Strategy Tester Report
Generic A-TLP v.11.7.01_RUS
Tickmill-Live (Build 1010)

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2010.01.01 02:00 - 2016.09.05 02:59 (2011.09.01 - 2016.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=222222; Comm="EURGBP M15 Generic A-TLP v.11.7"; showinfopanel=true; Max_Spread=4; Slippage=1; Stop_Loss=35; Take_Profit=200; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=7; Trail_Size=5; Trail_Step=0.1; Channel_Period=8; period_StDev=0; Entry_Break=4; Exit_Distance=-1; MaxDailyRange=5; Lots=0.01; Auto_Risk=0; no_Hedge=false; Min_Volatility=3; Exit_Profit_Pips=-100; Reverse_Profit=10; Exit_Minutes=100; Time_Profit_Pips=10; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; cci_Period_close=14; top_level_close=100; lower_level_close=-100; shift_close=1; Col_info=DarkBlue; time_break=60; S1=" DayOfWeek Filter"; monday_open="22:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="22:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35"; S2=" Roll Over Filter"; rollover_start="23:59"; rollover_end="00:25";
Bars in test166535Ticks modelled95338409Modelling quality99.00%
Mismatched charts errors0
Initial deposit100.00Spread999
Total net profit39.23Gross profit66.25Gross loss-27.02
Profit factor2.45Expected payoff0.36
Absolute drawdown1.97Maximal drawdown12.96 (10.66%)Relative drawdown10.66% (12.96)
Total trades108Short positions (won %)51 (74.51%)Long positions (won %)57 (68.42%)
Profit trades (% of total)77 (71.30%)Loss trades (% of total)31 (28.70%)
Largestprofit trade4.26loss trade-4.78
Averageprofit trade0.86loss trade-0.87
Maximumconsecutive wins (profit in money)9 (10.73)consecutive losses (loss in money)3 (-1.00)
Maximalconsecutive profit (count of wins)10.73 (9)consecutive loss (count of losses)-4.78 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.09.02 23:55sell10.010.876020.000000.00000
22011.09.02 23:55modify10.010.876020.879520.85602
32011.09.05 01:31close10.010.875840.879520.856020.20100.20
42011.09.13 22:15buy20.010.866880.000000.00000
52011.09.13 22:15modify20.010.866880.863380.88688
62011.09.14 00:48close20.010.867060.863380.886880.18100.38
72011.09.21 00:05sell30.010.870920.000000.00000
82011.09.21 00:05modify30.010.870920.874420.85092
92011.09.21 01:41close30.010.870450.874420.850920.59100.97
102011.09.26 22:21sell40.010.868540.000000.00000
112011.09.26 22:21modify40.010.868540.872040.84854
122011.09.27 01:34close40.010.868950.872040.84854-0.59100.38
132011.09.27 23:13buy50.010.869200.000000.00000
142011.09.27 23:13modify50.010.869200.865700.88920
152011.09.28 02:47close50.010.869010.865700.88920-0.32100.06
162011.10.11 23:12buy60.010.875500.000000.00000
172011.10.11 23:12modify60.010.875500.872000.89550
182011.10.12 01:00close60.010.875480.872000.89550-0.0999.98
192011.10.14 23:47buy70.010.876990.000000.00000
202011.10.14 23:47modify70.010.876990.873490.89699
212011.10.17 02:02close70.010.877340.873490.896990.41100.39
222011.10.20 22:06sell80.010.872610.000000.00000
232011.10.20 22:06modify80.010.872610.876110.85261
242011.10.21 00:31close80.010.872380.876110.852610.27100.66
252011.10.21 22:58sell90.010.870590.000000.00000
262011.10.21 22:58modify90.010.870590.874090.85059
272011.10.24 00:25close90.010.869550.874090.850591.36102.01
