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

SymbolCHFJPY (Swiss Frank vs Japanese Yen)
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 modelled7273254Modelling quality72.51%
Mismatched charts errors10
Initial deposit500.00SpreadCurrent (42)
Total net profit-328.51Gross profit366.71Gross loss-695.22
Profit factor0.53Expected payoff-12.17
Absolute drawdown359.25Maximal drawdown542.26 (79.39%)Relative drawdown79.39% (542.26)
Total trades27Short positions (won %)10 (50.00%)Long positions (won %)17 (58.82%)
Profit trades (% of total)15 (55.56%)Loss trades (% of total)12 (44.44%)
Largestprofit trade47.20loss trade-71.11
Averageprofit trade24.45loss trade-57.94
Maximumconsecutive wins (profit in money)6 (166.08)consecutive losses (loss in money)5 (-307.73)
Maximalconsecutive profit (count of wins)166.08 (6)consecutive loss (count of losses)-307.73 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.12.03 19:00sell limit10.15123.1560.0000.000
22015.12.03 19:00modify10.15123.156123.656122.411
32015.12.03 19:18sell10.15123.156123.656122.411
42015.12.03 21:57s/l10.15123.656123.656122.411-70.82429.18
52015.12.08 19:00sell limit20.15123.8230.0000.000
62015.12.08 19:00modify20.15123.823124.323123.584
72015.12.08 19:32sell20.15123.823124.323123.584
82015.12.09 09:41t/p20.15123.584124.323123.58433.76462.94
92015.12.10 19:00buy30.10122.8420.0000.000
102015.12.10 19:00buy limit40.15122.7420.0000.000
112015.12.10 19:00modify40.15122.742122.242122.995
122015.12.10 19:00modify30.10122.842122.491122.995
132015.12.10 19:14buy40.15122.742122.242122.995
142015.12.10 21:58t/p30.10122.995122.491122.99514.45477.39
152015.12.10 21:58t/p40.15122.995122.242122.99535.84513.23
162015.12.16 19:00sell limit50.15123.7840.0000.000
172015.12.16 19:00modify50.15123.784124.284123.483
182015.12.16 19:18sell50.15123.784124.284123.483
192015.12.16 21:03t/p50.15123.483124.284123.48342.64555.87
202015.12.18 19:00buy60.10121.9560.0000.000
212015.12.18 19:00buy limit70.15121.6480.0000.000
222015.12.18 19:00modify70.15121.648121.148122.206
232015.12.18 19:00modify60.10121.956121.090122.206
242015.12.18 20:15expiration70.15121.648121.148122.206
252015.12.18 21:55t/p60.10122.206121.090122.20623.62579.49
262015.12.23 19:00buy80.10121.6970.0000.000
272015.12.23 19:00buy limit90.15121.5970.0000.000
282015.12.23 19:00modify90.15121.597121.097121.864
292015.12.23 19:00modify80.10121.697121.418121.864
302015.12.23 20:15expiration90.15121.597121.097121.864
312015.12.23 20:58t/p80.10121.864121.418121.86415.77595.26
322015.12.31 19:00buy100.10120.0570.0000.000
332015.12.31 19:00buy limit110.15119.9170.0000.000
342015.12.31 19:00modify110.15119.917119.417120.406
352015.12.31 19:00modify100.10120.057119.428120.406
362016.01.04 00:00expiration110.15119.917119.417120.406
372016.01.04 10:03s/l100.10119.428119.428120.406-59.36535.91
382016.01.04 19:00buy120.10118.8140.0000.000
392016.01.04 19:00buy limit130.15118.5530.0000.000
402016.01.04 19:00modify130.15118.553118.053118.980
412016.01.04 19:00modify120.10118.814118.126118.980
422016.01.04 19:47t/p120.10118.980118.126118.98015.68551.59
432016.01.04 20:15expiration130.15118.553118.053118.980
442016.01.05 19:00buy140.10117.8330.0000.000
452016.01.05 19:00buy limit150.15117.5780.0000.000
462016.01.05 19:00modify150.15117.578117.078118.015
472016.01.05 19:00modify140.10117.833117.141118.015
482016.01.05 20:15expiration150.15117.578117.078118.015
492016.01.05 22:46t/p140.10118.015117.141118.01517.19568.78
502016.01.07 19:00sell limit160.15117.8910.0000.000
512016.01.07 19:00modify160.15117.891118.391117.629
522016.01.07 20:15expiration160.15117.891118.391117.629
532016.01.08 19:00buy170.10118.1140.0000.000
542016.01.08 19:00buy limit180.15118.0140.0000.000
552016.01.08 19:00modify180.15118.014117.514118.225
562016.01.08 19:00modify170.10118.114117.811118.225
572016.01.08 19:13t/p170.10118.225117.811118.22510.49579.27
582016.01.08 20:15expiration180.15118.014117.514118.225
592016.01.20 19:00buy190.10116.0350.0000.000
602016.01.20 19:00buy limit200.15115.8890.0000.000
612016.01.20 19:00modify200.15115.889115.389116.208
