Strategy Tester Report
Generic A-TLP v.11.87_WS
Tickmill-Live (Build 1010)

SymbolAUDCAD (Australian Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2014.12.16 23:45 - 2016.09.30 23:45 (2015.01.01 - 2016.10.01)
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=4; Slippage=1; S_2="<==== MM ====>"; Lots=1; Auto_MM=false; Auto_MM_Equity=100; 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"; 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 test44610Ticks modelled42353790Modelling quality99.00%
Mismatched charts errors0
Initial deposit3000.00SpreadVariable
Total net profit3636.18Gross profit5930.74Gross loss-2294.57
Profit factor2.58Expected payoff37.10
Absolute drawdown79.19Maximal drawdown732.26 (14.57%)Relative drawdown14.57% (732.26)
Total trades98Short positions (won %)50 (78.00%)Long positions (won %)48 (85.42%)
Profit trades (% of total)80 (81.63%)Loss trades (% of total)18 (18.37%)
Largestprofit trade172.09loss trade-539.98
Averageprofit trade74.13loss trade-127.48
Maximumconsecutive wins (profit in money)16 (1135.25)consecutive losses (loss in money)2 (-59.27)
Maximalconsecutive profit (count of wins)1135.25 (16)consecutive loss (count of losses)-539.98 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.02 01:36sell11.000.950260.000000.00000
22015.01.02 01:36modify11.000.950260.957260.94326
32015.01.02 03:00close11.000.949330.957260.9432665.933065.93
42015.01.02 23:23buy21.000.951670.000000.00000
52015.01.02 23:23modify21.000.951670.944670.95867
62015.01.02 23:55close21.000.953170.944670.95867108.843174.77
72015.01.06 01:38sell31.000.952480.000000.00000
82015.01.06 01:38modify31.000.952480.959480.94548
92015.01.06 02:17close31.000.951500.959480.9454869.693244.46
102015.01.06 22:26buy41.000.956790.000000.00000
112015.01.06 22:26modify41.000.956790.949790.96379
122015.01.06 23:43close41.000.957740.949790.9637967.463311.92
132015.01.09 01:24buy51.000.959780.000000.00000
142015.01.09 01:24modify51.000.959780.952780.96678
152015.01.09 03:00close51.000.961450.952780.96678121.633433.55
162015.01.22 22:46buy61.000.994750.000000.00000
172015.01.22 22:46modify61.000.994750.987751.00175
182015.01.23 03:45close61.000.995340.987751.0017541.093474.64
192015.01.27 22:10sell71.000.985150.000000.00000
202015.01.27 22:10modify71.000.985150.992150.97815
212015.01.27 23:22close71.000.983500.992150.97815120.063594.70
222015.01.28 00:56buy81.000.982570.000000.00000
232015.01.28 00:56modify81.000.982570.975570.98957
242015.01.28 02:30close81.000.983580.975570.9895771.983666.68
252015.01.30 01:12sell91.000.981080.000000.00000
262015.01.30 01:12modify91.000.981080.988080.97408
272015.01.30 04:47close91.000.980880.988080.9740811.043677.72
282015.02.03 23:36sell101.000.969430.000000.00000
292015.02.03 23:36modify101.000.969430.976430.96243
302015.02.03 23:58close101.000.967730.976430.96243123.833801.55
312015.02.11 01:35sell111.000.979250.000000.00000
322015.02.11 01:35modify111.000.979250.986250.97225
332015.02.11 04:32close111.000.978510.986250.9722551.643853.19
342015.02.13 01:15sell121.000.969530.000000.00000
352015.02.13 01:15modify121.000.969530.976530.96253
362015.02.13 03:00close121.000.968570.976530.9625368.193921.38
372015.02.13 23:44buy131.000.967050.000000.00000
382015.02.13 23:44modify131.000.967050.960050.97405
392015.02.16 05:02close131.000.968010.960050.9740568.923990.30
402015.02.17 01:42buy141.000.967360.000000.00000
412015.02.17 01:42modify141.000.967360.960360.97436
422015.02.17 02:31close141.000.968440.960360.9743677.254067.55
