Strategy Tester Report
Generic A-TLP v.12.38.7_RUS
Alpari-Pro.ECN (Build 1031)

SymbolCADCHF (Canadian Dollar vs Swiss Franc)
Period15 Minutes (M15) 2017.01.23 07:30 - 2017.01.27 21:45 (2014.01.01 - 2017.02.22)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_1="<==== Basic settings ====>"; SetName="AUDCHF M15 v.12.38"; every_tick=true; MagicNumber=100802; Slippage=1; Lots=0.01; Auto_Risk=0; MM_Depo=1; MaxAmountCurrency=0; MaxAmountCurrencyPair=0; MaxAmount_SkipManualTrades=true; CheckSpreadOnSellOpen=true; CheckSpreadOnBuyClose=true; Max_Spread=5; Max_Spread_On_Close=4; MaxSpreadOnClose_Profit=20; Stop_Loss=60; Take_Profit=100; TP_perc=0; min_TP=10; MaxDailyRange=75; MDRFromHiLo=false; CheckMDRAfter0=true; Hedging=true; S_8="<==== Close Deal Settings ====>"; TotalOrders=1; OrdersDistance=5; MinPause=0; MaxConsecutiveOrders=0; OpenAfterTradeHours=false; CloseSimultaneously=false; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=15; BB_Deviation=2; Entry_Break=4; Min_Volatility=13; OnlyBid=true; 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=240; sizeloss=55; S_4="<==== Enter Settings ====>"; Trail_Start=0; Trail_Size=5; Trail_Step=0.1; rollover_trall_end=true; X=0; Y=1; S_3="<==== SL, TP, BE, TRAL ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=160; Time_Profit_Pips=15; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-2; Exit_Profit_Pips=-50; S_33="При MA_period = 0 - выкл."; MA_period=2; Reverse_Profit=20; S_35="При PartialClose_Percent = 0 - выкл."; PartialClose_Percent=0; PartialClose_Pips=10; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; CCI_Profit_Pips=20; S_5="<==== Enter Settings. Bollinger Bands ====>"; GMT_Offset=2; DST=true; TradeAllDaysInTheSameTime=false; SkipDay=0; S_51="<== MONDAY / ALL DAYS ==>"; MONDAY_Enabled=true; 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=true; TUESDAY_Start_Trade_Hour=23; 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=23; WEDNESDAY_Start_Trade_Minute=45; WEDNESDAY_End_Trade_Hour=1; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=true; THURSDAY_Start_Trade_Hour=23; 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=0; FRIDAY_End_Trade_Hour=0; FRIDAY_End_Trade_Minute=0; S_6="<==== Enter Settings. CCI ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=true; rollover_start="23:59"; rollover_end="00:25"; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; UseNewsFilter=false; CloseTimeBeforeNews=30; News_CloseProfit=-100; TimeBeforeNews=60; 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="<==== Enter Settings. Other ====>"; showinfopanel=true; Col_info=LightGreen; Col_info2=Silver; VisualDebug=true; ChannelEnterColor=Yellow; ChannelExitColor=CornflowerBlue; WarnEnterColor=LightSkyBlue; WarnExitColor=Plum; WriteLogFile=false; Comm="Generic A-TLP|%MagicNumber%";
Bars in test77738Ticks modelled45016515Modelling quality99.00%
Mismatched charts errors0
Initial deposit100.00SpreadVariable
Total net profit26.57Gross profit39.48Gross loss-12.91
Profit factor3.06Expected payoff0.47
Absolute drawdown5.16Maximal drawdown7.28 (7.13%)Relative drawdown7.13% (7.28)
Total trades56Short positions (won %)22 (68.18%)Long positions (won %)34 (70.59%)
