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

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
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)
ParametersS_1="<==== Basic settings ====>"; Comm="GBPCHF M15 Generic A-TLP v.11.86"; MagicNumber=444444; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=10; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=70; Take_Profit=140; 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=9; Min_Volatility=5; 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=55; time_break=240; loss=68; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=200; Time_Profit_Pips=20; Exit_Distance=-2; Exit_Profit_Pips=-200; 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="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";
Bars in test142940Ticks modelled109731177Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00Spread100
Total net profit20.34Gross profit59.35Gross loss-39.01
Profit factor1.52Expected payoff0.36
Absolute drawdown3.09Maximal drawdown17.27 (0.17%)Relative drawdown0.17% (17.27)
Total trades57Short positions (won %)28 (71.43%)Long positions (won %)29 (75.86%)
Profit trades (% of total)42 (73.68%)Loss trades (% of total)15 (26.32%)
Largestprofit trade7.13loss trade-7.25
Averageprofit trade1.41loss trade-2.60
Maximumconsecutive wins (profit in money)10 (10.71)consecutive losses (loss in money)5 (-12.44)
Maximalconsecutive profit (count of wins)12.81 (7)consecutive loss (count of losses)-12.44 (5)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.07 00:07sell10.011.532290.000000.00000
22015.01.07 00:07modify10.011.532291.539291.51829
32015.01.07 03:00close10.011.530931.539291.518291.3610001.36
42015.01.22 23:46buy20.011.308370.000000.00000
52015.01.22 23:46modify20.011.308371.301371.32237
62015.01.23 02:14close20.011.309561.301371.322371.1610002.52
72015.01.27 22:00buy30.011.366590.000000.00000
82015.01.27 22:00modify30.011.366591.359591.38059
92015.01.27 22:01close30.011.368921.359591.380592.3610004.88
102015.02.02 22:11sell40.011.396550.000000.00000
112015.02.02 22:11modify40.011.396551.403551.38255
122015.02.02 22:35close40.011.394531.403551.382552.0410006.92
132015.02.05 23:06buy50.011.413080.000000.00000
142015.02.05 23:07modify50.011.413081.406081.42708
152015.02.06 01:45close50.011.413131.406081.42708-0.0210006.90
162015.02.06 22:21buy60.011.409080.000000.00000
172015.02.06 22:21modify60.011.409081.402081.42308
182015.02.06 23:52close60.011.411121.402081.423082.0610008.96
192015.02.11 00:27sell70.011.414290.000000.00000
202015.02.11 00:27modify70.011.414291.421291.40029
212015.02.11 02:45close70.011.414021.421291.400290.2310009.19
222015.03.03 00:00buy80.011.472040.000000.00000
232015.03.03 00:00modify80.011.472041.465041.48604
242015.03.03 07:06close80.011.470861.465041.48604-1.2610007.93
252015.03.17 00:05buy90.011.493520.000000.00000
262015.03.17 00:05modify90.011.493521.486521.50752
272015.03.17 03:20close90.011.494471.486521.507520.9310008.86
282015.03.20 23:41buy100.011.457490.000000.00000
292015.03.20 23:41modify100.011.457491.450491.47149
302015.03.23 00:44close100.011.459521.450491.471492.0210010.89
312015.03.27 22:58buy110.011.426800.000000.00000
322015.03.27 22:58modify110.011.426801.419801.44080
332015.03.27 23:14close110.011.428861.419801.440802.0810012.97
342015.03.31 23:10buy120.011.440930.000000.00000
352015.03.31 23:10modify120.011.440931.433931.45493
362015.04.01 02:15close120.011.441211.433931.454930.2210013.19
372015.04.03 00:01sell130.011.424060.000000.00000
382015.04.03 00:01modify130.011.424061.431061.41006
392015.04.03 03:52close130.011.423991.431061.410060.0410013.23
