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

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2011.01.03 00:00 - 2016.09.23 23:59 (2012.01.01 - 2016.09.23)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_1="<==== Basic settings ====>"; Comm="USDCHF M15 Generic A-TLP v.11.86"; MagicNumber=777777; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=70; Take_Profit=70; 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=12; period_StDev=0; Entry_Break=5; Min_Volatility=15; 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=35; time_break=240; loss=68; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=2; Exit_Profit_Pips=-100; ma_period=2; Reverse_Profit=10; 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="02:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="02:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="02:00"; 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 test142954Ticks modelled76904230Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00Spread100
Total net profit48.23Gross profit77.17Gross loss-28.94
Profit factor2.67Expected payoff0.51
Absolute drawdown0.44Maximal drawdown10.79 (0.11%)Relative drawdown0.11% (10.79)
Total trades95Short positions (won %)42 (73.81%)Long positions (won %)53 (83.02%)
Profit trades (% of total)75 (78.95%)Loss trades (% of total)20 (21.05%)
Largestprofit trade4.82loss trade-7.36
Averageprofit trade1.03loss trade-1.45
Maximumconsecutive wins (profit in money)12 (11.85)consecutive losses (loss in money)3 (-4.10)
Maximalconsecutive profit (count of wins)11.85 (12)consecutive loss (count of losses)-7.36 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.01.10 01:45buy10.010.947740.000000.00000
22012.01.10 01:45modify10.010.947740.940740.95474
32012.01.10 03:07close10.010.948740.940740.954741.0110001.01
42012.01.13 22:54buy20.010.952110.000000.00000
52012.01.13 22:54modify20.010.952110.945110.95911
62012.01.13 23:41close20.010.953130.945110.959111.0310002.04
72012.01.13 23:55buy30.010.951650.000000.00000
82012.01.13 23:55modify30.010.951650.944650.95865
92012.01.16 00:25close30.010.954880.944650.958653.3310005.37
102012.01.17 01:00sell40.010.957320.000000.00000
112012.01.17 01:00modify40.010.957320.964320.95032
122012.01.17 01:01close40.010.956070.964320.950321.2710006.64
132012.02.14 01:15sell50.010.918040.000000.00000
142012.02.14 01:15modify50.010.918040.925040.91104
152012.02.14 06:07close50.010.917680.925040.911040.3510006.99
162012.02.21 01:30sell60.010.913970.000000.00000
172012.02.21 01:30modify60.010.913970.920970.90697
182012.02.21 03:10close60.010.912930.920970.906971.1010008.09
192012.03.15 23:26sell70.010.923060.000000.00000
202012.03.15 23:26modify70.010.923060.930060.91606
212012.03.16 05:39close70.010.922410.930060.916060.6310008.73
222012.04.27 00:16sell80.010.909660.000000.00000
232012.04.27 00:16modify80.010.909660.916660.90266
242012.04.27 03:38close80.010.910220.916660.90266-0.6610008.07
252012.05.17 22:43sell90.010.945920.000000.00000
262012.05.17 22:43modify90.010.945920.952920.93892
272012.05.18 03:14close90.010.945500.952920.938920.3710008.44
282012.05.21 22:16buy100.010.938380.000000.00000
292012.05.21 22:16modify100.010.938380.931380.94538
302012.05.22 03:41close100.010.938170.931380.94538-0.2710008.17
312012.05.29 23:05buy110.010.960670.000000.00000
322012.05.29 23:05modify110.010.960670.953670.96767
332012.05.30 00:42close110.010.961670.953670.967670.9910009.17
342012.06.12 01:21sell120.010.964160.000000.00000
