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 (2015.01.01 - 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 profit27.09Gross profit47.64Gross loss-20.56
Profit factor2.32Expected payoff0.58
Absolute drawdown7.80Maximal drawdown12.24 (0.12%)Relative drawdown0.12% (12.24)
Total trades47Short positions (won %)19 (57.89%)Long positions (won %)28 (85.71%)
Profit trades (% of total)35 (74.47%)Loss trades (% of total)12 (25.53%)
Largestprofit trade8.22loss trade-7.31
Averageprofit trade1.36loss trade-1.71
Maximumconsecutive wins (profit in money)8 (7.99)consecutive losses (loss in money)2 (-4.79)
Maximalconsecutive profit (count of wins)15.08 (6)consecutive loss (count of losses)-7.31 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.02 01:31sell10.010.995190.000000.00000
22015.01.02 01:31modify10.010.995191.002190.98819
32015.01.02 10:04close10.010.996371.002190.98819-1.229998.78
42015.01.06 22:05sell20.011.008670.000000.00000
52015.01.06 22:05modify20.011.008671.015671.00167
62015.01.07 10:01close20.011.009701.015671.00167-1.099997.69
72015.01.16 00:00buy30.010.840100.000000.00000
82015.01.16 00:01modify30.010.840100.833100.84710
92015.01.16 00:07t/p30.010.847100.833100.847108.2210005.91
102015.01.20 01:31buy40.010.878630.000000.00000
112015.01.20 01:31modify40.010.878630.871630.88563
122015.01.20 03:21close40.010.879650.871630.885631.1210007.03
132015.01.21 01:00buy50.010.873820.000000.00000
142015.01.21 01:00modify50.010.873820.866820.88082
152015.01.21 02:07close50.010.875200.866820.880821.5410008.57
162015.01.22 23:54buy60.010.871090.000000.00000
172015.01.22 23:54modify60.010.871090.864090.87809
182015.01.23 02:02close60.010.872130.864090.878091.1410009.72
192015.01.28 01:24buy70.010.900780.000000.00000
202015.01.28 01:24modify70.010.900780.893780.90778
212015.01.28 02:17close70.010.902750.893780.907782.1410011.86
222015.01.30 01:00buy80.010.922400.000000.00000
232015.01.30 01:00modify80.010.922400.915400.92940
242015.01.30 09:25close80.010.923290.915400.929400.9210012.78
252015.03.03 00:00buy90.010.958100.000000.00000
262015.03.03 00:00modify90.010.958100.951100.96510
272015.03.03 07:59close90.010.957070.951100.96510-1.1210011.66
282015.03.20 22:17sell100.010.977630.000000.00000
292015.03.20 22:17modify100.010.977630.984630.97063
302015.03.20 23:40close100.010.975560.984630.970632.0810013.74
312015.04.28 22:31sell110.010.956200.000000.00000
322015.04.28 22:31modify110.010.956200.963200.94920
332015.04.29 09:55close110.010.955960.963200.949200.1810013.92
342015.05.01 22:53buy120.010.932620.000000.00000
352015.05.01 22:53modify120.010.932620.925620.93962
362015.05.04 00:14close120.010.933680.925620.939621.0910015.02
372015.05.29 00:11buy130.010.942860.000000.00000
382015.05.29 00:11modify130.010.942860.935860.94986
392015.05.29 08:59close130.010.943480.935860.949860.6210015.64
402015.06.05 01:49sell140.010.935020.000000.00000
412015.06.05 01:49modify140.010.935020.942020.92802
422015.06.05 07:14close140.010.934150.942020.928020.8910016.53
432015.06.12 22:13sell150.010.928910.000000.00000
442015.06.12 22:13modify150.010.928910.935910.92191
452015.06.15 09:55close150.010.930940.935910.92191-2.2510014.28
462015.06.15 22:00buy160.010.930370.000000.00000
472015.06.15 22:00modify160.010.930370.923370.93737
482015.06.16 03:01close160.010.930300.923370.93737-0.1310014.16
492015.07.07 22:24buy170.010.945340.000000.00000
502015.07.07 22:24modify170.010.945340.938340.95234
512015.07.07 23:36close170.010.946610.938340.952341.3010015.46
522015.07.23 22:46sell180.010.959240.000000.00000
532015.07.23 22:46modify180.010.959240.966240.95224
542015.07.24 09:24close180.010.959770.966240.95224-0.6210014.84
552015.07.31 22:00sell190.010.967840.000000.00000
562015.07.31 22:00modify190.010.967840.974840.96084
572015.07.31 22:10close190.010.966300.974840.960841.5510016.39
582015.08.13 22:32buy200.010.976000.000000.00000
592015.08.13 22:32modify200.010.976000.969000.98300
602015.08.14 04:33close200.010.976510.969000.983000.4710016.87
612015.08.14 23:05buy210.010.975810.000000.00000
622015.08.14 23:05modify210.010.975810.968810.98281
632015.08.17 01:02close210.010.976810.968810.982810.9710017.84
642015.08.17 23:42sell220.010.978360.000000.00000
652015.08.17 23:42modify220.010.978360.985360.97136
