Symbol		USDCHF (US dollar vs Swiss franc)
Period		Daily (D1) 2014.10.30 00:00 - 2016.10.28 00:00 (2014.10.30 - 2016.10.29)
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;
Bars in test	1520	Ticks modelled	48830124	Modelling quality	n/a
Mismatched charts errors	284
Initial deposit	1000.00			Spread	50
Total net profit	295.09	Gross profit	549.56	Gross loss	-254.48
Profit factor	2.16	Expected payoff	3.93
Absolute drawdown	182.69	Maximal drawdown	295.00 (26.52%)	Relative drawdown	26.52% (295.00)
Total trades	75	Short positions (won %)	44 (77.27%)	Long positions (won %)	31 (77.42%)
		Profit trades (% of total)	58 (77.33%)	Loss trades (% of total)	17 (22.67%)
Largest		profit trade	58.88	loss trade	-51.56
Average		profit trade	9.48	loss trade	-14.97
Maximum		consecutive wins (profit in money)	9 (36.89)	consecutive losses (loss in money)	3 (-97.28)
Maximal		consecutive profit (count of wins)	89.53 (2)	consecutive loss (count of losses)	-97.28 (3)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2014.11.06 01:00	sell	1	0.01	0.96475	1.16525	0.86475
2	2014.11.14 19:39	close	1	0.01	0.95823	1.16525	0.86475	6.69	1006.69
3	2014.11.17 01:00	sell	2	0.01	0.95979	1.16029	0.85979
4	2014.11.17 02:27	close	2	0.01	0.95899	1.16029	0.85979	0.83	1007.52
5	2014.11.18 01:00	sell	3	0.01	0.96485	1.16535	0.86485
6	2014.11.18 12:00	close	3	0.01	0.95991	1.16535	0.86485	5.15	1012.67
7	2014.11.24 01:00	sell	4	0.01	0.97221	1.17271	0.87221
8	2014.11.26 10:36	close	4	0.01	0.96344	1.17271	0.87221	9.07	1021.74
9	2014.11.28 01:00	sell	5	0.01	0.96466	1.16516	0.86466
10	2014.11.28 13:38	close	5	0.01	0.96382	1.16516	0.86466	0.87	1022.61
11	2014.12.01 01:00	sell	6	0.01	0.96691	1.16741	0.86691
12	2014.12.01 15:39	close	6	0.01	0.96380	1.16741	0.86691	3.23	1025.84
13	2014.12.05 01:00	sell	7	0.01	0.97120	1.17170	0.87120
14	2014.12.09 17:39	close	7	0.01	0.96614	1.17170	0.87120	5.21	1031.05
15	2014.12.10 01:00	sell	8	0.01	0.97092	1.17142	0.87092
16	2014.12.11 01:18	close	8	0.01	0.96646	1.17142	0.87092	4.57	1035.62
17	2014.12.12 01:00	sell	9	0.01	0.96803	1.16853	0.86803
18	2014.12.12 10:39	close	9	0.01	0.96680	1.16853	0.86803	1.27	1036.89
19	2014.12.22 01:00	sell	10	0.01	0.98427	1.18477	0.88427
20	2015.01.08 01:00	sell	11	0.02	1.01475	1.21525	0.91475
21	2015.01.15 11:49	close	10	0.01	0.99934	1.18477	0.88427	-15.44	1021.45
22	2015.01.15 11:49	close	11	0.02	0.99934	1.21525	0.91475	30.65	1052.10
23	2015.01.20 01:00	buy	12	0.01	0.87930	0.67880	0.97930
24	2015.02.02 10:19	close	12	0.01	0.93426	0.67880	0.97930	58.88	1110.98
25	2015.02.03 01:00	buy	13	0.01	0.92832	0.72782	1.02832
26	2015.02.04 03:19	close	13	0.01	0.92547	0.72782	1.02832	-3.08	1107.91
