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

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2016.01.04 03:45 - 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 test7698Ticks modelled4697661Modelling quality74.09%
Mismatched charts errors28
Initial deposit500.00SpreadCurrent (16)
Total net profit198.23Gross profit634.75Gross loss-436.52
Profit factor1.45Expected payoff7.34
Absolute drawdown59.36Maximal drawdown146.34 (19.77%)Relative drawdown19.77% (146.34)
Total trades27Short positions (won %)9 (66.67%)Long positions (won %)18 (77.78%)
Profit trades (% of total)20 (74.07%)Loss trades (% of total)7 (25.93%)
Largestprofit trade63.77loss trade-75.28
Averageprofit trade31.74loss trade-62.36
Maximumconsecutive wins (profit in money)6 (163.46)consecutive losses (loss in money)2 (-107.31)
Maximalconsecutive profit (count of wins)163.46 (6)consecutive loss (count of losses)-107.31 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.04 19:00buy10.101.468510.000000.00000
22016.01.04 19:00buy limit20.151.466240.000000.00000
32016.01.04 19:00modify20.151.466241.461241.46984
42016.01.04 19:00modify10.101.468511.462641.46984
52016.01.04 19:45t/p10.101.469841.462641.4698413.30513.30
62016.01.04 20:15expiration20.151.466241.461241.46984
72016.01.08 19:00buy30.101.451910.000000.00000
82016.01.08 19:00buy limit40.151.450550.000000.00000
92016.01.08 19:00modify40.151.450551.445551.45383
102016.01.08 19:00modify30.101.451911.447271.45383
112016.01.08 20:15expiration40.151.450551.445551.45383
122016.01.11 01:09t/p30.101.453831.447271.4538319.32532.63
132016.01.15 19:00buy50.101.429280.000000.00000
142016.01.15 19:00buy limit60.151.427750.000000.00000
152016.01.15 19:00modify60.151.427751.422751.43128
162016.01.15 19:00modify50.101.429281.424221.43128
172016.01.15 19:24buy60.151.427751.422751.43128
182016.01.18 10:24t/p50.101.431281.424221.4312820.13552.75
192016.01.18 10:24t/p60.151.431281.422751.4312853.14605.89
202016.01.19 19:00buy70.101.416720.000000.00000
212016.01.19 19:00buy limit80.151.412860.000000.00000
222016.01.19 19:00modify80.151.412861.407861.41783
232016.01.19 19:00modify70.101.416721.407891.41783
242016.01.19 19:31t/p70.101.417831.407891.4178311.10616.99
252016.01.19 20:15expiration80.151.412861.407861.41783
262016.01.21 19:00sell limit90.151.420560.000000.00000
272016.01.21 19:00modify90.151.420561.425561.41738
282016.01.21 19:07sell90.151.420561.425561.41738
292016.01.22 10:24s/l90.151.425561.425561.41738-75.28541.71
302016.01.26 19:00sell limit100.151.434910.000000.00000
312016.01.26 19:00modify100.151.434911.439911.43074
322016.01.26 19:06sell100.151.434911.439911.43074
332016.01.27 11:23t/p100.151.430741.439911.4307462.27603.98
342016.01.29 19:00buy110.101.417830.000000.00000
352016.01.29 19:00buy limit120.151.414930.000000.00000
362016.01.29 19:00modify120.151.414931.409931.42114
372016.01.29 19:00modify110.101.417831.408721.42114
382016.01.29 20:06t/p110.101.421141.408721.4211433.10637.08
392016.01.29 20:15expiration120.151.414931.409931.42114
402016.02.01 19:00sell limit130.151.437730.000000.00000
412016.02.01 19:00modify130.151.437731.442731.43419
422016.02.01 19:30sell130.151.437731.442731.43419
432016.02.01 21:13s/l130.151.442731.442731.43419-75.00562.08
442016.02.03 19:00sell limit140.151.460230.000000.00000
452016.02.03 19:00modify140.151.460231.465231.45505
462016.02.03 20:15expiration140.151.460231.465231.45505
472016.02.05 19:00buy150.101.446450.000000.00000
482016.02.05 19:00buy limit160.151.445120.000000.00000
492016.02.05 19:00modify160.151.445121.440121.44840
502016.02.05 19:00modify150.101.446451.441841.44840
512016.02.05 20:15expiration160.151.445121.440121.44840
522016.02.05 21:18t/p150.101.448401.441841.4484019.50581.58
532016.02.09 19:00sell limit170.151.451470.000000.00000
542016.02.09 19:00modify170.151.451471.456471.44824
552016.02.09 20:15expiration170.151.451471.456471.44824
562016.02.12 19:00buy180.101.446000.000000.00000
572016.02.12 19:00buy limit190.151.444400.000000.00000
582016.02.12 19:00modify190.151.444401.439401.44727
592016.02.12 19:00modify180.101.446001.441531.44727
602016.02.12 19:36t/p180.101.447271.441531.4472712.70594.28
612016.02.12 20:15expiration190.151.444401.439401.44727
622016.02.15 19:00buy200.101.443640.000000.00000
632016.02.15 19:00buy limit210.151.442460.000000.00000
642016.02.15 19:00modify210.151.442461.437461.44506
652016.02.15 19:00modify200.101.443641.439861.44506
662016.02.15 19:06buy210.151.442461.437461.44506
672016.02.16 01:57t/p200.101.445061.439861.4450614.32608.60
682016.02.16 01:57t/p210.151.445061.437461.4450639.19647.79
692016.02.16 19:00buy220.101.428990.000000.00000
702016.02.16 19:00buy limit230.151.427560.000000.00000
