Strategy Tester Report
Generic_A-TLP_v.12.39.14_RUS_opt
Tickmill-Live (Build 1280)

SymbolGBPCHF (British Pound vs Swiss Franc)
Period30 Minutes (M30) 2011.01.03 00:00 - 2020.10.14 08:30 (2011.01.01 - 2020.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_1="<==== Basic settings ====>"; SetName="GBPCHF M30 Generic 12.39.14 v3.3"; ForbidTradeIfSetNameWarning=true; TimeFrame=30; every_tick=true; MagicNumber=4004; AllowLong=true; AllowShort=true; Slippage=2; S_11="<==== Money Management ====>"; Lots=0.01; VirtualDepoForAutoRisk=0; VirtualDepoPercent=0; VirtualDepoStartDate=1970.01.01 00:00; Auto_Risk=0; MM_Depo=0; LotMultAfterProfit=0; LotMultAfterLoss=0; LotMult_SizeLoss=0; Max_Lots=0; Max_Auto_Risk=0; CloseAtDrawdown=0; CloseAtDrawdownPercent=0; MaxAmountCurrency=0; MaxAmountCurrencyPair=0; MaxAmount_SkipManualTrades=true; S_12="<==== General settings ====>"; CheckSpreadOnSellOpen=true; CheckSpreadOnBuyClose=false; Max_Spread=5; Max_Spread_On_Close=5; MaxSpreadOnClose_Profit=24; Stop_Loss=30; Take_Profit=23; TP_perc=40; min_TP=25; VirtualSLTP=false; DisableSLAtRollover=false; MaxDailyRange=45; MDRFromHiLo=false; MDR_Toward=1000; MDR_Toward_FromHiLo=false; CheckMDRAfter0=false; SkipMDRAfter0OnMondays=false; Hedging=true; MinPauseBetweenOrders=10; S_3_1="<==== Dynamic SL ====>"; Min_SL=0; ATR_P=0; Coof_ATR=2; Trail_ATR=false; S_8="<==== Close Deal Settings ====>"; TotalOrders=3; OrdersDistance=10; MinPause=1600; MaxConsecutiveOrders=1; OpenAfterTradeHours=false; DoNotCheckAfterFirst=true; CheckBBChannel=false; CloseSimultaneously=true; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=8; BB_Deviation=2; Entry_Break=1; Min_Volatility=2; Max_Volatility=1000; BB_Shift=1; OnlyBid=true; S_21_1="ATR Filter"; ATR_Timeframe=60; ATR_Period=0; Max_ATR_Pips=20; S_22="Настройки CCI"; TimeFrame_CCI=15; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=0; barcount=8; maxcandle2=0; barcount2=8; S_24="При паузе = 0 - выкл."; pause=60; sizeloss=7; S_4="<==== Enter Settings ====>"; Trail_Start=0; Trail_Size=5; Trail_Step=0.1; Trail_Minutes=0; Trail_From_BE_Line=true; rollover_trall_end=true; BE_Start=0; BE_Dist=1; BE_Minutes=0; BE_After_Hour=-1; BE_After_Min=0; S_3="<==== SL, TP, BE, TRAL ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=80; Time_Profit_Pips=18; FixMondayTimeBug=false; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-12; Exit_Profit_Pips=8; ExitChannelTP=false; DisableFilter2=false; S_33="При MA_period = 0 - выкл."; TimeFrameMA=1; MA_type=0; MA_period=60; Reverse_Profit=20; S_35="При PartialClose_Percent = 0 - выкл."; PartialClose_Percent=0; Part_Profit_Pips=0; Part_Distance=-10; Part_AllowCloseFull=false; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; CCI_Profit_Pips=20; S_36="При HardExit_Minutes = 0 и HardExit_TimeHour = -1 - выкл."; HardExit_Minutes=0; HardExit_TimeHour=6; HardExit_TimeMin=0; HardExit_Profit=-100; S_5="<==== Enter Settings. Bollinger Bands ====>"; GMT_Offset=2; DST=true; TradeAllDaysInTheSameTime=false; SkipDay=0; S_51="<== MONDAY / ALL DAYS ==>"; MONDAY_Enabled=false; MONDAY_Start_Trade_Hour=23; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=1; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Enabled=false; TUESDAY_Start_Trade_Hour=0; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=1; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=false; WEDNESDAY_Start_Trade_Hour=0; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=1; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=false; THURSDAY_Start_Trade_Hour=0; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=1; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Enabled=true; FRIDAY_Start_Trade_Hour=23; FRIDAY_Start_Trade_Minute=15; FRIDAY_End_Trade_Hour=0; FRIDAY_End_Trade_Minute=0; S_6="<==== Enter Settings. CCI ====>"; OpenOrdersInRollover=false; CloseOrdersInRollover=true; rollover_start="23:59"; rollover_end="00:02"; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; UseNewsFilter=true; CloseTimeBeforeNews=5; News_CloseProfit=-100; TimeBeforeNews=120; TimeAfterNews=120; Vhigh=true; Vmedium=false; Vlow=false; NewsSymb=""; highc=Red; mediumc=Lime; lowc=Blue; Cat0News=true;
