Symbol		EURUSD (euro vs US dollar)
Period		Daily (D1) 2014.10.23 00:00 - 2016.10.21 00:00 (2014.10.23 - 2016.10.22)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MaxOrders=5; referenceInterval=100; LotSize=0.01; StopLoss=20000; TakeProfit=10000; SecsToClose=8639000; maxSpread=50; minEquityForTakeProfit=1000000; MovingPeriod=20; MovingShift=0; priority=0; CCI_Period=20; CCI_UpperLine=100; CCI_LowerLine=-100; TrailingTPOrig=100;
Bars in test	1520	Ticks modelled	78913470	Modelling quality	n/a
Mismatched charts errors	4681
Initial deposit	1000.00			Spread	50
Total net profit	-49.28	Gross profit	445.79	Gross loss	-495.07
Profit factor	0.90	Expected payoff	-0.64
Absolute drawdown	632.58	Maximal drawdown	681.11 (64.96%)	Relative drawdown	64.96% (681.11)
Total trades	77	Short positions (won %)	29 (79.31%)	Long positions (won %)	48 (81.25%)
		Profit trades (% of total)	62 (80.52%)	Loss trades (% of total)	15 (19.48%)
Largest		profit trade	56.79	loss trade	-135.98
Average		profit trade	7.19	loss trade	-33.00
Maximum		consecutive wins (profit in money)	12 (70.33)	consecutive losses (loss in money)	3 (-337.88)
Maximal		consecutive profit (count of wins)	88.33 (6)	consecutive loss (count of losses)	-337.88 (3)
Average		consecutive wins	6	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2014.10.23 01:00	buy	1	0.01	1.26490	1.06440	1.36490
2	2014.10.24 16:38	close	1	0.01	1.26872	1.06440	1.36490	3.82	1003.82
3	2014.10.27 01:00	buy	2	0.01	1.26799	1.06749	1.36799
4	2014.10.27 02:29	close	2	0.01	1.26867	1.06749	1.36799	0.68	1004.50
5	2014.11.04 01:00	buy	3	0.01	1.24949	1.04899	1.34949
6	2014.11.17 04:27	close	3	0.01	1.25598	1.04899	1.34949	6.43	1010.93
7	2014.11.18 01:00	buy	4	0.01	1.24541	1.04491	1.34541
8	2014.11.19 10:19	close	4	0.01	1.25374	1.04491	1.34541	8.33	1019.26
9	2014.11.24 01:00	buy	5	0.01	1.23757	1.03707	1.33757
10	2014.11.26 10:28	close	5	0.01	1.24847	1.03707	1.33757	10.89	1030.15
11	2014.11.28 01:00	buy	6	0.01	1.24633	1.04583	1.34633
12	2014.11.28 13:38	close	6	0.01	1.24757	1.04583	1.34633	1.24	1031.39
13	2014.12.01 01:00	buy	7	0.01	1.24510	1.04460	1.34510
14	2014.12.01 12:37	close	7	0.01	1.24743	1.04460	1.34510	2.33	1033.72
15	2014.12.03 01:00	buy	8	0.01	1.23875	1.03825	1.33875
16	2014.12.09 17:38	close	8	0.01	1.24413	1.03825	1.33875	5.35	1039.07
17	2014.12.10 01:00	buy	9	0.01	1.23822	1.03772	1.33822
18	2014.12.10 20:29	close	9	0.01	1.24383	1.03772	1.33822	5.61	1044.68
19	2014.12.12 01:00	buy	10	0.01	1.24114	1.04064	1.34114
20	2014.12.12 11:18	close	10	0.01	1.24330	1.04064	1.34114	2.16	1046.84
21	2014.12.18 01:00	buy	11	0.01	1.23356	1.03306	1.33356
22	2014.12.30 01:00	buy	12	0.02	1.21596	1.01546	1.31596
23	2015.01.12 01:00	buy	13	0.03	1.18678	0.98628	1.28678
24	2015.01.23 01:00	buy	14	0.04	1.13738	0.93688	1.23738
