Strategy Tester Report
Generic A-TLP v.11.87 mod visual
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"; S_17="<==== Other Settings ====>"; 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 profit1873.11Gross profit4978.47Gross loss-3105.36
Profit factor1.60Expected payoff21.78
Absolute drawdown301.05Maximal drawdown789.70 (1.51%)Relative drawdown1.51% (789.70)
Total trades86Short positions (won %)46 (73.91%)Long positions (won %)40 (82.50%)
Profit trades (% of total)67 (77.91%)Loss trades (% of total)19 (22.09%)
Largestprofit trade304.80loss trade-437.63
Averageprofit trade74.31loss trade-163.44
Maximumconsecutive wins (profit in money)10 (946.30)consecutive losses (loss in money)3 (-55.34)
Maximalconsecutive profit (count of wins)946.30 (10)consecutive loss (count of losses)-437.63 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.06 00:40buy11.00119.5000.0000.000
22015.01.06 00:40modify11.00119.500119.050120.500
32015.01.06 05:30close11.00119.353119.050120.500-126.3649873.64
42015.01.09 00:29sell21.00119.7550.0000.000
52015.01.09 00:29modify21.00119.755120.205118.755
62015.01.09 02:50close21.00119.785120.205118.755-28.2549845.39
72015.01.16 00:07buy31.00116.0590.0000.000
82015.01.16 00:07modify31.00116.059115.609117.059
92015.01.16 01:00close31.00116.265115.609117.059173.9850019.37
102015.01.16 23:47buy41.00117.4310.0000.000
112015.01.16 23:47modify41.00117.431116.981118.431
122015.01.16 23:57close41.00117.594116.981118.431135.4150154.78
132015.01.19 23:53buy51.00117.5170.0000.000
142015.01.19 23:53modify51.00117.517117.067118.517
152015.01.20 00:45close51.00117.621117.067118.51785.0050239.78
162015.01.22 23:13sell61.00118.6350.0000.000
172015.01.22 23:13modify61.00118.635119.085117.635
182015.01.23 02:31close61.00118.531119.085117.63583.0650322.85
192015.02.12 23:51sell71.00119.0300.0000.000
202015.02.12 23:51modify71.00119.030119.480118.030
212015.02.13 01:46close71.00118.995119.480118.03024.7350347.58
222015.02.20 00:46sell81.00119.0520.0000.000
232015.02.20 00:46modify81.00119.052119.502118.052
242015.02.20 00:47close81.00119.021119.502118.05222.8550370.43
252015.02.20 00:54sell91.00119.0440.0000.000
262015.02.20 00:54modify91.00119.044119.494118.044
272015.02.20 00:58close91.00119.020119.494118.04416.9650387.39
282015.02.24 23:52sell101.00118.9830.0000.000
292015.02.24 23:52modify101.00118.983119.433117.983
302015.02.25 00:01close101.00118.945119.433117.98327.2650414.66
312015.02.27 23:53buy111.00119.5810.0000.000
322015.02.27 23:53modify111.00119.581119.131120.581
332015.03.02 00:00close111.00119.725119.131120.581116.8650531.52
342015.03.12 23:22buy121.00121.2700.0000.000
352015.03.12 23:22modify121.00121.270120.820122.270
362015.03.13 01:00close121.00121.304120.820122.27024.6250556.14
372015.03.19 23:29buy131.00120.8450.0000.000
382015.03.19 23:29modify131.00120.845120.395121.845
392015.03.20 01:58close131.00120.804120.395121.845-37.3550518.79
402015.03.27 23:14sell141.00119.2270.0000.000
412015.03.27 23:14modify141.00119.227119.677118.227
422015.03.27 23:58close141.00119.141119.677118.22768.9850587.77
432015.03.30 23:58buy151.00120.0760.0000.000
442015.03.30 23:58modify151.00120.076119.626121.076
452015.03.31 00:04close151.00120.138119.626121.07648.1950635.97
462015.03.31 23:18sell161.00120.0180.0000.000
472015.03.31 23:18modify161.00120.018120.468119.018
482015.04.01 01:32close161.00120.027120.468119.018-12.1950623.78
492015.04.07 23:52buy171.00120.2620.0000.000
502015.04.07 23:52modify171.00120.262119.812121.262
512015.04.08 00:40close171.00120.308119.812121.26234.8250658.60
522015.04.10 23:51sell181.00120.2870.0000.000
532015.04.10 23:51modify181.00120.287120.737119.287
542015.04.10 23:57close181.00120.240120.737119.28735.8950694.49
