Symbol		USDJPY (US dollar vs Japanese yen)
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	81007157	Modelling quality	n/a
Mismatched charts errors	123
Initial deposit	1000.00			Spread	50
Total net profit	234.98	Gross profit	434.34	Gross loss	-199.36
Profit factor	2.18	Expected payoff	2.80
Absolute drawdown	126.93	Maximal drawdown	151.61 (12.79%)	Relative drawdown	13.64% (137.87)
Total trades	84	Short positions (won %)	42 (76.19%)	Long positions (won %)	42 (76.19%)
		Profit trades (% of total)	64 (76.19%)	Loss trades (% of total)	20 (23.81%)
Largest		profit trade	62.55	loss trade	-36.65
Average		profit trade	6.79	loss trade	-9.97
Maximum		consecutive wins (profit in money)	15 (45.49)	consecutive losses (loss in money)	2 (-40.44)
Maximal		consecutive profit (count of wins)	130.22 (12)	consecutive loss (count of losses)	-40.44 (2)
Average		consecutive wins	5	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2014.10.23 01:00	buy	1	0.01	107.251	87.201	117.251
2	2014.10.23 16:18	close	1	0.01	107.905	87.201	117.251	6.06	1006.06
3	2014.11.04 01:00	sell	2	0.01	113.764	133.814	103.764
4	2014.11.24 01:00	sell	3	0.02	117.862	137.912	107.862
5	2014.12.09 01:00	sell	4	0.03	120.543	140.593	110.543
6	2014.12.09 17:39	close	2	0.01	118.081	133.814	103.764	-36.65	969.41
7	2014.12.09 17:39	close	3	0.02	118.081	137.912	107.862	-3.79	965.62
8	2014.12.09 17:39	close	4	0.03	118.081	140.593	110.543	62.55	1028.17
9	2014.12.10 01:00	sell	5	0.01	119.551	139.601	109.551
10	2014.12.10 20:37	close	5	0.01	118.273	139.601	109.551	10.81	1038.98
11	2014.12.12 01:00	sell	6	0.01	118.835	138.885	108.835
12	2014.12.12 11:08	close	6	0.01	118.524	138.885	108.835	2.62	1041.60
13	2014.12.22 01:00	sell	7	0.01	119.528	139.578	109.528
14	2014.12.30 10:36	close	7	0.01	119.438	139.578	109.528	0.73	1042.33
15	2014.12.31 01:37	sell	8	0.01	119.475	139.525	109.475
16	2014.12.31 03:29	close	8	0.01	119.423	139.525	109.475	0.44	1042.77
17	2015.01.07 01:00	buy	9	0.01	118.633	98.583	128.633
18	2015.01.07 15:13	close	9	0.01	119.337	98.583	128.633	5.90	1048.67
19	2015.01.19 01:00	buy	10	0.01	117.445	97.395	127.445
20	2015.01.23 01:14	close	10	0.01	118.712	97.395	127.445	10.67	1059.35
21	2015.01.26 01:00	buy	11	0.01	117.695	97.645	127.695
22	2015.01.27 01:38	close	11	0.01	118.501	97.645	127.695	6.80	1066.15
23	2015.01.28 01:00	buy	12	0.01	117.789	97.739	127.789
24	2015.01.29 18:38	close	12	0.01	118.286	97.739	127.789	4.20	1070.35
25	2015.02.02 01:00	buy	13	0.01	117.154	97.104	127.154
26	2015.02.04 03:18	close	13	0.01	117.902	97.104	127.154	6.34	1076.69
27	2015.02.05 01:00	buy	14	0.01	117.367	97.317	127.367
28	2015.02.06 15:32	close	14	0.01	117.704	97.317	127.367	2.86	1079.55
29	2015.02.12 01:00	sell	15	0.01	120.292	140.342	110.292
30	2015.02.20 16:49	close	15	0.01	118.361	140.342	110.292	16.29	1095.84
31	2015.02.23 01:00	sell	16	0.01	119.059	139.109	109.059
32	2015.03.06 01:00	sell	17	0.02	120.075	140.125	110.075
