Strategy Tester Report
Generic A-TLP v.9.03
Tickmill-DemoUK (Build 1010)

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2011.01.03 00:00 - 2016.09.23 23:59 (2015.01.01 - 2016.09.23)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=25042016; Comm="Generic A-TLP v.9.0"; Max_Spread=4; Slipage=1; Stop_Loss=35; Take_Profit=200; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; Channel_Period=8; Entry_Break=4; Exit_Distance=-1; MaxDailyRange=5; Lots=0.01; Auto_Risk=0; Min_Volatility=3; Exit_Profit_Pips=-100; Reverse_Profit=10; Exit_Minutes=100; Time_Profit_Pips=10; Col_info=Aqua; S1=" DayOfWeek Filter"; monday_open="00:00"; monday_pause_start="01:00"; monday_pause_stop="22:00"; 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="01:00"; wednesday_pause_stop="22:00"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="01:00"; thursday_pause_stop="22:00"; 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="23:55"; rollover_end="00:35";
Bars in test142937Ticks modelled88318235Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00Spread100
Total net profit19.91Gross profit56.16Gross loss-36.26
Profit factor1.55Expected payoff0.28
Absolute drawdown1.05Maximal drawdown16.41 (0.16%)Relative drawdown0.16% (16.41)
Total trades71Short positions (won %)30 (73.33%)Long positions (won %)41 (70.73%)
Profit trades (% of total)51 (71.83%)Loss trades (% of total)20 (28.17%)
Largestprofit trade5.11loss trade-4.64
Averageprofit trade1.10loss trade-1.81
Maximumconsecutive wins (profit in money)9 (9.88)consecutive losses (loss in money)2 (-9.23)
Maximalconsecutive profit (count of wins)9.88 (9)consecutive loss (count of losses)-9.23 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.05 00:02buy10.010.781520.000000.00000
22015.01.05 00:02modify10.010.781520.778020.80152
32015.01.05 00:05close10.010.784480.778020.801523.8110003.81
42015.01.05 00:16buy20.010.782260.000000.00000
52015.01.05 00:16modify20.010.782260.778760.80226
62015.01.05 04:46close20.010.781870.778760.80226-0.5510003.26
72015.01.06 22:12buy30.010.785000.000000.00000
82015.01.06 22:12modify30.010.785000.781500.80500
92015.01.07 02:03close30.010.784750.781500.80500-0.3810002.88
102015.01.15 22:55sell40.010.765930.000000.00000
112015.01.15 22:55modify40.010.765930.769430.74593
122015.01.15 23:19close40.010.764880.769430.745931.3210004.20
132015.01.26 00:01buy50.010.743210.000000.00000
142015.01.26 00:01modify50.010.743210.739710.76321
152015.01.26 02:03close50.010.743900.739710.763210.8510005.05
162015.01.26 22:53buy60.010.746250.000000.00000
172015.01.26 22:53modify60.010.746250.742750.76625
182015.01.27 01:29close60.010.745390.742750.76625-1.1810003.88
192015.02.03 23:55buy70.010.756570.000000.00000
202015.02.03 23:55modify70.010.756570.753070.77657
212015.02.04 03:17close70.010.756650.753070.776570.0410003.92
222015.02.04 22:39sell80.010.751380.000000.00000
232015.02.04 22:39modify80.010.751380.754880.73138
242015.02.04 22:45close80.010.749670.754880.731382.1810006.10
252015.02.11 23:40sell90.010.742330.000000.00000
262015.02.11 23:40modify90.010.742330.745830.72233
272015.02.12 01:30close90.010.742030.745830.722330.3410006.44
282015.02.16 00:02buy100.010.739140.000000.00000
292015.02.16 00:02modify100.010.739140.735640.75914
302015.02.16 01:26close100.010.740090.735640.759141.1910007.63
312015.02.20 22:29buy110.010.739060.000000.00000
