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

SymbolCADCHF (Canadian Dollar vs Swiss Franc)
Period15 Minutes (M15) 2011.01.05 02:00 - 2020.12.18 11:00 (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 CADCHF M15 v1.0 OstapBender"; ForbidTradeIfSetNameWarning=true; TimeFrame=15; 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=27; TP_perc=45; min_TP=6; VirtualSLTP=false; DisableSLAtRollover=false; MaxDailyRange=145; 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=16; BB_Deviation=1.3; 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=50; Time_Profit_Pips=18; FixMondayTimeBug=false; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-10; Exit_Profit_Pips=7; ExitChannelTP=false; DisableFilter2=false; S_33="При MA_period = 0 - выкл."; TimeFrameMA=1; MA_type=0; MA_period=41; Reverse_Profit=4; 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"; 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 test246339Ticks modelled150294004Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit18.16Gross profit87.49Gross loss-69.33
Profit factor1.26Expected payoff0.11
Absolute drawdown1.21Maximal drawdown14.61 (0.15%)Relative drawdown0.15% (14.61)
Total trades161Short positions (won %)64 (67.19%)Long positions (won %)97 (67.01%)
Profit trades (% of total)108 (67.08%)Loss trades (% of total)53 (32.92%)
Largestprofit trade9.65loss trade-7.45
Averageprofit trade0.81loss trade-1.31
Maximumconsecutive wins (profit in money)9 (4.88)consecutive losses (loss in money)3 (-5.54)
Maximalconsecutive profit (count of wins)10.52 (2)consecutive loss (count of losses)-7.45 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.10.28 23:57sell10.010.870410.000000.00000
22011.10.28 23:57modify10.010.870410.873310.86970
32011.10.31 00:32t/p10.010.869450.873310.869701.0010001.00
42011.12.02 23:54buy20.010.903780.000000.00000
52011.12.02 23:54modify20.010.903780.900880.90441
62011.12.05 00:00t/p20.010.905070.900880.904411.4210002.43
72012.05.18 23:52buy30.010.919970.000000.00000
82012.05.18 23:52modify30.010.919970.917070.92192
92012.05.21 02:00close30.010.920440.917070.921920.4910002.92
102012.10.19 23:45sell40.010.934940.000000.00000
112012.10.19 23:45modify40.010.934940.937840.93434
122012.10.19 23:59t/p40.010.934150.937840.934340.8510003.77
132013.01.25 23:55sell50.010.921340.000000.00000
142013.01.25 23:55modify50.010.921340.924240.92062
152013.01.28 01:46close50.010.920970.924240.920620.3410004.12
162013.04.26 23:45buy60.010.926620.000000.00000
172013.04.26 23:45modify60.010.926620.923720.92722
182013.04.29 03:06t/p60.010.927190.923720.927220.6010004.72
192013.05.03 23:45buy70.010.927740.000000.00000
202013.05.03 23:45modify70.010.927740.924840.92834
212013.05.06 04:00close70.010.927110.924840.92834-0.7610003.96
222013.06.14 23:54buy80.010.905110.000000.00000
232013.06.14 23:54modify80.010.905110.902210.90577
242013.06.17 01:00t/p80.010.905980.902210.905770.9410004.91
252013.07.05 23:45sell90.010.911690.000000.00000
262013.07.05 23:45modify90.010.911690.914590.91036
272013.07.08 04:00close90.010.912760.914590.91036-1.2910003.62
282013.08.23 23:52sell100.010.877490.000000.00000
292013.08.23 23:52modify100.010.877490.880390.87684
302013.08.26 00:02t/p100.010.876580.880390.876840.9510004.58
312013.12.06 23:46sell110.010.838550.000000.00000
322013.12.06 23:47modify110.010.838550.841450.83791
332013.12.09 00:06t/p110.010.837690.841450.837910.8910005.47