352012.06.12 01:21modify120.010.964160.971160.95716
362012.06.12 01:38close120.010.963160.971160.957161.0010010.17
372012.06.28 22:45buy130.010.965150.000000.00000
382012.06.28 22:45modify130.010.965150.958150.97215
392012.06.29 06:00s/l130.010.958150.958150.97215-7.3610002.81
402012.07.06 23:23buy140.010.976880.000000.00000
412012.07.06 23:23modify140.010.976880.969880.98388
422012.07.09 00:25close140.010.978670.969880.983881.7810004.60
432012.07.24 22:54buy150.010.994890.000000.00000
442012.07.24 22:54modify150.010.994890.987891.00189
452012.07.24 23:38close150.010.996050.987891.001891.1210005.72
462012.08.06 23:13sell160.010.969980.000000.00000
472012.08.06 23:13modify160.010.969980.976980.96298
482012.08.06 23:22close160.010.968700.976980.962981.2810007.00
492012.09.25 22:06sell170.010.936980.000000.00000
502012.09.25 22:06modify170.010.936980.943980.92998
512012.09.26 03:57close170.010.937090.943980.92998-0.1910006.81
522012.10.05 22:12sell180.010.930410.000000.00000
532012.10.05 22:12modify180.010.930410.937410.92341
542012.10.09 02:57close180.010.932870.937410.92341-2.7310004.08
552012.10.17 00:16buy190.010.925050.000000.00000
562012.10.17 00:16modify190.010.925050.918050.93205
572012.10.17 07:24close190.010.924000.918050.93205-1.1810002.90
582012.11.20 00:15sell200.010.941660.000000.00000
592012.11.20 00:15modify200.010.941660.948660.93466
602012.11.20 05:04close200.010.941510.948660.934660.1210003.02
612012.11.27 00:04buy210.010.927090.000000.00000
622012.11.27 00:04modify210.010.927090.920090.93409
632012.11.27 10:23close210.010.928060.920090.934091.0110004.03
642012.12.27 22:06buy220.010.913190.000000.00000
652012.12.27 22:06modify220.010.913190.906190.92019
662012.12.28 10:26close220.010.913020.906190.92019-0.2410003.79
672013.01.01 01:16sell230.010.917400.000000.00000
682013.01.01 01:16modify230.010.917400.924400.91040
692013.01.02 00:25close230.010.915580.924400.910401.9210005.71
702013.01.04 22:25buy240.010.923680.000000.00000
712013.01.04 22:25modify240.010.923680.916680.93068
722013.01.07 01:12close240.010.924680.916680.930681.0310006.75
732013.01.11 00:36buy250.010.913330.000000.00000
742013.01.11 00:36modify250.010.913330.906330.92033
752013.01.11 01:20close250.010.914330.906330.920331.0510007.80
762013.02.11 22:24sell260.010.919580.000000.00000
772013.02.11 22:24modify260.010.919580.926580.91258
782013.02.11 23:14close260.010.918540.926580.912581.0910008.89
792013.02.11 23:47sell270.010.920300.000000.00000
802013.02.11 23:47modify270.010.920300.927300.91330
812013.02.12 06:59close270.010.920090.927300.913300.1610009.05
822013.02.14 22:43buy280.010.921680.000000.00000
832013.02.14 22:43modify280.010.921680.914680.92868
842013.02.15 01:54close280.010.922120.914680.928680.4310009.49
852013.04.05 23:57sell290.010.934580.000000.00000
862013.04.05 23:57modify290.010.934580.941580.92758
872013.04.08 01:00close290.010.933570.941580.927581.0110010.50
882013.04.12 23:28buy300.010.927940.000000.00000
892013.04.12 23:28modify300.010.927940.920940.93494
902013.04.15 05:06close300.010.928870.920940.934940.9510011.45
912013.04.16 00:11buy310.010.930680.000000.00000
922013.04.16 00:11modify310.010.930680.923680.93768
932013.04.16 04:07close310.010.931060.923680.937680.3710011.82
942013.05.15 00:02sell320.010.967120.000000.00000
952013.05.15 00:02modify320.010.967120.974120.96012
962013.05.15 01:04close320.010.965760.974120.960121.3710013.19
972013.05.16 22:10sell330.010.963400.000000.00000
982013.05.16 22:10modify330.010.963400.970400.95640
