Strategy Tester Report
Generic A-TLP v.12.26_RUS
Tickmill-DemoUK (Build 1010)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
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 ====>"; SetName="USDCAD M15 v.12.26 set from 11.86"; every_tick=true; MagicNumber=666666; Slippage=1; Lots=0.01; Auto_Risk=0; Max_Spread=4; Stop_Loss=42; Take_Profit=120; TP_perc=0; min_TP=10; MaxDailyRange=85; Hedging=true; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=12; BB_Deviation=2; Entry_Break=2; Min_Volatility=17; OnlyBid=true; S_22="Настройки CCI"; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=1000; barcount=8; S_24="При паузе = 0 - выкл."; pause=240; sizeloss=41; S_4="<==== Enter Settings ====>"; Trail_Start=0; Trail_Size=5; Trail_Step=0.1; rollover_trall_end=true; X=0; Y=1; S_3="<==== SL, TP, BE, TRAL ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=40; Time_Profit_Pips=10; S_32="При Exit_Distance = 0 - выкл."; Exit_Distance=-13; Exit_Profit_Pips=-100; S_33="При MA_period = 0 - выкл."; MA_period=2; Reverse_Profit=20; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; S_5="<==== Enter Settings. Bollinger Bands ====>"; TimeShift=0; S_51="<== MONDAY ==>"; MONDAY_Start_Trade_Hour=23; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=2; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Start_Trade_Hour=23; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=2; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Start_Trade_Hour=22; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=22; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Start_Trade_Hour=23; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=2; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Start_Trade_Hour=23; FRIDAY_Start_Trade_Minute=0; FRIDAY_End_Trade_Hour=0; FRIDAY_End_Trade_Minute=0; S_6="<==== Enter Settings. CCI ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=false; rollover_start="23:59"; rollover_end="00:25"; S_7="<==== Enter Settings. Other ====>"; showinfopanel=true; VisualDebug=true; Col_info=DarkBlue; WriteLogFile=false;
Bars in test142922Ticks modelled74851158Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (24)
Total net profit42.62Gross profit77.05Gross loss-34.43
Profit factor2.24Expected payoff0.25
Absolute drawdown0.62Maximal drawdown9.51 (0.09%)Relative drawdown0.09% (9.51)
Total trades169Short positions (won %)73 (68.49%)Long positions (won %)96 (68.75%)
Profit trades (% of total)116 (68.64%)Loss trades (% of total)53 (31.36%)
Largestprofit trade9.21loss trade-3.34
Averageprofit trade0.66loss trade-0.65
Maximumconsecutive wins (profit in money)13 (9.97)consecutive losses (loss in money)3 (-0.44)
Maximalconsecutive profit (count of wins)9.97 (13)consecutive loss (count of losses)-3.44 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.02 00:26buy10.011.160420.000000.00000
22015.01.02 00:26modify10.011.160421.156221.17242
32015.01.02 00:27close10.011.161531.156221.172420.9210000.92
42015.01.02 00:27buy20.011.160330.000000.00000
52015.01.02 00:27modify20.011.160331.156131.17233
62015.01.02 00:27close20.011.161471.156131.172330.9410001.86
72015.01.02 00:28buy30.011.160620.000000.00000
82015.01.02 00:28modify30.011.160621.156421.17262
92015.01.02 00:28close30.011.161431.156421.172620.6610002.52
102015.01.02 00:42buy40.011.160230.000000.00000
112015.01.02 00:42modify40.011.160231.156031.17223
122015.01.02 01:00close40.011.161211.156031.172230.8010003.32
