Strategy Tester Report
Generic A-TLP v.11.86_ENG
Tickmill-Live (Build 1010)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2014.12.17 00:00 - 2016.08.31 23:45 (2015.01.01 - 2016.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_1="<==== Basic settings ====>"; Comm="USDJPY M15 Generic A-TLP v.11.86"; MagicNumber=888888; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=3; Slippage=1; S_2="<==== MM ====>"; Lots=1; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=45; Take_Profit=100; 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; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=11; period_StDev=0; Entry_Break=4; Min_Volatility=7; S_6="<==== Enter Settings. CCI ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Enter Settings. Other ====>"; MaxDailyRange=75; time_break=240; loss=43; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=210; Time_Profit_Pips=10; Exit_Distance=-8; Exit_Profit_Pips=-100; ma_period=2; Reverse_Profit=20; cci_Period_close=14; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:59"; rollover_end="00:25"; S10=" ............................"; S11=" TIME FILTER"; S12=" DayOfWeek Filter"; monday_open="23:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="23:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="23:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Bars in test42511Ticks modelled34898983Modelling quality99.00%
Mismatched charts errors0
Initial deposit50000.00SpreadVariable
Total net profit1999.60Gross profit5105.91Gross loss-3106.31
Profit factor1.64Expected payoff23.52
Absolute drawdown289.25Maximal drawdown1007.70 (1.91%)Relative drawdown1.91% (1007.70)
Total trades85Short positions (won %)45 (73.33%)Long positions (won %)40 (82.50%)
Profit trades (% of total)66 (77.65%)Loss trades (% of total)19 (22.35%)
Largestprofit trade437.62loss trade-436.73
Averageprofit trade77.36loss trade-163.49
Maximumconsecutive wins (profit in money)10 (938.33)consecutive losses (loss in money)2 (-145.40)
Maximalconsecutive profit (count of wins)938.33 (10)consecutive loss (count of losses)-436.73 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.06 00:40buy11.00119.4990.0000.000
22015.01.06 00:40modify11.00119.499119.049120.499
32015.01.06 05:30close11.00119.358119.049120.499-121.3349878.67
42015.01.09 00:29sell21.00119.7650.0000.000
52015.01.09 00:29modify21.00119.765120.215118.765
62015.01.09 02:50close21.00119.790120.215118.765-24.0749854.60
72015.01.16 00:07buy31.00116.0560.0000.000
82015.01.16 00:07modify31.00116.056115.606117.056
92015.01.16 01:00close31.00116.249115.606117.056162.8150017.41
102015.01.16 23:47buy41.00117.4280.0000.000
112015.01.16 23:47modify41.00117.428116.978118.428
122015.01.16 23:57close41.00117.589116.978118.428133.7150151.12
132015.01.19 23:53buy51.00117.5190.0000.000
142015.01.19 23:53modify51.00117.519117.069118.519
152015.01.20 00:45close51.00117.629117.069118.51990.1050241.22
162015.01.22 23:13sell61.00118.6460.0000.000
172015.01.22 23:13modify61.00118.646119.096117.646
182015.01.23 02:31close61.00118.532119.096117.64691.4950332.72
192015.02.12 23:51sell71.00119.0400.0000.000
202015.02.12 23:51modify71.00119.040119.490118.040
