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

SymbolAUDCAD (Australian Dollar vs Canadian Dollar)
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 modelled6650546Modelling quality75.60%
Mismatched charts errors10
Initial deposit500.00SpreadCurrent (51)
Total net profit226.72Gross profit319.34Gross loss-92.62
Profit factor3.45Expected payoff14.17
Absolute drawdown19.30Maximal drawdown96.78 (12.06%)Relative drawdown12.06% (96.78)
Total trades16Short positions (won %)5 (80.00%)Long positions (won %)11 (81.82%)
Profit trades (% of total)13 (81.25%)Loss trades (% of total)3 (18.75%)
Largestprofit trade46.75loss trade-58.29
Averageprofit trade24.56loss trade-30.87
Maximumconsecutive wins (profit in money)7 (167.74)consecutive losses (loss in money)1 (-58.29)
Maximalconsecutive profit (count of wins)167.74 (7)consecutive loss (count of losses)-58.29 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.11 19:00sell limit10.150.993970.000000.00000
22016.01.11 19:00modify10.150.993970.998970.99078
32016.01.11 19:16sell10.150.993970.998970.99078
42016.01.12 09:15t/p10.150.990780.998970.9907836.94536.94
52016.01.12 19:00sell limit20.150.997690.000000.00000
62016.01.12 19:00modify20.150.997691.002690.99516
72016.01.12 19:09sell20.150.997691.002690.99516
82016.01.13 00:10t/p20.150.995161.002690.9951629.27566.21
92016.01.14 19:00sell limit30.151.003850.000000.00000
102016.01.14 19:00modify30.151.003851.008851.00106
112016.01.14 20:15expiration30.151.003851.008851.00106
122016.01.18 19:00buy40.100.997280.000000.00000
132016.01.18 19:00buy limit50.150.996280.000000.00000
142016.01.18 19:00modify50.150.996280.991280.99869
152016.01.18 19:00modify40.100.997280.994730.99869
162016.01.18 19:40buy50.150.996280.991280.99869
172016.01.18 22:34t/p40.100.998690.994730.9986910.93577.14
182016.01.18 22:34t/p50.150.998690.991280.9986928.02605.16
192016.01.19 19:00sell limit60.151.006410.000000.00000
202016.01.19 19:00modify60.151.006411.011411.00315
212016.01.19 19:39sell60.151.006411.011411.00315
222016.01.20 08:09t/p60.151.003151.011411.0031537.76642.93
232016.01.22 19:00buy70.100.992880.000000.00000
242016.01.22 19:00buy limit80.150.991840.000000.00000
252016.01.22 19:00modify80.150.991840.986840.99421
262016.01.22 19:00modify70.100.992880.989470.99421
272016.01.22 19:09buy80.150.991840.986840.99421
282016.01.25 02:06s/l70.100.989470.989470.99421-26.36616.57
292016.01.26 10:54t/p80.150.994210.986840.9942127.78644.35
302016.01.26 19:00buy90.100.985110.000000.00000
312016.01.26 19:00buy limit100.150.984110.000000.00000
322016.01.26 19:00modify100.150.984110.979110.98680
332016.01.26 19:00modify90.100.985110.982180.98680
342016.01.26 19:51t/p90.100.986800.982180.9868013.11657.46
352016.01.26 20:15expiration100.150.984110.979110.98680
362016.01.28 19:00sell limit110.150.998490.000000.00000
372016.01.28 19:00modify110.150.998491.003490.99598
382016.01.28 20:15expiration110.150.998491.003490.99598
392016.02.04 19:00sell limit120.150.991630.000000.00000
402016.02.04 19:00modify120.150.991630.996630.98931
412016.02.04 20:15expiration120.150.991630.996630.98931
422016.02.08 19:00sell limit130.150.989620.000000.00000
432016.02.08 19:00modify130.150.989620.994620.98756
442016.02.08 20:15expiration130.150.989620.994620.98756
452016.02.10 19:00sell limit140.150.990690.000000.00000
462016.02.10 19:00modify140.150.990690.995690.98707
472016.02.10 19:22sell140.150.990690.995690.98707
482016.02.11 10:24t/p140.150.987070.995690.9870741.65699.11
492016.02.12 19:00buy150.100.982340.000000.00000
502016.02.12 19:00buy limit160.150.980840.000000.00000
512016.02.12 19:00modify160.150.980840.975840.98341
522016.02.12 19:00modify150.100.982340.978270.98341
532016.02.12 20:15expiration160.150.980840.975840.98341
542016.02.12 20:54t/p150.100.983410.978270.983418.30707.41
552016.02.19 19:00sell limit170.150.983680.000000.00000
562016.02.19 19:00modify170.150.983680.988680.98167
572016.02.19 20:15expiration170.150.983680.988680.98167
582016.02.25 19:00buy180.100.978640.000000.00000
592016.02.25 19:00buy limit190.150.977640.000000.00000
602016.02.25 19:00modify190.150.977640.972640.97975
612016.02.25 19:00modify180.100.978640.975690.97975
622016.02.25 20:15expiration190.150.977640.972640.97975
632016.02.25 22:07t/p180.100.979750.975690.979758.61716.02
642016.02.26 19:00buy200.100.966230.000000.00000
652016.02.26 19:00buy limit210.150.964990.000000.00000
662016.02.26 19:00modify210.150.964990.959990.96900
672016.02.26 19:00modify200.100.966230.960980.96900
682016.02.26 19:19buy210.150.964990.959990.96900
692016.02.29 12:01t/p200.100.969000.960980.9690021.54737.56
702016.02.29 12:01t/p210.150.969000.959990.9690046.75784.31
712016.03.02 19:00sell limit220.150.979270.000000.00000
722016.03.02 19:00modify220.150.979270.984270.97462
732016.03.02 20:15expiration220.150.979270.984270.97462
742016.03.08 19:00sell limit230.150.997810.000000.00000
752016.03.08 19:00modify230.150.997811.002810.99535
762016.03.08 19:27sell230.150.997811.002810.99535
772016.03.09 12:25s/l230.151.002811.002810.99535-58.29726.03
782016.03.11 19:00sell limit240.151.001100.000000.00000
792016.03.11 19:00modify240.151.001101.006100.99845
802016.03.11 20:15expiration240.151.001101.006100.99845
812016.04.07 19:00buy250.100.987990.000000.00000
822016.04.07 19:00buy limit260.150.986700.000000.00000
832016.04.07 19:00modify260.150.986700.981700.98910
842016.04.07 19:00modify250.100.987990.984300.98910
852016.04.07 20:15expiration260.150.986700.981700.98910
862016.04.08 08:25t/p250.100.989100.984300.989108.67734.70
872016.04.15 19:00sell limit270.150.992880.000000.00000
882016.04.15 19:00modify270.150.992880.997880.99086
892016.04.15 20:15expiration270.150.992880.997880.99086
902016.04.22 19:00buy280.100.977990.000000.00000
912016.04.22 19:00buy limit290.150.976560.000000.00000
922016.04.22 19:00modify290.150.976560.971560.97919
932016.04.22 19:00modify280.100.977990.973930.97919
942016.04.22 20:15expiration290.150.976560.971560.97919
952016.04.22 22:59close at stop280.100.976960.973930.97919-7.98726.72