27	2015.02.17 01:00	sell	14	0.01	0.93185	1.13235	0.83185
28	2015.02.26 01:00	sell	15	0.02	0.94812	1.14862	0.84812
29	2015.03.10 01:00	sell	16	0.03	0.98613	1.18663	0.88613
30	2015.03.18 22:14	close	14	0.01	0.97296	1.13235	0.83185	-42.65	1065.26
31	2015.03.18 22:14	close	15	0.02	0.97296	1.14862	0.84812	-51.56	1013.70
32	2015.03.18 22:14	close	16	0.03	0.97296	1.18663	0.88613	40.28	1053.98
33	2015.03.19 01:00	sell	17	0.01	0.98289	1.18339	0.88289
34	2015.03.20 15:19	close	17	0.01	0.97702	1.18339	0.88289	6.00	1059.98
35	2015.04.07 01:00	buy	18	0.01	0.95839	0.75789	1.05839
36	2015.04.09 16:44	close	18	0.01	0.97277	0.75789	1.05839	14.80	1074.77
37	2015.04.16 01:00	buy	19	0.01	0.96531	0.76481	1.06531
38	2015.04.16 10:44	close	19	0.01	0.96663	0.76481	1.06531	1.37	1076.14
39	2015.04.17 01:00	buy	20	0.01	0.95629	0.75579	1.05629
40	2015.04.22 15:19	close	20	0.01	0.96415	0.75579	1.05629	8.16	1084.31
41	2015.04.29 01:00	buy	21	0.01	0.95567	0.75517	1.05567
42	2015.05.07 01:00	buy	22	0.02	0.91650	0.71600	1.01650
43	2015.05.19 10:31	close	21	0.01	0.93456	0.75517	1.05567	-22.51	1061.80
44	2015.05.19 10:31	close	22	0.02	0.93456	0.71600	1.01650	38.73	1100.53
45	2015.06.02 01:00	sell	23	0.01	0.94571	1.14621	0.84571
46	2015.06.02 16:19	close	23	0.01	0.93268	1.14621	0.84571	13.97	1114.50
47	2015.06.08 01:00	sell	24	0.01	0.94056	1.14106	0.84056
48	2015.06.08 18:38	close	24	0.01	0.93516	1.14106	0.84056	5.77	1120.27
49	2015.06.19 01:00	buy	25	0.01	0.92184	0.72134	1.02184
50	2015.06.23 14:18	close	25	0.01	0.93286	0.72134	1.02184	11.82	1132.09
51	2015.06.30 01:00	buy	26	0.01	0.92540	0.72490	1.02540
52	2015.06.30 07:09	close	26	0.01	0.93018	0.72490	1.02540	5.14	1137.23
53	2015.07.06 01:00	sell	27	0.01	0.94356	1.14406	0.84356
54	2015.07.10 14:14	close	27	0.01	0.93480	1.14406	0.84356	9.29	1146.52
55	2015.07.13 01:00	sell	28	0.01	0.93820	1.13870	0.83820
56	2015.07.17 01:00	sell	29	0.02	0.95738	1.15788	0.85738
57	2015.08.05 01:00	sell	30	0.03	0.97756	1.17806	0.87756
58	2015.08.12 18:15	close	28	0.01	0.96839	1.13870	0.83820	-31.59	1114.92
59	2015.08.12 18:15	close	29	0.02	0.96839	1.15788	0.85738	-23.40	1091.52
60	2015.08.12 18:15	close	30	0.03	0.96839	1.17806	0.87756	28.12	1119.64
61	2015.08.13 01:00	sell	31	0.01	0.97507	1.17557	0.87507
62	2015.08.19 15:30	close	31	0.01	0.97267	1.17557	0.87507	2.41	1122.06
63	2015.08.26 01:00	buy	32	0.01	0.94012	0.73962	1.04012
64	2015.08.31 17:45	close	32	0.01	0.96833	0.73962	1.04012	29.15	1151.21
65	2015.09.01 01:00	buy	33	0.01	0.96712	0.76662	1.06712
66	2015.09.02 15:39	close	33	0.01	0.96688	0.76662	1.06712	-0.25	1150.96
67	2015.09.21 01:00	sell	34	0.01	0.96950	1.17000	0.86950
68	2015.09.21 11:09	close	34	0.01	0.96654	1.17000	0.86950	3.06	1154.02
