Strategy Tester Report
Generic A-TLP 11.87 f_spread_mode2
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"; S_17="<==== Other Settings ====>"; 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 profit41.49Gross profit91.36Gross loss-49.86
Profit factor1.83Expected payoff0.70
Absolute drawdown2.49Maximal drawdown23.49 (0.23%)Relative drawdown0.23% (23.49)
Total trades59Short positions (won %)29 (65.52%)Long positions (won %)30 (76.67%)
Profit trades (% of total)42 (71.19%)Loss trades (% of total)17 (28.81%)
Largestprofit trade12.10loss trade-7.33
Averageprofit trade2.18loss trade-2.93
Maximumconsecutive wins (profit in money)8 (12.81)consecutive losses (loss in money)3 (-14.55)
Maximalconsecutive profit (count of wins)22.53 (6)consecutive loss (count of losses)-14.55 (3)
Averageconsecutive wins4consecutive 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 09:50close10.011.530351.539291.518291.9610001.96
42015.01.22 23:46buy20.011.308370.000000.00000
52015.01.22 23:46modify20.011.308371.301371.32237
62015.01.23 02:14close20.011.309561.301371.322371.1510003.11
72015.01.27 22:00buy30.011.366590.000000.00000
82015.01.27 22:00modify30.011.366591.359591.38059
92015.01.27 22:01close30.011.368921.359591.380592.3610005.47
102015.02.02 22:11sell40.011.396550.000000.00000
112015.02.02 22:11modify40.011.396551.403551.38255
122015.02.03 06:23close40.011.394011.403551.382552.5010007.98
132015.02.05 23:06buy50.011.413080.000000.00000
142015.02.05 23:07modify50.011.413081.406081.42708
152015.02.06 01:45close50.011.413131.406081.42708-0.0210007.96
162015.02.06 22:21buy60.011.409080.000000.00000
172015.02.06 22:21modify60.011.409081.402081.42308
182015.02.06 23:52close60.011.411121.402081.423082.0610010.02
192015.02.11 00:27sell70.011.414290.000000.00000
202015.02.11 00:27modify70.011.414291.421291.40029
212015.02.11 18:49close70.011.412101.421291.400292.2210012.24
222015.03.03 00:00buy80.011.472040.000000.00000
232015.03.03 00:00modify80.011.472041.465041.48604
242015.03.03 07:06close80.011.470861.465041.48604-1.2610010.98
252015.03.17 00:05buy90.011.493520.000000.00000
262015.03.17 00:05modify90.011.493521.486521.50752
272015.03.17 03:20close90.011.494471.486521.507520.9410011.92
282015.03.20 23:41buy100.011.457490.000000.00000
292015.03.20 23:41modify100.011.457491.450491.47149
302015.03.23 00:44close100.011.459521.450491.471492.0210013.94
312015.03.27 22:58buy110.011.426800.000000.00000
322015.03.27 22:58modify110.011.426801.419801.44080
332015.03.27 23:14close110.011.428861.419801.440802.0910016.03
342015.03.31 23:10buy120.011.440930.000000.00000
352015.03.31 23:10modify120.011.440931.433931.45493
362015.04.01 02:15close120.011.441211.433931.454930.2210016.25
372015.04.03 00:01sell130.011.424060.000000.00000
382015.04.03 00:01modify130.011.424061.431061.41006
392015.04.03 14:09close130.011.421991.431061.410062.0910018.34
402015.05.22 23:09sell140.011.462300.000000.00000
412015.05.22 23:09modify140.011.462301.469301.44830
422015.05.22 23:38close140.011.460291.469301.448302.0310020.37
432015.05.22 23:40sell150.011.462550.000000.00000
442015.05.22 23:40modify150.011.462551.469551.44855
452015.05.25 01:00close150.011.459991.469551.448552.5210022.90
462015.06.12 00:07buy160.011.447620.000000.00000
472015.06.12 00:07modify160.011.447621.440621.46162
482015.06.12 02:30close160.011.448521.440621.461620.8910023.79
492015.06.15 22:00buy170.011.451590.000000.00000
502015.06.15 22:00modify170.011.451591.444591.46559
512015.06.16 00:46close170.011.450641.444591.46559-1.0510022.74
