Strategy Tester Report
Generic A-TLP v.11.7.03_RUS
Alpari-Standard1 (Build 988)

SymbolAUDCHF (Australian Dollar vs Swiss Franc)
Period5 Minutes (M5) 2015.05.01 00:05 - 2016.07.29 23:55 (2015.05.01 - 2016.07.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=22222222; Comm="GEN AUDCHF M5 TEST"; showinfopanel=false; Col_info=DarkBlue; Max_Spread=4; Slippage=2; Stop_Loss=80; Take_Profit=30; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=22; Trail_Size=2; Trail_Step=0.2; Channel_Period=50; period_StDev=0; Entry_Break=1; Exit_Distance=2; MaxDailyRange=40; Lots=0.1; Auto_Risk=0; no_Hedge=false; Min_Volatility=10; Exit_Profit_Pips=-50; Reverse_Profit=5; Exit_Minutes=1; Time_Profit_Pips=11; cci_Period_open=7; top_level_open=120; lower_level_open=-120; shift_open=0; cci_Period_close=7; top_level_close=150; lower_level_close=-150; shift_close=0; time_break=30; S1=" DayOfWeek Filter"; monday_open="21:55"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:25"; tuesday_pause_start="01:00"; tuesday_pause_stop="21:55"; tuesday_close="23:59"; wednesday_open="00:25"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="00:25"; thursday_pause_start="01:00"; thursday_pause_stop="21:55"; thursday_close="23:59"; friday_open="00:25"; friday_pause_start="01:00"; friday_pause_stop="21:55"; friday_close="23:57"; sunday_open="08:00"; sunday_pause_start="0"; sunday_pause_stop="0"; sunday_close="21:00"; S2=" Roll Over Filter"; rollover_start="00:00"; rollover_end="00:29";
Bars in test94062Ticks modelled30665195Modelling quality90.00%
Mismatched charts errors2
Initial deposit1000.00Spread30
Total net profit322.90Gross profit406.22Gross loss-83.32
Profit factor4.88Expected payoff4.19
Absolute drawdown14.29Maximal drawdown81.06 (7.33%)Relative drawdown7.33% (81.06)
Total trades77Short positions (won %)32 (87.50%)Long positions (won %)45 (88.89%)
Profit trades (% of total)68 (88.31%)Loss trades (% of total)9 (11.69%)
Largestprofit trade12.75loss trade-21.31
Averageprofit trade5.97loss trade-9.26
Maximumconsecutive wins (profit in money)21 (125.65)consecutive losses (loss in money)2 (-3.65)
Maximalconsecutive profit (count of wins)125.65 (21)consecutive loss (count of losses)-21.31 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.05.04 23:00buy10.100.732210.000000.00000
22015.05.04 23:00modify10.100.732210.724210.73521
32015.05.05 04:49close10.100.732720.724210.735215.731005.73
42015.05.11 22:43buy20.100.737200.000000.00000
52015.05.11 22:43modify20.100.737200.729200.74020
62015.05.12 02:34close20.100.737710.729200.740205.731011.47
72015.05.19 00:30sell30.100.739980.000000.00000
82015.05.19 00:30modify30.100.739980.747980.73698
92015.05.19 04:29close30.100.739290.747980.736987.121018.59
102015.05.26 22:30sell40.100.737020.000000.00000
112015.05.26 22:30modify40.100.737020.745020.73402
122015.05.27 00:47close40.100.736520.745020.734023.991022.57
132015.06.08 22:06sell50.100.715460.000000.00000
142015.06.08 22:06modify50.100.715460.723460.71246
152015.06.08 23:34close50.100.714320.723460.7124611.751034.32
162015.06.09 00:59buy60.100.712890.000000.00000
172015.06.09 01:00modify60.100.712890.704890.71589
182015.06.09 01:00close60.100.713390.704890.715895.161039.48
192015.06.09 22:30sell70.100.715340.000000.00000
202015.06.09 22:30modify70.100.715340.723340.71234
212015.06.10 03:30close70.100.714740.723340.712345.031044.51
222015.06.15 21:59buy80.100.723070.000000.00000
232015.06.15 21:59modify80.100.723070.715070.72607
242015.06.16 04:02close80.100.722010.715070.72607-10.471034.04
252015.06.29 23:38buy90.100.711010.000000.00000
262015.06.29 23:38modify90.100.711010.703010.71401
272015.06.30 04:49close90.100.711270.703010.714013.161037.21
282015.07.01 00:59buy100.100.719920.000000.00000
