Strategy Tester Report
Generic A-TLP 11.87 f_spread_mode2
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"; 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="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 profit37.11Gross profit184.07Gross loss-146.96
Profit factor1.25Expected payoff0.39
Absolute drawdown0.44Maximal drawdown31.18 (0.31%)Relative drawdown0.31% (31.18)
Total trades94Short positions (won %)41 (56.10%)Long positions (won %)53 (83.02%)
Profit trades (% of total)67 (71.28%)Loss trades (% of total)27 (28.72%)
Largestprofit trade7.63loss trade-7.87
Averageprofit trade2.75loss trade-5.44
Maximumconsecutive wins (profit in money)8 (22.46)consecutive losses (loss in money)3 (-15.14)
Maximalconsecutive profit (count of wins)24.98 (4)consecutive loss (count of losses)-15.14 (3)
Averageconsecutive wins3consecutive 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 06:08t/p40.010.950320.964320.950327.3310012.70
132012.02.14 01:15sell50.010.918040.000000.00000
142012.02.14 01:15modify50.010.918040.925040.91104
152012.02.15 21:17s/l50.010.925040.925040.91104-7.6410005.07
162012.02.21 01:30sell60.010.913970.000000.00000
172012.02.21 01:30modify60.010.913970.920970.90697
182012.02.23 10:11t/p60.010.906970.920970.906977.5710012.64
192012.03.15 23:26sell70.010.923060.000000.00000
202012.03.15 23:26modify70.010.923060.930060.91606
212012.03.16 16:57t/p70.010.916060.930060.916067.5710020.21
222012.04.27 00:16sell80.010.909660.000000.00000
232012.04.27 00:16modify80.010.909660.916660.90266
242012.04.27 13:46close80.010.907400.916660.902662.4510022.66
252012.05.17 22:43sell90.010.945920.000000.00000
262012.05.17 22:43modify90.010.945920.952920.93892
272012.05.18 23:04t/p90.010.938920.952920.938927.3810030.04
282012.05.21 22:16buy100.010.938380.000000.00000
292012.05.21 22:16modify100.010.938380.931380.94538
302012.05.22 03:41close100.010.938170.931380.94538-0.2710029.78
312012.05.29 23:05buy110.010.960670.000000.00000
322012.05.29 23:05modify110.010.960670.953670.96767
332012.05.30 00:42close110.010.961670.953670.967670.9910030.77
342012.06.12 01:21sell120.010.964160.000000.00000
352012.06.12 01:21modify120.010.964160.971160.95716
362012.06.12 06:30close120.010.961300.971160.957162.9410033.71
372012.06.28 22:45buy130.010.965150.000000.00000
382012.06.28 22:45modify130.010.965150.958150.97215
392012.06.29 06:00s/l130.010.958150.958150.97215-7.3610026.36
402012.07.06 23:23buy140.010.976880.000000.00000
412012.07.06 23:23modify140.010.976880.969880.98388
422012.07.09 00:25close140.010.978670.969880.983881.7810028.14
432012.07.24 22:54buy150.010.994890.000000.00000
442012.07.24 22:54modify150.010.994890.987891.00189
452012.07.24 23:38close150.010.996050.987891.001891.1210029.26
462012.08.06 23:13sell160.010.969980.000000.00000
472012.08.06 23:13modify160.010.969980.976980.96298
482012.08.09 16:14s/l160.010.976980.976980.96298-7.3410021.93
492012.09.25 22:06sell170.010.936980.000000.00000
502012.09.25 22:06modify170.010.936980.943980.92998
512012.10.04 20:02t/p170.010.929980.943980.929987.1910029.12
522012.10.05 22:12sell180.010.930410.000000.00000
532012.10.05 22:12modify180.010.930410.937410.92341
