Strategy Tester Report
Generic_A-TLP_v.12.39.18_RUS
Tickmill-Live (Build 1280)

SymbolAUDNZD (Australian Dollar vs New Zealand Dollar)
Period30 Minutes (M30) 2011.01.05 02:00 - 2020.10.14 08:30 (2011.01.05 - 2020.12.23)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_1="<==== Basic settings ====>"; SetName="Gen Break AUDNZD M30 v1.1 OstapBender"; ForbidTradeIfSetNameWarning=true; TimeFrame=30; every_tick=true; MagicNumber=6067; 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=18; TP_perc=90; min_TP=24; VirtualSLTP=false; DisableSLAtRollover=false; MaxDailyRange=195; 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; MultLot=1; OpenAfterTradeHours=false; DoNotCheckAfterFirst=true; CheckBBChannel=false; CloseSimultaneously=true; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=11; 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=29; FixMondayTimeBug=false; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-10; Exit_Profit_Pips=4; ExitChannelTP=false; DisableFilter2=false; S_33="При MA_period = 0 - выкл."; TimeFrameMA=1; MA_type=0; MA_period=35; Reverse_Profit=16; 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=10; 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=0; 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"; LastTradeDayDecember=23; FirstTradeDayJanuary=5; 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;
Bars in test121988Ticks modelled188528829Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit64.76Gross profit163.41Gross loss-98.65
Profit factor1.66Expected payoff0.21
Absolute drawdown7.52Maximal drawdown9.83 (0.10%)Relative drawdown0.10% (9.83)
Total trades304Short positions (won %)142 (85.92%)Long positions (won %)162 (84.57%)
Profit trades (% of total)259 (85.20%)Loss trades (% of total)45 (14.80%)
Largestprofit trade4.21loss trade-4.17
Averageprofit trade0.63loss trade-2.19
Maximumconsecutive wins (profit in money)22 (10.64)consecutive losses (loss in money)3 (-7.11)
Maximalconsecutive profit (count of wins)13.49 (18)consecutive loss (count of losses)-7.11 (3)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.14 23:26sell10.011.290730.000000.00000
22011.01.14 23:26modify10.011.290731.293631.28660
32011.01.17 01:46close10.011.288561.293631.286601.4910001.49
42011.01.21 23:58buy20.011.303830.000000.00000
52011.01.21 23:58modify20.011.303831.300931.30722
62011.01.24 02:30s/l20.011.300861.300931.30722-2.189999.31
72011.01.28 23:24sell30.011.285740.000000.00000
82011.01.28 23:24modify30.011.285741.288641.28334
92011.01.28 23:42s/l30.011.288671.288641.28334-2.139997.18
102011.02.11 23:14sell40.011.318610.000000.00000
112011.02.11 23:14modify40.011.318611.321511.31621
122011.02.14 00:01s/l40.011.321591.321511.31621-2.189994.99
132011.02.18 23:00sell50.011.332320.000000.00000
142011.02.18 23:00modify50.011.332321.335221.32628
152011.02.21 00:03close50.011.329421.335221.326282.029997.01
162011.02.25 23:08sell60.011.355460.000000.00000
172011.02.25 23:08modify60.011.355461.358361.35081
182011.02.28 00:05close60.011.353021.358361.350811.699998.70
192011.03.04 23:14sell70.011.373560.000000.00000
202011.03.04 23:14modify70.011.373561.376461.37104
212011.03.07 00:00s/l70.011.376961.376461.37104-2.479996.23
222011.03.25 23:05sell80.011.361570.000000.00000
232011.03.25 23:05modify80.011.361571.364471.35770
242011.03.28 00:48s/l80.011.364731.364471.35770-2.319993.91
252011.04.08 23:47sell90.011.351490.000000.00000
262011.04.08 23:47modify90.011.351491.354391.34811
272011.04.11 00:00close90.011.348251.354391.348112.279996.18
282011.04.15 23:01buy100.011.321440.000000.00000
292011.04.15 23:02modify100.011.321441.318541.32533
302011.04.18 00:09s/l100.011.318441.318541.32533-2.209993.98
312011.05.13 23:10buy110.011.340970.000000.00000
322011.05.13 23:10modify110.011.340971.338071.34694
332011.05.13 23:42close110.011.345001.338071.346942.839996.81
342011.05.27 23:14sell120.011.310580.000000.00000
352011.05.27 23:14modify120.011.310581.313481.30818
362011.05.27 23:58t/p120.011.308151.313481.308181.699998.50
372011.06.24 23:06buy130.011.295460.000000.00000
