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

SymbolEURCAD (Euro vs Canadian Dollar)
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 test9788Ticks modelled9799559Modelling quality72.51%
Mismatched charts errors10
Initial deposit500.00SpreadCurrent (46)
Total net profit537.77Gross profit982.80Gross loss-445.03
Profit factor2.21Expected payoff17.35
Absolute drawdown54.11Maximal drawdown237.24 (18.61%)Relative drawdown22.01% (125.84)
Total trades31Short positions (won %)7 (71.43%)Long positions (won %)24 (75.00%)
Profit trades (% of total)23 (74.19%)Loss trades (% of total)8 (25.81%)
Largestprofit trade161.86loss trade-74.81
Averageprofit trade42.73loss trade-55.63
Maximumconsecutive wins (profit in money)14 (569.56)consecutive losses (loss in money)4 (-215.92)
Maximalconsecutive profit (count of wins)569.56 (14)consecutive loss (count of losses)-215.92 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.12.01 19:00sell limit10.151.420790.000000.00000
22015.12.01 19:00modify10.151.420791.425791.41819
32015.12.01 20:02sell10.151.420791.425791.41819
42015.12.02 12:02t/p10.151.418191.425791.4181930.17530.17
52015.12.03 19:00sell limit20.151.463780.000000.00000
62015.12.03 19:00modify20.151.463781.468781.44956
72015.12.03 20:15expiration20.151.463781.468781.44956
82015.12.07 19:00sell limit30.151.465870.000000.00000
92015.12.07 19:00modify30.151.465871.470871.46229
102015.12.07 19:22sell30.151.465871.470871.46229
112015.12.08 00:28t/p30.151.462291.470871.4622941.57571.73
122015.12.09 19:00sell limit40.151.494760.000000.00000
132015.12.09 19:00modify40.151.494761.499761.49067
142015.12.09 19:36sell40.151.494761.499761.49067
152015.12.09 21:40s/l40.151.499761.499761.49067-58.16513.57
162015.12.15 19:00buy50.101.498130.000000.00000
172015.12.15 19:00buy limit60.151.497130.000000.00000
182015.12.15 19:00modify60.151.497131.492131.50172
192015.12.15 19:00modify50.101.498131.493021.50172
202015.12.15 19:08buy60.151.497131.492131.50172
212015.12.15 23:27t/p50.101.501721.493021.5017227.84541.41
222015.12.15 23:27t/p60.151.501721.492131.5017253.40594.81
232015.12.21 19:00sell limit70.151.529650.000000.00000
242015.12.21 19:00modify70.151.529651.534651.52503
252015.12.21 20:15expiration70.151.529651.534651.52503
262015.12.23 19:00buy80.101.507380.000000.00000
272015.12.23 19:00buy limit90.151.506380.000000.00000
282015.12.23 19:00modify90.151.506381.501381.51085
292015.12.23 19:00modify80.101.507381.502471.51085
302015.12.23 19:11buy90.151.506381.501381.51085
312015.12.23 20:58t/p80.101.510851.502471.5108526.92621.73
322015.12.23 20:58t/p90.151.510851.501381.5108552.01673.74
332015.12.29 19:00buy100.101.511870.000000.00000
342015.12.29 19:00buy limit110.151.508690.000000.00000
352015.12.29 19:00modify110.151.508691.503691.51356
362015.12.29 19:00modify100.101.511871.503821.51356
372015.12.29 19:15t/p100.101.513561.503821.5135613.10686.84
382015.12.29 20:15expiration110.151.508691.503691.51356
392015.12.31 19:00buy120.101.503070.000000.00000
402015.12.31 19:00buy limit130.151.500780.000000.00000
412015.12.31 19:00modify130.151.500781.495781.50503
422015.12.31 19:00modify120.101.503071.496531.50503
432016.01.04 00:00expiration130.151.500781.495781.50503
442016.01.04 00:51t/p120.101.505031.496531.5050315.23702.07
452016.01.06 19:00sell limit140.151.517630.000000.00000
462016.01.06 19:00modify140.151.517631.522631.51387