292015.07.01 00:59modify100.100.719920.711920.72292
302015.07.01 01:00close100.100.720430.711920.722925.261042.47
312015.07.07 00:59buy110.100.705960.000000.00000
322015.07.07 00:59modify110.100.705960.697960.70896
332015.07.07 01:00close110.100.706460.697960.708965.171047.64
342015.07.07 22:29sell120.100.705490.000000.00000
352015.07.07 22:29modify120.100.705490.713490.70249
362015.07.07 22:41close120.100.704740.713490.702497.731055.37
372015.07.08 00:59buy130.100.703800.000000.00000
382015.07.08 00:59modify130.100.703800.695800.70680
392015.07.08 01:00close130.100.704320.695800.706805.371060.74
402015.07.21 00:57buy140.100.710330.000000.00000
412015.07.21 00:57modify140.100.710330.702330.71333
422015.07.21 04:20close140.100.710870.702330.713335.571066.31
432015.07.21 22:51buy150.100.711050.000000.00000
442015.07.21 22:51modify150.100.711050.703050.71405
452015.07.22 01:49close150.100.711570.703050.714055.831072.14
462015.07.27 23:32buy160.100.700040.000000.00000
472015.07.27 23:32modify160.100.700040.692040.70304
482015.07.28 03:17close160.100.700610.692040.703046.351078.50
492015.07.28 22:51buy170.100.705320.000000.00000
502015.07.28 22:51modify170.100.705320.697320.70832
512015.07.29 00:29close170.100.706510.697320.7083212.751091.25
522015.07.29 00:29sell180.100.706550.000000.00000
532015.07.29 00:29modify180.100.706550.714550.70355
542015.07.29 02:30close180.100.705910.714550.703556.601097.85
552015.08.03 21:59sell190.100.704910.000000.00000
562015.08.03 21:59modify190.100.704910.712910.70191
572015.08.04 04:29close190.100.704480.712910.701913.271101.11
582015.08.17 22:15buy200.100.720670.000000.00000
592015.08.17 22:15modify200.100.720670.712670.72367
602015.08.17 23:16close200.100.721180.712670.723675.261106.37
612015.08.25 22:39buy210.100.673750.000000.00000
622015.08.25 22:39modify210.100.673750.665750.67675
632015.08.26 04:15close210.100.671960.665750.67675-18.001088.38
642015.09.08 23:14buy220.100.687650.000000.00000
652015.09.08 23:14modify220.100.687650.679650.69065
662015.09.09 03:07close220.100.688390.679650.690658.101096.48
672015.09.15 00:40buy230.100.690420.000000.00000
682015.09.15 00:40modify230.100.690420.682420.69342
692015.09.15 01:44close230.100.691120.682420.693427.221103.70
702015.09.22 21:59sell240.100.690880.000000.00000
712015.09.22 21:59modify240.100.690880.698880.68788
722015.09.23 00:43close240.100.690340.698880.687884.401108.10
732015.09.29 21:59buy250.100.678200.000000.00000
742015.09.29 21:59modify250.100.678200.670200.68120
752015.09.29 22:52close250.100.678960.670200.681207.841115.94
762015.10.06 22:26sell260.100.692860.000000.00000
772015.10.06 22:26modify260.100.692860.700860.68986
782015.10.07 00:36close260.100.692360.700860.689863.991119.92
792015.10.14 00:26buy270.100.692770.000000.00000
802015.10.14 00:26modify270.100.692770.684770.69577
812015.10.14 05:54close270.100.692340.684770.69577-4.441115.48
822015.10.19 22:40buy280.100.692940.000000.00000
832015.10.19 22:40modify280.100.692940.684940.69594
842015.10.20 02:46close280.100.693500.684940.695946.251121.74
852015.10.20 21:59sell290.100.694510.000000.00000
862015.10.20 21:59modify290.100.694510.702510.69151
872015.10.20 23:51close290.100.693990.702510.691515.371127.11
882015.10.26 22:09buy300.100.712230.000000.00000
892015.10.26 22:09modify300.100.712230.704230.71523
902015.10.26 22:59close300.100.712730.704230.715235.161132.27
912015.10.26 23:07buy310.100.712060.000000.00000
922015.10.26 23:07modify310.100.712060.704060.71506
932015.10.27 03:49close310.100.712640.704060.715066.461138.73
942015.10.27 23:44sell320.100.710500.000000.00000
952015.10.27 23:44modify320.100.710500.718500.70750
962015.10.27 23:51close320.100.710000.718500.707505.161143.89
972015.11.02 22:17sell330.100.704340.000000.00000
