Symbol		GBPUSD (Great Britain pound sterling 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	76735297	Modelling quality	n/a
Mismatched charts errors	1167
Initial deposit	1000.00			Spread	50
Total net profit	48.38	Gross profit	677.65	Gross loss	-629.27
Profit factor	1.08	Expected payoff	0.60
Absolute drawdown	360.93	Maximal drawdown	391.01 (37.96%)	Relative drawdown	37.96% (391.01)
Total trades	80	Short positions (won %)	31 (87.10%)	Long positions (won %)	49 (69.39%)
		Profit trades (% of total)	61 (76.25%)	Loss trades (% of total)	19 (23.75%)
Largest		profit trade	61.33	loss trade	-95.63
Average		profit trade	11.11	loss trade	-33.12
Maximum		consecutive wins (profit in money)	15 (132.99)	consecutive losses (loss in money)	3 (-193.41)
Maximal		consecutive profit (count of wins)	162.37 (9)	consecutive loss (count of losses)	-193.41 (3)
Average		consecutive wins	5	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2014.10.23 01:00	buy	1	0.01	1.60461	1.40411	1.70461
2	2014.10.24 17:38	close	1	0.01	1.60958	1.40411	1.70461	4.96	1004.96
3	2014.10.30 01:00	buy	2	0.01	1.60190	1.40140	1.70190
4	2014.11.11 01:00	buy	3	0.02	1.58499	1.38449	1.68499
5	2014.11.25 01:00	buy	4	0.03	1.57076	1.37026	1.67076
6	2014.11.26 15:14	close	2	0.01	1.58040	1.40140	1.70190	-21.64	983.33
7	2014.11.26 15:14	close	3	0.02	1.58040	1.38449	1.68499	-9.34	973.98
8	2014.11.26 15:14	close	4	0.03	1.58040	1.37026	1.67076	28.90	1002.89
9	2014.11.28 01:00	buy	5	0.01	1.57258	1.37208	1.67258
10	2014.12.01 17:14	close	5	0.01	1.57625	1.37208	1.67258	3.66	1006.55
11	2014.12.02 01:00	buy	6	0.01	1.57382	1.37332	1.67382
12	2014.12.04 01:00	buy	7	0.02	1.56868	1.36818	1.66868
13	2014.12.04 18:38	close	6	0.01	1.57222	1.37332	1.67382	-1.62	1004.93
14	2014.12.04 18:38	close	7	0.02	1.57222	1.36818	1.66868	7.08	1012.01
15	2014.12.05 01:00	buy	8	0.01	1.56750	1.36700	1.66750
16	2014.12.09 09:39	close	8	0.01	1.56857	1.36700	1.66750	1.06	1013.07
17	2014.12.22 01:00	buy	9	0.01	1.56284	1.36234	1.66284
18	2014.12.31 01:00	buy	10	0.02	1.55644	1.35594	1.65644
19	2015.01.07 01:00	buy	11	0.03	1.51433	1.31383	1.61433
20	2015.01.27 16:18	close	9	0.01	1.51922	1.36234	1.66284	-43.82	969.25
21	2015.01.27 16:18	close	10	0.02	1.51922	1.35594	1.65644	-74.74	894.52
22	2015.01.27 16:18	close	11	0.03	1.51922	1.31383	1.61433	14.34	908.86
23	2015.01.29 01:48	buy	12	0.01	1.51447	1.31397	1.61447
24	2015.01.29 02:44	close	12	0.01	1.51500	1.31397	1.61447	0.53	909.39
25	2015.01.30 01:00	buy	13	0.01	1.50740	1.30690	1.60740
26	2015.02.03 15:48	close	13	0.01	1.51126	1.30690	1.60740	3.85	913.24
27	2015.02.09 01:00	sell	14	0.01	1.52333	1.72383	1.42333
28	2015.02.23 01:00	sell	15	0.02	1.53880	1.73930	1.43880
29	2015.03.03 14:48	close	14	0.01	1.53569	1.72383	1.42333	-12.29	900.95
30	2015.03.03 14:48	close	15	0.02	1.53569	1.73930	1.43880	6.27	907.22