132015.01.06 23:01sell50.011.182950.000000.00000
142015.01.06 23:01modify50.011.182951.187151.17095
152015.01.07 01:45close50.011.184031.187151.17095-0.9510002.37
162015.01.09 23:12sell60.011.187040.000000.00000
172015.01.09 23:12modify60.011.187041.191241.17504
182015.01.09 23:55close60.011.186541.191241.175040.3810002.75
192015.01.19 23:15buy70.011.194300.000000.00000
202015.01.19 23:15modify70.011.194301.190101.20630
212015.01.20 00:52close70.011.194351.190101.20630-0.0210002.73
222015.01.20 01:25sell80.011.195410.000000.00000
232015.01.20 01:26modify80.011.195411.199611.18341
242015.01.20 03:50close80.011.195821.199611.18341-0.3810002.35
252015.01.22 23:07sell90.011.240910.000000.00000
262015.01.22 23:07modify90.011.240911.245111.22891
272015.01.22 23:47close90.011.239901.245111.228910.7710003.12
282015.01.23 01:29buy100.011.237010.000000.00000
292015.01.23 01:29modify100.011.237011.232811.24901
302015.01.23 02:12close100.011.238091.232811.249010.8310003.95
312015.01.23 23:21sell110.011.243440.000000.00000
322015.01.23 23:21modify110.011.243441.247641.23144
332015.01.23 23:47close110.011.243401.247641.23144-0.0110003.94
342015.01.26 23:24sell120.011.247420.000000.00000
352015.01.26 23:24modify120.011.247421.251621.23542
362015.01.27 01:40close120.011.247321.251621.235420.0410003.99
372015.02.03 01:51sell130.011.258400.000000.00000
382015.02.03 01:51modify130.011.258401.262601.24640
392015.02.03 02:56close130.011.257461.262601.246400.7110004.70
402015.02.03 23:32sell140.011.242480.000000.00000
412015.02.03 23:32modify140.011.242481.246681.23048
422015.02.04 02:15close140.011.242431.246681.230480.0010004.70
432015.02.06 23:38buy150.011.251740.000000.00000
442015.02.06 23:38modify150.011.251741.247541.26374
452015.02.09 00:25close150.011.253001.247541.263740.9510005.65
462015.02.12 23:15sell160.011.249710.000000.00000
472015.02.12 23:15modify160.011.249711.253911.23771
482015.02.13 01:50close160.011.250561.253911.23771-0.7210004.94
492015.02.13 23:48buy170.011.245490.000000.00000
502015.02.13 23:48modify170.011.245491.241291.25749
512015.02.16 01:39close170.011.245491.241291.25749-0.0610004.88
522015.02.17 00:20buy180.011.245080.000000.00000
532015.02.17 00:20modify180.011.245081.240881.25708
542015.02.17 00:25close180.011.246091.240881.257080.7710005.65
552015.02.17 01:20sell190.011.247270.000000.00000
562015.02.17 01:20modify190.011.247271.251471.23527
572015.02.17 02:22close190.011.246811.251471.235270.3310005.98
582015.02.27 23:32buy200.011.249060.000000.00000
592015.02.27 23:32modify200.011.249061.244861.26106
602015.03.02 00:25close200.011.250361.244861.261060.9810006.96
612015.03.05 23:38buy210.011.249520.000000.00000
622015.03.05 23:38modify210.011.249521.245321.26152
632015.03.06 02:15close210.011.248681.245321.26152-0.7310006.23
642015.03.09 23:54sell220.011.260710.000000.00000
652015.03.09 23:54modify220.011.260711.264911.24871
662015.03.10 00:28close220.011.260241.264911.248710.3310006.56
672015.03.12 23:16buy230.011.269310.000000.00000
682015.03.12 23:16modify230.011.269311.265111.28131
692015.03.13 01:30close230.011.269361.265111.28131-0.0210006.55
702015.03.13 23:07buy240.011.277740.000000.00000
712015.03.13 23:07modify240.011.277741.273541.28974
722015.03.13 23:51close240.011.278751.273541.289740.7510007.30
732015.03.17 23:21sell250.011.278620.000000.00000
742015.03.17 23:21modify250.011.278621.282821.26662