552015.04.13 23:51sell191.00120.1600.0000.000
562015.04.13 23:51modify191.00120.160120.610119.160
572015.04.14 00:16close191.00120.130120.610119.16020.2850714.78
582015.04.23 23:52sell201.00119.5850.0000.000
592015.04.23 23:52modify201.00119.585120.035118.585
602015.04.24 00:12close201.00119.552120.035118.58522.9250737.70
612015.04.24 23:54sell211.00119.0040.0000.000
622015.04.24 23:54modify211.00119.004119.454118.004
632015.04.24 23:57close211.00118.927119.454118.00461.5450799.24
642015.05.01 23:10buy221.00120.1370.0000.000
652015.05.01 23:10modify221.00120.137119.687121.137
662015.05.04 00:00close221.00120.228119.687121.13772.2950871.53
672015.05.08 00:02buy231.00119.7020.0000.000
682015.05.08 00:02modify231.00119.702119.252120.702
692015.05.08 01:02close231.00119.733119.252120.70222.6950894.22
702015.05.13 00:07sell241.00120.0030.0000.000
712015.05.13 00:07modify241.00120.003120.453119.003
722015.05.13 00:09close241.00119.909120.453119.00375.2050969.42
732015.05.15 23:51sell251.00119.4220.0000.000
742015.05.15 23:51modify251.00119.422119.872118.422
752015.05.15 23:59close251.00119.352119.872118.42255.4551024.87
762015.06.05 00:42sell261.00124.4350.0000.000
772015.06.05 00:42modify261.00124.435124.885123.435
782015.06.05 02:34close261.00124.437124.885123.435-4.8151020.06
792015.07.01 00:06sell271.00122.5340.0000.000
802015.07.01 00:06modify271.00122.534122.984121.534
812015.07.01 01:00close271.00122.385122.984121.534118.5551138.61
822015.07.03 23:16sell281.00122.8970.0000.000
832015.07.03 23:16modify281.00122.897123.347121.897
842015.07.03 23:19close281.00122.816123.347121.89762.7651201.37
852015.07.09 23:39buy291.00121.2290.0000.000
862015.07.09 23:39modify291.00121.229120.779122.229
872015.07.09 23:50close291.00121.283120.779122.22941.3251242.69
882015.07.10 00:52sell301.00121.3990.0000.000
892015.07.10 00:52modify301.00121.399121.849120.399
902015.07.10 03:30close301.00121.629121.849120.399-192.3151050.38
912015.07.10 23:24buy311.00122.7270.0000.000
922015.07.10 23:24modify311.00122.727122.277123.727
932015.07.10 23:50close311.00122.806122.277123.72761.1351111.51
942015.07.10 23:51buy321.00122.7340.0000.000
952015.07.10 23:51modify321.00122.734122.284123.734
962015.07.10 23:52close321.00122.818122.284123.73465.1951176.70
972015.07.10 23:57buy331.00122.7090.0000.000
982015.07.10 23:57modify331.00122.709122.259123.709
992015.07.10 23:58close331.00122.813122.259123.70981.4851258.18
1002015.08.20 23:11buy341.00123.3620.0000.000
1012015.08.20 23:11modify341.00123.362122.912124.362
1022015.08.21 01:15close341.00123.410122.912124.36235.4851293.67
1032015.08.25 23:00buy351.00118.8510.0000.000
1042015.08.25 23:00modify351.00118.851118.401119.851
1052015.08.25 23:22close351.00119.044118.401119.851158.9151452.58
1062015.08.25 23:29buy361.00118.7620.0000.000
1072015.08.25 23:29modify361.00118.762118.312119.762
1082015.08.26 00:23close361.00118.976118.312119.762176.4651629.04
1092015.08.28 23:52sell371.00121.4840.0000.000
1102015.08.28 23:52modify371.00121.484121.934120.484
1112015.08.31 01:30close371.00121.388121.934120.48474.4051703.44
1122015.09.02 00:00buy381.00119.3840.0000.000
1132015.09.02 00:00modify381.00119.384118.934120.384
1142015.09.02 01:46close381.00119.584118.934120.384164.0451867.48
1152015.09.08 23:20buy391.00119.8010.0000.000
1162015.09.08 23:20modify391.00119.801119.351120.801
1172015.09.09 00:45close391.00119.863119.351120.80148.3251915.81
1182015.09.18 00:56sell401.00120.2290.0000.000
1192015.09.18 00:56modify401.00120.229120.679119.229
1202015.09.18 02:48close401.00120.128120.679119.22980.8851996.69
1212015.09.25 00:00sell411.00120.1300.0000.000
1222015.09.25 00:00modify411.00120.130120.580119.130
1232015.09.25 02:31close411.00120.187120.580119.130-50.6251946.07
