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=8; 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 deposit10000.00Spread1
Total net profit44.71Gross profit90.81Gross loss-46.10
Profit factor1.97Expected payoff0.45
Absolute drawdown4.96Maximal drawdown14.10 (0.14%)Relative drawdown0.14% (14.10)
Total trades99Short positions (won %)42 (71.43%)Long positions (won %)57 (80.70%)
Profit trades (% of total)76 (76.77%)Loss trades (% of total)23 (23.23%)
Largestprofit trade8.22loss trade-7.36
Averageprofit trade1.19loss trade-2.00
Maximumconsecutive wins (profit in money)12 (12.05)consecutive losses (loss in money)3 (-7.68)
Maximalconsecutive profit (count of wins)15.08 (6)consecutive loss (count of losses)-7.68 (3)
Averageconsecutive wins4consecutive 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 23:51buy30.010.951990.000000.00000
82012.01.13 23:51modify30.010.951990.944990.95899
92012.01.16 00:00close30.010.954780.944990.958992.8710004.91
102012.01.17 01:00sell40.010.957320.000000.00000
112012.01.17 01:00modify40.010.957320.964320.95032
122012.01.17 01:01close40.010.956140.964320.950321.1910006.10
132012.01.31 00:00buy50.010.917340.000000.00000
142012.01.31 00:00modify50.010.917340.910340.92434
152012.01.31 08:44close50.010.914560.910340.92434-3.0810003.02
162012.02.14 01:15sell60.010.918040.000000.00000
172012.02.14 01:15modify60.010.918040.925040.91104
182012.02.14 10:35close60.010.917450.925040.911040.6010003.62
192012.02.21 01:30sell70.010.913970.000000.00000
202012.02.21 01:30modify70.010.913970.920970.90697
212012.02.21 04:49close70.010.912690.920970.906971.3610004.98
222012.03.15 23:26sell80.010.923060.000000.00000
232012.03.15 23:26modify80.010.923060.930060.91606
242012.03.16 09:46close80.010.921920.930060.916061.1710006.16
252012.04.27 00:16sell90.010.909660.000000.00000
262012.04.27 00:16modify90.010.909660.916660.90266
272012.04.27 11:32close90.010.910640.916660.90266-1.1210005.04
282012.05.17 22:43sell100.010.945920.000000.00000
292012.05.17 22:43modify100.010.945920.952920.93892
302012.05.18 03:21close100.010.945170.952920.938920.7210005.76
312012.05.21 22:16buy110.010.938380.000000.00000
322012.05.21 22:16modify110.010.938380.931380.94538
332012.05.22 03:41close110.010.938170.931380.94538-0.2710005.49
342012.05.29 23:05buy120.010.960670.000000.00000
352012.05.29 23:05modify120.010.960670.953670.96767
362012.05.30 00:42close120.010.961670.953670.967670.9910006.49
372012.06.12 01:21sell130.010.964160.000000.00000
382012.06.12 01:21modify130.010.964160.971160.95716
392012.06.12 03:01close130.010.962270.971160.957161.9210008.41
402012.06.28 22:45buy140.010.965150.000000.00000
412012.06.28 22:45modify140.010.965150.958150.97215
422012.06.29 06:00s/l140.010.958150.958150.97215-7.3610001.05
432012.07.06 23:23buy150.010.976880.000000.00000
442012.07.06 23:23modify150.010.976880.969880.98388
452012.07.09 00:00close150.010.978990.969880.983882.1110003.17
462012.07.24 22:54buy160.010.994890.000000.00000
472012.07.24 22:54modify160.010.994890.987891.00189
482012.07.24 23:38close160.010.996050.987891.001891.1210004.29
492012.08.06 23:13sell170.010.969980.000000.00000
502012.08.06 23:13modify170.010.969980.976980.96298
512012.08.07 00:07close170.010.968740.976980.962981.2110005.50
522012.09.25 22:06sell180.010.936980.000000.00000
532012.09.25 22:06modify180.010.936980.943980.92998
542012.09.26 19:07close180.010.939640.943980.92998-2.9010002.60
