Strategy Tester Report
Generic A-TLP 11.87 f_spread_mode2
Tickmill-DemoUK (Build 1010)

SymbolUSDJPY (US Dollar vs Japanese Yen)
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="USDJPY M15 Generic A-TLP v.11.86"; MagicNumber=888888; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=3; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=45; Take_Profit=100; 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=4; Min_Volatility=7; 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=75; time_break=240; loss=43; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=210; Time_Profit_Pips=10; Exit_Distance=-8; Exit_Profit_Pips=-100; 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="23:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="23:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="23:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Bars in test142858Ticks modelled84270149Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00Spread100
Total net profit36.99Gross profit68.03Gross loss-31.04
Profit factor2.19Expected payoff0.42
Absolute drawdown2.82Maximal drawdown9.93 (0.10%)Relative drawdown0.10% (9.93)
Total trades88Short positions (won %)48 (79.17%)Long positions (won %)40 (82.50%)
Profit trades (% of total)71 (80.68%)Loss trades (% of total)17 (19.32%)
Largestprofit trade6.30loss trade-4.33
Averageprofit trade0.96loss trade-1.83
Maximumconsecutive wins (profit in money)10 (7.98)consecutive losses (loss in money)2 (-1.34)
Maximalconsecutive profit (count of wins)11.19 (9)consecutive loss (count of losses)-4.33 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.06 00:40buy10.01119.4910.0000.000
22015.01.06 00:40modify10.01119.491119.041120.491
32015.01.06 05:30close10.01119.359119.041120.491-1.159998.85
42015.01.09 00:29sell20.01119.7650.0000.000
52015.01.09 00:29modify20.01119.765120.215118.765
62015.01.09 02:50close20.01119.783120.215118.765-0.199998.66
72015.01.16 00:07buy30.01116.0600.0000.000
82015.01.16 00:07modify30.01116.060115.610117.060
92015.01.16 01:00close30.01116.263115.610117.0601.7110000.37
102015.01.16 23:47buy40.01117.4300.0000.000
112015.01.16 23:47modify40.01117.430116.980118.430
122015.01.16 23:57close40.01117.596116.980118.4301.3710001.74
132015.01.19 23:53buy50.01117.5180.0000.000
142015.01.19 23:53modify50.01117.518117.068118.518
152015.01.20 00:45close50.01117.630117.068118.5180.9110002.65
162015.01.22 23:13sell60.01118.6440.0000.000
172015.01.22 23:13modify60.01118.644119.094117.644
182015.01.23 02:31close60.01118.518119.094117.6441.0110003.65
192015.02.12 23:51sell70.01119.0390.0000.000
202015.02.12 23:51modify70.01119.039119.489118.039
212015.02.13 01:46close70.01118.981119.489118.0390.4410004.09
222015.02.20 00:46sell80.01119.0580.0000.000
232015.02.20 00:46modify80.01119.058119.508118.058
242015.02.20 00:47close80.01119.007119.508118.0580.3910004.48
252015.02.20 00:54sell90.01119.0480.0000.000
262015.02.20 00:54modify90.01119.048119.498118.048
272015.02.20 01:59close90.01118.989119.498118.0480.4610004.94
282015.02.24 23:52sell100.01118.9880.0000.000
292015.02.24 23:52modify100.01118.988119.438117.988
302015.02.25 01:27close100.01118.925119.438117.9880.4810005.41
