Strategy Tester Report
Generic_A-TLP_v.12.39.18_RUS
Tickmill-Live (Build 1280)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period30 Minutes (M30) 2011.01.05 02:00 - 2020.11.06 04:30 (2011.01.05 - 2020.12.23)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersS_1="<==== General settings ====>"; SetName="Gen Break USDCAD M30 OstapBender v1.1"; ForbidTradeIfSetNameWarning=true; TimeFrame=0; every_tick=true; MagicNumber=60611; AllowLong=true; AllowShort=true; Slippage=5; S_11="<==== Money Management ====>"; Lots=0.01; VirtualDepoForAutoRisk=0; VirtualDepoPercent=0; VirtualDepoStartDate=1970.01.01 00:00; Auto_Risk=0; MM_Depo=0; LotMultAfterProfit=0; LotMultAfterLoss=0; LotMult_SizeLoss=0; Max_Lots=0; Max_Auto_Risk=0; CloseAtDrawdown=0; CloseAtDrawdownPercent=0; MaxAmountCurrency=0; MaxAmountCurrencyPair=0; MaxAmount_SkipManualTrades=true; S_12="<==== General settings ====>"; CheckSpreadOnSellOpen=true; CheckSpreadOnBuyClose=true; Max_Spread=4; Max_Spread_On_Close=4; MaxSpreadOnClose_Profit=1000; Stop_Loss=29; Take_Profit=23; TP_perc=0; min_TP=13; VirtualSLTP=false; DisableSLAtRollover=false; MaxDailyRange=22; MDRFromHiLo=false; MDR_Toward=1000; MDR_Toward_FromHiLo=false; CheckMDRAfter0=false; SkipMDRAfter0OnMondays=false; Hedging=true; MinPauseBetweenOrders=10; S_3_1="<==== Dynamic SL ====>"; Min_SL=10; ATR_P=0; Coof_ATR=6; Trail_ATR=false; S_8="<==== MULTI ORDERS ====>"; TotalOrders=1; OrdersDistance=5; MinPause=10; MaxConsecutiveOrders=0; MultLot=1; OpenAfterTradeHours=false; DoNotCheckAfterFirst=false; CheckBBChannel=false; CloseSimultaneously=false; S_2="<==== ENTER SETTINGS ====>"; S_21="Настройки Bollinger Band"; BB_Period=9; BB_Deviation=1.5; Entry_Break=1; Min_Volatility=2; Max_Volatility=1000; BB_Shift=1; OnlyBid=false; S_21_1="ATR Filter"; ATR_Timeframe=60; ATR_Period=0; Max_ATR_Pips=20; S_22="Настройки CCI"; TimeFrame_CCI=0; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=0; barcount=8; maxcandle2=0; barcount2=8; S_24="При паузе = 0 - выкл."; pause=60; sizeloss=7; S_4="<==== Trailing stop/Breakeven ====>"; Trail_Start=0; Trail_Size=7; Trail_Step=1; Trail_Minutes=0; Trail_From_BE_Line=true; rollover_trall_end=true; BE_Start=0; BE_Dist=1; BE_Minutes=0; BE_After_Hour=-1; BE_After_Min=0; S_3="<==== EXIT SETTINGS ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=50; Time_Profit_Pips=3; FixMondayTimeBug=false; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=-9; Exit_Profit_Pips=5; ExitChannelTP=false; DisableFilter2=false; S_33="При MA_period = 0 - выкл."; TimeFrameMA=1; MA_type=0; MA_period=59; Reverse_Profit=3; S_35="При PartialClose_Percent = 0 - выкл."; PartialClose_Percent=0; Part_Profit_Pips=0; Part_Distance=-10; Part_AllowCloseFull=false; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; CCI_Profit_Pips=20; S_36="При HardExit_Minutes = 0 и HardExit_TimeHour = -1 - выкл."; HardExit_Minutes=0; HardExit_TimeHour=8; HardExit_TimeMin=0; HardExit_Profit=-100; S_5="<==== Trade Time Filter ====>"; GMT_Offset=2; DSTMode=2; TradeAllDaysInTheSameTime=false; SkipDay=0; S_51="<== MONDAY / ALL DAYS ==>"; MONDAY_Enabled=false; 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=false; 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=false; WEDNESDAY_Start_Trade_Hour=0; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=1; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=false; 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="<==== Roll Over Filter ====>"; OpenOrdersInRollover=false; CloseOrdersInRollover=true; rollover_start="23:59"; rollover_end="00:02"; LastTradeDayDecember=23; FirstTradeDayJanuary=5; S_9="<==== News Filter ====>"; UseNewsFilter=true; CloseTimeBeforeNews=0; News_CloseProfit=-100; TimeBeforeNews=60; TimeAfterNews=120; Vhigh=true; Vmedium=false; Vlow=false; highc=Red; mediumc=Lime; lowc=Blue;