342013.12.20 23:45sell120.010.842290.000000.00000
352013.12.20 23:45modify120.010.842290.845190.84123
362013.12.23 01:21close120.010.841620.845190.841230.6810006.16
372014.03.21 23:45buy130.010.786620.000000.00000
382014.03.21 23:45modify130.010.786620.783720.78725
392014.03.24 04:00close130.010.785590.783720.78725-1.2110004.95
402014.04.25 23:45sell140.010.798860.000000.00000
412014.04.25 23:45modify140.010.798860.801760.79826
422014.04.28 00:03t/p140.010.798160.801760.798260.7110005.67
432014.05.09 23:45buy150.010.813500.000000.00000
442014.05.09 23:45modify150.010.813500.810600.81410
452014.05.12 03:44t/p150.010.814130.810600.814100.6710006.34
462014.05.23 23:53buy160.010.824000.000000.00000
472014.05.23 23:53modify160.010.824000.821100.82460
482014.05.26 04:00close160.010.824410.821100.824600.4210006.76
492014.06.20 23:45buy170.010.832270.000000.00000
502014.06.20 23:45modify170.010.832270.829370.83287
512014.06.23 03:01t/p170.010.832880.829370.832870.6510007.42
522014.06.27 23:45buy180.010.835240.000000.00000
532014.06.27 23:45modify180.010.835240.832340.83584
542014.06.30 04:00close180.010.835240.832340.83584-0.0410007.38
552014.07.11 23:57buy190.010.831200.000000.00000
562014.07.11 23:57modify190.010.831200.828300.83180
572014.07.14 02:48t/p190.010.831790.828300.831800.6210008.00
582014.08.01 23:48buy200.010.829680.000000.00000
592014.08.01 23:48modify200.010.829680.826780.83028
602014.08.04 04:00close200.010.829650.826780.83028-0.0710007.94
612014.08.15 23:45buy210.010.828600.000000.00000
622014.08.15 23:45modify210.010.828600.825700.82920
632014.08.18 00:00t/p210.010.829240.825700.829200.6810008.62
642014.08.22 23:53buy220.010.834920.000000.00000
652014.08.22 23:53modify220.010.834920.832020.83552
662014.08.25 00:00t/p220.010.836210.832020.835521.4110010.03
672014.08.29 23:47buy230.010.844480.000000.00000
682014.08.29 23:47modify230.010.844480.841580.84508
692014.09.01 02:12t/p230.010.845050.841580.845080.6010010.64
702014.09.12 23:56buy240.010.841850.000000.00000
712014.09.12 23:56modify240.010.841850.838950.84245
722014.09.15 04:00close240.010.841960.838950.842450.0910010.73
732014.09.19 23:54sell250.010.859040.000000.00000
742014.09.19 23:54modify250.010.859040.861940.85822
752014.09.22 00:00t/p250.010.858160.861940.858220.9210011.65
762014.10.03 23:50buy260.010.859500.000000.00000
772014.10.03 23:50modify260.010.859500.856600.86010
782014.10.03 23:59t/p260.010.860050.856600.860100.5810012.23
792014.10.10 23:45buy270.010.854080.000000.00000
802014.10.10 23:45modify270.010.854080.851180.85471
812014.10.13 00:00t/p270.010.855510.851180.854711.5810013.82
822014.10.24 23:45buy280.010.847400.000000.00000
832014.10.24 23:45modify280.010.847400.844500.84800
842014.10.27 04:00close280.010.846550.844500.84800-1.0010012.82
852014.10.31 23:45sell290.010.854200.000000.00000
862014.10.31 23:45modify290.010.854200.857100.85360
872014.11.03 02:45s/l290.010.857240.857100.85360-3.5110009.32
882014.11.07 23:48buy300.010.852560.000000.00000
892014.11.07 23:48modify300.010.852560.849660.85328
902014.11.10 04:00close300.010.851670.849660.85328-1.0410008.28
912014.11.21 23:47buy310.010.863000.000000.00000
922014.11.21 23:47modify310.010.863000.860100.86360
932014.11.24 00:00t/p310.010.865430.860100.863602.7110010.99
942014.11.28 23:45sell320.010.845500.000000.00000
952014.11.28 23:45modify320.010.845500.848400.84490
962014.12.01 02:12t/p320.010.844910.848400.844900.5910011.59
