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

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
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="GBPCHF M15 Generic A-TLP v.11.86"; MagicNumber=444444; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=20; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=70; Take_Profit=140; 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=9; Min_Volatility=5; 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=55; time_break=240; loss=68; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=200; Time_Profit_Pips=20; Exit_Distance=-2; Exit_Profit_Pips=-200; 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="22:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="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 test142940Ticks modelled109731177Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00Spread1
Total net profit27.34Gross profit89.63Gross loss-62.28
Profit factor1.44Expected payoff0.37
Absolute drawdown8.43Maximal drawdown19.90 (0.20%)Relative drawdown0.20% (19.90)
Total trades74Short positions (won %)29 (65.52%)Long positions (won %)45 (73.33%)
Profit trades (% of total)52 (70.27%)Loss trades (% of total)22 (29.73%)
Largestprofit trade6.99loss trade-7.33
Averageprofit trade1.72loss trade-2.83
Maximumconsecutive wins (profit in money)8 (7.10)consecutive losses (loss in money)3 (-3.85)
Maximalconsecutive profit (count of wins)12.66 (7)consecutive loss (count of losses)-14.50 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.07 00:07sell10.011.532290.000000.00000
22015.01.07 00:07modify10.011.532291.539291.51829
32015.01.07 03:11close10.011.530851.539291.518291.4410001.44
42015.01.20 00:34buy20.011.328440.000000.00000
52015.01.20 00:34modify20.011.328441.321441.34244
62015.01.20 04:58close20.011.326661.321441.34244-1.879999.57
72015.01.21 00:05buy30.011.325720.000000.00000
82015.01.21 00:05modify30.011.325721.318721.33972
92015.01.21 05:34close30.011.322831.318721.33972-3.019996.56
102015.01.22 23:46buy40.011.308900.000000.00000
112015.01.22 23:46modify40.011.308901.301901.32290
122015.01.23 02:14close40.011.309561.301901.322900.619997.17
132015.01.27 22:00buy50.011.366590.000000.00000
142015.01.27 22:00modify50.011.366591.359591.38059
152015.01.27 22:01close50.011.368921.359591.380592.369999.53
162015.02.02 22:11sell60.011.396550.000000.00000
172015.02.02 22:11modify60.011.396551.403551.38255
182015.02.03 06:16close60.011.393911.403551.382552.5910002.13
192015.02.05 23:06buy70.011.413080.000000.00000
202015.02.05 23:07modify70.011.413081.406081.42708
212015.02.06 01:45close70.011.413131.406081.42708-0.0210002.11
222015.02.06 22:21buy80.011.409080.000000.00000
232015.02.06 22:21modify80.011.409081.402081.42308
242015.02.06 23:52close80.011.411121.402081.423082.0610004.17
252015.02.11 00:27sell90.011.414290.000000.00000
262015.02.11 00:27modify90.011.414291.421291.40029
272015.02.11 03:04close90.011.413201.421291.400291.0810005.25
282015.03.03 00:00buy100.011.472040.000000.00000
292015.03.03 00:00modify100.011.472041.465041.48604
302015.03.03 07:06close100.011.470861.465041.48604-1.2610003.99
312015.03.17 00:01buy110.011.493730.000000.00000
322015.03.17 00:01modify110.011.493731.486731.50773
332015.03.17 03:20close110.011.494471.486731.507730.7310004.72
342015.03.20 23:41buy120.011.457490.000000.00000
352015.03.20 23:41modify120.011.457491.450491.47149
362015.03.23 00:01close120.011.459621.450491.471492.1210006.84