33	2015.03.18 21:49	close	16	0.01	120.145	139.109	109.059	-9.10	1086.74
34	2015.03.18 21:49	close	17	0.02	120.145	140.125	110.075	-1.22	1085.52
35	2015.03.19 01:00	sell	18	0.01	120.290	140.340	110.290
36	2015.03.19 01:43	close	18	0.01	120.203	140.340	110.290	0.72	1086.24
37	2015.03.20 01:00	sell	19	0.01	120.822	140.872	110.822
38	2015.03.20 17:49	close	19	0.01	120.303	140.872	110.822	4.31	1090.55
39	2015.03.31 01:00	buy	20	0.01	120.158	100.108	130.158
40	2015.04.07 15:13	close	20	0.01	120.139	100.108	130.158	-0.15	1090.39
41	2015.04.15 01:00	buy	21	0.01	119.414	99.364	129.414
42	2015.04.21 10:43	close	21	0.01	119.590	99.364	129.414	1.47	1091.87
43	2015.04.29 01:00	buy	22	0.01	118.887	98.837	128.887
44	2015.04.30 16:14	close	22	0.01	119.473	98.837	128.887	4.90	1096.77
45	2015.05.19 01:00	sell	23	0.01	119.981	140.031	109.981
46	2015.05.27 01:00	sell	24	0.02	123.042	143.092	113.042
47	2015.06.10 08:48	close	23	0.01	122.639	140.031	109.981	-21.73	1075.04
48	2015.06.10 08:48	close	24	0.02	122.639	143.092	113.042	6.50	1081.54
49	2015.06.12 01:00	sell	25	0.01	123.488	143.538	113.488
50	2015.06.15 00:00	close	25	0.01	123.222	143.538	113.488	2.16	1083.70
51	2015.06.24 01:00	sell	26	0.01	123.910	143.960	113.910
52	2015.06.24 03:18	close	26	0.01	123.843	143.960	113.910	0.54	1084.24
53	2015.06.30 01:00	buy	27	0.01	122.604	102.554	132.604
54	2015.07.02 10:43	close	27	0.01	123.518	102.554	132.604	7.40	1091.64
55	2015.07.03 01:00	buy	28	0.01	123.107	103.057	133.107
56	2015.07.09 01:00	buy	29	0.02	120.639	100.589	130.639
57	2015.07.13 09:44	close	28	0.01	122.870	103.057	133.107	-1.92	1089.72
58	2015.07.13 09:44	close	29	0.02	122.870	100.589	130.639	36.31	1126.03
59	2015.07.21 01:00	sell	30	0.01	124.305	144.355	114.305
60	2015.07.27 16:18	close	30	0.01	123.114	144.355	114.305	9.65	1135.69
61	2015.07.28 01:00	sell	31	0.01	123.241	143.291	113.241
62	2015.07.28 04:18	close	31	0.01	123.155	143.291	113.241	0.70	1136.39
63	2015.07.29 01:00	sell	32	0.01	123.590	143.640	113.590
64	2015.08.06 01:00	sell	33	0.02	124.870	144.920	114.870
65	2015.08.12 15:09	close	32	0.01	124.133	143.640	113.590	-4.41	1131.98
66	2015.08.12 15:09	close	33	0.02	124.133	144.920	114.870	11.85	1143.83
67	2015.08.13 01:09	sell	34	0.01	124.191	144.241	114.191
68	2015.08.13 04:24	close	34	0.01	124.140	144.241	114.191	0.41	1144.24
69	2015.08.14 01:00	sell	35	0.01	124.403	144.453	114.403
70	2015.08.14 13:54	close	35	0.01	124.158	144.453	114.403	1.97	1146.21
71	2015.08.17 01:00	sell	36	0.01	124.253	144.303	114.253
72	2015.08.19 15:31	close	36	0.01	124.202	144.303	114.253	0.40	1146.61
73	2015.08.25 01:00	buy	37	0.01	118.676	98.626	128.676
74	2015.09.10 07:54	close	37	0.01	121.161	98.626	128.676	20.52	1167.14
75	2015.09.11 01:00	buy	38	0.01	120.730	100.680	130.730
76	2015.09.14 02:49	close	38	0.01	120.786	100.680	130.730	0.46	1167.60
77	2015.09.15 01:00	buy	39	0.01	120.266	100.216	130.266