212015.02.13 01:46close71.00118.990119.490118.04037.3350370.05
222015.02.20 00:46sell81.00119.0560.0000.000
232015.02.20 00:46modify81.00119.056119.506118.056
242015.02.20 00:47close81.00119.024119.506118.05623.6950393.74
252015.02.20 00:54sell91.00119.0440.0000.000
262015.02.20 00:54modify91.00119.044119.494118.044
272015.02.20 00:58close91.00119.021119.494118.04416.1250409.86
282015.02.24 23:52sell101.00118.9830.0000.000
292015.02.24 23:52modify101.00118.983119.433117.983
302015.02.25 00:59close101.00118.964119.433117.98311.2850421.15
312015.02.27 23:53buy111.00119.5770.0000.000
322015.02.27 23:53modify111.00119.577119.127120.577
332015.03.02 00:25close111.00119.696119.127120.57796.0150517.16
342015.03.12 23:22buy121.00121.2690.0000.000
352015.03.12 23:22modify121.00121.269120.819122.269
362015.03.13 01:00close121.00121.297120.819122.26919.6750536.83
372015.03.19 23:29buy131.00120.8460.0000.000
382015.03.19 23:29modify131.00120.846120.396121.846
392015.03.20 01:58close131.00120.805120.396121.846-37.3550499.48
402015.03.27 23:14sell141.00119.2180.0000.000
412015.03.27 23:14modify141.00119.218119.668118.218
422015.03.27 23:58close141.00119.147119.668118.21856.3950555.87
432015.03.30 23:58buy151.00120.0730.0000.000
442015.03.30 23:58modify151.00120.073119.623121.073
452015.03.31 00:42close151.00120.136119.623121.07349.0350604.91
462015.03.31 23:18sell161.00120.0250.0000.000
472015.03.31 23:18modify161.00120.025120.475119.025
482015.04.01 01:32close161.00120.024120.475119.025-3.8650601.05
492015.04.07 23:52buy171.00120.2640.0000.000
502015.04.07 23:52modify171.00120.264119.814121.264
512015.04.08 00:40close171.00120.313119.814121.26437.3250638.37
522015.04.10 23:51sell181.00120.2890.0000.000
532015.04.10 23:51modify181.00120.289120.739119.289
542015.04.10 23:57close181.00120.239120.739119.28938.3850676.75
552015.04.13 23:51sell191.00120.1730.0000.000
562015.04.13 23:51modify191.00120.173120.623119.173
572015.04.14 00:36close191.00120.147120.623119.17316.9550693.71
582015.04.23 23:52sell201.00119.5810.0000.000
592015.04.23 23:52modify201.00119.581120.031118.581
602015.04.24 02:15close201.00119.601120.031118.581-21.4150672.30
612015.04.24 23:54sell211.00119.0050.0000.000
622015.04.24 23:54modify211.00119.005119.455118.005
632015.04.24 23:57close211.00118.926119.455118.00563.2350735.53
642015.05.01 23:10buy221.00120.1360.0000.000
652015.05.01 23:10modify221.00120.136119.686121.136
662015.05.04 00:25close221.00120.208119.686121.13656.4850792.01
672015.05.08 00:02buy231.00119.6950.0000.000
682015.05.08 00:02modify231.00119.695119.245120.695
692015.05.08 01:02close231.00119.731119.245120.69526.8650818.87
702015.05.13 00:07sell241.00120.0120.0000.000
712015.05.13 00:07modify241.00120.012120.462119.012
722015.05.13 00:25close241.00119.865120.462119.012119.4450938.31
732015.05.15 23:51sell251.00119.4260.0000.000
742015.05.15 23:51modify251.00119.426119.876118.426
752015.05.18 00:25close251.00119.327119.876118.42678.2851016.60
762015.06.05 00:42sell261.00124.4330.0000.000
772015.06.05 00:42modify261.00124.433124.883123.433
782015.06.05 02:34close261.00124.440124.883123.433-8.8251007.78
792015.07.01 00:06sell271.00122.5320.0000.000
802015.07.01 00:06modify271.00122.532122.982121.532