982015.11.02 22:17modify330.100.704340.712340.70134
992015.11.03 05:29close330.100.705310.712340.70134-11.171132.72
1002015.11.03 23:51buy340.100.712100.000000.00000
1012015.11.03 23:51modify340.100.712100.704100.71510
1022015.11.04 02:30close340.100.712600.704100.715105.631138.35
1032015.11.10 21:59buy350.100.706840.000000.00000
1042015.11.10 21:59modify350.100.706840.698840.70984
1052015.11.10 23:06close350.100.707340.698840.709845.161143.51
1062015.11.17 00:45buy360.100.715780.000000.00000
1072015.11.17 00:45modify360.100.715780.707780.71878
1082015.11.17 01:11close360.100.716280.707780.718785.161148.67
1092015.11.17 22:10buy370.100.722020.000000.00000
1102015.11.17 22:10modify370.100.722020.714020.72502
1112015.11.18 04:49close370.100.721880.714020.72502-0.971147.71
1122015.11.25 00:35sell380.100.737660.000000.00000
1132015.11.25 00:35modify380.100.737660.745660.73466
1142015.11.25 09:33close380.100.737920.745660.73466-2.681145.03
1152015.11.30 23:03sell390.100.744210.000000.00000
1162015.11.30 23:03modify390.100.744210.752210.74121
1172015.11.30 23:56close390.100.743640.752210.741215.881150.91
1182015.12.01 00:34buy400.100.742620.000000.00000
1192015.12.01 00:34modify400.100.742620.734620.74562
1202015.12.01 00:35close400.100.743130.734620.745625.271156.18
1212015.12.01 22:24buy410.100.752750.000000.00000
1222015.12.01 22:24modify410.100.752750.744750.75575
1232015.12.02 02:30close410.100.753090.744750.755753.981160.16
1242015.12.08 00:58buy420.100.726060.000000.00000
1252015.12.08 00:58modify420.100.726060.718060.72906
1262015.12.08 02:32close420.100.727030.718060.7290610.011170.17
1272015.12.09 00:30sell430.100.716600.000000.00000
1282015.12.09 00:30modify430.100.716600.724600.71360
1292015.12.09 04:56close430.100.716060.724600.713605.571175.74
1302015.12.15 00:41sell440.100.714250.000000.00000
1312015.12.15 00:41modify440.100.714250.722250.71125
1322015.12.15 02:28close440.100.713750.722250.711255.161180.90
1332015.12.15 22:26sell450.100.713150.000000.00000
1342015.12.15 22:26modify450.100.713150.721150.71015
1352015.12.16 03:33close450.100.712510.721150.710155.441186.34
1362015.12.22 22:59sell460.100.714060.000000.00000
1372015.12.22 22:59modify460.100.714060.722060.71106
1382015.12.23 11:26close460.100.715100.722060.71106-11.881174.45
1392016.01.04 23:11sell470.100.720850.000000.00000
1402016.01.04 23:11modify470.100.720850.728850.71785
1412016.01.04 23:37close470.100.720300.728850.717855.681180.13
1422016.01.05 00:29buy480.100.719230.000000.00000
1432016.01.05 00:29modify480.100.719230.711230.72223
1442016.01.05 01:16close480.100.719810.711230.722235.981186.11
1452016.01.05 22:41sell490.100.722360.000000.00000
1462016.01.05 22:41modify490.100.722360.730360.71936
1472016.01.06 03:17close490.100.721530.730360.719367.401193.51
1482016.01.19 00:56sell500.100.690030.000000.00000
1492016.01.19 00:56modify500.100.690030.698030.68703
1502016.01.19 04:19close500.100.689520.698030.687035.261198.77
1512016.01.26 23:33buy510.100.712930.000000.00000
1522016.01.26 23:33modify510.100.712930.704930.71593
1532016.01.27 02:30close510.100.713430.704930.715935.631204.40
1542016.02.01 22:18sell520.100.723690.000000.00000
1552016.02.01 22:18modify520.100.723690.731690.72069
1562016.02.02 02:45close520.100.723810.731690.72069-2.401202.00
1572016.02.03 00:28buy530.100.716310.000000.00000
1582016.02.03 00:28modify530.100.716310.708310.71931
1592016.02.03 02:30close530.100.717420.708310.7193111.461213.46
1602016.02.08 21:57buy540.100.697190.000000.00000
1612016.02.08 21:57modify540.100.697190.689190.70019
1622016.02.08 21:59close540.100.697690.689190.700195.161218.62
1632016.02.09 23:49sell550.100.687380.000000.00000
1642016.02.09 23:49modify550.100.687380.695380.68438