Profit trades (% of total)39 (69.64%)Loss trades (% of total)17 (30.36%)
Largestprofit trade8.77loss trade-2.40
Averageprofit trade1.01loss trade-0.76
Maximumconsecutive wins (profit in money)9 (6.84)consecutive losses (loss in money)6 (-4.38)
Maximalconsecutive profit (count of wins)11.39 (3)consecutive loss (count of losses)-4.38 (6)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12014.01.02 23:00buy10.010.842730.000000.00000
22014.01.02 23:00modify10.010.842730.836730.85273
32014.01.03 02:44close10.010.842920.836730.852730.15100.15
42014.01.03 23:11buy20.010.851040.000000.00000
52014.01.03 23:11modify20.010.851040.845040.86104
62014.01.06 02:02close20.010.851460.845040.861040.38100.52
72014.01.08 23:45buy30.010.841630.000000.00000
82014.01.08 23:45modify30.010.841630.835630.85163
92014.01.09 02:53close30.010.842360.835630.851630.72101.25
102014.01.21 00:05sell40.010.831070.000000.00000
112014.01.21 00:05modify40.010.831070.837070.82107
122014.01.21 09:07close40.010.832080.837070.82107-1.07100.18
132014.01.28 00:14buy50.010.805980.000000.00000
142014.01.28 00:14modify50.010.805980.799980.81598
152014.01.28 02:51close50.010.806970.799980.815980.93101.11
162014.01.29 00:12sell60.010.806320.000000.00000
172014.01.29 00:12modify60.010.806320.812320.79632
182014.01.29 03:57close60.010.806790.812320.79632-0.53100.58
192014.02.03 23:52buy70.010.810720.000000.00000
202014.02.03 23:52modify70.010.810720.804720.82072
212014.02.04 02:49close70.010.811920.804720.820721.16101.73
222014.02.04 23:56buy80.010.815740.000000.00000
232014.02.04 23:56modify80.010.815740.809740.82574
242014.02.05 06:01close80.010.814970.809740.82574-0.81100.92
252014.02.27 23:59sell90.010.798520.000000.00000
262014.02.27 23:59modify90.010.798520.804520.78852
272014.02.28 04:41close90.010.798540.804520.78852-0.11100.81
282014.07.17 23:14buy100.010.833900.000000.00000
292014.07.17 23:14modify100.010.833900.827900.84390
302014.07.18 02:26close100.010.833920.827900.84390-0.02100.78
312014.09.22 23:57buy110.010.851490.000000.00000
322014.09.22 23:57modify110.010.851490.845490.86149
332014.09.23 07:01close110.010.850950.845490.86149-0.58100.20
342014.10.09 23:50buy120.010.853740.000000.00000
352014.10.09 23:50modify120.010.853740.847740.86374
362014.10.10 03:30close120.010.853340.847740.86374-0.4499.76
372014.10.13 23:06buy130.010.849950.000000.00000
382014.10.13 23:06modify130.010.849950.843950.85995
392014.10.14 04:30close130.010.847600.843950.85995-2.4097.35
402014.12.16 00:01buy140.010.827530.000000.00000
412014.12.16 00:01modify140.010.827530.821530.83753
422014.12.16 03:51close140.010.828240.821530.837530.6598.00
432015.01.02 23:38buy150.010.850900.000000.00000
442015.01.02 23:38modify150.010.850900.844900.86090
452015.01.05 00:00close150.010.853150.844900.860902.21100.21
462015.01.09 23:12buy160.010.854350.000000.00000
472015.01.09 23:12modify160.010.854350.848350.86435
482015.01.12 02:11close160.010.854500.848350.864350.11100.32
492015.01.22 23:40buy170.010.702980.000000.00000
502015.01.22 23:40modify170.010.702980.696980.71298
512015.01.23 08:26close170.010.703250.696980.712980.23100.55
522015.01.23 23:05sell180.010.708850.000000.00000
