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=6; 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 deposit10000.00Spread1
Total net profit39.15Gross profit69.85Gross loss-30.70
Profit factor2.28Expected payoff0.43
Absolute drawdown2.87Maximal drawdown9.93 (0.10%)Relative drawdown0.10% (9.93)
Total trades92Short positions (won %)50 (82.00%)Long positions (won %)42 (83.33%)
Profit trades (% of total)76 (82.61%)Loss trades (% of total)16 (17.39%)
Largestprofit trade7.30loss trade-4.33
Averageprofit trade0.92loss trade-1.92
Maximumconsecutive wins (profit in money)10 (13.57)consecutive losses (loss in money)2 (-1.39)
Maximalconsecutive profit (count of wins)13.57 (10)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 02:50close20.01119.789120.215118.765-0.249998.61
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 23:47buy40.01117.4330.0000.000
112015.01.16 23:47modify40.01117.433116.983118.433
122015.01.16 23:57close40.01117.596116.983118.4331.3510001.67
132015.01.19 23:53buy50.01117.5180.0000.000
142015.01.19 23:53modify50.01117.518117.068118.518
152015.01.20 00:45close50.01117.630117.068118.5180.9110002.58
162015.01.22 23:13sell60.01118.6440.0000.000
172015.01.22 23:13modify60.01118.644119.094117.644
182015.01.23 02:31close60.01118.522119.094117.6440.9810003.55
192015.02.12 23:51sell70.01119.0390.0000.000
202015.02.12 23:51modify70.01119.039119.489118.039
212015.02.13 01:46close70.01118.990119.489118.0390.3610003.91
222015.02.20 00:46sell80.01119.0580.0000.000
232015.02.20 00:46modify80.01119.058119.508118.058
242015.02.20 00:47close80.01118.996119.508118.0580.4810004.39
252015.02.20 00:54sell90.01119.0480.0000.000
262015.02.20 00:54modify90.01119.048119.498118.048
272015.02.20 01:59close90.01118.989119.498118.0480.4610004.85
282015.02.24 23:52sell100.01118.9880.0000.000
292015.02.24 23:52modify100.01118.988119.438117.988
302015.02.25 01:21close100.01118.952119.438117.9880.2510005.09
312015.02.27 23:53buy110.01119.5720.0000.000
322015.02.27 23:53modify110.01119.572119.122120.572
332015.03.02 00:00close110.01119.728119.122120.5721.2610006.35
342015.03.12 23:22buy120.01121.2680.0000.000
352015.03.12 23:22modify120.01121.268120.818122.268
362015.03.13 01:00close120.01121.302120.818122.2680.2410006.59
372015.03.19 23:29buy130.01120.8430.0000.000
382015.03.19 23:29modify130.01120.843120.393121.843
392015.03.20 01:58close130.01120.806120.393121.843-0.3510006.24
402015.03.27 23:14sell140.01119.2240.0000.000
412015.03.27 23:14modify140.01119.224119.674118.224
422015.03.30 03:00close140.01119.232119.674118.224-0.1210006.11
432015.03.30 23:58buy150.01120.0740.0000.000
442015.03.30 23:58modify150.01120.074119.624121.074
452015.03.31 00:04close150.01120.145119.624121.0740.5510006.66
462015.03.31 23:18sell160.01120.0230.0000.000
472015.03.31 23:18modify160.01120.023120.473119.023
482015.04.01 01:34close160.01120.015120.473119.0230.0210006.68
492015.04.07 23:52buy170.01120.2630.0000.000
502015.04.07 23:52modify170.01120.263119.813121.263
512015.04.08 00:40close170.01120.316119.813121.2630.4010007.07