552012.10.05 22:12sell190.010.930410.000000.00000
562012.10.05 22:12modify190.010.930410.937410.92341
572012.10.09 08:44close190.010.933690.937410.92341-3.609999.00
582012.10.17 00:16buy200.010.925050.000000.00000
592012.10.17 00:16modify200.010.925050.918050.93205
602012.10.17 07:24close200.010.924000.918050.93205-1.189997.82
612012.11.20 00:15sell210.010.941660.000000.00000
622012.11.20 00:15modify210.010.941660.948660.93466
632012.11.20 05:12close210.010.941130.948660.934660.529998.34
642012.11.27 00:04buy220.010.927090.000000.00000
652012.11.27 00:04modify220.010.927090.920090.93409
662012.11.27 10:23close220.010.928060.920090.934091.019999.35
672012.12.27 22:06buy230.010.913190.000000.00000
682012.12.27 22:06modify230.010.913190.906190.92019
692012.12.28 10:26close230.010.913020.906190.92019-0.249999.11
702013.01.01 01:14sell240.010.916710.000000.00000
712013.01.01 01:14modify240.010.916710.923710.90971
722013.01.02 01:04close240.010.915320.923710.909711.4510000.57
732013.01.04 22:25buy250.010.923680.000000.00000
742013.01.04 22:25modify250.010.923680.916680.93068
752013.01.07 01:12close250.010.924680.916680.930681.0310001.60
762013.01.11 00:35buy260.010.913580.000000.00000
772013.01.11 00:35modify260.010.913580.906580.92058
782013.01.11 01:51close260.010.914600.906580.920581.0810002.68
792013.02.11 22:24sell270.010.919580.000000.00000
802013.02.11 22:24modify270.010.919580.926580.91258
812013.02.11 23:15close270.010.918440.926580.912581.2010003.88
822013.02.11 23:47sell280.010.920300.000000.00000
832013.02.11 23:47modify280.010.920300.927300.91330
842013.02.12 11:02close280.010.919520.927300.913300.7810004.66
852013.02.14 22:43buy290.010.921680.000000.00000
862013.02.14 22:43modify290.010.921680.914680.92868
872013.02.15 01:54close290.010.922120.914680.928680.4310005.10
882013.04.05 23:57sell300.010.934580.000000.00000
892013.04.05 23:57modify300.010.934580.941580.92758
902013.04.08 01:00close300.010.933570.941580.927581.0110006.11
912013.04.12 23:28buy310.010.927940.000000.00000
922013.04.12 23:28modify310.010.927940.920940.93494
932013.04.15 05:06close310.010.928870.920940.934940.9510007.07
942013.04.16 00:11buy320.010.930680.000000.00000
952013.04.16 00:11modify320.010.930680.923680.93768
962013.04.16 04:07close320.010.931060.923680.937680.3710007.44
972013.05.15 00:02sell330.010.967120.000000.00000
982013.05.15 00:02modify330.010.967120.974120.96012
992013.05.15 02:12close330.010.965970.974120.960121.1510008.59
1002013.05.16 22:10sell340.010.963400.000000.00000
1012013.05.16 22:10modify340.010.963400.970400.95640
1022013.05.17 10:51close340.010.965960.970400.95640-2.7210005.87
1032013.05.23 22:07sell350.010.969250.000000.00000
1042013.05.23 22:07modify350.010.969250.976250.96225
1052013.05.23 23:04close350.010.968200.976250.962251.0410006.91
1062013.05.27 22:37buy360.010.963010.000000.00000
1072013.05.27 22:37modify360.010.963010.956010.97001
1082013.05.28 03:03close360.010.963490.956010.970010.4510007.36
1092013.05.31 22:27buy370.010.958220.000000.00000
1102013.05.31 22:27modify370.010.958220.951220.96522
1112013.06.03 11:33close370.010.956630.951220.96522-1.7110005.66
1122013.06.03 22:03sell380.010.946890.000000.00000
1132013.06.03 22:03modify380.010.946890.953890.93989
1142013.06.04 03:59close380.010.946590.953890.939890.2510005.91
1152013.06.13 22:40buy390.010.921090.000000.00000