282011.11.04 22:59sell100.010.860010.000000.00000
292011.11.04 22:59modify100.010.860010.863510.84001
302011.11.07 01:45close100.010.860100.863510.84001-0.16101.85
312011.11.11 22:10buy110.010.855590.000000.00000
322011.11.11 22:10modify110.010.855590.852090.87559
332011.11.14 00:25close110.010.857680.852090.875592.74104.60
342011.11.14 22:26sell120.010.857370.000000.00000
352011.11.14 22:26modify120.010.857370.860870.83737
362011.11.15 00:32close120.010.856950.860870.837370.52105.11
372011.11.23 00:02buy130.010.863820.000000.00000
382011.11.23 00:02modify130.010.863820.860320.88382
392011.11.23 00:30close130.010.864100.860320.883820.34105.45
402011.12.08 22:26sell140.010.853520.000000.00000
412011.12.08 22:26modify140.010.853520.857020.83352
422011.12.09 01:32close140.010.853660.857020.83352-0.22105.23
432011.12.16 23:46buy150.010.839310.000000.00000
442011.12.16 23:46modify150.010.839310.835810.85931
452011.12.19 01:19close150.010.840140.835810.859311.05106.28
462012.01.23 23:57buy160.010.836160.000000.00000
472012.01.23 23:57modify160.010.836160.832660.85616
482012.01.24 02:30close160.010.836130.832660.85616-0.10106.19
492012.02.10 23:38sell170.010.837510.000000.00000
502012.02.10 23:38modify170.010.837510.841010.81751
512012.02.13 02:32close170.010.838330.841010.81751-1.14105.04
522012.02.27 22:04sell180.010.847290.000000.00000
532012.02.27 22:04modify180.010.847290.850790.82729
542012.02.27 23:32close180.010.846890.850790.827290.50105.54
552012.03.09 23:54sell190.010.837330.000000.00000
562012.03.09 23:54modify190.010.837330.840830.81733
572012.03.11 23:01close190.010.836650.840830.817330.88106.42
582012.03.30 23:42buy200.010.833280.000000.00000
592012.03.30 23:42modify200.010.833280.829780.85328
602012.04.02 00:25close200.010.834170.829780.853281.14107.57
612012.04.06 22:37sell210.010.825060.000000.00000
622012.04.06 22:37modify210.010.825060.828560.80506
632012.04.06 23:39close210.010.824880.828560.805060.20107.77
642012.04.20 22:39buy220.010.819250.000000.00000
652012.04.20 22:39modify220.010.819250.815750.83925
662012.04.23 02:01close220.010.818410.815750.83925-1.19106.58
672012.04.27 00:00buy230.010.816630.000000.00000
682012.04.27 00:00modify230.010.816630.813130.83663
692012.04.27 02:33close230.010.815220.813130.83663-1.93104.65
702012.05.29 22:57sell240.010.799280.000000.00000
712012.05.29 22:57modify240.010.799280.802780.77928
722012.05.30 00:34close240.010.798820.802780.779280.58105.23
732012.06.29 23:41buy250.010.806380.000000.00000
742012.06.29 23:41modify250.010.806380.802880.82638
752012.07.02 00:48close250.010.807310.802880.826381.18106.41
762012.07.06 23:22sell260.010.793620.000000.00000
772012.07.06 23:22modify260.010.793620.797120.77362
782012.07.09 00:25close260.010.792520.797120.773621.43107.84
792012.08.21 22:05buy270.010.789730.000000.00000
802012.08.21 22:05modify270.010.789730.786230.80973
812012.08.21 23:55close270.010.790130.786230.809730.49108.33
822012.09.28 23:04buy280.010.795790.000000.00000
832012.09.28 23:04modify280.010.795790.792290.81579
842012.10.01 01:33close280.010.795390.792290.81579-0.59107.74
852012.10.19 23:11sell290.010.814050.000000.00000
862012.10.19 23:11modify290.010.814050.817550.79405
872012.10.19 23:58close290.010.813780.817550.794050.32108.06