69	2015.09.22 01:00	sell	35	0.01	0.97190	1.17240	0.87190
70	2015.09.24 16:39	close	35	0.01	0.97037	1.17240	0.87190	1.52	1155.55
71	2015.09.25 01:00	sell	36	0.01	0.97814	1.17864	0.87814
72	2015.09.29 04:37	close	36	0.01	0.97239	1.17864	0.87814	5.88	1161.43
73	2015.10.01 01:00	sell	37	0.01	0.97382	1.17432	0.87382
74	2015.10.01 17:01	close	37	0.01	0.97283	1.17432	0.87382	1.02	1162.45
75	2015.10.02 01:00	sell	38	0.01	0.97697	1.17747	0.87697
76	2015.10.02 15:34	close	38	0.01	0.97301	1.17747	0.87697	4.07	1166.52
77	2015.10.07 01:00	buy	39	0.01	0.96756	0.76706	1.06756
78	2015.10.07 17:09	close	39	0.01	0.97216	0.76706	1.06756	4.73	1171.25
79	2015.10.09 01:00	buy	40	0.01	0.96640	0.76590	1.06640
80	2015.10.22 01:00	buy	41	0.02	0.95988	0.75938	1.05988
81	2015.10.22 15:24	close	40	0.01	0.96491	0.76590	1.06640	-1.49	1169.76
82	2015.10.22 15:24	close	41	0.02	0.96491	0.75938	1.05988	10.43	1180.19
83	2015.10.29 01:00	sell	42	0.01	0.99336	1.19386	0.89336
84	2015.11.19 01:00	sell	43	0.02	1.01952	1.22002	0.91952
85	2015.12.03 15:03	close	42	0.01	1.01494	1.19386	0.89336	-21.74	1158.45
86	2015.12.03 15:03	close	43	0.02	1.01494	1.22002	0.91952	8.64	1167.09
87	2015.12.09 01:00	buy	44	0.01	0.99293	0.79243	1.09293
88	2015.12.30 00:00	close	44	0.01	0.99263	0.79243	1.09293	-0.21	1166.88
89	2015.12.31 01:00	buy	45	0.01	0.98899	0.78849	1.08899
90	2015.12.31 10:38	close	45	0.01	0.99078	0.78849	1.08899	1.81	1168.69
91	2016.01.08 01:00	sell	46	0.01	0.99401	1.19451	0.89401
92	2016.01.11 01:02	close	46	0.01	0.99295	1.19451	0.89401	1.06	1169.75
93	2016.01.12 01:00	sell	47	0.01	1.00143	1.20193	0.90143
94	2016.01.15 15:50	close	47	0.01	0.99656	1.20193	0.90143	4.82	1174.57
95	2016.01.18 01:00	sell	48	0.01	1.00159	1.20209	0.90159
96	2016.01.27 01:00	sell	49	0.02	1.01733	1.21783	0.91733
97	2016.02.03 17:27	close	48	0.01	1.00836	1.20209	0.90159	-6.93	1167.64
98	2016.02.03 17:27	close	49	0.02	1.00836	1.21783	0.91733	17.60	1185.23
99	2016.02.08 01:00	buy	50	0.01	0.99226	0.79176	1.09226
100	2016.02.22 13:47	close	50	0.01	0.99658	0.79176	1.09226	4.39	1189.62
101	2016.02.24 01:00	buy	51	0.01	0.99196	0.79146	1.09196
102	2016.02.24 09:50	close	51	0.01	0.99443	0.79146	1.09196	2.48	1192.10
103	2016.02.25 01:00	buy	52	0.01	0.98914	0.78864	1.08914
104	2016.02.25 15:33	close	52	0.01	0.99312	0.78864	1.08914	4.01	1196.11
105	2016.02.26 01:00	buy	53	0.01	0.99100	0.79050	1.09100
106	2016.02.26 11:03	close	53	0.01	0.99158	0.79050	1.09100	0.58	1196.69
107	2016.03.09 01:00	sell	54	0.01	0.99567	1.19617	0.89567
108	2016.03.10 16:12	close	54	0.01	0.99267	1.19617	0.89567	2.98	1199.67
109	2016.03.18 01:00	buy	55	0.01	0.96773	0.76723	1.06773