322015.02.20 22:29modify110.010.739060.735560.75906
332015.02.23 00:01close110.010.739980.735560.759061.1410008.78
342015.02.26 22:25sell120.010.727520.000000.00000
352015.02.26 22:25modify120.010.727520.731020.70752
362015.02.26 23:27close120.010.726530.731020.707521.2410010.02
372015.03.06 22:07sell130.010.721850.000000.00000
382015.03.06 22:07modify130.010.721850.725350.70185
392015.03.09 00:01close130.010.720370.725350.701851.8910011.91
402015.03.09 00:02buy140.010.720400.000000.00000
412015.03.09 00:02modify140.010.720400.716900.74040
422015.03.09 03:01close140.010.720260.716900.74040-0.2310011.68
432015.03.19 22:44sell150.010.723420.000000.00000
442015.03.19 22:44modify150.010.723420.726920.70342
452015.03.19 23:44close150.010.722420.726920.703421.2610012.94
462015.03.30 00:01buy160.010.731380.000000.00000
472015.03.30 00:01modify160.010.731380.727880.75138
482015.03.30 03:49close160.010.731200.727880.75138-0.2810012.66
492015.03.31 23:14sell170.010.725070.000000.00000
502015.03.31 23:14modify170.010.725070.728570.70507
512015.04.01 01:22close170.010.724260.728570.705071.0110013.66
522015.04.06 00:09sell180.010.737040.000000.00000
532015.04.06 00:09modify180.010.737040.740540.71704
542015.04.06 03:00close180.010.736910.740540.717040.1310013.79
552015.05.01 23:52buy190.010.739010.000000.00000
562015.05.01 23:52modify190.010.739010.735510.75901
572015.05.04 03:07close190.010.738610.735510.75901-0.5810013.22
582015.06.01 00:01buy200.010.718150.000000.00000
592015.06.01 00:01modify200.010.718150.714650.73815
602015.06.01 00:24close200.010.718770.714650.738150.7710013.99
612015.06.02 22:24buy210.010.726730.000000.00000
622015.06.02 22:24modify210.010.726730.723230.74673
632015.06.03 00:15close210.010.726740.723230.74673-0.0410013.95
642015.06.08 00:03buy220.010.727300.000000.00000
652015.06.08 00:03modify220.010.727300.723800.74730
662015.06.08 02:13close220.010.727610.723800.747300.3610014.31
672015.06.18 22:37buy230.010.715570.000000.00000
682015.06.18 22:37modify230.010.715570.712070.73557
692015.06.19 01:17close230.010.716100.712070.735570.6310014.95
702015.06.22 00:08sell240.010.716010.000000.00000
712015.06.22 00:08modify240.010.716010.719510.69601
722015.06.22 05:06close240.010.715990.719510.69601-0.0110014.94
732015.06.29 00:03buy250.010.701140.000000.00000
742015.06.29 00:03modify250.010.701140.697640.72114
752015.06.29 03:06close250.010.700550.697640.72114-0.8010014.14
762015.07.06 00:01buy260.010.707220.000000.00000
772015.07.06 00:01modify260.010.707220.703720.72722
782015.07.06 01:43close260.010.708360.703720.727221.4410015.58
792015.07.13 00:01buy270.010.715760.000000.00000
802015.07.13 00:01modify270.010.715760.712260.73576
812015.07.13 00:58close270.010.716960.712260.735761.5210017.10
822015.08.03 00:02buy280.010.702090.000000.00000
832015.08.03 00:02modify280.010.702090.698590.72209
842015.08.03 03:33close280.010.702500.698590.722090.4910017.59
852015.08.13 23:14sell290.010.714800.000000.00000
862015.08.13 23:14modify290.010.714800.718300.69480
872015.08.14 02:49close290.010.714420.718300.694800.4610018.04
882015.08.25 22:27sell300.010.729660.000000.00000
892015.08.25 22:27modify300.010.729660.733160.70966
902015.08.25 23:28s/l300.010.733160.733160.70966-4.5910013.45
912015.08.31 00:12buy310.010.725310.000000.00000
922015.08.31 00:12modify310.010.725310.721810.74531