372015.03.27 22:58buy130.011.426800.000000.00000
382015.03.27 22:58modify130.011.426801.419801.44080
392015.03.27 23:14close130.011.428861.419801.440802.0810008.92
402015.03.31 23:10buy140.011.440930.000000.00000
412015.03.31 23:10modify140.011.440931.433931.45493
422015.04.01 02:15close140.011.441211.433931.454930.2210009.14
432015.04.03 00:01sell150.011.424060.000000.00000
442015.04.03 00:01modify150.011.424061.431061.41006
452015.04.03 14:09close150.011.422011.431061.410062.0710011.21
462015.05.13 00:09buy160.011.455890.000000.00000
472015.05.13 00:09modify160.011.455891.448891.46989
482015.05.13 03:15close160.011.455441.448891.46989-0.5110010.70
492015.05.22 23:09sell170.011.462300.000000.00000
502015.05.22 23:09modify170.011.462301.469301.44830
512015.05.22 23:37close170.011.460291.469301.448302.0310012.73
522015.05.22 23:40sell180.011.462550.000000.00000
532015.05.22 23:40modify180.011.462551.469551.44855
542015.05.25 01:00close180.011.459551.469551.448552.9610015.70
552015.05.29 00:11buy190.011.444790.000000.00000
562015.05.29 00:11modify190.011.444791.437791.45879
572015.05.29 00:34close190.011.445591.437791.458790.7810016.48
582015.06.02 00:05buy200.011.437930.000000.00000
592015.06.02 00:05modify200.011.437931.430931.45193
602015.06.02 00:31close200.011.438121.430931.451930.1610016.64
612015.06.12 00:01buy210.011.447680.000000.00000
622015.06.12 00:01modify210.011.447681.440681.46168
632015.06.12 02:30close210.011.448521.440681.461680.8310017.47
642015.06.15 22:00buy220.011.451590.000000.00000
652015.06.15 22:00modify220.011.451591.444591.46559
662015.06.16 00:46close220.011.450641.444591.46559-1.0510016.42
672015.07.10 23:47buy230.011.456800.000000.00000
682015.07.10 23:47modify230.011.456801.449801.47080
692015.07.13 00:00close230.011.459311.449801.470802.5110018.93
702015.07.22 00:04buy240.011.491000.000000.00000
712015.07.22 00:04modify240.011.491001.484001.50500
722015.07.22 01:00close240.011.491171.484001.505000.1310019.06
732015.07.23 22:22sell250.011.487010.000000.00000
742015.07.23 22:22modify250.011.487011.494011.47301
752015.07.24 05:21close250.011.488261.494011.47301-1.4010017.66
762015.08.13 22:36buy260.011.523430.000000.00000
772015.08.13 22:36modify260.011.523431.516431.53743
782015.08.14 04:09close260.011.523441.516431.53743-0.0610017.61
792015.08.14 23:05buy270.011.527110.000000.00000
802015.08.14 23:05modify270.011.527111.520111.54111
812015.08.17 01:02close270.011.528771.520111.541111.6410019.25
822015.08.25 22:34buy280.011.477830.000000.00000
832015.08.25 22:34modify280.011.477831.470831.49183
842015.08.26 02:07close280.011.474971.470831.49183-3.0110016.24
852015.08.28 22:04sell290.011.483280.000000.00000
862015.08.28 22:04modify290.011.483281.490281.46928
872015.08.31 03:54close290.011.480471.490281.469282.7810019.02
882015.09.02 00:01buy300.011.467250.000000.00000
892015.09.02 00:01modify300.011.467251.460251.48125
902015.09.02 02:21close300.011.468901.460251.481251.6610020.68
912015.09.18 22:15sell310.011.501490.000000.00000
922015.09.18 22:15modify310.011.501491.508491.48749
932015.09.21 07:00close310.011.504221.508491.48749-2.9310017.76
942015.09.21 22:07sell320.011.505820.000000.00000
952015.09.21 22:07modify320.011.505821.512821.49182
962015.09.22 10:02close320.011.506561.512821.49182-0.8810016.88
972015.09.23 00:44buy330.011.497560.000000.00000
982015.09.23 00:44modify330.011.497561.490561.51156
992015.09.23 02:57close330.011.497551.490561.51156-0.0510016.83