31	2015.03.10 01:00	buy	16	0.01	1.51241	1.31191	1.61241
32	2015.03.24 01:00	buy	17	0.02	1.49723	1.29673	1.59723
33	2015.03.31 01:00	buy	18	0.03	1.48051	1.28001	1.58051
34	2015.04.03 15:43	close	16	0.01	1.48792	1.31191	1.61241	-24.63	882.59
35	2015.04.03 15:43	close	17	0.02	1.48792	1.29673	1.59723	-18.75	863.84
36	2015.04.03 15:43	close	18	0.03	1.48792	1.28001	1.58051	22.15	885.98
37	2015.04.08 01:00	buy	19	0.01	1.48182	1.28132	1.58182
38	2015.04.08 09:18	close	19	0.01	1.48532	1.28132	1.58182	3.50	889.48
39	2015.04.10 01:00	buy	20	0.01	1.47116	1.27066	1.57116
40	2015.04.15 20:18	close	20	0.01	1.48250	1.27066	1.57116	11.32	900.81
41	2015.04.21 01:00	sell	21	0.01	1.49009	1.69059	1.39009
42	2015.04.29 01:00	sell	22	0.02	1.53372	1.73422	1.43372
43	2015.05.19 01:00	sell	23	0.03	1.56528	1.76578	1.46528
44	2015.05.25 15:19	close	21	0.01	1.54625	1.69059	1.39009	-56.05	844.76
45	2015.05.25 15:19	close	22	0.02	1.54625	1.73422	1.43372	-24.89	819.86
46	2015.05.25 15:19	close	23	0.03	1.54625	1.76578	1.46528	57.15	877.01
47	2015.06.10 01:00	buy	24	0.01	1.53854	1.33804	1.63854
48	2015.06.10 10:18	close	24	0.01	1.54419	1.33804	1.63854	5.65	882.66
49	2015.06.19 01:00	sell	25	0.01	1.58784	1.78834	1.48784
50	2015.07.01 18:48	close	25	0.01	1.56196	1.78834	1.48784	25.91	908.58
51	2015.07.13 01:00	buy	26	0.01	1.55261	1.35211	1.65261
52	2015.07.15 03:49	close	26	0.01	1.56441	1.35211	1.65261	11.79	920.36
53	2015.07.17 01:00	buy	27	0.01	1.56092	1.36042	1.66092
54	2015.07.17 04:48	close	27	0.01	1.56175	1.36042	1.66092	0.83	921.19
55	2015.07.21 01:00	buy	28	0.01	1.55629	1.35579	1.65629
56	2015.07.22 09:08	close	28	0.01	1.55862	1.35579	1.65629	2.32	923.52
57	2015.07.24 01:00	buy	29	0.01	1.55180	1.35130	1.65180
58	2015.07.27 17:09	close	29	0.01	1.55576	1.35130	1.65180	3.95	927.47
59	2015.08.04 01:00	sell	30	0.01	1.55840	1.75890	1.45840
60	2015.08.05 01:18	close	30	0.01	1.55650	1.75890	1.45840	1.90	929.38
61	2015.08.06 01:00	sell	31	0.01	1.55979	1.76029	1.45979
62	2015.08.06 13:54	close	31	0.01	1.55771	1.76029	1.45979	2.08	931.46
63	2015.08.11 01:00	sell	32	0.01	1.55867	1.75917	1.45867
64	2015.08.11 04:24	close	32	0.01	1.55768	1.75917	1.45867	0.99	932.45
65	2015.08.18 01:30	sell	33	0.01	1.55851	1.75901	1.45851
66	2015.08.18 07:39	close	33	0.01	1.55799	1.75901	1.45851	0.52	932.97
67	2015.08.19 01:00	sell	34	0.01	1.56580	1.76630	1.46580
68	2015.08.26 14:09	close	34	0.01	1.56190	1.76630	1.46580	3.92	936.89
69	2015.08.31 01:00	buy	35	0.01	1.54109	1.34059	1.64109
70	2015.09.14 10:09	close	35	0.01	1.54620	1.34059	1.64109	5.03	941.92
71	2015.09.15 01:00	buy	36	0.01	1.54295	1.34245	1.64295
72	2015.09.15 11:39	close	36	0.01	1.54501	1.34245	1.64295	2.06	943.98
73	2015.09.16 01:00	buy	37	0.01	1.53449	1.33399	1.63449
74	2015.09.16 13:54	close	37	0.01	1.54336	1.33399	1.63449	8.87	952.85
