Strategy Tester Report
Generic A-TLP 11.94.7
Alpari-Pro.ECN (Build 1010)

SymbolGBPCAD (Great Britan Pound vs Canadian Dollar)
Period15 Minutes (M15) 2016.12.02 21:30 - 2016.12.02 23:45 (2016.01.01 - 2016.12.04)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_1="<==== Basic settings ====>"; Comm="GBPCAD M15 Generic A-TLP v.11.86"; MagicNumber=333333; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=6; Max_Spread_mode2=0; Max_Spread_mode2_profit=0; Slippage=2; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=100; Take_Profit=110; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=11; Entry_Break=8; Min_Volatility=13; S_6="<==== Enter Settings. CCI ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Enter Settings. Other ====>"; MaxDailyRange=85; DailyMA=0; DeltaMA=0.5; time_break=240; loss=95; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=120; Time_Profit_Pips=15; Exit_Distance=1; Exit_Profit_Pips=-65; ExitChannelTP=false; ma_period=2; Reverse_Profit=15; cci_Period_close=14; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:59"; rollover_end="00:25"; S_17="<==== Other Settings ====>"; VisualDebug=true; BrokerStatToFile=true; ColorDrawChannel=Yellow; ColorDrawChannelExit=CornflowerBlue; ColorDrawWarn=Red; S10=" ............................"; S11=" TIME FILTER"; S12=" DayOfWeek Filter"; monday_open="21:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="22:00"; tuesday_open="21:00"; tuesday_pause_start="0"; tuesday_pause_stop="0"; tuesday_close="22:00"; wednesday_open="21:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="22:00"; thursday_open="21:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="22:00"; friday_open="21:00"; friday_pause_start="0"; friday_pause_stop="0"; friday_close="22:00"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Bars in test24034Ticks modelled33914256Modelling quality99.00%
Mismatched charts errors0
Initial deposit100.00SpreadVariable
Total net profit12.43Gross profit26.49Gross loss-14.06
Profit factor1.88Expected payoff0.37
Absolute drawdown2.13Maximal drawdown8.72 (7.83%)Relative drawdown7.83% (8.72)
Total trades34Short positions (won %)16 (68.75%)Long positions (won %)18 (72.22%)
Profit trades (% of total)24 (70.59%)Loss trades (% of total)10 (29.41%)
Largestprofit trade2.44loss trade-3.85
Averageprofit trade1.10loss trade-1.41
Maximumconsecutive wins (profit in money)8 (8.08)consecutive losses (loss in money)5 (-6.50)
Maximalconsecutive profit (count of wins)8.08 (8)consecutive loss (count of losses)-6.50 (5)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.12 21:59buy10.012.059290.000000.00000
22016.01.12 21:59modify10.012.059292.049292.07029
32016.01.12 23:17close10.012.060872.049292.070291.13101.13
42016.01.14 21:55buy20.012.069040.000000.00000
52016.01.14 21:55modify20.012.069042.059042.08004
62016.01.14 23:23close20.012.070562.059042.080041.09102.22
72016.01.19 21:23sell30.012.066030.000000.00000
82016.01.19 21:23modify30.012.066032.076032.05503
92016.01.19 22:07close30.012.064572.076032.055031.04103.26
102016.01.26 21:05sell40.012.020950.000000.00000
112016.01.26 21:05modify40.012.020952.030952.00995
122016.01.27 02:54close40.012.024212.030952.00995-2.53100.73
132016.02.01 21:22buy50.012.008890.000000.00000
142016.02.01 21:22modify50.012.008891.998892.01989
152016.02.01 21:35close50.012.010661.998892.019891.27102.00
162016.02.04 21:05sell60.012.007210.000000.00000
172016.02.04 21:05modify60.012.007212.017211.99621
182016.02.04 22:02close60.012.004402.017211.996212.06104.06
192016.02.05 21:12sell70.012.011160.000000.00000
202016.02.05 21:12modify70.012.011162.021162.00016
212016.02.08 01:26close70.012.013272.021162.00016-1.66102.41
222016.02.08 21:08sell80.012.010610.000000.00000
232016.02.08 21:08modify80.012.010612.020611.99961
242016.02.08 22:49close80.012.007292.020611.999612.44104.85
252016.02.11 21:04sell90.012.020040.000000.00000
262016.02.11 21:04modify90.012.020042.030042.00904
272016.02.11 21:38close90.012.018652.030042.009040.99105.84
282016.02.22 21:25sell100.011.940290.000000.00000