1002015.09.24 22:12sell340.011.488610.000000.00000
1012015.09.24 22:12modify340.011.488611.495611.47461
1022015.09.24 23:59close340.011.486261.495611.474612.3710019.20
1032015.09.25 00:05buy350.011.486020.000000.00000
1042015.09.25 00:05modify350.011.486021.479021.50002
1052015.09.25 00:28close350.011.488041.479021.500022.0410021.24
1062015.09.25 23:54buy360.011.486630.000000.00000
1072015.09.25 23:54modify360.011.486631.479631.50063
1082015.09.28 01:02close360.011.488731.479631.500632.1010023.34
1092015.10.16 00:02buy370.011.470040.000000.00000
1102015.10.16 00:04modify370.011.470041.463041.48404
1112015.10.16 03:01close370.011.472041.463041.484042.0210025.36
1122015.10.16 22:21sell380.011.471550.000000.00000
1132015.10.16 22:21modify380.011.471551.478551.45755
1142015.10.19 12:37s/l380.011.478551.478551.45755-7.3310018.03
1152015.10.20 00:02buy390.011.478440.000000.00000
1162015.10.20 00:02modify390.011.478441.471441.49244
1172015.10.20 00:13close390.011.478981.471441.492440.5210018.55
1182015.10.23 00:42buy400.011.497640.000000.00000
1192015.10.23 00:42modify400.011.497641.490641.51164
1202015.10.23 02:48close400.011.497691.490641.511640.0110018.56
1212015.11.06 23:57buy410.011.514050.000000.00000
1222015.11.06 23:57modify410.011.514051.507051.52805
1232015.11.09 02:52close410.011.514231.507051.528050.1210018.69
1242015.11.13 23:49buy420.011.532910.000000.00000
1252015.11.13 23:49modify420.011.532911.525911.54691
1262015.11.16 01:24close420.011.534931.525911.546912.0110020.70
1272015.11.24 23:30sell430.011.533570.000000.00000
1282015.11.24 23:30modify430.011.533571.540571.51957
1292015.11.25 02:40close430.011.533021.540571.519570.4510021.15
1302015.12.01 23:52buy440.011.546940.000000.00000
1312015.12.01 23:52modify440.011.546941.539941.56094
1322015.12.02 03:20close440.011.547811.539941.560940.8310021.98
1332015.12.11 23:07sell450.011.498520.000000.00000
1342015.12.11 23:07modify450.011.498521.505521.48452
1352015.12.14 00:25close450.011.496471.505521.484521.9810023.97
1362015.12.15 00:12sell460.011.493930.000000.00000
1372015.12.15 00:12modify460.011.493931.500931.47993
1382015.12.15 02:58close460.011.492751.500931.479931.1710025.14
1392015.12.18 22:13buy470.011.479620.000000.00000
1402015.12.18 22:13modify470.011.479621.472621.49362
1412015.12.21 04:41close470.011.479351.472621.49362-0.3510024.79
1422015.12.29 23:56sell480.011.471690.000000.00000
1432015.12.29 23:56modify480.011.471691.478691.45769
1442015.12.30 09:03close480.011.471731.478691.45769-0.1610024.63
1452016.01.19 22:28sell490.011.422540.000000.00000
1462016.01.19 22:28modify490.011.422541.429541.40854
1472016.01.20 00:07buy500.011.420340.000000.00000
1482016.01.20 00:07modify500.011.420341.413341.43434
1492016.01.20 01:27close500.011.422421.413341.434342.1010026.73
1502016.01.20 03:06close490.011.420491.429541.408541.9910028.73
1512016.01.25 22:25buy510.011.445340.000000.00000
1522016.01.25 22:25modify510.011.445341.438341.45934
1532016.01.26 04:43close510.011.442011.438341.45934-3.5010025.23
1542016.02.05 22:06sell520.011.438470.000000.00000
1552016.02.05 22:06modify520.011.438471.445471.42447
1562016.02.08 10:51close520.011.440531.445471.42447-2.2410022.99
1572016.02.10 00:25sell530.011.408930.000000.00000
1582016.02.10 00:25modify530.011.408931.415931.39493
1592016.02.10 02:47close530.011.406751.415931.394932.2010025.19
1602016.02.15 23:08buy540.011.424910.000000.00000
