Strategy Tester Report
Generic A-TLP 11.92
Tickmill-DemoUK (Build 1010)

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2014.12.17 00:00 - 2016.10.31 23:45 (2015.01.01 - 2016.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_1="<==== Basic settings ====>"; Comm="EURGBP M15 Generic A-TLP v.11.86"; MagicNumber=222222; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; Max_Spread_mode2=0; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=35; Take_Profit=200; 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=8; Entry_Break=4; Min_Volatility=3; 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=0; DailyMA=44; DeltaMA=0.5; time_break=240; loss=34; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=-1; 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 ====>"; VisualDebug=true; ColorDrawChannel=Yellow; ColorDrawChannelExit=CornflowerBlue; ColorDrawWarn=Red; 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="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="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 test46632Ticks modelled39279256Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00Spread100
Total net profit48.12Gross profit75.33Gross loss-27.22
Profit factor2.77Expected payoff0.47
Absolute drawdown2.82Maximal drawdown12.17 (0.12%)Relative drawdown0.12% (12.17)
Total trades103Short positions (won %)55 (78.18%)Long positions (won %)48 (72.92%)
Profit trades (% of total)78 (75.73%)Loss trades (% of total)25 (24.27%)
Largestprofit trade8.74loss trade-4.32
Averageprofit trade0.97loss trade-1.09
Maximumconsecutive wins (profit in money)14 (16.96)consecutive losses (loss in money)2 (-5.20)
Maximalconsecutive profit (count of wins)16.96 (14)consecutive loss (count of losses)-5.20 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.06 22:10buy10.010.785110.000000.00000
22015.01.06 22:10modify10.010.785110.781610.80511
32015.01.07 02:02close10.010.784720.781610.80511-0.529999.48
42015.01.15 22:52sell20.010.765830.000000.00000
52015.01.15 22:52modify20.010.765830.769330.74583
62015.01.16 01:27close20.010.765700.769330.745830.149999.62
72015.01.16 22:06sell30.010.764050.000000.00000
82015.01.16 22:06modify30.010.764050.767550.74405
92015.01.16 22:28close30.010.763050.767550.744051.2010000.82
102015.01.27 23:43sell40.010.749300.000000.00000
112015.01.27 23:43modify40.010.749300.752800.72930
122015.01.28 00:53close40.010.748680.752800.729300.7410001.56
132015.01.30 23:17buy50.010.749110.000000.00000
142015.01.30 23:17modify50.010.749110.745610.76911
152015.02.02 00:37close50.010.750110.745610.769111.1810002.75
162015.02.03 23:52buy60.010.756580.000000.00000
172015.02.03 23:52modify60.010.756580.753080.77658
182015.02.04 03:16close60.010.756630.753080.776580.0310002.78
192015.02.20 22:16buy70.010.739090.000000.00000
202015.02.20 22:16modify70.010.739090.735590.75909
212015.02.23 00:25close70.010.739840.735590.759090.8810003.66
222015.02.26 22:24sell80.010.727440.000000.00000
232015.02.26 22:24modify80.010.727440.730940.70744
242015.02.26 23:24close80.010.726650.730940.707440.9510004.61
252015.03.06 22:06sell90.010.721750.000000.00000
262015.03.06 22:06modify90.010.721750.725250.70175
272015.03.06 23:55close90.010.720890.725250.701751.0310005.64
282015.03.20 23:36sell100.010.724210.000000.00000
292015.03.20 23:36modify100.010.724210.727710.70421
302015.03.20 23:50close100.010.723270.727710.704211.1410006.78
312015.03.27 22:45buy110.010.731800.000000.00000
322015.03.27 22:45modify110.010.731800.728300.75180
332015.03.27 22:45close110.010.733150.728300.751801.6310008.41
342015.03.27 22:48buy120.010.732000.000000.00000
352015.03.27 22:48modify120.010.732000.728500.75200
362015.03.27 22:57close120.010.733110.728500.752001.3410009.75
372015.03.27 23:02buy130.010.732010.000000.00000