532015.01.23 23:05modify180.010.708850.714850.69885
542015.01.26 01:35close180.010.707160.714850.698851.60102.14
552015.02.11 23:54sell190.010.735700.000000.00000
562015.02.11 23:54modify190.010.735700.741700.72570
572015.02.12 04:53close190.010.734800.741700.725700.74102.88
582015.03.12 23:11buy200.010.789790.000000.00000
592015.03.12 23:11modify200.010.789790.783790.79979
602015.03.13 02:34close200.010.790150.783790.799790.32103.20
612015.04.24 23:35buy210.010.782900.000000.00000
622015.04.24 23:35modify210.010.782900.776900.79290
632015.04.27 03:15close210.010.783200.776900.792900.26103.46
642015.05.01 23:29buy220.010.766070.000000.00000
652015.05.01 23:29modify220.010.766070.760070.77607
662015.05.04 07:18close220.010.766850.760070.776070.74104.19
672015.05.07 23:02sell230.010.760550.000000.00000
682015.05.07 23:02modify230.010.760550.766550.75055
692015.05.08 04:43close230.010.761380.766550.75055-0.92103.27
702015.06.11 23:56buy240.010.759420.000000.00000
712015.06.11 23:56modify240.010.759420.753420.76942
722015.06.12 04:08close240.010.759590.753420.769420.13103.40
732015.06.16 23:37sell250.010.758240.000000.00000
742015.06.16 23:37modify250.010.758240.764240.74824
752015.06.17 03:20close250.010.758080.764240.748240.07103.46
762015.07.21 23:06sell260.010.740530.000000.00000
772015.07.21 23:06modify260.010.740530.746530.73053
782015.07.22 03:37close260.010.739660.746530.730530.79104.25
792015.08.07 23:20sell270.010.749810.000000.00000
802015.08.07 23:20modify270.010.749810.755810.73981
812015.08.10 03:16close270.010.748300.755810.739811.43105.68
822015.08.14 23:05buy280.010.745440.000000.00000
832015.08.14 23:05modify280.010.745440.739440.75544
842015.08.17 02:03close280.010.746150.739440.755440.67106.35
852015.08.17 23:59sell290.010.747990.000000.00000
862015.08.17 23:59modify290.010.747990.753990.73799
872015.08.18 02:46close290.010.747350.753990.737990.55106.89
882015.08.20 23:33buy300.010.733130.000000.00000
892015.08.20 23:33modify300.010.733130.727130.74313
902015.08.21 02:54close300.010.733400.727130.743130.23107.12
912015.08.25 23:37buy310.010.703520.000000.00000
922015.08.25 23:37modify310.010.703520.697520.71352
932015.08.26 02:20close310.010.705020.697520.713521.46108.58
942015.09.04 23:08buy320.010.732850.000000.00000
952015.09.04 23:08modify320.010.732850.726850.74285
962015.09.07 04:34close320.010.732850.726850.74285-0.04108.53
972015.09.10 23:56buy330.010.734800.000000.00000
982015.09.10 23:56modify330.010.734800.728800.74480
992015.09.11 04:03close330.010.735790.728800.744800.95109.48
1002015.09.23 23:52sell340.010.735080.000000.00000
1012015.09.23 23:52modify340.010.735080.741080.72508
1022015.09.24 08:03close340.010.734800.741080.725080.12109.60
1032015.10.02 23:05sell350.010.738660.000000.00000
1042015.10.02 23:05modify350.010.738660.744660.72866
1052015.10.05 02:57close350.010.737520.744660.728661.05110.65
1062015.10.16 23:03sell360.010.738540.000000.00000
1072015.10.16 23:03modify360.010.738540.744540.72854
1082015.10.19 03:23close360.010.737550.744540.728540.90111.55
1092015.11.13 23:40buy370.010.755850.000000.00000
1102015.11.13 23:40modify370.010.755850.749850.76585
1112015.11.16 04:38close370.010.756420.749850.765850.53112.07