Bars in test122027Ticks modelled225988573Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit106.46Gross profit207.11Gross loss-100.65
Profit factor2.06Expected payoff0.60
Absolute drawdown6.77Maximal drawdown11.47 (0.11%)Relative drawdown0.11% (11.47)
Total trades176Short positions (won %)81 (74.07%)Long positions (won %)95 (80.00%)
Profit trades (% of total)136 (77.27%)Loss trades (% of total)40 (22.73%)
Largestprofit trade8.72loss trade-6.17
Averageprofit trade1.52loss trade-2.52
Maximumconsecutive wins (profit in money)12 (23.33)consecutive losses (loss in money)2 (-9.24)
Maximalconsecutive profit (count of wins)23.33 (12)consecutive loss (count of losses)-9.24 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.14 23:15buy10.011.529070.000000.00000
22011.01.14 23:15modify10.011.529071.526071.53157
32011.01.17 00:00s/l10.011.525811.526071.53157-3.599996.41
42011.02.18 23:32buy20.011.535040.000000.00000
52011.02.18 23:32modify20.011.535041.532041.53754
62011.02.21 00:30close20.011.535901.532041.537540.909997.32
72011.02.25 23:19sell30.011.496200.000000.00000
82011.02.25 23:19modify30.011.496201.499201.49370
92011.02.28 00:30close30.011.494661.499201.493701.589998.90
102011.03.18 23:54buy40.011.461010.000000.00000
112011.03.18 23:54modify40.011.461011.458011.46351
122011.03.21 00:56close40.011.462881.458011.463512.0010000.90
132011.05.20 23:26buy50.011.425570.000000.00000
142011.05.20 23:26modify50.011.425571.422571.42807
152011.05.23 04:06s/l50.011.422571.422571.42807-3.319997.60
162011.06.10 23:40sell60.011.369180.000000.00000
172011.06.10 23:40modify60.011.369181.372181.36668
182011.06.13 01:39close60.011.368241.372181.366680.929998.52
192011.07.08 23:55sell70.011.343520.000000.00000
202011.07.08 23:55modify70.011.343521.346521.34102
212011.07.11 00:14t/p70.011.340831.346521.341022.8310001.35
222011.07.22 23:15sell80.011.334680.000000.00000
232011.07.22 23:15modify80.011.334681.337681.33218
242011.07.25 00:00t/p80.011.326591.337681.332188.7210010.07
252011.09.30 23:21buy90.011.413470.000000.00000
262011.09.30 23:21modify90.011.413471.410471.41597
272011.09.30 23:45close90.011.414391.410471.415970.9610011.03
282011.11.11 23:57buy100.011.445740.000000.00000
292011.11.11 23:57modify100.011.445741.442741.44824
302011.11.14 01:34close100.011.447651.442741.448242.0410013.08
312011.12.02 23:41sell110.011.437660.000000.00000
322011.12.02 23:42modify110.011.437661.440661.43516
332011.12.02 23:54close110.011.436801.440661.435160.8910013.97
342011.12.02 23:55sell120.011.437710.000000.00000
352011.12.02 23:55modify120.011.437711.440711.43521
362011.12.05 00:10close120.011.436971.440711.435210.7110014.68
372011.12.16 23:47sell130.011.455390.000000.00000
382011.12.16 23:47modify130.011.455391.458391.45289
392011.12.19 00:24close130.011.453621.458391.452891.8310016.51
402012.02.10 23:49sell140.011.444900.000000.00000
412012.02.10 23:49modify140.011.444901.447901.44240
422012.02.13 00:01close140.011.444141.447901.442400.7310017.24
432012.02.17 23:58sell150.011.455570.000000.00000
442012.02.17 23:58modify150.011.455571.458571.45307
452012.02.20 00:01close150.011.453661.458571.453071.9910019.23
462012.03.09 23:24buy160.011.440650.000000.00000