312015.02.27 23:53buy110.01119.5720.0000.000
322015.02.27 23:53modify110.01119.572119.122120.572
332015.03.02 00:25close110.01119.695119.122120.5720.9910006.40
342015.03.12 23:22buy120.01121.2680.0000.000
352015.03.12 23:22modify120.01121.268120.818122.268
362015.03.13 01:00close120.01121.302120.818122.2680.2410006.64
372015.03.19 23:29buy130.01120.8430.0000.000
382015.03.19 23:29modify130.01120.843120.393121.843
392015.03.20 01:58close130.01120.806120.393121.843-0.3510006.29
402015.03.27 23:14sell140.01119.2240.0000.000
412015.03.27 23:14modify140.01119.224119.674118.224
422015.03.30 03:05close140.01119.219119.674118.224-0.0110006.27
432015.03.30 23:58buy150.01120.0740.0000.000
442015.03.30 23:58modify150.01120.074119.624121.074
452015.03.31 00:42close150.01120.136119.624121.0740.4810006.75
462015.03.31 23:18sell160.01120.0230.0000.000
472015.03.31 23:18modify160.01120.023120.473119.023
482015.04.01 01:35close160.01120.008120.473119.0230.0710006.82
492015.04.07 23:52buy170.01120.2630.0000.000
502015.04.07 23:52modify170.01120.263119.813121.263
512015.04.08 00:40close170.01120.316119.813121.2630.4010007.21
522015.04.10 23:51sell180.01120.2940.0000.000
532015.04.10 23:51modify180.01120.294120.744119.294
542015.04.13 01:47close180.01120.238120.744119.2940.4210007.63
552015.04.13 23:51sell190.01120.1700.0000.000
562015.04.13 23:51modify190.01120.170120.620119.170
572015.04.14 01:41close190.01120.117120.620119.1700.3910008.01
582015.04.23 23:52sell200.01119.5870.0000.000
592015.04.23 23:52modify200.01119.587120.037118.587
602015.04.24 02:31close200.01119.608120.037118.587-0.2310007.78
612015.04.24 23:54sell210.01119.0050.0000.000
622015.04.24 23:54modify210.01119.005119.455118.005
632015.04.27 01:05close210.01118.905119.455118.0050.7910008.56
642015.05.01 23:10buy220.01120.1290.0000.000
652015.05.01 23:10modify220.01120.129119.679121.129
662015.05.04 00:25close220.01120.212119.679121.1290.6510009.21
672015.05.08 00:02buy230.01119.6960.0000.000
682015.05.08 00:02modify230.01119.696119.246120.696
692015.05.08 01:02close230.01119.740119.246120.6960.3310009.54
702015.05.13 00:07sell240.01120.0090.0000.000
712015.05.13 00:07modify240.01120.009120.459119.009
722015.05.13 00:57close240.01119.839120.459119.0091.3810010.92
732015.05.15 23:51sell250.01119.4320.0000.000
742015.05.15 23:51modify250.01119.432119.882118.432
752015.05.18 02:45close250.01119.397119.882118.4320.2410011.16
762015.06.05 00:42sell260.01124.4370.0000.000
772015.06.05 00:42modify260.01124.437124.887123.437
782015.06.05 02:34close260.01124.423124.887123.4370.0710011.23
792015.07.01 00:06sell270.01122.5410.0000.000
802015.07.01 00:06modify270.01122.541122.991121.541
812015.07.01 01:36close270.01122.405122.991121.5411.0710012.30
822015.07.03 23:16sell280.01122.9050.0000.000
832015.07.03 23:16modify280.01122.905123.355121.905
842015.07.06 00:28close280.01122.130123.355121.9056.3010018.59
852015.07.09 23:39buy290.01121.2290.0000.000
862015.07.09 23:39modify290.01121.229120.779122.229
872015.07.09 23:50close290.01121.280120.779122.2290.3810018.97
882015.07.10 00:52sell300.01121.4030.0000.000
892015.07.10 00:52modify300.01121.403121.853120.403