Bars in test122788Ticks modelled154260996Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit82.26Gross profit108.83Gross loss-26.57
Profit factor4.10Expected payoff0.37
Absolute drawdown2.19Maximal drawdown5.83 (0.06%)Relative drawdown0.06% (5.83)
Total trades220Short positions (won %)91 (96.70%)Long positions (won %)129 (93.02%)
Profit trades (% of total)208 (94.55%)Loss trades (% of total)12 (5.45%)
Largestprofit trade8.76loss trade-5.16
Averageprofit trade0.52loss trade-2.21
Maximumconsecutive wins (profit in money)69 (43.25)consecutive losses (loss in money)1 (-5.16)
Maximalconsecutive profit (count of wins)43.25 (69)consecutive loss (count of losses)-5.16 (1)
Averageconsecutive wins16consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.14 23:34sell10.010.989660.000000.00000
22011.01.14 23:35modify10.010.989660.992560.98736
32011.01.17 00:01close10.010.988030.992560.987361.5810001.58
42011.03.04 23:58sell20.010.973330.000000.00000
52011.03.04 23:58modify20.010.973330.976230.97103
62011.03.07 00:01close20.010.973050.976230.971030.2210001.80
72011.04.15 23:51buy30.010.959480.000000.00000
82011.04.15 23:51modify30.010.959480.956580.96178
92011.04.18 01:15close30.010.959740.956580.961780.2110002.01
102011.04.22 23:57sell40.010.954490.000000.00000
112011.04.22 23:57modify40.010.954490.957390.95219
122011.04.25 00:00close40.010.952340.957390.952192.1910004.19
132011.05.27 23:37buy50.010.976420.000000.00000
142011.05.27 23:37modify50.010.976420.973520.97872
152011.05.30 00:09close50.010.977680.973520.978721.2310005.42
162011.07.08 23:22buy60.010.960560.000000.00000
172011.07.08 23:22modify60.010.960560.957660.96286
182011.07.08 23:51close60.010.960830.957660.962860.2410005.66
192011.07.22 23:03buy70.010.948810.000000.00000
202011.07.22 23:03modify70.010.948810.945910.95111
212011.07.22 23:12close70.010.949330.945910.951110.5110006.17
222011.07.22 23:21buy80.010.948760.000000.00000
232011.07.22 23:21modify80.010.948760.945860.95106
242011.07.25 01:00close80.010.949050.945860.951060.2510006.42
252011.08.05 23:58sell90.010.981800.000000.00000
262011.08.05 23:58modify90.010.981800.984700.97950
272011.08.08 00:05close90.010.980470.984700.979501.2910007.71
282011.08.12 23:51buy100.010.988620.000000.00000
292011.08.12 23:51modify100.010.988620.985720.99092
302011.08.15 08:00close100.010.986870.985720.99092-1.8310005.88
312011.09.09 23:04buy110.010.995600.000000.00000
322011.09.09 23:04modify110.010.995600.992700.99790
332011.09.09 23:38close110.010.996240.992700.997900.6010006.48
342011.09.23 23:55buy120.011.028060.000000.00000
352011.09.23 23:55modify120.011.028061.025161.03036
362011.09.26 01:00close120.011.028591.025161.030360.4510006.93
372011.10.28 23:27buy130.010.991920.000000.00000
382011.10.28 23:27modify130.010.991920.989020.99422
392011.10.31 00:33close130.010.992420.989020.994220.4410007.37
402011.11.11 23:25sell140.011.013270.000000.00000
412011.11.11 23:25modify140.011.013271.016171.01097
422011.11.11 23:37close140.011.012231.016171.010970.9910008.36
