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

SymbolGBPCHF (British Pound vs Swiss Franc)
Period30 Minutes (M30) 2011.01.05 02:00 - 2020.12.18 18:00 (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 GBPCHF M30 v3.3 Stas"; 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; MultLot=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; 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=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"; 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 test121927Ticks modelled225894635Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit120.22Gross profit216.11Gross loss-95.89
Profit factor2.25Expected payoff0.70
Absolute drawdown7.13Maximal drawdown14.43 (0.14%)Relative drawdown0.14% (14.43)
Total trades172Short positions (won %)79 (78.48%)Long positions (won %)93 (78.49%)
Profit trades (% of total)135 (78.49%)Loss trades (% of total)37 (21.51%)
Largestprofit trade8.98loss trade-6.46
Averageprofit trade1.60loss trade-2.59
Maximumconsecutive wins (profit in money)15 (18.05)consecutive losses (loss in money)2 (-9.71)
Maximalconsecutive profit (count of wins)23.16 (12)consecutive loss (count of losses)-9.71 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.14 23:15buy10.011.529110.000000.00000
22011.01.14 23:15modify10.011.529111.526111.53161
32011.01.17 00:00s/l10.011.525771.526111.53161-3.819996.19
42011.02.18 23:32buy20.011.535060.000000.00000
52011.02.18 23:32modify20.011.535061.532061.53756
62011.02.21 00:30close20.011.535901.532061.537560.919997.11
72011.02.25 23:19sell30.011.496160.000000.00000
82011.02.25 23:19modify30.011.496161.499161.49366
92011.02.28 00:30close30.011.494671.499161.493661.589998.69
102011.03.18 23:54buy40.011.461010.000000.00000
112011.03.18 23:54modify40.011.461011.458011.46351
122011.03.21 00:56close40.011.462941.458011.463512.1410000.83
132011.05.20 23:26buy50.011.425570.000000.00000
142011.05.20 23:26modify50.011.425571.422571.42807
152011.05.23 04:06s/l50.011.422551.422571.42807-3.459997.39
162011.06.10 23:40sell60.011.369140.000000.00000
172011.06.10 23:40modify60.011.369141.372141.36664
182011.06.13 01:39close60.011.368281.372141.366640.879998.26
192011.07.08 23:55sell70.011.343470.000000.00000
202011.07.08 23:55modify70.011.343471.346471.34097
212011.07.11 00:14t/p70.011.340881.346471.340972.8210001.08
222011.07.22 23:15sell80.011.334670.000000.00000
232011.07.22 23:15modify80.011.334671.337671.33217
242011.07.25 00:00t/p80.011.326631.337671.332178.9810010.06
252011.09.30 23:21buy90.011.413490.000000.00000
262011.09.30 23:21modify90.011.413491.410491.41599
272011.09.30 23:45close90.011.414381.410491.415990.9610011.02
282011.11.11 23:57buy100.011.446830.000000.00000
292011.11.11 23:57modify100.011.446831.443831.44933
302011.11.14 04:41close100.011.447671.443831.449330.9110011.94
312011.12.02 23:41sell110.011.437750.000000.00000
322011.12.02 23:41modify110.011.437751.440751.43525
332011.12.02 23:54close110.011.436541.440751.435251.3310013.27
342011.12.02 23:55sell120.011.437660.000000.00000
352011.12.02 23:55modify120.011.437661.440661.43516
362011.12.05 00:10close120.011.436741.440661.435160.9410014.21
372011.12.16 23:47sell130.011.455340.000000.00000
382011.12.16 23:47modify130.011.455341.458341.45284
392011.12.19 00:24close130.011.453631.458341.452841.8310016.04
402012.02.10 23:49sell140.011.444750.000000.00000
412012.02.10 23:49modify140.011.444751.447751.44225
422012.02.13 00:01close140.011.443941.447751.442250.8210016.86