542012.10.09 10:43s/l180.010.937410.937410.92341-7.5610021.55
552012.10.17 00:16buy190.010.925050.000000.00000
562012.10.17 00:16modify190.010.925050.918050.93205
572012.10.17 07:24close190.010.924000.918050.93205-1.1810020.37
582012.11.20 00:15sell200.010.941660.000000.00000
592012.11.20 00:15modify200.010.941660.948660.93466
602012.11.22 14:20t/p200.010.934660.948660.934667.3410027.71
612012.11.27 00:04buy210.010.927090.000000.00000
622012.11.27 00:04modify210.010.927090.920090.93409
632012.11.27 10:23close210.010.928060.920090.934091.0110028.72
642012.12.27 22:06buy220.010.913190.000000.00000
652012.12.27 22:06modify220.010.913190.906190.92019
662012.12.28 10:26close220.010.913020.906190.92019-0.2410028.49
672013.01.01 01:14sell230.010.916710.000000.00000
682013.01.01 01:14modify230.010.916710.923710.90971
692013.01.02 03:52t/p230.010.909710.923710.909717.6310036.12
702013.01.04 22:25buy240.010.923680.000000.00000
712013.01.04 22:25modify240.010.923680.916680.93068
722013.01.07 01:12close240.010.924680.916680.930681.0310037.15
732013.01.11 00:36buy250.010.913330.000000.00000
742013.01.11 00:36modify250.010.913330.906330.92033
752013.01.11 01:20close250.010.914330.906330.920331.0510038.20
762013.02.11 22:24sell260.010.919580.000000.00000
772013.02.11 22:24modify260.010.919580.926580.91258
782013.02.14 22:43buy270.010.921680.000000.00000
792013.02.14 22:43modify270.010.921680.914680.92868
802013.02.15 01:54close270.010.922120.914680.928680.4310038.64
812013.02.20 21:02s/l260.010.926580.926580.91258-7.8410030.80
822013.04.05 23:57sell280.010.934580.000000.00000
832013.04.05 23:57modify280.010.934580.941580.92758
842013.04.12 23:28buy290.010.927940.000000.00000
852013.04.12 23:28modify290.010.927940.920940.93494
862013.04.12 23:31t/p280.010.927580.941580.927587.3210038.12
872013.04.15 05:06close290.010.928870.920940.934940.9510039.08
882013.04.16 00:11buy300.010.930680.000000.00000
892013.04.16 00:11modify300.010.930680.923680.93768
902013.04.16 04:07close300.010.931060.923680.937680.3710039.45
912013.05.15 00:02sell310.010.967120.000000.00000
922013.05.15 00:02modify310.010.967120.974120.96012
932013.05.15 14:53s/l310.010.974120.974120.96012-7.2310032.22
942013.05.16 22:10sell320.010.963400.000000.00000
952013.05.16 22:10modify320.010.963400.970400.95640
962013.05.17 15:36s/l320.010.970400.970400.95640-7.2810024.94
972013.05.23 22:07sell330.010.969250.000000.00000
982013.05.23 22:07modify330.010.969250.976250.96225
992013.05.24 13:15t/p330.010.962250.976250.962257.2010032.14
1002013.05.27 22:37buy340.010.963010.000000.00000
1012013.05.27 22:37modify340.010.963010.956010.97001
1022013.05.28 03:03close340.010.963490.956010.970010.4510032.60
1032013.05.31 22:27buy350.010.958220.000000.00000
1042013.05.31 22:27modify350.010.958220.951220.96522
1052013.06.03 11:33close350.010.956630.951220.96522-1.7110030.89
1062013.06.03 22:03sell360.010.946890.000000.00000
1072013.06.03 22:03modify360.010.946890.953890.93989
1082013.06.05 19:19t/p360.010.939890.953890.939897.3610038.25
1092013.06.13 22:40buy370.010.921090.000000.00000
1102013.06.13 22:40modify370.010.921090.914090.92809
1112013.06.13 23:55close370.010.922100.914090.928091.0610039.31
