Strategy Tester Report
Generic A-TLP v.11.87_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 profit1883.58Gross profit5053.37Gross loss-3169.79
Profit factor1.59Expected payoff22.16
Absolute drawdown293.69Maximal drawdown1025.94 (1.95%)Relative drawdown1.95% (1025.94)
Total trades85Short positions (won %)45 (71.11%)Long positions (won %)40 (82.50%)
Profit trades (% of total)65 (76.47%)Loss trades (% of total)20 (23.53%)
Largestprofit trade435.77loss trade-440.48
Averageprofit trade77.74loss trade-158.49
Maximumconsecutive wins (profit in money)10 (949.28)consecutive losses (loss in money)4 (-74.80)
Maximalconsecutive profit (count of wins)949.28 (10)consecutive loss (count of losses)-440.48 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.06 00:40buy11.00119.4940.0000.000
22015.01.06 00:40modify11.00119.494119.044120.494
32015.01.06 05:30close11.00119.358119.044120.494-117.1449882.86
42015.01.09 00:29sell21.00119.7650.0000.000
52015.01.09 00:29modify21.00119.765120.215118.765
62015.01.09 02:50close21.00119.790120.215118.765-24.0749858.79
72015.01.16 00:07buy31.00116.0660.0000.000
82015.01.16 00:07modify31.00116.066115.616117.066
92015.01.16 01:00close31.00116.264115.616117.066167.1050025.89
102015.01.16 23:47buy41.00117.4400.0000.000
112015.01.16 23:47modify41.00117.440116.990118.440
122015.01.16 23:57close41.00117.596116.990118.440129.4650155.35
132015.01.19 23:53buy51.00117.5270.0000.000
142015.01.19 23:53modify51.00117.527117.077118.527
152015.01.20 00:45close51.00117.622117.077118.52777.3550232.70
162015.01.22 23:13sell61.00118.6410.0000.000
172015.01.22 23:13modify61.00118.641119.091117.641
182015.01.23 02:31close61.00118.523119.091117.64194.8750327.58
192015.02.12 23:51sell71.00119.0420.0000.000
202015.02.12 23:51modify71.00119.042119.492118.042
212015.02.13 01:46close71.00118.994119.492118.04235.6550363.23
222015.02.20 00:46sell81.00119.0540.0000.000
232015.02.20 00:46modify81.00119.054119.504118.054
242015.02.20 00:47close81.00119.028119.504118.05418.6550381.88
252015.02.20 00:54sell91.00119.0390.0000.000
262015.02.20 00:54modify91.00119.039119.489118.039
272015.02.20 00:58close91.00119.021119.489118.03911.9250393.80
282015.02.24 23:52sell101.00118.9790.0000.000
292015.02.24 23:52modify101.00118.979119.429117.979
302015.02.25 00:59close101.00118.969119.429117.9793.7250397.53
312015.02.27 23:53buy111.00119.5710.0000.000
322015.02.27 23:53modify111.00119.571119.121120.571
332015.03.02 00:25close111.00119.696119.121120.571101.0350498.56
342015.03.12 23:22buy121.00121.2680.0000.000
352015.03.12 23:22modify121.00121.268120.818122.268
362015.03.13 01:00close121.00121.297120.818122.26820.5050519.06
372015.03.19 23:29buy131.00120.8460.0000.000
382015.03.19 23:29modify131.00120.846120.396121.846
392015.03.20 01:58close131.00120.797120.396121.846-43.9750475.09
402015.03.27 23:14sell141.00119.2160.0000.000
412015.03.27 23:14modify141.00119.216119.666118.216
422015.03.27 23:58close141.00119.141119.666118.21659.7550534.84
432015.03.30 23:58buy151.00120.0840.0000.000
442015.03.30 23:58modify151.00120.084119.634121.084
452015.03.31 00:42close151.00120.129119.634121.08434.0450568.89
462015.03.31 23:18sell161.00120.0170.0000.000
472015.03.31 23:18modify161.00120.017120.467119.017
482015.04.01 01:32close161.00120.031120.467119.017-16.3650552.53
492015.04.07 23:52buy171.00120.2700.0000.000
502015.04.07 23:52modify171.00120.270119.820121.270
512015.04.08 00:40close171.00120.315119.820121.27033.9950586.52
522015.04.10 23:51sell181.00120.2880.0000.000
532015.04.10 23:51modify181.00120.288120.738119.288
542015.04.10 23:57close181.00120.244120.738119.28833.4050619.92
552015.04.13 23:51sell191.00120.1680.0000.000