432011.11.18 23:00sell150.011.027060.000000.00000
442011.11.18 23:00modify150.011.027061.029961.02476
452011.11.21 00:00close150.011.026601.029961.024760.3810008.74
462011.11.25 23:43buy160.011.048240.000000.00000
472011.11.25 23:43modify160.011.048241.045341.05054
482011.11.28 00:00s/l160.011.042921.045341.05054-5.1610003.57
492011.12.16 23:00buy170.011.037180.000000.00000
502011.12.16 23:00modify170.011.037181.034281.03948
512011.12.16 23:19close170.011.037671.034281.039480.4310004.00
522011.12.16 23:45buy180.011.037260.000000.00000
532011.12.16 23:45modify180.011.037261.034361.03956
542011.12.16 23:51close180.011.038511.034361.039561.1610005.16
552012.01.13 23:00buy190.011.022730.000000.00000
562012.01.13 23:00modify190.011.022731.019831.02503
572012.01.13 23:50close190.011.022991.019831.025030.2110005.37
582012.01.20 23:05buy200.011.013140.000000.00000
592012.01.20 23:05modify200.011.013141.010241.01544
602012.01.20 23:59close200.011.013491.010241.015440.3010005.67
612012.01.27 23:01buy210.011.000580.000000.00000
622012.01.27 23:01modify210.011.000580.997681.00288
632012.01.27 23:30close210.011.000880.997681.002880.2610005.93
642012.02.03 23:30sell220.010.993880.000000.00000
652012.02.03 23:30modify220.010.993880.996780.99158
662012.02.03 23:55close220.010.993340.996780.991580.5010006.43
672012.02.17 23:58sell230.010.996720.000000.00000
682012.02.17 23:58modify230.010.996720.999620.99442
692012.02.20 00:00t/p230.010.993330.999620.994423.3410009.77
702012.03.09 23:00sell240.010.990780.000000.00000
712012.03.09 23:00modify240.010.990780.993680.98848
722012.03.12 00:07close240.010.990390.993680.988480.3210010.09
732012.03.23 23:20buy250.010.998130.000000.00000
742012.03.23 23:20modify250.010.998130.995231.00043
752012.03.26 07:53close250.010.998400.995231.000430.2110010.30
762012.04.06 23:33buy260.010.996580.000000.00000
772012.04.06 23:33modify260.010.996580.993680.99888
782012.04.06 23:42close260.010.996990.993680.998880.3710010.67
792012.04.27 23:15sell270.010.981090.000000.00000
802012.04.27 23:15modify270.010.981090.983990.97879
812012.04.27 23:45close270.010.980560.983990.978790.5010011.17
822012.05.11 23:02sell280.011.000990.000000.00000
832012.05.11 23:02modify280.011.000991.003890.99869
842012.05.11 23:19close280.011.000631.003890.998690.3210011.49
852012.05.18 23:04buy290.011.020080.000000.00000
862012.05.18 23:04modify290.011.020081.017181.02238
872012.05.18 23:15close290.011.020721.017181.022380.5910012.08
882012.05.18 23:37sell300.011.021630.000000.00000
892012.05.18 23:37modify300.011.021631.024531.01933
902012.05.21 00:50close300.011.021351.024531.019330.2010012.28
912012.05.25 23:57buy310.011.029030.000000.00000
922012.05.25 23:57modify310.011.029031.026131.03133
932012.05.28 01:39s/l310.011.026061.026131.03133-2.9610009.32
942012.06.08 23:00buy320.011.027080.000000.00000
952012.06.08 23:00modify320.011.027081.024181.02938
962012.06.08 23:42close320.011.027841.024181.029380.7010010.02
972012.06.15 23:01buy330.011.022180.000000.00000
982012.06.15 23:01modify330.011.022181.019281.02448
992012.06.15 23:51close330.011.023011.019281.024480.7710010.79
1002012.07.06 23:00buy340.011.018530.000000.00000
1012012.07.06 23:00modify340.011.018531.015631.02083
1022012.07.06 23:54close340.011.018821.015631.020830.2410011.03
1032012.08.03 23:00sell350.011.001840.000000.00000
1042012.08.03 23:00modify350.011.001841.004740.99954