1612016.02.15 23:08modify540.011.424911.417911.43891
1622016.02.16 01:31close540.011.425131.417911.438910.1610025.35
1632016.02.18 22:49buy550.011.422680.000000.00000
1642016.02.18 22:49modify550.011.422681.415681.43668
1652016.02.19 00:06close550.011.424761.415681.436682.0710027.43
1662016.02.19 23:00sell560.011.422990.000000.00000
1672016.02.19 23:00modify560.011.422991.429991.40899
1682016.02.22 02:48close560.011.416081.429991.408996.9910034.42
1692016.03.01 22:20buy570.011.390490.000000.00000
1702016.03.01 22:20modify570.011.390491.383491.40449
1712016.03.02 00:34close570.011.391571.383491.404491.0410035.46
1722016.03.24 22:59buy580.011.380440.000000.00000
1732016.03.24 22:59modify580.011.380441.373441.39444
1742016.03.25 03:55close580.011.380521.373441.394440.0110035.47
1752016.04.26 00:35buy590.011.411970.000000.00000
1762016.04.26 00:35modify590.011.411971.404971.42597
1772016.04.26 00:45close590.011.412181.404971.425970.1810035.65
1782016.05.17 00:56sell600.011.408920.000000.00000
1792016.05.17 00:56modify600.011.408921.415921.39492
1802016.05.17 05:21s/l600.011.415921.415921.39492-7.2510028.40
1812016.05.19 22:49buy610.011.446360.000000.00000
1822016.05.19 22:49modify610.011.446361.439361.46036
1832016.05.20 02:00close610.011.446961.439361.460360.5510028.96
1842016.06.09 22:43sell620.011.395880.000000.00000
1852016.06.09 22:43modify620.011.395881.402881.38188
1862016.06.10 04:19close620.011.393841.402881.381881.9810030.94
1872016.06.13 23:48sell630.011.373910.000000.00000
1882016.06.13 23:48modify630.011.373911.380911.35991
1892016.06.14 01:58close630.011.367131.380911.359916.8510037.79
1902016.06.15 00:05buy640.011.358990.000000.00000
1912016.06.15 00:05modify640.011.358991.351991.37299
1922016.06.15 00:49close640.011.359801.351991.372990.7910038.58
1932016.06.21 00:02buy650.011.411840.000000.00000
1942016.06.21 00:02modify650.011.411841.404841.42584
1952016.06.21 00:09s/l650.011.404841.404841.42584-7.2410031.34
1962016.06.21 22:58buy660.011.407210.000000.00000
1972016.06.21 22:58modify660.011.407211.400211.42121
1982016.06.21 23:56close660.011.409521.400211.421212.3410033.68
1992016.06.22 00:25sell670.011.412450.000000.00000
2002016.06.22 00:25modify670.011.412451.419451.39845
2012016.06.22 05:54close670.011.410081.419451.398452.4010036.08
2022016.06.24 00:07sell680.011.435410.000000.00000
2032016.06.24 00:07modify680.011.435411.442411.42141
2042016.06.24 00:13s/l680.011.442411.442411.42141-7.2510028.83
2052016.06.24 00:13sell690.011.439610.000000.00000
2062016.06.24 00:13modify690.011.439611.446611.42561
2072016.06.24 00:22s/l690.011.446611.446611.42561-7.2510021.58
2082016.06.29 00:58buy700.011.307470.000000.00000
2092016.06.29 00:58modify700.011.307471.300471.32147
2102016.06.29 01:14close700.011.310991.300471.321473.5810025.16
2112016.06.30 22:18sell710.011.298110.000000.00000
2122016.06.30 22:18modify710.011.298111.305111.28411
2132016.07.01 04:53close710.011.301591.305111.28411-3.7010021.47
2142016.07.28 23:31sell720.011.292400.000000.00000
2152016.07.28 23:31modify720.011.292401.299401.27840
2162016.07.29 02:34close720.011.289111.299401.278403.2610024.73
2172016.08.12 22:11sell730.011.260250.000000.00000
2182016.08.12 22:11modify730.011.260251.267251.24625
2192016.08.15 02:06close730.011.257991.267251.246252.2110026.94
2202016.08.30 00:01buy740.011.281910.000000.00000
2212016.08.30 00:01modify740.011.281911.274911.29591
2222016.08.30 00:53close740.011.282341.274911.295910.4010027.34