472016.01.06 20:15expiration140.151.517631.522631.51387
482016.01.15 19:00sell limit150.151.594010.000000.00000
492016.01.15 19:00modify150.151.594011.599011.58509
502016.01.15 19:05sell150.151.594011.599011.58509
512016.01.15 22:38t/p150.151.585091.599011.58509103.77805.84
522016.01.21 19:00buy160.101.542670.000000.00000
532016.01.21 19:00buy limit170.151.541380.000000.00000
542016.01.21 19:00modify170.151.541381.536381.55223
552016.01.21 19:00modify160.101.542671.530531.55223
562016.01.21 20:15expiration170.151.541381.536381.55223
572016.01.21 20:31t/p160.101.552231.530531.5522374.15879.99
582016.01.22 19:00buy180.101.530640.000000.00000
592016.01.22 19:00buy limit190.151.525570.000000.00000
602016.01.22 19:00modify190.151.525571.520571.53188
612016.01.22 19:00modify180.101.530641.519261.53188
622016.01.22 20:15expiration190.151.525571.520571.53188
632016.01.25 09:22t/p180.101.531881.519261.531889.63889.62
642016.01.25 19:00sell limit200.151.545490.000000.00000
652016.01.25 19:00modify200.151.545491.550491.54052
662016.01.25 20:15expiration200.151.545491.550491.54052
672016.01.26 19:00buy210.101.524540.000000.00000
682016.01.26 19:00buy limit220.151.523540.000000.00000
692016.01.26 19:00modify220.151.523541.518541.53169
702016.01.26 19:00modify210.101.524541.516351.53169
712016.01.26 19:16buy220.151.523541.518541.53169
722016.01.26 23:37t/p210.101.531691.516351.5316955.46945.08
732016.01.26 23:37t/p220.151.531691.518541.5316994.831039.91
742016.01.27 19:00buy230.101.526650.000000.00000
752016.01.27 19:00buy limit240.151.524790.000000.00000
762016.01.27 19:00modify240.151.524791.519791.52803
772016.01.27 19:00modify230.101.526651.521551.52803
782016.01.27 19:48t/p230.101.528031.521551.5280310.711050.62
792016.01.27 20:15expiration240.151.524791.519791.52803
802016.01.28 19:00sell limit250.151.543720.000000.00000
812016.01.28 19:00modify250.151.543721.548721.53930
822016.01.28 20:15expiration250.151.543721.548721.53930
832016.02.04 19:00sell limit260.151.538040.000000.00000
842016.02.04 19:00modify260.151.538041.543041.53352
852016.02.04 20:15expiration260.151.538041.543041.53352
862016.02.12 19:00buy270.101.554640.000000.00000
872016.02.12 19:00buy limit280.151.551240.000000.00000
882016.02.12 19:00modify280.151.551241.546241.55742
892016.02.12 19:00modify270.101.554641.545061.55742
902016.02.12 20:15expiration280.151.551241.546241.55742
912016.02.12 20:39t/p270.101.557421.545061.5574221.571072.19
922016.02.15 19:00buy290.101.541390.000000.00000
932016.02.15 19:00buy limit300.151.539140.000000.00000
942016.02.15 19:00modify300.151.539141.534141.54280
952016.02.15 19:00modify290.101.541391.535481.54280
962016.02.15 20:09t/p290.101.542801.535481.5428010.941083.13
972016.02.15 20:15expiration300.151.539141.534141.54280
982016.02.17 19:00buy310.101.524780.000000.00000
992016.02.17 19:00buy limit320.151.522380.000000.00000
1002016.02.17 19:00modify320.151.522381.517381.52963
1012016.02.17 19:00modify310.101.524781.515131.52963
1022016.02.17 20:15expiration320.151.522381.517381.52963
1032016.02.18 16:09s/l310.101.515131.515131.52963-74.811008.32
1042016.02.22 19:00buy330.101.507880.000000.00000
1052016.02.22 19:00buy limit340.151.505750.000000.00000
1062016.02.22 19:00modify340.151.505751.500751.51232
1072016.02.22 19:00modify330.101.507881.499181.51232
1082016.02.22 20:15expiration340.151.505751.500751.51232