1052012.08.03 23:55close350.011.001581.004740.999540.2210011.25
1062012.08.10 23:00buy360.010.991070.000000.00000
1072012.08.10 23:00modify360.010.991070.988170.99337
1082012.08.13 00:02close360.010.991440.988170.993370.3110011.56
1092012.08.24 23:39sell370.010.991840.000000.00000
1102012.08.24 23:39modify370.010.991840.994740.98954
1112012.08.27 01:00close370.010.991570.994740.989540.2010011.76
1122012.09.07 23:55sell380.010.978580.000000.00000
1132012.09.07 23:55modify380.010.978580.981480.97628
1142012.09.10 00:00close380.010.977740.981480.976280.7910012.54
1152012.09.28 23:00buy390.010.983040.000000.00000
1162012.09.28 23:00modify390.010.983040.980140.98534
1172012.09.28 23:08close390.010.983330.980140.985340.2610012.80
1182012.09.28 23:20buy400.010.983000.000000.00000
1192012.09.28 23:20modify400.010.983000.980100.98530
1202012.09.28 23:56close400.010.983500.980100.985300.4710013.27
1212012.10.19 23:33buy410.010.992770.000000.00000
1222012.10.19 23:33modify410.010.992770.989870.99507
1232012.10.19 23:58close410.010.993350.989870.995070.5410013.81
1242012.10.26 23:18buy420.010.997490.000000.00000
1252012.10.26 23:18modify420.010.997490.994590.99979
1262012.10.29 00:16close420.010.997860.994590.999790.3110014.12
1272012.11.09 23:00sell430.011.001280.000000.00000
1282012.11.09 23:00modify430.011.001281.004180.99898
1292012.11.12 00:01close430.011.000211.004180.998981.0010015.12
1302012.11.23 23:54sell440.010.992560.000000.00000
1312012.11.23 23:54modify440.010.992560.995460.99026
1322012.11.26 00:00close440.010.992270.995460.990260.2210015.34
1332012.11.30 23:00sell450.010.993410.000000.00000
1342012.11.30 23:00modify450.010.993410.996310.99111
1352012.12.03 03:06close450.010.993110.996310.991110.2310015.57
1362012.12.07 23:00sell460.010.990900.000000.00000
1372012.12.07 23:00modify460.010.990900.993800.98860
1382012.12.07 23:35close460.010.989790.993800.988601.0810016.65
1392013.01.11 23:36sell470.010.984460.000000.00000
1402013.01.11 23:36modify470.010.984460.987360.98216
1412013.01.14 03:42close470.010.984210.987360.982160.1810016.83
1422013.01.25 23:00buy480.011.006550.000000.00000
1432013.01.25 23:00modify480.011.006551.003651.00885
1442013.01.28 00:07close480.011.006911.003651.008850.3010017.13
1452013.02.01 23:43buy490.010.996780.000000.00000
1462013.02.01 23:43modify490.010.996780.993880.99908
1472013.02.04 02:01close490.010.997070.993880.999080.2310017.36
1482013.02.15 23:00buy500.011.006210.000000.00000
1492013.02.15 23:00modify500.011.006211.003311.00851
1502013.02.15 23:02close500.011.006671.003311.008510.4210017.78
1512013.02.15 23:29buy510.011.006160.000000.00000
1522013.02.15 23:29modify510.011.006161.003261.00846
1532013.02.15 23:33close510.011.006741.003261.008460.5410018.32
1542013.02.22 23:00buy520.011.020820.000000.00000
1552013.02.22 23:00modify520.011.020821.017921.02312
1562013.02.22 23:59close520.011.021091.017921.023120.2210018.54
1572013.03.08 23:09sell530.011.029250.000000.00000
1582013.03.08 23:09modify530.011.029251.032151.02695
1592013.03.08 23:42close530.011.028751.032151.026950.4510018.99
1602013.03.22 23:00sell540.011.023220.000000.00000
1612013.03.22 23:00modify540.011.023221.026121.02092
1622013.03.22 23:21close540.011.022951.026121.020920.2210019.21
1632013.04.05 23:00buy550.011.016510.000000.00000
1642013.04.05 23:00modify550.011.016511.013611.01881
1652013.04.05 23:51close550.011.016861.013611.018810.3010019.51
1662013.04.19 23:18sell560.011.026730.000000.00000
