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

SymbolUSDCAD (US Dollar vs Canadian Dollar)
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 modelled7215529Modelling quality72.51%
Mismatched charts errors27
Initial deposit500.00SpreadCurrent (13)
Total net profit165.36Gross profit709.03Gross loss-543.68
Profit factor1.30Expected payoff4.72
Absolute drawdown87.35Maximal drawdown152.67 (19.05%)Relative drawdown23.19% (148.98)
Total trades35Short positions (won %)7 (57.14%)Long positions (won %)28 (67.86%)
Profit trades (% of total)23 (65.71%)Loss trades (% of total)12 (34.29%)
Largestprofit trade74.99loss trade-58.86
Averageprofit trade30.83loss trade-45.31
Maximumconsecutive wins (profit in money)8 (197.52)consecutive losses (loss in money)3 (-143.02)
Maximalconsecutive profit (count of wins)207.25 (5)consecutive loss (count of losses)-143.02 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12015.12.03 19:00sell limit10.151.340380.000000.00000
22015.12.03 19:00modify10.151.340381.345381.33743
32015.12.03 20:15expiration10.151.340381.345381.33743
42015.12.07 19:00sell limit20.151.351770.000000.00000
52015.12.07 19:00modify20.151.351771.356771.34837
62015.12.07 19:08sell20.151.351771.356771.34837
72015.12.08 14:26s/l20.151.356771.356771.34837-55.27444.73
82015.12.17 19:00sell limit30.151.397990.000000.00000
92015.12.17 19:00modify30.151.397991.402991.39302
102015.12.17 19:12sell30.151.397991.402991.39302
112015.12.18 01:47t/p30.151.393021.402991.3930253.52498.24
122015.12.23 19:00buy40.101.386110.000000.00000
132015.12.23 19:00buy limit50.151.385110.000000.00000
142015.12.23 19:00modify50.151.385111.380111.38757
152015.12.23 19:00modify40.101.386111.383831.38757
162015.12.23 19:11buy50.151.385111.380111.38757
172015.12.23 19:23s/l40.101.383831.383831.38757-16.48481.76
182015.12.28 12:03t/p50.151.387571.380111.3875726.37508.13
192016.01.04 19:00sell limit60.151.398240.000000.00000
202016.01.04 19:00modify60.151.398241.403241.39493
212016.01.04 20:15expiration60.151.398241.403241.39493
222016.01.07 19:00buy70.101.406230.000000.00000
232016.01.07 19:00buy limit80.151.404980.000000.00000
242016.01.07 19:00modify80.151.404981.399981.40780
252016.01.07 19:00modify70.101.406231.402161.40780
262016.01.07 20:15expiration80.151.404981.399981.40780
272016.01.07 20:17t/p70.101.407801.402161.4078011.15519.28
282016.01.11 19:00sell limit90.151.421760.000000.00000
292016.01.11 19:00modify90.151.421761.426761.41814
302016.01.11 19:07sell90.151.421761.426761.41814
312016.01.12 10:03s/l90.151.426761.426761.41814-52.56466.72
322016.01.12 19:00sell limit100.151.431460.000000.00000
332016.01.12 19:00modify100.151.431461.436461.42818
342016.01.12 20:15expiration100.151.431461.436461.42818
352016.01.13 19:00sell limit110.151.428700.000000.00000
362016.01.13 19:00modify110.151.428701.433701.42610
372016.01.13 19:06sell110.151.428701.433701.42610
382016.01.13 20:28s/l110.151.433701.433701.42610-52.31414.41
392016.01.15 19:00sell limit120.151.454600.000000.00000
402016.01.15 19:00modify120.151.454601.459601.44978
412016.01.15 20:15expiration120.151.454601.459601.44978
422016.01.21 19:00buy130.101.423680.000000.00000
432016.01.21 19:00buy limit140.151.422680.000000.00000
442016.01.21 19:00modify140.151.422681.417681.43011
452016.01.21 19:00modify130.101.423681.415351.43011
462016.01.21 20:15expiration140.151.422681.417681.43011
472016.01.21 20:31t/p130.101.430111.415351.4301144.96459.37
