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="AUDCAD (USDCHF) M15 Generic A-TLP v.11.87_WS"; MagicNumber=777777; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_MM=true; Auto_MM_Equity=35; 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 profit4542.86Gross profit8484.05Gross loss-3941.19
Profit factor2.15Expected payoff46.36
Absolute drawdown65.40Maximal drawdown1289.43 (17.53%)Relative drawdown21.52% (1085.27)
Total trades98Short positions (won %)50 (76.00%)Long positions (won %)48 (87.50%)
Profit trades (% of total)80 (81.63%)Loss trades (% of total)18 (18.37%)
Largestprofit trade255.07loss trade-1106.87
Averageprofit trade106.05loss trade-218.96
Maximumconsecutive wins (profit in money)16 (1902.77)consecutive losses (loss in money)2 (-60.59)
Maximalconsecutive profit (count of wins)1902.77 (16)consecutive loss (count of losses)-1106.87 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.02 01:36sell10.850.950290.000000.00000
22015.01.02 01:36modify10.850.950290.957290.94329
32015.01.02 03:00close10.850.949360.957290.9432956.043056.04
42015.01.02 23:23buy20.870.951570.000000.00000
52015.01.02 23:23modify20.870.951570.944570.95857
62015.01.02 23:55close20.870.953170.944570.95857101.233157.27
72015.01.06 01:38sell30.900.952440.000000.00000
82015.01.06 01:38modify30.900.952440.959440.94544
92015.01.06 02:23close30.900.951170.959440.9454482.343239.61
102015.01.06 22:26buy40.920.956720.000000.00000
112015.01.06 22:26modify40.920.956720.949720.96372
122015.01.06 23:43close40.920.957690.949720.9637263.453303.06
132015.01.09 01:24buy50.940.959710.000000.00000
142015.01.09 01:24modify50.940.959710.952710.96671
152015.01.09 03:00close50.940.961520.952710.96671124.233427.29
162015.01.22 22:46buy60.970.994760.000000.00000
172015.01.22 22:46modify60.970.994760.987761.00176
182015.01.23 03:45close60.970.995260.987761.0017633.283460.57
192015.01.27 22:10sell70.980.985160.000000.00000
202015.01.27 22:10modify70.980.985160.992160.97816
212015.01.27 23:22close70.980.983420.992160.97816124.293584.86
222015.01.28 00:56buy81.020.982510.000000.00000
232015.01.28 00:56modify81.020.982510.975510.98951
242015.01.28 02:30close81.020.983560.975510.9895176.483661.34
252015.01.30 01:12sell91.040.981200.000000.00000
262015.01.30 01:12modify91.040.981200.988200.97420
272015.01.30 04:47close91.040.980950.988200.9742015.393676.73
282015.02.03 23:36sell101.050.969450.000000.00000
292015.02.03 23:36modify101.050.969450.976450.96245
302015.02.03 23:58close101.050.967800.976450.96245126.073802.80
312015.02.11 01:35sell111.080.979240.000000.00000
322015.02.11 01:35modify111.080.979240.986240.97224
332015.02.11 04:32close111.080.978420.986240.9722462.273865.07
342015.02.13 01:15sell121.100.969440.000000.00000
352015.02.13 01:15modify121.100.969440.976440.96244
362015.02.13 10:10close121.100.971360.976440.96244-163.213701.86
372015.02.13 23:44buy131.050.966990.000000.00000
382015.02.13 23:44modify131.050.966990.959990.97399
392015.02.16 05:02close131.050.968010.959990.9739977.093778.95
402015.02.17 01:42buy141.070.967320.000000.00000
412015.02.17 01:42modify141.070.967320.960320.97432
422015.02.17 02:31close141.070.968470.960320.9743288.293867.24
432015.03.10 23:43sell151.100.967200.000000.00000
442015.03.10 23:43modify151.100.967200.974200.96020
452015.03.11 05:38close151.100.967180.974200.96020-5.073862.17
462015.03.19 23:35sell161.100.972310.000000.00000
472015.03.19 23:35modify161.100.972310.979310.96531