432015.03.10 23:43sell151.000.967130.000000.00000
442015.03.10 23:43modify151.000.967130.974130.96013
452015.03.11 05:38close151.000.967140.974130.96013-6.874060.68
462015.03.19 23:35sell161.000.972330.000000.00000
472015.03.19 23:35modify161.000.972330.979330.96533
482015.03.20 11:11close161.000.972830.979330.96533-43.714016.98
492015.03.20 23:38buy171.000.977090.000000.00000
502015.03.20 23:38modify171.000.977090.970090.98409
512015.03.23 00:25close171.000.978040.970090.9840968.174085.14
522015.03.24 01:23sell181.000.987610.000000.00000
532015.03.24 01:23modify181.000.987610.994610.98061
542015.03.24 02:43close181.000.986610.994610.9806171.194156.33
552015.03.24 23:13sell191.000.984840.000000.00000
562015.03.24 23:13modify191.000.984840.991840.97784
572015.03.25 02:47close191.000.983870.991840.9778466.824223.15
582015.03.27 22:45sell201.000.978590.000000.00000
592015.03.27 22:45modify201.000.978590.985590.97159
602015.03.27 22:53close201.000.977610.985590.9715969.694292.84
612015.03.27 23:40sell211.000.978460.000000.00000
622015.03.27 23:40modify211.000.978460.985460.97146
632015.03.30 00:25close211.000.976090.985460.97146172.094464.93
642015.04.06 22:17buy221.000.949230.000000.00000
652015.04.06 22:17modify221.000.949230.942230.95623
662015.04.07 04:30close221.000.949190.942230.95623-6.314458.62
672015.04.28 01:34buy231.000.948240.000000.00000
682015.04.28 01:34modify231.000.948240.941240.95524
692015.04.28 01:51close231.000.950290.941240.95524150.224608.84
702015.04.30 22:00sell241.000.956990.000000.00000
712015.04.30 22:00modify241.000.956990.963990.94999
722015.04.30 22:45close241.000.955930.963990.9499975.704684.54
732015.05.01 22:48sell251.000.953910.000000.00000
742015.05.01 22:48modify251.000.953910.960910.94691
752015.05.04 00:26close251.000.952820.960910.9469175.844760.39
762015.05.04 22:18buy261.000.948720.000000.00000
772015.05.04 22:18modify261.000.948720.941720.95572
782015.05.05 03:13close261.000.948710.941720.95572-4.054756.33
792015.05.07 22:11buy271.000.958560.000000.00000
802015.05.07 22:11modify271.000.958560.951560.96556
812015.05.08 04:30close271.000.957870.951560.96556-55.214701.12
822015.05.29 22:55buy281.000.950830.000000.00000
832015.05.29 22:55modify281.000.950830.943830.95783
842015.06.01 00:25close281.000.951760.943830.9578366.664767.78
852015.06.19 23:53sell291.000.954260.000000.00000
862015.06.19 23:53modify291.000.954260.961260.94726
872015.06.22 00:25close291.000.953120.961260.9472679.614847.38
882015.07.10 01:20sell301.000.947760.000000.00000
892015.07.10 01:20modify301.000.947760.954760.94076
902015.07.10 08:02close301.000.948670.954760.94076-72.424774.96
912015.07.10 22:07sell311.000.944740.000000.00000
922015.07.10 22:07modify311.000.944740.951740.93774
932015.07.10 23:06close311.000.943730.951740.9377471.954846.91
942015.07.21 22:49buy321.000.961120.000000.00000
952015.07.21 22:49modify321.000.961120.954120.96812
962015.07.22 04:32close321.000.961530.954120.9681227.544874.45
972015.07.27 23:33buy331.000.947720.000000.00000
982015.07.27 23:33modify331.000.947720.940720.95472
992015.07.28 02:10close331.000.948730.940720.9547272.684947.13
1002015.07.29 00:21sell341.000.949400.000000.00000
1012015.07.29 00:21modify341.000.949400.956400.94240
1022015.07.29 04:27close341.000.948760.956400.9424044.124991.25
1032015.08.03 22:57sell351.000.957160.000000.00000
1042015.08.03 22:57modify351.000.957160.964160.95016
1052015.08.04 07:31s/l351.000.964260.964260.95016-539.984451.27
1062015.08.04 22:49buy361.000.972340.000000.00000