1162013.06.13 22:40modify390.010.921090.914090.92809
1172013.06.13 23:55close390.010.922100.914090.928091.0610006.97
1182013.06.17 22:21buy400.010.924150.000000.00000
1192013.06.17 22:21modify400.010.924150.917150.93115
1202013.06.18 04:13close400.010.922920.917150.93115-1.3810005.60
1212013.06.26 01:39sell410.010.939130.000000.00000
1222013.06.26 01:39modify410.010.939130.946130.93213
1232013.06.26 05:17close410.010.938130.946130.932131.0310006.63
1242013.06.27 22:33buy420.010.944090.000000.00000
1252013.06.27 22:33modify420.010.944090.937090.95109
1262013.06.27 23:56close420.010.945190.937090.951091.1210007.75
1272013.08.26 22:31buy430.010.921930.000000.00000
1282013.08.26 22:31modify430.010.921930.914930.92893
1292013.08.26 23:55close430.010.923030.914930.928931.1510008.90
1302013.11.15 01:58sell440.010.918000.000000.00000
1312013.11.15 01:58modify440.010.918000.925000.91100
1322013.11.15 03:41close440.010.917000.925000.911001.0510009.95
1332013.11.20 01:15buy450.010.908240.000000.00000
1342013.11.20 01:15modify450.010.908240.901240.91524
1352013.11.20 02:05close450.010.909500.901240.915241.3510011.30
1362013.11.21 23:19buy460.010.913620.000000.00000
1372013.11.21 23:19modify460.010.913620.906620.92062
1382013.11.22 05:42close460.010.914640.906620.920621.0710012.37
1392014.01.29 00:15sell470.010.899380.000000.00000
1402014.01.29 00:15modify470.010.899380.906380.89238
1412014.01.29 04:39close470.010.898940.906380.892380.4510012.82
1422014.09.09 22:30buy480.010.932640.000000.00000
1432014.09.09 22:30modify480.010.932640.925640.93964
1442014.09.10 05:17close480.010.933370.925640.939640.7310013.55
1452014.10.07 22:14buy490.010.956590.000000.00000
1462014.10.07 22:14modify490.010.956590.949590.96359
1472014.10.08 03:02close490.010.957590.949590.963590.9910014.55
1482014.10.14 00:06buy500.010.947600.000000.00000
1492014.10.14 00:06modify500.010.947600.940600.95460
1502014.10.14 00:59close500.010.948650.940600.954601.0710015.62
1512014.12.11 23:42buy510.010.968470.000000.00000
1522014.12.11 23:42modify510.010.968470.961470.97547
1532014.12.12 02:01close510.010.969470.961470.975470.9810016.60
1542014.12.22 22:00sell520.010.984750.000000.00000
1552014.12.22 22:00modify520.010.984750.991750.97775
1562014.12.23 04:08close520.010.983660.991750.977751.0410017.65
1572015.01.02 01:31sell530.010.995190.000000.00000
1582015.01.02 01:31modify530.010.995191.002190.98819
1592015.01.02 10:04close530.010.996371.002190.98819-1.2210016.43
1602015.01.06 22:05sell540.011.008670.000000.00000
1612015.01.06 22:05modify540.011.008671.015671.00167
1622015.01.07 10:01close540.011.009701.015671.00167-1.0910015.34
1632015.01.16 00:00buy550.010.840100.000000.00000
1642015.01.16 00:01modify550.010.840100.833100.84710
1652015.01.16 00:07t/p550.010.847100.833100.847108.2210023.56
1662015.01.20 01:31buy560.010.878630.000000.00000
1672015.01.20 01:31modify560.010.878630.871630.88563
1682015.01.20 03:21close560.010.879650.871630.885631.1210024.68
1692015.01.21 01:00buy570.010.873820.000000.00000
1702015.01.21 01:00modify570.010.873820.866820.88082
1712015.01.21 02:07close570.010.875200.866820.880821.5410026.22
1722015.01.22 23:54buy580.010.871090.000000.00000
1732015.01.22 23:54modify580.010.871090.864090.87809
1742015.01.23 02:02close580.010.872130.864090.878091.1410027.36
1752015.01.28 01:24buy590.010.900780.000000.00000
1762015.01.28 01:24modify590.010.900780.893780.90778
