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

SymbolAUDCHF (Australian Dollar 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 test9788Ticks modelled6958946Modelling quality72.51%
Mismatched charts errors9
Initial deposit500.00SpreadCurrent (54)
Total net profit418.95Gross profit642.25Gross loss-223.29
Profit factor2.88Expected payoff20.95
Absolute drawdown138.16Maximal drawdown183.39 (33.64%)Relative drawdown33.64% (183.39)
Total trades20Short positions (won %)6 (83.33%)Long positions (won %)14 (78.57%)
Profit trades (% of total)16 (80.00%)Loss trades (% of total)4 (20.00%)
Largestprofit trade81.06loss trade-76.80
Averageprofit trade40.14loss trade-55.82
Maximumconsecutive wins (profit in money)10 (371.59)consecutive losses (loss in money)1 (-76.80)
Maximalconsecutive profit (count of wins)371.59 (10)consecutive loss (count of losses)-76.80 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.12.01 19:00sell limit10.150.754490.000000.00000
22015.12.01 19:00modify10.150.754490.759490.75129
32015.12.01 20:15expiration10.150.754490.759490.75129
42015.12.03 19:00buy20.100.731080.000000.00000
52015.12.03 19:00buy limit30.150.730060.000000.00000
62015.12.03 19:00modify30.150.730060.725060.73513
72015.12.03 19:00modify20.100.731080.724990.73513
82015.12.03 19:21buy30.150.730060.725060.73513
92015.12.04 07:20s/l30.150.725060.725060.73513-76.40423.60
102015.12.04 17:07t/p20.100.735130.724990.7351341.48465.08
112015.12.09 19:00buy40.100.711130.000000.00000
122015.12.09 19:00buy limit50.150.710130.000000.00000
132015.12.09 19:00modify50.150.710130.705130.71243
142015.12.09 19:00modify40.100.711130.708430.71243
152015.12.09 19:37buy50.150.710130.705130.71243
162015.12.09 21:38s/l40.100.708430.708430.71243-27.57437.51
172015.12.10 02:30t/p50.150.712430.705130.7124335.79473.30
182015.12.10 19:00sell limit60.150.722730.000000.00000
192015.12.10 19:00modify60.150.722730.727730.71969
202015.12.10 20:15expiration60.150.722730.727730.71969
212015.12.14 19:00sell limit70.150.713590.000000.00000
222015.12.14 19:00modify70.150.713590.718590.71069
232015.12.14 19:12sell70.150.713590.718590.71069
242015.12.15 09:53t/p70.150.710690.718590.7106944.18517.48
252015.12.18 19:00sell limit80.150.715990.000000.00000
262015.12.18 19:00modify80.150.715990.720990.71377
272015.12.18 20:15expiration80.150.715990.720990.71377
282015.12.29 19:00sell limit90.150.724560.000000.00000
292015.12.29 19:00modify90.150.724560.729560.72253
302015.12.29 20:15expiration90.150.724560.729560.72253
312015.12.31 19:00sell limit100.150.731070.000000.00000
322015.12.31 19:00modify100.150.731070.736070.72811
332016.01.04 00:00expiration100.150.731070.736070.72811
342016.01.06 19:00buy110.100.713220.000000.00000
352016.01.06 19:00buy limit120.150.711750.000000.00000
362016.01.06 19:00modify120.150.711750.706750.71448
372016.01.06 19:00modify110.100.713220.709020.71448
382016.01.06 20:15expiration120.150.711750.706750.71448
392016.01.07 03:18s/l110.100.709020.709020.71448-42.52474.96
402016.01.14 19:00sell limit130.150.703700.000000.00000
412016.01.14 19:00modify130.150.703700.708700.70072
422016.01.14 19:02sell130.150.703700.708700.70072
432016.01.15 03:26t/p130.150.700720.708700.7007245.41520.37
442016.01.15 19:00buy140.100.685750.000000.00000
452016.01.15 19:00buy limit150.150.684610.000000.00000
462016.01.15 19:00modify150.150.684610.679610.68912
472016.01.15 19:00modify140.100.685750.680100.68912