1122013.06.17 22:21buy380.010.924150.000000.00000
1132013.06.17 22:21modify380.010.924150.917150.93115
1142013.06.18 04:13close380.010.922920.917150.93115-1.3810037.93
1152013.06.26 01:39sell390.010.939130.000000.00000
1162013.06.26 01:39modify390.010.939130.946130.93213
1172013.06.27 13:21s/l390.010.946130.946130.93213-7.5210030.41
1182013.06.27 22:33buy400.010.944090.000000.00000
1192013.06.27 22:33modify400.010.944090.937090.95109
1202013.06.27 23:56close400.010.945190.937090.951091.1210031.53
1212013.08.26 22:31buy410.010.921930.000000.00000
1222013.08.26 22:31modify410.010.921930.914930.92893
1232013.08.26 23:55close410.010.923030.914930.928931.1510032.68
1242013.11.15 01:58sell420.010.918000.000000.00000
1252013.11.15 01:58modify420.010.918000.925000.91100
1262013.11.18 16:33t/p420.010.911000.925000.911007.6110040.29
1272013.11.20 01:15buy430.010.908240.000000.00000
1282013.11.20 01:15modify430.010.908240.901240.91524
1292013.11.20 02:05close430.010.909500.901240.915241.3510041.64
1302013.11.21 23:19buy440.010.913620.000000.00000
1312013.11.21 23:19modify440.010.913620.906620.92062
1322013.11.22 05:42close440.010.914640.906620.920621.0710042.72
1332014.01.29 00:15sell450.010.899380.000000.00000
1342014.01.29 00:15modify450.010.899380.906380.89238
1352014.01.31 16:57s/l450.010.906380.906380.89238-7.8710034.85
1362014.09.09 22:30buy460.010.932640.000000.00000
1372014.09.09 22:30modify460.010.932640.925640.93964
1382014.09.10 05:17close460.010.933370.925640.939640.7310035.58
1392014.10.07 22:14buy470.010.956590.000000.00000
1402014.10.07 22:14modify470.010.956590.949590.96359
1412014.10.08 03:02close470.010.957590.949590.963590.9910036.58
1422014.10.14 00:06buy480.010.947600.000000.00000
1432014.10.14 00:06modify480.010.947600.940600.95460
1442014.10.14 00:59close480.010.948650.940600.954601.0710037.65
1452014.12.11 23:42buy490.010.968470.000000.00000
1462014.12.11 23:42modify490.010.968470.961470.97547
1472014.12.12 02:01close490.010.969470.961470.975470.9810038.63
1482014.12.22 22:00sell500.010.984750.000000.00000
1492014.12.22 22:00modify500.010.984750.991750.97775
1502014.12.24 15:15close500.010.984130.991750.977750.5410039.17
1512015.01.02 01:31sell510.010.995190.000000.00000
1522015.01.02 01:31modify510.010.995191.002190.98819
1532015.01.05 00:00s/l510.011.002191.002190.98819-7.0310032.14
1542015.01.06 22:05sell520.011.008670.000000.00000
1552015.01.06 22:05modify520.011.008671.015671.00167
1562015.01.07 13:37s/l520.011.015671.015671.00167-6.9610025.18
1572015.01.20 01:32buy530.010.878300.000000.00000
1582015.01.20 01:32modify530.010.878300.871300.88530
1592015.01.20 02:22close530.010.879400.871300.885301.2110026.39
1602015.01.21 01:10buy540.010.873160.000000.00000
1612015.01.21 01:10modify540.010.873160.866160.88016
1622015.01.21 01:57close540.010.874160.866160.880161.1010027.49
1632015.01.22 23:54buy550.010.871090.000000.00000
1642015.01.22 23:54modify550.010.871090.864090.87809
1652015.01.23 02:02close550.010.872130.864090.878091.1410028.64
1662015.01.28 01:28buy560.010.900620.000000.00000
1672015.01.28 01:28modify560.010.900620.893620.90762
1682015.01.28 02:17close560.010.902750.893620.907622.3210030.96