882012.11.30 23:35buy300.010.810790.000000.00000
892012.11.30 23:35modify300.010.810790.807290.83079
902012.12.03 01:34close300.010.811120.807290.830790.38108.45
912013.01.01 00:02buy310.010.811250.000000.00000
922013.01.01 00:03modify310.010.811250.807750.83125
932013.01.01 00:44close310.010.812800.807750.831252.04110.49
942013.01.22 22:09sell320.010.840570.000000.00000
952013.01.22 22:09modify320.010.840570.844070.82057
962013.01.23 00:25close320.010.841230.844070.82057-0.93109.55
972013.02.11 22:00buy330.010.854660.000000.00000
982013.02.11 22:00modify330.010.854660.851160.87466
992013.02.11 23:17close330.010.855890.851160.874661.61111.16
1002013.03.01 23:19buy340.010.866070.000000.00000
1012013.03.01 23:19modify340.010.866070.862570.88607
1022013.03.04 01:38close340.010.866460.862570.886070.46111.63
1032013.03.08 23:20sell350.010.871700.000000.00000
1042013.03.08 23:20modify350.010.871700.875200.85170
1052013.03.10 23:01close350.010.870790.875200.851701.18112.81
1062013.04.19 23:07buy360.010.856850.000000.00000
1072013.04.19 23:07modify360.010.856850.853350.87685
1082013.04.22 00:27close360.010.857910.853350.876851.36114.17
1092013.05.14 23:47buy370.010.848870.000000.00000
1102013.05.14 23:47modify370.010.848870.845370.86887
1112013.05.15 00:38close370.010.849780.845370.868871.16115.34
1122013.05.28 00:26buy380.010.855880.000000.00000
1132013.05.28 00:26modify380.010.855880.852380.87588
1142013.05.28 01:46close380.010.855910.852380.875880.00115.34
1152013.06.28 23:56buy390.010.855390.000000.00000
1162013.06.28 23:56modify390.010.855390.851890.87539
1172013.07.01 01:56close390.010.855750.851890.875390.42115.76
1182013.07.04 22:28buy400.010.856640.000000.00000
1192013.07.04 22:28modify400.010.856640.853140.87664
1202013.07.04 23:43close400.010.856810.853140.876640.19115.95
1212013.08.23 22:05buy410.010.858890.000000.00000
1222013.08.23 22:05modify410.010.858890.855390.87889
1232013.08.26 00:26close410.010.859700.855390.878891.02116.97
1242013.10.11 23:55buy420.010.848980.000000.00000
1252013.10.11 23:55modify420.010.848980.845480.86898
1262013.10.14 01:54close420.010.848950.845480.86898-0.10116.88
1272013.10.15 23:44sell430.010.845790.000000.00000
1282013.10.15 23:44modify430.010.845790.849290.82579
1292013.10.16 03:23close430.010.845760.849290.82579-0.00116.87
1302013.11.08 23:11buy440.010.833990.000000.00000
1312013.11.08 23:11modify440.010.833990.830490.85399
1322013.11.08 23:47close440.010.834740.830490.853990.96117.83
1332014.03.14 22:37buy450.010.835570.000000.00000
1342014.03.14 22:37modify450.010.835570.832070.85557
1352014.03.16 23:33close450.010.836360.832070.855571.02118.85
1362014.09.05 00:08sell460.010.792850.000000.00000
1372014.09.05 00:08modify460.010.792850.796350.77285
1382014.09.05 01:45close460.010.792620.796350.772850.27119.12
1392014.09.12 00:05buy470.010.795240.000000.00000
1402014.09.12 00:05modify470.010.795240.791740.81524
1412014.09.12 03:00close470.010.795300.791740.815240.04119.16
1422014.09.16 22:53sell480.010.796950.000000.00000
1432014.09.16 22:53modify480.010.796950.800450.77695
1442014.09.16 22:58close480.010.796060.800450.776951.16120.32
1452014.09.19 00:12buy490.010.787940.000000.00000
1462014.09.19 00:12modify490.010.787940.784440.80794
1472014.09.19 02:32close490.010.786020.784440.80794-2.62117.70
