Strategy Tester Report
Generic A-TLP v.12.26_RUS
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 ====>"; SetName="USDCHF 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=70; Take_Profit=70; TP_perc=0; min_TP=10; MaxDailyRange=35; Hedging=true; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=12; BB_Deviation=2; Entry_Break=5; Min_Volatility=15; 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=68; 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=100; Time_Profit_Pips=10; S_32="При Exit_Distance = 0 - выкл."; Exit_Distance=2; Exit_Profit_Pips=-100; S_33="При MA_period = 0 - выкл."; MA_period=2; Reverse_Profit=10; 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=22; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=2; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Start_Trade_Hour=22; 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=22; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=2; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Start_Trade_Hour=22; 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 test142954Ticks modelled76904230Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (24)
Total net profit49.75Gross profit78.69Gross loss-28.94
Profit factor2.72Expected payoff0.52
Absolute drawdown0.44Maximal drawdown10.79 (0.11%)Relative drawdown0.11% (10.79)
Total trades96Short positions (won %)42 (73.81%)Long positions (won %)54 (83.33%)
Profit trades (% of total)76 (79.17%)Loss trades (% of total)20 (20.83%)
Largestprofit trade4.82loss trade-7.36
Averageprofit trade1.04loss trade-1.45
Maximumconsecutive wins (profit in money)12 (11.85)consecutive losses (loss in money)3 (-4.10)
Maximalconsecutive profit (count of wins)12.92 (10)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 22:00sell340.010.969250.000000.00000
1012013.05.23 22:00modify340.010.969250.976250.96225
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
1842015.05.15 22:00buy620.010.914140.000000.00000
1852015.05.15 22:00modify620.010.914140.907140.92114
1862015.05.15 22:37close620.010.915520.907140.921141.4710030.07
1872015.06.05 01:49sell630.010.935020.000000.00000
1882015.06.05 01:49modify630.010.935020.942020.92802
1892015.06.05 07:11close630.010.934300.942020.928020.7310030.80
1902015.06.12 22:13sell640.010.928910.000000.00000
1912015.06.12 22:13modify640.010.928910.935910.92191
1922015.06.15 09:53close640.010.931260.935910.92191-2.5910028.21
1932015.06.15 22:00buy650.010.930370.000000.00000
1942015.06.15 22:00modify650.010.930370.923370.93737
1952015.06.16 03:01close650.010.930300.923370.93737-0.1310028.09
1962015.07.07 22:24buy660.010.945340.000000.00000
1972015.07.07 22:24modify660.010.945340.938340.95234
1982015.07.07 23:36close660.010.946610.938340.952341.3010029.39
1992015.07.23 22:46sell670.010.959240.000000.00000
2002015.07.23 22:46modify670.010.959240.966240.95224
2012015.07.24 03:54close670.010.959150.966240.952240.0210029.41
2022015.07.31 22:00sell680.010.967860.000000.00000
2032015.07.31 22:00modify680.010.967860.974860.96086
2042015.07.31 22:10close680.010.966150.974860.960861.7310031.14
2052015.08.13 22:32buy690.010.976000.000000.00000
2062015.08.13 22:32modify690.010.976000.969000.98300
2072015.08.14 04:33close690.010.976510.969000.983000.4710031.61
2082015.08.14 23:05buy700.010.975810.000000.00000
2092015.08.14 23:05modify700.010.975810.968810.98281
2102015.08.17 01:02close700.010.976810.968810.982810.9710032.59
2112015.08.17 23:42sell710.010.978360.000000.00000
2122015.08.17 23:42modify710.010.978360.985360.97136
2132015.08.18 04:56close710.010.978260.985360.971360.0310032.62
2142015.08.25 22:34buy720.010.941710.000000.00000
2152015.08.25 22:34modify720.010.941710.934710.94871
2162015.08.26 02:25close720.010.940550.934710.94871-1.2810031.35
2172015.09.02 00:00buy730.010.958380.000000.00000
2182015.09.02 00:00modify730.010.958380.951380.96538