992013.05.17 10:50close330.010.966040.970400.95640-2.8010010.40
1002013.05.23 22:07sell340.010.969250.000000.00000
1012013.05.23 22:07modify340.010.969250.976250.96225
1022013.05.23 23:01close340.010.968240.976250.962251.0010011.40
1032013.05.27 22:37buy350.010.963010.000000.00000
1042013.05.27 22:37modify350.010.963010.956010.97001
1052013.05.28 03:03close350.010.963490.956010.970010.4510011.85
1062013.05.31 22:27buy360.010.958220.000000.00000
1072013.05.31 22:27modify360.010.958220.951220.96522
1082013.06.03 11:33close360.010.956630.951220.96522-1.7110010.15
1092013.06.03 22:03sell370.010.946890.000000.00000
1102013.06.03 22:03modify370.010.946890.953890.93989
1112013.06.04 03:58close370.010.946930.953890.93989-0.1110010.04
1122013.06.13 22:40buy380.010.921090.000000.00000
1132013.06.13 22:40modify380.010.921090.914090.92809
1142013.06.13 23:55close380.010.922100.914090.928091.0610011.10
1152013.06.17 22:21buy390.010.924150.000000.00000
1162013.06.17 22:21modify390.010.924150.917150.93115
1172013.06.18 04:13close390.010.922920.917150.93115-1.3810009.72
1182013.06.26 01:39sell400.010.939130.000000.00000
1192013.06.26 01:39modify400.010.939130.946130.93213
1202013.06.26 05:16close400.010.938250.946130.932130.9010010.62
1212013.06.27 22:33buy410.010.944090.000000.00000
1222013.06.27 22:33modify410.010.944090.937090.95109
1232013.06.27 23:56close410.010.945190.937090.951091.1210011.74
1242013.08.26 22:31buy420.010.921930.000000.00000
1252013.08.26 22:31modify420.010.921930.914930.92893
1262013.08.26 23:55close420.010.923030.914930.928931.1510012.89
1272013.11.15 01:58sell430.010.918000.000000.00000
1282013.11.15 01:58modify430.010.918000.925000.91100
1292013.11.15 03:41close430.010.917000.925000.911001.0510013.94
1302013.11.20 01:15buy440.010.908240.000000.00000
1312013.11.20 01:15modify440.010.908240.901240.91524
1322013.11.20 02:05close440.010.909500.901240.915241.3510015.29
1332013.11.21 23:19buy450.010.913620.000000.00000
1342013.11.21 23:19modify450.010.913620.906620.92062
1352013.11.22 05:42close450.010.914640.906620.920621.0710016.37
1362014.01.29 00:15sell460.010.899380.000000.00000
1372014.01.29 00:15modify460.010.899380.906380.89238
1382014.01.29 04:39close460.010.898940.906380.892380.4510016.82
1392014.09.09 22:30buy470.010.932640.000000.00000
1402014.09.09 22:30modify470.010.932640.925640.93964
1412014.09.10 05:17close470.010.933370.925640.939640.7310017.55
1422014.10.07 22:14buy480.010.956590.000000.00000
1432014.10.07 22:14modify480.010.956590.949590.96359
1442014.10.08 03:02close480.010.957590.949590.963590.9910018.55
1452014.10.14 00:06buy490.010.947600.000000.00000
1462014.10.14 00:06modify490.010.947600.940600.95460
1472014.10.14 00:59close490.010.948650.940600.954601.0710019.62
1482014.12.11 23:42buy500.010.968470.000000.00000
1492014.12.11 23:42modify500.010.968470.961470.97547
1502014.12.12 02:01close500.010.969470.961470.975470.9810020.60
1512014.12.22 22:00sell510.010.984750.000000.00000
1522014.12.22 22:00modify510.010.984750.991750.97775
1532014.12.23 03:23close510.010.983730.991750.977750.9710021.57
1542015.01.02 01:31sell520.010.995190.000000.00000
1552015.01.02 01:31modify520.010.995191.002190.98819
1562015.01.02 10:04close520.010.996371.002190.98819-1.2210020.35
1572015.01.06 22:05sell530.011.008670.000000.00000
1582015.01.06 22:05modify530.011.008671.015671.00167
1592015.01.07 03:37close530.011.011111.015671.00167-2.4810017.88
1602015.01.20 01:32buy540.010.878300.000000.00000
