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

SymbolUSDJPY (US Dollar vs Japanese Yen)
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 test7319Ticks modelled5469332Modelling quality75.60%
Mismatched charts errors11
Initial deposit500.00SpreadCurrent (23)
Total net profit10.12Gross profit389.77Gross loss-379.65
Profit factor1.03Expected payoff0.48
Absolute drawdown81.05Maximal drawdown252.39 (37.60%)Relative drawdown37.60% (252.39)
Total trades21Short positions (won %)8 (50.00%)Long positions (won %)13 (76.92%)
Profit trades (% of total)14 (66.67%)Loss trades (% of total)7 (33.33%)
Largestprofit trade50.00loss trade-73.36
Averageprofit trade27.84loss trade-54.24
Maximumconsecutive wins (profit in money)5 (168.37)consecutive losses (loss in money)3 (-172.26)
Maximalconsecutive profit (count of wins)168.37 (5)consecutive loss (count of losses)-172.26 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12016.01.15 19:00buy10.10116.8070.0000.000
22016.01.15 19:00buy limit20.15116.6110.0000.000
32016.01.15 19:00modify20.15116.611116.111117.001
42016.01.15 19:00modify10.10116.807116.221117.001
52016.01.15 19:24buy20.15116.611116.111117.001
62016.01.15 21:52t/p10.10117.001116.221117.00116.58516.58
72016.01.15 21:52t/p20.15117.001116.111117.00150.00566.58
82016.01.21 19:00sell limit30.15117.7210.0000.000
92016.01.21 19:00modify30.15117.721118.221117.409
102016.01.21 19:03sell30.15117.721118.221117.409
112016.01.21 21:13t/p30.15117.409118.221117.40939.86606.44
122016.01.26 19:00sell limit40.15118.6050.0000.000
132016.01.26 19:00modify40.15118.605119.105118.379
142016.01.26 19:31sell40.15118.605119.105118.379
152016.01.27 01:07t/p40.15118.379119.105118.37928.55634.99
162016.01.27 19:00sell limit50.15118.9140.0000.000
172016.01.27 19:00modify50.15118.914119.414118.650
182016.01.27 19:07sell50.15118.914119.414118.650
192016.01.27 21:09t/p50.15118.650119.414118.65033.38668.37
202016.01.29 19:00sell limit60.15121.6700.0000.000
212016.01.29 19:00modify60.15121.670122.170120.926
222016.01.29 20:15expiration60.15121.670122.170120.926
232016.02.03 19:00buy70.10117.9510.0000.000
242016.02.03 19:00buy limit80.15117.6540.0000.000
252016.02.03 19:00modify80.15117.654117.154118.216
262016.02.03 19:00modify70.10117.951117.092118.216
272016.02.03 19:41buy80.15117.654117.154118.216
282016.02.03 20:45s/l80.15117.154117.154118.216-64.02604.35
292016.02.03 20:59s/l70.10117.092117.092118.216-73.36530.99
302016.02.04 19:00buy90.10116.7360.0000.000
312016.02.04 19:00buy limit100.15116.6360.0000.000
322016.02.04 19:00modify100.15116.636116.136117.056
332016.02.04 19:00modify90.10116.736116.330117.056
342016.02.04 20:15expiration100.15116.636116.136117.056
352016.02.05 15:33s/l90.10116.330116.330117.056-34.88496.11
362016.02.08 19:00buy110.10115.4520.0000.000
372016.02.08 19:00buy limit120.15115.2100.0000.000
382016.02.08 19:00modify120.15115.210114.710115.754
392016.02.08 19:00modify110.10115.452114.666115.754
402016.02.08 19:24t/p110.10115.754114.666115.75426.09522.20
412016.02.08 20:15expiration120.15115.210114.710115.754
422016.02.12 19:00sell limit130.15113.1580.0000.000
432016.02.12 19:00modify130.15113.158113.658112.802