382015.03.27 23:02modify130.010.732010.728510.75201
392015.03.30 03:05close130.010.731370.728510.75201-0.8210008.94
402015.03.30 23:52sell140.010.732050.000000.00000
412015.03.30 23:52modify140.010.732050.735550.71205
422015.03.31 05:59close140.010.731510.735550.712050.6410009.58
432015.03.31 22:58sell150.010.724740.000000.00000
442015.03.31 22:58modify150.010.724740.728240.70474
452015.04.01 01:21close150.010.724380.728240.704740.4210010.00
462015.04.06 22:06buy160.010.735060.000000.00000
472015.04.06 22:06modify160.010.735060.731560.75506
482015.04.07 01:30close160.010.734230.731560.75506-1.0510008.95
492015.04.17 22:27sell170.010.722260.000000.00000
502015.04.17 22:27modify170.010.722260.725760.70226
512015.04.20 01:14close170.010.722090.725760.702260.1910009.14
522015.05.01 23:51buy180.010.739170.000000.00000
532015.05.01 23:51modify180.010.739170.735670.75917
542015.05.04 03:06close180.010.738500.735670.75917-0.8610008.28
552015.05.05 23:14buy190.010.737140.000000.00000
562015.05.05 23:14modify190.010.737140.733640.75714
572015.05.06 01:09close190.010.736930.733640.75714-0.3010007.99
582015.05.08 23:55sell200.010.726070.000000.00000
592015.05.08 23:55modify200.010.726070.729570.70607
602015.05.11 00:26close200.010.725040.729570.706071.2410009.23
612015.05.29 00:10sell210.010.715610.000000.00000
622015.05.29 00:11modify210.010.715610.719110.69561
632015.05.29 03:00close210.010.715380.719110.695610.2710009.50
642015.05.29 23:58sell220.010.719140.000000.00000
652015.05.29 23:58modify220.010.719140.722640.69914
662015.06.01 00:27close220.010.718870.722640.699140.3110009.80
672015.06.02 22:23buy230.010.726720.000000.00000
682015.06.02 22:23modify230.010.726720.723220.74672
692015.06.03 00:26close230.010.726730.723220.74672-0.0310009.78
702015.06.18 22:36buy240.010.715700.000000.00000
712015.06.18 22:36modify240.010.715700.712200.73570
722015.06.19 01:09close240.010.717490.712200.735702.1510011.93
732015.06.26 00:00buy250.010.711130.000000.00000
742015.06.26 00:00modify250.010.711130.707630.73113
752015.06.26 01:27close250.010.711610.707630.731130.5710012.50
762015.06.26 23:29buy260.010.708910.000000.00000
772015.06.26 23:29modify260.010.708910.705410.72891
782015.06.29 00:00s/l260.010.705410.705410.72891-4.3210008.19
792015.07.03 23:51sell270.010.713310.000000.00000
802015.07.03 23:51modify270.010.713310.716810.69331
812015.07.06 00:25close270.010.706150.716810.693318.7410016.93
822015.07.09 23:40sell280.010.717660.000000.00000
832015.07.09 23:40modify280.010.717660.721160.69766
842015.07.10 06:17close280.010.720480.721160.69766-3.4710013.45
852015.07.17 23:18buy290.010.694380.000000.00000
862015.07.17 23:18modify290.010.694380.690880.71438
872015.07.20 01:15close290.010.694520.690880.714380.1310013.59
882015.08.13 23:13sell300.010.714640.000000.00000
892015.08.13 23:13modify300.010.714640.718140.69464
902015.08.14 02:48close300.010.714410.718140.694640.2610013.85
912015.08.20 23:04sell310.010.715270.000000.00000
922015.08.20 23:04modify310.010.715270.718770.69527
932015.08.21 01:00close310.010.715990.718770.69527-0.9010012.94
942015.08.25 22:26sell320.010.729460.000000.00000
952015.08.25 22:26modify320.010.729460.732960.70946
962015.08.25 23:25s/l320.010.732960.732960.70946-4.3010008.64
972015.09.08 22:22sell330.010.728170.000000.00000
982015.09.08 22:22modify330.010.728170.731670.70817
992015.09.09 02:57close330.010.727810.731670.708170.4210009.06
1002015.09.10 22:43sell340.010.730510.000000.00000
1012015.09.10 22:43modify340.010.730510.734010.71051
1022015.09.11 03:07close340.010.730330.734010.710510.2010009.26
1032015.09.14 22:59sell350.010.733930.000000.00000
1042015.09.14 22:59modify350.010.733930.737430.71393
1052015.09.15 01:38close350.010.733570.737430.713930.4210009.68
1062015.09.17 22:33sell360.010.731860.000000.00000