522015.04.10 23:51sell180.01120.2940.0000.000
532015.04.10 23:51modify180.01120.294120.744119.294
542015.04.10 23:57close180.01120.193120.744119.2940.8010007.87
552015.04.13 23:51sell190.01120.1700.0000.000
562015.04.13 23:51modify190.01120.170120.620119.170
572015.04.14 01:02close190.01120.116120.620119.1700.4010008.27
582015.04.23 23:52sell200.01119.5870.0000.000
592015.04.23 23:52modify200.01119.587120.037118.587
602015.04.24 02:15close200.01119.603120.037118.587-0.1810008.08
612015.04.24 23:54sell210.01119.0050.0000.000
622015.04.24 23:54modify210.01119.005119.455118.005
632015.04.27 00:06close210.01118.887119.455118.0050.9410009.02
642015.04.28 00:02buy220.01119.0310.0000.000
652015.04.28 00:02modify220.01119.031118.581120.031
662015.04.28 00:05close220.01119.046118.581120.0310.0910009.11
672015.05.01 23:10buy230.01120.1290.0000.000
682015.05.01 23:10modify230.01120.129119.679121.129
692015.05.04 00:00close230.01120.225119.679121.1290.7610009.87
702015.05.08 00:02buy240.01119.7220.0000.000
712015.05.08 00:02modify240.01119.722119.272120.722
722015.05.08 01:02close240.01119.740119.272120.7220.1110009.98
732015.05.13 00:07sell250.01120.0090.0000.000
742015.05.13 00:07modify250.01120.009120.459119.009
752015.05.13 00:14close250.01119.792120.459119.0091.7710011.75
762015.05.15 23:51sell260.01119.4320.0000.000
772015.05.15 23:51modify260.01119.432119.882118.432
782015.05.18 00:07close260.01119.282119.882118.4321.2110012.95
792015.06.05 00:42sell270.01124.4370.0000.000
802015.06.05 00:42modify270.01124.437124.887123.437
812015.06.05 02:34close270.01124.431124.887123.4370.0110012.96
822015.07.01 00:06sell280.01122.5410.0000.000
832015.07.01 00:06modify280.01122.541122.991121.541
842015.07.01 01:31close280.01122.411122.991121.5411.0210013.98
852015.07.03 23:16sell290.01122.9050.0000.000
862015.07.03 23:16modify290.01122.905123.355121.905
872015.07.06 00:01close290.01122.008123.355121.9057.3010021.28
882015.07.09 23:39buy300.01121.2290.0000.000
892015.07.09 23:39modify300.01121.229120.779122.229
902015.07.09 23:50close300.01121.280120.779122.2290.3810021.66
912015.07.10 00:52sell310.01121.4030.0000.000
922015.07.10 00:52modify310.01121.403121.853120.403
932015.07.10 03:30close310.01121.625121.853120.403-1.8710019.79
942015.07.10 23:24buy320.01122.7290.0000.000
952015.07.10 23:24modify320.01122.729122.279123.729
962015.07.10 23:50close320.01122.813122.279123.7290.6410020.43
972015.07.10 23:50buy330.01122.7520.0000.000
982015.07.10 23:50modify330.01122.752122.302123.752
992015.07.10 23:52close330.01122.815122.302123.7520.4710020.90
1002015.07.10 23:53buy340.01122.7670.0000.000
1012015.07.10 23:53modify340.01122.767122.317123.767
1022015.07.10 23:58close340.01122.815122.317123.7670.3510021.25
1032015.08.20 23:11buy350.01123.3610.0000.000
1042015.08.20 23:11modify350.01123.361122.911124.361
1052015.08.21 01:15close350.01123.412122.911124.3610.3710021.61
1062015.08.25 23:00buy360.01118.8450.0000.000
1072015.08.25 23:00modify360.01118.845118.395119.845
1082015.08.25 23:22close360.01119.045118.395119.8451.6410023.25