1692015.03.03 00:02buy570.010.957300.000000.00000
1702015.03.03 00:03modify570.010.957300.950300.96430
1712015.03.03 01:03close570.010.958410.950300.964301.1210032.08
1722015.03.20 22:17sell580.010.977630.000000.00000
1732015.03.20 22:17modify580.010.977630.984630.97063
1742015.03.23 15:16t/p580.010.970630.984630.970637.1410039.22
1752015.04.28 22:31sell590.010.956200.000000.00000
1762015.04.28 22:31modify590.010.956200.963200.94920
1772015.04.29 15:37t/p590.010.949200.963200.949207.3110046.53
1782015.05.01 22:53buy600.010.932620.000000.00000
1792015.05.01 22:53modify600.010.932620.925620.93962
1802015.05.04 03:18close600.010.933700.925620.939621.1110047.65
1812015.06.05 01:49sell610.010.935020.000000.00000
1822015.06.05 01:49modify610.010.935020.942020.92802
1832015.06.05 15:35s/l610.010.942020.942020.92802-7.4710040.18
1842015.06.12 22:13sell620.010.928910.000000.00000
1852015.06.12 22:13modify620.010.928910.935910.92191
1862015.06.15 14:43s/l620.010.935910.935910.92191-7.5510032.63
1872015.06.15 22:00buy630.010.930370.000000.00000
1882015.06.15 22:00modify630.010.930370.923370.93737
1892015.06.16 03:01close630.010.930300.923370.93737-0.1310032.51
1902015.07.07 22:24buy640.010.945340.000000.00000
1912015.07.07 22:24modify640.010.945340.938340.95234
1922015.07.07 23:36close640.010.946610.938340.952341.3010033.81
1932015.07.23 22:46sell650.010.959240.000000.00000
1942015.07.23 22:46modify650.010.959240.966240.95224
1952015.07.27 10:25close650.010.954510.966240.952244.8710038.67
1962015.07.31 22:00sell660.010.967840.000000.00000
1972015.07.31 22:00modify660.010.967840.974840.96084
1982015.08.03 17:19close660.010.966730.974840.960841.0810039.75
1992015.08.13 22:32buy670.010.976000.000000.00000
2002015.08.13 22:32modify670.010.976000.969000.98300
2012015.08.14 04:33close670.010.976510.969000.983000.4710040.23
2022015.08.14 23:05buy680.010.975810.000000.00000
2032015.08.14 23:05modify680.010.975810.968810.98281
2042015.08.17 01:02close680.010.976810.968810.982810.9710041.20
2052015.08.17 23:42sell690.010.978360.000000.00000
2062015.08.17 23:42modify690.010.978360.985360.97136
2072015.08.19 15:30t/p690.010.971360.985360.971367.1210048.32
2082015.08.25 22:34buy700.010.941710.000000.00000
2092015.08.25 22:34modify700.010.941710.934710.94871
2102015.08.26 02:25close700.010.940550.934710.94871-1.2810047.04
2112015.09.02 00:00buy710.010.958380.000000.00000
2122015.09.02 00:00modify710.010.958380.951380.96538
2132015.09.02 00:28close710.010.959400.951380.965381.0210048.06
2142015.09.03 23:20buy720.010.972210.000000.00000
2152015.09.03 23:20modify720.010.972210.965210.97921
2162015.09.04 00:30close720.010.973240.965210.979211.0110049.08
2172015.09.25 00:48sell730.010.978230.000000.00000
2182015.09.25 00:48modify730.010.978230.985230.97123
2192015.09.25 13:48close730.010.975510.985230.971232.7510051.83
2202015.10.16 22:32sell740.010.952570.000000.00000
2212015.10.16 22:32modify740.010.952570.959570.94557
2222015.10.21 12:21s/l740.010.959570.959570.94557-7.4210044.41
2232015.11.13 22:03buy750.011.007160.000000.00000
2242015.11.13 22:03modify750.011.007161.000161.01416
2252015.11.16 01:22close750.011.008181.000161.014160.9610045.37