1122016.01.26 23:33buy380.010.721600.000000.00000
1132016.01.26 23:33modify380.010.721600.715600.73160
1142016.01.27 03:16close380.010.720900.715600.73160-0.74111.33
1152016.02.02 23:58buy390.010.725350.000000.00000
1162016.02.02 23:58modify390.010.725350.719350.73535
1172016.02.03 06:00close390.010.723240.719350.73535-2.15109.18
1182016.02.10 00:28sell400.010.701960.000000.00000
1192016.02.10 00:28modify400.010.701960.707960.69196
1202016.02.10 02:54close400.010.700050.707960.691961.85111.03
1212016.03.21 23:57buy410.010.740630.000000.00000
1222016.03.21 23:57modify410.010.740630.734630.75063
1232016.03.22 02:00close410.010.741450.734630.750630.78111.80
1242016.04.15 23:14sell420.010.754780.000000.00000
1252016.04.15 23:14modify420.010.754780.760780.74478
1262016.04.18 00:00close420.010.745930.760780.744788.77120.57
1272016.05.24 23:58sell430.010.756620.000000.00000
1282016.05.24 23:58modify430.010.756620.762620.74662
1292016.05.25 05:30close430.010.756870.762620.74662-0.34120.23
1302016.05.26 23:19sell440.010.763300.000000.00000
1312016.05.26 23:19modify440.010.763300.769300.75330
1322016.05.27 03:15close440.010.762230.769300.753300.98121.20
1332016.06.07 23:49sell450.010.757220.000000.00000
1342016.06.07 23:49modify450.010.757220.763220.74722
1352016.06.08 02:50close450.010.756650.763220.747220.48121.68
1362016.06.13 23:58buy460.010.751430.000000.00000
1372016.06.13 23:58modify460.010.751430.745430.76143
1382016.06.14 07:05close460.010.751090.745430.76143-0.39121.29
1392016.06.23 00:09buy470.010.745810.000000.00000
1402016.06.23 00:09modify470.010.745810.739810.75581
1412016.06.23 00:55close470.010.747810.739810.755811.94123.23
1422016.08.01 23:20buy480.010.737790.000000.00000
1432016.08.01 23:20modify480.010.737790.731790.74779
1442016.08.02 02:51close480.010.737880.731790.747790.05123.28
1452016.09.08 23:58buy490.010.752080.000000.00000
1462016.09.08 23:58modify490.010.752080.746080.76208
1472016.09.09 03:37close490.010.752020.746080.76208-0.10123.17
1482016.09.20 23:39sell500.010.742350.000000.00000
1492016.09.20 23:39modify500.010.742350.748350.73235
1502016.09.21 04:48close500.010.742720.748350.73235-0.47122.70
1512016.09.27 23:59sell510.010.735540.000000.00000
1522016.09.27 23:59modify510.010.735540.741540.72554
1532016.09.28 02:41close510.010.735010.741540.725540.44123.14
1542016.10.07 23:00buy520.010.735950.000000.00000
1552016.10.07 23:00modify520.010.735950.729950.74595
1562016.10.10 00:08close520.010.738100.729950.745952.11125.24
1572016.10.24 23:14sell530.010.743790.000000.00000
1582016.10.24 23:14modify530.010.743790.749790.73379
1592016.10.25 10:51close530.010.745450.749790.73379-1.75123.49
1602016.11.08 23:11sell540.010.735660.000000.00000
1612016.11.08 23:11modify540.010.735660.741660.72566
1622016.11.09 02:14close540.010.734910.741660.725660.66124.15
1632016.11.29 23:25buy550.010.752780.000000.00000
1642016.11.29 23:25modify550.010.752780.746780.76278
1652016.11.30 02:29close550.010.753160.746780.762780.34124.48
1662016.12.09 23:24buy560.010.772010.000000.00000
1672016.12.09 23:25modify560.010.772010.766010.78201
1682016.12.12 00:34close560.010.774140.766010.782012.09126.57