1092015.08.25 23:29buy370.01118.7640.0000.000
1102015.08.25 23:29modify370.01118.764118.314119.764
1112015.08.26 00:23close370.01118.975118.314119.7641.7310024.98
1122015.08.28 23:52sell380.01121.4880.0000.000
1132015.08.28 23:52modify380.01121.488121.938120.488
1142015.08.31 01:30close380.01121.382121.938120.4880.8210025.80
1152015.09.02 00:00buy390.01119.3840.0000.000
1162015.09.02 00:00modify390.01119.384118.934120.384
1172015.09.02 01:46close390.01119.585118.934120.3841.6410027.44
1182015.09.08 23:20buy400.01119.7960.0000.000
1192015.09.08 23:20modify400.01119.796119.346120.796
1202015.09.09 00:45close400.01119.864119.346120.7960.5310027.97
1212015.09.18 00:56sell410.01120.2280.0000.000
1222015.09.18 00:56modify410.01120.228120.678119.228
1232015.09.18 02:48close410.01120.125120.678119.2280.8210028.79
1242015.09.25 00:00sell420.01120.1260.0000.000
1252015.09.25 00:00modify420.01120.126120.576119.126
1262015.09.25 02:31close420.01120.179120.576119.126-0.4810028.31
1272015.12.04 23:56buy430.01123.1260.0000.000
1282015.12.04 23:56modify430.01123.126122.676124.126
1292015.12.07 00:00close430.01123.178122.676124.1260.3810028.68
1302015.12.09 00:04buy440.01122.8900.0000.000
1312015.12.09 00:04modify440.01122.890122.440123.890
1322015.12.09 01:45close440.01122.918122.440123.8900.1910028.87
1332015.12.11 23:07sell450.01120.8950.0000.000
1342015.12.11 23:07modify450.01120.895121.345119.895
1352015.12.14 01:34close450.01120.878121.345119.8950.0910028.96
1362015.12.17 23:50buy460.01122.5910.0000.000
1372015.12.17 23:50modify460.01122.591122.141123.591
1382015.12.18 02:20close460.01122.545122.141123.591-0.4210028.54
1392015.12.21 23:44sell470.01121.2210.0000.000
1402015.12.21 23:44modify470.01121.221121.671120.221
1412015.12.22 01:55close470.01121.214121.671120.2210.0110028.54
1422015.12.24 23:32sell480.01120.4020.0000.000
1432015.12.24 23:32modify480.01120.402120.852119.402
1442015.12.25 01:05close480.01120.308120.852119.4020.7310029.27
1452015.12.31 23:48sell490.01120.2670.0000.000
1462015.12.31 23:48modify490.01120.267120.717119.267
1472016.01.04 00:24close490.01120.243120.717119.2670.1310029.40
1482016.01.06 00:59sell500.01119.1200.0000.000
1492016.01.06 00:59modify500.01119.120119.570118.120
1502016.01.06 02:20close500.01119.093119.570118.1200.1910029.59
1512016.01.08 23:46buy510.01117.4060.0000.000
1522016.01.08 23:46modify510.01117.406116.956118.406
1532016.01.11 00:14s/l510.01116.956116.956118.406-3.8910025.70
1542016.01.14 23:25buy520.01118.0140.0000.000
1552016.01.14 23:25modify520.01118.014117.564119.014
1562016.01.15 00:10close520.01118.124117.564119.0140.8910026.58
1572016.02.03 00:18buy530.01119.8460.0000.000
1582016.02.03 00:18modify530.01119.846119.396120.846
1592016.02.03 05:47close530.01119.608119.396120.846-2.0310024.55
1602016.02.05 00:26sell540.01116.8950.0000.000
1612016.02.05 00:26modify540.01116.895117.345115.895
1622016.02.05 02:03close540.01116.791117.345115.8950.8510025.40
1632016.02.08 23:04sell550.01115.7590.0000.000
1642016.02.08 23:04modify550.01115.759116.209114.759