78	2015.09.15 03:51	close	39	0.01	120.571	100.216	130.266	2.53	1170.13
79	2015.09.21 01:07	buy	40	0.01	120.090	100.040	130.090
80	2015.09.21 10:21	close	40	0.01	120.137	100.040	130.090	0.39	1170.52
81	2015.09.24 01:08	sell	41	0.01	120.261	140.311	110.261
82	2015.09.24 03:54	close	41	0.01	120.211	140.311	110.261	0.42	1170.94
83	2015.09.29 01:00	buy	42	0.01	119.976	99.926	129.976
84	2015.09.29 17:24	close	42	0.01	120.098	99.926	129.976	1.02	1171.96
85	2015.09.30 01:00	buy	43	0.01	119.831	99.781	129.831
86	2015.09.30 10:24	close	43	0.01	120.091	99.781	129.831	2.17	1174.13
87	2015.10.01 01:00	buy	44	0.01	119.924	99.874	129.924
88	2015.10.01 04:54	close	44	0.01	120.081	99.874	129.924	1.31	1175.44
89	2015.10.02 01:00	buy	45	0.01	119.942	99.892	129.942
90	2015.10.02 10:19	close	45	0.01	120.113	99.892	129.942	1.42	1176.86
91	2015.10.07 01:07	sell	46	0.01	120.222	140.272	110.222
92	2015.10.07 05:36	close	46	0.01	120.170	140.272	110.222	0.43	1177.29
93	2015.10.14 01:00	buy	47	0.01	119.810	99.760	129.810
94	2015.10.20 17:27	close	47	0.01	119.831	99.760	129.810	0.18	1177.47
95	2015.10.27 01:00	sell	48	0.01	121.026	141.076	111.026
96	2015.11.13 01:00	sell	49	0.02	122.632	142.682	112.632
97	2015.11.25 03:28	close	48	0.01	122.374	141.076	111.026	-11.10	1166.38
98	2015.11.25 03:28	close	49	0.02	122.374	142.682	112.632	4.17	1170.55
99	2015.11.26 01:00	sell	50	0.01	122.692	142.742	112.692
100	2015.11.27 08:05	close	50	0.01	122.558	142.742	112.692	1.09	1171.63
101	2015.11.30 01:00	sell	51	0.01	122.759	142.809	112.759
102	2015.12.01 04:37	close	51	0.01	122.779	142.809	112.759	-0.16	1171.47
103	2015.12.02 01:02	sell	52	0.01	122.904	142.954	112.904
104	2015.12.03 15:45	close	52	0.01	122.941	142.954	112.904	-0.31	1171.16
105	2015.12.07 01:00	sell	53	0.01	123.195	143.245	113.195
106	2015.12.08 15:03	close	53	0.01	122.938	143.245	113.195	2.09	1173.25
107	2015.12.11 01:00	buy	54	0.01	121.699	101.649	131.699
108	2015.12.17 01:13	close	54	0.01	122.441	101.649	131.699	6.06	1179.31
109	2015.12.21 01:00	buy	55	0.01	121.355	101.305	131.355
110	2016.01.06 01:00	buy	56	0.02	119.167	99.117	129.167
111	2016.01.20 01:00	buy	57	0.03	117.663	97.613	127.663
112	2016.01.22 17:02	close	55	0.01	118.518	101.305	131.355	-23.91	1155.40
113	2016.01.22 17:02	close	56	0.02	118.518	99.117	129.167	-10.92	1144.48
114	2016.01.22 17:02	close	57	0.03	118.518	97.613	127.663	21.65	1166.13
115	2016.02.03 01:00	sell	58	0.01	119.741	139.791	109.741
116	2016.02.03 17:12	close	58	0.01	118.281	139.791	109.741	12.34	1178.47
117	2016.02.08 01:00	buy	59	0.01	116.972	96.922	126.972
118	2016.02.17 01:00	buy	60	0.02	114.268	94.218	124.268
119	2016.03.01 19:05	close	59	0.01	114.044	96.922	126.972	-25.65	1152.82
120	2016.03.01 19:05	close	60	0.02	114.044	94.218	124.268	-3.91	1148.91
121	2016.03.03 01:03	buy	61	0.01	113.584	93.534	123.584
122	2016.03.03 02:18	close	61	0.01	113.636	93.534	123.584	0.46	1149.37
123	2016.03.09 01:00	buy	62	0.01	112.718	92.668	122.718
