Strategy Tester Report
Generic A-TLP v.12.38_RUS
Pepperstone-Demo01 (Build 1010)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2014.12.16 21:45 - 2016.11.18 21:45 (2015.01.01 - 2016.11.20)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_1="<==== General settings ====>"; SetName="Generic A-TLP v12.38 optimization set"; every_tick=true; MagicNumber=1234321; Slippage=5; Lots=0.1; Auto_Risk=0; MM_Depo=0; MaxAmountCurrencyMult=0; CheckSpreadOnSellOpen=true; Max_Spread=0; Max_Spread_On_Close=0; Stop_Loss=20; Take_Profit=120; TP_perc=0; min_TP=10; MaxDailyRange=1000; MDRFromHiLo=false; CheckMDRAfter0=false; Hedging=true; S_8="<==== MULTI ORDERS ====>"; TotalOrders=1; OrdersDistance=5; MinPause=0; CloseSimultaneously=false; S_2="<==== ENTER SETTINGS ====>"; S_21="Настройки Bollinger Band"; BB_Period=2; BB_Deviation=1; Entry_Break=8; Min_Volatility=22; OnlyBid=false; S_22="Настройки CCI"; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=1000; barcount=8; S_24="При паузе = 0 - выкл."; pause=0; sizeloss=20; S_4="<==== Trailing stop/Breakeven ====>"; Trail_Start=0; Trail_Size=7; Trail_Step=1; rollover_trall_end=true; X=0; Y=1; S_3="<==== EXIT SETTINGS ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=0; Time_Profit_Pips=6; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=6; Exit_Profit_Pips=-50; S_33="При MA_period = 0 - выкл."; MA_period=4; Reverse_Profit=20; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; CCI_Profit_Pips=20; S_5="<==== Trade Time Filter ====>"; GMT_Offset=2; DST=true; TradeAllDaysInTheSameTime=false; S_51="<== MONDAY / ALL DAYS ==>"; MONDAY_Enabled=true; MONDAY_Start_Trade_Hour=22; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=1; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Enabled=true; TUESDAY_Start_Trade_Hour=22; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=1; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=true; WEDNESDAY_Start_Trade_Hour=22; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=1; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=true; THURSDAY_Start_Trade_Hour=22; 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=22; FRIDAY_Start_Trade_Minute=0; FRIDAY_End_Trade_Hour=1; FRIDAY_End_Trade_Minute=0; S_6="<==== Roll Over Filter ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=true; rollover_start="23:55"; rollover_end="00:35"; S_9="<==== News Filter ====>"; UseNewsFilter=false; TimeBeforeNews=60; CloseTimeBeforeNews=30; TimeAfterNews=120; Vhigh=true; Vmedium=true; Vlow=true; NewsSymb="USD,EUR,GBP,CHF,CAD,AUD,NZD,JPY"; highc=Red; mediumc=Lime; lowc=Blue; S_7="<==== Other Settings ====>"; showinfopanel=true; Col_info=176,162,168; Col_info2=Gray; VisualDebug=true; ChannelEnterColor=Yellow; ChannelExitColor=CornflowerBlue; WarnEnterColor=LightSkyBlue; WarnExitColor=Plum; WriteLogFile=false;
Bars in test47975Ticks modelled40349848Modelling quality99.00%
Mismatched charts errors0
Initial deposit1000.00SpreadVariable
Total net profit147.79Gross profit151.13Gross loss-3.34
Profit factor45.21Expected payoff11.37
Absolute drawdown8.67Maximal drawdown19.23 (1.85%)Relative drawdown1.85% (19.23)
Total trades13Short positions (won %)10 (90.00%)Long positions (won %)3 (100.00%)
Profit trades (% of total)12 (92.31%)Loss trades (% of total)1 (7.69%)
Largestprofit trade34.26loss trade-3.34
Averageprofit trade12.59loss trade-3.34
Maximumconsecutive wins (profit in money)8 (74.91)consecutive losses (loss in money)1 (-3.34)
Maximalconsecutive profit (count of wins)76.23 (4)consecutive loss (count of losses)-3.34 (1)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.03.19 00:33buy10.101.251740.000000.00000
22015.03.19 00:33modify10.101.251741.249741.26374
32015.03.19 00:47close10.101.253421.249741.2637412.651012.65
42015.04.16 00:17buy20.101.226200.000000.00000
52015.04.16 00:17modify20.101.226201.224201.23820
62015.04.16 01:13close20.101.227121.224201.238206.751019.40
72015.08.25 23:57sell30.101.334570.000000.00000
82015.08.25 23:57modify30.101.334571.336571.32257
92015.08.26 00:24close30.101.333801.336571.322574.881024.28
102015.09.30 22:52sell40.101.332770.000000.00000
112015.09.30 22:52modify40.101.332771.334771.32077
122015.10.01 01:16close40.101.330541.334771.3207715.581039.86
132015.12.24 22:48sell50.101.383600.000000.00000
142015.12.24 22:49modify50.101.383601.385601.37160
152015.12.25 05:43close50.101.381591.385601.3716013.661053.52
162016.01.12 22:37sell60.101.427200.000000.00000
172016.01.12 22:37modify60.101.427201.429201.41520
182016.01.12 23:07close60.101.426461.429201.415204.441057.96
192016.01.28 00:04sell70.101.410630.000000.00000
202016.01.28 00:04modify70.101.410631.412631.39863
212016.01.28 00:55close70.101.409611.412631.398636.491064.45
222016.06.23 23:43sell80.101.285500.000000.00000
232016.06.23 23:43modify80.101.285501.287501.27350
242016.06.23 23:47close80.101.284061.287501.2735010.461074.91
252016.07.12 23:55sell90.101.305560.000000.00000
262016.07.12 23:55modify90.101.305561.307561.29356
272016.07.13 00:54close90.101.305881.307561.29356-3.341071.56
282016.07.27 00:55sell100.101.317950.000000.00000
292016.07.27 00:55modify100.101.317951.319951.30595
302016.07.27 01:16close100.101.316381.319951.3059511.181082.74
312016.10.24 22:01sell110.101.335780.000000.00000
322016.10.24 22:01modify110.101.335781.337781.32378
332016.10.25 02:06close110.101.333531.337781.3237815.981098.72
342016.11.09 00:46sell120.101.332750.000000.00000
352016.11.09 00:46modify120.101.332751.334751.32075
362016.11.09 00:55close120.101.328101.334751.3207534.261132.98
372016.11.09 00:55buy130.101.327880.000000.00000
382016.11.09 00:55modify130.101.327881.325881.33988
392016.11.09 01:21close130.101.329951.325881.3398814.811147.79