1652016.02.09 00:58close550.01115.485116.209114.7592.3210027.72
1662016.02.12 00:37sell560.01112.5690.0000.000
1672016.02.12 00:37modify560.01112.569113.019111.569
1682016.02.12 02:00close560.01112.399113.019111.5691.4710029.19
1692016.02.16 00:51buy570.01114.4680.0000.000
1702016.02.16 00:51modify570.01114.468114.018115.468
1712016.02.16 02:31close570.01114.569114.018115.4680.8410030.03
1722016.02.16 23:28sell580.01114.0240.0000.000
1732016.02.16 23:28modify580.01114.024114.474113.024
1742016.02.17 03:15close580.01114.130114.474113.024-0.9810029.04
1752016.02.24 00:56buy590.01111.9820.0000.000
1762016.02.24 00:56modify590.01111.982111.532112.982
1772016.02.24 01:27close590.01112.050111.532112.9820.5710029.61
1782016.03.01 00:28buy600.01112.6220.0000.000
1792016.03.01 00:28modify600.01112.622112.172113.622
1802016.03.01 03:03close600.01112.424112.172113.622-1.8010027.81
1812016.03.03 23:58sell610.01113.7040.0000.000
1822016.03.03 23:58modify610.01113.704114.154112.704
1832016.03.04 01:58close610.01113.678114.154112.7040.1810027.99
1842016.03.23 00:51sell620.01112.4280.0000.000
1852016.03.23 00:51modify620.01112.428112.878111.428
1862016.03.23 01:13close620.01112.367112.878111.4280.5010028.49
1872016.03.25 23:51buy630.01113.0780.0000.000
1882016.03.25 23:51modify630.01113.078112.628114.078
1892016.03.28 00:03close630.01113.167112.628114.0780.7510029.24
1902016.04.08 00:18buy640.01108.1160.0000.000
1912016.04.08 00:18modify640.01108.116107.666109.116
1922016.04.08 00:55close640.01108.328107.666109.1161.9210031.16
1932016.04.14 23:01sell650.01109.4550.0000.000
1942016.04.14 23:01modify650.01109.455109.905108.455
1952016.04.15 01:15close650.01109.424109.905108.4550.2310031.38
1962016.04.15 23:50sell660.01108.7820.0000.000
1972016.04.15 23:50modify660.01108.782109.232107.782
1982016.04.18 00:08close660.01108.282109.232107.7824.5710035.95
1992016.04.20 00:29sell670.01109.2740.0000.000
2002016.04.20 00:29modify670.01109.274109.724108.274
2012016.04.20 02:01close670.01109.240109.724108.2740.2710036.22
2022016.05.02 23:20buy680.01106.3960.0000.000
2032016.05.02 23:20modify680.01106.396105.946107.396
2042016.05.03 01:09close680.01106.428105.946107.3960.2610036.47
2052016.05.03 23:50sell690.01106.5990.0000.000
2062016.05.03 23:50modify690.01106.599107.049105.599
2072016.05.04 00:38s/l690.01107.049107.049105.599-4.2510032.22
2082016.05.11 00:37sell700.01109.3660.0000.000
2092016.05.11 00:37modify700.01109.366109.816108.366
2102016.05.11 01:03close700.01109.309109.816108.3660.4810032.70
2112016.05.27 23:55buy710.01110.2710.0000.000
2122016.05.27 23:55modify710.01110.271109.821111.271
2132016.05.30 00:00close710.01110.393109.821111.2711.0710033.77
2142016.06.10 23:37sell720.01106.9650.0000.000
2152016.06.10 23:37modify720.01106.965107.415105.965
2162016.06.13 00:09close720.01106.819107.415105.9651.3210035.08
2172016.06.17 23:10buy730.01104.1250.0000.000
2182016.06.17 23:10modify730.01104.125103.675105.125
2192016.06.17 23:37close730.01104.180103.675105.1250.4910035.57
2202016.06.21 00:09buy740.01103.7780.0000.000