432012.02.17 23:58sell150.011.455530.000000.00000
442012.02.17 23:58modify150.011.455531.458531.45303
452012.02.20 00:01close150.011.453661.458531.453032.0110018.87
462012.03.09 23:24buy160.011.440670.000000.00000
472012.03.09 23:24modify160.011.440671.437671.44317
482012.03.12 00:24close160.011.441421.437671.443170.8010019.68
492012.03.16 23:43buy170.011.449140.000000.00000
502012.03.16 23:43modify170.011.449141.446141.45164
512012.03.16 23:47close170.011.449941.446141.451640.8710020.55
522012.03.23 23:30buy180.011.441340.000000.00000
532012.03.23 23:30modify180.011.441341.438341.44384
542012.03.26 06:00close180.011.441301.438341.44384-0.0810020.47
552012.03.30 23:30sell190.011.444340.000000.00000
562012.03.30 23:30modify190.011.444341.447341.44184
572012.04.02 00:31close190.011.443461.447341.441840.8910021.36
582012.04.13 23:15buy200.011.457690.000000.00000
592012.04.13 23:15modify200.011.457691.454691.46019
602012.04.16 00:04close200.011.458501.454691.460190.8810022.25
612012.04.20 23:36sell210.011.466890.000000.00000
622012.04.20 23:37modify210.011.466891.469891.46439
632012.04.20 23:59close210.011.465791.469891.464391.2110023.46
642012.04.27 23:56sell220.011.475290.000000.00000
652012.04.27 23:56modify220.011.475291.478291.47279
662012.04.27 23:59close220.011.474501.478291.472790.8510024.31
672012.05.25 23:35sell230.011.503070.000000.00000
682012.05.25 23:35modify230.011.503071.506071.50057
692012.05.28 00:00close230.011.500631.506071.500572.6610026.97
702012.06.29 23:42sell240.011.490330.000000.00000
712012.06.29 23:42modify240.011.490331.493331.48783
722012.07.02 00:00t/p240.011.487431.493331.487833.1810030.15
732012.07.06 23:24buy250.011.513020.000000.00000
742012.07.06 23:24modify250.011.513021.510021.51552
752012.07.09 00:00t/p250.011.515771.510021.515523.0610033.21
762012.08.17 23:15buy260.011.528410.000000.00000
772012.08.17 23:15modify260.011.528411.525411.53091
782012.08.20 06:00close260.011.527761.525411.53091-0.7710032.45
792012.08.24 23:15sell270.011.517130.000000.00000
802012.08.24 23:15modify270.011.517131.520131.51463
812012.08.27 06:00close270.011.517431.520131.51463-0.4410032.01
822012.08.31 23:15buy280.011.515400.000000.00000
832012.08.31 23:15modify280.011.515401.512401.51790
842012.09.03 00:00close280.011.516621.512401.517901.3310033.34
852012.09.28 23:36sell290.011.518670.000000.00000
862012.09.28 23:36modify290.011.518671.521671.51617
872012.10.01 06:00close290.011.520381.521671.51617-2.0310031.32
882012.10.12 23:21sell300.011.500910.000000.00000
892012.10.12 23:21modify300.011.500911.503911.49841
902012.10.12 23:33close300.011.500131.503911.498410.8410032.16
912012.10.12 23:33buy310.011.499800.000000.00000
922012.10.12 23:33modify310.011.499801.496801.50230
932012.10.12 23:39close310.011.500631.496801.502300.9010033.06
942012.10.12 23:47buy320.011.499790.000000.00000
952012.10.12 23:47modify320.011.499791.496791.50229
962012.10.15 01:11close320.011.500571.496791.502290.8410033.90
972012.10.19 23:15buy330.011.485480.000000.00000
982012.10.19 23:15modify330.011.485481.482481.48798
992012.10.22 00:01close330.011.486281.482481.487980.8610034.76
1002012.10.26 23:23buy340.011.504820.000000.00000
1012012.10.26 23:23modify340.011.504821.501821.50732
1022012.10.29 00:04close340.011.506021.501821.507321.3210036.09
1032012.11.16 23:37buy350.011.502310.000000.00000
1042012.11.16 23:37modify350.011.502311.499311.50481
1052012.11.19 03:49close350.011.503121.499311.504810.8710036.96
