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

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2016.01.08 02:15 - 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 test7320Ticks modelled2822307Modelling quality75.60%
Mismatched charts errors11
Initial deposit500.00SpreadCurrent (24)
Total net profit77.20Gross profit318.72Gross loss-241.51
Profit factor1.32Expected payoff4.83
Absolute drawdown144.98Maximal drawdown222.52 (38.53%)Relative drawdown38.53% (222.52)
Total trades16Short positions (won %)1 (0.00%)Long positions (won %)15 (80.00%)
Profit trades (% of total)12 (75.00%)Loss trades (% of total)4 (25.00%)
Largestprofit trade84.91loss trade-77.09
Averageprofit trade26.56loss trade-60.38
Maximumconsecutive wins (profit in money)10 (275.69)consecutive losses (loss in money)3 (-164.42)
Maximalconsecutive profit (count of wins)275.69 (10)consecutive loss (count of losses)-164.42 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.15 19:00buy10.100.998210.000000.00000
22016.01.15 19:00buy limit20.150.997210.000000.00000
32016.01.15 19:00modify20.150.997210.992210.99933
42016.01.15 19:00modify10.100.998210.995230.99933
52016.01.15 19:24buy20.150.997210.992210.99933
62016.01.15 21:09t/p10.100.999330.995230.9993311.21511.21
72016.01.15 21:09t/p20.150.999330.992210.9993331.82543.03
82016.01.22 19:00sell limit30.151.015970.000000.00000
92016.01.22 19:00modify30.151.015971.020971.01382
102016.01.22 20:15expiration30.151.015971.020971.01382
112016.01.26 19:00sell limit40.151.020200.000000.00000
122016.01.26 19:00modify40.151.020201.025201.01767
132016.01.26 20:15expiration40.151.020201.025201.01767
142016.02.03 19:00buy50.101.007280.000000.00000
152016.02.03 19:00buy limit60.151.005960.000000.00000
162016.02.03 19:00modify60.151.005961.000961.00911
172016.02.03 19:00modify50.101.007281.002811.00911
182016.02.03 19:39buy60.151.005961.000961.00911
192016.02.03 20:09s/l50.101.002811.002811.00911-44.57498.46
202016.02.03 20:51s/l60.151.000961.000961.00911-74.93423.53
212016.02.04 19:00buy70.100.993140.000000.00000
222016.02.04 19:00buy limit80.150.992140.000000.00000
232016.02.04 19:00modify80.150.992140.987140.99582
242016.02.04 19:00modify70.100.993140.988700.99582
252016.02.04 20:15expiration80.150.992140.987140.99582
262016.02.05 15:31s/l70.100.988700.988700.99582-44.92378.61
272016.02.09 19:00buy90.100.971300.000000.00000
282016.02.09 19:00buy limit100.150.969460.000000.00000
292016.02.09 19:00modify100.150.969460.964460.97368
302016.02.09 19:00modify90.100.971300.965240.97368
312016.02.09 20:15expiration100.150.969460.964460.97368
322016.02.10 00:22t/p90.100.973680.965240.9736824.43403.03
332016.02.15 19:00sell limit110.150.988880.000000.00000
342016.02.15 19:00modify110.150.988880.993880.98609
352016.02.15 20:15expiration110.150.988880.993880.98609
362016.02.19 19:00buy120.100.989410.000000.00000
372016.02.19 19:00buy limit130.150.988410.000000.00000
382016.02.19 19:00modify130.150.988410.983410.99089
392016.02.19 19:00modify120.100.989410.987330.99089
402016.02.19 20:15expiration130.150.988410.983410.99089
412016.02.22 01:24t/p120.100.990890.987330.9908914.93417.96
422016.02.22 19:00sell limit140.150.999910.000000.00000
432016.02.22 19:00modify140.150.999911.004910.99760
442016.02.22 20:15expiration140.150.999911.004910.99760
452016.02.24 19:00buy150.100.986480.000000.00000
462016.02.24 19:00buy limit160.150.985230.000000.00000
472016.02.24 19:00modify160.150.985230.980230.98758
482016.02.24 19:00modify150.100.986480.982880.98758
492016.02.24 20:15expiration160.150.985230.980230.98758
502016.02.24 21:24t/p150.100.987580.982880.9875811.14429.10
512016.03.09 19:00buy170.100.995720.000000.00000
522016.03.09 19:00buy limit180.150.994720.000000.00000
532016.03.09 19:00modify180.150.994720.989720.99708
542016.03.09 19:00modify170.100.995720.992940.99708
552016.03.09 19:24buy180.150.994720.989720.99708
562016.03.09 21:51t/p170.100.997080.992940.9970813.64442.74
572016.03.09 21:51t/p180.150.997080.989720.9970835.50478.24
582016.03.10 19:00buy190.100.985900.000000.00000
592016.03.10 19:00buy limit200.150.984500.000000.00000
602016.03.10 19:00modify200.150.984500.979500.99011
612016.03.10 19:00modify190.100.985900.978890.99011
622016.03.10 19:19buy200.150.984500.979500.99011
632016.03.16 15:13t/p190.100.990110.978890.9901142.46520.70
642016.03.16 15:13t/p200.150.990110.979500.9901184.91605.61
652016.03.17 19:00buy210.100.965820.000000.00000
662016.03.17 19:00buy limit220.150.964820.000000.00000
672016.03.17 19:00modify220.150.964820.959820.96821
682016.03.17 19:00modify210.100.965820.961810.96821
692016.03.17 20:15expiration220.150.964820.959820.96821
702016.03.18 09:36t/p210.100.968210.961810.9682124.67630.27
712016.03.31 19:00buy230.100.958190.000000.00000
722016.03.31 19:00buy limit240.150.957190.000000.00000
732016.03.31 19:00modify240.150.957190.952190.95945
742016.03.31 19:00modify230.100.958190.955270.95945
752016.03.31 20:15expiration240.150.957190.952190.95945
762016.03.31 20:47t/p230.100.959450.955270.9594513.13643.40
772016.04.06 19:00buy250.100.954150.000000.00000
782016.04.06 19:00buy limit260.150.953150.000000.00000
792016.04.06 19:00modify260.150.953150.948150.95519
802016.04.06 19:00modify250.100.954150.951310.95519
812016.04.06 19:55t/p250.100.955190.951310.9551910.89654.29
822016.04.06 20:15expiration260.150.953150.948150.95519
832016.04.13 19:00sell limit270.150.966420.000000.00000
842016.04.13 19:00modify270.150.966420.971420.96329
852016.04.13 20:15expiration270.150.966420.971420.96329
862016.04.20 19:00sell limit280.150.967860.000000.00000
872016.04.20 19:00modify280.150.967860.972860.96568
882016.04.20 19:24sell280.150.967860.972860.96568
892016.04.20 22:13s/l280.150.972860.972860.96568-77.09577.20