1072015.08.04 22:49modify361.000.972340.965340.97934
1082015.08.05 01:33close361.000.973380.965340.9793474.934526.20
1092015.08.14 01:57sell371.000.963030.000000.00000
1102015.08.14 01:57modify371.000.963030.970030.95603
1112015.08.14 06:02close371.000.962170.970030.9560360.674586.87
1122015.08.21 23:50buy381.000.963420.000000.00000
1132015.08.21 23:50modify381.000.963420.956420.97042
1142015.08.21 23:54close381.000.964610.956420.9704285.524672.39
1152015.08.25 00:40buy391.000.948500.000000.00000
1162015.08.25 00:40modify391.000.948500.941500.95550
1172015.08.25 01:40close391.000.949990.941500.95550108.094780.48
1182015.08.25 22:02buy401.000.953590.000000.00000
1192015.08.25 22:02modify401.000.953590.946590.96059
1202015.08.26 04:17close401.000.951960.946590.96059-125.924654.56
1212015.09.01 23:57sell411.000.929890.000000.00000
1222015.09.01 23:57modify411.000.929890.936890.92289
1232015.09.02 02:09close411.000.928910.936890.9228967.584722.13
1242015.09.08 23:57buy421.000.926720.000000.00000
1252015.09.08 23:57modify421.000.926720.919720.93372
1262015.09.09 01:26close421.000.928050.919720.9337296.754818.88
1272015.09.09 01:55sell431.000.928840.000000.00000
1282015.09.09 01:55modify431.000.928840.935840.92184
1292015.09.09 15:13close431.000.930160.935840.92184-103.264715.62
1302015.09.16 01:07buy441.000.944910.000000.00000
1312015.09.16 01:07modify441.000.944910.937910.95191
1322015.09.16 04:58close441.000.944860.937910.95191-7.764707.86
1332015.09.18 22:11buy451.000.949190.000000.00000
1342015.09.18 22:11modify451.000.949190.942190.95619
1352015.09.18 22:25close451.000.951330.942190.95619156.984864.84
1362015.09.25 00:13buy461.000.932730.000000.00000
1372015.09.25 00:13modify461.000.932730.925730.93973
1382015.09.25 01:27close461.000.933650.925730.9397365.214930.05
1392015.10.02 01:31buy471.000.931080.000000.00000
1402015.10.02 01:31modify471.000.931080.924080.93808
1412015.10.02 02:32close471.000.932060.924080.9380869.724999.77
1422015.10.02 22:38sell481.000.928990.000000.00000
1432015.10.02 22:38modify481.000.928990.935990.92199
1442015.10.02 22:45close481.000.928040.935990.9219967.435067.20
1452015.10.08 22:00sell491.000.944210.000000.00000
1462015.10.08 22:00modify491.000.944210.951210.93721
1472015.10.09 00:51close491.000.943840.951210.9372121.705088.91
1482015.10.14 00:24buy501.000.943040.000000.00000
1492015.10.14 00:24modify501.000.943040.936040.95004
1502015.10.14 06:02close501.000.940600.936040.95004-187.554901.36
1512015.10.15 22:23buy511.000.941580.000000.00000
1522015.10.15 22:23modify511.000.941580.934580.94858
1532015.10.16 00:45close511.000.942720.934580.9485882.464983.81
1542015.10.19 23:11buy521.000.943220.000000.00000
1552015.10.19 23:11modify521.000.943220.936220.95022
1562015.10.20 02:44close521.000.944050.936220.9502259.145042.95
1572015.10.27 00:08buy531.000.952910.000000.00000
1582015.10.27 00:08modify531.000.952910.945910.95991
1592015.10.27 02:51close531.000.953850.945910.9599166.715109.66
1602015.10.27 23:31buy541.000.953360.000000.00000
1612015.10.27 23:31modify541.000.953360.946360.96036
1622015.10.28 00:29close541.000.954280.946360.9603665.915175.57
1632015.11.06 23:09sell551.000.937540.000000.00000
1642015.11.06 23:09modify551.000.937540.944540.93054
1652015.11.09 00:25close551.000.935820.944540.93054123.225298.78
1662015.11.10 23:58sell561.000.933390.000000.00000
1672015.11.10 23:58modify561.000.933390.940390.92639
1682015.11.11 09:09close561.000.935840.940390.92639-190.345108.45