110	2016.04.12 01:00	buy	56	0.02	0.95500	0.75450	1.05500
111	2016.04.13 16:45	close	55	0.01	0.96439	0.76723	1.06773	-3.36	1196.31
112	2016.04.13 16:45	close	56	0.02	0.96439	0.75450	1.05500	19.48	1215.79
113	2016.04.20 01:02	buy	57	0.01	0.96226	0.76176	1.06226
114	2016.04.20 16:03	close	57	0.01	0.96279	0.76176	1.06226	0.55	1216.34
115	2016.04.28 01:00	sell	58	0.01	0.97123	1.17173	0.87123
116	2016.04.29 07:36	close	58	0.01	0.96416	1.17173	0.87123	7.32	1223.65
117	2016.05.05 01:00	buy	59	0.01	0.95790	0.75740	1.05790
118	2016.05.05 13:21	close	59	0.01	0.96386	0.75740	1.05790	6.18	1229.83
119	2016.05.10 01:00	sell	60	0.01	0.97116	1.17166	0.87116
120	2016.05.12 16:53	close	60	0.01	0.96720	1.17166	0.87116	4.03	1233.87
121	2016.05.13 01:00	sell	61	0.01	0.97079	1.17129	0.87079
122	2016.05.23 01:00	sell	62	0.02	0.99044	1.19094	0.89044
123	2016.06.03 15:34	close	61	0.01	0.98438	1.17129	0.87079	-14.10	1219.77
124	2016.06.03 15:34	close	62	0.02	0.98438	1.19094	0.89044	11.95	1231.72
125	2016.06.10 01:00	buy	63	0.01	0.96488	0.76438	1.06488
126	2016.06.24 05:41	close	63	0.01	0.96937	0.76438	1.06488	4.69	1236.41
127	2016.07.08 01:00	sell	64	0.01	0.97850	1.17900	0.87850
128	2016.07.22 01:00	sell	65	0.02	0.98560	1.18610	0.88560
129	2016.07.28 15:18	close	64	0.01	0.98241	1.17900	0.87850	-4.26	1232.15
130	2016.07.28 15:18	close	65	0.02	0.98241	1.18610	0.88560	6.32	1238.48
131	2016.08.03 01:00	buy	66	0.01	0.96499	0.76449	1.06499
132	2016.08.05 16:14	close	66	0.01	0.98096	0.76449	1.06499	16.30	1254.77
133	2016.08.11 01:00	buy	67	0.01	0.97480	0.77430	1.07480
134	2016.08.22 01:00	buy	68	0.02	0.96106	0.76056	1.06106
135	2016.08.26 16:19	close	67	0.01	0.96915	0.77430	1.07480	-5.77	1249.00
136	2016.08.26 16:19	close	68	0.02	0.96915	0.76056	1.06106	16.75	1265.75
137	2016.08.31 01:00	sell	69	0.01	0.98341	1.18391	0.88341
138	2016.09.06 20:16	close	69	0.01	0.97135	1.18391	0.88341	12.34	1278.09
139	2016.09.07 01:00	buy	70	0.01	0.97043	0.76993	1.07043
140	2016.09.08 17:47	close	70	0.01	0.97064	0.76993	1.07043	0.23	1278.32
141	2016.09.19 01:00	sell	71	0.01	0.98016	1.18066	0.88016
142	2016.09.21 14:51	close	71	0.01	0.97594	1.18066	0.88016	4.29	1282.62
143	2016.09.28 01:00	buy	72	0.01	0.97115	0.77065	1.07115
144	2016.09.30 12:58	close	72	0.01	0.97301	0.77065	1.07115	1.93	1284.54
145	2016.10.03 01:00	buy	73	0.01	0.97065	0.77015	1.07065
146	2016.10.03 05:51	close	73	0.01	0.97262	0.77015	1.07065	2.03	1286.57
147	2016.10.07 01:00	sell	74	0.01	0.98079	1.18129	0.88079
148	2016.10.25 01:00	sell	75	0.02	0.99387	1.19437	0.89387
149	2016.10.28 20:37	close	74	0.01	0.98657	1.18129	0.88079	-6.15	1280.42
150	2016.10.28 20:37	close	75	0.02	0.98657	1.19437	0.89387	14.66	1295.09