Strategy Tester Report
Generic A-TLP v.12.26_RUS
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 ====>"; SetName="USDJPY M15 v.12.26 set from 11.86"; every_tick=true; MagicNumber=666666; Slippage=1; Lots=0.01; Auto_Risk=0; Max_Spread=3; Stop_Loss=45; Take_Profit=100; TP_perc=0; min_TP=10; MaxDailyRange=75; Hedging=true; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=11; BB_Deviation=2; Entry_Break=4; Min_Volatility=7; 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=43; 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=210; Time_Profit_Pips=10; S_32="При Exit_Distance = 0 - выкл."; Exit_Distance=-8; 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=1; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Start_Trade_Hour=23; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=1; 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=1; 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 test142858Ticks modelled84270149Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (21)
Total net profit26.78Gross profit57.32Gross loss-30.55
Profit factor1.88Expected payoff0.29
Absolute drawdown2.87Maximal drawdown9.63 (0.10%)Relative drawdown0.10% (9.63)
Total trades92Short positions (won %)50 (78.00%)Long positions (won %)42 (83.33%)
Profit trades (% of total)74 (80.43%)Loss trades (% of total)18 (19.57%)
Largestprofit trade4.46loss trade-4.33
Averageprofit trade0.77loss trade-1.70
Maximumconsecutive wins (profit in money)11 (7.49)consecutive losses (loss in money)2 (-1.39)
Maximalconsecutive profit (count of wins)8.57 (8)consecutive loss (count of losses)-4.33 (1)
Averageconsecutive wins4consecutive 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 02:50close20.01119.789120.215118.765-0.249998.61
72015.01.16 00:07buy30.01116.0600.0000.000
82015.01.16 00:07modify30.01116.060115.610117.060
92015.01.16 01:00close30.01116.263115.610117.0601.7110000.32
102015.01.16 23:47buy40.01117.4300.0000.000
112015.01.16 23:47modify40.01117.430116.980118.430
122015.01.16 23:57close40.01117.596116.980118.4301.3710001.69
132015.01.19 23:53buy50.01117.5180.0000.000
142015.01.19 23:53modify50.01117.518117.068118.518
152015.01.20 00:45close50.01117.630117.068118.5180.9110002.60
162015.01.22 23:13sell60.01118.6440.0000.000
172015.01.22 23:13modify60.01118.644119.094117.644
182015.01.23 02:31close60.01118.525119.094117.6440.9510003.54
192015.02.12 23:51sell70.01119.0390.0000.000
202015.02.12 23:51modify70.01119.039119.489118.039
212015.02.13 01:46close70.01118.991119.489118.0390.3510003.89
222015.02.20 00:46sell80.01119.0580.0000.000
232015.02.20 00:46modify80.01119.058119.508118.058
242015.02.20 00:47close80.01119.019119.508118.0580.2910004.18
252015.02.20 00:54sell90.01119.0480.0000.000
262015.02.20 00:54modify90.01119.048119.498118.048
272015.02.20 00:58close90.01119.022119.498118.0480.1810004.36
282015.02.24 23:52sell100.01118.9880.0000.000
292015.02.24 23:52modify100.01118.988119.438117.988
302015.02.25 00:59close100.01118.962119.438117.9880.1710004.52
312015.02.27 23:53buy110.01119.5720.0000.000
322015.02.27 23:53modify110.01119.572119.122120.572
332015.03.02 00:25close110.01119.695119.122120.5720.9910005.51
342015.03.06 23:59sell120.01120.8150.0000.000
352015.03.06 23:59modify120.01120.815121.265119.815