752015.03.18 00:50close250.011.278891.282821.26662-0.2510007.05
762015.03.19 23:37buy260.011.272110.000000.00000
772015.03.19 23:37modify260.011.272111.267911.28411
782015.03.20 03:14close260.011.270461.267911.28411-1.3610005.69
792015.03.23 23:45sell270.011.251790.000000.00000
802015.03.23 23:45modify270.011.251791.255991.23979
812015.03.24 01:41close270.011.251331.255991.239790.3310006.02
822015.03.30 23:58buy280.011.268220.000000.00000
832015.03.30 23:58modify280.011.268221.264021.28022
842015.03.31 02:25close280.011.268071.264021.28022-0.1810005.85
852015.03.31 23:23sell290.011.267700.000000.00000
862015.03.31 23:23modify290.011.267701.271901.25570
872015.04.01 01:30close290.011.267701.271901.25570-0.0410005.81
882015.04.02 23:59buy300.011.255820.000000.00000
892015.04.02 23:59modify300.011.255821.251621.26782
902015.04.03 00:40close300.011.256081.251621.267820.1510005.96
912015.04.07 23:08sell310.011.251200.000000.00000
922015.04.07 23:08modify310.011.251201.255401.23920
932015.04.08 01:00close310.011.251011.255401.239200.1110006.07
942015.04.09 23:35buy320.011.258410.000000.00000
952015.04.09 23:35modify320.011.258411.254211.27041
962015.04.10 01:30close320.011.258221.254211.27041-0.2110005.87
972015.04.16 23:29sell330.011.219390.000000.00000
982015.04.16 23:29modify330.011.219391.223591.20739
992015.04.17 02:10close330.011.219521.223591.20739-0.1510005.72
1002015.04.24 23:51sell340.011.218220.000000.00000
1012015.04.24 23:51modify340.011.218221.222421.20622
1022015.04.27 01:57close340.011.218281.222421.20622-0.0910005.63
1032015.04.30 23:00buy350.011.206500.000000.00000
1042015.04.30 23:00modify350.011.206501.202301.21850
1052015.05.01 01:21close350.011.207521.202301.218500.7810006.41
1062015.05.07 23:02buy360.011.211510.000000.00000
1072015.05.07 23:02modify360.011.211511.207311.22351
1082015.05.07 23:42close360.011.212881.207311.223511.0910007.50
1092015.05.08 00:05buy370.011.211060.000000.00000
1102015.05.08 00:05modify370.011.211061.206861.22306
1112015.05.08 02:45close370.011.210751.206861.22306-0.3010007.20
1122015.05.08 23:55buy380.011.208030.000000.00000
1132015.05.08 23:55modify380.011.208031.203831.22003
1142015.05.11 00:47close380.011.208771.203831.220030.5510007.76
1152015.05.12 23:00sell390.011.201650.000000.00000
1162015.05.12 23:00modify390.011.201651.205851.18965
1172015.05.13 00:32close390.011.200581.205851.189650.8510008.61
1182015.05.22 23:12buy400.011.229590.000000.00000
1192015.05.22 23:12modify400.011.229591.225391.24159
1202015.05.25 00:50close400.011.229681.225391.241590.0110008.62
1212015.06.05 23:52buy410.011.243030.000000.00000
1222015.06.05 23:52modify410.011.243031.238831.25503
1232015.06.08 00:55close410.011.243591.238831.255030.3910009.01
1242015.06.08 23:40buy420.011.238860.000000.00000
1252015.06.08 23:40modify420.011.238861.234661.25086
1262015.06.08 23:55close420.011.240451.234661.250861.2410010.25
1272015.06.16 23:09buy430.011.230640.000000.00000
1282015.06.16 23:09modify430.011.230641.226441.24264
1292015.06.17 02:12close430.011.229251.226441.24264-1.1910009.06
1302015.06.23 23:14buy440.011.232790.000000.00000
1312015.06.23 23:14modify440.011.232791.228591.24479
1322015.06.24 00:29close440.011.233361.228591.244790.4010009.47
1332015.06.25 23:43buy450.011.231340.000000.00000
1342015.06.25 23:43modify450.011.231341.227141.24334
1352015.06.25 23:55close450.011.232371.227141.243340.8010010.27