812015.07.01 01:00close271.00122.385122.982121.532116.9251124.70
822015.07.03 23:16sell281.00122.9060.0000.000
832015.07.03 23:16modify281.00122.906123.356121.906
842015.07.03 23:19close281.00122.815123.356121.90670.9051195.60
852015.07.09 23:39buy291.00121.2360.0000.000
862015.07.09 23:39modify291.00121.236120.786122.236
872015.07.09 23:50close291.00121.283120.786122.23635.5551231.15
882015.07.10 00:52sell301.00121.4060.0000.000
892015.07.10 00:52modify301.00121.406121.856120.406
902015.07.10 03:30close301.00121.622121.856120.406-180.7951050.36
912015.07.10 23:24buy311.00122.7290.0000.000
922015.07.10 23:24modify311.00122.729122.279123.729
932015.07.10 23:50close311.00122.805122.279123.72958.6951109.05
942015.07.10 23:51buy321.00122.7290.0000.000
952015.07.10 23:51modify321.00122.729122.279123.729
962015.07.10 23:52close321.00122.813122.279123.72965.1951174.24
972015.07.10 23:57buy331.00122.7100.0000.000
982015.07.10 23:57modify331.00122.710122.260123.710
992015.07.10 23:58close331.00122.814122.260123.71081.4851255.72
1002015.08.20 23:11buy341.00123.3620.0000.000
1012015.08.20 23:11modify341.00123.362122.912124.362
1022015.08.21 01:15close341.00123.402122.912124.36229.0051284.72
1032015.08.25 23:00buy351.00118.8550.0000.000
1042015.08.25 23:00modify351.00118.855118.405119.855
1052015.08.25 23:22close351.00119.054118.405119.855163.9551448.67
1062015.08.25 23:29buy361.00118.7640.0000.000
1072015.08.25 23:29modify361.00118.764118.314119.764
1082015.08.26 00:26close361.00118.989118.314119.764185.6851634.35
1092015.08.28 23:52sell371.00121.4830.0000.000
1102015.08.28 23:52modify371.00121.483121.933120.483
1112015.08.31 01:30close371.00121.390121.933120.48371.9351706.29
1122015.09.02 00:00buy381.00119.3830.0000.000
1132015.09.02 00:00modify381.00119.383118.933120.383
1142015.09.02 01:46close381.00119.582118.933120.383163.2151869.50
1152015.09.08 23:20buy391.00119.8050.0000.000
1162015.09.08 23:20modify391.00119.805119.355120.805
1172015.09.09 00:45close391.00119.857119.355120.80539.9751909.47
1182015.09.18 00:56sell401.00120.2270.0000.000
1192015.09.18 00:56modify401.00120.227120.677119.227
1202015.09.18 02:48close401.00120.128120.677119.22779.2251988.69
1212015.09.25 00:00sell411.00120.1430.0000.000
1222015.09.25 00:00modify411.00120.143120.593119.143
1232015.09.25 02:31close411.00120.184120.593119.143-37.3251951.37
1242015.12.04 23:56buy421.00123.1160.0000.000
1252015.12.04 23:56modify421.00123.116122.666124.116
1262015.12.07 00:25close421.00123.186122.666124.11653.4152004.78
1272015.12.09 00:04buy431.00122.8880.0000.000
1282015.12.09 00:04modify431.00122.888122.438123.888
1292015.12.09 01:45close431.00122.915122.438123.88818.7752023.55
1302015.12.11 23:07sell441.00120.8950.0000.000
1312015.12.11 23:07modify441.00120.895121.345119.895
1322015.12.14 01:34close441.00120.884121.345119.8954.4152027.97
1332015.12.17 23:50buy451.00122.5950.0000.000
1342015.12.17 23:50modify451.00122.595122.145123.595
1352015.12.18 02:20close451.00122.541122.145123.595-47.4751980.50
1362015.12.21 23:44sell461.00121.2240.0000.000
1372015.12.21 23:44modify461.00121.224121.674120.224
1382015.12.22 01:55close461.00121.211121.674120.2246.0351986.53
1392015.12.24 23:32sell471.00120.3960.0000.000
