Symbol		GBPCHF (Great Britain Pound vs Swiss Franc)
Period		15 Minutes (M15) 2011.01.03 00:00 - 2016.09.23 23:59 (2015.01.01 - 2016.09.23)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MagicNumber=25042016; Comm="Generic A-TLP v.9.0"; Max_Spread=10; Slipage=1; Stop_Loss=70; Take_Profit=140; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; Channel_Period=11; Entry_Break=9; Exit_Distance=-2; MaxDailyRange=55; Lots=0.01; Auto_Risk=0; Min_Volatility=5; Exit_Profit_Pips=-200; Reverse_Profit=20; Exit_Minutes=200; Time_Profit_Pips=20; Col_info=Aqua; S1=" DayOfWeek Filter"; monday_open="00:00"; monday_pause_start="01:00"; monday_pause_stop="22:00"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="01:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="01:00"; wednesday_pause_stop="22:00"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="01:00"; thursday_pause_stop="22:00"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="01:00"; friday_pause_stop="22:00"; friday_close="23:59"; sunday_open="08:30"; sunday_pause_start="15:30"; sunday_pause_stop="17:55"; sunday_close="21:35"; S2=" Roll Over Filter"; rollover_start="23:55"; rollover_end="00:35";
Bars in test	142940	Ticks modelled	109731177	Modelling quality	99.00%
Mismatched charts errors	0
Initial deposit	10000.00			Spread	100
Total net profit	25.17	Gross profit	77.25	Gross loss	-52.08
Profit factor	1.48	Expected payoff	0.36
Absolute drawdown	3.04	Maximal drawdown	20.35 (0.20%)	Relative drawdown	0.20% (20.35)
Total trades	69	Short positions (won %)	32 (59.38%)	Long positions (won %)	37 (78.38%)
		Profit trades (% of total)	48 (69.57%)	Loss trades (% of total)	21 (30.43%)
Largest		profit trade	8.93	loss trade	-7.48
Average		profit trade	1.61	loss trade	-2.48
Maximum		consecutive wins (profit in money)	10 (11.82)	consecutive losses (loss in money)	5 (-8.79)
Maximal		consecutive profit (count of wins)	14.44 (5)	consecutive loss (count of losses)	-8.79 (5)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2015.01.05 00:16	sell	1	0.01	1.53732	0.00000	0.00000
2	2015.01.05 00:16	modify	1	0.01	1.53732	1.54432	1.52332
3	2015.01.05 08:31	close	1	0.01	1.53795	1.54432	1.52332	-0.69	9999.31
4	2015.01.07 00:09	sell	2	0.01	1.53224	0.00000	0.00000
5	2015.01.07 00:09	modify	2	0.01	1.53224	1.53924	1.51824
6	2015.01.07 03:00	close	2	0.01	1.53093	1.53924	1.51824	1.31	10000.62
7	2015.01.22 23:57	buy	3	0.01	1.30760	0.00000	0.00000
8	2015.01.22 23:57	modify	3	0.01	1.30760	1.30060	1.32160
9	2015.01.23 02:15	close	3	0.01	1.30956	1.30060	1.32160	1.94	10002.56
10	2015.01.27 22:00	buy	4	0.01	1.36665	0.00000	0.00000
11	2015.01.27 22:00	modify	4	0.01	1.36665	1.35965	1.38065
12	2015.01.27 22:04	close	4	0.01	1.36933	1.35965	1.38065	2.72	10005.28
13	2015.02.02 00:01	sell	5	0.01	1.39851	0.00000	0.00000
14	2015.02.02 00:01	modify	5	0.01	1.39851	1.40551	1.38451
15	2015.02.02 00:39	close	5	0.01	1.39647	1.40551	1.38451	2.06	10007.34
16	2015.02.02 22:12	sell	6	0.01	1.39656	0.00000	0.00000
17	2015.02.02 22:12	modify	6	0.01	1.39656	1.40356	1.38256
18	2015.02.02 22:48	close	6	0.01	1.39322	1.40356	1.38256	3.40	10010.74
19	2015.02.05 23:07	buy	7	0.01	1.41308	0.00000	0.00000
20	2015.02.05 23:07	modify	7	0.01	1.41308	1.40608	1.42708
21	2015.02.06 01:47	close	7	0.01	1.41316	1.40608	1.42708	0.01	10010.75
22	2015.02.11 00:28	sell	8	0.01	1.41430	0.00000	0.00000
23	2015.02.11 00:28	modify	8	0.01	1.41430	1.42130	1.40030
24	2015.02.11 02:45	close	8	0.01	1.41402	1.42130	1.40030	0.25	10011.00
