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

SymbolEURCHF (Euro 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 modelled4982655Modelling quality72.51%
Mismatched charts errors10
Initial deposit500.00SpreadCurrent (36)
Total net profit46.90Gross profit71.72Gross loss-24.82
Profit factor2.89Expected payoff9.38
Absolute drawdown14.10Maximal drawdown47.01 (8.82%)Relative drawdown8.82% (47.01)
Total trades5Short positions (won %)1 (100.00%)Long positions (won %)4 (75.00%)
Profit trades (% of total)4 (80.00%)Loss trades (% of total)1 (20.00%)
Largestprofit trade37.66loss trade-24.82
Averageprofit trade17.93loss trade-24.82
Maximumconsecutive wins (profit in money)2 (49.40)consecutive losses (loss in money)1 (-24.82)
Maximalconsecutive profit (count of wins)49.40 (2)consecutive loss (count of losses)-24.82 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.12.01 19:00sell limit10.151.094300.000000.00000
22015.12.01 19:00modify10.151.094301.099301.09146
32015.12.01 20:15expiration10.151.094301.099301.09146
42015.12.14 19:00sell limit20.151.083750.000000.00000
52015.12.14 19:00modify20.151.083751.088751.08128
62015.12.14 19:05sell20.151.083751.088751.08128
72015.12.15 16:23t/p20.151.081281.088751.0812837.66537.66
82015.12.31 19:00sell limit30.151.088720.000000.00000
92015.12.31 19:00modify30.151.088721.093721.08575
102016.01.04 00:00expiration30.151.088721.093721.08575
112016.01.28 19:00sell limit40.151.110740.000000.00000
122016.01.28 19:00modify40.151.110741.115741.10853
132016.01.28 20:15expiration40.151.110741.115741.10853
142016.02.04 19:00buy50.101.112450.000000.00000
152016.02.04 19:00buy limit60.151.111450.000000.00000
162016.02.04 19:00modify60.151.111451.106451.11360
172016.02.04 19:00modify50.101.112451.109841.11360
182016.02.04 19:31t/p50.101.113601.109841.1136011.74549.40
192016.02.04 20:15expiration60.151.111451.106451.11360
202016.02.05 19:00buy70.101.106180.000000.00000
212016.02.05 19:00buy limit80.151.105180.000000.00000
222016.02.05 19:00modify80.151.105181.100181.10741
232016.02.05 19:00modify70.101.106181.103751.10741
242016.02.05 20:15expiration80.151.105181.100181.10741
252016.02.05 21:19s/l70.101.103751.103751.10741-24.82524.58
262016.02.11 19:00sell limit90.151.104010.000000.00000
272016.02.11 19:00modify90.151.104011.109011.10185
282016.02.11 20:15expiration90.151.104011.109011.10185
292016.02.17 19:00sell limit100.151.106770.000000.00000
302016.02.17 19:00modify100.151.106771.111771.10455
312016.02.17 20:15expiration100.151.106771.111771.10455
322016.02.23 19:00buy110.101.092930.000000.00000
332016.02.23 19:00buy limit120.151.091450.000000.00000
342016.02.23 19:00modify120.151.091451.086451.09405
352016.02.23 19:00modify110.101.092931.088851.09405
362016.02.23 20:15expiration120.151.091451.086451.09405
372016.02.24 06:09t/p110.101.094051.088851.0940511.50536.08
382016.02.24 19:00buy130.101.087250.000000.00000
392016.02.24 19:00buy limit140.151.086250.000000.00000
402016.02.24 19:00modify140.151.086251.081251.08831
412016.02.24 19:00modify130.101.087251.084711.08831
422016.02.24 20:15expiration140.151.086251.081251.08831
432016.02.24 22:15t/p130.101.088311.084711.0883110.82546.90
442016.03.04 19:00sell limit150.151.093750.000000.00000
452016.03.04 19:00modify150.151.093751.098751.09144
462016.03.04 20:15expiration150.151.093751.098751.09144
472016.03.10 19:00sell limit160.151.102080.000000.00000
482016.03.10 19:00modify160.151.102081.107081.09900
492016.03.10 20:15expiration160.151.102081.107081.09900