Strategy Tester Report
Generic_A-TLP_v_12_39_15_RUS
Tickmill-Live (Build 1280)

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2011.01.03 00:00 - 2020.11.12 11:45 (2011.01.01 - 2020.12.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_1="<==== Basic settings ====>"; SetName="Gen Break EURUSD M15 OstapBender v1.0"; ForbidTradeIfSetNameWarning=true; TimeFrame=15; every_tick=true; MagicNumber=6062; 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=29; Take_Profit=17; TP_perc=20; min_TP=29; VirtualSLTP=false; DisableSLAtRollover=false; MaxDailyRange=155; 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=12; 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=240; Time_Profit_Pips=28; FixMondayTimeBug=false; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-13; Exit_Profit_Pips=3; ExitChannelTP=false; DisableFilter2=false; S_33="При MA_period = 0 - выкл."; TimeFrameMA=1; MA_type=0; MA_period=20; Reverse_Profit=10; 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=4; HardExit_TimeMin=0; HardExit_Profit=-100; S_5="<==== Enter Settings. Bollinger Bands ====>"; GMT_Offset=2; DSTMode=2; 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=45; 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;
Bars in test246105Ticks modelled214150629Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit99.61Gross profit145.19Gross loss-45.58
Profit factor3.19Expected payoff0.64
Absolute drawdown3.99Maximal drawdown17.55 (0.18%)Relative drawdown0.18% (17.55)
Total trades155Short positions (won %)84 (95.24%)Long positions (won %)71 (83.10%)
Profit trades (% of total)139 (89.68%)Loss trades (% of total)16 (10.32%)
Largestprofit trade16.42loss trade-12.57
Averageprofit trade1.04loss trade-2.85
Maximumconsecutive wins (profit in money)25 (19.35)consecutive losses (loss in money)2 (-15.60)
Maximalconsecutive profit (count of wins)24.90 (15)consecutive loss (count of losses)-15.60 (2)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.07 23:55buy10.011.290980.000000.00000
22011.01.07 23:55modify10.011.290981.288081.29388
32011.01.10 00:00s/l10.011.287451.288081.29388-3.629996.38
42011.01.14 23:52sell20.011.338690.000000.00000
52011.01.14 23:52modify20.011.338691.341591.33579
62011.01.17 00:32close20.011.337021.341591.335791.639998.01
72011.03.25 23:54sell30.011.408770.000000.00000
82011.03.25 23:54modify30.011.408771.411671.40587
92011.03.28 00:00t/p30.011.404261.411671.405874.4710002.48
102011.04.22 23:49sell40.011.455300.000000.00000
112011.04.22 23:49modify40.011.455301.458201.45240
122011.04.25 02:44s/l40.011.458231.458201.45240-2.979999.51
132011.07.22 23:45buy50.011.435580.000000.00000
142011.07.22 23:45modify50.011.435581.432681.43848
152011.07.25 00:00close50.011.438431.432681.438482.7610002.27
162011.07.29 23:54sell60.011.439260.000000.00000
172011.07.29 23:54modify60.011.439261.442161.43636
182011.08.01 00:10close60.011.437611.442161.436361.6110003.88
192011.08.19 23:47sell70.011.439920.000000.00000
202011.08.19 23:47modify70.011.439921.442821.43702
212011.08.19 23:59close70.011.439561.442821.437020.3210004.20
222011.09.02 23:47sell80.011.420050.000000.00000
232011.09.02 23:47modify80.011.420051.422951.41715
242011.09.05 00:00t/p80.011.416001.422951.417154.0110008.22
252011.09.16 23:54sell90.011.379670.000000.00000
262011.09.16 23:54modify90.011.379671.382571.37677
272011.09.19 00:00t/p90.011.369251.382571.3767710.3810018.60
282011.10.28 23:56buy100.011.415230.000000.00000
292011.10.28 23:57modify100.011.415231.412331.41813
302011.10.31 01:01close100.011.415491.412331.418130.1710018.77
312011.11.25 23:45sell110.011.324130.000000.00000