442016.02.12 20:04sell130.15113.158113.658112.802
452016.02.15 01:09s/l130.15113.658113.658112.802-66.08456.12
462016.02.15 19:00sell limit140.15114.7610.0000.000
472016.02.15 19:00modify140.15114.761115.261114.339
482016.02.15 20:15expiration140.15114.761115.261114.339
492016.02.19 19:00buy150.10112.5270.0000.000
502016.02.19 19:00buy limit160.15112.4270.0000.000
512016.02.19 19:00modify160.15112.427111.927112.676
522016.02.19 19:00modify150.10112.527112.248112.676
532016.02.19 19:07buy160.15112.427111.927112.676
542016.02.19 22:39t/p150.10112.676112.248112.67613.22469.34
552016.02.19 22:39t/p160.15112.676111.927112.67633.15502.49
562016.02.26 19:00sell limit170.15113.9530.0000.000
572016.02.26 19:00modify170.15113.953114.453113.623
582016.02.26 20:15expiration170.15113.953114.453113.623
592016.03.01 19:00sell limit180.15114.0190.0000.000
602016.03.01 19:00modify180.15114.019114.519113.503
612016.03.01 19:09sell180.15114.019114.519113.503
622016.03.02 15:24s/l180.15114.519114.519113.503-65.58436.91
632016.03.17 19:00buy190.10111.0610.0000.000
642016.03.17 19:00buy limit200.15110.6610.0000.000
652016.03.17 19:00modify200.15110.661110.161111.201
662016.03.17 19:00modify190.10111.061110.121111.201
672016.03.17 19:07t/p190.10111.201110.121111.20112.59449.50
682016.03.17 20:15expiration200.15110.661110.161111.201
692016.04.05 19:00buy210.10110.0820.0000.000
702016.04.05 19:00buy limit220.15109.9820.0000.000
712016.04.05 19:00modify220.15109.982109.482110.312
722016.04.05 19:00modify210.10110.082109.692110.312
732016.04.05 19:10t/p210.10110.312109.692110.31220.85470.35
742016.04.05 20:15expiration220.15109.982109.482110.312
752016.04.06 19:00buy230.10109.6680.0000.000
762016.04.06 19:00buy limit240.15109.5680.0000.000
772016.04.06 19:00modify240.15109.568109.068109.832
782016.04.06 19:00modify230.10109.668109.338109.832
792016.04.06 19:03buy240.15109.568109.068109.832
802016.04.07 03:37t/p230.10109.832109.338109.83214.99485.34
812016.04.07 03:37t/p240.15109.832109.068109.83236.15521.49
822016.04.07 19:00buy250.10107.9470.0000.000
832016.04.07 19:00buy limit260.15107.7660.0000.000
842016.04.07 19:00modify260.15107.766107.266108.269
852016.04.07 19:00modify250.10107.947107.263108.269
862016.04.07 20:15expiration260.15107.766107.266108.269
872016.04.07 20:41t/p250.10108.269107.263108.26929.74551.23
882016.04.13 19:00sell limit270.15109.3980.0000.000
892016.04.13 19:00modify270.15109.398109.898109.186
902016.04.13 20:15expiration270.15109.398109.898109.186
912016.04.18 19:00sell limit280.15108.9550.0000.000
922016.04.18 19:00modify280.15108.955109.455108.684
932016.04.18 19:24sell280.15108.955109.455108.684
942016.04.19 12:50s/l280.15109.455109.455108.684-68.61482.62
952016.04.20 19:00sell limit290.15109.5590.0000.000
962016.04.20 19:00modify290.15109.559110.059109.304
972016.04.20 19:42sell290.15109.559110.059109.304
982016.04.22 03:10t/p290.15109.304110.059109.30434.62517.24
992016.04.22 19:00sell limit300.15111.5670.0000.000
1002016.04.22 19:00modify300.15111.567112.067111.011
1012016.04.22 19:14sell300.15111.567112.067111.011
1022016.04.22 22:59close at stop300.15111.620112.067111.011-7.12510.12