562015.04.13 23:51modify191.00120.168120.618119.168
572015.04.14 00:36close191.00120.137120.618119.16821.1150641.04
582015.04.23 23:52sell201.00119.5770.0000.000
592015.04.23 23:52modify201.00119.577120.027118.577
602015.04.24 02:15close201.00119.604120.027118.577-27.2650613.78
612015.04.24 23:54sell211.00119.0070.0000.000
622015.04.24 23:54modify211.00119.007119.457118.007
632015.04.24 23:57close211.00118.926119.457118.00764.9150678.69
642015.05.01 23:10buy221.00120.1290.0000.000
652015.05.01 23:10modify221.00120.129119.679121.129
662015.05.04 00:25close221.00120.207119.679121.12961.4750740.16
672015.05.08 00:02buy231.00119.7010.0000.000
682015.05.08 00:02modify231.00119.701119.251120.701
692015.05.08 01:02close231.00119.734119.251120.70124.3650764.52
702015.05.13 00:07sell241.00120.0000.0000.000
712015.05.13 00:07modify241.00120.000120.450119.000
722015.05.13 00:25close241.00119.871120.450119.000104.4250868.94
732015.05.15 23:51sell251.00119.4310.0000.000
742015.05.15 23:51modify251.00119.431119.881118.431
752015.05.18 00:25close251.00119.333119.881118.43177.4450946.39
762015.06.05 00:42sell261.00124.4380.0000.000
772015.06.05 00:42modify261.00124.438124.888123.438
782015.06.05 02:34close261.00124.437124.888123.438-2.3950944.00
792015.07.01 00:06sell271.00122.5420.0000.000
802015.07.01 00:06modify271.00122.542122.992121.542
812015.07.01 01:00close271.00122.387122.992121.542123.4551067.45
822015.07.03 23:16sell281.00122.9070.0000.000
832015.07.03 23:16modify281.00122.907123.357121.907
842015.07.03 23:19close281.00122.816123.357121.90770.9051138.35
852015.07.09 23:39buy291.00121.2330.0000.000
862015.07.09 23:39modify291.00121.233120.783122.233
872015.07.09 23:50close291.00121.283120.783122.23338.0251176.37
882015.07.10 00:52sell301.00121.3940.0000.000
892015.07.10 00:52modify301.00121.394121.844120.394
902015.07.10 03:30close301.00121.627121.844120.394-194.7750981.60
912015.07.10 23:24buy311.00122.7360.0000.000
922015.07.10 23:24modify311.00122.736122.286123.736
932015.07.10 23:50close311.00122.816122.286123.73661.9451043.54
942015.07.10 23:51buy321.00122.7260.0000.000
952015.07.10 23:51modify321.00122.726122.276123.726
962015.07.10 23:52close321.00122.806122.276123.72661.9451105.48
972015.07.10 23:57buy331.00122.7200.0000.000
982015.07.10 23:57modify331.00122.720122.270123.720
992015.07.10 23:58close331.00122.811122.270123.72070.8951176.37
1002015.08.20 23:11buy341.00123.3640.0000.000
1012015.08.20 23:11modify341.00123.364122.914124.364
1022015.08.21 01:15close341.00123.412122.914124.36435.4851211.85
1032015.08.25 23:00buy351.00118.8480.0000.000
1042015.08.25 23:00modify351.00118.848118.398119.848
1052015.08.25 23:22close351.00119.047118.398119.848163.9651375.81
1062015.08.25 23:29buy361.00118.7660.0000.000
1072015.08.25 23:29modify361.00118.766118.316119.766
1082015.08.26 00:26close361.00118.996118.316119.766189.8851565.69
1092015.08.28 23:52sell371.00121.4800.0000.000
1102015.08.28 23:52modify371.00121.480121.930120.480
1112015.08.31 01:30close371.00121.386121.930120.48072.7551638.45
1122015.09.02 00:00buy381.00119.3820.0000.000
1132015.09.02 00:00modify381.00119.382118.932120.382
1142015.09.02 01:46close381.00119.586118.932120.382167.3951805.84
1152015.09.08 23:20buy391.00119.7980.0000.000
1162015.09.08 23:20modify391.00119.798119.348120.798
1172015.09.09 00:45close391.00119.863119.348120.79850.8251856.66
1182015.09.18 00:56sell401.00120.2290.0000.000
1192015.09.18 00:56modify401.00120.229120.679119.229
1202015.09.18 02:48close401.00120.136120.679119.22974.2251930.88
1212015.09.25 00:00sell411.00120.1300.0000.000
1222015.09.25 00:00modify411.00120.130120.580119.130