472012.03.09 23:24modify160.011.440651.437651.44315
482012.03.12 00:24close160.011.441471.437651.443150.8610020.10
492012.03.16 23:43buy170.011.449120.000000.00000
502012.03.16 23:43modify170.011.449121.446121.45162
512012.03.16 23:46close170.011.449921.446121.451620.8310020.93
522012.03.23 23:30buy180.011.441330.000000.00000
532012.03.23 23:30modify180.011.441331.438331.44383
542012.03.26 06:00close180.011.441311.438331.44383-0.0710020.86
552012.03.30 23:30sell190.011.444220.000000.00000
562012.03.30 23:30modify190.011.444221.447221.44172
572012.04.02 01:00close190.011.443551.447221.441720.6310021.49
582012.04.13 23:15buy200.011.457650.000000.00000
592012.04.13 23:15modify200.011.457651.454651.46015
602012.04.16 00:04close200.011.458541.454651.460150.9310022.43
612012.04.20 23:36sell210.011.466900.000000.00000
622012.04.20 23:37modify210.011.466901.469901.46440
632012.04.20 23:59close210.011.466131.469901.464400.8010023.23
642012.04.27 23:56sell220.011.475200.000000.00000
652012.04.27 23:56modify220.011.475201.478201.47270
662012.04.30 06:00close220.011.477551.478201.47270-2.6610020.57
672012.05.25 23:35sell230.011.503080.000000.00000
682012.05.25 23:35modify230.011.503081.506081.50058
692012.05.28 00:00close230.011.500691.506081.500582.5110023.08
702012.06.29 23:42sell240.011.490290.000000.00000
712012.06.29 23:42modify240.011.490291.493291.48779
722012.07.02 00:00t/p240.011.487451.493291.487793.0010026.08
732012.07.06 23:24buy250.011.512990.000000.00000
742012.07.06 23:24modify250.011.512991.509991.51549
752012.07.09 00:00t/p250.011.515771.509991.515492.9910029.08
762012.08.17 23:15buy260.011.528390.000000.00000
772012.08.17 23:15modify260.011.528391.525391.53089
782012.08.20 06:00close260.011.527811.525391.53089-0.6710028.41
792012.08.24 23:15sell270.011.517110.000000.00000
802012.08.24 23:15modify270.011.517111.520111.51461
812012.08.27 06:00close270.011.517431.520111.51461-0.4510027.96
822012.08.31 23:15buy280.011.515390.000000.00000
832012.08.31 23:15modify280.011.515391.512391.51789
842012.09.03 00:00close280.011.516621.512391.517891.3010029.26
852012.09.28 23:36sell290.011.518680.000000.00000
862012.09.28 23:36modify290.011.518681.521681.51618
872012.10.01 06:00close290.011.520301.521681.51618-1.8710027.40
882012.10.12 23:21sell300.011.500910.000000.00000
892012.10.12 23:21modify300.011.500911.503911.49841
902012.10.12 23:33close300.011.500091.503911.498410.8510028.25
912012.10.12 23:33buy310.011.499750.000000.00000
922012.10.12 23:33modify310.011.499751.496751.50225
932012.10.12 23:39close310.011.500641.496751.502250.9310029.18
942012.10.12 23:47buy320.011.499760.000000.00000
952012.10.12 23:47modify320.011.499761.496761.50226
962012.10.15 01:11close320.011.500311.496761.502260.5510029.73
972012.10.19 23:15buy330.011.485500.000000.00000
982012.10.19 23:15modify330.011.485501.482501.48800
992012.10.22 00:01close330.011.486321.482501.488000.8510030.58
1002012.10.26 23:23buy340.011.504780.000000.00000
1012012.10.26 23:23modify340.011.504781.501781.50728
1022012.10.29 00:04close340.011.506591.501781.507281.9310032.52
1032012.11.16 23:37buy350.011.502300.000000.00000
1042012.11.16 23:37modify350.011.502301.499301.50480
1052012.11.19 03:46close350.011.503101.499301.504800.8310033.35
1062012.11.30 23:35sell360.011.486220.000000.00000
1072012.11.30 23:35modify360.011.486221.489221.48372
1082012.11.30 23:45close360.011.485391.489221.483720.8610034.21
1092013.01.11 23:15sell370.011.472730.000000.00000
1102013.01.11 23:15modify370.011.472731.475731.47023
1112013.01.14 06:00close370.011.474601.475731.47023-2.1310032.08
1122013.01.25 23:34buy380.011.463450.000000.00000
1132013.01.25 23:34modify380.011.463451.460451.46595