402015.05.22 23:09sell140.011.462300.000000.00000
412015.05.22 23:09modify140.011.462301.469301.44830
422015.05.22 23:31close140.011.461301.469301.448300.9910014.22
432015.05.22 23:40sell150.011.462550.000000.00000
442015.05.22 23:40modify150.011.462551.469551.44855
452015.05.22 23:48close150.011.462221.469551.448550.3010014.52
462015.06.12 00:07buy160.011.447620.000000.00000
472015.06.12 00:07modify160.011.447621.440621.46162
482015.06.12 02:30close160.011.448521.440621.461620.8910015.41
492015.06.15 22:00buy170.011.451590.000000.00000
502015.06.15 22:00modify170.011.451591.444591.46559
512015.06.16 00:46close170.011.450641.444591.46559-1.0510014.36
522015.07.23 22:22sell180.011.487010.000000.00000
532015.07.23 22:22modify180.011.487011.494011.47301
542015.07.24 03:30close180.011.488841.494011.47301-2.0010012.36
552015.08.13 22:36buy190.011.523430.000000.00000
562015.08.13 22:36modify190.011.523431.516431.53743
572015.08.14 04:09close190.011.523441.516431.53743-0.0610012.31
582015.08.14 23:05buy200.011.527110.000000.00000
592015.08.14 23:05modify200.011.527111.520111.54111
602015.08.17 01:02close200.011.528771.520111.541111.6410013.95
612015.08.25 22:34buy210.011.477830.000000.00000
622015.08.25 22:34modify210.011.477831.470831.49183
632015.08.26 02:07close210.011.474971.470831.49183-3.0110010.94
642015.08.28 22:04sell220.011.483280.000000.00000
652015.08.28 22:04modify220.011.483281.490281.46928
662015.08.31 00:30close220.011.486881.490281.46928-3.8310007.11
672015.09.18 22:15sell230.011.501490.000000.00000
682015.09.18 22:15modify230.011.501491.508491.48749
692015.09.21 05:21close230.011.504501.508491.48749-3.2210003.90
702015.09.21 22:07sell240.011.505820.000000.00000
712015.09.21 22:07modify240.011.505821.512821.49182
722015.09.22 02:58close240.011.507291.512821.49182-1.6310002.27
732015.09.24 22:12sell250.011.488610.000000.00000
742015.09.24 22:12modify250.011.488611.495611.47461
752015.09.25 04:30close250.011.489241.495611.47461-0.7710001.50
762015.09.25 23:54buy260.011.486430.000000.00000
772015.09.25 23:54modify260.011.486431.479431.50043
782015.09.28 01:00close260.011.488441.479431.500432.0010003.51
792015.10.16 00:02buy270.011.470040.000000.00000
802015.10.16 00:04modify270.011.470041.463041.48404
812015.10.16 03:01close270.011.472041.463041.484042.0210005.53
822015.10.16 22:21sell280.011.471550.000000.00000
832015.10.16 22:21modify280.011.471551.478551.45755
842015.10.19 03:00close280.011.471391.478551.457550.0510005.58
852015.10.20 00:03buy290.011.478220.000000.00000
862015.10.20 00:03modify290.011.478221.471221.49222
872015.10.20 01:45close290.011.478781.471221.492220.5310006.11
882015.10.23 00:42buy300.011.497380.000000.00000
892015.10.23 00:42modify300.011.497381.490381.51138
902015.10.23 02:48close300.011.497691.490381.511380.2810006.39
912015.11.13 23:49buy310.011.532910.000000.00000
922015.11.13 23:49modify310.011.532911.525911.54691
932015.11.16 01:24close310.011.534931.525911.546912.0110008.40
942015.11.24 23:30sell320.011.533570.000000.00000
952015.11.24 23:30modify320.011.533571.540571.51957
962015.11.25 02:40close320.011.533321.540571.519570.1410008.54
972015.12.01 23:52buy330.011.546940.000000.00000
982015.12.01 23:52modify330.011.546941.539941.56094
992015.12.02 03:20close330.011.547811.539941.560940.8210009.37
1002015.12.11 23:07sell340.011.498520.000000.00000
1012015.12.11 23:07modify340.011.498521.505521.48452
1022015.12.11 23:54close340.011.496511.505521.484522.0310011.40
1032015.12.15 00:12sell350.011.493930.000000.00000
1042015.12.15 00:12modify350.011.493931.500931.47993
1052015.12.15 02:45close350.011.493091.500931.479930.8210012.22
1062015.12.18 22:13buy360.011.479620.000000.00000