1232015.09.25 02:31close411.00120.181120.580119.130-45.6351885.25
1242015.12.04 23:56buy421.00123.1130.0000.000
1252015.12.04 23:56modify421.00123.113122.663124.113
1262015.12.07 00:25close421.00123.188122.663124.11357.4751942.72
1272015.12.09 00:04buy431.00122.8890.0000.000
1282015.12.09 00:04modify431.00122.889122.439123.889
1292015.12.09 01:45close431.00122.913122.439123.88916.3251959.04
1302015.12.11 23:07sell441.00120.8920.0000.000
1312015.12.11 23:07modify441.00120.892121.342119.892
1322015.12.14 01:34close441.00120.886121.342119.8920.2751959.32
1332015.12.17 23:50buy451.00122.5870.0000.000
1342015.12.17 23:50modify451.00122.587122.137123.587
1352015.12.18 02:20close451.00122.545122.137123.587-37.6851921.64
1362015.12.21 23:44sell461.00121.2180.0000.000
1372015.12.21 23:44modify461.00121.218121.668120.218
1382015.12.22 01:55close461.00121.222121.668120.218-7.9951913.65
1392015.12.24 23:32sell471.00120.3970.0000.000
1402015.12.24 23:32modify471.00120.397120.847119.397
1412015.12.25 00:31close471.00120.419120.847119.397-22.9751890.69
1422015.12.31 23:48sell481.00120.2640.0000.000
1432015.12.31 23:48modify481.00120.264120.714119.264
1442016.01.04 00:25close481.00120.264120.714119.264-6.1751884.52
1452016.01.06 00:59sell491.00119.1170.0000.000
1462016.01.06 00:59modify491.00119.117119.567118.117
1472016.01.06 02:20close491.00119.100119.567118.11711.0751895.59
1482016.01.08 23:46buy501.00117.4110.0000.000
1492016.01.08 23:46modify501.00117.411116.961118.411
1502016.01.11 00:14s/l501.00116.958116.958118.411-390.7151504.88
1512016.01.14 23:25buy511.00118.0130.0000.000
1522016.01.14 23:25modify511.00118.013117.563119.013
1532016.01.15 00:25close511.00118.125117.563119.01391.4051596.28
1542016.02.03 00:18buy521.00119.8430.0000.000
1552016.02.03 00:18modify521.00119.843119.393120.843
1562016.02.03 05:47close521.00119.598119.393120.843-208.0451388.24
1572016.02.05 00:26sell531.00116.8930.0000.000
1582016.02.05 00:26modify531.00116.893117.343115.893
1592016.02.05 02:03close531.00116.797117.343115.89379.0051467.24
1602016.02.08 23:04sell541.00115.7570.0000.000
1612016.02.08 23:04modify541.00115.757116.207114.757
1622016.02.09 00:56close541.00115.568116.207114.757158.8551626.10
1632016.02.12 00:37sell551.00112.5680.0000.000
1642016.02.12 00:37modify551.00112.568113.018111.568
1652016.02.12 02:00close551.00112.395113.018111.568150.7251776.82
1662016.02.16 00:51buy561.00114.4770.0000.000
1672016.02.16 00:51modify561.00114.477114.027115.477
1682016.02.16 02:31close561.00114.569114.027115.47777.1051853.92
1692016.02.16 23:28sell571.00114.0190.0000.000
1702016.02.16 23:28modify571.00114.019114.469113.019
1712016.02.17 03:14close571.00114.116114.469113.019-89.7051764.22
1722016.02.24 00:56buy581.00111.9810.0000.000
1732016.02.24 00:56modify581.00111.981111.531112.981
1742016.02.24 01:27close581.00112.049111.531112.98157.4951821.71
1752016.03.01 00:28buy591.00112.6320.0000.000
1762016.03.01 00:28modify591.00112.632112.182113.632
1772016.03.01 03:03close591.00112.415112.182113.632-196.2251625.49
1782016.03.03 23:58sell601.00113.7000.0000.000
1792016.03.03 23:58modify601.00113.700114.150112.700
1802016.03.04 01:58close601.00113.686114.150112.7007.6251633.11
1812016.03.23 00:51sell611.00112.4240.0000.000
1822016.03.23 00:51modify611.00112.424112.874111.424
1832016.03.23 00:57close611.00112.372112.874111.42443.0851676.19
1842016.04.08 00:18buy621.00108.1160.0000.000
1852016.04.08 00:18modify621.00108.116107.666109.116
1862016.04.08 00:55close621.00108.331107.666109.116195.2751871.46
1872016.04.14 23:01sell631.00109.4450.0000.000
1882016.04.14 23:01modify631.00109.445109.895108.445
