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=222222; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=4; 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=35; Take_Profit=200; 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=8; Entry_Break=4; Min_Volatility=3; 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=5; DailyMA=0; DeltaMA=0.5; time_break=240; loss=34; LossPauseUseDirection=false; S_8="<==== Close Deal Settings ====>"; MorningCloseHourStart=6; MorningCloseHourEnd=20; S_81="==============================="; NoCloseWhileOpenSignal=false; NoTrailWhileOpenSignal=false; S_82="==============================="; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=-1; Exit_Profit_Pips=-100; ExitChannelTP=false; ma_period=2; Reverse_Profit=10; 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="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="0"; wednesday_pause_stop="0"; wednesday_close="01:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="22:00"; 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 profit1.35Gross profit20.53Gross loss-19.18
Profit factor1.07Expected payoff0.04
Absolute drawdown7.59Maximal drawdown16.07 (14.81%)Relative drawdown14.81% (16.07)
Total trades35Short positions (won %)13 (61.54%)Long positions (won %)22 (68.18%)
Profit trades (% of total)23 (65.71%)Loss trades (% of total)12 (34.29%)
Largestprofit trade1.62loss trade-4.65
Averageprofit trade0.89loss trade-1.60
Maximumconsecutive wins (profit in money)7 (7.27)consecutive losses (loss in money)4 (-14.14)
Maximalconsecutive profit (count of wins)7.27 (7)consecutive loss (count of losses)-14.14 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.01.26 00:00buy10.010.743110.000000.00000
22015.01.26 00:00modify10.010.743110.739610.76311
32015.01.26 02:01close10.010.743450.739610.763110.37100.37
42015.02.09 00:08buy20.010.742060.000000.00000
52015.02.09 00:08modify20.010.742060.738560.76206
62015.02.09 01:55close20.010.742600.738560.762060.63101.00
72015.02.16 00:00buy30.010.738910.000000.00000
82015.02.16 00:00modify30.010.738910.735410.75891
92015.02.16 01:25close30.010.739980.735410.758911.30102.30
102015.03.09 00:00buy40.010.720270.000000.00000
112015.03.09 00:00modify40.010.720270.716770.74027
122015.03.09 03:00close40.010.720260.716770.74027-0.08102.22
132015.03.30 00:00buy50.010.731390.000000.00000
142015.03.30 00:00modify50.010.731390.727890.75139
152015.03.30 03:05close50.010.731370.727890.75139-0.08102.14
162015.04.06 00:01sell60.010.736720.000000.00000
172015.04.06 00:01modify60.010.736720.740220.71672
182015.04.06 03:00close60.010.736980.740220.71672-0.39101.75
192015.06.01 00:01buy70.010.718160.000000.00000
202015.06.01 00:01modify70.010.718160.714660.73816
212015.06.01 00:25close70.010.718670.714660.738160.59102.34
222015.06.08 00:01buy80.010.727430.000000.00000
232015.06.08 00:01modify80.010.727430.723930.74743
242015.06.08 02:12close80.010.727540.723930.747430.08102.42
252015.06.15 00:03buy90.010.721570.000000.00000
262015.06.15 00:03modify90.010.721570.718070.74157
272015.06.15 03:02close90.010.721140.718070.74157-0.61101.81
282015.06.22 00:05sell100.010.716570.000000.00000
292015.06.22 00:05modify100.010.716570.720070.69657
302015.06.22 01:45close100.010.715530.720070.696571.26103.07
312015.06.29 00:00buy110.010.701060.000000.00000
322015.06.29 00:00modify110.010.701060.697560.72106
332015.06.29 03:05close110.010.700270.697560.72106-1.07102.00
342015.07.06 00:00buy120.010.707130.000000.00000
352015.07.06 00:00modify120.010.707130.703630.72713
362015.07.06 01:40close120.010.708160.703630.727131.25103.25
372015.07.13 00:00buy130.010.715760.000000.00000