482015.03.20 11:11close161.100.972900.979310.96531-55.533806.65
492015.03.20 23:38buy171.080.977180.000000.00000
502015.03.20 23:38modify171.080.977180.970180.98418
512015.03.23 00:44close171.080.978130.970180.9841873.613880.26
522015.03.24 01:23sell181.100.987600.000000.00000
532015.03.24 01:23modify181.100.987600.994600.98060
542015.03.24 02:43close181.100.986590.994600.9806079.143959.40
552015.03.24 23:13sell191.130.984760.000000.00000
562015.03.24 23:13modify191.130.984760.991760.97776
572015.03.25 02:51close191.130.983750.991760.9777678.914038.31
582015.03.27 22:45sell201.150.978610.000000.00000
592015.03.27 22:45modify201.150.978610.985610.97161
602015.03.27 22:53close201.150.977680.985610.9716175.814114.12
612015.03.27 23:40sell211.170.978370.000000.00000
622015.03.27 23:40modify211.170.978370.985370.97137
632015.03.30 00:25close211.170.976070.985370.97137195.194309.30
642015.04.06 22:17buy221.230.949250.000000.00000
652015.04.06 22:17modify221.230.949250.942250.95625
662015.04.07 04:30close221.230.949140.942250.95625-14.244295.06
672015.04.28 01:34buy231.220.948260.000000.00000
682015.04.28 01:34modify231.220.948260.941260.95526
692015.04.28 01:51close231.220.950310.941260.95526183.264478.32
702015.04.30 22:00sell241.270.957080.000000.00000
712015.04.30 22:00modify241.270.957080.964080.95008
722015.04.30 22:45close241.270.955930.964080.95008104.744583.06
732015.05.01 22:48sell251.300.953810.000000.00000
742015.05.01 22:48modify251.300.953810.960810.94681
752015.05.04 00:26close251.300.952860.960810.9468184.924667.98
762015.05.04 22:18buy261.330.948620.000000.00000
772015.05.04 22:18modify261.330.948620.941620.95562
782015.05.05 03:13close261.330.948680.941620.955621.614669.59
792015.05.07 22:11buy271.330.958600.000000.00000
802015.05.07 22:11modify271.330.958600.951600.96560
812015.05.08 04:30close271.330.957760.951600.96560-88.444581.15
822015.05.29 22:55buy281.300.950910.000000.00000
832015.05.29 22:55modify281.300.950910.943910.95791
842015.06.01 00:29close281.300.952190.943910.95791120.884702.03
852015.06.19 23:53sell291.340.954260.000000.00000
862015.06.19 23:53modify291.340.954260.961260.94726
872015.06.22 00:25close291.340.953120.961260.94726106.674808.69
882015.07.10 01:20sell301.370.947770.000000.00000
892015.07.10 01:20modify301.370.947770.954770.94077
902015.07.10 08:02close301.370.948670.954770.94077-98.194710.50
912015.07.10 22:07sell311.340.944780.000000.00000
922015.07.10 22:07modify311.340.944780.951780.93778
932015.07.10 23:06close311.340.943750.951780.9377898.424808.92
942015.07.21 22:49buy321.370.961120.000000.00000
952015.07.21 22:49modify321.370.961120.954120.96812
962015.07.22 04:32close321.370.961520.954120.9681236.704845.62
972015.07.27 23:33buy331.380.947750.000000.00000
982015.07.27 23:33modify331.380.947750.940750.95475
992015.07.28 02:10close331.380.948700.940750.9547594.074939.69
1002015.07.29 00:21sell341.410.949350.000000.00000
1012015.07.29 00:21modify341.410.949350.956350.94235
1022015.07.29 04:27close341.410.948800.956350.9423552.674992.36
1032015.08.03 22:57sell351.420.957160.000000.00000
1042015.08.03 22:57modify351.420.957160.964160.95016
1052015.08.04 07:31s/l351.420.964260.964260.95016-766.774225.59
1062015.08.04 22:49buy361.200.972380.000000.00000
1072015.08.04 22:49modify361.200.972380.965380.97938
1082015.08.05 01:33close361.200.973290.965380.9793878.194303.77
1092015.08.14 01:57sell371.220.963010.000000.00000
1102015.08.14 01:57modify371.220.963010.970010.95601