1692015.11.24 22:56sell571.000.964330.000000.00000
1702015.11.24 22:56modify571.000.964330.971330.95733
1712015.11.25 13:32close571.000.965480.971330.95733-92.585015.86
1722015.12.01 00:34buy581.000.964320.000000.00000
1732015.12.01 00:34modify581.000.964320.957320.97132
1742015.12.01 01:48close581.000.965330.957320.9713271.985087.84
1752015.12.01 23:58buy591.000.978620.000000.00000
1762015.12.01 23:58modify591.000.978620.971620.98562
1772015.12.02 02:30close591.000.979340.971620.9856250.865138.70
1782015.12.04 00:40buy601.000.978860.000000.00000
1792015.12.04 00:40modify601.000.978860.971860.98586
1802015.12.04 02:30close601.000.979860.971860.9858671.235209.93
1812015.12.09 00:43sell611.000.981520.000000.00000
1822015.12.09 00:43modify611.000.981520.988520.97452
1832015.12.09 01:42close611.000.980520.988520.9745271.205281.13
1842015.12.11 00:49buy621.000.990760.000000.00000
1852015.12.11 00:49modify621.000.990760.983760.99776
1862015.12.11 08:22close621.000.989850.983760.99776-72.465208.67
1872015.12.14 23:22buy631.000.994040.000000.00000
1882015.12.14 23:22modify631.000.994040.987041.00104
1892015.12.15 01:34close631.000.995010.987041.0010469.675278.34
1902015.12.15 01:44sell641.000.995610.000000.00000
1912015.12.15 01:44modify641.000.995611.002610.98861
1922015.12.15 02:28close641.000.994531.002610.9886177.215355.55
1932015.12.18 00:13buy651.000.992450.000000.00000
1942015.12.18 00:13modify651.000.992450.985450.99945
1952015.12.18 03:13close651.000.993390.985450.9994566.715422.26
1962016.01.05 00:29buy661.001.001260.000000.00000
1972016.01.05 00:29modify661.001.001260.994261.00826
1982016.01.05 03:15close661.001.002010.994261.0082652.425474.68
1992016.01.05 22:30sell671.001.002190.000000.00000
2002016.01.05 22:30modify671.001.002191.009190.99519
2012016.01.05 23:37close671.001.001211.009190.9951969.685544.36
2022016.01.07 23:56sell681.000.989290.000000.00000
2032016.01.07 23:56modify681.000.989290.996290.98229
2042016.01.08 03:15close681.000.989150.996290.982294.415548.77
2052016.01.08 22:17sell691.000.988030.000000.00000
2062016.01.08 22:17modify691.000.988030.995030.98103
2072016.01.08 23:01close691.000.987040.995030.9810370.445619.21
2082016.01.15 23:46sell701.000.998560.000000.00000
2092016.01.15 23:46modify701.000.998561.005560.99156
2102016.01.15 23:55close701.000.997521.005560.9915674.205693.41
2112016.01.18 22:31sell711.000.999480.000000.00000
2122016.01.18 22:31modify711.000.999481.006480.99248
2132016.01.18 23:11close711.000.998581.006480.9924863.675757.08
2142016.01.21 22:46sell721.001.000320.000000.00000
2152016.01.21 22:46modify721.001.000321.007320.99332
2162016.01.21 23:52close721.000.998651.007320.99332121.575878.65
2172016.01.26 23:49sell731.000.989220.000000.00000
2182016.01.26 23:49modify731.000.989220.996220.98222
2192016.01.27 01:00close731.000.987850.996220.9822296.915975.56
2202016.02.01 23:54sell741.000.991820.000000.00000
2212016.02.01 23:54modify741.000.991820.998820.98482
2222016.02.02 02:54close741.000.990860.998820.9848266.086041.63
2232016.02.03 00:51buy751.000.987370.000000.00000
2242016.02.03 00:51modify751.000.987370.980370.99437
2252016.02.03 01:04close751.000.988410.980370.9943774.246115.87
2262016.02.05 23:57sell761.000.984140.000000.00000
2272016.02.05 23:57modify761.000.984140.991140.97714
2282016.02.08 00:25close761.000.983090.991140.9771472.846188.71
2292016.02.11 22:36buy771.000.988240.000000.00000
2302016.02.11 22:36modify771.000.988240.981240.99524
2312016.02.11 23:44close771.000.989350.981240.9952479.506268.21