2262015.12.01 23:50buy760.011.025790.000000.00000
2272015.12.01 23:50modify760.011.025791.018791.03279
2282015.12.02 02:25close760.011.026791.018791.032790.9210046.30
2292015.12.14 22:09sell770.010.985830.000000.00000
2302015.12.14 22:09modify770.010.985830.992830.97883
2312015.12.17 01:11s/l770.010.992830.992830.97883-7.2310039.07
2322015.12.18 00:29buy780.010.995650.000000.00000
2332015.12.18 00:29modify780.010.995650.988651.00265
2342015.12.18 05:52close780.010.995700.988651.002650.0110039.08
2352016.01.04 22:03buy790.011.001680.000000.00000
2362016.01.04 22:03modify790.011.001680.994681.00868
2372016.01.04 22:55close790.011.002720.994681.008681.0010040.08
2382016.01.08 22:41buy800.010.994010.000000.00000
2392016.01.08 22:41modify800.010.994010.987011.00101
2402016.01.11 09:41close800.010.995030.987011.001010.9810041.06
2412016.01.15 22:00sell810.011.002140.000000.00000
2422016.01.15 22:00modify810.011.002141.009140.99514
2432016.01.20 11:05close810.011.000031.009140.995141.9910043.05
2442016.01.25 22:33buy820.011.013750.000000.00000
2452016.01.25 22:33modify820.011.013751.006751.02075
2462016.01.26 02:35close820.011.013221.006751.02075-0.5710042.49
2472016.01.26 22:06buy830.011.017120.000000.00000
2482016.01.26 22:06modify830.011.017121.010121.02412
2492016.01.27 03:16close830.011.017821.010121.024120.6410043.13
2502016.02.10 00:25sell840.010.973860.000000.00000
2512016.02.10 00:25modify840.010.973860.980860.96686
2522016.02.10 17:30s/l840.010.980860.980860.96686-7.1810035.95
2532016.02.26 22:37buy850.010.996330.000000.00000
2542016.02.26 22:37modify850.010.996330.989331.00333
2552016.02.29 00:35close850.010.997330.989331.003330.9510036.91
2562016.03.03 23:53sell860.010.992150.000000.00000
2572016.03.03 23:53modify860.010.992150.999150.98515
2582016.03.04 23:08buy870.010.993140.000000.00000
2592016.03.04 23:08modify870.010.993140.986141.00014
2602016.03.07 01:00close870.010.994150.986141.000140.9710037.88
2612016.03.07 10:15s/l860.010.999150.999150.98515-7.1010030.78
2622016.03.10 22:44sell880.010.984610.000000.00000
2632016.03.10 22:44modify880.010.984610.991610.97761
2642016.03.16 21:52t/p880.010.977610.991610.977617.0110037.79
2652016.03.18 22:09sell890.010.970020.000000.00000
2662016.03.18 22:09modify890.010.970020.977020.96302
2672016.03.24 10:01s/l890.010.977020.977020.96302-7.3610030.42
2682016.03.31 22:54sell900.010.961540.000000.00000
2692016.03.31 22:54modify900.010.961540.968540.95454
2702016.04.06 18:38t/p900.010.954540.968540.954547.1810037.61
2712016.06.23 23:36sell910.010.959390.000000.00000
2722016.06.23 23:36modify910.010.959390.966390.95239
2732016.06.24 04:10s/l910.010.966390.966390.95239-7.3110030.30
2742016.06.24 22:26buy920.010.968150.000000.00000
2752016.06.24 22:26modify920.010.968150.961150.97515
2762016.06.24 23:01close920.010.972880.961150.975154.8210035.12
2772016.06.28 23:09buy930.010.980120.000000.00000
2782016.06.28 23:09modify930.010.980120.973120.98712
2792016.06.28 23:42close930.010.981120.973120.987120.9810036.10
2802016.07.15 23:33buy940.010.981790.000000.00000
2812016.07.15 23:33modify940.010.981790.974790.98879
2822016.07.15 23:44close940.010.982820.974790.988791.0110037.11