75	2015.09.23 01:00	buy	38	0.01	1.53634	1.33584	1.63634
76	2015.09.29 01:00	buy	39	0.02	1.51767	1.31717	1.61767
77	2015.10.07 16:00	close	38	0.01	1.53174	1.33584	1.63634	-4.68	948.18
78	2015.10.07 16:00	close	39	0.02	1.53174	1.31717	1.61767	28.05	976.23
79	2015.10.14 01:00	buy	40	0.01	1.52553	1.32503	1.62553
80	2015.10.14 10:22	close	40	0.01	1.52907	1.32503	1.62553	3.54	979.77
81	2015.10.23 01:00	sell	41	0.01	1.53888	1.73938	1.43888
82	2015.10.26 00:00	close	41	0.01	1.53127	1.73938	1.43888	7.61	987.38
83	2015.10.27 01:00	sell	42	0.01	1.53480	1.73530	1.43480
84	2015.10.27 11:26	close	42	0.01	1.53265	1.73530	1.43480	2.15	989.53
85	2015.11.02 01:00	sell	43	0.01	1.54497	1.74547	1.44497
86	2015.11.03 15:39	close	43	0.01	1.53739	1.74547	1.44497	7.58	997.11
87	2015.11.04 01:00	sell	44	0.01	1.54184	1.74234	1.44184
88	2015.11.04 17:03	close	44	0.01	1.53799	1.74234	1.44184	3.85	1000.96
89	2015.11.05 01:54	sell	45	0.01	1.53880	1.73930	1.43880
90	2015.11.05 02:09	close	45	0.01	1.53827	1.73930	1.43880	0.53	1001.49
91	2015.11.10 01:00	buy	46	0.01	1.51201	1.31151	1.61201
92	2015.11.19 03:36	close	46	0.01	1.52656	1.31151	1.61201	14.49	1015.98
93	2015.11.23 01:00	buy	47	0.01	1.51886	1.31836	1.61886
94	2015.12.01 01:00	buy	48	0.02	1.50675	1.30625	1.60675
95	2015.12.03 21:33	close	47	0.01	1.51363	1.31836	1.61886	-5.30	1010.69
96	2015.12.03 21:33	close	48	0.02	1.51363	1.30625	1.60675	13.72	1024.41
97	2015.12.16 01:00	buy	49	0.01	1.50414	1.30364	1.60414
98	2015.12.24 01:00	buy	50	0.02	1.48750	1.28700	1.58750
99	2016.01.11 01:00	buy	51	0.03	1.45086	1.25036	1.55086
100	2016.01.26 01:00	buy	52	0.04	1.42452	1.22402	1.52452
101	2016.01.29 07:47	close	49	0.01	1.43988	1.30364	1.60414	-64.51	959.89
102	2016.01.29 07:47	close	50	0.02	1.43988	1.28700	1.58750	-95.63	864.26
103	2016.01.29 07:47	close	51	0.03	1.43988	1.25036	1.55086	-33.27	830.99
104	2016.01.29 07:47	close	52	0.04	1.43988	1.22402	1.52452	61.33	892.32
105	2016.02.01 01:00	buy	53	0.01	1.42394	1.22344	1.52394
106	2016.02.01 17:43	close	53	0.01	1.43731	1.22344	1.52394	13.37	905.69
107	2016.02.12 01:00	sell	54	0.01	1.44765	1.64815	1.34765
108	2016.02.16 15:17	close	54	0.01	1.43873	1.64815	1.34765	8.93	914.62
109	2016.02.25 01:00	buy	55	0.01	1.39334	1.19284	1.49334
110	2016.03.04 16:56	close	55	0.01	1.42212	1.19284	1.49334	28.74	943.35
111	2016.03.22 01:00	sell	56	0.01	1.43696	1.63746	1.33696
112	2016.03.23 07:42	close	56	0.01	1.41886	1.63746	1.33696	18.10	961.46
113	2016.03.29 01:00	sell	57	0.01	1.42531	1.62581	1.32531
114	2016.03.29 08:34	close	57	0.01	1.42353	1.62581	1.32531	1.78	963.24
115	2016.03.30 01:00	sell	58	0.01	1.43854	1.63904	1.33854
116	2016.04.01 15:32	close	58	0.01	1.42753	1.63904	1.33854	11.02	974.26
117	2016.04.08 01:00	buy	59	0.01	1.40553	1.20503	1.50553
