Strategy Tester Report
Walt_LCTS_v1.1
MetaQuotes-Demo (Build 985)

SymbolCADJPY (Canadian Dollar vs Japanese Yen)
Period15 Minutes (M15) 2016.01.08 02:15 - 2016.04.22 22:45 (2015.12.01 - 2016.04.25)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLondonCloseHourGMT=16; TradeTimeWindowMinutes=5; BarsBack=72; UseMarketOrders=true; UseLimitOrders=true; MinDistPoints=100; SL_LimitOrders_Points=500; ExpTimeLimitOrdersSeconds=4500; MagicNumber=1; ______________________11__="-----> If 0 then PercentForMarketOrders"; LotsForMarketOrders=0.1; LotsForLimitOrders=0.15; ______________________12__="-----> Percent of free margin"; PercentForMarketOrders=4; PercentForLimitOrders=6; ___________________Below_Setting__="_Used For Strategy Tester Only____________________"; BrokerGMToffset=3;
Bars in test7320Ticks modelled6742537Modelling quality75.60%
Mismatched charts errors20
Initial deposit500.00SpreadCurrent (48)
Total net profit245.47Gross profit560.43Gross loss-314.96
Profit factor1.78Expected payoff12.92
Absolute drawdown113.74Maximal drawdown169.33 (22.24%)Relative drawdown29.72% (163.34)
Total trades19Short positions (won %)10 (60.00%)Long positions (won %)9 (88.89%)
Profit trades (% of total)14 (73.68%)Loss trades (% of total)5 (26.32%)
Largestprofit trade83.47loss trade-71.25
Averageprofit trade40.03loss trade-62.99
Maximumconsecutive wins (profit in money)5 (163.82)consecutive losses (loss in money)2 (-141.97)
Maximalconsecutive profit (count of wins)238.49 (4)consecutive loss (count of losses)-141.97 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.15 19:00buy10.1080.4110.0000.000
22016.01.15 19:00buy limit20.1580.3110.0000.000
32016.01.15 19:00modify20.1580.31179.81180.816
42016.01.15 19:00modify10.1080.41179.82280.816
52016.01.15 19:24buy20.1580.31179.81180.816
62016.01.18 05:38t/p10.1080.81679.82280.81638.31538.31
72016.01.18 05:38t/p20.1580.81679.81180.81671.65609.96
82016.01.21 19:00sell limit30.1582.7020.0000.000
92016.01.21 19:00modify30.1582.70283.20282.046
102016.01.21 20:15expiration30.1582.70283.20282.046
112016.01.26 19:00sell limit40.1584.3570.0000.000
122016.01.26 19:00modify40.1584.35784.85783.767
132016.01.26 19:27sell40.1584.35784.85783.767
142016.01.27 03:22t/p40.1583.76784.85783.76783.47693.43
152016.01.27 19:00sell limit50.1584.6980.0000.000
162016.01.27 19:00modify50.1584.69885.19884.380
172016.01.27 19:07sell50.1584.69885.19884.380
182016.01.27 21:07t/p50.1584.38085.19884.38045.06738.49
192016.02.04 19:00buy60.1085.0600.0000.000
202016.02.04 19:00buy limit70.1584.9600.0000.000
212016.02.04 19:00modify70.1584.96084.46085.290
222016.02.04 19:00modify60.1085.06084.73485.290
232016.02.04 20:15expiration70.1584.96084.46085.290
242016.02.05 15:32s/l60.1084.73484.73485.290-30.77707.72
252016.02.08 19:00buy80.1082.8490.0000.000
262016.02.08 19:00buy limit90.1582.5560.0000.000
272016.02.08 19:00modify90.1582.55682.05683.062
282016.02.08 19:00modify80.1082.84982.05083.062
292016.02.08 19:09t/p80.1083.06282.05083.06220.13727.85
302016.02.08 20:15expiration90.1582.55682.05683.062
312016.02.12 19:00sell limit100.1581.7560.0000.000
322016.02.12 19:00modify100.1581.75682.25681.403
332016.02.12 19:52sell100.1581.75682.25681.403
342016.02.15 03:30s/l100.1582.25682.25681.403-70.97656.88
352016.02.15 19:00sell limit110.1582.9890.0000.000
362016.02.15 19:00modify110.1582.98983.48982.656
372016.02.15 20:15expiration110.1582.98983.48982.656
382016.02.17 19:00sell limit120.1583.6140.0000.000
392016.02.17 19:00modify120.1583.61484.11483.131
402016.02.17 20:15expiration120.1583.61484.11483.131
412016.02.22 19:00sell limit130.1582.7440.0000.000