322011.11.25 23:45modify110.011.324131.327031.32123
332011.11.25 23:46close110.011.323621.327031.321230.4710019.24
342011.12.02 23:51buy120.011.339620.000000.00000
352011.12.02 23:51modify120.011.339621.336721.34252
362011.12.02 23:54close120.011.339881.336721.342520.2210019.46
372011.12.02 23:57buy130.011.339800.000000.00000
382011.12.02 23:57modify130.011.339801.336901.34270
392011.12.05 00:00close130.011.342161.336901.342702.2710021.72
402011.12.09 23:45sell140.011.338000.000000.00000
412011.12.09 23:45modify140.011.338001.340901.33510
422011.12.12 00:16close140.011.337711.340901.335100.2510021.98
432012.02.10 23:45sell150.011.318870.000000.00000
442012.02.10 23:45modify150.011.318871.321771.31597
452012.02.13 00:23s/l150.011.321841.321771.31597-3.0110018.97
462012.02.17 23:54buy160.011.314710.000000.00000
472012.02.17 23:54modify160.011.314711.311811.31761
482012.02.20 00:00t/p160.011.317941.311811.317613.1410022.11
492012.02.24 23:47buy170.011.344970.000000.00000
502012.02.24 23:47modify170.011.344971.342071.34787
512012.02.27 00:00close170.011.346111.342071.347871.0510023.15
522012.03.09 23:53sell180.011.312120.000000.00000
532012.03.09 23:53modify180.011.312121.315021.30922
542012.03.12 00:00close180.011.310341.315021.309221.7410024.90
552012.03.16 23:53sell190.011.317670.000000.00000
562012.03.16 23:53modify190.011.317671.320571.31477
572012.03.19 00:21close190.011.317371.320571.314770.2610025.16
582012.03.23 23:51sell200.011.327090.000000.00000
592012.03.23 23:51modify200.011.327091.329991.32419
602012.03.23 23:54close200.011.326781.329991.324190.2710025.43
612012.04.20 23:45sell210.011.322210.000000.00000
622012.04.20 23:45modify210.011.322211.325111.31931
632012.04.20 23:55close210.011.321871.325111.319310.3010025.73
642012.05.11 23:48buy220.011.291730.000000.00000
652012.05.11 23:48modify220.011.291731.288831.29463
662012.05.14 00:30s/l220.011.288791.288831.29463-3.0310022.70
672012.06.08 23:56sell230.011.251770.000000.00000
682012.06.08 23:56modify230.011.251771.254671.24887
692012.06.11 00:00s/l230.011.264301.254671.24887-12.5710010.13
702012.06.22 23:50sell240.011.256920.000000.00000
712012.06.22 23:50modify240.011.256921.259821.25402
722012.06.22 23:52close240.011.256621.259821.254020.2610010.39
732012.06.22 23:55sell250.011.256920.000000.00000
742012.06.22 23:55modify250.011.256921.259821.25402
752012.06.25 00:00close250.011.254721.259821.254022.1610012.55
762012.07.13 23:48sell260.011.224640.000000.00000
772012.07.13 23:48modify260.011.224641.227541.22174
782012.07.16 03:05close260.011.224371.227541.221740.2310012.78
792012.08.10 23:52buy270.011.229250.000000.00000
802012.08.10 23:52modify270.011.229251.226351.23215
812012.08.13 04:00close270.011.226911.226351.23215-2.4310010.35
822012.08.17 23:57sell280.011.233330.000000.00000
832012.08.17 23:57modify280.011.233331.236231.23043
842012.08.20 02:33close280.011.233041.236231.230430.2510010.60
852012.10.19 23:52sell290.011.302620.000000.00000
862012.10.19 23:52modify290.011.302621.305521.29972
872012.10.19 23:57close290.011.302301.305521.299720.2810010.88
882012.10.26 23:51sell300.011.294250.000000.00000
892012.10.26 23:51modify300.011.294251.297151.29135
902012.10.26 23:52close300.011.293991.297151.291350.2210011.10
912012.11.30 23:45buy310.011.298960.000000.00000
922012.11.30 23:45modify310.011.298961.296061.30186
932012.12.03 00:31close310.011.299661.296061.301860.6110011.71
942012.12.21 23:58sell320.011.318710.000000.00000
952012.12.21 23:58modify320.011.318711.321611.31581
962012.12.24 00:00close320.011.317421.321611.315811.2510012.96
972013.01.25 23:54buy330.011.345360.000000.00000