1062012.11.30 23:35sell360.011.486200.000000.00000
1072012.11.30 23:35modify360.011.486201.489201.48370
1082012.11.30 23:45close360.011.485421.489201.483700.8410037.80
1092013.01.11 23:15sell370.011.472700.000000.00000
1102013.01.11 23:15modify370.011.472701.475701.47020
1112013.01.14 06:00close370.011.474621.475701.47020-2.2710035.54
1122013.01.25 23:34buy380.011.463450.000000.00000
1132013.01.25 23:34modify380.011.463451.460451.46595
1142013.01.28 01:21close380.011.464451.460451.465951.0910036.63
1152013.02.22 23:32buy390.011.417210.000000.00000
1162013.02.22 23:32modify390.011.417211.414211.41971
1172013.02.22 23:32s/l390.011.414201.414211.41971-3.4410033.19
1182013.03.01 23:30sell400.011.418080.000000.00000
1192013.03.01 23:30modify400.011.418081.421081.41558
1202013.03.04 00:03close400.011.417311.421081.415580.7710033.96
1212013.03.22 23:21buy410.011.432800.000000.00000
1222013.03.22 23:21modify410.011.432801.429801.43530
1232013.03.25 00:01t/p410.011.436521.429801.435304.1610038.13
1242013.04.05 23:15sell420.011.432300.000000.00000
1252013.04.05 23:15modify420.011.432301.435301.42980
1262013.04.08 01:00close420.011.431541.435301.429800.7610038.89
1272013.04.19 23:15sell430.011.422950.000000.00000
1282013.04.19 23:15modify430.011.422951.425951.42045
1292013.04.22 00:00t/p430.011.419901.425951.420453.3410042.23
1302013.05.17 23:15buy440.011.474620.000000.00000
1312013.05.17 23:15modify440.011.474621.471621.47712
1322013.05.17 23:38close440.011.475881.471621.477121.3910043.62
1332013.05.24 23:58sell450.011.454580.000000.00000
1342013.05.24 23:58modify450.011.454581.457581.45208
1352013.05.27 06:00close450.011.455551.457581.45208-1.2010042.42
1362013.05.31 23:15buy460.011.451540.000000.00000
1372013.05.31 23:15modify460.011.451541.448541.45404
1382013.06.03 00:06close460.011.453571.448541.454042.2610044.68
1392013.06.28 23:15sell470.011.437470.000000.00000
1402013.06.28 23:15modify470.011.437471.440471.43497
1412013.06.28 23:21close470.011.436691.440471.434970.8410045.52
1422013.07.05 23:23sell480.011.436570.000000.00000
1432013.07.05 23:23modify480.011.436571.439571.43407
1442013.07.05 23:56close480.011.435321.439571.434071.3710046.89
1452013.07.19 23:15sell490.011.437180.000000.00000
1462013.07.19 23:15modify490.011.437181.440181.43468
1472013.07.22 01:39close490.011.436371.440181.434680.8210047.71
1482013.08.16 23:25buy500.011.447250.000000.00000
1492013.08.16 23:25modify500.011.447251.444251.44975
1502013.08.19 01:03close500.011.448081.444251.449750.8910048.61
1512013.10.04 23:15buy510.011.452590.000000.00000
1522013.10.04 23:15modify510.011.452591.449591.45509
1532013.10.07 06:00close510.011.450251.449591.45509-2.6810045.93
1542013.10.18 23:23buy520.011.457690.000000.00000
1552013.10.18 23:23modify520.011.457691.454691.46019
1562013.10.21 00:00close520.011.458541.454691.460190.9210046.86
1572013.10.25 23:56buy530.011.443230.000000.00000
1582013.10.25 23:56modify530.011.443231.440231.44573
1592013.10.28 03:03close530.011.444001.440231.445730.8310047.69
1602013.11.15 23:24buy540.011.474070.000000.00000
1612013.11.15 23:24modify540.011.474071.471071.47657
1622013.11.15 23:30sell550.011.474700.000000.00000
1632013.11.15 23:30modify550.011.474701.477701.47220
1642013.11.18 01:01close540.011.474871.471071.476570.8610048.56
1652013.11.18 05:39close550.011.473871.477701.472200.8410049.40
1662013.11.22 23:38sell560.011.472150.000000.00000
1672013.11.22 23:38modify560.011.472151.475151.46965
1682013.11.22 23:59close560.011.471181.475151.469651.0610050.46