1112015.08.14 06:02close371.220.962140.970010.9560174.934378.70
1122015.08.21 23:50buy381.250.963340.000000.00000
1132015.08.21 23:50modify381.250.963340.956340.97034
1142015.08.21 23:54close381.250.964390.956340.9703493.734472.43
1152015.08.25 00:40buy391.270.948590.000000.00000
1162015.08.25 00:40modify391.270.948590.941590.95559
1172015.08.25 01:40close391.270.949990.941590.95559128.674601.10
1182015.08.25 22:02buy401.310.953660.000000.00000
1192015.08.25 22:02modify401.310.953660.946660.96066
1202015.08.26 04:17close401.310.952020.946660.96066-165.944435.17
1212015.09.01 23:57sell411.260.929920.000000.00000
1222015.09.01 23:57modify411.260.929920.936920.92292
1232015.09.02 02:09close411.260.928980.936920.9229281.354516.51
1242015.09.08 23:57buy421.290.926740.000000.00000
1252015.09.08 23:57modify421.290.926740.919740.93374
1262015.09.09 01:26close421.290.927990.919740.93374117.054633.56
1272015.09.09 01:55sell431.320.928880.000000.00000
1282015.09.09 01:55modify431.320.928880.935880.92188
1292015.09.09 15:13close431.320.930110.935880.92188-127.364506.20
1302015.09.16 01:07buy441.280.944910.000000.00000
1312015.09.16 01:07modify441.280.944910.937910.95191
1322015.09.16 04:58close441.280.944730.937910.95191-22.464483.74
1332015.09.18 22:11buy451.280.949070.000000.00000
1342015.09.18 22:11modify451.280.949070.942070.95607
1352015.09.18 22:25close451.280.951250.942070.95607204.794688.53
1362015.09.25 00:13buy461.330.932760.000000.00000
1372015.09.25 00:13modify461.330.932760.925760.93976
1382015.09.25 01:27close461.330.933690.925760.9397687.734776.26
1392015.10.02 01:31buy471.360.931070.000000.00000
1402015.10.02 01:31modify471.360.931070.924070.93807
1412015.10.02 02:32close471.360.932100.924070.9380799.944876.20
1422015.10.02 22:38sell481.390.929050.000000.00000
1432015.10.02 22:38modify481.390.929050.936050.92205
1442015.10.02 22:45close481.390.928060.936050.9220597.914974.11
1452015.10.08 22:00sell491.420.944170.000000.00000
1462015.10.08 22:00modify491.420.944170.951170.93717
1472015.10.09 00:51close491.420.943930.951170.9371716.944991.05
1482015.10.14 00:24buy501.420.943040.000000.00000
1492015.10.14 00:24modify501.420.943040.936040.95004
1502015.10.14 06:02close501.420.940580.936040.95004-268.464722.59
1512015.10.15 22:23buy511.340.941460.000000.00000
1522015.10.15 22:23modify511.340.941460.934460.94846
1532015.10.16 00:45close511.340.942450.934460.9484695.364817.95
1542015.10.19 23:11buy521.370.943170.000000.00000
1552015.10.19 23:11modify521.370.943170.936170.95017
1562015.10.20 02:44close521.370.944030.936170.9501784.114902.06
1572015.10.27 00:08buy531.400.952930.000000.00000
1582015.10.27 00:08modify531.400.952930.945930.95993
1592015.10.27 02:51close531.400.953840.945930.9599390.244992.30
1602015.10.27 23:31buy541.420.953350.000000.00000
1612015.10.27 23:31modify541.420.953350.946350.96035
1622015.10.28 00:29close541.420.954360.946350.96035103.205095.50
1632015.11.06 23:09sell551.450.937510.000000.00000
1642015.11.06 23:09modify551.450.937510.944510.93051
1652015.11.09 00:25close551.450.935820.944510.93051175.395270.89
1662015.11.10 23:58sell561.500.933350.000000.00000
1672015.11.10 23:58modify561.500.933350.940350.92635
1682015.11.11 09:09close561.500.935870.940350.92635-293.404977.49
1692015.11.24 22:56sell571.420.964320.000000.00000
1702015.11.24 22:56modify571.420.964320.971320.95732
1712015.11.25 13:32close571.420.965500.971320.95732-134.674842.82