482016.01.15 19:17buy150.150.684610.679610.68912
492016.01.18 03:07t/p140.100.689120.680100.6891234.53554.90
502016.01.18 03:07t/p150.150.689120.679610.6891269.27624.17
512016.01.21 19:00sell limit160.150.708950.000000.00000
522016.01.21 19:00modify160.150.708950.713950.70405
532016.01.21 20:15expiration160.150.708950.713950.70405
542016.01.26 19:00sell limit170.150.714670.000000.00000
552016.01.26 19:00modify170.150.714670.719670.71080
562016.01.26 19:08sell170.150.714670.719670.71080
572016.01.27 18:56s/l170.150.719670.719670.71080-76.80547.36
582016.01.27 19:00sell limit180.150.720570.000000.00000
592016.01.27 19:00modify180.150.720570.725570.71779
602016.01.27 20:15expiration180.150.720570.725570.71779
612016.02.04 19:00buy190.100.717180.000000.00000
622016.02.04 19:00buy limit200.150.716180.000000.00000
632016.02.04 19:00modify200.150.716180.711180.71827
642016.02.04 19:00modify190.100.717180.714370.71827
652016.02.04 19:54t/p190.100.718270.714370.7182711.13558.49
662016.02.04 20:15expiration200.150.716180.711180.71827
672016.02.17 19:00sell limit210.150.712340.000000.00000
682016.02.17 19:00modify210.150.712340.717340.70902
692016.02.17 20:09sell210.150.712340.717340.70902
702016.02.18 02:39t/p210.150.709020.717340.7090250.14608.63
712016.02.22 19:00sell limit220.150.723630.000000.00000
722016.02.22 19:00modify220.150.723630.728630.71943
732016.02.22 19:39sell220.150.723630.728630.71943
742016.02.23 09:31t/p220.150.719430.728630.7194364.09672.72
752016.02.26 19:00buy230.100.710870.000000.00000
762016.02.26 19:00buy limit240.150.709490.000000.00000
772016.02.26 19:00modify240.150.709490.704490.71198
782016.02.26 19:00modify230.100.710870.707000.71198
792016.02.26 20:15expiration240.150.709490.704490.71198
802016.02.29 06:30t/p230.100.711980.707000.7119811.46684.18
812016.03.02 19:00sell limit250.150.726850.000000.00000
822016.03.02 19:00modify250.150.726850.731850.72372
832016.03.02 20:15expiration250.150.726850.731850.72372
842016.03.10 19:00buy260.100.733930.000000.00000
852016.03.10 19:00buy limit270.150.732170.000000.00000
862016.03.10 19:00modify270.150.732170.727170.73745
872016.03.10 19:00modify260.100.733930.726890.73745
882016.03.10 19:25buy270.150.732170.727170.73745
892016.03.11 05:21t/p260.100.737450.726890.7374536.07720.26
902016.03.11 05:21t/p270.150.737450.727170.7374581.06801.31
912016.04.05 19:00buy280.100.719970.000000.00000
922016.04.05 19:00buy limit290.150.718970.000000.00000
932016.04.05 19:00modify290.150.718970.713970.72202
942016.04.05 19:00modify280.100.719970.716240.72202
952016.04.05 19:25buy290.150.718970.713970.72202
962016.04.06 03:21t/p280.100.722020.716240.7220221.06822.38
972016.04.06 03:21t/p290.150.722020.713970.7220246.91869.28
982016.04.07 19:00buy300.100.717140.000000.00000
992016.04.07 19:00buy limit310.150.715380.000000.00000
1002016.04.07 19:00modify310.150.715380.710380.71855
1012016.04.07 19:00modify300.100.717140.712210.71855
1022016.04.07 20:15expiration310.150.715380.710380.71855
1032016.04.07 20:49t/p300.100.718550.712210.7185514.39883.67
1042016.04.18 19:00sell limit320.150.747560.000000.00000
1052016.04.18 19:00modify320.150.747560.752560.74500
1062016.04.18 20:15expiration320.150.747560.752560.74500
1072016.04.20 19:00sell limit330.150.756790.000000.00000
1082016.04.20 19:00modify330.150.756790.761790.75444
1092016.04.20 20:14sell330.150.756790.761790.75444
1102016.04.21 16:05t/p330.150.754440.761790.7544435.28918.95