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

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2015.12.01 00:45 - 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 test9787Ticks modelled8015922Modelling quality72.51%
Mismatched charts errors9
Initial deposit500.00SpreadCurrent (60)
Total net profit-304.16Gross profit662.46Gross loss-966.63
Profit factor0.69Expected payoff-11.27
Absolute drawdown307.79Maximal drawdown430.26 (69.12%)Relative drawdown69.12% (430.26)
Total trades27Short positions (won %)6 (50.00%)Long positions (won %)21 (52.38%)
Profit trades (% of total)14 (51.85%)Loss trades (% of total)13 (48.15%)
Largestprofit trade100.63loss trade-106.98
Averageprofit trade47.32loss trade-74.36
Maximumconsecutive wins (profit in money)5 (228.61)consecutive losses (loss in money)4 (-269.16)
Maximalconsecutive profit (count of wins)228.61 (5)consecutive loss (count of losses)-269.16 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.12.02 19:00buy10.101.533930.000000.00000
22015.12.02 19:00buy limit20.151.531620.000000.00000
32015.12.02 19:00modify20.151.531621.526621.53555
42015.12.02 19:00modify10.101.533931.527691.53555
52015.12.02 19:13buy20.151.531621.526621.53555
62015.12.02 19:47s/l10.101.527691.527691.53555-63.72436.28
72015.12.02 19:55s/l20.151.526621.526621.53555-76.60359.68
82015.12.03 19:00buy30.101.508760.000000.00000
92015.12.03 19:00buy limit40.151.506190.000000.00000
102015.12.03 19:00modify40.151.506191.501191.51211
112015.12.03 19:00modify30.101.508761.500271.51211
122015.12.03 19:18delete40.151.506191.501191.51211
132015.12.03 21:32s/l30.101.500271.500271.51211-86.70272.98
142015.12.16 19:00buy50.101.479310.000000.00000
152015.12.16 19:00modify50.101.479311.474571.48097
162015.12.16 21:03t/p50.101.480971.474571.4809716.96289.94
172015.12.22 19:00buy60.101.463040.000000.00000
182015.12.22 19:00modify60.101.463041.456171.46517
192015.12.23 04:08t/p60.101.465171.456171.4651721.90311.84
202015.12.23 19:00sell limit70.151.478120.000000.00000
212015.12.23 19:00modify70.151.478121.483121.47467
222015.12.23 19:13sell70.151.478121.483121.47467
232015.12.23 20:46t/p70.151.474671.483121.4746752.83364.67
242015.12.24 19:00sell limit80.151.475940.000000.00000
252015.12.24 19:00modify80.151.475941.480941.47299
262015.12.28 00:00expiration80.151.475941.480941.47299
272015.12.31 19:00sell limit90.151.479990.000000.00000
282015.12.31 19:00modify90.151.479991.484991.47592
292016.01.04 00:00expiration90.151.479991.484991.47592
302016.01.11 19:00sell limit100.151.457650.000000.00000
312016.01.11 19:00modify100.151.457651.462651.45288
322016.01.11 20:15expiration100.151.457651.462651.45288
332016.01.15 19:00buy110.101.426790.000000.00000
342016.01.15 19:00buy limit120.151.425440.000000.00000
352016.01.15 19:00modify120.151.425441.420441.43133
362016.01.15 19:00modify110.101.426791.419551.43133
372016.01.15 19:08buy120.151.425441.420441.43133
382016.01.18 03:10t/p110.101.431331.419551.4313346.50411.16
392016.01.18 03:10t/p120.151.431331.420441.4313390.43501.59
402016.01.19 19:00buy130.101.422340.000000.00000
412016.01.19 19:00buy limit140.151.418010.000000.00000
422016.01.19 19:00modify140.151.418011.413011.42417
432016.01.19 19:00modify130.101.422341.411851.42417
442016.01.19 20:15expiration140.151.418011.413011.42417
452016.01.20 11:18s/l130.101.411851.411851.42417-106.98394.61
462016.01.21 19:00sell limit150.151.436440.000000.00000
472016.01.21 19:00modify150.151.436441.441441.43065
482016.01.21 19:02sell150.151.436441.441441.43065
492016.01.21 20:38t/p150.151.430651.441441.4306588.68483.29
502016.01.22 19:00sell limit160.151.456270.000000.00000
512016.01.22 19:00modify160.151.456271.461271.45031
522016.01.22 20:15expiration160.151.456271.461271.45031
532016.01.26 19:00sell limit170.151.462230.000000.00000
542016.01.26 19:00modify170.151.462231.467231.45564
552016.01.26 19:03sell170.151.462231.467231.45564
562016.01.27 10:08t/p170.151.455641.467231.45564100.63583.92
572016.01.29 19:00buy180.101.450490.000000.00000
582016.01.29 19:00buy limit190.151.447940.000000.00000
592016.01.29 19:00modify190.151.447941.442941.45215