2322016.02.12 00:42sell781.000.991650.000000.00000
2332016.02.12 00:42modify781.000.991650.998650.98465
2342016.02.12 01:09close781.000.990590.998650.9846575.716343.92
2352016.02.19 22:41sell791.000.984760.000000.00000
2362016.02.19 22:41modify791.000.984760.991760.97776
2372016.02.22 09:13close791.000.985250.991760.97776-42.966300.96
2382016.02.24 00:54buy801.000.991660.000000.00000
2392016.02.24 00:54modify801.000.991660.984660.99866
2402016.02.24 02:25close801.000.992700.984660.9986674.246375.20
2412016.02.25 22:08sell811.000.979860.000000.00000
2422016.02.25 22:08modify811.000.979860.986860.97286
2432016.02.25 23:43close811.000.978930.986860.9728665.936441.13
2442016.03.01 22:56sell821.000.962770.000000.00000
2452016.03.01 22:56modify821.000.962770.969770.95577
2462016.03.02 02:33s/l821.000.969760.969760.95577-531.715909.43
2472016.03.11 01:43sell831.000.995460.000000.00000
2482016.03.11 01:43modify831.000.995461.002460.98846
2492016.03.11 02:15close831.000.994541.002460.9884665.185974.61
2502016.03.17 23:19buy841.000.992060.000000.00000
2512016.03.17 23:19modify841.000.992060.985060.99906
2522016.03.18 01:22close841.000.993080.985060.9990673.436048.03
2532016.04.11 22:40buy851.000.979700.000000.00000
2542016.04.11 22:40modify851.000.979700.972700.98670
2552016.04.12 02:50close851.000.980450.972700.9867053.126101.15
2562016.04.18 23:40buy861.000.990820.000000.00000
2572016.04.18 23:40modify861.000.990820.983820.99782
2582016.04.19 02:00close861.000.991800.983820.9978270.426171.57
2592016.05.31 23:41buy871.000.946420.000000.00000
2602016.05.31 23:41modify871.000.946420.939420.95342
2612016.06.01 04:00close871.000.947160.939420.9534252.376223.94
2622016.06.16 22:07sell881.000.955300.000000.00000
2632016.06.16 22:07modify881.000.955300.962300.94830
2642016.06.17 01:42close881.000.954370.962300.9483063.826287.75
2652016.06.17 23:57sell891.000.953350.000000.00000
2662016.06.17 23:57modify891.000.953350.960350.94635
2672016.06.20 09:45close891.000.955010.960350.94635-130.946156.82
2682016.06.20 22:07buy901.000.954000.000000.00000
2692016.06.20 22:07modify901.000.954000.947000.96100
2702016.06.21 00:54close901.000.955030.947000.9610074.186230.99
2712016.06.24 01:33sell911.000.973020.000000.00000
2722016.06.24 01:33modify911.000.973020.980020.96602
2732016.06.24 01:49close911.000.971160.980020.96602135.866366.85
2742016.06.30 22:28buy921.000.964360.000000.00000
2752016.06.30 22:28modify921.000.964360.957360.97136
2762016.07.01 01:47close921.000.964910.957360.9713638.086404.93
2772016.07.05 22:05sell931.000.968760.000000.00000
2782016.07.05 22:05modify931.000.968760.975760.96176
2792016.07.06 02:03close931.000.967940.975760.9617655.546460.48
2802016.07.07 23:39buy941.000.971690.000000.00000
2812016.07.07 23:39modify941.000.971690.964690.97869
2822016.07.08 01:10close941.000.972630.964690.9786967.416527.88
2832016.07.15 23:33buy951.000.981550.000000.00000
2842016.07.15 23:33modify951.000.981550.974550.98855
2852016.07.18 00:26close951.000.982930.974550.98855100.526628.40
2862016.08.01 22:42buy961.000.989610.000000.00000
2872016.08.01 22:42modify961.000.989610.982610.99661
2882016.08.02 04:26close961.000.989670.982610.996611.216629.61
2892016.08.30 22:36sell971.000.983160.000000.00000
2902016.08.30 22:36modify971.000.983160.990160.97616
2912016.08.31 08:59close971.000.984150.990160.97616-80.556549.05
2922016.09.16 23:24sell981.000.990290.000000.00000
2932016.09.16 23:24modify981.000.990290.997290.98329
2942016.09.19 00:50close981.000.989050.997290.9832987.136636.18