382011.06.24 23:06modify130.011.295461.292561.29786
392011.06.24 23:25s/l130.011.292301.292561.29786-2.309996.20
402011.07.22 23:32sell140.011.256170.000000.00000
412011.07.22 23:32modify140.011.256171.259071.25377
422011.07.22 23:59t/p140.011.253801.259071.253771.659997.85
432011.09.09 23:00sell150.011.273380.000000.00000
442011.09.09 23:00modify150.011.273381.276281.27098
452011.09.09 23:01close150.011.272461.276281.270980.619998.46
462011.09.09 23:09sell160.011.273380.000000.00000
472011.09.09 23:09modify160.011.273381.276281.27098
482011.09.09 23:40close160.011.272101.276281.270980.879999.33
492011.09.09 23:52sell170.011.273640.000000.00000
502011.09.09 23:52modify170.011.273641.276541.27124
512011.09.09 23:59close170.011.272251.276541.271240.9510000.28
522011.09.16 23:08sell180.011.250480.000000.00000
532011.09.16 23:08modify180.011.250481.253381.24766
542011.09.19 00:00close180.011.248461.253381.247661.3910001.67
552011.10.21 23:06sell190.011.289230.000000.00000
562011.10.21 23:06modify190.011.289231.292131.28683
572011.10.21 23:52s/l190.011.292161.292131.28683-2.139999.54
582011.10.28 23:29buy200.011.301310.000000.00000
592011.10.28 23:29modify200.011.301311.298411.30383
602011.10.28 23:43close200.011.302671.298411.303830.9310000.47
612011.10.28 23:53sell210.011.303720.000000.00000
622011.10.28 23:54modify210.011.303721.306621.30132
632011.10.28 23:59close210.011.302371.306621.301320.9310001.40
642011.11.18 23:04buy220.011.322570.000000.00000
652011.11.18 23:04modify220.011.322571.319671.32546
662011.11.21 00:01s/l220.011.319591.319671.32546-2.199999.21
672011.11.25 23:52buy230.011.310620.000000.00000
682011.11.25 23:52modify230.011.310621.307721.31302
692011.11.25 23:52close230.011.312381.307721.313021.2210000.43
702011.12.02 23:02buy240.011.312670.000000.00000
712011.12.02 23:02modify240.011.312671.309771.31627
722011.12.02 23:31close240.011.315071.309771.316271.6710002.10
732011.12.09 23:02buy250.011.317060.000000.00000
742011.12.09 23:02modify250.011.317061.314161.31946
752011.12.12 00:28close250.011.318241.314161.319460.7810002.88
762011.12.16 23:17sell260.011.310230.000000.00000
772011.12.16 23:18modify260.011.310231.313131.30711
782011.12.19 00:03close260.011.307821.313131.307111.6610004.54
792011.12.23 23:16buy270.011.310390.000000.00000
802011.12.23 23:16modify270.011.310391.307491.31279
812011.12.26 00:00close270.011.311831.307491.312790.9710005.51
822012.01.13 23:00sell280.011.299770.000000.00000
832012.01.13 23:00modify280.011.299771.302671.29737
842012.01.13 23:06close280.011.299331.302671.297370.2710005.78
852012.01.13 23:11sell290.011.299820.000000.00000
862012.01.13 23:11modify290.011.299821.302721.29742
872012.01.13 23:19close290.011.299251.302721.297420.3710006.15
882012.01.13 23:27sell300.011.299820.000000.00000
892012.01.13 23:27modify300.011.299821.302721.29742
902012.01.16 00:00close300.011.298221.302721.297421.0910007.23
912012.01.27 23:41buy310.011.291410.000000.00000
922012.01.27 23:42modify310.011.291411.288511.29381
932012.01.27 23:43close310.011.292621.288511.293810.8210008.05
942012.01.27 23:54buy320.011.291450.000000.00000
952012.01.27 23:54modify320.011.291451.288551.29385
962012.01.27 23:56close320.011.292561.288551.293850.7610008.81
972012.01.27 23:58buy330.011.291340.000000.00000
982012.01.27 23:58modify330.011.291341.288441.29374
992012.01.30 01:03close330.011.292691.288441.293740.9010009.71
1002012.02.10 23:33sell340.011.290160.000000.00000
1012012.02.10 23:33modify340.011.290161.293061.28776
1022012.02.10 23:35close340.011.289131.293061.287760.7010010.41
1032012.02.10 23:35sell350.011.290190.000000.00000
1042012.02.10 23:35modify350.011.290191.293091.28779
1052012.02.13 01:10close350.011.288741.293091.287790.9910011.40
1062012.02.17 23:04sell360.011.285400.000000.00000
1072012.02.17 23:04modify360.011.285401.288301.28300
1082012.02.17 23:48s/l360.011.288321.288301.28300-2.1210009.28
1092012.03.23 23:08sell370.011.280160.000000.00000
1102012.03.23 23:08modify370.011.280161.283061.27776
1112012.03.26 00:35close370.011.279181.283061.277760.6510009.93
1122012.03.30 23:55sell380.011.265750.000000.00000