1402015.12.24 23:32modify471.00120.396120.846119.396
1412015.12.25 00:31close471.00120.417120.846119.396-22.1351964.41
1422015.12.31 23:48sell481.00120.2590.0000.000
1432015.12.31 23:48modify481.00120.259120.709119.259
1442016.01.04 00:25close481.00120.254120.709119.259-2.0251962.39
1452016.01.06 00:59sell491.00119.1140.0000.000
1462016.01.06 00:59modify491.00119.114119.564118.114
1472016.01.06 02:20close491.00119.091119.564118.11416.1151978.50
1482016.01.08 23:46buy501.00117.4160.0000.000
1492016.01.08 23:46modify501.00117.416116.966118.416
1502016.01.11 00:14s/l501.00116.968116.968118.416-386.4351592.07
1512016.01.14 23:25buy511.00118.0150.0000.000
1522016.01.14 23:25modify511.00118.015117.565119.015
1532016.01.15 00:25close511.00118.119117.565119.01584.6351676.70
1542016.02.03 00:18buy521.00119.8490.0000.000
1552016.02.03 00:18modify521.00119.849119.399120.849
1562016.02.03 05:47close521.00119.605119.399120.849-207.2051469.50
1572016.02.05 00:26sell531.00116.8890.0000.000
1582016.02.05 00:26modify531.00116.889117.339115.889
1592016.02.05 02:03close531.00116.787117.339115.88984.1451553.64
1602016.02.08 23:04sell541.00115.7560.0000.000
1612016.02.08 23:04modify541.00115.756116.206114.756
1622016.02.09 00:56close541.00115.570116.206114.756156.2651709.91
1632016.02.12 00:37sell551.00112.5660.0000.000
1642016.02.12 00:37modify551.00112.566113.016111.566
1652016.02.12 02:00close551.00112.400113.016111.566144.4951854.40
1662016.02.16 00:51buy561.00114.4700.0000.000
1672016.02.16 00:51modify561.00114.470114.020115.470
1682016.02.16 02:31close561.00114.567114.020115.47081.4651935.86
1692016.02.16 23:28sell571.00114.0180.0000.000
1702016.02.16 23:28modify571.00114.018114.468113.018
1712016.02.17 03:14close571.00114.121114.468113.018-94.9551840.91
1722016.02.24 00:56buy581.00111.9840.0000.000
1732016.02.24 00:56modify581.00111.984111.534112.984
1742016.02.24 01:27close581.00112.041111.534112.98447.6751888.58
1752016.03.01 00:28buy591.00112.6280.0000.000
1762016.03.01 00:28modify591.00112.628112.178113.628
1772016.03.01 03:03close591.00112.427112.178113.628-181.9951706.59
1782016.03.03 23:58sell601.00113.7070.0000.000
1792016.03.03 23:58modify601.00113.707114.157112.707
1802016.03.04 01:58close601.00113.685114.157112.70714.6651721.25
1812016.03.23 00:51sell611.00112.4300.0000.000
1822016.03.23 00:51modify611.00112.430112.880111.430
1832016.03.23 00:57close611.00112.372112.880111.43048.4251769.67
1842016.04.08 00:18buy621.00108.1120.0000.000
1852016.04.08 00:18modify621.00108.112107.662109.112
1862016.04.08 00:55close621.00108.331107.662109.112198.9651968.63
1872016.04.14 23:01sell631.00109.4510.0000.000
1882016.04.14 23:01modify631.00109.451109.901108.451
1892016.04.15 01:15close631.00109.429109.901108.45115.4151984.05
1902016.04.15 23:50sell641.00108.7720.0000.000
1912016.04.15 23:50modify641.00108.772109.222107.772
1922016.04.18 00:25close641.00108.293109.222107.772437.6252421.67
1932016.04.20 00:29sell651.00109.2660.0000.000
1942016.04.20 00:29modify651.00109.266109.716108.266
1952016.04.20 02:01close651.00109.251109.716108.26610.5352432.20
1962016.05.02 23:20buy661.00106.3990.0000.000
1972016.05.02 23:20modify661.00106.399105.949107.399