1072015.09.17 22:33modify360.010.731860.735360.71186
1082015.09.18 00:30close360.010.733040.735360.71186-1.4710008.20
1092015.09.25 00:09buy370.010.735840.000000.00000
1102015.09.25 00:09modify370.010.735840.732340.75584
1112015.09.25 03:02close370.010.734330.732340.75584-1.8710006.33
1122015.10.05 23:22sell380.010.738800.000000.00000
1132015.10.05 23:22modify380.010.738800.742300.71880
1142015.10.06 03:10close380.010.738650.742300.718800.1610006.49
1152015.10.16 00:01sell390.010.737200.000000.00000
1162015.10.16 00:01modify390.010.737200.740700.71720
1172015.10.16 00:25close390.010.735900.740700.717201.5710008.06
1182015.10.16 22:04buy400.010.735680.000000.00000
1192015.10.16 22:04modify400.010.735680.732180.75568
1202015.10.19 01:00close400.010.735760.732180.755680.0510008.12
1212015.10.20 00:02sell410.010.732810.000000.00000
1222015.10.20 00:02modify410.010.732810.736310.71281
1232015.10.20 00:30close410.010.732630.736310.712810.2110008.33
1242015.10.23 22:54sell420.010.719070.000000.00000
1252015.10.23 22:54modify420.010.719070.722570.69907
1262015.10.26 03:50close420.010.719470.722570.69907-0.5110007.81
1272015.11.13 23:50sell430.010.706730.000000.00000
1282015.11.13 23:50modify430.010.706730.710230.68673
1292015.11.16 00:25close430.010.705640.710230.686731.3110009.12
1302015.12.03 22:54buy440.010.722180.000000.00000
1312015.12.03 22:54modify440.010.722180.718680.74218
1322015.12.04 02:05close440.010.722170.718680.74218-0.0510009.08
1332015.12.15 00:12buy450.010.725370.000000.00000
1342015.12.15 00:12modify450.010.725370.721870.74537
1352015.12.15 02:01close450.010.725120.721870.74537-0.3310008.75
1362015.12.15 23:04sell460.010.726750.000000.00000
1372015.12.15 23:04modify460.010.726750.730250.70675
1382015.12.16 02:28close460.010.726630.730250.706750.1310008.88
1392015.12.31 23:44sell470.010.737890.000000.00000
1402015.12.31 23:44modify470.010.737890.741390.71789
1412015.12.31 23:49close470.010.736770.741390.717891.3510010.23
1422016.01.08 00:57buy480.010.746840.000000.00000
1432016.01.08 00:57modify480.010.746840.743340.76684
1442016.01.08 03:33s/l480.010.743340.743340.76684-4.3010005.93
1452016.01.11 22:44buy490.010.745670.000000.00000
1462016.01.11 22:44modify490.010.745670.742170.76567
1472016.01.11 23:16close490.010.746690.742170.765671.2310007.16
1482016.01.19 00:48buy500.010.763880.000000.00000
1492016.01.19 00:48modify500.010.763880.760380.78388
1502016.01.19 04:00close500.010.764270.760380.783880.4610007.62
1512016.01.22 23:21sell510.010.756850.000000.00000
1522016.01.22 23:21modify510.010.756850.760350.73685
1532016.01.25 04:02close510.010.756400.760350.736850.5310008.14
1542016.01.25 22:26sell520.010.761100.000000.00000
1552016.01.25 22:26modify520.010.761100.764600.74110
1562016.01.26 00:43close520.010.761460.764600.74110-0.4610007.68
1572016.01.26 23:39sell530.010.757010.000000.00000
1582016.01.26 23:39modify530.010.757010.760510.73701
1592016.01.27 02:05close530.010.757190.760510.73701-0.2410007.44
1602016.02.03 00:42sell540.010.758150.000000.00000
1612016.02.03 00:42modify540.010.758150.761650.73815
1622016.02.03 03:45close540.010.758070.761650.738150.0810007.52
1632016.02.10 00:02buy550.010.780080.000000.00000
1642016.02.10 00:02modify550.010.780080.776580.80008
1652016.02.10 01:16close550.010.780660.776580.800080.6910008.21
1662016.02.12 00:39buy560.010.781440.000000.00000
1672016.02.12 00:39modify560.010.781440.777940.80144
1682016.02.12 02:01close560.010.781790.777940.801440.4110008.62
1692016.02.15 23:11sell570.010.773000.000000.00000
1702016.02.15 23:11modify570.010.773000.776500.75300
1712016.02.16 02:32close570.010.772950.776500.753000.0410008.66
1722016.02.19 00:06buy580.010.774070.000000.00000
1732016.02.19 00:06modify580.010.774070.770570.79407
1742016.02.19 00:39close580.010.774860.770570.794070.9510009.61