1722015.12.01 00:34buy581.380.964250.000000.00000
1732015.12.01 00:34modify581.380.964250.957250.97125
1742015.12.01 01:48close581.380.965300.957250.97125103.484946.30
1752015.12.01 23:58buy591.410.978670.000000.00000
1762015.12.01 23:58modify591.410.978670.971670.98567
1772015.12.02 02:30close591.410.979430.971670.9856775.955022.25
1782015.12.04 00:40buy601.430.978860.000000.00000
1792015.12.04 00:40modify601.430.978860.971860.98586
1802015.12.04 02:30close601.430.979850.971860.98586100.785123.03
1812015.12.09 00:43sell611.460.981440.000000.00000
1822015.12.09 00:43modify611.460.981440.988440.97444
1832015.12.09 04:10close611.460.980450.988440.97444102.845225.87
1842015.12.11 00:49buy621.490.990690.000000.00000
1852015.12.11 00:49modify621.490.990690.983690.99769
1862015.12.11 08:22close621.490.989820.983690.99769-103.485122.39
1872015.12.14 23:22buy631.460.993920.000000.00000
1882015.12.14 23:22modify631.460.993920.986921.00092
1892015.12.15 00:42close631.460.994870.986921.0009299.525221.91
1902015.12.15 01:44sell641.490.995550.000000.00000
1912015.12.15 01:44modify641.490.995551.002550.98855
1922015.12.15 02:28close641.490.994571.002550.98855103.845325.75
1932015.12.18 00:13buy651.520.992440.000000.00000
1942015.12.18 00:13modify651.520.992440.985440.99944
1952015.12.18 03:13close651.520.993470.985440.99944111.705437.45
1962016.01.05 00:29buy661.551.001280.000000.00000
1972016.01.05 00:29modify661.551.001280.994281.00828
1982016.01.05 03:15close661.551.001950.994281.0082871.925509.37
1992016.01.05 22:30sell671.571.002210.000000.00000
2002016.01.05 22:30modify671.571.002211.009210.99521
2012016.01.05 23:37close671.571.001171.009210.99521116.505625.87
2022016.01.07 23:56sell681.600.989270.000000.00000
2032016.01.07 23:56modify681.600.989270.996270.98227
2042016.01.08 03:15close681.600.989160.996270.982273.455629.31
2052016.01.08 22:17sell691.600.988020.000000.00000
2062016.01.08 22:17modify691.600.988020.995020.98102
2072016.01.08 23:01close691.600.987020.995020.98102113.915743.22
2082016.01.15 23:46sell701.640.998550.000000.00000
2092016.01.15 23:46modify701.640.998551.005550.99155
2102016.01.15 23:55close701.640.997531.005550.99155119.225862.44
2112016.01.18 22:31sell711.670.999500.000000.00000
2122016.01.18 22:31modify711.670.999501.006500.99250
2132016.01.18 23:11close711.670.998491.006500.99250120.155982.59
2142016.01.21 22:46sell721.701.000390.000000.00000
2152016.01.21 22:46modify721.701.000391.007390.99339
2162016.01.21 23:52close721.700.998621.007390.99339219.456202.04
2172016.01.26 23:49sell731.770.989170.000000.00000
2182016.01.26 23:49modify731.770.989170.996170.98217
2192016.01.27 01:00close731.770.987810.996170.98217170.186372.22
2202016.02.01 23:54sell741.820.991770.000000.00000
2212016.02.01 23:54modify741.820.991770.998770.98477
2222016.02.02 02:54close741.820.990850.998770.98477114.776486.99
2232016.02.03 00:51buy751.850.987390.000000.00000
2242016.02.03 00:51modify751.850.987390.980390.99439
2252016.02.03 01:04close751.850.988340.980390.99439124.816611.80
2262016.02.05 23:57sell761.880.984170.000000.00000
2272016.02.05 23:57modify761.880.984170.991170.97717
2282016.02.08 00:25close761.880.983190.991170.97717127.046738.85
2292016.02.11 22:36buy771.920.988220.000000.00000
2302016.02.11 22:36modify771.920.988220.981220.99522
2312016.02.11 23:44close771.920.989320.981220.99522151.206890.05
2322016.02.12 00:42sell781.960.991590.000000.00000
2332016.02.12 00:42modify781.960.991590.998590.98459