662015.08.18 09:39close220.010.977530.985360.971360.7810018.63
672015.08.25 22:34buy230.010.941710.000000.00000
682015.08.25 22:34modify230.010.941710.934710.94871
692015.08.26 02:25close230.010.940550.934710.94871-1.2810017.35
702015.09.02 00:00buy240.010.958360.000000.00000
712015.09.02 00:00modify240.010.958360.951360.96536
722015.09.02 00:28close240.010.959400.951360.965361.0410018.39
732015.09.03 23:20buy250.010.972210.000000.00000
742015.09.03 23:20modify250.010.972210.965210.97921
752015.09.04 00:02close250.010.973250.965210.979211.0210019.42
762015.09.25 00:48sell260.010.978230.000000.00000
772015.09.25 00:48modify260.010.978230.985230.97123
782015.09.25 10:02close260.010.978390.985230.97123-0.2010019.22
792015.10.16 22:32sell270.010.952570.000000.00000
802015.10.16 22:32modify270.010.952570.959570.94557
812015.10.19 11:06close270.010.953060.959570.94557-0.5810018.64
822015.11.13 22:03buy280.011.007160.000000.00000
832015.11.13 22:03modify280.011.007161.000161.01416
842015.11.16 01:22close280.011.008181.000161.014160.9610019.60
852015.12.01 23:50buy290.011.025790.000000.00000
862015.12.01 23:50modify290.011.025791.018791.03279
872015.12.02 02:25close290.011.026791.018791.032790.9210020.53
882015.12.14 22:09sell300.010.985830.000000.00000
892015.12.14 22:09modify300.010.985830.992830.97883
902015.12.15 03:35close300.010.984020.992830.978831.7710022.30
912015.12.18 00:29buy310.010.995650.000000.00000
922015.12.18 00:29modify310.010.995650.988651.00265
932015.12.18 05:52close310.010.995700.988651.002650.0110022.31
942016.01.04 22:03buy320.011.001680.000000.00000
952016.01.04 22:03modify320.011.001680.994681.00868
962016.01.04 22:55close320.011.002720.994681.008681.0010023.31
972016.01.08 22:41buy330.010.994010.000000.00000
982016.01.08 22:41modify330.010.994010.987011.00101
992016.01.11 00:05close330.010.995110.987011.001011.0610024.38
1002016.01.15 22:00sell340.011.002140.000000.00000
1012016.01.15 22:00modify340.011.002141.009140.99514
1022016.01.19 09:49close340.011.006301.009140.99514-4.2210020.16
1032016.01.25 22:33buy350.011.013750.000000.00000
1042016.01.25 22:33modify350.011.013751.006751.02075
1052016.01.26 02:35close350.011.013221.006751.02075-0.5710019.59
1062016.01.26 22:06buy360.011.017120.000000.00000
1072016.01.26 22:06modify360.011.017121.010121.02412
1082016.01.27 03:16close360.011.017821.010121.024120.6410020.24
1092016.02.10 00:25sell370.010.973860.000000.00000
1102016.02.10 00:25modify370.010.973860.980860.96686
1112016.02.10 02:54close370.010.972810.980860.966861.0410021.28
1122016.02.26 22:37buy380.010.996330.000000.00000
1132016.02.26 22:37modify380.010.996330.989331.00333
1142016.02.29 00:02close380.010.997390.989331.003331.0110022.29
1152016.03.03 23:53sell390.010.992150.000000.00000
1162016.03.03 23:53modify390.010.992150.999150.98515
1172016.03.04 08:25close390.010.991480.999150.985150.6110022.91
1182016.03.04 23:08buy400.010.993140.000000.00000
1192016.03.04 23:08modify400.010.993140.986141.00014
1202016.03.07 01:00close400.010.994150.986141.000140.9710023.88
1212016.03.10 22:44sell410.010.984610.000000.00000
1222016.03.10 22:44modify410.010.984610.991610.97761
1232016.03.11 03:12close410.010.983090.991610.977611.4810025.37
1242016.03.18 22:09sell420.010.970020.000000.00000
1252016.03.18 22:09modify420.010.970020.977020.96302
1262016.03.21 06:15close420.010.969000.977020.963020.9810026.35
1272016.03.31 22:54sell430.010.961540.000000.00000
1282016.03.31 22:54modify430.010.961540.968540.95454
1292016.04.01 03:55close430.010.960290.968540.954541.2310027.58
1302016.06.23 23:36sell440.010.959390.000000.00000
1312016.06.23 23:36modify440.010.959390.966390.95239
1322016.06.24 04:10s/l440.010.966390.966390.95239-7.3110020.28
1332016.06.24 22:26buy450.010.968150.000000.00000
1342016.06.24 22:26modify450.010.968150.961150.97515
1352016.06.24 23:01close450.010.972880.961150.975154.8210025.10
1362016.06.28 23:09buy460.010.980120.000000.00000
1372016.06.28 23:09modify460.010.980120.973120.98712
1382016.06.28 23:42close460.010.981120.973120.987120.9810026.08
1392016.07.15 23:33buy470.010.981790.000000.00000
1402016.07.15 23:33modify470.010.981790.974790.98879
1412016.07.15 23:44close470.010.982820.974790.988791.0110027.09