1772015.01.28 02:17close590.010.902750.893780.907782.1410029.50
1782015.01.30 01:00buy600.010.922400.000000.00000
1792015.01.30 01:00modify600.010.922400.915400.92940
1802015.01.30 09:25close600.010.923290.915400.929400.9210030.42
1812015.03.03 00:00buy610.010.958100.000000.00000
1822015.03.03 00:00modify610.010.958100.951100.96510
1832015.03.03 07:59close610.010.957070.951100.96510-1.1210029.30
1842015.03.20 22:17sell620.010.977630.000000.00000
1852015.03.20 22:17modify620.010.977630.984630.97063
1862015.03.20 23:40close620.010.975560.984630.970632.0810031.38
1872015.04.28 22:31sell630.010.956200.000000.00000
1882015.04.28 22:31modify630.010.956200.963200.94920
1892015.04.29 09:55close630.010.955960.963200.949200.1810031.57
1902015.05.01 22:53buy640.010.932620.000000.00000
1912015.05.01 22:53modify640.010.932620.925620.93962
1922015.05.04 00:14close640.010.933680.925620.939621.0910032.66
1932015.05.29 00:11buy650.010.942860.000000.00000
1942015.05.29 00:11modify650.010.942860.935860.94986
1952015.05.29 08:59close650.010.943480.935860.949860.6210033.28
1962015.06.05 01:49sell660.010.935020.000000.00000
1972015.06.05 01:49modify660.010.935020.942020.92802
1982015.06.05 07:14close660.010.934150.942020.928020.8910034.17
1992015.06.12 22:13sell670.010.928910.000000.00000
2002015.06.12 22:13modify670.010.928910.935910.92191
2012015.06.15 09:55close670.010.930940.935910.92191-2.2510031.92
2022015.06.15 22:00buy680.010.930370.000000.00000
2032015.06.15 22:00modify680.010.930370.923370.93737
2042015.06.16 03:01close680.010.930300.923370.93737-0.1310031.80
2052015.07.07 22:24buy690.010.945340.000000.00000
2062015.07.07 22:24modify690.010.945340.938340.95234
2072015.07.07 23:36close690.010.946610.938340.952341.3010033.10
2082015.07.23 22:46sell700.010.959240.000000.00000
2092015.07.23 22:46modify700.010.959240.966240.95224
2102015.07.24 09:24close700.010.959770.966240.95224-0.6210032.48
2112015.07.31 22:00sell710.010.967840.000000.00000
2122015.07.31 22:00modify710.010.967840.974840.96084
2132015.07.31 22:10close710.010.966300.974840.960841.5510034.03
2142015.08.13 22:32buy720.010.976000.000000.00000
2152015.08.13 22:32modify720.010.976000.969000.98300
2162015.08.14 04:33close720.010.976510.969000.983000.4710034.51
2172015.08.14 23:05buy730.010.975810.000000.00000
2182015.08.14 23:05modify730.010.975810.968810.98281
2192015.08.17 01:02close730.010.976810.968810.982810.9710035.48
2202015.08.17 23:42sell740.010.978360.000000.00000
2212015.08.17 23:42modify740.010.978360.985360.97136
2222015.08.18 09:39close740.010.977530.985360.971360.7810036.26
2232015.08.25 22:34buy750.010.941710.000000.00000
2242015.08.25 22:34modify750.010.941710.934710.94871
2252015.08.26 02:25close750.010.940550.934710.94871-1.2810034.99
2262015.09.02 00:00buy760.010.958360.000000.00000
2272015.09.02 00:00modify760.010.958360.951360.96536
2282015.09.02 00:28close760.010.959400.951360.965361.0410036.03
2292015.09.03 23:20buy770.010.972210.000000.00000
2302015.09.03 23:20modify770.010.972210.965210.97921
2312015.09.04 00:02close770.010.973250.965210.979211.0210037.05
2322015.09.25 00:48sell780.010.978230.000000.00000
2332015.09.25 00:48modify780.010.978230.985230.97123
2342015.09.25 10:02close780.010.978390.985230.97123-0.2010036.85
2352015.10.16 22:32sell790.010.952570.000000.00000
2362015.10.16 22:32modify790.010.952570.959570.94557