522015.07.23 22:22sell180.011.487010.000000.00000
532015.07.23 22:22modify180.011.487011.494011.47301
542015.07.24 09:36close180.011.487871.494011.47301-1.0110021.73
552015.08.13 22:36buy190.011.523430.000000.00000
562015.08.13 22:36modify190.011.523431.516431.53743
572015.08.14 04:09close190.011.523441.516431.53743-0.0610021.67
582015.08.14 23:05buy200.011.527110.000000.00000
592015.08.14 23:05modify200.011.527111.520111.54111
602015.08.17 01:02close200.011.528771.520111.541111.6410023.32
612015.08.25 22:34buy210.011.477830.000000.00000
622015.08.25 22:34modify210.011.477831.470831.49183
632015.08.26 02:07close210.011.474971.470831.49183-3.0210020.30
642015.08.28 22:04sell220.011.483280.000000.00000
652015.08.28 22:04modify220.011.483281.490281.46928
662015.08.31 19:37close220.011.483501.490281.46928-0.3510019.95
672015.09.18 22:15sell230.011.501490.000000.00000
682015.09.18 22:15modify230.011.501491.508491.48749
692015.09.21 11:15close230.011.502281.508491.48749-0.9310019.02
702015.09.21 22:07sell240.011.505820.000000.00000
712015.09.21 22:07modify240.011.505821.512821.49182
722015.09.22 10:57close240.011.503971.512821.491821.7910020.82
732015.09.24 22:12sell250.011.488610.000000.00000
742015.09.24 22:12modify250.011.488611.495611.47461
752015.09.25 10:25s/l250.011.495611.495611.47461-7.3310013.49
762015.09.25 23:54buy260.011.486430.000000.00000
772015.09.25 23:54modify260.011.486431.479431.50043
782015.09.28 01:00close260.011.488441.479431.500432.0010015.49
792015.10.16 00:02buy270.011.470040.000000.00000
802015.10.16 00:04modify270.011.470041.463041.48404
812015.10.16 03:01close270.011.472041.463041.484042.0210017.51
822015.10.16 22:21sell280.011.471550.000000.00000
832015.10.16 22:21modify280.011.471551.478551.45755
842015.10.19 12:37s/l280.011.478551.478551.45755-7.3310010.19
852015.10.20 00:03buy290.011.478220.000000.00000
862015.10.20 00:03modify290.011.478221.471221.49222
872015.10.20 01:45close290.011.478781.471221.492220.5410010.73
882015.10.23 00:42buy300.011.497380.000000.00000
892015.10.23 00:42modify300.011.497381.490381.51138
902015.10.23 02:48close300.011.497691.490381.511380.2810011.01
912015.11.13 23:49buy310.011.532910.000000.00000
922015.11.13 23:49modify310.011.532911.525911.54691
932015.11.16 01:24close310.011.534931.525911.546912.0110013.02
942015.11.24 23:30sell320.011.533570.000000.00000
952015.11.24 23:30modify320.011.533571.540571.51957
962015.11.25 02:44close320.011.532421.540571.519571.0710014.09
972015.12.01 23:52buy330.011.546940.000000.00000
982015.12.01 23:52modify330.011.546941.539941.56094
992015.12.02 03:20close330.011.547811.539941.560940.8210014.91
1002015.12.11 23:07sell340.011.498520.000000.00000
1012015.12.11 23:07modify340.011.498521.505521.48452
1022015.12.14 09:50close340.011.495851.505521.484522.6310017.55
1032015.12.15 00:12sell350.011.493930.000000.00000
1042015.12.15 00:12modify350.011.493931.500931.47993
1052015.12.15 02:58close350.011.492451.500931.479931.4810019.03
1062015.12.18 22:13buy360.011.479620.000000.00000
1072015.12.18 22:13modify360.011.479621.472621.49362
1082015.12.21 04:41close360.011.479351.472621.49362-0.3410018.69
1092015.12.29 23:56sell370.011.471690.000000.00000
1102015.12.29 23:56modify370.011.471691.478691.45769
1112015.12.30 09:34close370.011.470341.478691.457691.2710019.96
1122016.01.19 22:28sell380.011.422540.000000.00000
1132016.01.19 22:28modify380.011.422541.429541.40854
1142016.01.20 00:14buy390.011.419780.000000.00000