362015.03.09 00:42close120.01120.765121.265119.8150.3610005.87
372015.03.12 23:22buy130.01121.2680.0000.000
382015.03.12 23:22modify130.01121.268120.818122.268
392015.03.13 01:00close130.01121.302120.818122.2680.2410006.10
402015.03.19 23:29buy140.01120.8430.0000.000
412015.03.19 23:29modify140.01120.843120.393121.843
422015.03.20 01:58close140.01120.806120.393121.843-0.3510005.75
432015.03.27 23:14sell150.01119.2240.0000.000
442015.03.27 23:14modify150.01119.224119.674118.224
452015.03.27 23:58close150.01119.144119.674118.2240.6310006.38
462015.03.30 23:58buy160.01120.0740.0000.000
472015.03.30 23:58modify160.01120.074119.624121.074
482015.03.31 00:42close160.01120.136119.624121.0740.4810006.86
492015.03.31 23:18sell170.01120.0230.0000.000
502015.03.31 23:18modify170.01120.023120.473119.023
512015.04.01 01:32close170.01120.022120.473119.023-0.0410006.82
522015.04.07 23:52buy180.01120.2630.0000.000
532015.04.07 23:52modify180.01120.263119.813121.263
542015.04.08 00:40close180.01120.316119.813121.2630.4010007.21
552015.04.10 23:51sell190.01120.2940.0000.000
562015.04.10 23:51modify190.01120.294120.744119.294
572015.04.10 23:57close190.01120.241120.744119.2940.4010007.61
582015.04.13 23:51sell200.01120.1700.0000.000
592015.04.13 23:51modify200.01120.170120.620119.170
602015.04.14 00:36close200.01120.140120.620119.1700.2010007.81
612015.04.23 23:52sell210.01119.5870.0000.000
622015.04.23 23:52modify210.01119.587120.037118.587
632015.04.24 02:15close210.01119.603120.037118.587-0.1810007.62
642015.04.24 23:54sell220.01119.0050.0000.000
652015.04.24 23:54modify220.01119.005119.455118.005
662015.04.24 23:57close220.01118.929119.455118.0050.6010008.22
672015.05.01 23:10buy230.01120.1290.0000.000
682015.05.01 23:10modify230.01120.129119.679121.129
692015.05.04 00:25close230.01120.212119.679121.1290.6510008.87
702015.05.08 00:02buy240.01119.6960.0000.000
712015.05.08 00:02modify240.01119.696119.246120.696
722015.05.08 01:02close240.01119.740119.246120.6960.3310009.20
732015.05.13 00:07sell250.01120.0090.0000.000
742015.05.13 00:07modify250.01120.009120.459119.009
752015.05.13 00:25close250.01119.864120.459119.0091.1710010.37
762015.05.15 23:51sell260.01119.4320.0000.000
772015.05.15 23:51modify260.01119.432119.882118.432
782015.05.18 00:25close260.01119.330119.882118.4320.8010011.17
792015.06.05 00:42sell270.01124.4370.0000.000
802015.06.05 00:42modify270.01124.437124.887123.437
812015.06.05 02:34close270.01124.431124.887123.4370.0110011.18
822015.07.01 00:06sell280.01122.5410.0000.000
832015.07.01 00:06modify280.01122.541122.991121.541
842015.07.01 01:00close280.01122.383122.991121.5411.2510012.43
852015.07.03 23:16sell290.01122.9050.0000.000
862015.07.03 23:16modify290.01122.905123.355121.905
872015.07.03 23:19close290.01122.809123.355121.9050.7410013.17
882015.07.09 23:39buy300.01121.2290.0000.000
892015.07.09 23:39modify300.01121.229120.779122.229
902015.07.09 23:50close300.01121.280120.779122.2290.3810013.55
912015.07.10 00:52sell310.01121.4030.0000.000
922015.07.10 00:52modify310.01121.403121.853120.403
932015.07.10 03:30close310.01121.625121.853120.403-1.8710011.68
942015.07.10 23:24buy320.01122.7290.0000.000
952015.07.10 23:24modify320.01122.729122.279123.729
962015.07.10 23:50close320.01122.813122.279123.7290.6410012.32