1362015.06.29 23:34sell460.011.240100.000000.00000
1372015.06.29 23:34modify460.011.240101.244301.22810
1382015.06.30 02:00close460.011.240551.244301.22810-0.4010009.87
1392015.07.09 23:06buy470.011.270390.000000.00000
1402015.07.09 23:06modify470.011.270391.266191.28239
1412015.07.10 01:00close470.011.270351.266191.28239-0.0910009.78
1422015.07.10 23:56buy480.011.266340.000000.00000
1432015.07.10 23:56modify480.011.266341.262141.27834
1442015.07.13 00:25close480.011.269551.262141.278342.4710012.25
1452015.07.14 23:56buy490.011.273460.000000.00000
1462015.07.14 23:56modify490.011.273461.269261.28546
1472015.07.15 01:00close490.011.273441.269261.28546-0.0810012.17
1482015.07.17 23:45buy500.011.297480.000000.00000
1492015.07.17 23:45modify500.011.297481.293281.30948
1502015.07.20 00:48close500.011.298171.293281.309480.4710012.65
1512015.07.24 23:00buy510.011.303510.000000.00000
1522015.07.24 23:00modify510.011.303511.299311.31551
1532015.07.24 23:56close510.011.304521.299311.315510.7310013.38
1542015.08.06 23:06buy520.011.310360.000000.00000
1552015.08.06 23:06modify520.011.310361.306161.32236
1562015.08.06 23:46close520.011.311361.306161.322360.7210014.10
1572015.08.13 23:12buy530.011.306060.000000.00000
1582015.08.13 23:12modify530.011.306061.301861.31806
1592015.08.14 00:58close530.011.306161.301861.318060.0210014.12
1602015.08.18 23:38buy540.011.304350.000000.00000
1612015.08.18 23:38modify540.011.304351.300151.31635
1622015.08.19 00:25close540.011.305511.300151.316350.8310014.95
1632015.08.20 23:04buy550.011.307590.000000.00000
1642015.08.20 23:04modify550.011.307591.303391.31959
1652015.08.20 23:38close550.011.309041.303391.319591.0710016.02
1662015.08.25 23:36sell560.011.335210.000000.00000
1672015.08.25 23:36modify560.011.335211.339411.32321
1682015.08.26 00:25close560.011.333851.339411.323210.9810017.00
1692015.08.28 23:55buy570.011.320950.000000.00000
1702015.08.28 23:55modify570.011.320951.316751.33295
1712015.08.31 00:31close570.011.321341.316751.332950.2410017.24
1722015.08.31 23:08buy580.011.315000.000000.00000
1732015.08.31 23:08modify580.011.315001.310801.32700
1742015.09.01 01:45close580.011.313881.310801.32700-0.9110016.34
1752015.09.02 00:00sell590.011.325800.000000.00000
1762015.09.02 00:00modify590.011.325801.330001.31380
1772015.09.02 01:02close590.011.324791.330001.313800.7210017.06
1782015.09.10 23:58sell600.011.324990.000000.00000
1792015.09.10 23:58modify600.011.324991.329191.31299
1802015.09.11 00:47close600.011.323941.329191.312990.7510017.81
1812015.09.24 23:27buy610.011.330650.000000.00000
1822015.09.24 23:27modify610.011.330651.326451.34265
1832015.09.25 00:08sell620.011.334450.000000.00000
1842015.09.25 00:08modify620.011.334451.338651.32245
1852015.09.25 00:25close610.011.332231.326451.342651.1310018.94
1862015.09.25 01:00close620.011.333441.338651.322450.7210019.66
1872015.09.25 23:05buy630.011.331550.000000.00000
1882015.09.25 23:05modify630.011.331551.327351.34355
1892015.09.25 23:29close630.011.332341.327351.343550.5510020.21
1902015.09.29 23:12buy640.011.341670.000000.00000
1912015.09.29 23:12modify640.011.341671.337471.35367
1922015.09.29 23:31close640.011.342341.337471.353670.4610020.67
1932015.10.02 01:15buy650.011.324800.000000.00000
1942015.10.02 01:15modify650.011.324801.320601.33680
1952015.10.02 03:41close650.011.324391.320601.33680-0.3510020.32
1962015.10.13 23:52sell660.011.302870.000000.00000