972015.04.24 23:45buy330.010.783170.000000.00000
982015.04.24 23:45modify330.010.783170.780270.78377
992015.04.27 03:37t/p330.010.783740.780270.783770.6010012.19
1002015.10.16 23:45sell340.010.738570.000000.00000
1012015.10.16 23:45modify340.010.738570.741470.73727
1022015.10.19 02:22close340.010.738030.741470.737270.5310012.73
1032015.11.13 23:45buy350.010.755770.000000.00000
1042015.11.13 23:45modify350.010.755770.752870.75637
1052015.11.16 01:14t/p350.010.756350.752870.756370.6210013.35
1062015.11.20 23:45buy360.010.763020.000000.00000
1072015.11.20 23:45modify360.010.763020.760120.76379
1082015.11.23 00:00t/p360.010.763970.760120.763791.0410014.39
1092015.12.11 23:45buy370.010.714850.000000.00000
1102015.12.11 23:45modify370.010.714850.711950.71545
1112015.12.11 23:59s/l370.010.711150.711950.71545-4.2310010.16
1122016.02.05 23:45buy380.010.713260.000000.00000
1132016.02.05 23:45modify380.010.713260.710360.71395
1142016.02.08 00:35t/p380.010.714050.710360.713950.8610011.03
1152016.04.15 23:47sell390.010.754560.000000.00000
1162016.04.15 23:47modify390.010.754560.757460.75356
1172016.04.18 00:00t/p390.010.745960.757460.753569.6510020.68
1182016.05.20 23:45sell400.010.755270.000000.00000
1192016.05.20 23:45modify400.010.755270.758170.75467
1202016.05.23 04:00close400.010.755830.758170.75467-0.7110019.98
1212016.05.27 23:46sell410.010.763420.000000.00000
1222016.05.27 23:46modify410.010.763420.766320.76282
1232016.05.27 23:59s/l410.010.766620.766320.76282-3.6610016.32
1242016.07.29 23:55buy420.010.742170.000000.00000
1252016.07.29 23:55modify420.010.742170.739270.74277
1262016.07.29 23:57t/p420.010.742800.739270.742770.6710016.99
1272016.09.09 23:45buy430.010.748480.000000.00000
1282016.09.09 23:45modify430.010.748480.745580.74908
1292016.09.12 04:00close430.010.746060.745580.74908-2.7710014.22
1302016.12.09 23:46buy440.010.772490.000000.00000
1312016.12.09 23:46modify440.010.772490.769590.77309
1322016.12.12 00:01t/p440.010.773670.769590.773091.3010015.52
1332017.01.20 23:46buy450.010.752330.000000.00000
1342017.01.20 23:46modify450.010.752330.749430.75302
1352017.01.23 04:00close450.010.751800.749430.75302-0.6410014.89
1362017.01.27 23:45buy460.010.760080.000000.00000
1372017.01.27 23:45modify460.010.760080.757180.76068
1382017.01.30 04:00close460.010.758990.757180.76068-1.2710013.62
1392017.02.03 23:45buy470.010.761750.000000.00000
1402017.02.03 23:45modify470.010.761750.758850.76236
1412017.02.06 04:00close470.010.761870.758850.762360.0910013.71
1422017.02.24 23:45sell480.010.769280.000000.00000
1432017.02.24 23:45modify480.010.769280.772180.76868
1442017.02.27 02:15t/p480.010.768690.772180.768680.5910014.31
1452017.03.10 23:45sell490.010.750460.000000.00000
1462017.03.10 23:45modify490.010.750460.753360.74986
1472017.03.13 03:03t/p490.010.749900.753360.749860.5510014.86
1482017.04.07 23:47sell500.010.752510.000000.00000
1492017.04.07 23:47modify500.010.752510.755410.75191
1502017.04.10 04:00close500.010.752990.755410.75191-0.6210014.25
1512017.05.05 23:45sell510.010.723740.000000.00000
1522017.05.05 23:45modify510.010.723740.726640.72245
1532017.05.08 04:00close510.010.725040.726640.72245-1.5510012.70
1542017.05.12 23:49buy520.010.730180.000000.00000
1552017.05.12 23:49modify520.010.730180.727280.73078
1562017.05.15 04:00close520.010.730100.727280.73078-0.1310012.58
1572017.05.26 23:45sell530.010.724810.000000.00000
1582017.05.26 23:45modify530.010.724810.727710.72421