1242015.12.04 23:56buy421.00123.1100.0000.000
1252015.12.04 23:56modify421.00123.110122.660124.110
1262015.12.07 00:00close421.00123.176122.660124.11050.1751996.24
1272015.12.09 00:04buy431.00122.8890.0000.000
1282015.12.09 00:04modify431.00122.889122.439123.889
1292015.12.09 01:45close431.00122.916122.439123.88918.7652015.00
1302015.12.11 23:07sell441.00120.8980.0000.000
1312015.12.11 23:07modify441.00120.898121.348119.898
1322015.12.14 01:34close441.00120.891121.348119.8981.1052016.10
1332015.12.17 23:50buy451.00122.5880.0000.000
1342015.12.17 23:50modify451.00122.588122.138123.588
1352015.12.18 02:20close451.00122.546122.138123.588-37.6851978.42
1362015.12.21 23:44sell461.00121.2130.0000.000
1372015.12.21 23:44modify461.00121.213121.663120.213
1382015.12.22 01:55close461.00121.214121.663120.213-5.5151972.92
1392015.12.24 23:32sell471.00120.3960.0000.000
1402015.12.24 23:32modify471.00120.396120.846119.396
1412015.12.25 00:21close471.00120.405120.846119.396-12.1651960.76
1422015.12.31 23:48sell481.00120.2680.0000.000
1432015.12.31 23:48modify481.00120.268120.718119.268
1442016.01.04 00:00close481.00120.238120.718119.26818.7851979.54
1452016.01.06 00:59sell491.00119.1200.0000.000
1462016.01.06 00:59modify491.00119.120119.570118.120
1472016.01.06 02:20close491.00119.092119.570118.12020.3151999.85
1482016.01.08 23:46buy501.00117.4100.0000.000
1492016.01.08 23:46modify501.00117.410116.960118.410
1502016.01.11 00:14s/l501.00116.963116.963118.410-385.6051614.25
1512016.01.14 23:25buy511.00118.0140.0000.000
1522016.01.14 23:25modify511.00118.014117.564119.014
1532016.01.15 00:10close511.00118.122117.564119.01488.0251702.28
1542016.02.03 00:18buy521.00119.8430.0000.000
1552016.02.03 00:18modify521.00119.843119.393120.843
1562016.02.03 05:47close521.00119.599119.393120.843-207.2051495.08
1572016.02.05 00:26sell531.00116.8930.0000.000
1582016.02.05 00:26modify531.00116.893117.343115.893
1592016.02.05 02:03close531.00116.795117.343115.89380.7151575.79
1602016.02.08 23:04sell541.00115.7500.0000.000
1612016.02.08 23:04modify541.00115.750116.200114.750
1622016.02.09 00:56close541.00115.566116.200114.750154.5351730.32
1632016.02.12 00:37sell551.00112.5720.0000.000
1642016.02.12 00:37modify551.00112.572113.022111.572
1652016.02.12 02:00close551.00112.400113.022111.572149.8351880.15
1662016.02.16 00:51buy561.00114.4720.0000.000
1672016.02.16 00:51modify561.00114.472114.022115.472
1682016.02.16 02:31close561.00114.560114.022115.47273.6151953.76
1692016.02.16 23:28sell571.00114.0220.0000.000
1702016.02.16 23:28modify571.00114.022114.472113.022
1712016.02.17 03:14close571.00114.123114.472113.022-93.2051860.57
1722016.02.24 00:56buy581.00111.9900.0000.000
1732016.02.24 00:56modify581.00111.990111.540112.990
1742016.02.24 01:27close581.00112.052111.540112.99052.1351912.70
1752016.03.01 00:28buy591.00112.6260.0000.000
1762016.03.01 00:28modify591.00112.626112.176113.626
1772016.03.01 03:03close591.00112.417112.176113.626-189.1151723.59
1782016.03.03 23:58sell601.00113.6950.0000.000
1792016.03.03 23:58modify601.00113.695114.145112.695
1802016.03.04 01:58close601.00113.683114.145112.6955.8651729.45
1812016.03.23 00:51sell611.00112.4240.0000.000
1822016.03.23 00:51modify611.00112.424112.874111.424
1832016.03.23 00:57close611.00112.367112.874111.42447.5351776.98
1842016.04.08 00:18buy621.00108.1220.0000.000
1852016.04.08 00:18modify621.00108.122107.672109.122
1862016.04.08 00:55close621.00108.324107.672109.122183.2751960.25
1872016.04.14 23:01sell631.00109.4500.0000.000
1882016.04.14 23:01modify631.00109.450109.900108.450
1892016.04.15 01:15close631.00109.423109.900108.45019.9851980.23
1902016.04.15 23:50sell641.00108.7750.0000.000