1672013.04.19 23:18modify560.011.026731.029631.02443
1682013.04.22 00:03close560.011.025571.029631.024431.0610020.56
1692013.04.26 23:27sell570.011.017210.000000.00000
1702013.04.26 23:27modify570.011.017211.020111.01491
1712013.04.29 00:04close570.011.016901.020111.014910.2310020.79
1722013.05.03 23:46sell580.011.008320.000000.00000
1732013.05.03 23:46modify580.011.008321.011221.00602
1742013.05.06 00:02close580.011.007831.011221.006020.4210021.21
1752013.05.10 23:22buy590.011.011120.000000.00000
1762013.05.10 23:22modify590.011.011121.008221.01342
1772013.05.13 00:17close590.011.011381.008221.013420.2010021.41
1782013.06.14 23:53sell600.011.017620.000000.00000
1792013.06.14 23:53modify600.011.017621.020521.01532
1802013.06.17 01:00close600.011.017301.020521.015320.2410021.65
1812013.08.23 23:00buy610.011.050200.000000.00000
1822013.08.23 23:00modify610.011.050201.047301.05250
1832013.08.26 00:02close610.011.051301.047301.052500.9910022.64
1842013.08.30 23:30sell620.011.053700.000000.00000
1852013.08.30 23:30modify620.011.053701.056601.05140
1862013.09.02 00:19close620.011.053221.056601.051400.3810023.02
1872013.09.06 23:00sell630.011.040790.000000.00000
1882013.09.06 23:00modify630.011.040791.043691.03849
1892013.09.09 00:30close630.011.040481.043691.038490.2310023.25
1902013.09.27 23:50sell640.011.030730.000000.00000
1912013.09.27 23:50modify640.011.030731.033631.02843
1922013.09.30 04:39close640.011.030391.033631.028430.2610023.50
1932013.10.18 23:12sell650.011.029580.000000.00000
1942013.10.18 23:12modify650.011.029581.032481.02728
1952013.10.18 23:57close650.011.029111.032481.027280.4210023.92
1962013.11.01 23:03buy660.011.042450.000000.00000
1972013.11.01 23:03modify660.011.042451.039551.04475
1982013.11.04 05:15close660.011.042721.039551.044750.2010024.12
1992013.11.08 23:00buy670.011.047830.000000.00000
2002013.11.08 23:00modify670.011.047831.044931.05013
2012013.11.11 00:00close670.011.048151.044931.050130.2410024.36
2022013.11.15 23:28buy680.011.044270.000000.00000
2032013.11.15 23:28modify680.011.044271.041371.04657
2042013.11.18 08:00close680.011.043061.041371.04657-1.2210023.14
2052013.11.22 23:07buy690.011.052390.000000.00000
2062013.11.22 23:07modify690.011.052391.049491.05469
2072013.11.25 00:00close690.011.052981.049491.054690.5010023.64
2082013.12.06 23:27buy700.011.064970.000000.00000
2092013.12.06 23:27modify700.011.064971.062071.06727
2102013.12.09 01:33close700.011.065251.062071.067270.2010023.84
2112013.12.20 23:00buy710.011.064840.000000.00000
2122013.12.20 23:00modify710.011.064841.061941.06714
2132013.12.23 08:00close710.011.063711.061941.06714-1.1310022.71
2142014.01.17 23:39buy720.011.096350.000000.00000
2152014.01.17 23:39modify720.011.096351.093451.09865
2162014.01.17 23:52close720.011.096821.093451.098650.3810023.09
2172014.01.17 23:58buy730.011.096330.000000.00000
2182014.01.17 23:58modify730.011.096331.093431.09863
2192014.01.20 01:00close730.011.096631.093431.098630.2110023.30
2202014.01.24 23:50sell740.011.107800.000000.00000
2212014.01.24 23:50modify740.011.107801.110701.10550
2222014.01.27 00:03close740.011.106941.110701.105500.7010023.99
2232014.01.31 23:00sell750.011.113700.000000.00000
2242014.01.31 23:00modify750.011.113701.116601.11140
2252014.01.31 23:10close750.011.113401.116601.111400.2310024.22
2262014.02.14 23:16sell760.011.098670.000000.00000
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