25	2015.02.06 00:14	close	11	0.01	1.14814	1.03306	1.33356	-85.63	961.21
26	2015.02.06 00:14	close	12	0.02	1.14814	1.01546	1.31596	-135.98	825.23
27	2015.02.06 00:14	close	13	0.03	1.14814	0.98628	1.28678	-116.27	708.96
28	2015.02.06 00:14	close	14	0.04	1.14814	0.93688	1.23738	42.80	751.76
29	2015.02.09 01:00	buy	15	0.01	1.13162	0.93112	1.23162
30	2015.02.12 16:44	close	15	0.01	1.13879	0.93112	1.23162	7.15	758.91
31	2015.02.17 01:00	buy	16	0.01	1.13507	0.93457	1.23507
32	2015.02.17 05:44	close	16	0.01	1.13585	0.93457	1.23507	0.78	759.69
33	2015.03.03 01:00	buy	17	0.01	1.11834	0.91784	1.21834
34	2015.03.13 01:00	buy	18	0.02	1.06267	0.86217	1.16267
35	2015.03.23 15:09	close	17	0.01	1.09110	0.91784	1.21834	-27.33	732.36
36	2015.03.23 15:09	close	18	0.02	1.09110	0.86217	1.16267	56.79	789.15
37	2015.04.01 01:00	buy	19	0.01	1.07455	0.87405	1.17455
38	2015.04.01 07:13	close	19	0.01	1.07855	0.87405	1.17455	4.00	793.15
39	2015.04.08 01:00	sell	20	0.01	1.08110	1.28160	0.98110
40	2015.04.08 17:44	close	20	0.01	1.08002	1.28160	0.98110	1.08	794.23
41	2015.04.23 01:00	buy	21	0.01	1.07257	0.87207	1.17257
42	2015.04.23 14:48	close	21	0.01	1.07659	0.87207	1.17257	4.02	798.25
43	2015.04.30 01:00	sell	22	0.01	1.11145	1.31195	1.01145
44	2015.05.19 01:00	sell	23	0.02	1.13138	1.33188	1.03138
45	2015.05.19 15:44	close	22	0.01	1.11442	1.31195	1.01145	-2.93	795.33
46	2015.05.19 15:44	close	23	0.02	1.11442	1.33188	1.03138	33.92	829.25
47	2015.05.29 01:00	buy	24	0.01	1.09633	0.89583	1.19633
48	2015.06.02 16:14	close	24	0.01	1.11410	0.89583	1.19633	17.76	847.01
49	2015.06.08 01:00	buy	25	0.01	1.11033	0.90983	1.21033
50	2015.06.08 09:43	close	25	0.01	1.11306	0.90983	1.21033	2.73	849.74
51	2015.06.11 01:00	sell	26	0.01	1.13183	1.33233	1.03183
52	2015.06.23 15:18	close	26	0.01	1.11940	1.33233	1.03183	12.46	862.19
53	2015.07.06 01:00	buy	27	0.01	1.09860	0.89810	1.19860
54	2015.07.10 12:48	close	27	0.01	1.11758	0.89810	1.19860	18.95	881.15
55	2015.07.13 01:00	buy	28	0.01	1.11454	0.91404	1.21454
56	2015.07.13 09:44	close	28	0.01	1.11705	0.91404	1.21454	2.51	883.66
57	2015.07.14 01:00	buy	29	0.01	1.10099	0.90049	1.20099
58	2015.07.27 05:19	close	29	0.01	1.10052	0.90049	1.20099	-0.53	883.13
59	2015.07.30 01:00	buy	30	0.01	1.09834	0.89784	1.19834
60	2015.07.31 13:24	close	30	0.01	1.09856	0.89784	1.19834	0.22	883.35
61	2015.08.03 01:09	buy	31	0.01	1.09794	0.89744	1.19794
62	2015.08.03 06:24	close	31	0.01	1.09846	0.89744	1.19794	0.52	883.87
63	2015.08.04 01:00	buy	32	0.01	1.09574	0.89524	1.19574
64	2015.08.04 14:21	close	32	0.01	1.09823	0.89524	1.19574	2.49	886.36
65	2015.08.05 01:00	buy	33	0.01	1.08949	0.88899	1.18949
66	2015.08.07 15:21	close	33	0.01	1.09559	0.88899	1.18949	6.08	892.44
67	2015.08.14 01:00	sell	34	0.01	1.11532	1.31582	1.01532
68	2015.09.02 01:00	sell	35	0.02	1.13095	1.33145	1.03095