2212016.06.21 00:09modify740.01103.778103.328104.778
2222016.06.21 00:25close740.01103.951103.328104.7781.6210037.19
2232016.06.24 00:00sell750.01106.1760.0000.000
2242016.06.24 00:00modify750.01106.176106.626105.176
2252016.06.24 00:13s/l750.01106.626106.626105.176-4.2610032.93
2262016.06.24 00:13sell760.01106.6000.0000.000
2272016.06.24 00:13modify760.01106.600107.050105.600
2282016.06.24 00:28close760.01106.362107.050105.6002.2010035.13
2292016.06.24 00:39sell770.01106.6340.0000.000
2302016.06.24 00:39modify770.01106.634107.084105.634
2312016.06.24 01:23close770.01106.401107.084105.6342.1510037.28
2322016.06.24 23:01sell780.01102.3690.0000.000
2332016.06.24 23:01modify780.01102.369102.819101.369
2342016.06.24 23:50close780.01102.244102.819101.3691.1810038.46
2352016.06.28 00:43buy790.01101.8770.0000.000
2362016.06.28 00:43modify790.01101.877101.427102.877
2372016.06.28 04:40close790.01101.964101.427102.8770.8110039.27
2382016.06.28 23:05buy800.01102.6160.0000.000
2392016.06.28 23:05modify800.01102.616102.166103.616
2402016.06.28 23:44close800.01102.730102.166103.6161.0710040.34
2412016.07.01 00:00buy810.01103.1720.0000.000
2422016.07.01 00:00modify810.01103.172102.722104.172
2432016.07.01 00:05close810.01103.224102.722104.1720.4610040.80
2442016.07.01 00:40sell820.01103.3460.0000.000
2452016.07.01 00:40modify820.01103.346103.796102.346
2462016.07.01 01:00close820.01103.258103.796102.3460.8110041.61
2472016.07.12 23:56buy830.01104.6670.0000.000
2482016.07.12 23:56modify830.01104.667104.217105.667
2492016.07.13 01:18close830.01104.776104.217105.6671.0010042.61
2502016.07.15 23:04buy840.01105.4160.0000.000
2512016.07.15 23:04modify840.01105.416104.966106.416
2522016.07.15 23:31s/l840.01104.966104.966106.416-4.3310038.28
2532016.07.22 00:37sell850.01105.9160.0000.000
2542016.07.22 00:37modify850.01105.916106.366104.916
2552016.07.22 02:35close850.01105.726106.366104.9161.7610040.04
2562016.07.27 00:23sell860.01104.7140.0000.000
2572016.07.27 00:23modify860.01104.714105.164103.714
2582016.07.27 00:30close860.01104.682105.164103.7140.2710040.31
2592016.07.27 00:55sell870.01104.7350.0000.000
2602016.07.27 00:55modify870.01104.735105.185103.735
2612016.07.27 03:58s/l870.01105.185105.185103.735-4.3210035.99
2622016.07.29 23:15sell880.01102.1800.0000.000
2632016.07.29 23:15modify880.01102.180102.630101.180
2642016.07.29 23:35close880.01102.045102.630101.1801.2810037.27
2652016.08.10 00:38buy890.01101.8210.0000.000
2662016.08.10 00:38modify890.01101.821101.371102.821
2672016.08.10 00:39close890.01101.868101.371102.8210.4210037.69
2682016.09.05 23:13sell900.01103.4550.0000.000
2692016.09.05 23:13modify900.01103.455103.905102.455
2702016.09.06 00:47close900.01103.425103.905102.4550.2410037.93
2712016.09.13 00:44sell910.01101.9240.0000.000
2722016.09.13 00:44modify910.01101.924102.374100.924
2732016.09.13 01:23close910.01101.875102.374100.9240.4410038.37
2742016.09.19 23:57sell920.01101.9240.0000.000
2752016.09.19 23:57modify920.01101.924102.374100.924
2762016.09.20 00:31close920.01101.838102.374100.9240.7910039.15