2372015.10.19 11:06close790.010.953060.959570.94557-0.5810036.28
2382015.11.13 22:03buy800.011.007160.000000.00000
2392015.11.13 22:03modify800.011.007161.000161.01416
2402015.11.16 01:22close800.011.008181.000161.014160.9610037.24
2412015.12.01 23:50buy810.011.025790.000000.00000
2422015.12.01 23:50modify810.011.025791.018791.03279
2432015.12.02 02:25close810.011.026791.018791.032790.9210038.16
2442015.12.14 22:09sell820.010.985830.000000.00000
2452015.12.14 22:09modify820.010.985830.992830.97883
2462015.12.15 03:35close820.010.984020.992830.978831.7710039.94
2472015.12.18 00:29buy830.010.995650.000000.00000
2482015.12.18 00:29modify830.010.995650.988651.00265
2492015.12.18 05:52close830.010.995700.988651.002650.0110039.95
2502016.01.04 22:03buy840.011.001680.000000.00000
2512016.01.04 22:03modify840.011.001680.994681.00868
2522016.01.04 22:55close840.011.002720.994681.008681.0010040.95
2532016.01.08 22:41buy850.010.994010.000000.00000
2542016.01.08 22:41modify850.010.994010.987011.00101
2552016.01.11 00:05close850.010.995110.987011.001011.0610042.01
2562016.01.15 22:00sell860.011.002140.000000.00000
2572016.01.15 22:00modify860.011.002141.009140.99514
2582016.01.19 09:49close860.011.006301.009140.99514-4.2210037.79
2592016.01.25 22:33buy870.011.013750.000000.00000
2602016.01.25 22:33modify870.011.013751.006751.02075
2612016.01.26 02:35close870.011.013221.006751.02075-0.5710037.22
2622016.01.26 22:06buy880.011.017120.000000.00000
2632016.01.26 22:06modify880.011.017121.010121.02412
2642016.01.27 03:16close880.011.017821.010121.024120.6410037.87
2652016.02.10 00:25sell890.010.973860.000000.00000
2662016.02.10 00:25modify890.010.973860.980860.96686
2672016.02.10 02:54close890.010.972810.980860.966861.0410038.91
2682016.02.26 22:37buy900.010.996330.000000.00000
2692016.02.26 22:37modify900.010.996330.989331.00333
2702016.02.29 00:02close900.010.997390.989331.003331.0110039.92
2712016.03.03 23:53sell910.010.992150.000000.00000
2722016.03.03 23:53modify910.010.992150.999150.98515
2732016.03.04 08:25close910.010.991480.999150.985150.6110040.53
2742016.03.04 23:08buy920.010.993140.000000.00000
2752016.03.04 23:08modify920.010.993140.986141.00014
2762016.03.07 01:00close920.010.994150.986141.000140.9710041.51
2772016.03.10 22:44sell930.010.984610.000000.00000
2782016.03.10 22:44modify930.010.984610.991610.97761
2792016.03.11 03:12close930.010.983090.991610.977611.4810042.99
2802016.03.18 22:09sell940.010.970020.000000.00000
2812016.03.18 22:09modify940.010.970020.977020.96302
2822016.03.21 06:15close940.010.969000.977020.963020.9810043.97
2832016.03.31 22:54sell950.010.961540.000000.00000
2842016.03.31 22:54modify950.010.961540.968540.95454
2852016.04.01 03:55close950.010.960290.968540.954541.2310045.21
2862016.06.23 23:36sell960.010.959390.000000.00000
2872016.06.23 23:36modify960.010.959390.966390.95239
2882016.06.24 04:10s/l960.010.966390.966390.95239-7.3110037.90
2892016.06.24 22:26buy970.010.968150.000000.00000
2902016.06.24 22:26modify970.010.968150.961150.97515
2912016.06.24 23:01close970.010.972880.961150.975154.8210042.72
2922016.06.28 23:09buy980.010.980120.000000.00000
2932016.06.28 23:09modify980.010.980120.973120.98712
2942016.06.28 23:42close980.010.981120.973120.987120.9810043.70
2952016.07.15 23:33buy990.010.981790.000000.00000
2962016.07.15 23:33modify990.010.981790.974790.98879
2972016.07.15 23:44close990.010.982820.974790.988791.0110044.71