1892016.04.15 01:15close631.00109.428109.895108.44510.8451882.31
1902016.04.15 23:50sell641.00108.7790.0000.000
1912016.04.15 23:50modify641.00108.779109.229107.779
1922016.04.18 00:25close641.00108.302109.229107.779435.7752318.08
1932016.04.20 00:29sell651.00109.2720.0000.000
1942016.04.20 00:29modify651.00109.272109.722108.272
1952016.04.20 02:01close651.00109.252109.722108.27215.1152333.19
1962016.05.02 23:20buy661.00106.3990.0000.000
1972016.05.02 23:20modify661.00106.399105.949107.399
1982016.05.03 01:09close661.00106.430105.949107.39925.7252358.91
1992016.05.03 23:50sell671.00106.5910.0000.000
2002016.05.03 23:50modify671.00106.591107.041105.591
2012016.05.04 00:38s/l671.00107.043107.043105.591-426.9051932.02
2022016.05.11 00:37sell681.00109.3610.0000.000
2032016.05.11 00:37modify681.00109.361109.811108.361
2042016.05.11 01:01close681.00109.320109.811108.36134.3151966.33
2052016.05.27 23:55buy691.00110.2730.0000.000
2062016.05.27 23:55modify691.00110.273109.823111.273
2072016.05.30 00:25close691.00110.385109.823111.27398.0552064.38
2082016.06.10 23:37sell701.00106.9640.0000.000
2092016.06.10 23:37modify701.00106.964107.414105.964
2102016.06.13 00:25close701.00106.830107.414105.964120.7552185.14
2112016.06.17 23:10buy711.00104.1270.0000.000
2122016.06.17 23:10modify711.00104.127103.677105.127
2132016.06.17 23:37close711.00104.172103.677105.12739.9952225.13
2142016.06.21 00:09buy721.00103.7800.0000.000
2152016.06.21 00:09modify721.00103.780103.330104.780
2162016.06.21 00:25close721.00103.943103.330104.780153.6052378.73
2172016.06.24 00:00sell731.00106.1750.0000.000
2182016.06.24 00:00modify731.00106.175106.625105.175
2192016.06.24 00:13s/l731.00106.633106.633105.175-432.7451945.99
2202016.06.24 23:01sell741.00102.3620.0000.000
2212016.06.24 23:01modify741.00102.362102.812101.362
2222016.06.24 23:50close741.00102.258102.812101.36298.5152044.50
2232016.06.28 00:43buy751.00101.8820.0000.000
2242016.06.28 00:43modify751.00101.882101.432102.882
2252016.06.28 04:40close751.00101.965101.432102.88278.2052122.70
2262016.06.28 23:05buy761.00102.6190.0000.000
2272016.06.28 23:05modify761.00102.619102.169103.619
2282016.06.28 23:44close761.00102.721102.169103.61996.0952218.79
2292016.07.01 00:00buy771.00103.1730.0000.000
2302016.07.01 00:00modify771.00103.173102.723104.173
2312016.07.01 00:25close771.00103.243102.723104.17364.6052283.39
2322016.07.01 00:40sell781.00103.3370.0000.000
2332016.07.01 00:40modify781.00103.337103.787102.337
2342016.07.01 01:00close781.00103.267103.787102.33764.5952347.98
2352016.07.12 23:56buy791.00104.6760.0000.000
2362016.07.12 23:56modify791.00104.676104.226105.676
2372016.07.13 01:18close791.00104.778104.226105.67693.9452441.92
2382016.07.15 23:04buy801.00105.4180.0000.000
2392016.07.15 23:04modify801.00105.418104.968106.418
2402016.07.15 23:31s/l801.00104.959104.959106.418-440.4852001.44
2412016.07.22 00:37sell811.00105.9100.0000.000
2422016.07.22 00:37modify811.00105.910106.360104.910
2432016.07.22 02:35close811.00105.734106.360104.910163.2552164.69
2442016.07.27 00:23sell821.00104.7120.0000.000
2452016.07.27 00:23modify821.00104.712105.162103.712
2462016.07.27 00:25close821.00104.692105.162103.71215.9052180.59
2472016.07.27 00:55sell831.00104.7350.0000.000
2482016.07.27 00:55modify831.00104.735105.185103.735
2492016.07.27 03:58s/l831.00105.193105.193103.735-438.6351741.96
2502016.07.29 23:15sell841.00102.1760.0000.000
2512016.07.29 23:15modify841.00102.176102.626101.176
2522016.07.29 23:35close841.00102.058102.626101.176112.4351854.39
2532016.08.10 00:38buy851.00101.8290.0000.000
2542016.08.10 00:38modify851.00101.829101.379102.829
2552016.08.10 00:39close851.00101.862101.379102.82929.1951883.58