902015.07.10 03:30close300.01121.628121.853120.403-1.8910017.08
912015.07.10 23:24buy310.01122.7290.0000.000
922015.07.10 23:24modify310.01122.729122.279123.729
932015.07.10 23:50close310.01122.813122.279123.7290.6410017.72
942015.07.10 23:51buy320.01122.7240.0000.000
952015.07.10 23:51modify320.01122.724122.274123.724
962015.07.10 23:52close320.01122.815122.274123.7240.7010018.42
972015.07.10 23:57buy330.01122.7120.0000.000
982015.07.10 23:57modify330.01122.712122.262123.712
992015.07.10 23:58close330.01122.815122.262123.7120.8010019.22
1002015.08.20 23:11buy340.01123.3610.0000.000
1012015.08.20 23:11modify340.01123.361122.911124.361
1022015.08.21 01:15close340.01123.412122.911124.3610.3710019.59
1032015.08.25 23:00buy350.01118.8450.0000.000
1042015.08.25 23:00modify350.01118.845118.395119.845
1052015.08.25 23:22close350.01119.045118.395119.8451.6410021.23
1062015.08.25 23:29buy360.01118.7640.0000.000
1072015.08.25 23:29modify360.01118.764118.314119.764
1082015.08.26 00:26close360.01118.995118.314119.7641.9010023.13
1092015.08.28 23:52sell370.01121.4880.0000.000
1102015.08.28 23:52modify370.01121.488121.938120.488
1112015.08.31 01:32close370.01121.376121.938120.4880.8710023.99
1122015.09.02 00:00buy380.01119.3840.0000.000
1132015.09.02 00:00modify380.01119.384118.934120.384
1142015.09.02 01:46close380.01119.585118.934120.3841.6410025.63
1152015.09.08 23:20buy390.01119.7960.0000.000
1162015.09.08 23:20modify390.01119.796119.346120.796
1172015.09.09 00:45close390.01119.864119.346120.7960.5310026.16
1182015.09.18 00:56sell400.01120.2280.0000.000
1192015.09.18 00:56modify400.01120.228120.678119.228
1202015.09.18 02:49close400.01120.118120.678119.2280.8810027.04
1212015.09.25 00:00sell410.01120.1260.0000.000
1222015.09.25 00:00modify410.01120.126120.576119.126
1232015.09.25 02:46close410.01120.223120.576119.126-0.8510026.19
1242015.12.04 23:56buy420.01123.1100.0000.000
1252015.12.04 23:56modify420.01123.110122.660124.110
1262015.12.07 00:25close420.01123.189122.660124.1100.6010026.79
1272015.12.09 00:04buy430.01122.8900.0000.000
1282015.12.09 00:04modify430.01122.890122.440123.890
1292015.12.09 01:45close430.01122.918122.440123.8900.1910026.98
1302015.12.11 23:07sell440.01120.8950.0000.000
1312015.12.11 23:07modify440.01120.895121.345119.895
1322015.12.14 01:35close440.01120.840121.345119.8950.4110027.38
1332015.12.17 23:50buy450.01122.5910.0000.000
1342015.12.17 23:50modify450.01122.591122.141123.591
1352015.12.18 02:20close450.01122.545122.141123.591-0.4210026.96
1362015.12.21 23:44sell460.01121.2210.0000.000
1372015.12.21 23:44modify460.01121.221121.671120.221
1382015.12.22 02:00close460.01121.212121.671120.2210.0210026.98
1392015.12.24 23:32sell470.01120.4020.0000.000
1402015.12.24 23:32modify470.01120.402120.852119.402
1412015.12.28 01:58close470.01120.241120.852119.4021.2710028.25
1422015.12.31 23:48sell480.01120.2670.0000.000
1432015.12.31 23:48modify480.01120.267120.717119.267
1442016.01.04 03:45close480.01120.324120.717119.267-0.5410027.71
1452016.01.06 00:59sell490.01119.1200.0000.000
1462016.01.06 00:59modify490.01119.120119.570118.120
1472016.01.06 02:20close490.01119.090119.570118.1200.2110027.92
1482016.01.08 23:46buy500.01117.4060.0000.000