2342016.02.12 01:09close781.960.990620.998590.98459135.117025.16
2352016.02.19 22:41sell792.000.984690.000000.00000
2362016.02.19 22:41modify792.000.984690.991690.97769
2372016.02.22 09:13close792.000.985190.991690.97769-87.426937.74
2382016.02.24 00:54buy801.980.991650.000000.00000
2392016.02.24 00:54modify801.980.991650.984650.99865
2402016.02.24 02:25close801.980.992700.984650.99865148.477086.21
2412016.02.25 22:08sell812.020.979790.000000.00000
2422016.02.25 22:08modify812.020.979790.986790.97279
2432016.02.25 23:43close812.020.978680.986790.97279160.517246.72
2442016.03.01 22:56sell822.070.962760.000000.00000
2452016.03.01 22:56modify822.070.962760.969760.95576
2462016.03.02 02:33s/l822.070.969790.969790.95576-1106.876139.85
2472016.03.11 01:43sell831.750.995340.000000.00000
2482016.03.11 01:43modify831.750.995341.002340.98834
2492016.03.11 02:21close831.750.994341.002340.98834124.596264.44
2502016.03.17 23:19buy841.780.992140.000000.00000
2512016.03.17 23:19modify841.780.992140.985140.99914
2522016.03.18 01:26close841.780.993190.985140.99914134.726399.16
2532016.04.11 22:40buy851.820.979630.000000.00000
2542016.04.11 22:40modify851.820.979630.972630.98663
2552016.04.12 02:50close851.820.980350.972630.9866392.566491.72
2562016.04.18 23:40buy861.850.990870.000000.00000
2572016.04.18 23:40modify861.850.990870.983870.99787
2582016.04.19 02:00close861.850.991830.983870.99787127.496619.21
2592016.05.31 23:41buy871.890.946410.000000.00000
2602016.05.31 23:41modify871.890.946410.939410.95341
2612016.06.01 04:00close871.890.947120.939410.9534194.716713.92
2622016.06.16 22:07sell881.910.955320.000000.00000
2632016.06.16 22:07modify881.910.955320.962320.94832
2642016.06.17 01:42close881.910.954360.962320.94832126.196840.11
2652016.06.17 23:57sell891.950.953410.000000.00000
2662016.06.17 23:57modify891.950.953410.960410.94641
2672016.06.20 09:45close891.950.955080.960410.94641-256.786583.32
2682016.06.20 22:07buy901.880.953990.000000.00000
2692016.06.20 22:07modify901.880.953990.946990.96099
2702016.06.21 00:54close901.880.955030.946990.96099140.876724.19
2712016.06.24 01:33sell911.920.973070.000000.00000
2722016.06.24 01:33modify911.920.973070.980070.96607
2732016.06.24 01:49close911.920.971250.980070.96607255.076979.26
2742016.06.30 22:28buy921.990.964280.000000.00000
2752016.06.30 22:28modify921.990.964280.957280.97128
2762016.07.01 01:47close921.990.964890.957280.9712884.757064.01
2772016.07.05 22:05sell932.010.968700.000000.00000
2782016.07.05 22:05modify932.010.968700.975700.96170
2792016.07.06 02:03close932.010.967880.975700.96170111.657175.66
2802016.07.07 23:39buy942.050.971680.000000.00000
2812016.07.07 23:39modify942.050.971680.964680.97868
2822016.07.08 01:10close942.050.972650.964680.97868142.827318.48
2832016.07.15 23:33buy952.090.981620.000000.00000
2842016.07.15 23:33modify952.090.981620.974620.98862
2852016.07.18 00:26close952.090.982980.974620.98862206.927525.40
2862016.08.01 22:42buy962.150.989560.000000.00000
2872016.08.01 22:42modify962.150.989560.982560.99656
2882016.08.02 04:26close962.150.989610.982560.996560.987526.38
2892016.08.30 22:36sell972.150.983150.000000.00000
2902016.08.30 22:36modify972.150.983150.990150.97615
2912016.08.31 08:59close972.150.984200.990150.97615-182.907343.48
2922016.09.16 23:24sell982.090.990280.000000.00000
2932016.09.16 23:24modify982.090.990280.997280.98328
2942016.09.19 00:50close982.090.988930.997280.98328199.387542.86