422016.02.22 19:00modify130.1582.74483.24482.454
432016.02.22 19:24sell130.1582.74483.24482.454
442016.02.22 21:15t/p130.1582.45483.24482.45441.09697.97
452016.02.25 19:00sell limit140.1583.0750.0000.000
462016.02.25 19:00modify140.1583.07583.57582.697
472016.02.25 20:15expiration140.1583.07583.57582.697
482016.03.01 19:00sell limit150.1585.0780.0000.000
492016.03.01 19:00modify150.1585.07885.57884.461
502016.03.01 20:15expiration150.1585.07885.57884.461
512016.03.04 19:00sell limit160.1585.4710.0000.000
522016.03.04 19:00modify160.1585.47185.97185.175
532016.03.04 19:21sell160.1585.47185.97185.175
542016.03.07 02:23t/p160.1585.17585.97185.17541.81739.77
552016.03.08 19:00buy170.1084.0860.0000.000
562016.03.08 19:00buy limit180.1583.8160.0000.000
572016.03.08 19:00modify180.1583.81683.31684.186
582016.03.08 19:00modify170.1084.08683.44684.186
592016.03.08 19:25t/p170.1084.18683.44684.1869.45749.22
602016.03.08 20:15expiration180.1583.81683.31684.186
612016.03.09 19:00sell limit190.1585.3990.0000.000
622016.03.09 19:00modify190.1585.39985.89984.966
632016.03.09 19:05sell190.1585.39985.89984.966
642016.03.10 14:48s/l190.1585.89985.89984.966-71.25677.97
652016.03.10 19:00buy200.1084.5960.0000.000
662016.03.10 19:00buy limit210.1584.3310.0000.000
672016.03.10 19:00modify210.1584.33183.83184.737
682016.03.10 19:00modify200.1084.59683.92584.737
692016.03.10 19:41buy210.1584.33183.83184.737
702016.03.10 22:16t/p200.1084.73783.92584.73713.32691.29
712016.03.10 22:16t/p210.1584.73783.83184.73757.54748.83
722016.03.11 19:00sell limit220.1586.1980.0000.000
732016.03.11 19:00modify220.1586.19886.69885.799
742016.03.11 20:15expiration220.1586.19886.69885.799
752016.03.22 19:00sell limit230.1585.9250.0000.000
762016.03.22 19:00modify230.1585.92586.42585.626
772016.03.22 19:24sell230.1585.92586.42585.626
782016.03.23 16:04t/p230.1585.62686.42585.62642.23791.06
792016.03.28 19:00sell limit240.1586.0070.0000.000
802016.03.28 19:00modify240.1586.00786.50785.732
812016.03.28 20:15expiration240.1586.00786.50785.732
822016.04.05 19:00buy250.1083.6700.0000.000
832016.04.05 19:00buy limit260.1583.5540.0000.000
842016.04.05 19:00modify260.1583.55483.05483.922
852016.04.05 19:00modify250.1083.67083.18683.922
862016.04.05 20:15expiration260.1583.55483.05483.922
872016.04.05 21:34t/p250.1083.92283.18683.92223.81814.87
882016.04.07 19:00buy270.1082.0490.0000.000
892016.04.07 19:00buy limit280.1581.8130.0000.000
902016.04.07 19:00modify280.1581.81381.31382.334
912016.04.07 19:00modify270.1082.04981.29282.334
922016.04.07 20:15expiration280.1581.81381.31382.334
932016.04.07 20:55t/p270.1082.33481.29282.33426.92841.79
942016.04.12 19:00sell limit290.1584.8940.0000.000
952016.04.12 19:00modify290.1584.89485.39484.570
962016.04.12 19:51sell290.1584.89485.39484.570
972016.04.13 05:33s/l290.1585.39485.39484.570-70.98770.80
982016.04.18 19:00sell limit300.1585.0240.0000.000
992016.04.18 19:00modify300.1585.02485.52484.567
1002016.04.18 19:22sell300.1585.02485.52484.567
1012016.04.19 03:08s/l300.1585.52485.52484.567-70.98699.82
1022016.04.19 19:00sell limit310.1586.5120.0000.000
1032016.04.19 19:00modify310.1586.51287.01286.168
1042016.04.19 20:15expiration310.1586.51287.01286.168
1052016.04.20 19:00sell limit320.1586.8580.0000.000
1062016.04.20 19:00modify320.1586.85887.35886.533
1072016.04.20 19:46sell320.1586.85887.35886.533
1082016.04.21 16:08t/p320.1586.53387.35886.53345.65745.47
1092016.04.22 19:00sell limit330.1588.2220.0000.000
1102016.04.22 19:00modify330.1588.22288.72287.676
1112016.04.22 20:15expiration330.1588.22288.72287.676