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

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2016.12.02 21:30 - 2016.12.02 23:45 (2015.01.01 - 2016.12.04)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_1="<==== Basic settings ====>"; Comm="EURGBP M15 Generic A-TLP v.11.86"; MagicNumber=888888; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=3; Max_Spread_mode2=0; Max_Spread_mode2_profit=0; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; MM_Depo=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=45; Take_Profit=100; 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=4; Min_Volatility=7; 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=75; DailyMA=0; DeltaMA=0.5; time_break=240; loss=43; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=210; Time_Profit_Pips=10; Exit_Distance=-8; Exit_Profit_Pips=-100; ExitChannelTP=false; ma_period=2; Reverse_Profit=20; 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="00:00"; monday_pause_start="0"; monday_pause_stop="0"; monday_close="01:00"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="23:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="23:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="23:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35";
Bars in test47934Ticks modelled41621027Modelling quality99.00%
Mismatched charts errors0
Initial deposit100.00SpreadVariable
Total net profit2.53Gross profit25.00Gross loss-22.47
Profit factor1.11Expected payoff0.06
Absolute drawdown7.80Maximal drawdown17.54 (15.98%)Relative drawdown15.98% (17.54)
Total trades40Short positions (won %)22 (72.73%)Long positions (won %)18 (61.11%)
Profit trades (% of total)27 (67.50%)Loss trades (% of total)13 (32.50%)
Largestprofit trade2.54loss trade-5.76
Averageprofit trade0.93loss trade-1.73
Maximumconsecutive wins (profit in money)8 (6.62)consecutive losses (loss in money)3 (-13.47)
Maximalconsecutive profit (count of wins)6.62 (8)consecutive loss (count of losses)-13.47 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.19 00:24sell10.010.764270.000000.00000
22015.01.19 00:24modify10.010.764270.768770.75427
32015.01.19 00:36close10.010.763570.768770.754270.83100.83
42015.01.26 00:00buy20.010.743040.000000.00000
52015.01.26 00:00modify20.010.743040.738540.75304
62015.01.26 02:14close20.010.745080.738540.753042.54103.37
72015.02.09 00:02buy30.010.742050.000000.00000
82015.02.09 00:02modify30.010.742050.737550.75205
92015.02.09 01:00close30.010.742510.737550.752050.53103.90
102015.02.16 00:00buy40.010.738880.000000.00000
112015.02.16 00:00modify40.010.738880.734380.74888
122015.02.16 00:33close40.010.739650.734380.748880.92104.82
132015.03.09 00:00buy50.010.720300.000000.00000
142015.03.09 00:00modify50.010.720300.715800.73030
152015.03.09 02:27close50.010.720160.715800.73030-0.23104.59
162015.03.23 00:14sell60.010.724700.000000.00000
172015.03.23 00:14modify60.010.724700.729200.71470
182015.03.23 02:20close60.010.724100.729200.714700.70105.29
192015.03.30 00:00buy70.010.731420.000000.00000
202015.03.30 00:00modify70.010.731420.726920.74142
212015.03.30 02:37close70.010.730960.726920.74142-0.64104.65
222015.04.06 00:06sell80.010.736840.000000.00000
232015.04.06 00:06modify80.010.736840.741340.72684
242015.04.06 02:55close80.010.737290.741340.72684-0.63104.02
252015.05.25 00:50buy90.010.710210.000000.00000
262015.05.25 00:50modify90.010.710210.705710.72021
272015.05.25 02:00close90.010.710430.705710.720210.22104.24
282015.06.08 00:06buy100.010.727070.000000.00000
292015.06.08 00:06modify100.010.727070.722570.73707
302015.06.08 00:32close100.010.727270.722570.737070.20104.44
312015.06.15 00:10buy110.010.721640.000000.00000
322015.06.15 00:10modify110.010.721640.717140.73164
332015.06.15 02:45close110.010.720900.717140.73164-1.01103.43
342015.06.22 00:05sell120.010.716570.000000.00000
352015.06.22 00:05modify120.010.716570.721070.70657
362015.06.22 02:45close120.010.715900.721070.706570.80104.23
372015.06.29 00:00buy130.010.701200.000000.00000
382015.06.29 00:00modify130.010.701200.696700.71120
392015.06.29 03:00close130.010.699480.696700.71120-2.24101.99
402015.07.06 00:00buy140.010.707240.000000.00000
412015.07.06 00:00modify140.010.707240.702740.71724
422015.07.06 03:02close140.010.708510.702740.717241.56103.55
