27272.2853
442006.05.12 14:22s/l221.002.27272.27272.2853-458.5312237.44
452006.05.15 17:00buy231.002.27472.26632.2789
462006.05.16 07:02t/p231.002.27892.26632.2789248.6612486.09
472006.05.16 15:30buy241.002.27622.26782.2804
482006.05.16 17:20t/p241.002.28042.26782.2804235.7312721.82
492006.05.18 00:30buy251.002.28612.27772.2903
502006.05.18 14:55t/p251.002.29032.27772.2903235.7312957.55
512006.05.18 18:45buy261.002.28552.27712.2897
522006.05.19 09:47t/p261.002.28972.27712.2897248.6613206.21
532006.05.23 18:15buy271.002.27242.26402.2766
542006.05.24 17:20t/p271.002.27662.26402.2766248.6613454.86
552006.05.25 01:45buy281.002.27522.26682.2794
562006.05.25 15:05t/p281.002.27942.26682.2794235.7313690.59
572006.05.26 19:00sell291.002.27842.28682.2742
582006.05.30 04:47t/p291.002.27422.28682.2742205.6013896.19
592006.05.31 17:30sell301.002.27772.28612.2735
602006.06.02 14:30t/p301.002.27352.28612.2735175.5914071.78
612006.06.05 23:00sell311.002.26162.27002.2574
622006.06.07 12:39s/l311.002.27002.27002.2574-501.2413570.54
632006.06.07 19:45buy321.002.26712.25872.2713
642006.06.08 15:31t/p321.002.27132.25872.2713274.5113845.05
652006.06.09 00:45buy331.002.27092.26252.2751
662006.06.12 14:04t/p331.002.27512.26252.2751248.6614093.71
672006.06.12 20:15buy341.002.27372.26532.2779
682006.06.16 06:12t/p341.002.27792.26532.2779313.2914406.99
692006.06.16 20:45buy351.002.27752.26912.2817
702006.06.19 11:43t/p351.002.28172.26912.2817248.6614655.65
712006.06.19 19:15buy361.002.28292.27452.2871
722006.06.20 10:31t/p361.002.28712.27452.2871248.6614904.30
732006.06.21 01:15sell371.002.28332.29172.2791
742006.06.21 10:39t/p371.002.27912.29172.2791235.6115139.91
752006.06.28 15:00sell381.002.26552.27392.2613
762006.06.29 17:44t/p381.002.26132.27392.2613190.6015330.52
772006.06.30 20:15buy391.002.26182.25342.2660
782006.07.03 18:47s/l391.002.25342.25342.2660-458.5214871.99
792006.07.11 18:00sell401.002.26432.27272.2601
802006.07.13 09:32t/p401.002.26012.27272.2601175.6015047.59
812006.07.17 21:00buy411.002.27002.26162.2742
822006.07.18 09:51t/p411.002.27422.26162.2742248.6615296.25
832006.07.21 18:30buy421.002.29922.29082.3034
842006.07.24 08:53t/p421.002.30342.29082.3034248.6615544.90
852006.07.24 17:30buy431.002.30562.29722.3098
862006.07.28 16:44s/l431.002.29722.29722.3098-393.9015151.00
872006.07.31 14:00buy441.002.29672.28832.3009
882006.07.31 17:25t/p441.002.30092.28832.3009235.7315386.73
892006.08.01 00:15buy451.002.29912.29072.3033
902006.08.01 07:44t/p451.002.30332.29072.3033235.7315622.46
912006.08.03 10:00buy461.002.31242.30402.3166
922006.08.03 13:00t/p461.002.31662.30402.3166235.7315858.19
932006.08.04 17:45buy471.002.33122.32282.3354
942006.08.07 16:20t/p471.002.33542.32282.3354248.6616106.85
952006.08.08 15:45sell481.002.33752.34592.3333
962006.08.09 10:30t/p481.002.33332.34592.3333220.6116327.46
972006.08.09 18:30sell491.002.33452.34292.3303
982006.08.10 07:54t/p491.002.33032.34292.3303190.6016518.06
992006.08.10 14:15sell501.002.33462.34302.3304
1002006.08.11 10:18s/l501.002.34302.34302.3304-486.2416031.83
1012006.08.14 17:00sell511.002.34672.35512.3425
1022006.08.15 15:43t/p511.002.34252.35512.3425220.6116252.44
1032006.08.17 19:15sell521.002.32682.33522.3226
1042006.08.17 21:00t/p521.002.32262.33522.3226235.6116488.05
1052006.08.18 14:15sell531.002.32452.33292.3203
1062006.08.18 15:52t/p531.002.32032.33292.3203235.6116723.66
1072006.08.21 11:15sell541.002.32022.32862.3160
1082006.08.21 15:59t/p541.002.31602.32862.3160235.6116959.27
1092006.08.23 23:30buy551.002.33772.32932.3419
1102006.08.28 16:45t/p551.002.34192.32932.3419300.3617259.63
1112006.08.30 21:30buy561.002.33852.33012.3427
1122006.08.31 16:29t/p561.002.34272.33012.3427274.5117534.14
1132006.09.01 00:30buy571.002.34352.33512.3477
1142006.09.01 14:52t/p571.002.34772.33512.3477235.7317769.87
1152006.09.05 09:45buy581.002.34282.33442.3470
1162006.09.06 09:31s/l581.002.33442.33442.3470-458.5317311.34
1172006.09.11 19:15sell591.002.32032.32872.3161
1182006.09.11 23:59close at stop591.002.32222.32872.3161-106.5817204.76