1692013.11.29 23:38buy570.011.482280.000000.00000
1702013.11.29 23:38modify570.011.482281.479281.48478
1712013.11.29 23:43close570.011.483191.479281.484780.9910051.45
1722013.12.06 23:27sell580.011.459860.000000.00000
1732013.12.06 23:28modify580.011.459861.462861.45736
1742013.12.06 23:48close580.011.458871.462861.457361.0710052.52
1752013.12.13 23:47buy590.011.449880.000000.00000
1762013.12.13 23:47modify590.011.449881.446881.45238
1772013.12.16 00:02close590.011.450971.446881.452381.1910053.71
1782014.01.17 23:46buy600.011.494750.000000.00000
1792014.01.17 23:46modify600.011.494751.491751.49725
1802014.01.20 01:07close600.011.495821.491751.497251.1610054.88
1812014.03.14 23:34sell610.011.452160.000000.00000
1822014.03.14 23:34modify610.011.452161.455161.44966
1832014.03.17 03:28close610.011.451341.455161.449660.8210055.70
1842014.03.21 23:38buy620.011.455290.000000.00000
1852014.03.21 23:38modify620.011.455291.452291.45779
1862014.03.21 23:57close620.011.456101.452291.457790.8710056.57
1872014.03.21 23:58sell630.011.456180.000000.00000
1882014.03.21 23:58modify630.011.456181.459181.45368
1892014.03.24 00:00t/p630.011.452061.459181.453684.5610061.13
1902014.03.28 23:49buy640.011.475430.000000.00000
1912014.03.28 23:49modify640.011.475431.472431.47793
1922014.03.31 01:17close640.011.476231.472431.477930.8610061.99
1932014.04.04 23:24sell650.011.478980.000000.00000
1942014.04.04 23:24modify650.011.478981.481981.47648
1952014.04.04 23:52close650.011.478101.481981.476480.9510062.94
1962014.04.04 23:52buy660.011.478000.000000.00000
1972014.04.04 23:52modify660.011.478001.475001.48050
1982014.04.07 00:05close660.011.478941.475001.480501.0310063.98
1992014.04.11 23:29sell670.011.466480.000000.00000
2002014.04.11 23:29modify670.011.466481.469481.46398
2012014.04.14 06:00close670.011.466931.469481.46398-0.6110063.37
2022014.04.18 23:15sell680.011.483560.000000.00000
2032014.04.18 23:16modify680.011.483561.486561.48106
2042014.04.21 02:59close680.011.482751.486561.481060.8210064.19
2052014.04.25 23:15sell690.011.481210.000000.00000
2062014.04.25 23:15modify690.011.481211.484211.47871
2072014.04.28 00:23close690.011.479911.484211.478711.3710065.56
2082014.05.09 23:43buy700.011.493570.000000.00000
2092014.05.09 23:43modify700.011.493571.490571.49607
2102014.05.12 01:07close700.011.494421.490571.496070.9210066.49
2112014.05.23 23:27sell710.011.507520.000000.00000
2122014.05.23 23:27modify710.011.507521.510521.50502
2132014.05.26 06:00close710.011.508821.510521.50502-1.5710064.92
2142014.06.13 23:48buy720.011.526910.000000.00000
2152014.06.13 23:49modify720.011.526911.523911.52941
2162014.06.16 00:06close720.011.527731.523911.529410.8910065.81
2172014.06.20 23:36buy730.011.522820.000000.00000
2182014.06.20 23:36modify730.011.522821.519821.52532
2192014.06.23 00:24close730.011.523641.519821.525320.8910066.71
2202014.07.04 23:37buy740.011.534430.000000.00000
2212014.07.04 23:37modify740.011.534431.531431.53693
2222014.07.07 00:00close740.011.535251.531431.536930.8910067.60
2232014.07.11 23:51sell750.011.527440.000000.00000
2242014.07.11 23:51modify750.011.527441.530441.52494
2252014.07.11 23:59close750.011.525401.530441.524942.2610069.86
2262014.08.22 23:53buy760.011.514490.000000.00000
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5142020.08.14 23:55buy1720.011.189960.000000.00000
5152020.08.14 23:55modify1720.011.189961.186961.19246
5162020.08.17 00:59close1720.011.191021.186961.192461.1610120.22