982013.01.25 23:54modify330.011.345361.342461.34826
992013.01.25 23:58close330.011.345771.342461.348260.3710013.33
1002013.02.01 23:45buy340.011.364320.000000.00000
1012013.02.01 23:45modify340.011.364321.361421.36722
1022013.02.04 00:38close340.011.365561.361421.367221.1510014.48
1032013.02.08 23:47sell350.011.336920.000000.00000
1042013.02.08 23:47modify350.011.336921.339821.33402
1052013.02.08 23:52close350.011.336621.339821.334020.2610014.74
1062013.02.22 23:50sell360.011.319030.000000.00000
1072013.02.22 23:50modify360.011.319031.321931.31613
1082013.02.22 23:52close360.011.318691.321931.316130.3010015.04
1092013.03.15 23:53sell370.011.307330.000000.00000
1102013.03.15 23:53modify370.011.307331.310231.30443
1112013.03.18 00:00t/p370.011.290871.310231.3044316.4210031.46
1122013.04.05 23:55buy380.011.300170.000000.00000
1132013.04.05 23:55modify380.011.300171.297271.30307
1142013.04.08 00:00s/l380.011.297241.297271.30307-3.0210028.44
1152013.04.12 23:47sell390.011.311600.000000.00000
1162013.04.12 23:47modify390.011.311601.314501.30870
1172013.04.15 01:24close390.011.310011.314501.308701.5510029.99
1182013.06.07 23:56buy400.011.321670.000000.00000
1192013.06.07 23:56modify400.011.321671.318771.32457
1202013.06.07 23:59close400.011.321951.318771.324570.2410030.23
1212013.07.05 23:54sell410.011.283410.000000.00000
1222013.07.05 23:54modify410.011.283411.286311.28051
1232013.07.05 23:56close410.011.283121.286311.280510.2510030.48
1242013.08.23 23:57buy420.011.337700.000000.00000
1252013.08.23 23:57modify420.011.337701.334801.34060
1262013.08.23 23:59close420.011.338011.334801.340600.2710030.75
1272013.08.30 23:56sell430.011.322080.000000.00000
1282013.08.30 23:56modify430.011.322081.324981.31918
1292013.09.02 00:01close430.011.321661.324981.319180.3810031.13
1302013.11.22 23:45sell440.011.355580.000000.00000
1312013.11.22 23:45modify440.011.355581.358481.35268
1322013.11.25 00:00close440.011.354911.358481.352680.6310031.77
1332013.11.29 23:51sell450.011.359100.000000.00000
1342013.11.29 23:51modify450.011.359101.362001.35620
1352013.11.29 23:56close450.011.358771.362001.356200.2910032.06
1362013.11.29 23:57sell460.011.359040.000000.00000
1372013.11.29 23:57modify460.011.359041.361941.35614
1382013.12.02 00:07close460.011.358721.361941.356140.2810032.34
1392013.12.13 23:53sell470.011.374240.000000.00000
1402013.12.13 23:53modify470.011.374241.377141.37134
1412013.12.16 00:00close470.011.372971.377141.371341.2310033.57
1422014.01.17 23:45sell480.011.353770.000000.00000
1432014.01.17 23:46modify480.011.353771.356671.35087
1442014.01.20 00:04close480.011.353501.356671.350870.2310033.80
1452014.01.24 23:55sell490.011.368340.000000.00000
1462014.01.24 23:55modify490.011.368341.371241.36544
1472014.01.24 23:55close490.011.368061.371241.365440.2410034.04
1482014.02.28 23:52buy500.011.379850.000000.00000
1492014.02.28 23:52modify500.011.379851.376951.38275
1502014.03.03 00:00s/l500.011.375891.376951.38275-4.0510029.99
1512014.05.16 23:55buy510.011.369480.000000.00000
1522014.05.16 23:55modify510.011.369481.366581.37238
1532014.05.19 00:29close510.011.369781.366581.372380.2110030.20
1542014.06.13 23:55sell520.011.354200.000000.00000
1552014.06.13 23:55modify520.011.354201.357101.35130
1562014.06.13 23:56close520.011.353911.357101.351300.2510030.45
1572014.08.08 23:47sell530.011.341620.000000.00000
1582014.08.08 23:47modify530.011.341621.344521.33872
1592014.08.08 23:53close530.011.341341.344521.338720.2410030.69
1602014.08.29 23:57buy540.011.313530.000000.00000
1612014.08.29 23:57modify540.011.313531.310631.31643