1652016.02.10 02:46close550.100.686410.695380.684388.841227.45
1662016.02.15 22:59buy560.100.704840.000000.00000
1672016.02.15 22:59modify560.100.704840.696840.70784
1682016.02.16 02:23close560.100.705740.696840.707849.751237.21
1692016.02.16 23:44sell570.100.702590.000000.00000
1702016.02.16 23:44modify570.100.702590.710590.69959
1712016.02.17 03:15close570.100.701710.710590.699597.921245.12
1722016.02.23 21:57sell580.100.716270.000000.00000
1732016.02.23 21:57modify580.100.716270.724270.71327
1742016.02.23 22:09close580.100.715760.724270.713275.261250.38
1752016.02.24 00:44buy590.100.713230.000000.00000
1762016.02.24 00:44modify590.100.713230.705230.71623
1772016.02.24 02:42close590.100.713730.705230.716235.161255.54
1782016.03.01 22:18buy600.100.715210.000000.00000
1792016.03.01 22:18modify600.100.715210.707210.71821
1802016.03.01 23:24close600.100.715720.707210.718215.261260.80
1812016.03.01 23:39buy610.100.715160.000000.00000
1822016.03.01 23:39modify610.100.715160.707160.71816
1832016.03.02 00:43close610.100.715670.707160.718165.741266.55
1842016.03.09 00:28buy620.100.739180.000000.00000
1852016.03.09 00:28modify620.100.739180.731180.74218
1862016.03.09 00:33close620.100.739690.731180.742185.261271.81
1872016.03.14 22:52sell630.100.741510.000000.00000
1882016.03.14 22:52modify630.100.741510.749510.73851
1892016.03.14 23:23close630.100.740900.749510.738516.291278.10
1902016.03.15 00:59sell640.100.741590.000000.00000
1912016.03.15 00:59modify640.100.741590.749590.73859
1922016.03.15 02:44close640.100.741090.749590.738595.161283.26
1932016.03.15 23:49sell650.100.736140.000000.00000
1942016.03.15 23:49modify650.100.736140.744140.73314
1952016.03.16 03:20close650.100.735480.744140.733145.651288.90
1962016.03.21 23:02buy660.100.734490.000000.00000
1972016.03.21 23:02modify660.100.734490.726490.73749
1982016.03.21 23:42close660.100.735010.726490.737495.361294.26
1992016.03.28 22:33sell670.100.734670.000000.00000
2002016.03.28 22:33modify670.100.734670.742670.73167
2012016.03.29 00:35close670.100.734160.742670.731674.101298.36
2022016.03.29 23:48buy680.100.737510.000000.00000
2032016.03.29 23:48modify680.100.737510.729510.74051
2042016.03.30 01:19close680.100.738040.729510.740515.931304.29
2052016.04.19 21:59sell690.100.750560.000000.00000
2062016.04.19 21:59modify690.100.750560.758560.74756
2072016.04.20 02:53close690.100.750310.758560.747561.421305.71
2082016.05.25 00:42sell700.100.713850.000000.00000
2092016.05.25 00:42modify700.100.713850.721850.71085
2102016.05.25 04:18close700.100.713340.721850.710855.261310.97
2112016.06.07 00:26buy710.100.714600.000000.00000
2122016.06.07 00:26modify710.100.714600.706600.71760
2132016.06.07 01:55close710.100.715110.706600.717605.271316.24
2142016.06.14 00:46buy720.100.711490.000000.00000
2152016.06.14 00:46modify720.100.711490.703490.71449
2162016.06.14 00:46close720.100.712040.703490.714495.671321.91
2172016.06.21 23:51buy730.100.716840.000000.00000
2182016.06.21 23:51modify730.100.716840.708840.71984
2192016.06.22 01:14close730.100.717350.708840.719845.731327.64
2202016.07.12 23:58buy740.100.753870.000000.00000
2212016.07.12 23:58modify740.100.753870.745870.75687
2222016.07.13 15:19close740.100.751760.745870.75687-21.311306.34
2232016.07.18 22:09sell750.100.746480.000000.00000
2242016.07.18 22:09modify750.100.746480.754480.74348
2252016.07.18 23:54close750.100.745980.754480.743485.151311.49
2262016.07.26 23:58buy760.100.744280.000000.00000
2272016.07.26 23:58modify760.100.744280.736280.74728
2282016.07.27 00:35close760.100.744840.736280.747286.251317.74
2292016.07.27 00:55buy770.100.744210.000000.00000
2302016.07.27 00:55modify770.100.744210.736210.74721
2312016.07.27 01:00close770.100.744710.736210.747215.161322.90