1132012.03.30 23:55modify380.011.265751.268651.26335
1142012.03.30 23:57close380.011.265201.268651.263350.3510010.28
1152012.04.06 23:44sell390.011.258860.000000.00000
1162012.04.06 23:44modify390.011.258861.261761.25646
1172012.04.06 23:59t/p390.011.254551.261761.256463.0410013.32
1182012.04.13 23:02sell400.011.259140.000000.00000
1192012.04.13 23:02modify400.011.259141.262041.25674
1202012.04.13 23:48close400.011.258691.262041.256740.2810013.60
1212012.04.13 23:58sell410.011.259140.000000.00000
1222012.04.13 23:58modify410.011.259141.262041.25674
1232012.04.16 00:43close410.011.258281.262041.256740.5610014.15
1242012.04.20 23:09buy420.011.268080.000000.00000
1252012.04.20 23:09modify420.011.268081.265181.27048
1262012.04.20 23:43close420.011.268731.265181.270480.4310014.58
1272012.05.04 23:15buy430.011.279720.000000.00000
1282012.05.04 23:15modify430.011.279721.276821.28281
1292012.05.07 03:09s/l430.011.276801.276821.28281-2.1510012.44
1302012.05.11 23:00sell440.011.279800.000000.00000
1312012.05.11 23:00modify440.011.279801.282701.27740
1322012.05.14 00:06s/l440.011.283201.282701.27740-2.4810009.95
1332012.05.18 23:09buy450.011.301330.000000.00000
1342012.05.18 23:09modify450.011.301331.298431.30478
1352012.05.21 00:00s/l450.011.297931.298431.30478-2.4810007.47
1362012.05.25 23:21sell460.011.294940.000000.00000
1372012.05.25 23:21modify460.011.294941.297841.29254
1382012.05.25 23:59close460.011.293041.297841.292541.3110008.78
1392012.06.01 23:15buy470.011.284680.000000.00000
1402012.06.01 23:15modify470.011.284681.281781.28708
1412012.06.01 23:22close470.011.285051.281781.287080.2310009.01
1422012.06.01 23:26buy480.011.284670.000000.00000
1432012.06.01 23:26modify480.011.284671.281771.28707
1442012.06.01 23:58close480.011.285921.281771.287070.8510009.86
1452012.06.08 23:32sell490.011.287500.000000.00000
1462012.06.08 23:32modify490.011.287501.290401.28510
1472012.06.08 23:59close490.011.286091.290401.285100.9710010.83
1482012.06.15 23:11sell500.011.277650.000000.00000
1492012.06.15 23:11modify500.011.277651.280551.27525
1502012.06.15 23:42s/l500.011.281391.280551.27525-2.7110008.12
1512012.06.22 23:06sell510.011.272960.000000.00000
1522012.06.22 23:06modify510.011.272961.275861.27056
1532012.06.22 23:07close510.011.272541.275861.270560.2610008.38
1542012.06.22 23:58sell520.011.273350.000000.00000
1552012.06.22 23:58modify520.011.273351.276251.27095
1562012.06.22 23:59close520.011.272121.276251.270950.8410009.22
1572012.06.29 23:00sell530.011.278420.000000.00000
1582012.06.29 23:00modify530.011.278421.281321.27500
1592012.07.02 00:00s/l530.011.281431.281321.27500-2.2010007.02
1602012.07.06 23:00sell540.011.280120.000000.00000
1612012.07.06 23:00modify540.011.280121.283021.27772
1622012.07.06 23:59close540.011.279111.283021.277720.6810007.70
1632012.07.13 23:40buy550.011.285290.000000.00000
1642012.07.13 23:40modify550.011.285291.282391.28769
1652012.07.13 23:52close550.011.285951.282391.287690.4310008.13
1662012.07.27 23:33sell560.011.295180.000000.00000
1672012.07.27 23:33modify560.011.295181.298081.29233
1682012.07.27 23:59t/p560.011.292101.298081.292332.1510010.28
1692012.08.03 23:05sell570.011.290060.000000.00000
1702012.08.03 23:05modify570.011.290061.292961.28766
1712012.08.06 10:00close570.011.291591.292961.28766-1.1410009.14
1722012.08.10 23:30buy580.011.300250.000000.00000
1732012.08.10 23:30modify580.011.300251.297351.30265
1742012.08.13 02:17close580.011.300671.297351.302650.2410009.38
1752012.08.17 23:02buy590.011.290790.000000.00000
1762012.08.17 23:02modify590.011.290791.287891.29319
1772012.08.17 23:24close590.011.291301.287891.293190.3310009.71
1782012.08.17 23:37buy600.011.290860.000000.00000
1792012.08.17 23:37modify600.011.290861.287961.29326
1802012.08.17 23:46close600.011.291391.287961.293260.3410010.05
1812012.08.17 23:58buy610.011.290480.000000.00000
1822012.08.17 23:58modify610.011.290481.287581.29288
1832012.08.20 00:01close610.011.290951.287581.292880.2810010.33
1842012.08.24 23:16buy620.011.282750.000000.00000
1852012.08.24 23:16modify620.011.282751.279851.28515