1622014.09.01 04:00close540.011.312741.310631.31643-0.8810029.81
1632014.09.12 23:55sell550.011.295550.000000.00000
1642014.09.12 23:55modify550.011.295551.298451.29265
1652014.09.15 03:20close550.011.295261.298451.292650.2510030.06
1662014.09.19 23:58buy560.011.282990.000000.00000
1672014.09.19 23:58modify560.011.282991.280091.28589
1682014.09.22 00:00close560.011.283281.280091.285890.2010030.26
1692014.10.10 23:58sell570.011.262660.000000.00000
1702014.10.10 23:58modify570.011.262661.265561.25976
1712014.10.13 00:09close570.011.262401.265561.259760.2210030.48
1722014.10.31 23:57buy580.011.252450.000000.00000
1732014.10.31 23:57modify580.011.252451.249551.25535
1742014.11.03 02:41s/l580.011.249501.249551.25535-3.0410027.44
1752014.11.28 23:55sell590.011.244930.000000.00000
1762014.11.28 23:55modify590.011.244931.247831.24203
1772014.12.01 00:35close590.011.244651.247831.242030.2410027.68
1782014.12.12 23:58sell600.011.246030.000000.00000
1792014.12.12 23:58modify600.011.246031.248931.24313
1802014.12.15 01:51close600.011.245711.248931.243130.2810027.96
1812015.01.09 23:51buy610.011.183370.000000.00000
1822015.01.09 23:51modify610.011.183371.180471.18627
1832015.01.09 23:55close610.011.183661.180471.186270.2510028.21
1842015.03.27 23:45buy620.011.088640.000000.00000
1852015.03.27 23:45modify620.011.088641.085741.09154
1862015.03.30 01:19close620.011.089191.085741.091540.4610028.67
1872015.04.24 23:58sell630.011.087250.000000.00000
1882015.04.24 23:58modify630.011.087251.090151.08435
1892015.04.27 00:00close630.011.086741.090151.084350.4710029.14
1902015.05.29 23:50sell640.011.099190.000000.00000
1912015.05.29 23:50modify640.011.099191.102091.09629
1922015.06.01 00:00close640.011.098191.102091.096290.9610030.10
1932015.07.03 23:45buy650.011.109240.000000.00000
1942015.07.03 23:45modify650.011.109241.106341.11214
1952015.07.03 23:48close650.011.109781.106341.112140.5010030.60
1962015.07.03 23:49sell660.011.110720.000000.00000
1972015.07.03 23:49modify660.011.110721.113621.10782
1982015.07.03 23:54close660.011.110431.113621.107820.2510030.85
1992015.07.03 23:56sell670.011.110770.000000.00000
2002015.07.03 23:56modify670.011.110771.113671.10787
2012015.07.06 00:00t/p670.011.099721.113671.1078711.0110041.86
2022015.07.10 23:54sell680.011.115440.000000.00000
2032015.07.10 23:54modify680.011.115441.118341.11254
2042015.07.13 00:00t/p680.011.109761.118341.112545.6410047.51
2052015.07.17 23:45buy690.011.083060.000000.00000
2062015.07.17 23:45modify690.011.083061.080161.08596
2072015.07.20 01:09close690.011.083991.080161.085960.8410048.34
2082015.08.21 23:45sell700.011.138500.000000.00000
2092015.08.21 23:45modify700.011.138501.141401.13560
2102015.08.24 02:33close700.011.138241.141401.135600.2210048.57
2112015.10.23 23:56sell710.011.101660.000000.00000
2122015.10.23 23:56modify710.011.101661.104561.09876
2132015.10.26 00:00close710.011.100551.104561.098761.0710049.64
2142015.11.13 23:47sell720.011.076130.000000.00000
2152015.11.13 23:47modify720.011.076131.079031.07323
2162015.11.16 00:02close720.011.073661.079031.073232.4310052.07
2172015.11.20 23:50buy730.011.064160.000000.00000
2182015.11.20 23:50modify730.011.064161.061261.06706
2192015.11.20 23:55close730.011.064471.061261.067060.2710052.34
2202015.11.27 23:55buy740.011.059320.000000.00000
2212015.11.27 23:55modify740.011.059321.056421.06222
2222015.11.30 04:00close740.011.057931.056421.06222-1.4810050.86
2232015.12.04 23:58sell750.011.087890.000000.00000
2242015.12.04 23:58modify750.011.087891.090791.08499
2252015.12.07 00:00close750.011.087421.090791.084990.4310051.29
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