292016.02.22 21:25modify100.011.940291.950291.92929
302016.02.22 21:31close100.011.938751.950291.929291.10106.94
312016.02.29 21:39buy110.011.880070.000000.00000
322016.02.29 21:39modify110.011.880071.870071.89107
332016.02.29 21:55close110.011.881671.870071.891071.14108.08
342016.03.10 21:02buy120.011.906290.000000.00000
352016.03.10 21:02modify120.011.906291.896291.91729
362016.03.10 21:29close120.011.907851.896291.917291.11109.19
372016.03.14 21:25buy130.011.898440.000000.00000
382016.03.14 21:25modify130.011.898441.888441.90944
392016.03.15 01:27close130.011.897741.888441.90944-0.61108.58
402016.03.29 21:52buy140.011.877340.000000.00000
412016.03.29 21:52modify140.011.877341.867341.88834
422016.03.29 22:05close140.011.878871.867341.888341.09109.67
432016.04.11 21:59buy150.011.835870.000000.00000
442016.04.11 21:59modify150.011.835871.825871.84687
452016.04.12 01:02close150.011.836301.825871.846870.25109.92
462016.04.29 21:35buy160.011.834080.000000.00000
472016.04.29 21:35modify160.011.834081.824081.84508
482016.05.02 03:45close160.011.832541.824081.84508-1.24108.68
492016.05.09 21:28buy170.011.869620.000000.00000
502016.05.09 21:28modify170.011.869621.859621.88062
512016.05.10 03:00close170.011.867691.859621.88062-1.54107.15
522016.05.19 21:29buy180.011.912890.000000.00000
532016.05.19 21:29modify180.011.912891.902891.92389
542016.05.19 21:59close180.011.914291.902891.923891.00108.15
552016.06.17 21:09sell190.011.848340.000000.00000
562016.06.17 21:09modify190.011.848341.858341.83734
572016.06.17 21:54close190.011.846711.858341.837341.17109.32
582016.06.21 21:48buy200.011.876560.000000.00000
592016.06.21 21:48modify200.011.876561.866561.88756
602016.06.21 23:57close200.011.878101.866561.887561.10110.42
612016.07.18 21:35buy210.011.716420.000000.00000
622016.07.18 21:35modify210.011.716421.706421.72742
632016.07.19 00:38close210.011.717091.706421.727420.43110.85
642016.07.21 21:59sell220.011.728240.000000.00000
652016.07.21 21:59modify220.011.728241.738241.71724
662016.07.22 07:16close220.011.733261.738241.71724-3.85107.00
672016.07.26 21:59buy230.011.733060.000000.00000
682016.07.26 21:59modify230.011.733061.723061.74406
692016.07.27 01:00close230.011.732321.723061.74406-0.64106.36
702016.08.29 21:08sell240.011.705840.000000.00000
712016.08.29 21:08modify240.011.705841.715841.69484
722016.08.29 23:55close240.011.705841.715841.69484-0.06106.30
732016.09.12 21:23buy250.011.739650.000000.00000
742016.09.12 21:23modify250.011.739651.729651.75065
752016.09.13 05:09close250.011.739091.729651.75065-0.50105.81
762016.09.15 21:41sell260.011.739200.000000.00000
772016.09.15 21:41modify260.011.739201.749201.72820
782016.09.16 03:33close260.011.741051.749201.72820-1.46104.35
792016.09.19 21:02buy270.011.718100.000000.00000
802016.09.19 21:02modify270.011.718101.708101.72910
812016.09.19 21:44close270.011.719631.708101.729101.10105.45
822016.09.20 21:33buy280.011.713900.000000.00000
832016.09.20 21:33modify280.011.713901.703901.72490
842016.09.20 22:59close280.011.715351.703901.724901.03106.48
852016.10.27 21:59sell290.011.631870.000000.00000
862016.10.27 21:59modify290.011.631871.641871.62087
872016.10.27 22:25close290.011.630031.641871.620871.33107.81
882016.10.31 21:59sell300.011.642150.000000.00000
892016.10.31 21:59modify300.011.642151.652151.63115
902016.11.01 01:48close300.011.641191.652151.631150.65108.47
912016.11.15 21:38sell310.011.678810.000000.00000
922016.11.15 21:38modify310.011.678811.688811.66781
932016.11.15 22:23close310.011.677381.688811.667811.02109.49
942016.11.18 21:43sell320.011.669140.000000.00000
952016.11.18 21:43modify320.011.669141.679141.65814
962016.11.18 23:55close320.011.668681.679141.658140.29109.78
972016.11.25 21:55sell330.011.686190.000000.00000
982016.11.25 21:55modify330.011.686191.696191.67519
992016.11.28 02:51close330.011.684731.696191.675191.03110.81
1002016.12.01 21:04buy340.011.672500.000000.00000
1012016.12.01 21:04modify340.011.672501.662501.68350
1022016.12.01 21:32close340.011.674731.662501.683501.62112.43