69	2015.09.03 15:34	close	34	0.01	1.12007	1.31582	1.01532	-4.70	887.74
70	2015.09.03 15:34	close	35	0.02	1.12007	1.33145	1.03095	21.78	909.52
71	2015.09.11 01:00	sell	36	0.01	1.12752	1.32802	1.02752
72	2015.09.15 18:52	close	36	0.01	1.12656	1.32802	1.02752	0.97	910.48
73	2015.09.17 01:00	sell	37	0.01	1.12883	1.32933	1.02883
74	2015.09.18 22:54	close	37	0.01	1.12851	1.32933	1.02883	0.32	910.80
75	2015.09.24 01:00	buy	38	0.01	1.11919	0.91869	1.21919
76	2015.09.24 13:54	close	38	0.01	1.12362	0.91869	1.21919	4.43	915.23
77	2015.09.25 01:00	buy	39	0.01	1.11792	0.91742	1.21792
78	2015.09.28 18:37	close	39	0.01	1.12350	0.91742	1.21792	5.58	920.81
79	2015.10.01 01:00	buy	40	0.01	1.11770	0.91720	1.21770
80	2015.10.02 15:34	close	40	0.01	1.12351	0.91720	1.21770	5.81	926.61
81	2015.10.07 01:00	sell	41	0.01	1.12678	1.32728	1.02678
82	2015.10.07 10:09	close	41	0.01	1.12446	1.32728	1.02678	2.32	928.93
83	2015.10.09 01:00	sell	42	0.01	1.12816	1.32866	1.02816
84	2015.10.22 01:00	sell	43	0.02	1.13371	1.33421	1.03371
85	2015.10.22 15:21	close	42	0.01	1.12932	1.32866	1.02816	-1.13	927.81
86	2015.10.22 15:21	close	43	0.02	1.12932	1.33421	1.03371	8.78	936.59
87	2015.10.27 01:00	buy	44	0.01	1.10645	0.90595	1.20645
88	2015.11.12 01:00	buy	45	0.02	1.07627	0.87577	1.17627
89	2015.11.27 01:00	buy	46	0.03	1.06084	0.86034	1.16084
90	2015.12.03 14:41	close	44	0.01	1.06732	0.90595	1.20645	-39.30	897.29
91	2015.12.03 14:41	close	45	0.02	1.06732	0.87577	1.17627	-18.08	879.21
92	2015.12.03 14:41	close	46	0.03	1.06732	0.86034	1.16084	19.36	898.57
93	2015.12.09 01:00	sell	47	0.01	1.08930	1.28980	0.98930
94	2015.12.31 01:00	sell	48	0.02	1.09257	1.29307	0.99257
95	2015.12.31 10:13	close	47	0.01	1.09192	1.28980	0.98930	-2.56	896.01
96	2015.12.31 10:13	close	48	0.02	1.09192	1.29307	0.99257	1.30	897.31
97	2016.01.13 01:00	buy	49	0.01	1.08522	0.88472	1.18522
98	2016.01.14 01:07	close	49	0.01	1.08842	0.88472	1.18522	3.19	900.50
99	2016.01.15 01:00	buy	50	0.01	1.08662	0.88612	1.18662
100	2016.01.15 04:58	close	50	0.01	1.08810	0.88612	1.18662	1.48	901.98
101	2016.01.21 01:01	sell	51	0.01	1.08912	1.28962	0.98912
102	2016.01.21 01:28	close	51	0.01	1.08858	1.28962	0.98912	0.54	902.52
103	2016.01.26 01:00	buy	52	0.01	1.08540	0.88490	1.18540
104	2016.01.26 09:28	close	52	0.01	1.08690	0.88490	1.18540	1.50	904.02
105	2016.02.01 01:00	buy	53	0.01	1.08338	0.88288	1.18338
106	2016.02.01 12:28	close	53	0.01	1.08647	0.88288	1.18338	3.09	907.11
107	2016.02.04 01:00	sell	54	0.01	1.10833	1.30883	1.00833
108	2016.02.19 15:33	close	54	0.01	1.10738	1.30883	1.00833	0.99	908.10
109	2016.02.22 01:00	sell	55	0.01	1.11158	1.31208	1.01158
110	2016.02.22 10:33	close	55	0.01	1.10880	1.31208	1.01158	2.78	910.88
111	2016.03.04 01:00	buy	56	0.01	1.09539	0.89489	1.19539