1862012.08.24 23:40close620.011.283181.279851.285150.2710010.60
1872012.08.24 23:40sell630.011.283350.000000.00000
1882012.08.24 23:40modify630.011.283351.286251.28095
1892012.08.24 23:52close630.011.282541.286251.280950.5410011.14
1902012.08.24 23:52buy640.011.282580.000000.00000
1912012.08.24 23:52modify640.011.282581.279681.28498
1922012.08.27 00:00close640.011.284081.279681.284981.0110012.15
1932012.08.31 23:16buy650.011.284910.000000.00000
1942012.08.31 23:16modify650.011.284911.282011.28731
1952012.08.31 23:36close650.011.286031.282011.287310.7610012.91
1962012.08.31 23:39sell660.011.287310.000000.00000
1972012.08.31 23:39modify660.011.287311.290211.28491
1982012.08.31 23:39close660.011.286071.290211.284910.8510013.76
1992012.09.07 23:45buy670.011.279450.000000.00000
2002012.09.07 23:45modify670.011.279451.276551.28185
2012012.09.10 00:00s/l670.011.276441.276551.28185-2.2110011.55
2022012.09.14 23:24buy680.011.271790.000000.00000
2032012.09.14 23:24modify680.011.271791.268891.27431
2042012.09.17 08:09close680.011.272171.268891.274310.2110011.76
2052012.10.05 23:11sell690.011.245770.000000.00000
2062012.10.05 23:11modify690.011.245771.248671.24050
2072012.10.08 00:01close690.011.242411.248671.240502.3510014.11
2082012.10.12 23:01sell700.011.252110.000000.00000
2092012.10.12 23:01modify700.011.252111.255011.24971
2102012.10.15 00:06s/l700.011.255451.255011.24971-2.4310011.67
2112012.10.19 23:18sell710.011.265970.000000.00000
2122012.10.19 23:18modify710.011.265971.268871.26357
2132012.10.19 23:28close710.011.265571.268871.263570.2410011.91
2142012.10.19 23:35sell720.011.266080.000000.00000
2152012.10.19 23:36modify720.011.266081.268981.26368
2162012.10.19 23:43close720.011.265641.268981.263680.2710012.18
2172012.10.19 23:52sell730.011.266240.000000.00000
2182012.10.19 23:52modify730.011.266241.269141.26384
2192012.10.19 23:54close730.011.265431.269141.263840.5410012.72
2202012.10.19 23:57sell740.011.266390.000000.00000
2212012.10.19 23:57modify740.011.266391.269291.26399
2222012.10.22 00:00close740.011.264821.269291.263991.0710013.79
2232012.10.26 23:44sell750.011.261100.000000.00000
2242012.10.26 23:44modify750.011.261101.264001.25870
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5212015.05.29 23:51modify1740.011.076041.073141.07844
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5232015.06.05 23:11sell1750.011.082920.000000.00000
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5312015.08.24 02:14close1770.011.096171.091641.096941.1110035.57
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5412015.10.16 23:41buy1810.011.067030.000000.00000
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5432015.10.19 02:32close1810.011.067431.064131.069430.2210039.54
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6432017.03.03 23:45sell2150.011.079060.000000.00000
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6612017.05.12 23:13buy2210.011.077380.000000.00000
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6732017.06.30 23:17sell2250.011.049400.000000.00000
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6912017.09.29 23:34buy2310.011.085200.000000.00000
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6932017.09.29 23:40close2310.011.085631.082301.087600.2710056.86
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7032017.11.10 23:56buy2350.011.104840.000000.00000
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7112017.11.24 23:46close2370.011.107231.110561.105260.2610055.12
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7212018.01.12 23:02sell2410.011.090580.000000.00000
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7232018.01.15 03:18close2410.011.090231.093481.088180.2010056.85
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7332018.02.09 23:52sell2450.011.077020.000000.00000
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7512018.05.11 23:57sell2510.011.083130.000000.00000
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7632018.06.15 23:53buy2550.011.072080.000000.00000
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