932015.08.31 01:40close310.010.726780.721810.745311.8710015.32
942015.10.23 22:59sell320.010.719170.000000.00000
952015.10.23 22:59modify320.010.719170.722670.69917
962015.10.26 00:02close320.010.718610.722670.699170.6910016.01
972015.11.02 00:01sell330.010.714130.000000.00000
982015.11.02 00:01modify330.010.714130.717630.69413
992015.11.02 05:37close330.010.714660.717630.69413-0.7310015.28
1002015.11.13 23:58sell340.010.706730.000000.00000
1012015.11.13 23:58modify340.010.706730.710230.68673
1022015.11.16 00:01close340.010.705350.710230.686731.7510017.03
1032015.12.16 22:23buy350.010.727560.000000.00000
1042015.12.16 22:23modify350.010.727560.724060.74756
1052015.12.17 05:17close350.010.725850.724060.74756-2.3210014.71
1062016.01.22 23:22sell360.010.756850.000000.00000
1072016.01.22 23:22modify360.010.756850.760350.73685
1082016.01.25 04:04close360.010.756290.760350.736850.6910015.40
1092016.01.26 23:40sell370.010.757010.000000.00000
1102016.01.26 23:40modify370.010.757010.760510.73701
1112016.01.27 02:06close370.010.757130.760510.73701-0.1910015.21
1122016.02.10 22:59sell380.010.777100.000000.00000
1132016.02.10 22:59modify380.010.777100.780600.75710
1142016.02.11 00:33close380.010.776070.780600.757101.2910016.50
1152016.02.15 00:05buy390.010.775300.000000.00000
1162016.02.15 00:05modify390.010.775300.771800.79530
1172016.02.15 08:07s/l390.010.771800.771800.79530-4.6010011.90
1182016.02.15 23:12sell400.010.773060.000000.00000
1192016.02.15 23:12modify400.010.773060.776560.75306
1202016.02.16 02:33close400.010.772950.776560.753060.1010012.00
1212016.02.19 23:02buy410.010.774450.000000.00000
1222016.02.19 23:02modify410.010.774450.770950.79445
1232016.02.22 00:01close410.010.778430.770950.794455.1110017.11
1242016.02.22 00:02sell420.010.778490.000000.00000
1252016.02.22 00:02modify420.010.778490.781990.75849
1262016.02.22 00:44close420.010.777240.781990.758491.5810018.69
1272016.02.24 22:10buy430.010.790880.000000.00000
1282016.02.24 22:10modify430.010.790880.787380.81088
1292016.02.25 01:05close430.010.790990.787380.810880.0510018.74
1302016.03.01 22:28sell440.010.779380.000000.00000
1312016.03.01 22:28modify440.010.779380.782880.75938
1322016.03.02 00:39close440.010.778960.782880.759380.5110019.25
1332016.03.24 22:58sell450.010.789900.000000.00000
1342016.03.24 22:58modify450.010.789900.793400.76990
1352016.03.25 02:44close450.010.789830.793400.769900.0510019.30
1362016.03.29 00:01buy460.010.785200.000000.00000
1372016.03.29 00:01modify460.010.785200.781700.80520
1382016.03.29 02:07close460.010.785430.781700.805200.2610019.56
1392016.04.01 22:48buy470.010.800710.000000.00000
1402016.04.01 22:48modify470.010.800710.797210.82071
1412016.04.04 00:24close470.010.801460.797210.820710.9210020.48
1422016.04.11 00:02sell480.010.808550.000000.00000
1432016.04.11 00:02modify480.010.808550.812050.78855
1442016.04.11 01:04close480.010.807520.812050.788551.3010021.78
1452016.04.18 00:06sell490.010.795700.000000.00000
1462016.04.18 00:06modify490.010.795700.799200.77570
1472016.04.18 04:39close490.010.796660.799200.77570-1.2810020.50
1482016.04.25 00:05buy500.010.775740.000000.00000
1492016.04.25 00:05modify500.010.775740.772240.79574
1502016.04.25 01:16close500.010.776970.772240.795741.5610022.06
1512016.04.28 22:13sell510.010.777390.000000.00000
1522016.04.28 22:13modify510.010.777390.780890.75739
1532016.04.29 02:15close510.010.777200.780890.757390.2010022.26