1482014.10.07 22:14sell500.010.787020.000000.00000
1492014.10.07 22:14modify500.010.787020.790520.76702
1502014.10.08 00:26close500.010.786860.790520.767020.18117.88
1512014.11.10 23:29sell510.010.784350.000000.00000
1522014.11.10 23:29modify510.010.784350.787850.76435
1532014.11.11 01:00close510.010.784230.787850.764350.12118.00
1542014.12.16 22:59sell520.010.795260.000000.00000
1552014.12.16 22:59modify520.010.795260.798760.77526
1562014.12.17 02:54close520.010.794460.798760.775261.03119.03
1572015.01.06 22:10buy530.010.785220.000000.00000
1582015.01.06 22:10modify530.010.785220.781720.80522
1592015.01.07 02:02close530.010.784680.781720.80522-0.79118.24
1602015.01.15 22:52sell540.010.765830.000000.00000
1612015.01.15 22:52modify540.010.765830.769330.74583
1622015.01.16 01:27close540.010.765750.769330.745830.07118.31
1632015.01.16 22:06sell550.010.764010.000000.00000
1642015.01.16 22:06modify550.010.764010.767510.74401
1652015.01.16 23:04close550.010.763040.767510.744011.26119.57
1662015.01.26 22:51buy560.010.746280.000000.00000
1672015.01.26 22:51modify560.010.746280.742780.76628
1682015.01.27 01:28close560.010.745290.742780.76628-1.38118.19
1692015.02.03 23:52buy570.010.756620.000000.00000
1702015.02.03 23:52modify570.010.756620.753120.77662
1712015.02.04 03:16close570.010.756580.753120.77662-0.11118.08
1722015.02.20 22:16buy580.010.739150.000000.00000
1732015.02.20 22:16modify580.010.739150.735650.75915
1742015.02.23 00:25close580.010.739740.735650.759150.73118.82
1752015.02.26 22:24sell590.010.727340.000000.00000
1762015.02.26 22:24modify590.010.727340.730840.70734
1772015.02.26 23:24close590.010.726620.730840.707340.92119.74
1782015.03.06 22:06sell600.010.721720.000000.00000
1792015.03.06 22:06modify600.010.721720.725220.70172
1802015.03.06 23:55close600.010.720940.725220.701721.00120.74
1812015.03.27 22:02buy610.010.732100.000000.00000
1822015.03.27 22:02modify610.010.732100.728600.75210
1832015.03.30 03:05close610.010.731320.728600.75210-1.10119.64
1842015.03.31 22:58sell620.010.724740.000000.00000
1852015.03.31 22:58modify620.010.724740.728240.70474
1862015.04.01 01:21close620.010.724350.728240.704740.48120.12
1872015.05.01 23:51buy630.010.739150.000000.00000
1882015.05.01 23:51modify630.010.739150.735650.75915
1892015.05.04 03:06close630.010.738410.735650.75915-1.05119.07
1902015.05.05 23:14buy640.010.737140.000000.00000
1912015.05.05 23:14modify640.010.737140.733640.75714
1922015.05.06 01:09close640.010.736830.733640.75714-0.48118.60
1932015.05.08 23:55sell650.010.725990.000000.00000
1942015.05.08 23:55modify650.010.725990.729490.70599
1952015.05.11 00:26close650.010.724970.729490.705991.33119.92
1962015.06.02 22:23buy660.010.726720.000000.00000
1972015.06.02 22:23modify660.010.726720.723220.74672
1982015.06.03 00:26close660.010.726630.723220.74672-0.18119.75
1992015.06.05 00:12buy670.010.731250.000000.00000
2002015.06.05 00:12modify670.010.731250.727750.75125
2012015.06.05 04:45close670.010.729790.727750.75125-2.00117.75
2022015.06.18 22:36buy680.010.715760.000000.00000
2032015.06.18 22:36modify680.010.715760.712260.73576
2042015.06.19 01:09close680.010.717420.712260.735762.17119.92
2052015.06.26 00:00buy690.010.711220.000000.00000
2062015.06.26 00:00modify690.010.711220.707720.73122