972015.07.10 23:51buy330.01122.7240.0000.000
982015.07.10 23:51modify330.01122.724122.274123.724
992015.07.10 23:52close330.01122.815122.274123.7240.7010013.02
1002015.07.10 23:57buy340.01122.7120.0000.000
1012015.07.10 23:57modify340.01122.712122.262123.712
1022015.07.10 23:58close340.01122.815122.262123.7120.8010013.82
1032015.07.23 23:59sell350.01123.9100.0000.000
1042015.07.23 23:59modify350.01123.910124.360122.910
1052015.07.24 01:45close350.01123.907124.360122.910-0.0310013.78
1062015.08.20 23:11buy360.01123.3610.0000.000
1072015.08.20 23:11modify360.01123.361122.911124.361
1082015.08.21 01:15close360.01123.412122.911124.3610.3710014.15
1092015.08.25 23:00buy370.01118.8480.0000.000
1102015.08.25 23:00modify370.01118.848118.398119.848
1112015.08.25 23:22close370.01119.049118.398119.8481.6510015.80
1122015.08.25 23:29buy380.01118.7640.0000.000
1132015.08.25 23:29modify380.01118.764118.314119.764
1142015.08.26 00:26close380.01118.995118.314119.7641.9010017.70
1152015.08.28 23:52sell390.01121.4880.0000.000
1162015.08.28 23:52modify390.01121.488121.938120.488
1172015.08.31 01:30close390.01121.382121.938120.4880.8210018.51
1182015.09.02 00:00buy400.01119.3840.0000.000
1192015.09.02 00:00modify400.01119.384118.934120.384
1202015.09.02 01:46close400.01119.585118.934120.3841.6410020.15
1212015.09.08 23:20buy410.01119.7960.0000.000
1222015.09.08 23:20modify410.01119.796119.346120.796
1232015.09.09 00:45close410.01119.864119.346120.7960.5310020.68
1242015.09.18 00:56sell420.01120.2280.0000.000
1252015.09.18 00:56modify420.01120.228120.678119.228
1262015.09.18 02:48close420.01120.127120.678119.2280.8010021.48
1272015.09.25 00:00sell430.01120.1400.0000.000
1282015.09.25 00:00modify430.01120.140120.590119.140
1292015.09.25 02:31close430.01120.181120.590119.140-0.3810021.10
1302015.11.20 23:59buy440.01122.7770.0000.000
1312015.11.20 23:59modify440.01122.777122.327123.777
1322015.11.23 00:25close440.01122.890122.327123.7770.8810021.98
1332015.12.04 23:56buy450.01123.1100.0000.000
1342015.12.04 23:56modify450.01123.110122.660124.110
1352015.12.07 00:25close450.01123.189122.660124.1100.6010022.58
1362015.12.09 00:04buy460.01122.8900.0000.000
1372015.12.09 00:04modify460.01122.890122.440123.890
1382015.12.09 01:45close460.01122.918122.440123.8900.1910022.77
1392015.12.11 23:07sell470.01120.8950.0000.000
1402015.12.11 23:07modify470.01120.895121.345119.895
1412015.12.14 01:34close470.01120.882121.345119.8950.0610022.82
1422015.12.17 23:50buy480.01122.5910.0000.000
1432015.12.17 23:50modify480.01122.591122.141123.591
1442015.12.18 02:20close480.01122.545122.141123.591-0.4210022.40
1452015.12.21 23:44sell490.01121.2210.0000.000
1462015.12.21 23:44modify490.01121.221121.671120.221
1472015.12.22 01:55close490.01121.214121.671120.2210.0110022.40
1482015.12.24 23:32sell500.01120.4020.0000.000
1492015.12.24 23:32modify500.01120.402120.852119.402
1502015.12.25 00:31close500.01120.410120.852119.402-0.1210022.28
1512015.12.31 23:48sell510.01120.2670.0000.000
1522015.12.31 23:48modify510.01120.267120.717119.267
1532016.01.04 00:25close510.01120.256120.717119.2670.0210022.30
1542016.01.06 00:59sell520.01119.1200.0000.000
1552016.01.06 00:59modify520.01119.120119.570118.120
1562016.01.06 02:20close520.01119.093119.570118.1200.1910022.49