712016.02.16 19:00modify230.151.427561.422561.43321
722016.02.16 19:00modify220.101.428991.421911.43321
732016.02.16 20:15expiration230.151.427561.422561.43321
742016.02.17 12:13t/p220.101.433211.421911.4332142.33690.12
752016.02.19 19:00sell limit240.151.434720.000000.00000
762016.02.19 19:00modify240.151.434721.439721.43234
772016.02.19 19:39sell240.151.434721.439721.43234
782016.02.22 00:00t/p240.151.432341.439721.4323435.42725.54
792016.02.23 19:00buy250.101.404040.000000.00000
802016.02.23 19:00buy limit260.151.403040.000000.00000
812016.02.23 19:00modify260.151.403041.398041.40643
822016.02.23 19:00modify250.101.404041.400791.40643
832016.02.23 19:06buy260.151.403041.398041.40643
842016.02.23 22:24s/l250.101.400791.400791.40643-32.50693.04
852016.02.24 04:04s/l260.151.398041.398041.40643-74.81618.23
862016.02.26 19:00buy270.101.386520.000000.00000
872016.02.26 19:00buy limit280.151.385320.000000.00000
882016.02.26 19:00modify280.151.385321.380321.38977
892016.02.26 19:00modify270.101.386521.380871.38977
902016.02.26 20:15expiration280.151.385321.380321.38977
912016.02.29 09:39t/p270.101.389771.380871.3897732.63650.85
922016.03.02 19:00sell limit290.151.408110.000000.00000
932016.03.02 19:00modify290.151.408111.413111.40417
942016.03.02 20:15expiration290.151.408111.413111.40417
952016.03.04 19:00sell limit300.151.424760.000000.00000
962016.03.04 19:00modify300.151.424761.429761.42160
972016.03.04 20:15expiration300.151.424761.429761.42160
982016.03.07 19:00sell limit310.151.426280.000000.00000
992016.03.07 19:00modify310.151.426281.431281.42265
1002016.03.07 19:04sell310.151.426281.431281.42265
1012016.03.08 11:33t/p310.151.422651.431281.4226554.17705.02
1022016.03.10 19:00sell limit320.151.431340.000000.00000
1032016.03.10 19:00modify320.151.431341.436341.42707
1042016.03.10 19:10sell320.151.431341.436341.42707
1052016.03.11 02:26t/p320.151.427071.436341.4270763.77768.79
1062016.03.11 19:00sell limit330.151.443580.000000.00000
1072016.03.11 19:00modify330.151.443581.448581.43928
1082016.03.11 20:15expiration330.151.443581.448581.43928
1092016.03.15 19:00buy340.101.414460.000000.00000
1102016.03.15 19:00buy limit350.151.413460.000000.00000
1112016.03.15 19:00modify350.151.413461.408461.41772
1122016.03.15 19:00modify340.101.414461.410481.41772
1132016.03.15 20:15expiration350.151.413461.408461.41772
1142016.03.16 08:43s/l340.101.410481.410481.41772-39.67729.12
1152016.03.17 19:00sell limit360.151.450260.000000.00000
1162016.03.17 19:00modify360.151.450261.455261.44361
1172016.03.17 20:15expiration360.151.450261.455261.44361
1182016.03.22 19:00buy370.101.420490.000000.00000
1192016.03.22 19:00buy limit380.151.418970.000000.00000
1202016.03.22 19:00modify380.151.418971.413971.42386
1212016.03.22 19:00modify370.101.420491.414081.42386
1222016.03.22 20:15expiration380.151.418971.413971.42386
1232016.03.23 15:03s/l370.101.414081.414081.42386-63.97665.14
1242016.03.23 19:00buy390.101.409960.000000.00000
1252016.03.23 19:00buy limit400.151.408280.000000.00000
1262016.03.23 19:00modify400.151.408281.403281.41168
1272016.03.23 19:00modify390.101.409961.404881.41168
1282016.03.23 20:15expiration400.151.408281.403281.41168
1292016.03.23 20:20t/p390.101.411681.404881.4116817.20682.34
1302016.03.24 19:00sell limit410.151.415890.000000.00000
1312016.03.24 19:00modify410.151.415891.420891.41341
1322016.03.24 19:25sell410.151.415891.420891.41341
1332016.03.25 01:51t/p410.151.413411.420891.4134136.92719.26
1342016.04.01 19:00buy420.101.420190.000000.00000
1352016.04.01 19:00buy limit430.151.417080.000000.00000
1362016.04.01 19:00modify430.151.417081.412081.42179
1372016.04.01 19:00modify420.101.420191.412371.42179
1382016.04.01 19:22t/p420.101.421791.412371.4217916.00735.26
1392016.04.01 20:15expiration430.151.417081.412081.42179
1402016.04.06 19:00sell limit440.151.416940.000000.00000
1412016.04.06 19:00modify440.151.416941.421941.41305
1422016.04.06 20:15expiration440.151.416941.421941.41305
1432016.04.11 19:00sell limit450.151.427870.000000.00000
1442016.04.11 19:00modify450.151.427871.432871.42380
1452016.04.11 20:15expiration450.151.427871.432871.42380
1462016.04.15 19:00sell limit460.151.422530.000000.00000
1472016.04.15 19:00modify460.151.422531.427531.41998
1482016.04.15 19:03sell460.151.422531.427531.41998
1492016.04.15 22:48t/p460.151.419981.427531.4199838.25773.51
1502016.04.18 19:00sell limit470.151.427950.000000.00000
1512016.04.18 19:00modify470.151.427951.432951.42443
1522016.04.18 19:32sell470.151.427951.432951.42443
1532016.04.19 09:23s/l470.151.432951.432951.42443-75.28698.23
1542016.04.19 19:00sell limit480.151.441460.000000.00000
1552016.04.19 19:00modify480.151.441461.446461.43805
1562016.04.19 20:15expiration480.151.441461.446461.43805