1612015.01.20 01:32modify540.010.878300.871300.88530
1622015.01.20 02:22close540.010.879400.871300.885301.2110019.09
1632015.01.21 01:10buy550.010.873160.000000.00000
1642015.01.21 01:10modify550.010.873160.866160.88016
1652015.01.21 01:57close550.010.874160.866160.880161.1010020.19
1662015.01.22 23:54buy560.010.871090.000000.00000
1672015.01.22 23:54modify560.010.871090.864090.87809
1682015.01.23 02:02close560.010.872130.864090.878091.1410021.33
1692015.01.28 01:28buy570.010.900620.000000.00000
1702015.01.28 01:28modify570.010.900620.893620.90762
1712015.01.28 02:17close570.010.902750.893620.907622.3210023.65
1722015.03.03 00:02buy580.010.957300.000000.00000
1732015.03.03 00:03modify580.010.957300.950300.96430
1742015.03.03 01:03close580.010.958410.950300.964301.1210024.77
1752015.03.20 22:17sell590.010.977630.000000.00000
1762015.03.20 22:17modify590.010.977630.984630.97063
1772015.03.20 23:25close590.010.975930.984630.970631.7010026.47
1782015.04.28 22:31sell600.010.956200.000000.00000
1792015.04.28 22:31modify600.010.956200.963200.94920
1802015.04.29 00:27close600.010.955170.963200.949201.0110027.48
1812015.05.01 22:53buy610.010.932620.000000.00000
1822015.05.01 22:53modify610.010.932620.925620.93962
1832015.05.04 03:18close610.010.933700.925620.939621.1110028.60
1842015.06.05 01:49sell620.010.935020.000000.00000
1852015.06.05 01:49modify620.010.935020.942020.92802
1862015.06.05 07:11close620.010.934300.942020.928020.7310029.33
1872015.06.12 22:13sell630.010.928910.000000.00000
1882015.06.12 22:13modify630.010.928910.935910.92191
1892015.06.15 09:53close630.010.931260.935910.92191-2.5910026.74
1902015.06.15 22:00buy640.010.930370.000000.00000
1912015.06.15 22:00modify640.010.930370.923370.93737
1922015.06.16 03:01close640.010.930300.923370.93737-0.1310026.62
1932015.07.07 22:24buy650.010.945340.000000.00000
1942015.07.07 22:24modify650.010.945340.938340.95234
1952015.07.07 23:36close650.010.946610.938340.952341.3010027.92
1962015.07.23 22:46sell660.010.959240.000000.00000
1972015.07.23 22:46modify660.010.959240.966240.95224
1982015.07.24 03:54close660.010.959150.966240.952240.0210027.94
1992015.07.31 22:00sell670.010.967840.000000.00000
2002015.07.31 22:00modify670.010.967840.974840.96084
2012015.07.31 22:10close670.010.966150.974840.960841.7110029.65
2022015.08.13 22:32buy680.010.976000.000000.00000
2032015.08.13 22:32modify680.010.976000.969000.98300
2042015.08.14 04:33close680.010.976510.969000.983000.4710030.12
2052015.08.14 23:05buy690.010.975810.000000.00000
2062015.08.14 23:05modify690.010.975810.968810.98281
2072015.08.17 01:02close690.010.976810.968810.982810.9710031.10
2082015.08.17 23:42sell700.010.978360.000000.00000
2092015.08.17 23:42modify700.010.978360.985360.97136
2102015.08.18 04:56close700.010.978260.985360.971360.0310031.13
2112015.08.25 22:34buy710.010.941710.000000.00000
2122015.08.25 22:34modify710.010.941710.934710.94871
2132015.08.26 02:25close710.010.940550.934710.94871-1.2810029.86
2142015.09.02 00:00buy720.010.958380.000000.00000
2152015.09.02 00:00modify720.010.958380.951380.96538
2162015.09.02 00:28close720.010.959400.951380.965381.0210030.88
2172015.09.03 23:20buy730.010.972210.000000.00000
2182015.09.03 23:20modify730.010.972210.965210.97921
2192015.09.04 00:30close730.010.973240.965210.979211.0110031.89
2202015.09.25 00:48sell740.010.978230.000000.00000
2212015.09.25 00:48modify740.010.978230.985230.97123
2222015.09.25 09:56close740.010.978560.985230.97123-0.3810031.51
2232015.10.16 22:32sell750.010.952570.000000.00000