1572016.01.08 23:46buy530.01117.4060.0000.000
1582016.01.08 23:46modify530.01117.406116.956118.406
1592016.01.11 00:14s/l530.01116.956116.956118.406-3.8910018.60
1602016.01.14 23:25buy540.01118.0140.0000.000
1612016.01.14 23:25modify540.01118.014117.564119.014
1622016.01.15 00:25close540.01118.123117.564119.0140.8810019.48
1632016.02.03 00:18buy550.01119.8460.0000.000
1642016.02.03 00:18modify550.01119.846119.396120.846
1652016.02.03 05:47close550.01119.608119.396120.846-2.0310017.45
1662016.02.05 00:26sell560.01116.8950.0000.000
1672016.02.05 00:26modify560.01116.895117.345115.895
1682016.02.05 02:03close560.01116.791117.345115.8950.8510018.30
1692016.02.08 23:04sell570.01115.7590.0000.000
1702016.02.08 23:04modify570.01115.759116.209114.759
1712016.02.09 00:56close570.01115.563116.209114.7591.6510019.94
1722016.02.12 00:37sell580.01112.5690.0000.000
1732016.02.12 00:37modify580.01112.569113.019111.569
1742016.02.12 02:00close580.01112.397113.019111.5691.4910021.43
1752016.02.16 00:51buy590.01114.4680.0000.000
1762016.02.16 00:51modify590.01114.468114.018115.468
1772016.02.16 02:31close590.01114.569114.018115.4680.8410022.27
1782016.02.16 23:28sell600.01114.0240.0000.000
1792016.02.16 23:28modify600.01114.024114.474113.024
1802016.02.17 03:14close600.01114.115114.474113.024-0.8510021.42
1812016.02.24 00:56buy610.01111.9820.0000.000
1822016.02.24 00:56modify610.01111.982111.532112.982
1832016.02.24 01:27close610.01112.050111.532112.9820.5710021.99
1842016.03.01 00:28buy620.01112.6220.0000.000
1852016.03.01 00:28modify620.01112.622112.172113.622
1862016.03.01 03:03close620.01112.424112.172113.622-1.8010020.19
1872016.03.03 23:58sell630.01113.7040.0000.000
1882016.03.03 23:58modify630.01113.704114.154112.704
1892016.03.04 01:58close630.01113.681114.154112.7040.1510020.33
1902016.03.04 23:59buy640.01113.7360.0000.000
1912016.03.04 23:59modify640.01113.736113.286114.736
1922016.03.07 00:47close640.01113.837113.286114.7360.8510021.18
1932016.03.23 00:51sell650.01112.4280.0000.000
1942016.03.23 00:51modify650.01112.428112.878111.428
1952016.03.23 00:57close650.01112.368112.878111.4280.4910021.67
1962016.04.08 00:18buy660.01108.1160.0000.000
1972016.04.08 00:18modify660.01108.116107.666109.116
1982016.04.08 00:55close660.01108.328107.666109.1161.9210023.59
1992016.04.14 23:01sell670.01109.4550.0000.000
2002016.04.14 23:01modify670.01109.455109.905108.455
2012016.04.15 01:15close670.01109.424109.905108.4550.2310023.81
2022016.04.15 23:50sell680.01108.7820.0000.000
2032016.04.15 23:50modify680.01108.782109.232107.782
2042016.04.18 00:25close680.01108.294109.232107.7824.4610028.27
2052016.04.20 00:29sell690.01109.2740.0000.000
2062016.04.20 00:29modify690.01109.274109.724108.274
2072016.04.20 02:01close690.01109.244109.724108.2740.2310028.50
2082016.05.02 23:20buy700.01106.3960.0000.000
2092016.05.02 23:20modify700.01106.396105.946107.396
2102016.05.03 01:09close700.01106.428105.946107.3960.2610028.76
2112016.05.03 23:50sell710.01106.5990.0000.000
2122016.05.03 23:50modify710.01106.599107.049105.599
2132016.05.04 00:38s/l710.01107.049107.049105.599-4.2510024.50
2142016.05.11 00:37sell720.01109.3660.0000.000
2152016.05.11 00:37modify720.01109.366109.816108.366
2162016.05.11 01:01close720.01109.319109.816108.3660.3910024.89
