Strategy Tester Report
Phoenix_Booster_2_0
| Symbol | USDJPYm (US Dollar vs Japanese Yen) | ||||
| Period | 15 Minutes (M15) 2006.09.04 00:00 - 2006.10.13 19:45 (2006.09.02 - 2006.10.21) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=1; MaximumRisk=3; DecreaseFactor=2; PrefSettings=true; MM=true; AccountIsMicro=false; TakeProfit=0; StopLoss=0; TrailingStop=0; Slippage=100; CorGJ01="EURCHF"; CorGJ02="CHFJPY"; CorGJ03="EURGBP"; CorUJ01="EURUSD"; CorUJ02="GBPUSD"; CorUJ03="USDCHF"; SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0; | ||||
| Bars in test | 32768 | Ticks modelled | 142042 | Modelling quality | 90.00% |
| Initial deposit | 1000.00 | ||||
| Total net profit | -307.74 | Gross profit | 771.37 | Gross loss | -1079.11 |
| Profit factor | 0.71 | Expected payoff | -21.98 | ||
| Absolute drawdown | 312.22 | Maximal drawdown | 386.04 (35.95%) | Relative drawdown | 35.95% (386.04) |
| Total trades | 14 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
| Largest | profit trade | 110.75 | loss trade | -238.58 | |
| Average | profit trade | 85.71 | loss trade | -215.82 | |
| Maximum | consecutive wins (profit in money) | 3 (290.82) | consecutive losses (loss in money) | 1 (-238.58) | |
| Maximal | consecutive profit (count of wins) | 290.82 (3) | consecutive loss (count of losses) | -238.58 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.09.04 01:00 | buy | 1 | 3.00 | 116.97 | 116.13 | 117.39 | ||
| 2 | 2006.09.04 10:17 | s/l | 1 | 3.00 | 116.13 | 116.13 | 117.39 | -217.00 | 783.00 |
| 3 | 2006.09.04 19:15 | buy | 2 | 2.30 | 116.05 | 115.21 | 116.47 | ||
| 4 | 2006.09.06 13:16 | t/p | 2 | 2.30 | 116.47 | 115.21 | 116.47 | 88.91 | 871.91 |
| 5 | 2006.09.07 04:45 | sell | 3 | 2.60 | 116.77 | 117.61 | 116.35 | ||
| 6 | 2006.09.07 11:04 | t/p | 3 | 2.60 | 116.35 | 117.61 | 116.35 | 93.87 | 965.78 |
| 7 | 2006.09.07 21:30 | buy | 4 | 2.90 | 116.38 | 115.54 | 116.80 | ||
| 8 | 2006.09.08 15:05 | t/p | 4 | 2.90 | 116.80 | 115.54 | 116.80 | 108.04 | 1073.82 |
| 9 | 2006.09.11 00:30 | sell | 5 | 3.20 | 117.01 | 117.85 | 116.59 | ||
| 10 | 2006.09.12 17:38 | s/l | 5 | 3.20 | 117.85 | 117.85 | 116.59 | -232.76 | 841.06 |
| 11 | 2006.09.13 01:00 | buy | 6 | 2.50 | 117.83 | 116.99 | 118.25 | ||
| 12 | 2006.09.18 11:24 | t/p | 6 | 2.50 | 118.25 | 116.99 | 118.25 | 105.04 | 946.10 |
| 13 | 2006.09.18 15:15 | buy | 7 | 2.80 | 117.98 | 117.14 | 118.40 | ||
| 14 | 2006.09.19 12:44 | s/l | 7 | 2.80 | 117.14 | 117.14 | 118.40 | -197.15 | 748.95 |
| 15 | 2006.09.20 00:30 | sell | 8 | 2.20 | 117.61 | 118.45 | 117.19 | ||
| 16 | 2006.09.20 06:52 | t/p | 8 | 2.20 | 117.19 | 118.45 | 117.19 | 78.85 | 827.80 |
| 17 | 2006.09.20 18:00 | sell | 9 | 2.50 | 117.28 | 118.12 | 116.86 | ||
| 18 | 2006.09.21 10:37 | t/p | 9 | 2.50 | 116.86 | 118.12 | 116.86 | 78.90 | 906.70 |
| 19 | 2006.09.21 11:00 | buy | 10 | 2.70 | 116.83 | 115.99 | 117.25 | ||
| 20 | 2006.09.27 09:27 | t/p | 10 | 2.70 | 117.25 | 115.99 | 117.25 | 110.75 | 1017.45 |
| 21 | 2006.09.27 09:27 | sell | 11 | 3.10 | 117.26 | 118.10 | 116.84 | ||
| 22 | 2006.09.29 07:28 | s/l | 11 | 3.10 | 118.10 | 118.10 | 116.84 | -238.58 | 778.86 |
| 23 | 2006.09.29 12:30 | buy | 12 | 2.30 | 117.96 | 117.12 | 118.38 | ||
| 24 | 2006.10.06 12:55 | t/p | 12 | 2.30 | 118.38 | 117.12 | 118.38 | 102.53 | 881.39 |
| 25 | 2006.10.06 19:45 | sell | 13 | 2.60 | 119.00 | 119.84 | 118.58 | ||
| 26 | 2006.10.11 18:42 | s/l | 13 | 2.60 | 119.84 | 119.84 | 118.58 | -193.62 | 687.78 |
| 27 | 2006.10.12 02:30 | buy | 14 | 2.10 | 119.66 | 118.82 | 120.08 | ||
| 28 | 2006.10.13 19:59 | close at stop | 14 | 2.10 | 119.67 | 118.82 | 120.08 | 4.48 | 692.26 |