2242015.10.16 22:32modify750.010.952570.959570.94557
2252015.10.19 09:11close750.010.953700.959570.94557-1.2510030.26
2262015.11.13 22:03buy760.011.007160.000000.00000
2272015.11.13 22:03modify760.011.007161.000161.01416
2282015.11.16 01:22close760.011.008181.000161.014160.9610031.23
2292015.12.01 23:50buy770.011.025790.000000.00000
2302015.12.01 23:50modify770.011.025791.018791.03279
2312015.12.02 02:25close770.011.026791.018791.032790.9210032.15
2322015.12.14 22:09sell780.010.985830.000000.00000
2332015.12.14 22:09modify780.010.985830.992830.97883
2342015.12.15 02:43close780.010.984880.992830.978830.8910033.04
2352015.12.18 00:29buy790.010.995650.000000.00000
2362015.12.18 00:29modify790.010.995650.988651.00265
2372015.12.18 05:52close790.010.995700.988651.002650.0110033.05
2382016.01.04 22:03buy800.011.001680.000000.00000
2392016.01.04 22:03modify800.011.001680.994681.00868
2402016.01.04 22:55close800.011.002720.994681.008681.0010034.05
2412016.01.08 22:41buy810.010.994010.000000.00000
2422016.01.08 22:41modify810.010.994010.987011.00101
2432016.01.11 09:41close810.010.995030.987011.001010.9810035.04
2442016.01.15 22:00sell820.011.002140.000000.00000
2452016.01.15 22:00modify820.011.002141.009140.99514
2462016.01.15 22:16close820.011.001131.009140.995140.9710036.01
2472016.01.25 22:33buy830.011.013750.000000.00000
2482016.01.25 22:33modify830.011.013751.006751.02075
2492016.01.26 02:35close830.011.013221.006751.02075-0.5710035.44
2502016.01.26 22:06buy840.011.017120.000000.00000
2512016.01.26 22:06modify840.011.017121.010121.02412
2522016.01.27 03:16close840.011.017821.010121.024120.6410036.09
2532016.02.10 00:25sell850.010.973860.000000.00000
2542016.02.10 00:25modify850.010.973860.980860.96686
2552016.02.10 02:34close850.010.972820.980860.966861.0310037.12
2562016.02.26 22:37buy860.010.996330.000000.00000
2572016.02.26 22:37modify860.010.996330.989331.00333
2582016.02.29 00:35close860.010.997330.989331.003330.9510038.07
2592016.03.03 23:53sell870.010.992150.000000.00000
2602016.03.03 23:53modify870.010.992150.999150.98515
2612016.03.04 02:55close870.010.991250.999150.985150.8410038.92
2622016.03.04 23:08buy880.010.993140.000000.00000
2632016.03.04 23:08modify880.010.993140.986141.00014
2642016.03.07 01:00close880.010.994150.986141.000140.9710039.89
2652016.03.10 22:44sell890.010.984610.000000.00000
2662016.03.10 22:44modify890.010.984610.991610.97761
2672016.03.11 02:07close890.010.984120.991610.977610.4310040.32
2682016.03.18 22:09sell900.010.970020.000000.00000
2692016.03.18 22:09modify900.010.970020.977020.96302
2702016.03.18 23:54close900.010.969020.977020.963020.9910041.31
2712016.03.31 22:54sell910.010.961540.000000.00000
2722016.03.31 22:54modify910.010.961540.968540.95454
2732016.04.01 03:08close910.010.960930.968540.954540.5610041.88
2742016.06.23 23:36sell920.010.959390.000000.00000
2752016.06.23 23:36modify920.010.959390.966390.95239
2762016.06.24 03:09close920.010.959760.966390.95239-0.4610041.42
2772016.06.24 22:26buy930.010.968150.000000.00000
2782016.06.24 22:26modify930.010.968150.961150.97515
2792016.06.24 23:01close930.010.972880.961150.975154.8210046.24
2802016.06.28 23:09buy940.010.980120.000000.00000
2812016.06.28 23:09modify940.010.980120.973120.98712
2822016.06.28 23:42close940.010.981120.973120.987120.9810047.22
2832016.07.15 23:33buy950.010.981790.000000.00000
2842016.07.15 23:33modify950.010.981790.974790.98879
2852016.07.15 23:44close950.010.982820.974790.988791.0110048.23