1492016.01.08 23:46modify500.01117.406116.956118.406
1502016.01.11 00:14s/l500.01116.956116.956118.406-3.8910024.03
1512016.01.14 23:25buy510.01118.0140.0000.000
1522016.01.14 23:25modify510.01118.014117.564119.014
1532016.01.15 00:25close510.01118.123117.564119.0140.8810024.90
1542016.02.03 00:18buy520.01119.8460.0000.000
1552016.02.03 00:18modify520.01119.846119.396120.846
1562016.02.03 05:47close520.01119.608119.396120.846-2.0310022.87
1572016.02.05 00:26sell530.01116.8950.0000.000
1582016.02.05 00:26modify530.01116.895117.345115.895
1592016.02.05 02:04close530.01116.764117.345115.8951.0810023.95
1602016.02.08 23:04sell540.01115.7590.0000.000
1612016.02.08 23:04modify540.01115.759116.209114.759
1622016.02.09 00:58close540.01115.485116.209114.7592.3210026.27
1632016.02.12 00:37sell550.01112.5690.0000.000
1642016.02.12 00:37modify550.01112.569113.019111.569
1652016.02.12 02:01close550.01112.363113.019111.5691.7910028.06
1662016.02.16 00:51buy560.01114.4680.0000.000
1672016.02.16 00:51modify560.01114.468114.018115.468
1682016.02.16 02:31close560.01114.569114.018115.4680.8410028.90
1692016.02.16 23:28sell570.01114.0240.0000.000
1702016.02.16 23:28modify570.01114.024114.474113.024
1712016.02.17 03:15close570.01114.075114.474113.024-0.5010028.39
1722016.02.24 00:56buy580.01111.9820.0000.000
1732016.02.24 00:56modify580.01111.982111.532112.982
1742016.02.24 01:27close580.01112.050111.532112.9820.5710028.96
1752016.03.01 00:28buy590.01112.6220.0000.000
1762016.03.01 00:28modify590.01112.622112.172113.622
1772016.03.01 03:03close590.01112.424112.172113.622-1.8010027.16
1782016.03.03 23:58sell600.01113.7040.0000.000
1792016.03.03 23:58modify600.01113.704114.154112.704
1802016.03.04 02:00close600.01113.675114.154112.7040.2110027.37
1812016.03.23 00:51sell610.01112.4280.0000.000
1822016.03.23 00:51modify610.01112.428112.878111.428
1832016.03.23 01:14close610.01112.357112.878111.4280.5910027.96
1842016.04.08 00:18buy620.01108.1160.0000.000
1852016.04.08 00:18modify620.01108.116107.666109.116
1862016.04.08 00:55close620.01108.328107.666109.1161.9210029.88
1872016.04.14 23:01sell630.01109.4550.0000.000
1882016.04.14 23:01modify630.01109.455109.905108.455
1892016.04.15 01:15close630.01109.424109.905108.4550.2310030.10
1902016.04.15 23:50sell640.01108.7820.0000.000
1912016.04.15 23:50modify640.01108.782109.232107.782
1922016.04.18 00:59close640.01108.171109.232107.7825.6010035.70
1932016.04.20 00:29sell650.01109.2740.0000.000
1942016.04.20 00:29modify650.01109.274109.724108.274
1952016.04.20 02:01close650.01109.240109.724108.2740.2710035.97
1962016.05.02 23:20buy660.01106.3960.0000.000
1972016.05.02 23:20modify660.01106.396105.946107.396
1982016.05.03 01:09close660.01106.428105.946107.3960.2610036.23
1992016.05.03 23:50sell670.01106.5990.0000.000
2002016.05.03 23:50modify670.01106.599107.049105.599
2012016.05.04 00:38s/l670.01107.049107.049105.599-4.2510031.97
2022016.05.11 00:37sell680.01109.3660.0000.000
2032016.05.11 00:37modify680.01109.366109.816108.366
2042016.05.11 01:20close680.01109.268109.816108.3660.8610032.83
2052016.05.27 23:55buy690.01110.2710.0000.000
2062016.05.27 23:55modify690.01110.271109.821111.271