432015.07.13 00:00buy150.010.715640.000000.00000
442015.07.13 00:00modify150.010.715640.711140.72564
452015.07.13 01:03close150.010.717650.711140.725642.50106.05
462015.08.03 00:01buy160.010.702090.000000.00000
472015.08.03 00:01modify160.010.702090.697590.71209
482015.08.03 02:16close160.010.702140.697590.712090.00106.05
492015.08.31 00:07buy170.010.725120.000000.00000
502015.08.31 00:07modify170.010.725120.720620.73512
512015.08.31 01:38close170.010.726330.720620.735121.48107.53
522015.11.02 00:00sell180.010.714280.000000.00000
532015.11.02 00:00modify180.010.714280.718780.70428
542015.11.02 02:30close180.010.713890.718780.704280.44107.97
552015.12.28 00:07sell190.010.734950.000000.00000
562015.12.28 00:07modify190.010.734950.739450.72495
572015.12.28 04:30close190.010.735550.739450.72495-0.83107.14
582016.01.11 00:35sell200.010.753200.000000.00000
592016.01.11 00:35modify200.010.753200.757700.74320
602016.01.11 03:15close200.010.753100.757700.743200.06107.20
612016.02.15 00:36buy210.010.774970.000000.00000
622016.02.15 00:36modify210.010.774970.770470.78497
632016.02.15 03:15close210.010.774390.770470.78497-0.80106.40
642016.02.22 00:01sell220.010.778520.000000.00000
652016.02.22 00:01modify220.010.778520.783020.76852
662016.02.22 02:50close220.010.777680.783020.768521.01107.41
672016.03.21 00:04sell230.010.779490.000000.00000
682016.03.21 00:04modify230.010.779490.783990.76949
692016.03.21 00:46close230.010.779760.783990.76949-0.41107.00
702016.04.11 00:01sell240.010.808530.000000.00000
712016.04.11 00:01modify240.010.808530.813030.79853
722016.04.11 02:00close240.010.807490.813030.798531.26108.26
732016.04.18 00:05sell250.010.795720.000000.00000
742016.04.18 00:05modify250.010.795720.800220.78572
752016.04.18 03:45close250.010.796850.800220.78572-1.50106.76
762016.04.25 00:04buy260.010.775910.000000.00000
772016.04.25 00:04modify260.010.775910.771410.78591
782016.04.25 02:45close260.010.777550.771410.785912.03108.79
792016.05.02 00:01sell270.010.785230.000000.00000
802016.05.02 00:01modify270.010.785230.789730.77523
812016.05.02 02:30close270.010.784910.789730.775230.34109.13
822016.06.06 00:03sell280.010.785060.000000.00000
832016.06.06 00:03modify280.010.785060.789560.77506
842016.06.06 02:08s/l280.010.789540.789540.77506-5.76103.37
852016.06.20 00:03buy290.010.783250.000000.00000
862016.06.20 00:03modify290.010.783250.778750.79325
872016.06.20 02:53s/l290.010.778790.778790.79325-5.7397.64
882016.06.27 00:01sell300.010.820250.000000.00000
892016.06.27 00:01modify300.010.820250.824750.81025
902016.06.27 02:56close300.010.821760.824750.81025-1.9895.66
912016.07.04 00:09sell310.010.839680.000000.00000
922016.07.04 00:09modify310.010.839680.844180.82968
932016.07.04 00:25close310.010.838880.844180.829680.9696.62
942016.07.25 00:11buy320.010.835760.000000.00000
952016.07.25 00:11modify320.010.835760.831260.84576
962016.07.25 02:47close320.010.835250.831260.84576-0.7195.91
972016.08.29 00:38sell330.010.853150.000000.00000
982016.08.29 00:38modify330.010.853150.857650.84315
992016.08.29 00:42close330.010.852880.857650.843150.2896.19
1002016.09.05 00:18buy340.010.838310.000000.00000
1012016.09.05 00:18modify340.010.838310.833810.84831
1022016.09.05 01:03close340.010.838800.833810.848310.5696.75
1032016.09.12 00:06sell350.010.846930.000000.00000
1042016.09.12 00:06modify350.010.846930.851430.83693
1052016.09.12 01:00close350.010.846430.851430.836930.5797.32
1062016.10.03 00:02sell360.010.868950.000000.00000
1072016.10.03 00:02modify360.010.868950.873450.85895
1082016.10.03 02:45close360.010.868850.873450.858950.0797.39
1092016.10.10 00:04sell370.010.902090.000000.00000
1102016.10.10 00:04modify370.010.902090.906590.89209
1112016.10.10 00:37close370.010.900640.906590.892091.7899.17
1122016.10.17 00:04sell380.010.902520.000000.00000
1132016.10.17 00:04modify380.010.902520.907020.89252
1142016.10.17 01:05close380.010.900870.907020.892522.04101.21
1152016.10.31 00:00sell390.010.902350.000000.00000
1162016.10.31 00:00modify390.010.902350.906850.89235
1172016.10.31 00:57close390.010.901620.906850.892350.87102.08
1182016.11.14 00:12sell400.010.862010.000000.00000
1192016.11.14 00:12modify400.010.862010.866510.85201
1202016.11.14 00:55close400.010.861610.866510.852010.45102.53