1152016.01.20 00:14modify390.011.419781.412781.43378
1162016.01.20 01:17close390.011.421801.412781.433782.0410022.00
1172016.01.20 03:06close380.011.420491.429541.408541.9910024.00
1182016.01.25 22:25buy400.011.445340.000000.00000
1192016.01.25 22:25modify400.011.445341.438341.45934
1202016.01.26 04:43close400.011.442011.438341.45934-3.5010020.50
1212016.02.05 22:06sell410.011.438470.000000.00000
1222016.02.05 22:06modify410.011.438471.445471.42447
1232016.02.08 10:52close410.011.440201.445471.42447-1.9010018.60
1242016.02.10 00:25sell420.011.408930.000000.00000
1252016.02.10 00:25modify420.011.408931.415931.39493
1262016.02.10 03:34close420.011.405141.415931.394933.8710022.47
1272016.02.15 23:08buy430.011.424910.000000.00000
1282016.02.15 23:08modify430.011.424911.417911.43891
1292016.02.16 01:31close430.011.425131.417911.438910.1510022.62
1302016.02.18 22:49buy440.011.422680.000000.00000
1312016.02.18 22:49modify440.011.422681.415681.43668
1322016.02.19 00:25close440.011.424261.415681.436681.5610024.19
1332016.02.19 23:00sell450.011.422990.000000.00000
1342016.02.19 23:00modify450.011.422991.429991.40899
1352016.02.22 09:11close450.011.411131.429991.4089912.1010036.29
1362016.03.01 22:20buy460.011.390490.000000.00000
1372016.03.01 22:20modify460.011.390491.383491.40449
1382016.03.02 00:34close460.011.391571.383491.404491.0410037.33
1392016.03.24 22:59buy470.011.380440.000000.00000
1402016.03.24 22:59modify470.011.380441.373441.39444
1412016.03.25 03:55close470.011.380521.373441.394440.0110037.34
1422016.05.17 00:56sell480.011.408920.000000.00000
1432016.05.17 00:56modify480.011.408921.415921.39492
1442016.05.17 05:21s/l480.011.415921.415921.39492-7.2510030.09
1452016.05.19 22:49buy490.011.446360.000000.00000
1462016.05.19 22:49modify490.011.446361.439361.46036
1472016.05.20 02:00close490.011.446961.439361.460360.5510030.65
1482016.06.09 22:43sell500.011.395880.000000.00000
1492016.06.09 22:43modify500.011.395881.402881.38188
1502016.06.10 10:27close500.011.389191.402881.381886.7710037.42
1512016.06.13 23:48sell510.011.373910.000000.00000
1522016.06.13 23:48modify510.011.373911.380911.35991
1532016.06.14 05:25close510.011.366971.380911.359917.0310044.45
1542016.06.21 00:11buy520.011.411300.000000.00000
1552016.06.21 00:11modify520.011.411301.404301.42530
1562016.06.21 01:31close520.011.413321.404301.425302.0510046.50
1572016.06.21 22:58buy530.011.407210.000000.00000
1582016.06.21 22:58modify530.011.407211.400211.42121
1592016.06.21 23:56close530.011.409521.400211.421212.3410048.84
1602016.06.22 00:25sell540.011.412450.000000.00000
1612016.06.22 00:25modify540.011.412451.419451.39845
1622016.06.22 10:52close540.011.408741.419451.398453.7810052.62
1632016.06.24 00:07sell550.011.435410.000000.00000
1642016.06.24 00:07modify550.011.435411.442411.42141
1652016.06.24 00:13s/l550.011.442411.442411.42141-7.2510045.37
1662016.06.24 00:13sell560.011.439610.000000.00000
1672016.06.24 00:13modify560.011.439611.446611.42561
1682016.06.24 00:22s/l560.011.446611.446611.42561-7.2510038.12
1692016.06.30 22:18sell570.011.298110.000000.00000
1702016.06.30 22:18modify570.011.298111.305111.28411
1712016.07.01 09:05close570.011.298051.305111.28411-0.0510038.07
1722016.07.28 23:31sell580.011.292400.000000.00000
1732016.07.28 23:31modify580.011.292401.299401.27840
1742016.07.29 03:10close580.011.290021.299401.278402.3310040.41
1752016.08.12 22:11sell590.011.260250.000000.00000
1762016.08.12 22:11modify590.011.260251.267251.24625
1772016.08.15 10:48close590.011.259091.267251.246251.0810041.49