482016.01.26 19:00buy150.101.406110.000000.00000
492016.01.26 19:00buy limit160.151.405110.000000.00000
502016.01.26 19:00modify160.151.405111.400111.41217
512016.01.26 19:00modify150.101.406111.399611.41217
522016.01.26 19:17buy160.151.405111.400111.41217
532016.01.26 23:52t/p150.101.412171.399611.4121742.91502.28
542016.01.26 23:52t/p160.151.412171.400111.4121774.99577.27
552016.01.27 19:00buy170.101.404110.000000.00000
562016.01.27 19:00buy limit180.151.402850.000000.00000
572016.01.27 19:00modify180.151.402851.397851.40585
582016.01.27 19:00modify170.101.404111.399851.40585
592016.01.27 19:03buy180.151.402851.397851.40585
602016.01.27 19:43t/p170.101.405851.399851.4058512.38589.65
612016.01.27 19:43t/p180.151.405851.397851.4058532.01621.66
622016.01.29 19:00sell limit190.151.410820.000000.00000
632016.01.29 19:00modify190.151.410821.415821.40756
642016.01.29 20:15expiration190.151.410821.415821.40756
652016.02.03 19:00buy200.101.384480.000000.00000
662016.02.03 19:00buy limit210.151.383140.000000.00000
672016.02.03 19:00modify210.151.383141.378141.38951
682016.02.03 19:00modify200.101.384481.376771.38951
692016.02.03 19:09buy210.151.383141.378141.38951
702016.02.03 22:13s/l210.151.378141.378141.38951-54.42567.24
712016.02.03 23:04s/l200.101.376771.376771.38951-56.00511.24
722016.02.05 19:00sell limit220.151.388680.000000.00000
732016.02.05 19:00modify220.151.388681.393681.38449
742016.02.05 19:07sell220.151.388681.393681.38449
752016.02.08 10:26t/p220.151.384491.393681.3844945.41556.65
762016.02.09 19:00buy230.101.381380.000000.00000
772016.02.09 19:00buy limit240.151.378960.000000.00000
782016.02.09 19:00modify240.151.378961.373961.38298
792016.02.09 19:00modify230.101.381381.374941.38298
802016.02.09 19:51t/p230.101.382981.374941.3829811.57568.22
812016.02.09 20:15expiration240.151.378961.373961.38298
822016.02.12 19:00buy250.101.383270.000000.00000
832016.02.12 19:00buy limit260.151.382270.000000.00000
842016.02.12 19:00modify260.151.382271.377271.38578
852016.02.12 19:00modify250.101.383271.379201.38578
862016.02.12 19:54buy260.151.382271.377271.38578
872016.02.12 20:54t/p250.101.385781.379201.3857818.11586.33
882016.02.12 20:54t/p260.151.385781.377271.3857837.99624.32
892016.02.17 19:00buy270.101.368460.000000.00000
902016.02.17 19:00buy limit280.151.366820.000000.00000
912016.02.17 19:00modify280.151.366821.361821.37225
922016.02.17 19:00modify270.101.368461.361391.37225
932016.02.17 19:15buy280.151.366821.361821.37225
942016.02.17 21:57t/p270.101.372251.361391.3722527.62651.94
952016.02.17 21:57t/p280.151.372251.361821.3722559.36711.30
962016.02.24 19:00buy290.101.376620.000000.00000
972016.02.24 19:00buy limit300.151.375490.000000.00000
982016.02.24 19:00modify300.151.375491.370491.37793
992016.02.24 19:00modify290.101.376621.373051.37793
1002016.02.24 19:09buy300.151.375491.370491.37793
1012016.02.24 20:09s/l290.101.373051.373051.37793-26.00685.30
1022016.02.24 21:54s/l300.151.370491.370491.37793-54.72630.58
1032016.02.25 19:00buy310.101.357440.000000.00000
1042016.02.25 19:00buy limit320.151.356440.000000.00000
1052016.02.25 19:00modify320.151.356441.351441.36081
1062016.02.25 19:00modify310.101.357441.352991.36081
1072016.02.25 20:15expiration320.151.356441.351441.36081
1082016.02.25 20:54s/l310.101.352991.352991.36081-32.89597.69
1092016.03.01 19:00buy330.101.340330.000000.00000
1102016.03.01 19:00buy limit340.151.339330.000000.00000