1912016.04.15 23:50modify641.00108.775109.225107.775
1922016.04.15 23:59close641.00108.778109.225107.775-5.9651974.27
1932016.04.20 00:29sell651.00109.2690.0000.000
1942016.04.20 00:29modify651.00109.269109.719108.269
1952016.04.20 02:01close651.00109.252109.719108.26912.3651986.63
1962016.05.02 23:20buy661.00106.3950.0000.000
1972016.05.02 23:20modify661.00106.395105.945107.395
1982016.05.03 01:09close661.00106.429105.945107.39528.5452015.18
1992016.05.03 23:50sell671.00106.5990.0000.000
2002016.05.03 23:50modify671.00106.599107.049105.599
2012016.05.04 00:38s/l671.00107.046107.046105.599-422.2351592.95
2022016.05.11 00:37sell681.00109.3660.0000.000
2032016.05.11 00:37modify681.00109.366109.816108.366
2042016.05.11 01:01close681.00109.322109.816108.36637.0551630.00
2052016.05.27 23:55buy691.00110.2810.0000.000
2062016.05.27 23:55modify691.00110.281109.831111.281
2072016.05.30 00:00close691.00110.385109.831111.28190.8051720.80
2082016.06.10 23:37sell701.00106.9610.0000.000
2092016.06.10 23:37modify701.00106.961107.411105.961
2102016.06.13 00:07close701.00106.842107.411105.961106.6951827.50
2112016.06.17 23:10buy711.00104.1230.0000.000
2122016.06.17 23:10modify711.00104.123103.673105.123
2132016.06.17 23:37close711.00104.179103.673105.12350.5551878.05
2142016.06.21 00:09buy721.00103.7760.0000.000
2152016.06.21 00:09modify721.00103.776103.326104.776
2162016.06.21 00:25close721.00103.944103.326104.776158.4252036.47
2172016.06.24 00:00sell731.00106.1750.0000.000
2182016.06.24 00:00modify731.00106.175106.625105.175
2192016.06.24 00:00close731.00105.849106.625105.175304.8052341.27
2202016.06.24 00:03sell741.00106.1690.0000.000
2212016.06.24 00:03modify741.00106.169106.619105.169
2222016.06.24 00:07s/l741.00106.622106.622105.169-428.0851913.19
2232016.06.24 23:01sell751.00102.3700.0000.000
2242016.06.24 23:01modify751.00102.370102.820101.370
2252016.06.24 23:50close751.00102.256102.820101.370108.2952021.48
2262016.06.28 00:43buy761.00101.8800.0000.000
2272016.06.28 00:43modify761.00101.880101.430102.880
2282016.06.28 04:40close761.00101.960101.430102.88075.2652096.74
2292016.06.28 23:05buy771.00102.6200.0000.000
2302016.06.28 23:05modify771.00102.620102.170103.620
2312016.06.28 23:44close771.00102.721102.170103.62095.1252191.86
2322016.07.01 00:00buy781.00103.1740.0000.000
2332016.07.01 00:00modify781.00103.174102.724104.174
2342016.07.01 00:05close781.00103.223102.724104.17444.2752236.13
2352016.07.01 00:40sell791.00103.3490.0000.000
2362016.07.01 00:40modify791.00103.349103.799102.349
2372016.07.01 01:00close791.00103.278103.799102.34965.5652301.69
2382016.07.12 23:56buy801.00104.6690.0000.000
2392016.07.12 23:56modify801.00104.669104.219105.669
2402016.07.13 01:18close801.00104.777104.219105.66999.6652401.35
2412016.07.15 23:04buy811.00105.4160.0000.000
2422016.07.15 23:04modify811.00105.416104.966106.416
2432016.07.15 23:31s/l811.00104.960104.960106.416-437.6351963.72
2442016.07.22 00:37sell821.00105.9130.0000.000
2452016.07.22 00:37modify821.00105.913106.363104.913
2462016.07.22 02:35close821.00105.743106.363104.913157.5852121.30
2472016.07.27 00:23sell831.00104.7130.0000.000
2482016.07.27 00:23modify831.00104.713105.163103.713
2492016.07.27 00:24close831.00104.689105.163103.71319.7252141.02
2502016.07.27 00:55sell841.00104.7300.0000.000
2512016.07.27 00:55modify841.00104.730105.180103.730
2522016.07.27 03:58s/l841.00105.178105.178103.730-429.1451711.88
2532016.07.29 23:15sell851.00102.1820.0000.000
2542016.07.29 23:15modify851.00102.182102.632101.182
2552016.07.29 23:35close851.00102.048102.632101.182128.1151839.99
2562016.08.10 00:38buy861.00101.8260.0000.000
2572016.08.10 00:38modify861.00101.826101.376102.826
2582016.08.10 00:39close861.00101.863101.376102.82633.1251873.11