1142013.01.28 01:21close380.011.464761.460451.465951.3910033.48
1152013.02.22 23:32buy390.011.417190.000000.00000
1162013.02.22 23:32modify390.011.417191.414191.41969
1172013.02.22 23:32s/l390.011.414131.414191.41969-3.3810030.10
1182013.03.01 23:30sell400.011.418100.000000.00000
1192013.03.01 23:30modify400.011.418101.421101.41560
1202013.03.04 00:03close400.011.417231.421101.415600.8510030.95
1212013.03.22 23:21buy410.011.432800.000000.00000
1222013.03.22 23:21modify410.011.432801.429801.43530
1232013.03.25 00:01t/p410.011.436461.429801.435303.9610034.91
1242013.04.05 23:15sell420.011.432320.000000.00000
1252013.04.05 23:15modify420.011.432321.435321.42982
1262013.04.08 01:00close420.011.431631.435321.429820.6510035.56
1272013.04.19 23:15sell430.011.422910.000000.00000
1282013.04.19 23:15modify430.011.422911.425911.42041
1292013.04.22 00:00t/p430.011.419881.425911.420413.2010038.77
1302013.05.17 23:15buy440.011.474600.000000.00000
1312013.05.17 23:15modify440.011.474601.471601.47710
1322013.05.17 23:38close440.011.475911.471601.477101.3910040.16
1332013.05.24 23:58sell450.011.453670.000000.00000
1342013.05.24 23:58modify450.011.453671.456671.45117
1352013.05.27 00:04s/l450.011.456771.456671.45117-3.4810036.68
1362013.05.31 23:15buy460.011.451510.000000.00000
1372013.05.31 23:15modify460.011.451511.448511.45401
1382013.06.03 00:02close460.011.453311.448511.454011.9210038.60
1392013.06.28 23:15sell470.011.437470.000000.00000
1402013.06.28 23:15modify470.011.437471.440471.43497
1412013.06.28 23:21close470.011.436641.440471.434970.8710039.47
1422013.07.05 23:23sell480.011.436620.000000.00000
1432013.07.05 23:23modify480.011.436621.439621.43412
1442013.07.05 23:56close480.011.435661.439621.434121.0110040.48
1452013.07.19 23:15sell490.011.437230.000000.00000
1462013.07.19 23:15modify490.011.437231.440231.43473
1472013.07.22 01:32close490.011.436391.440231.434730.8210041.30
1482013.08.16 23:25buy500.011.447230.000000.00000
1492013.08.16 23:25modify500.011.447231.444231.44973
1502013.08.19 01:03close500.011.448081.444231.449730.8910042.20
1512013.10.04 23:15buy510.011.452560.000000.00000
1522013.10.04 23:15modify510.011.452561.449561.45506
1532013.10.07 06:00close510.011.450291.449561.45506-2.5110039.69
1542013.10.18 23:23buy520.011.457690.000000.00000
1552013.10.18 23:23modify520.011.457691.454691.46019
1562013.10.21 00:00close520.011.458581.454691.460190.9310040.62
1572013.10.25 23:56buy530.011.443220.000000.00000
1582013.10.25 23:56modify530.011.443221.440221.44572
1592013.10.28 01:33close530.011.444031.440221.445720.8410041.47
1602013.11.15 23:24buy540.011.474010.000000.00000
1612013.11.15 23:24modify540.011.474011.471011.47651
1622013.11.15 23:30sell550.011.474640.000000.00000
1632013.11.15 23:30modify550.011.474641.477641.47214
1642013.11.18 01:01close540.011.474931.471011.476510.9610042.43
1652013.11.18 06:00close550.011.474961.477641.47214-0.4510041.98
1662013.11.22 23:38sell560.011.472060.000000.00000
1672013.11.22 23:38modify560.011.472061.475061.46956
1682013.11.22 23:59close560.011.471181.475061.469560.9210042.90
1692013.11.29 23:38buy570.011.482190.000000.00000
1702013.11.29 23:38modify570.011.482191.479191.48469
1712013.11.29 23:43close570.011.483061.479191.484690.9110043.81
1722013.12.06 23:27sell580.011.459880.000000.00000
1732013.12.06 23:28modify580.011.459881.462881.45738
1742013.12.06 23:48close580.011.458871.462881.457381.0610044.87
1752013.12.13 23:47buy590.011.449770.000000.00000
1762013.12.13 23:47modify590.011.449771.446771.45227
1772013.12.16 00:02close590.011.450981.446771.452271.2810046.16
1782014.01.17 23:46buy600.011.494850.000000.00000