1752016.02.19 23:00buy590.010.774510.000000.00000
1762016.02.19 23:00modify590.010.774510.771010.79451
1772016.02.22 00:25close590.010.777760.771010.794513.9410013.55
1782016.02.22 22:08sell600.010.779550.000000.00000
1792016.02.22 22:08modify600.010.779550.783050.75955
1802016.02.23 00:25close600.010.779310.783050.759550.2810013.83
1812016.03.01 22:27sell610.010.779380.000000.00000
1822016.03.01 22:27modify610.010.779380.782880.75938
1832016.03.02 00:26close610.010.778950.782880.759380.5110014.34
1842016.03.10 22:29buy620.010.782730.000000.00000
1852016.03.10 22:29modify620.010.782730.779230.80273
1862016.03.11 02:00close620.010.782570.779230.80273-0.2410014.10
1872016.03.18 22:59sell630.010.779040.000000.00000
1882016.03.18 22:59modify630.010.779040.782540.75904
1892016.03.18 23:58close630.010.778560.782540.759040.5710014.67
1902016.03.24 22:57sell640.010.789830.000000.00000
1912016.03.24 22:57modify640.010.789830.793330.76983
1922016.03.25 02:43close640.010.789960.793330.76983-0.1810014.49
1932016.04.01 22:47buy650.010.800730.000000.00000
1942016.04.01 22:47modify650.010.800730.797230.82073
1952016.04.04 00:25close650.010.801430.797230.820730.8210015.31
1962016.04.08 23:55buy660.010.806500.000000.00000
1972016.04.08 23:55modify660.010.806500.803000.82650
1982016.04.11 00:25close660.010.807880.803000.826501.6510016.97
1992016.04.12 23:43buy670.010.797610.000000.00000
2002016.04.12 23:43modify670.010.797610.794110.81761
2012016.04.13 01:34close670.010.798120.794110.817610.5910017.56
2022016.04.26 22:09sell680.010.775090.000000.00000
2032016.04.26 22:09modify680.010.775090.778590.75509
2042016.04.27 01:51close680.010.775070.778590.75509-0.0010017.56
2052016.04.28 22:12sell690.010.777320.000000.00000
2062016.04.28 22:12modify690.010.777320.780820.75732
2072016.04.29 01:52close690.010.777120.780820.757320.2310017.79
2082016.05.19 22:49sell700.010.767150.000000.00000
2092016.05.19 22:49modify700.010.767150.770650.74715
2102016.05.20 04:03close700.010.767070.770650.747150.0710017.86
2112016.05.27 23:58buy710.010.760320.000000.00000
2122016.05.27 23:58modify710.010.760320.756820.78032
2132016.05.30 03:59close710.010.759990.756820.78032-0.4510017.41
2142016.06.06 22:39buy720.010.785560.000000.00000
2152016.06.06 22:39modify720.010.785560.782060.80556
2162016.06.07 00:30close720.010.786250.782060.805560.8110018.23
2172016.06.10 23:18buy730.010.788470.000000.00000
2182016.06.10 23:18modify730.010.788470.784970.80847
2192016.06.13 00:25close730.010.789750.784970.808471.5310019.76
2202016.06.20 23:28sell740.010.771580.000000.00000
2212016.06.20 23:28modify740.010.771580.775080.75158
2222016.06.20 23:28close740.010.770540.775080.751581.2610021.02
2232016.06.20 23:48sell750.010.770970.000000.00000
2242016.06.20 23:48modify750.010.770970.774470.75097
2252016.06.20 23:54close750.010.769630.774470.750971.6210022.64
2262016.06.21 00:06sell760.010.770970.000000.00000
2272016.06.21 00:06modify760.010.770970.774470.75097
2282016.06.21 01:00close760.010.769960.774470.750971.2210023.86
2292016.06.21 22:43sell770.010.768700.000000.00000
2302016.06.21 22:43modify770.010.768700.772200.74870
2312016.06.21 23:57close770.010.767500.772200.748701.4510025.31
2322016.06.22 00:25buy780.010.766230.000000.00000
2332016.06.22 00:25modify780.010.766230.762730.78623
2342016.06.22 01:01close780.010.767230.762730.786231.2010026.51
2352016.06.23 22:36buy790.010.765290.000000.00000
2362016.06.23 22:36modify790.010.765290.761790.78529
2372016.06.23 23:46close790.010.766470.761790.785291.4210027.93
2382016.06.27 22:59buy800.010.833740.000000.00000
2392016.06.27 22:59modify800.010.833740.830240.85374
2402016.06.28 00:45close800.010.834300.830240.853740.6410028.58
2412016.06.28 22:28sell810.010.829510.000000.00000
2422016.06.28 22:28modify810.010.829510.833010.80951