2172016.05.27 23:55buy730.01110.2710.0000.000
2182016.05.27 23:55modify730.01110.271109.821111.271
2192016.05.30 00:25close730.01110.386109.821111.2711.0010025.89
2202016.06.10 23:37sell740.01106.9650.0000.000
2212016.06.10 23:37modify740.01106.965107.415105.965
2222016.06.13 00:25close740.01106.825107.415105.9651.2610027.15
2232016.06.17 23:10buy750.01104.1250.0000.000
2242016.06.17 23:10modify750.01104.125103.675105.125
2252016.06.17 23:37close750.01104.180103.675105.1250.4910027.64
2262016.06.21 00:09buy760.01103.7780.0000.000
2272016.06.21 00:09modify760.01103.778103.328104.778
2282016.06.21 00:25close760.01103.951103.328104.7781.6210029.26
2292016.06.24 00:00sell770.01106.1760.0000.000
2302016.06.24 00:00modify770.01106.176106.626105.176
2312016.06.24 00:13s/l770.01106.626106.626105.176-4.2610025.00
2322016.06.24 23:01sell780.01102.3690.0000.000
2332016.06.24 23:01modify780.01102.369102.819101.369
2342016.06.24 23:50close780.01102.252102.819101.3691.1010026.10
2352016.06.28 00:43buy790.01101.8770.0000.000
2362016.06.28 00:43modify790.01101.877101.427102.877
2372016.06.28 04:40close790.01101.964101.427102.8770.8110026.91
2382016.06.28 23:05buy800.01102.6160.0000.000
2392016.06.28 23:05modify800.01102.616102.166103.616
2402016.06.28 23:44close800.01102.730102.166103.6161.0710027.98
2412016.07.01 00:00buy810.01103.1720.0000.000
2422016.07.01 00:00modify810.01103.172102.722104.172
2432016.07.01 00:25close810.01103.247102.722104.1720.6910028.67
2442016.07.01 00:40sell820.01103.3460.0000.000
2452016.07.01 00:40modify820.01103.346103.796102.346
2462016.07.01 01:00close820.01103.268103.796102.3460.7210029.39
2472016.07.12 23:56buy830.01104.6670.0000.000
2482016.07.12 23:56modify830.01104.667104.217105.667
2492016.07.13 01:18close830.01104.776104.217105.6671.0010030.38
2502016.07.15 23:04buy840.01105.4160.0000.000
2512016.07.15 23:04modify840.01105.416104.966106.416
2522016.07.15 23:31s/l840.01104.966104.966106.416-4.3310026.05
2532016.07.22 00:37sell850.01105.9160.0000.000
2542016.07.22 00:37modify850.01105.916106.366104.916
2552016.07.22 02:35close850.01105.734106.366104.9161.6810027.73
2562016.07.27 00:23sell860.01104.7140.0000.000
2572016.07.27 00:23modify860.01104.714105.164103.714
2582016.07.27 00:25close860.01104.688105.164103.7140.2110027.94
2592016.07.27 00:55sell870.01104.7350.0000.000
2602016.07.27 00:55modify870.01104.735105.185103.735
2612016.07.27 03:58s/l870.01105.185105.185103.735-4.3210023.62
2622016.07.29 23:15sell880.01102.1800.0000.000
2632016.07.29 23:15modify880.01102.180102.630101.180
2642016.07.29 23:35close880.01102.048102.630101.1801.2510024.87
2652016.08.10 00:38buy890.01101.8210.0000.000
2662016.08.10 00:38modify890.01101.821101.371102.821
2672016.08.10 00:39close890.01101.868101.371102.8210.4210025.29
2682016.09.05 23:13sell900.01103.4550.0000.000
2692016.09.05 23:13modify900.01103.455103.905102.455
2702016.09.05 23:15close900.01103.406103.905102.4550.4310025.72
2712016.09.13 00:44sell910.01101.9240.0000.000
2722016.09.13 00:44modify910.01101.924102.374100.924
2732016.09.13 01:22close910.01101.882102.374100.9240.3710026.09
2742016.09.19 23:57sell920.01101.9240.0000.000
2752016.09.19 23:57modify920.01101.924102.374100.924
2762016.09.20 00:31close920.01101.849102.374100.9240.6910026.78