1792014.01.17 23:46modify600.011.494851.491851.49735
1802014.01.20 01:07close600.011.495831.491851.497351.0310047.19
1812014.03.14 23:34sell610.011.452170.000000.00000
1822014.03.14 23:34modify610.011.452171.455171.44967
1832014.03.17 03:27close610.011.451361.455171.449670.7910047.98
1842014.03.21 23:38buy620.011.455270.000000.00000
1852014.03.21 23:38modify620.011.455271.452271.45777
1862014.03.21 23:57close620.011.456101.452271.457770.8610048.84
1872014.03.21 23:58sell630.011.456210.000000.00000
1882014.03.21 23:58modify630.011.456211.459211.45371
1892014.03.24 00:00t/p630.011.452341.459211.453714.1210052.96
1902014.03.28 23:49buy640.011.475420.000000.00000
1912014.03.28 23:49modify640.011.475421.472421.47792
1922014.03.31 01:00close640.011.476121.472421.477920.7310053.70
1932014.04.04 23:24sell650.011.479010.000000.00000
1942014.04.04 23:24modify650.011.479011.482011.47651
1952014.04.04 23:40close650.011.478191.482011.476510.8610054.56
1962014.04.04 23:52buy660.011.477970.000000.00000
1972014.04.04 23:52modify660.011.477971.474971.48047
1982014.04.04 23:58close660.011.478351.474971.480470.3810054.94
1992014.04.11 23:29sell670.011.466480.000000.00000
2002014.04.11 23:29modify670.011.466481.469481.46398
2012014.04.14 06:00close670.011.466891.469481.46398-0.5510054.39
2022014.04.18 23:15sell680.011.483570.000000.00000
2032014.04.18 23:16modify680.011.483571.486571.48107
2042014.04.21 02:59close680.011.482711.486571.481070.8410055.23
2052014.04.25 23:15sell690.011.481230.000000.00000
2062014.04.25 23:15modify690.011.481231.484231.47873
2072014.04.28 00:23close690.011.479871.484231.478731.3910056.62
2082014.05.09 23:43buy700.011.493550.000000.00000
2092014.05.09 23:43modify700.011.493551.490551.49605
2102014.05.12 01:07close700.011.494391.490551.496050.8810057.51
2112014.05.23 23:27sell710.011.507510.000000.00000
2122014.05.23 23:27modify710.011.507511.510511.50501
2132014.05.26 06:00close710.011.508821.510511.50501-1.5310055.98
2142014.06.13 23:48buy720.011.526890.000000.00000
2152014.06.13 23:49modify720.011.526891.523891.52939
2162014.06.16 00:06close720.011.527681.523891.529390.8210056.80
2172014.06.20 23:36buy730.011.522800.000000.00000
2182014.06.20 23:36modify730.011.522801.519801.52530
2192014.06.23 00:22close730.011.523611.519801.525300.8410057.65
2202014.07.04 23:37buy740.011.534420.000000.00000
2212014.07.04 23:37modify740.011.534421.531421.53692
2222014.07.07 00:00close740.011.535301.531421.536920.9210058.57
2232014.07.11 23:51sell750.011.527360.000000.00000
2242014.07.11 23:51modify750.011.527361.530361.52486
2252014.07.11 23:59close750.011.525701.530361.524861.7710060.34
2262014.08.22 23:53buy760.011.514450.000000.00000
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4232018.12.31 06:00close1410.011.249451.246131.251630.3110092.57
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5142020.07.17 23:55sell1720.011.179640.000000.00000
5152020.07.17 23:55modify1720.011.179641.182641.17714
5162020.07.20 00:18s/l1720.011.182971.182641.17714-3.7310108.57
5172020.07.24 23:44buy1730.011.178910.000000.00000
5182020.07.24 23:44modify1730.011.178911.175911.18141
5192020.07.27 00:30s/l1730.011.175181.175911.18141-4.1010104.48
5202020.07.31 23:15buy1740.011.195330.000000.00000
5212020.07.31 23:15modify1740.011.195331.192331.19783
5222020.08.03 02:32close1740.011.196141.192331.197830.8410105.32
5232020.08.07 23:55buy1750.011.191390.000000.00000
5242020.08.07 23:55modify1750.011.191391.188391.19389
5252020.08.10 00:57close1750.011.191581.188391.193890.1610105.48
5262020.08.14 23:55buy1760.011.190100.000000.00000
5272020.08.14 23:55modify1760.011.190101.187101.19260
5282020.08.17 00:59close1760.011.191031.187101.192600.9710106.46