1542016.05.02 00:02sell520.010.785210.000000.00000
1552016.05.02 00:02modify520.010.785210.788710.76521
1562016.05.02 02:00close520.010.785070.788710.765210.1410022.40
1572016.05.19 22:50sell530.010.767180.000000.00000
1582016.05.19 22:50modify530.010.767180.770680.74718
1592016.05.20 04:04close530.010.767060.770680.747180.1210022.52
1602016.05.23 00:05buy540.010.773190.000000.00000
1612016.05.23 00:05modify540.010.773190.769690.79319
1622016.05.23 02:02close540.010.773720.769690.793190.6510023.17
1632016.06.06 00:04sell550.010.785160.000000.00000
1642016.06.06 00:04modify550.010.785160.788660.76516
1652016.06.06 02:08s/l550.010.788660.788660.76516-4.5910018.58
1662016.06.10 23:19buy560.010.788460.000000.00000
1672016.06.10 23:19modify560.010.788460.784960.80846
1682016.06.13 00:12close560.010.789470.784960.808461.2610019.84
1692016.06.13 23:49buy570.010.792500.000000.00000
1702016.06.13 23:49modify570.010.792500.789000.81250
1712016.06.14 00:24close570.010.793600.789000.812501.3710021.21
1722016.06.20 00:01buy580.010.783450.000000.00000
1732016.06.20 00:01modify580.010.783450.779950.80345
1742016.06.20 02:49s/l580.010.779950.779950.80345-4.5910016.62
1752016.06.21 22:59sell590.010.769530.000000.00000
1762016.06.21 22:59modify590.010.769530.773030.74953
1772016.06.21 23:58close590.010.767420.773030.749532.7110019.33
1782016.06.22 22:59buy600.010.769100.000000.00000
1792016.06.22 22:59modify600.010.769100.765600.78910
1802016.06.23 00:26s/l600.010.765600.765600.78910-4.6410014.70
1812016.06.27 00:02sell610.010.820170.000000.00000
1822016.06.27 00:02modify610.010.820170.823670.80017
1832016.06.27 01:31s/l610.010.823670.823670.80017-4.5910010.11
1842016.06.30 22:50buy620.010.834000.000000.00000
1852016.06.30 22:50modify620.010.834000.830500.85400
1862016.07.01 00:31close620.010.835290.830500.854001.6110011.72
1872016.07.15 23:11buy630.010.836880.000000.00000
1882016.07.15 23:11modify630.010.836880.833380.85688
1892016.07.15 23:38close630.010.838740.833380.856882.3810014.10
1902016.07.15 23:57buy640.010.836220.000000.00000
1912016.07.15 23:57modify640.010.836220.832720.85622
1922016.07.18 00:12close640.010.837220.832720.856221.2410015.34
1932016.07.18 22:43sell650.010.835390.000000.00000
1942016.07.18 22:43modify650.010.835390.838890.81539
1952016.07.19 01:05close650.010.835440.838890.81539-0.1010015.24
1962016.07.21 00:05buy660.010.832860.000000.00000
1972016.07.21 00:05modify660.010.832860.829360.85286
1982016.07.21 04:36close660.010.833050.829360.852860.2110015.45
1992016.07.25 00:12buy670.010.835690.000000.00000
2002016.07.25 00:12modify670.010.835690.832190.85569
2012016.07.25 02:59close670.010.835750.832190.855690.0410015.49
2022016.07.28 23:32buy680.010.840610.000000.00000
2032016.07.28 23:32modify680.010.840610.837110.86061
2042016.07.29 01:06close680.010.841650.837110.860611.2910016.79
2052016.08.04 22:28buy690.010.847900.000000.00000
2062016.08.04 22:28modify690.010.847900.844400.86790
2072016.08.04 23:50close690.010.848890.844400.867901.2510018.04
2082016.08.12 22:05buy700.010.863780.000000.00000
2092016.08.12 22:05modify700.010.863780.860280.88378
2102016.08.12 23:33close700.010.864710.860280.883781.1710019.21
2112016.09.21 22:52buy710.010.857910.000000.00000
2122016.09.21 22:52modify710.010.857910.854410.87791
2132016.09.22 01:48close710.010.858520.854410.877910.7010019.91