124	2016.03.09 20:46	close	62	0.01	113.195	92.668	122.718	4.21	1153.58
125	2016.03.17 01:00	buy	63	0.01	112.809	92.759	122.809
126	2016.03.24 09:28	close	63	0.01	112.980	92.759	122.809	1.52	1155.09
127	2016.04.01 01:00	buy	64	0.01	112.576	92.526	122.576
128	2016.04.06 01:00	buy	65	0.02	110.375	90.325	120.375
129	2016.04.22 01:00	buy	66	0.03	109.473	89.423	119.473
130	2016.04.22 07:43	close	64	0.01	110.115	92.526	122.576	-22.33	1132.76
131	2016.04.22 07:43	close	65	0.02	110.115	90.325	120.375	-4.69	1128.07
132	2016.04.22 07:43	close	66	0.03	110.115	89.423	119.473	17.49	1145.56
133	2016.04.29 01:00	buy	67	0.01	108.150	88.100	118.150
134	2016.05.10 04:51	close	67	0.01	108.761	88.100	118.150	5.63	1151.18
135	2016.05.16 01:01	buy	68	0.01	108.688	88.638	118.688
136	2016.05.16 03:17	close	68	0.01	108.740	88.638	118.688	0.48	1151.66
137	2016.05.19 01:00	sell	69	0.01	110.173	130.223	100.173
138	2016.06.01 14:18	close	69	0.01	109.321	130.223	100.173	7.76	1159.42
139	2016.06.02 01:01	sell	70	0.01	109.488	129.538	99.488
140	2016.06.02 03:02	close	70	0.01	109.435	129.538	99.488	0.48	1159.90
141	2016.06.09 01:00	buy	71	0.01	106.926	86.876	116.926
142	2016.06.24 00:18	close	71	0.01	106.772	86.876	116.926	-1.43	1158.48
143	2016.06.27 01:00	buy	72	0.01	101.905	81.855	111.905
144	2016.07.12 04:06	close	72	0.01	103.027	81.855	111.905	10.90	1169.38
145	2016.07.19 01:00	sell	73	0.01	106.119	126.169	96.119
146	2016.07.29 01:34	close	73	0.01	104.062	126.169	96.119	19.74	1189.12
147	2016.08.12 01:00	buy	74	0.01	101.967	81.917	111.967
148	2016.08.23 01:00	buy	75	0.02	100.368	80.318	110.368
149	2016.08.26 18:39	close	74	0.01	101.054	81.917	111.967	-9.02	1180.10
150	2016.08.26 18:39	close	75	0.02	101.054	80.318	110.368	13.59	1193.69
151	2016.09.02 01:00	sell	76	0.01	103.223	123.273	93.223
152	2016.09.07 02:35	close	76	0.01	101.542	123.273	93.223	16.54	1210.23
153	2016.09.08 01:00	sell	77	0.01	101.708	121.758	91.708
154	2016.09.08 07:25	close	77	0.01	101.540	121.758	91.708	1.65	1211.88
155	2016.09.09 01:00	sell	78	0.01	102.387	122.437	92.387
156	2016.09.12 20:15	close	78	0.01	101.661	122.437	92.387	7.14	1219.02
157	2016.09.13 01:00	sell	79	0.01	101.917	121.967	91.917
158	2016.09.13 03:06	close	79	0.01	101.736	121.967	91.917	1.78	1220.80
159	2016.09.14 01:00	sell	80	0.01	102.543	122.593	92.543
160	2016.09.15 15:30	close	80	0.01	101.974	122.593	92.543	5.57	1226.37
161	2016.09.19 01:00	sell	81	0.01	102.236	122.286	92.236
162	2016.09.19 04:57	close	81	0.01	102.165	122.286	92.236	0.69	1227.06
163	2016.09.28 01:00	buy	82	0.01	100.444	80.394	110.444
164	2016.09.30 06:05	close	82	0.01	101.724	80.394	110.444	12.58	1239.64
165	2016.10.03 01:00	buy	83	0.01	101.378	81.328	111.378
166	2016.10.03 04:31	close	83	0.01	101.611	81.328	111.378	2.29	1241.93
167	2016.10.10 01:00	sell	84	0.01	103.129	123.179	93.129
168	2016.10.21 23:59	close at stop	84	0.01	103.848	123.179	93.129	-6.95	1234.98