1112016.03.01 19:00modify340.151.339331.334331.34370
1122016.03.01 19:00modify330.101.340331.336661.34370
1132016.03.01 20:15expiration340.151.339331.334331.34370
1142016.03.02 09:44t/p330.101.343701.336661.3437025.05622.74
1152016.03.04 19:00buy350.101.333840.000000.00000
1162016.03.04 19:00buy limit360.151.332840.000000.00000
1172016.03.04 19:00modify360.151.332841.327841.33627
1182016.03.04 19:00modify350.101.333841.329611.33627
1192016.03.04 19:53buy360.151.332841.327841.33627
1202016.03.07 12:01t/p350.101.336271.329611.3362718.16640.90
1212016.03.07 12:01t/p360.151.336271.327841.3362738.46679.36
1222016.03.09 19:00buy370.101.324370.000000.00000
1232016.03.09 19:00buy limit380.151.322820.000000.00000
1242016.03.09 19:00modify380.151.322821.317821.32795
1252016.03.09 19:00modify370.101.324371.317691.32795
1262016.03.09 20:15expiration380.151.322821.317821.32795
1272016.03.10 05:58t/p370.101.327951.317691.3279526.86706.22
1282016.03.10 19:00sell limit390.151.338870.000000.00000
1292016.03.10 19:00modify390.151.338871.343871.33528
1302016.03.10 19:59sell390.151.338871.343871.33528
1312016.03.10 20:38t/p390.151.335281.343871.3352840.33746.55
1322016.03.23 19:00sell limit400.151.321570.000000.00000
1332016.03.23 19:00modify400.151.321571.326571.31737
1342016.03.23 20:15expiration400.151.321571.326571.31737
1352016.03.25 19:00sell limit410.151.327950.000000.00000
1362016.03.25 19:00modify410.151.327951.332951.32591
1372016.03.25 19:04sell410.151.327951.332951.32591
1382016.03.25 22:18t/p410.151.325911.332951.3259123.08769.63
1392016.03.28 19:00buy420.101.318500.000000.00000
1402016.03.28 19:00buy limit430.151.317500.000000.00000
1412016.03.28 19:00modify430.151.317501.312501.32057
1422016.03.28 19:00modify420.101.318501.315731.32057
1432016.03.28 20:15expiration430.151.317501.312501.32057
1442016.03.29 09:09t/p420.101.320571.315731.3205715.65785.28
1452016.04.06 19:00buy440.101.308100.000000.00000
1462016.04.06 19:00buy limit450.151.306550.000000.00000
1472016.04.06 19:00modify450.151.306551.301551.30940
1482016.04.06 19:00modify440.101.308101.303701.30940
1492016.04.06 20:06t/p440.101.309401.303701.309409.93795.21
1502016.04.06 20:15expiration450.151.306551.301551.30940
1512016.04.07 19:00sell limit460.151.317630.000000.00000
1522016.04.07 19:00modify460.151.317631.322631.31389
1532016.04.07 20:15expiration460.151.317631.322631.31389
1542016.04.12 19:00buy470.101.279910.000000.00000
1552016.04.12 19:00buy limit480.151.278410.000000.00000
1562016.04.12 19:00modify480.151.278411.273411.28161
1572016.04.12 19:00modify470.101.279911.275211.28161
1582016.04.12 20:15expiration480.151.278411.273411.28161
1592016.04.12 21:49s/l470.101.275211.275211.28161-36.86758.35
1602016.04.18 19:00buy490.101.281590.000000.00000
1612016.04.18 19:00buy limit500.151.280020.000000.00000
1622016.04.18 19:00modify500.151.280021.275021.28448
1632016.04.18 19:00modify490.101.281591.275561.28448
1642016.04.18 20:05buy500.151.280021.275021.28448
1652016.04.19 09:04s/l490.101.275561.275561.28448-47.30711.05
1662016.04.19 09:07s/l500.151.275021.275021.28448-58.86652.19
1672016.04.19 19:00buy510.101.265310.000000.00000
1682016.04.19 19:00buy limit520.151.263160.000000.00000
1692016.04.19 19:00modify520.151.263161.258161.26698
1702016.04.19 19:00modify510.101.265311.259341.26698
1712016.04.19 19:39t/p510.101.266981.259341.2669813.17665.36
1722016.04.19 20:15expiration520.151.263161.258161.26698