382015.07.13 00:00modify130.010.715760.712260.73576
392015.07.13 00:58close130.010.716890.712260.735761.38104.63
402015.08.03 00:01buy140.010.702180.000000.00000
412015.08.03 00:01modify140.010.702180.698680.72218
422015.08.03 03:31close140.010.702320.698680.722180.12104.75
432015.08.31 00:06buy150.010.725170.000000.00000
442015.08.31 00:06modify150.010.725170.721670.74517
452015.08.31 01:38close150.010.726440.721670.745171.56106.31
462015.11.02 00:00sell160.010.714260.000000.00000
472015.11.02 00:00modify160.010.714260.717760.69426
482015.11.02 05:15close160.010.714670.717760.69426-0.59105.72
492015.11.09 00:00buy170.010.713050.000000.00000
502015.11.09 00:00modify170.010.713050.709550.73305
512015.11.09 02:02close170.010.713130.709550.733050.04105.76
522016.02.15 00:03buy180.010.775080.000000.00000
532016.02.15 00:03modify180.010.775080.771580.79508
542016.02.15 03:13close180.010.774490.771580.79508-0.81104.95
552016.02.22 00:01sell190.010.778410.000000.00000
562016.02.22 00:01modify190.010.778410.781910.75841
572016.02.22 00:44close190.010.777280.781910.758411.38106.33
582016.04.11 00:01sell200.010.808500.000000.00000
592016.04.11 00:01modify200.010.808500.812000.78850
602016.04.11 01:03close200.010.807440.812000.788501.29107.62
612016.04.18 00:02sell210.010.795600.000000.00000
622016.04.18 00:02modify210.010.795600.799100.77560
632016.04.18 04:37close210.010.796660.799100.77560-1.41106.21
642016.04.25 00:02buy220.010.775740.000000.00000
652016.04.25 00:02modify220.010.775740.772240.79574
662016.04.25 01:16close220.010.776910.772240.795741.43107.64
672016.05.02 00:00sell230.010.785220.000000.00000
682016.05.02 00:00modify230.010.785220.788720.76522
692016.05.02 02:00close230.010.785060.788720.765220.14107.78
702016.05.23 00:02buy240.010.773240.000000.00000
712016.05.23 00:02modify240.010.773240.769740.79324
722016.05.23 02:00close240.010.773630.769740.793240.44108.22
732016.06.06 00:01sell250.010.784620.000000.00000
742016.06.06 00:01modify250.010.784620.788120.76462
752016.06.06 02:07s/l250.010.788190.788190.76462-4.60103.62
762016.06.20 00:01buy260.010.783410.000000.00000
772016.06.20 00:01modify260.010.783410.779910.80341
782016.06.20 02:50s/l260.010.779810.779810.80341-4.6398.99
792016.06.27 00:01sell270.010.820270.000000.00000
802016.06.27 00:01modify270.010.820270.823770.80027
812016.06.27 01:31s/l270.010.823880.823880.80027-4.6594.34
822016.07.25 00:07buy280.010.835860.000000.00000
832016.07.25 00:07modify280.010.835860.832360.85586
842016.07.25 02:58close280.010.835700.832360.85586-0.2694.08
852016.08.08 00:11buy290.010.847570.000000.00000
862016.08.08 00:11modify290.010.847570.844070.86757
872016.08.08 00:33close290.010.848180.844070.867570.7194.79
882016.09.05 00:03buy300.010.838690.000000.00000
892016.09.05 00:03modify300.010.838690.835190.85869
902016.09.05 01:30close300.010.839130.835190.858690.5095.29
912016.10.03 00:02sell310.010.869000.000000.00000
922016.10.03 00:02modify310.010.869000.872500.84900
932016.10.03 03:09close310.010.868350.872500.849000.7796.06
942016.10.10 00:04sell320.010.902180.000000.00000
952016.10.10 00:04modify320.010.902180.905680.88218
962016.10.10 00:25close320.010.900860.905680.882181.6297.68
972016.10.17 00:00sell330.010.902270.000000.00000
982016.10.17 00:00modify330.010.902270.905770.88227
992016.10.17 00:43close330.010.901310.905770.882271.1698.84
1002016.10.31 00:00sell340.010.902390.000000.00000
1012016.10.31 00:00modify340.010.902390.905890.88239
1022016.10.31 01:20close340.010.901290.905890.882391.34100.18
1032016.11.07 00:01buy350.010.888180.000000.00000
1042016.11.07 00:01modify350.010.888180.884680.90818
1052016.11.07 00:25close350.010.889150.884680.908181.17101.35