602016.01.29 19:00modify180.101.450491.443731.45215
612016.01.29 19:53t/p180.101.452151.443731.4521516.95600.87
622016.01.29 20:15expiration190.151.447941.442941.45215
632016.02.01 19:00sell limit200.151.465990.000000.00000
642016.02.01 19:00modify200.151.465991.470991.46308
652016.02.01 19:07sell200.151.465991.470991.46308
662016.02.01 21:29s/l200.151.470991.470991.46308-76.58524.29
672016.02.04 19:00buy210.101.447690.000000.00000
682016.02.04 19:00buy limit220.151.446690.000000.00000
692016.02.04 19:00modify220.151.446691.441691.45269
702016.02.04 19:00modify210.101.447691.441471.45269
712016.02.04 20:15expiration220.151.446691.441691.45269
722016.02.04 20:39t/p210.101.452691.441471.4526951.07575.36
732016.02.08 19:00buy230.101.423790.000000.00000
742016.02.08 19:00buy limit240.151.420690.000000.00000
752016.02.08 19:00modify240.151.420691.415691.42635
762016.02.08 19:00modify230.101.423791.415031.42635
772016.02.08 19:51t/p230.101.426351.415031.4263526.14601.50
782016.02.08 20:15expiration240.151.420691.415691.42635
792016.02.16 19:00buy250.101.412840.000000.00000
802016.02.16 19:00buy limit260.151.410710.000000.00000
812016.02.16 19:00modify260.151.410711.405711.41561
822016.02.16 19:00modify250.101.412841.405811.41561
832016.02.16 20:15expiration260.151.410711.405711.41561
842016.02.17 09:09s/l250.101.405811.405811.41561-71.65529.84
852016.02.17 19:00sell limit270.151.423030.000000.00000
862016.02.17 19:00modify270.151.423031.428031.41849
872016.02.17 20:15expiration270.151.423031.428031.41849
882016.02.23 19:00buy280.101.393090.000000.00000
892016.02.23 19:00buy limit290.151.392090.000000.00000
902016.02.23 19:00modify290.151.392091.387091.39769
912016.02.23 19:00modify280.101.393091.387011.39769
922016.02.23 19:06buy290.151.392091.387091.39769
932016.02.24 02:07s/l290.151.387091.387091.39769-76.40453.45
942016.02.24 02:07s/l280.101.387011.387011.39769-61.95391.49
952016.02.24 19:00buy300.101.374890.000000.00000
962016.02.24 19:00buy limit310.151.372980.000000.00000
972016.02.24 19:00modify310.151.372981.367981.37754
982016.02.24 19:00modify300.101.374891.368421.37754
992016.02.24 20:03buy310.151.372981.367981.37754
1002016.02.24 22:52t/p300.101.377541.368421.3775427.06418.55
1012016.02.24 22:52t/p310.151.377541.367981.3775469.85488.40
1022016.03.04 19:00sell limit320.151.412610.000000.00000
1032016.03.04 19:00modify320.151.412611.417611.40974
1042016.03.04 19:07sell320.151.412611.417611.40974
1052016.03.07 10:18s/l320.151.417611.417611.40974-76.88411.52
1062016.03.07 19:00sell limit330.151.421800.000000.00000
1072016.03.07 19:00modify330.151.421801.426801.41885
1082016.03.07 20:15expiration330.151.421801.426801.41885
1092016.03.10 19:00buy340.101.410030.000000.00000
1102016.03.10 19:00buy limit350.151.407560.000000.00000
1112016.03.10 19:00modify350.151.407561.402561.41197
1122016.03.10 19:00modify340.101.410031.403151.41197
1132016.03.10 19:25buy350.151.407561.402561.41197
1142016.03.10 19:51s/l340.101.403151.403151.41197-70.27341.25
1152016.03.10 21:00s/l350.151.402561.402561.41197-76.60264.65
1162016.03.11 19:00sell limit360.151.416970.000000.00000
1172016.03.11 19:00modify360.151.416971.421971.41368
1182016.03.11 20:15expiration360.151.416971.421971.41368
1192016.03.15 19:00buy370.101.396130.000000.00000
1202016.03.15 19:00modify370.101.396131.391671.39929
1212016.03.16 09:09s/l370.101.391671.391671.39929-45.40219.25
1222016.04.01 19:00buy380.101.362500.000000.00000
1232016.04.01 19:00modify380.101.362501.354981.36524
1242016.04.04 11:14t/p380.101.365241.354981.3652428.12247.36
1252016.04.05 19:00buy390.101.353270.000000.00000
1262016.04.05 19:00modify390.101.353271.348161.35574
1272016.04.06 07:37t/p390.101.355741.348161.3557425.36272.72
1282016.04.15 19:00sell limit400.151.375400.000000.00000
1292016.04.15 19:00modify400.151.375401.380401.37262
1302016.04.15 20:15expiration400.151.375401.380401.37262
1312016.04.18 19:00sell limit410.151.376340.000000.00000
1322016.04.18 19:00modify410.151.376341.381341.37373
1332016.04.18 19:32sell410.151.376341.381341.37373
1342016.04.19 11:54s/l410.151.381341.381341.37373-76.88195.84