2072016.05.30 00:25close690.01110.386109.821111.2711.0010033.83
2082016.06.10 23:37sell700.01106.9650.0000.000
2092016.06.10 23:37modify700.01106.965107.415105.965
2102016.06.13 00:48close700.01106.813107.415105.9651.3710035.20
2112016.06.17 23:10buy710.01104.1250.0000.000
2122016.06.17 23:10modify710.01104.125103.675105.125
2132016.06.17 23:37close710.01104.180103.675105.1250.4910035.69
2142016.06.21 00:09buy720.01103.7780.0000.000
2152016.06.21 00:09modify720.01103.778103.328104.778
2162016.06.21 00:25close720.01103.951103.328104.7781.6210037.31
2172016.06.24 00:00sell730.01106.1760.0000.000
2182016.06.24 00:00modify730.01106.176106.626105.176
2192016.06.24 00:13s/l730.01106.626106.626105.176-4.2610033.05
2202016.06.24 00:13sell740.01106.6000.0000.000
2212016.06.24 00:13modify740.01106.600107.050105.600
2222016.06.24 01:45close740.01106.387107.050105.6001.9610035.01
2232016.06.24 23:01sell750.01102.3690.0000.000
2242016.06.24 23:01modify750.01102.369102.819101.369
2252016.06.24 23:50close750.01102.245102.819101.3691.1710036.18
2262016.06.28 00:43buy760.01101.8770.0000.000
2272016.06.28 00:43modify760.01101.877101.427102.877
2282016.06.28 04:40close760.01101.964101.427102.8770.8110036.99
2292016.06.28 23:05buy770.01102.6160.0000.000
2302016.06.28 23:05modify770.01102.616102.166103.616
2312016.06.28 23:44close770.01102.730102.166103.6161.0710038.06
2322016.07.01 00:00buy780.01103.1720.0000.000
2332016.07.01 00:00modify780.01103.172102.722104.172
2342016.07.01 00:25close780.01103.247102.722104.1720.6910038.75
2352016.07.01 00:40sell790.01103.3460.0000.000
2362016.07.01 00:40modify790.01103.346103.796102.346
2372016.07.01 01:00close790.01103.258103.796102.3460.8110039.56
2382016.07.12 23:56buy800.01104.6670.0000.000
2392016.07.12 23:56modify800.01104.667104.217105.667
2402016.07.13 01:18close800.01104.776104.217105.6671.0010040.55
2412016.07.15 23:04buy810.01105.4160.0000.000
2422016.07.15 23:04modify810.01105.416104.966106.416
2432016.07.15 23:31s/l810.01104.966104.966106.416-4.3310036.22
2442016.07.22 00:37sell820.01105.9160.0000.000
2452016.07.22 00:37modify820.01105.916106.366104.916
2462016.07.22 02:35close820.01105.726106.366104.9161.7610037.98
2472016.07.27 00:23sell830.01104.7140.0000.000
2482016.07.27 00:23modify830.01104.714105.164103.714
2492016.07.27 03:55s/l830.01105.164105.164103.714-4.3210033.66
2502016.07.29 23:15sell840.01102.1800.0000.000
2512016.07.29 23:15modify840.01102.180102.630101.180
2522016.07.29 23:35close840.01102.044102.630101.1801.2910034.95
2532016.08.10 00:38buy850.01101.8210.0000.000
2542016.08.10 00:38modify850.01101.821101.371102.821
2552016.08.10 00:39close850.01101.868101.371102.8210.4210035.37
2562016.09.05 23:13sell860.01103.4550.0000.000
2572016.09.05 23:13modify860.01103.455103.905102.455
2582016.09.06 01:00close860.01103.438103.905102.4550.1110035.48
2592016.09.13 00:44sell870.01101.9240.0000.000
2602016.09.13 00:44modify870.01101.924102.374100.924
2612016.09.13 01:23close870.01101.866102.374100.9240.5310036.01
2622016.09.19 23:57sell880.01101.9240.0000.000
2632016.09.19 23:57modify880.01101.924102.374100.924
2642016.09.20 00:31close880.01101.818102.374100.9240.9910036.99