622016.01.20 19:00modify190.10116.035115.570116.208
632016.01.20 19:45t/p190.10116.208115.570116.20816.34595.61
642016.01.20 20:15expiration200.15115.889115.389116.208
652016.02.08 19:00buy210.10116.8550.0000.000
662016.02.08 19:00buy limit220.15116.6700.0000.000
672016.02.08 19:00modify220.15116.670116.170117.038
682016.02.08 19:00modify210.10116.855116.302117.038
692016.02.08 19:09t/p210.10117.038116.302117.03817.28612.89
702016.02.08 20:15expiration220.15116.670116.170117.038
712016.02.09 19:00sell limit230.15118.5930.0000.000
722016.02.09 19:00modify230.15118.593119.093118.003
732016.02.09 20:15expiration230.15118.593119.093118.003
742016.02.10 19:00buy240.10116.7790.0000.000
752016.02.10 19:00buy limit250.15116.6790.0000.000
762016.02.10 19:00modify250.15116.679116.179117.108
772016.02.10 19:00modify240.10116.779116.288117.108
782016.02.10 19:01buy250.15116.679116.179117.108
792016.02.11 01:54s/l240.10116.288116.288117.108-46.31566.58
802016.02.11 02:39s/l250.15116.179116.179117.108-70.74495.84
812016.02.23 19:00sell limit260.15113.1580.0000.000
822016.02.23 19:00modify260.15113.158113.658112.942
832016.02.23 19:24sell260.15113.158113.658112.942
842016.02.23 21:52t/p260.15112.942113.658112.94230.59526.43
852016.02.25 19:00sell limit270.15113.9520.0000.000
862016.02.25 19:00modify270.15113.952114.452113.739
872016.02.25 19:11sell270.15113.952114.452113.739
882016.02.26 03:00s/l270.15114.452114.452113.739-70.92455.52
892016.03.01 19:00sell limit280.15114.0550.0000.000
902016.03.01 19:00modify280.15114.055114.555113.617
912016.03.01 19:09sell280.15114.055114.555113.617
922016.03.02 10:09s/l280.15114.555114.555113.617-70.92384.60
932016.03.08 19:00buy290.10113.3110.0000.000
942016.03.08 19:00buy limit300.15113.2110.0000.000
952016.03.08 19:00modify300.15113.211112.711113.427
962016.03.08 19:00modify290.10113.311113.057113.427
972016.03.08 19:30buy300.15113.211112.711113.427
982016.03.08 19:50s/l290.10113.057113.057113.427-23.99360.61
992016.03.09 03:35s/l300.15112.711112.711113.427-70.80289.81
1002016.03.09 19:00sell limit310.15113.5850.0000.000
1012016.03.09 19:00modify310.15113.585114.085113.139
1022016.03.09 19:13sell310.15113.585114.085113.139
1032016.03.10 05:55s/l310.15114.085114.085113.139-71.11218.71
1042016.03.11 19:00sell limit320.15115.9080.0000.000
1052016.03.11 19:00modify320.15115.908116.408115.574
1062016.03.11 19:37sell320.15115.908116.408115.574
1072016.03.14 08:37t/p320.15115.574116.408115.57447.20265.91
1082016.03.28 19:00sell limit330.15116.4910.0000.000
1092016.03.28 19:00modify330.15116.491116.991116.270
1102016.03.28 20:15expiration330.15116.491116.991116.270
1112016.03.31 19:00sell limit340.15117.4170.0000.000
1122016.03.31 19:00modify340.15117.417117.917117.073
1132016.03.31 20:15expiration340.15117.417117.917117.073
1142016.04.07 19:00buy350.10113.0300.0000.000
1152016.04.07 19:00buy limit360.15112.8380.0000.000
1162016.04.07 19:00modify360.15112.838112.338113.331
1172016.04.07 19:00modify350.10113.030112.345113.331
1182016.04.07 20:15expiration360.15112.838112.338113.331
1192016.04.07 20:59t/p350.10113.331112.345113.33128.43294.34
1202016.04.15 19:00buy370.10112.4900.0000.000
1212016.04.15 19:00buy limit380.15112.3900.0000.000
1222016.04.15 19:00modify380.15112.390111.890112.658
1232016.04.15 19:00modify370.10112.490112.168112.658
1242016.04.15 20:15expiration380.15112.390111.890112.658
1252016.04.18 00:00s/l370.10112.168112.168112.658-30.39263.95
1262016.04.18 19:00sell limit390.15113.0170.0000.000
1272016.04.18 19:00modify390.15113.017113.517112.599
1282016.04.18 19:19sell390.15113.017113.517112.599
1292016.04.19 12:13s/l390.15113.517113.517112.599-70.91193.05
1302016.04.21 19:00buy400.10112.5440.0000.000
1312016.04.21 19:00modify400.10112.544112.131112.695
1322016.04.22 03:10s/l400.10112.131112.131112.695-38.98154.07
1332016.04.22 19:00sell limit410.15114.1550.0000.000
1342016.04.22 19:00modify410.15114.155114.655113.675
1352016.04.22 19:14sell410.15114.155114.655113.675
1362016.04.22 22:59close at stop410.15114.032114.655113.67517.42171.49