2192015.09.02 00:28close730.010.959400.951380.965381.0210032.37
2202015.09.03 23:20buy740.010.972210.000000.00000
2212015.09.03 23:20modify740.010.972210.965210.97921
2222015.09.04 00:30close740.010.973240.965210.979211.0110033.38
2232015.09.25 00:48sell750.010.978230.000000.00000
2242015.09.25 00:48modify750.010.978230.985230.97123
2252015.09.25 09:56close750.010.978560.985230.97123-0.3810033.00
2262015.10.16 22:32sell760.010.952570.000000.00000
2272015.10.16 22:32modify760.010.952570.959570.94557
2282015.10.19 09:11close760.010.953700.959570.94557-1.2510031.75
2292015.11.13 22:03buy770.011.007160.000000.00000
2302015.11.13 22:03modify770.011.007161.000161.01416
2312015.11.16 01:22close770.011.008181.000161.014160.9610032.72
2322015.12.01 23:50buy780.011.025790.000000.00000
2332015.12.01 23:50modify780.011.025791.018791.03279
2342015.12.02 02:25close780.011.026791.018791.032790.9210033.64
2352015.12.14 22:09sell790.010.985830.000000.00000
2362015.12.14 22:09modify790.010.985830.992830.97883
2372015.12.15 02:43close790.010.984880.992830.978830.8910034.53
2382015.12.18 00:29buy800.010.995650.000000.00000
2392015.12.18 00:29modify800.010.995650.988651.00265
2402015.12.18 05:52close800.010.995700.988651.002650.0110034.54
2412016.01.04 22:03buy810.011.001680.000000.00000
2422016.01.04 22:03modify810.011.001680.994681.00868
2432016.01.04 22:55close810.011.002720.994681.008681.0010035.54
2442016.01.08 22:41buy820.010.994010.000000.00000
2452016.01.08 22:41modify820.010.994010.987011.00101
2462016.01.11 09:41close820.010.995030.987011.001010.9810036.53
2472016.01.15 22:00sell830.011.002200.000000.00000
2482016.01.15 22:00modify830.011.002201.009200.99520
2492016.01.15 22:16close830.011.001161.009200.995201.0010037.53
2502016.01.25 22:33buy840.011.013750.000000.00000
2512016.01.25 22:33modify840.011.013751.006751.02075
2522016.01.26 02:35close840.011.013221.006751.02075-0.5710036.96
2532016.01.26 22:06buy850.011.017120.000000.00000
2542016.01.26 22:06modify850.011.017121.010121.02412
2552016.01.27 03:16close850.011.017821.010121.024120.6410037.61
2562016.02.10 00:25sell860.010.973860.000000.00000
2572016.02.10 00:25modify860.010.973860.980860.96686
2582016.02.10 02:34close860.010.972820.980860.966861.0310038.64
2592016.02.26 22:37buy870.010.996330.000000.00000
2602016.02.26 22:37modify870.010.996330.989331.00333
2612016.02.29 00:35close870.010.997330.989331.003330.9510039.59
2622016.03.03 23:53sell880.010.992150.000000.00000
2632016.03.03 23:53modify880.010.992150.999150.98515
2642016.03.04 02:55close880.010.991250.999150.985150.8410040.44
2652016.03.04 23:08buy890.010.993140.000000.00000
2662016.03.04 23:08modify890.010.993140.986141.00014
2672016.03.07 01:00close890.010.994150.986141.000140.9710041.41
2682016.03.10 22:44sell900.010.984610.000000.00000
2692016.03.10 22:44modify900.010.984610.991610.97761
2702016.03.11 02:07close900.010.984120.991610.977610.4310041.84
2712016.03.18 22:09sell910.010.970020.000000.00000
2722016.03.18 22:09modify910.010.970020.977020.96302
2732016.03.18 23:54close910.010.969020.977020.963020.9910042.83
2742016.03.31 22:54sell920.010.961540.000000.00000
2752016.03.31 22:54modify920.010.961540.968540.95454
2762016.04.01 03:08close920.010.960930.968540.954540.5610043.40
2772016.06.23 23:36sell930.010.959390.000000.00000
2782016.06.23 23:36modify930.010.959390.966390.95239
2792016.06.24 03:09close930.010.959760.966390.95239-0.4610042.94
2802016.06.24 22:26buy940.010.968150.000000.00000
2812016.06.24 22:26modify940.010.968150.961150.97515
2822016.06.24 23:01close940.010.972880.961150.975154.8210047.76
2832016.06.28 23:09buy950.010.980120.000000.00000
2842016.06.28 23:09modify950.010.980120.973120.98712
2852016.06.28 23:42close950.010.981120.973120.987120.9810048.74
2862016.07.15 23:33buy960.010.981790.000000.00000
2872016.07.15 23:33modify960.010.981790.974790.98879
2882016.07.15 23:44close960.010.982820.974790.988791.0110049.75