2432016.06.29 01:13close810.010.828920.833010.809510.7110029.28
2442016.06.30 22:50buy820.010.833990.000000.00000
2452016.06.30 22:50modify820.010.833990.830490.85399
2462016.07.01 00:30close820.010.835420.830490.853991.7110031.00
2472016.07.07 23:21buy830.010.856500.000000.00000
2482016.07.07 23:22modify830.010.856500.853000.87650
2492016.07.07 23:49close830.010.857350.853000.876501.0210032.02
2502016.07.15 23:10buy840.010.837030.000000.00000
2512016.07.15 23:10modify840.010.837030.833530.85703
2522016.07.15 23:23close840.010.837960.833530.857031.1210033.14
2532016.07.15 23:54buy850.010.835990.000000.00000
2542016.07.15 23:54modify850.010.835990.832490.85599
2552016.07.18 00:25close850.010.837030.832490.855991.2310034.37
2562016.07.18 22:42sell860.010.835390.000000.00000
2572016.07.18 22:42modify860.010.835390.838890.81539
2582016.07.19 01:04close860.010.835470.838890.81539-0.1210034.25
2592016.07.21 23:43buy870.010.833470.000000.00000
2602016.07.21 23:43modify870.010.833470.829970.85347
2612016.07.22 01:06close870.010.834270.829970.853470.9310035.19
2622016.07.28 23:31buy880.010.840840.000000.00000
2632016.07.28 23:31modify880.010.840840.837340.86084
2642016.07.29 01:03close880.010.841620.837340.860840.9210036.11
2652016.08.01 22:58sell890.010.847300.000000.00000
2662016.08.01 22:58modify890.010.847300.850800.82730
2672016.08.02 01:15close890.010.846770.850800.827300.6310036.74
2682016.08.04 22:23buy900.010.847970.000000.00000
2692016.08.04 22:23modify900.010.847970.844470.86797
2702016.08.04 23:47close900.010.848720.844470.867970.9010037.64
2712016.08.05 23:49sell910.010.848600.000000.00000
2722016.08.05 23:49modify910.010.848600.852100.82860
2732016.08.08 00:26close910.010.848160.852100.828600.5210038.16
2742016.08.09 23:52sell920.010.855190.000000.00000
2752016.08.09 23:52modify920.010.855190.858690.83519
2762016.08.10 01:17close920.010.854770.858690.835190.5010038.65
2772016.08.12 22:04buy930.010.863770.000000.00000
2782016.08.12 22:04modify930.010.863770.860270.88377
2792016.08.12 23:31close930.010.864610.860270.883771.0110039.66
2802016.09.09 23:58sell940.010.846600.000000.00000
2812016.09.09 23:58modify940.010.846600.850100.82660
2822016.09.12 02:49close940.010.846870.850100.82660-0.3510039.31
2832016.09.21 00:09buy950.010.858410.000000.00000
2842016.09.21 00:09modify950.010.858410.854910.87841
2852016.09.21 01:59close950.010.858780.854910.878410.4310039.74
2862016.09.29 23:02sell960.010.865340.000000.00000
2872016.09.29 23:02modify960.010.865340.868840.84534
2882016.09.30 00:59close960.010.865240.868840.845340.1010039.84
2892016.10.04 00:02sell970.010.873470.000000.00000
2902016.10.04 00:02modify970.010.873470.876970.85347
2912016.10.04 01:08close970.010.872660.876970.853470.9710040.81
2922016.10.07 23:56sell980.010.901480.000000.00000
2932016.10.07 23:56modify980.010.901480.904980.88148
2942016.10.10 00:37close980.010.899900.904980.881481.9110042.72
2952016.10.13 23:29sell990.010.902990.000000.00000
2962016.10.13 23:29modify990.010.902990.906490.88299
2972016.10.13 23:51close990.010.901980.906490.882991.2110043.93
2982016.10.14 23:20buy1000.010.900320.000000.00000
2992016.10.14 23:20modify1000.010.900320.896820.92032
3002016.10.17 00:25close1000.010.901900.896820.920321.8910045.82
3012016.10.21 22:39sell1010.010.890180.000000.00000
3022016.10.21 22:39modify1010.010.890180.893680.87018
3032016.10.24 03:03close1010.010.890250.893680.87018-0.1010045.72
3042016.10.24 23:22buy1020.010.888930.000000.00000
3052016.10.24 23:22modify1020.010.888930.885430.90893
3062016.10.25 01:00close1020.010.889810.885430.908931.0310046.76
3072016.10.25 22:27buy1030.010.892670.000000.00000
3082016.10.25 22:27modify1030.010.892670.889170.91267
3092016.10.25 22:47close1030.010.893790.889170.912671.3610048.12