1972015.10.13 23:52modify660.011.302871.307071.29087
1982015.10.14 01:03close660.011.302351.307071.290870.3610020.68
1992015.10.15 23:57sell670.011.286200.000000.00000
2002015.10.15 23:58modify670.011.286201.290401.27420
2012015.10.16 02:15close670.011.286061.290401.274200.0710020.76
2022015.10.22 23:37buy680.011.309650.000000.00000
2032015.10.22 23:37modify680.011.309651.305451.32165
2042015.10.23 01:38close680.011.309411.305451.32165-0.2410020.52
2052015.10.23 23:55buy690.011.317180.000000.00000
2062015.10.23 23:55modify690.011.317181.312981.32918
2072015.10.26 02:00close690.011.316881.312981.32918-0.2910020.23
2082015.11.03 23:49sell700.011.306340.000000.00000
2092015.11.03 23:49modify700.011.306341.310541.29434
2102015.11.04 02:00close700.011.306661.310541.29434-0.2810019.95
2112015.11.10 01:30buy710.011.326740.000000.00000
2122015.11.10 01:30modify710.011.326741.322541.33874
2132015.11.10 02:33close710.011.327461.322541.338740.5010020.45
2142015.11.20 23:10sell720.011.335190.000000.00000
2152015.11.20 23:10modify720.011.335191.339391.32319
2162015.11.23 00:25close720.011.334781.339391.323190.2710020.73
2172015.11.24 00:17buy730.011.336150.000000.00000
2182015.11.24 00:17modify730.011.336151.331951.34815
2192015.11.24 01:32close730.011.336341.331951.348150.1010020.83
2202015.11.24 23:14sell740.011.331160.000000.00000
2212015.11.24 23:14modify740.011.331161.335361.31916
2222015.11.25 00:33close740.011.330471.335361.319160.4810021.31
2232015.12.01 00:45buy750.011.334470.000000.00000
2242015.12.01 00:45modify750.011.334471.330271.34647
2252015.12.01 02:10close750.011.335131.330271.346470.4510021.76
2262015.12.01 23:59buy760.011.336030.000000.00000
2272015.12.01 23:59modify760.011.336031.331831.34803
2282015.12.02 01:07close760.011.336241.331831.348030.1010021.86
2292015.12.08 00:00buy770.011.350020.000000.00000
2302015.12.08 00:00modify770.011.350021.345821.36202
2312015.12.08 00:55close770.011.350741.345821.362020.4910022.35
2322015.12.11 00:57sell780.011.363830.000000.00000
2332015.12.11 00:57modify780.011.363831.368031.35183
2342015.12.11 01:18close780.011.363451.368031.351830.2410022.59
2352015.12.15 00:14buy790.011.372480.000000.00000
2362015.12.15 00:14modify790.011.372481.368281.38448
2372015.12.15 01:34close790.011.372711.368281.384480.1310022.72
2382015.12.17 23:58buy800.011.393990.000000.00000
2392015.12.17 23:58modify800.011.393991.389791.40599
2402015.12.18 02:11close800.011.394191.389791.405990.0810022.80
2412015.12.18 23:54sell810.011.395110.000000.00000
2422015.12.18 23:54modify810.011.395111.399311.38311
2432015.12.21 00:30close810.011.393861.399311.383110.8610023.67
2442015.12.22 23:30buy820.011.392780.000000.00000
2452015.12.22 23:30modify820.011.392781.388581.40478
2462015.12.23 01:45close820.011.392221.388581.40478-0.4610023.21
2472015.12.29 23:41sell830.011.383610.000000.00000
2482015.12.29 23:41modify830.011.383611.387811.37161
2492015.12.29 23:42close830.011.382861.387811.371610.5010023.71
2502015.12.29 23:44sell840.011.383630.000000.00000
2512015.12.29 23:44modify840.011.383631.387831.37163
2522015.12.30 01:45close840.011.383651.387831.37163-0.0510023.66
2532015.12.31 23:32buy850.011.382470.000000.00000
2542015.12.31 23:32modify850.011.382471.378271.39447
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3632016.03.22 23:30close1210.011.304761.298961.315161.1910024.13
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