112	2016.03.10 16:10	close	56	0.01	1.10255	0.89489	1.19539	7.13	918.01
113	2016.03.21 01:00	sell	57	0.01	1.12731	1.32781	1.02731
114	2016.04.12 01:00	sell	58	0.02	1.14044	1.34094	1.04044
115	2016.04.13 13:10	close	57	0.01	1.13073	1.32781	1.02731	-3.36	914.65
116	2016.04.13 13:10	close	58	0.02	1.13073	1.34094	1.04044	19.43	934.08
117	2016.05.04 01:00	sell	59	0.01	1.14966	1.35016	1.04966
118	2016.05.13 04:32	close	59	0.01	1.13747	1.35016	1.04966	12.22	946.29
119	2016.05.20 01:00	buy	60	0.01	1.12020	0.91970	1.22020
120	2016.06.03 15:33	close	60	0.01	1.12441	0.91970	1.22020	4.15	950.44
121	2016.06.15 01:00	buy	61	0.01	1.12109	0.92059	1.22109
122	2016.06.15 12:18	close	61	0.01	1.12308	0.92059	1.22109	1.99	952.43
123	2016.06.20 01:00	sell	62	0.01	1.13166	1.33216	1.03166
124	2016.06.21 23:58	close	62	0.01	1.12466	1.33216	1.03166	7.00	959.44
125	2016.06.23 01:00	sell	63	0.01	1.13308	1.33358	1.03308
126	2016.06.24 04:02	close	63	0.01	1.12715	1.33358	1.03308	5.93	965.37
127	2016.06.30 01:00	buy	64	0.01	1.11311	0.91261	1.21311
128	2016.07.14 14:18	close	64	0.01	1.11436	0.91261	1.21311	1.19	966.56
129	2016.07.15 01:00	buy	65	0.01	1.11175	0.91125	1.21175
130	2016.07.15 05:38	close	65	0.01	1.11366	0.91125	1.21175	1.91	968.47
131	2016.07.18 01:00	buy	66	0.01	1.10542	0.90492	1.20542
132	2016.07.27 22:16	close	66	0.01	1.10595	0.90492	1.20542	0.49	968.96
133	2016.08.03 01:00	sell	67	0.01	1.12209	1.32259	1.02209
134	2016.08.05 16:07	close	67	0.01	1.10762	1.32259	1.02209	14.48	983.44
135	2016.08.08 01:00	sell	68	0.01	1.10856	1.30906	1.00856
136	2016.08.08 18:00	close	68	0.01	1.10777	1.30906	1.00856	0.79	984.23
137	2016.08.09 01:00	sell	69	0.01	1.10853	1.30903	1.00853
138	2016.08.09 05:12	close	69	0.01	1.10778	1.30903	1.00853	0.75	984.98
139	2016.08.10 01:00	sell	70	0.01	1.11148	1.31198	1.01148
140	2016.08.18 01:00	sell	71	0.02	1.12881	1.32931	1.02881
141	2016.08.26 21:00	close	70	0.01	1.12127	1.31198	1.01148	-9.74	975.24
142	2016.08.26 21:00	close	71	0.02	1.12127	1.32931	1.02881	15.12	990.36
143	2016.09.07 01:00	sell	72	0.01	1.12483	1.32533	1.02483
144	2016.09.09 15:59	close	72	0.01	1.12393	1.32533	1.02483	0.91	991.27
145	2016.09.19 01:00	buy	73	0.01	1.11579	0.91529	1.21579
146	2016.09.22 08:26	close	73	0.01	1.12034	0.91529	1.21579	4.53	995.80
147	2016.09.30 01:52	sell	74	0.01	1.12223	1.32273	1.02223
148	2016.09.30 03:54	close	74	0.01	1.12170	1.32273	1.02223	0.53	996.33
149	2016.10.03 01:00	sell	75	0.01	1.12397	1.32447	1.02397
150	2016.10.03 17:00	close	75	0.01	1.12204	1.32447	1.02397	1.93	998.26
151	2016.10.07 01:00	buy	76	0.01	1.11518	0.91468	1.21518
152	2016.10.19 01:00	buy	77	0.02	1.09822	0.89772	1.19822
153	2016.10.21 23:59	close at stop	77	0.02	1.08806	0.89772	1.19822	-20.35	977.90
154	2016.10.21 23:59	close at stop	76	0.01	1.08806	0.91468	1.21518	-27.18	950.72