1092016.02.22 22:54t/p330.101.512321.499181.5123234.441042.76
1102016.02.25 19:00buy350.101.497120.000000.00000
1112016.02.25 19:00buy limit360.151.496120.000000.00000
1122016.02.25 19:00modify360.151.496121.491121.50059
1132016.02.25 19:00modify350.101.497121.491831.50059
1142016.02.25 20:15expiration360.151.496121.491121.50059
1152016.02.25 20:54s/l350.101.491831.491831.50059-41.031001.73
1162016.02.26 19:00buy370.101.481260.000000.00000
1172016.02.26 19:00buy limit380.151.478050.000000.00000
1182016.02.26 19:00modify380.151.478051.473051.48292
1192016.02.26 19:00modify370.101.481261.473181.48292
1202016.02.26 19:21buy380.151.478051.473051.48292
1212016.02.29 09:54t/p370.101.482921.473181.4829212.881014.61
1222016.02.29 09:54t/p380.151.482921.473051.4829256.681071.29
1232016.02.29 19:00buy390.101.469800.000000.00000
1242016.02.29 19:00buy limit400.151.467650.000000.00000
1252016.02.29 19:00modify400.151.467651.462651.47154
1262016.02.29 19:00modify390.101.469801.463761.47154
1272016.02.29 19:54t/p390.101.471541.463761.4715413.491084.78
1282016.02.29 20:15expiration400.151.467651.462651.47154
1292016.03.01 19:00buy410.101.453560.000000.00000
1302016.03.01 19:00buy limit420.151.452560.000000.00000
1312016.03.01 19:00modify420.151.452561.447561.45823
1322016.03.01 19:00modify410.101.453561.447971.45823
1332016.03.01 20:15expiration420.151.452561.447561.45823
1342016.03.01 23:22t/p410.101.458231.447971.4582336.221121.00
1352016.03.03 19:00sell limit430.151.469430.000000.00000
1362016.03.03 19:00modify430.151.469431.474431.46607
1372016.03.03 20:15expiration430.151.469431.474431.46607
1382016.03.09 19:00buy440.101.460200.000000.00000
1392016.03.09 19:00buy limit450.151.457700.000000.00000
1402016.03.09 19:00modify450.151.457701.452701.46231
1412016.03.09 19:00modify440.101.460201.453091.46231
1422016.03.09 20:15expiration450.151.457701.452701.46231
1432016.03.10 10:44s/l440.101.453091.453091.46231-55.111065.89
1442016.03.10 19:00sell limit460.151.497670.000000.00000
1452016.03.10 19:00modify460.151.497671.502671.48375
1462016.03.10 19:41sell460.151.497671.502671.48375
1472016.03.11 06:21t/p460.151.483751.502671.48375161.861227.75
1482016.03.25 19:00sell limit470.151.482280.000000.00000
1492016.03.25 19:00modify470.151.482281.487281.48005
1502016.03.25 19:03sell470.151.482281.487281.48005
1512016.03.25 22:59t/p470.151.480051.487281.4800525.941253.69
1522016.03.31 19:00sell limit480.151.477640.000000.00000
1532016.03.31 19:00modify480.151.477641.482641.47492
1542016.03.31 19:55sell480.151.477641.482641.47492
1552016.04.01 05:07s/l480.151.482641.482641.47492-58.251195.43
1562016.04.12 19:00buy490.101.458480.000000.00000
1572016.04.12 19:00buy limit500.151.456750.000000.00000
1582016.04.12 19:00modify500.151.456751.451751.46100
1592016.04.12 19:00modify490.101.458481.452501.46100
1602016.04.12 19:45buy500.151.456751.451751.46100
1612016.04.12 20:55s/l490.101.452501.452501.46100-46.381149.05
1622016.04.12 21:09s/l500.151.451751.451751.46100-58.171090.88
1632016.04.18 19:00buy510.101.450590.000000.00000
1642016.04.18 19:00buy limit520.151.448330.000000.00000
1652016.04.18 19:00modify520.151.448331.443331.45292
1662016.04.18 19:00modify510.101.450591.443741.45292
1672016.04.18 20:15expiration520.151.448331.443331.45292
1682016.04.19 02:37s/l510.101.443741.443741.45292-53.121037.77