2072015.06.26 01:27close690.010.711610.707720.731220.48120.40
2082015.07.09 23:40sell700.010.717680.000000.00000
2092015.07.09 23:40modify700.010.717680.721180.69768
2102015.07.10 06:17close700.010.720500.721180.69768-3.82116.58
2112015.08.13 23:13sell710.010.714600.000000.00000
2122015.08.13 23:13modify710.010.714600.718100.69460
2132015.08.14 02:48close710.010.714450.718100.694600.16116.74
2142015.08.25 22:26sell720.010.729420.000000.00000
2152015.08.25 22:26modify720.010.729420.732920.70942
2162015.08.25 23:24s/l720.010.732950.732950.70942-4.78111.96
2172015.08.25 23:29sell730.010.733910.000000.00000
2182015.08.25 23:29modify730.010.733910.737410.71391
2192015.08.26 04:25close730.010.733510.737410.713910.50112.45
2202015.09.08 22:22sell740.010.728170.000000.00000
2212015.09.08 22:22modify740.010.728170.731670.70817
2222015.09.09 02:57close740.010.727800.731670.708170.45112.90
2232015.09.14 22:59sell750.010.733920.000000.00000
2242015.09.14 22:59modify750.010.733920.737420.71392
2252015.09.15 01:38close750.010.733650.737420.713920.32113.22
2262015.10.16 00:02sell760.010.736450.000000.00000
2272015.10.16 00:02modify760.010.736450.739950.71645
2282015.10.16 01:34close760.010.735340.739950.716451.45114.67
2292015.10.23 22:54sell770.010.718990.000000.00000
2302015.10.23 22:54modify770.010.718990.722490.69899
2312015.10.25 22:00close770.010.718620.722490.698990.46115.13
2322015.11.13 23:50sell780.010.706650.000000.00000
2332015.11.13 23:50modify780.010.706650.710150.68665
2342015.11.16 00:25close780.010.705730.710150.686651.20116.33
2352015.12.03 22:54buy790.010.722210.000000.00000
2362015.12.03 22:54modify790.010.722210.718710.74221
2372015.12.04 02:05close790.010.722140.718710.74221-0.15116.18
2382015.12.31 23:44sell800.010.737850.000000.00000
2392015.12.31 23:44modify800.010.737850.741350.71785
2402015.12.31 23:49close800.010.736740.741350.717851.45117.63
2412016.01.22 23:21sell810.010.756760.000000.00000
2422016.01.22 23:21modify810.010.756760.760260.73676
2432016.01.25 04:02close810.010.756480.760260.736760.33117.96
2442016.01.26 23:39sell820.010.757010.000000.00000
2452016.01.26 23:39modify820.010.757010.760510.73701
2462016.01.27 02:05close820.010.757150.760510.73701-0.23117.72
2472016.02.10 00:02buy830.010.780170.000000.00000
2482016.02.10 00:02modify830.010.780170.776670.80017
2492016.02.10 01:16close830.010.780610.776670.800170.55118.27
2502016.02.15 23:11sell840.010.772900.000000.00000
2512016.02.15 23:11modify840.010.772900.776400.75290
2522016.02.16 02:32close840.010.772930.776400.75290-0.08118.19
2532016.02.19 00:06buy850.010.774120.000000.00000
2542016.02.19 00:06modify850.010.774120.770620.79412
2552016.02.19 00:39close850.010.774820.770620.794120.90119.09
2562016.02.19 23:00buy860.010.774470.000000.00000
2572016.02.19 23:00modify860.010.774470.770970.79447
2582016.02.22 00:25close860.010.777690.770970.794474.26123.36
2592016.03.01 22:27sell870.010.779340.000000.00000
2602016.03.01 22:27modify870.010.779340.782840.75934
2612016.03.02 00:26close870.010.778970.782840.759340.46123.81
2622016.03.10 22:29buy880.010.782810.000000.00000
2632016.03.10 22:29modify880.010.782810.779310.80281
2642016.03.11 02:00close880.010.782500.779310.80281-0.48123.34
2652016.03.29 00:00buy890.010.785080.000000.00000