1072015.12.18 22:13modify360.011.479621.472621.49362
1082015.12.21 04:41close360.011.479351.472621.49362-0.3510011.87
1092015.12.29 23:56sell370.011.471690.000000.00000
1102015.12.29 23:56modify370.011.471691.478691.45769
1112015.12.30 02:18close370.011.470571.478691.457691.0310012.90
1122016.01.19 22:28sell380.011.422540.000000.00000
1132016.01.19 22:28modify380.011.422541.429541.40854
1142016.01.20 02:13close380.011.420541.429541.408541.9410014.85
1152016.01.25 22:25buy390.011.445340.000000.00000
1162016.01.25 22:25modify390.011.445341.438341.45934
1172016.01.26 04:43close390.011.442011.438341.45934-3.5010011.35
1182016.02.05 22:06sell400.011.438470.000000.00000
1192016.02.05 22:06modify400.011.438471.445471.42447
1202016.02.05 23:56close400.011.437721.445471.424470.7310012.08
1212016.02.10 00:25sell410.011.408930.000000.00000
1222016.02.10 00:25modify410.011.408931.415931.39493
1232016.02.10 02:37close410.011.406771.415931.394932.1810014.26
1242016.02.15 23:08buy420.011.424910.000000.00000
1252016.02.15 23:08modify420.011.424911.417911.43891
1262016.02.16 01:31close420.011.425131.417911.438910.1610014.42
1272016.02.18 22:49buy430.011.422680.000000.00000
1282016.02.18 22:49modify430.011.422681.415681.43668
1292016.02.19 00:25close430.011.424261.415681.436681.5510015.97
1302016.02.19 23:00sell440.011.422990.000000.00000
1312016.02.19 23:00modify440.011.422991.429991.40899
1322016.02.22 00:25close440.011.415951.429991.408997.1310023.11
1332016.03.01 22:20buy450.011.390490.000000.00000
1342016.03.01 22:20modify450.011.390491.383491.40449
1352016.03.02 00:34close450.011.391571.383491.404491.0410024.15
1362016.03.24 22:59buy460.011.380440.000000.00000
1372016.03.24 22:59modify460.011.380441.373441.39444
1382016.03.25 03:55close460.011.380521.373441.394440.0110024.16
1392016.05.17 00:56sell470.011.408920.000000.00000
1402016.05.17 00:56modify470.011.408921.415921.39492
1412016.05.17 05:21s/l470.011.415921.415921.39492-7.2510016.91
1422016.05.19 22:49buy480.011.446360.000000.00000
1432016.05.19 22:49modify480.011.446361.439361.46036
1442016.05.20 02:00close480.011.446961.439361.460360.5510017.46
1452016.06.09 22:43sell490.011.395880.000000.00000
1462016.06.09 22:43modify490.011.395881.402881.38188
1472016.06.09 23:49close490.011.394201.402881.381881.6910019.15
1482016.06.13 23:48sell500.011.373910.000000.00000
1492016.06.13 23:48modify500.011.373911.380911.35991
1502016.06.14 00:25close500.011.371841.380911.359912.0210021.18
1512016.06.21 00:11buy510.011.411300.000000.00000
1522016.06.21 00:11modify510.011.411301.404301.42530
1532016.06.21 01:31close510.011.413321.404301.425302.0510023.23
1542016.06.21 22:58buy520.011.407210.000000.00000
1552016.06.21 22:58modify520.011.407211.400211.42121
1562016.06.21 23:56close520.011.409521.400211.421212.3410025.57
1572016.06.22 00:42sell530.011.412530.000000.00000
1582016.06.22 00:42modify530.011.412531.419531.39853
1592016.06.22 02:05close530.011.410511.419531.398532.0410027.61
1602016.06.24 00:18sell540.011.440150.000000.00000
1612016.06.24 00:18modify540.011.440151.447151.42615
1622016.06.24 00:22s/l540.011.447151.447151.42615-7.2510020.36
1632016.06.30 22:18sell550.011.298110.000000.00000
1642016.06.30 22:18modify550.011.298111.305111.28411
1652016.07.01 04:45close550.011.301721.305111.28411-3.8410016.52
1662016.07.28 23:31sell560.011.292400.000000.00000
1672016.07.28 23:31modify560.011.292401.299401.27840
1682016.07.29 01:33close560.011.290611.299401.278401.7310018.25
1692016.08.12 22:11sell570.011.260250.000000.00000
1702016.08.12 22:11modify570.011.260251.267251.24625
1712016.08.12 23:45close570.011.258191.267251.246252.0910020.34