1982016.05.03 01:09close661.00106.423105.949107.39919.1452451.34
1992016.05.03 23:50sell671.00106.5930.0000.000
2002016.05.03 23:50modify671.00106.593107.043105.593
2012016.05.04 00:38s/l671.00107.053107.053105.593-434.3752016.98
2022016.05.11 00:37sell681.00109.3620.0000.000
2032016.05.11 00:37modify681.00109.362109.812108.362
2042016.05.11 01:01close681.00109.328109.812108.36227.9052044.88
2052016.05.27 23:55buy691.00110.2780.0000.000
2062016.05.27 23:55modify691.00110.278109.828111.278
2072016.05.30 00:25close691.00110.387109.828111.27895.3452140.22
2082016.06.10 23:37sell701.00106.9570.0000.000
2092016.06.10 23:37modify701.00106.957107.407105.957
2102016.06.13 00:25close701.00106.834107.407105.957110.4552250.68
2112016.06.17 23:10buy711.00104.1270.0000.000
2122016.06.17 23:10modify711.00104.127103.677105.127
2132016.06.17 23:37close711.00104.181103.677105.12748.6352299.31
2142016.06.21 00:09buy721.00103.7780.0000.000
2152016.06.21 00:09modify721.00103.778103.328104.778
2162016.06.21 00:25close721.00103.947103.328104.778159.3752458.68
2172016.06.24 00:00sell731.00106.1770.0000.000
2182016.06.24 00:00modify731.00106.177106.627105.177
2192016.06.24 00:13s/l731.00106.625106.625105.177-423.3452035.34
2202016.06.24 23:01sell741.00102.3610.0000.000
2212016.06.24 23:01modify741.00102.361102.811101.361
2222016.06.24 23:50close741.00102.254102.811101.361101.4552136.79
2232016.06.28 00:43buy751.00101.8760.0000.000
2242016.06.28 00:43modify751.00101.876101.426102.876
2252016.06.28 04:40close751.00101.967101.426102.87686.0452222.83
2262016.06.28 23:05buy761.00102.6150.0000.000
2272016.06.28 23:05modify761.00102.615102.165103.615
2282016.06.28 23:44close761.00102.724102.165103.615102.9052325.73
2292016.07.01 00:00buy771.00103.1780.0000.000
2302016.07.01 00:00modify771.00103.178102.728104.178
2312016.07.01 00:25close771.00103.238102.728104.17854.9152380.64
2322016.07.01 00:40sell781.00103.3440.0000.000
2332016.07.01 00:40modify781.00103.344103.794102.344
2342016.07.01 01:00close781.00103.276103.794102.34462.6452443.28
2352016.07.12 23:56buy791.00104.6650.0000.000
2362016.07.12 23:56modify791.00104.665104.215105.665
2372016.07.13 01:18close791.00104.767104.215105.66593.9452537.22
2382016.07.15 23:04buy801.00105.4190.0000.000
2392016.07.15 23:04modify801.00105.419104.969106.419
2402016.07.15 23:31s/l801.00104.966104.966106.419-434.7652102.46
2412016.07.22 00:37sell811.00105.9090.0000.000
2422016.07.22 00:37modify811.00105.909106.359104.909
2432016.07.22 02:35close811.00105.742106.359104.909154.7552257.21
2442016.07.27 00:23sell821.00104.7150.0000.000
2452016.07.27 00:23modify821.00104.715105.165103.715
2462016.07.27 00:25close821.00104.695105.165103.71515.9152273.12
2472016.07.27 00:55sell831.00104.7330.0000.000
2482016.07.27 00:55modify831.00104.733105.183103.733
2492016.07.27 03:58s/l831.00105.189105.189103.733-436.7351836.39
2502016.07.29 23:15sell841.00102.1800.0000.000
2512016.07.29 23:15modify841.00102.180102.630101.180
2522016.07.29 23:35close841.00102.057102.630101.180117.3351953.72
2532016.08.10 00:38buy851.00101.8200.0000.000
2542016.08.10 00:38modify851.00101.820101.370102.820
2552016.08.10 00:39close851.00101.870101.370102.82045.8851999.60