2662016.03.29 00:00modify890.010.785080.781580.80508
2672016.03.29 02:01close890.010.785390.781580.805080.38123.72
2682016.04.01 22:47buy900.010.800740.000000.00000
2692016.04.01 22:47modify900.010.800740.797240.82074
2702016.04.04 00:25close900.010.801410.797240.820740.84124.56
2712016.04.26 22:09sell910.010.775050.000000.00000
2722016.04.26 22:09modify910.010.775050.778550.75505
2732016.04.27 01:51close910.010.775180.778550.75505-0.21124.35
2742016.04.28 22:12sell920.010.777270.000000.00000
2752016.04.28 22:12modify920.010.777270.780770.75727
2762016.04.29 01:52close920.010.777130.780770.757270.15124.49
2772016.05.19 22:49sell930.010.767080.000000.00000
2782016.05.19 22:49modify930.010.767080.770580.74708
2792016.05.20 04:03close930.010.767050.770580.74708-0.00124.49
2802016.06.06 22:39buy940.010.785580.000000.00000
2812016.06.06 22:39modify940.010.785580.782080.80558
2822016.06.07 00:30close940.010.786210.782080.805580.78125.28
2832016.06.10 23:18buy950.010.788440.000000.00000
2842016.06.10 23:18modify950.010.788440.784940.80844
2852016.06.13 00:25close950.010.789720.784940.808441.65126.93
2862016.06.13 23:48buy960.010.792480.000000.00000
2872016.06.13 23:48modify960.010.792480.788980.81248
2882016.06.14 00:25close960.010.793470.788980.812481.27128.20
2892016.06.20 23:28sell970.010.771620.000000.00000
2902016.06.20 23:28modify970.010.771620.775120.75162
2912016.06.20 23:28close970.010.770700.775120.751621.19129.39
2922016.06.21 22:43sell980.010.768670.000000.00000
2932016.06.21 22:43modify980.010.768670.772170.74867
2942016.06.21 23:57close980.010.767580.772170.748671.42130.81
2952016.06.27 22:59buy990.010.833710.000000.00000
2962016.06.27 22:59modify990.010.833710.830210.85371
2972016.06.28 00:45close990.010.834340.830210.853710.79131.61
2982016.06.28 22:28sell1000.010.829550.000000.00000
2992016.06.28 22:28modify1000.010.829550.833050.80955
3002016.06.29 01:13close1000.010.829000.833050.809550.69132.29
3012016.06.30 22:50buy1010.010.834010.000000.00000
3022016.06.30 22:50modify1010.010.834010.830510.85401
3032016.07.01 00:30close1010.010.835420.830510.854011.83134.13
3042016.07.15 23:10buy1020.010.837080.000000.00000
3052016.07.15 23:10modify1020.010.837080.833580.85708
3062016.07.15 23:23close1020.010.837930.833580.857081.10135.23
3072016.07.18 22:42sell1030.010.835320.000000.00000
3082016.07.18 22:42modify1030.010.835320.838820.81532
3092016.07.19 01:04close1030.010.835460.838820.81532-0.22135.00
3102016.07.21 23:43buy1040.010.833490.000000.00000
3112016.07.21 23:43modify1040.010.833490.829990.85349
3122016.07.22 01:06close1040.010.834200.829990.853490.89135.90
3132016.07.28 23:31buy1050.010.840830.000000.00000
3142016.07.28 23:31modify1050.010.840830.837330.86083
3152016.07.29 01:03close1050.010.841640.837330.860831.02136.92
3162016.08.04 22:23buy1060.010.848060.000000.00000
3172016.08.04 22:23modify1060.010.848060.844560.86806
3182016.08.04 23:47close1060.010.848750.844560.868060.89137.81
3192016.08.05 23:49sell1070.010.848500.000000.00000
3202016.08.05 23:49modify1070.010.848500.852000.82850
3212016.08.08 00:26close1070.010.848160.852000.828500.41138.22
3222016.08.12 22:04buy1080.010.863740.000000.00000
3232016.08.12 22:04modify1080.010.863740.860240.88374
3242016.08.12 23:32close1080.010.864520.860240.883741.01139.23