118	2016.04.11 13:18	close	59	0.01	1.42405	1.20503	1.50553	18.51	992.78
119	2016.04.12 01:00	buy	60	0.01	1.42373	1.22323	1.52373
120	2016.04.12 04:30	close	60	0.01	1.42432	1.22323	1.52373	0.59	993.37
121	2016.04.22 01:00	sell	61	0.01	1.43161	1.63211	1.33161
122	2016.05.03 01:00	sell	62	0.02	1.46649	1.66699	1.36649
123	2016.05.09 00:00	close	61	0.01	1.44199	1.63211	1.33161	-10.33	983.03
124	2016.05.09 00:00	close	62	0.02	1.44199	1.66699	1.36649	49.04	1032.07
125	2016.05.11 01:02	sell	63	0.01	1.44446	1.64496	1.34446
126	2016.05.11 10:10	close	63	0.01	1.44396	1.64496	1.34446	0.50	1032.57
127	2016.05.19 01:00	sell	64	0.01	1.45958	1.66008	1.35958
128	2016.05.20 21:43	close	64	0.01	1.45076	1.66008	1.35958	8.82	1041.40
129	2016.05.25 01:00	sell	65	0.01	1.46225	1.66275	1.36225
130	2016.05.31 19:03	close	65	0.01	1.45195	1.66275	1.36225	10.32	1051.71
131	2016.06.02 01:00	buy	66	0.01	1.44165	1.24115	1.54165
132	2016.06.03 15:35	close	66	0.01	1.45126	1.24115	1.54165	9.60	1061.32
133	2016.06.08 01:00	sell	67	0.01	1.45399	1.65449	1.35399
134	2016.06.08 10:47	close	67	0.01	1.45236	1.65449	1.35399	1.63	1062.95
135	2016.06.15 01:00	buy	68	0.01	1.41110	1.21060	1.51110
136	2016.06.20 00:15	close	68	0.01	1.44828	1.21060	1.51110	37.15	1100.10
137	2016.06.23 01:00	sell	69	0.01	1.48012	1.68062	1.38012
138	2016.06.24 02:18	close	69	0.01	1.44650	1.68062	1.38012	33.62	1133.73
139	2016.06.29 01:00	buy	70	0.01	1.33321	1.13271	1.43321
140	2016.07.21 00:03	close	70	0.01	1.32233	1.13271	1.43321	-11.01	1122.71
141	2016.07.25 01:00	buy	71	0.01	1.31288	1.11238	1.41288
142	2016.07.26 16:46	close	71	0.01	1.31660	1.11238	1.41288	3.71	1126.43
143	2016.07.27 01:00	buy	72	0.01	1.31414	1.11364	1.41414
144	2016.07.27 02:21	close	72	0.01	1.31519	1.11364	1.41414	1.05	1127.48
145	2016.08.12 01:00	buy	73	0.01	1.29630	1.09580	1.39630
146	2016.08.18 11:30	close	73	0.01	1.31039	1.09580	1.39630	14.06	1141.54
147	2016.08.22 01:00	buy	74	0.01	1.30754	1.10704	1.40754
148	2016.08.22 11:49	close	74	0.01	1.31003	1.10704	1.40754	2.49	1144.03
149	2016.08.26 01:00	sell	75	0.01	1.31860	1.51910	1.21860
150	2016.08.29 10:03	close	75	0.01	1.31012	1.51910	1.21860	8.48	1152.51
151	2016.09.06 01:00	sell	76	0.01	1.33066	1.53116	1.23066
152	2016.09.13 16:03	close	76	0.01	1.32102	1.53116	1.23066	9.66	1162.17
153	2016.09.15 01:00	sell	77	0.01	1.32410	1.52460	1.22410
154	2016.09.15 09:47	close	77	0.01	1.32235	1.52460	1.22410	1.75	1163.92
155	2016.09.16 01:00	sell	78	0.01	1.32424	1.52474	1.22424
156	2016.09.16 03:53	close	78	0.01	1.32301	1.52474	1.22424	1.23	1165.15
157	2016.09.21 01:00	buy	79	0.01	1.29883	1.09833	1.39883
158	2016.10.10 01:00	buy	80	0.02	1.24307	1.04257	1.34307
159	2016.10.21 23:59	close at stop	80	0.02	1.22284	1.04257	1.34307	-40.60	1124.55
160	2016.10.21 23:59	close at stop	79	0.01	1.22284	1.09833	1.39883	-76.17	1048.38