1592017.05.29 04:00close530.010.724690.727710.724210.0610012.64
1602017.06.02 23:45buy540.010.713100.000000.00000
1612017.06.02 23:45modify540.010.713100.710200.71408
1622017.06.05 00:36close540.010.713790.710200.714080.7410013.38
1632017.06.16 23:45sell550.010.737040.000000.00000
1642017.06.16 23:45modify550.010.737040.739940.73644
1652017.06.19 02:31t/p550.010.736440.739940.736440.6010013.99
1662017.06.23 23:50buy560.010.730680.000000.00000
1672017.06.23 23:51modify560.010.730680.727780.73128
1682017.06.26 04:00close560.010.731010.727780.731280.3310014.32
1692017.07.14 23:45buy570.010.761630.000000.00000
1702017.07.14 23:45modify570.010.761630.758730.76223
1712017.07.17 03:22t/p570.010.762180.758730.762230.5910014.92
1722017.07.21 23:45sell580.010.754360.000000.00000
1732017.07.21 23:45modify580.010.754360.757260.75376
1742017.07.24 01:00close580.010.753860.757260.753760.4810015.40
1752017.08.11 23:47sell590.010.758490.000000.00000
1762017.08.11 23:47modify590.010.758490.761390.75789
1772017.08.14 04:00close590.010.759890.761390.75789-1.6710013.74
1782017.08.18 23:56buy600.010.767050.000000.00000
1792017.08.18 23:56modify600.010.767050.764150.76775
1802017.08.21 00:41t/p600.010.767750.764150.767750.7510014.49
1812017.09.01 23:50buy610.010.778710.000000.00000
1822017.09.01 23:51modify610.010.778710.775810.77931
1832017.09.04 00:02s/l610.010.772160.775810.77931-7.4510007.04
1842017.09.08 23:45buy620.010.777160.000000.00000
1852017.09.08 23:45modify620.010.777160.774260.77824
1862017.09.11 00:07t/p620.010.778210.774260.778241.1510008.20
1872017.09.15 23:56buy630.010.786930.000000.00000
1882017.09.15 23:56modify630.010.786930.784030.78753
1892017.09.18 00:45t/p630.010.787500.784030.787530.6010008.80
1902017.09.29 23:49buy640.010.775770.000000.00000
1912017.09.29 23:49modify640.010.775770.772870.77637
1922017.10.02 00:46t/p640.010.776340.772870.776370.6110009.41
1932017.10.06 23:46buy650.010.779920.000000.00000
1942017.10.06 23:46modify650.010.779920.777020.78052
1952017.10.09 04:00close650.010.780050.777020.780520.1110009.53
1962017.10.13 23:45sell660.010.781180.000000.00000
1972017.10.13 23:45modify660.010.781180.784080.78058
1982017.10.16 04:00close660.010.781350.784080.78058-0.2710009.26
1992017.10.20 23:45buy670.010.779880.000000.00000
2002017.10.20 23:45modify670.010.779880.776980.78048
2012017.10.23 04:00close670.010.779450.776980.78048-0.5310008.73
2022017.10.27 23:56sell680.010.778040.000000.00000
2032017.10.27 23:56modify680.010.778040.780940.77734
2042017.10.30 04:00close680.010.778240.780940.77734-0.3010008.44
2052017.11.03 23:47buy690.010.783840.000000.00000
2062017.11.03 23:47modify690.010.783840.780940.78444
2072017.11.06 03:03t/p690.010.784420.780940.784440.6110009.05
2082017.12.08 23:48sell700.010.771940.000000.00000
2092017.12.08 23:48modify700.010.771940.774840.77134
2102017.12.11 04:00close700.010.772030.774840.77134-0.1810008.88
2112018.01.05 23:45buy710.010.785540.000000.00000
2122018.01.05 23:45modify710.010.785540.782640.78614
2132018.01.08 01:29t/p710.010.786150.782640.786140.6510009.53
2142018.01.26 23:54buy720.010.757670.000000.00000
2152018.01.26 23:54modify720.010.757670.754770.75843
2162018.01.29 02:12close720.010.758340.754770.758430.7110010.25
2172018.02.02 23:45buy730.010.749800.000000.00000
2182018.02.02 23:45modify730.010.749800.746900.75088
2192018.02.05 04:00close730.010.749790.746900.75088-0.0510010.20
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