25	2015.02.11 23:42	buy	9	0.01	1.41305	0.00000	0.00000
26	2015.02.11 23:42	modify	9	0.01	1.41305	1.40605	1.42705
27	2015.02.12 01:53	close	9	0.01	1.41515	1.40605	1.42705	2.04	10013.04
28	2015.03.03 00:02	buy	10	0.01	1.47214	0.00000	0.00000
29	2015.03.03 00:02	modify	10	0.01	1.47214	1.46514	1.48614
30	2015.03.03 07:07	close	10	0.01	1.47105	1.46514	1.48614	-1.17	10011.87
31	2015.03.18 22:00	sell	11	0.01	1.46860	0.00000	0.00000
32	2015.03.18 22:00	modify	11	0.01	1.46860	1.47560	1.45460
33	2015.03.18 22:17	close	11	0.01	1.46623	1.47560	1.45460	2.40	10014.27
34	2015.03.20 23:42	buy	12	0.01	1.45749	0.00000	0.00000
35	2015.03.20 23:42	modify	12	0.01	1.45749	1.45049	1.47149
36	2015.03.23 00:12	close	12	0.01	1.45953	1.45049	1.47149	2.03	10016.30
37	2015.03.27 22:59	buy	13	0.01	1.42650	0.00000	0.00000
38	2015.03.27 22:59	modify	13	0.01	1.42650	1.41950	1.44050
39	2015.03.27 23:14	close	13	0.01	1.42862	1.41950	1.44050	2.15	10018.45
40	2015.03.30 00:01	sell	14	0.01	1.43160	0.00000	0.00000
41	2015.03.30 00:01	modify	14	0.01	1.43160	1.43860	1.41760
42	2015.03.30 02:45	close	14	0.01	1.43063	1.43860	1.41760	0.96	10019.41
43	2015.03.31 23:14	buy	15	0.01	1.44081	0.00000	0.00000
44	2015.03.31 23:14	modify	15	0.01	1.44081	1.43381	1.45481
45	2015.04.01 02:16	close	15	0.01	1.44120	1.43381	1.45481	0.34	10019.76
46	2015.05.22 23:10	sell	16	0.01	1.46227	0.00000	0.00000
47	2015.05.22 23:10	modify	16	0.01	1.46227	1.46927	1.44827
48	2015.05.22 23:32	close	16	0.01	1.46124	1.46927	1.44827	1.02	10020.78
49	2015.06.12 00:08	buy	17	0.01	1.44756	0.00000	0.00000
50	2015.06.12 00:08	modify	17	0.01	1.44756	1.44056	1.46156
51	2015.06.12 02:31	close	17	0.01	1.44851	1.44056	1.46156	0.94	10021.72
52	2015.06.15 22:01	buy	18	0.01	1.45156	0.00000	0.00000
53	2015.06.15 22:01	modify	18	0.01	1.45156	1.44456	1.46556
54	2015.06.16 00:50	close	18	0.01	1.45064	1.44456	1.46556	-1.02	10020.70
55	2015.06.29 00:41	sell	19	0.01	1.47569	0.00000	0.00000
56	2015.06.29 00:41	modify	19	0.01	1.47569	1.48269	1.46169
57	2015.06.29 01:23	close	19	0.01	1.47324	1.48269	1.46169	2.48	10023.18
58	2015.07.23 22:43	sell	20	0.01	1.48765	0.00000	0.00000
59	2015.07.23 22:43	modify	20	0.01	1.48765	1.49465	1.47365
60	2015.07.24 03:30	close	20	0.01	1.48884	1.49465	1.47365	-1.34	10021.84
61	2015.08.13 22:37	buy	21	0.01	1.52335	0.00000	0.00000
62	2015.08.13 22:37	modify	21	0.01	1.52335	1.51635	1.53735
63	2015.08.14 04:10	close	21	0.01	1.52346	1.51635	1.53735	0.04	10021.88
64	2015.08.14 23:06	buy	22	0.01	1.52654	0.00000	0.00000
65	2015.08.14 23:06	modify	22	0.01	1.52654	1.51954	1.54054
66	2015.08.17 01:02	close	22	0.01	1.52860	1.51954	1.54054	2.05	10023.94
67	2015.08.25 22:36	buy	23	0.01	1.47754	0.00000	0.00000
68	2015.08.25 22:36	modify	23	0.01	1.47754	1.47054	1.49154
69	2015.08.26 02:08	close	23	0.01	1.47500	1.47054	1.49154	-2.69	10021.25
70	2015.08.26 22:11	sell	24	0.01	1.47461	0.00000	0.00000
71	2015.08.26 22:11	modify	24	0.01	1.47461	1.48161	1.46061
72	2015.08.27 01:03	close	24	0.01	1.47511	1.48161	1.46061	-0.78	10020.47
73	2015.08.28 22:06	sell	25	0.01	1.48334	0.00000	0.00000
74	2015.08.28 22:06	modify	25	0.01	1.48334	1.49034	1.46934
75	2015.08.31 00:31	close	25	0.01	1.48379	1.49034	1.46934	-0.59	10019.88
76	2015.09.18 22:16	sell	26	0.01	1.50162	0.00000	0.00000
77	2015.09.18 22:16	modify	26	0.01	1.50162	1.50862	1.48762
78	2015.09.21 05:34	close	26	0.01	1.50452	1.50862	1.48762	-3.11	10016.77
79	2015.09.21 22:11	sell	27	0.01	1.50589	0.00000	0.00000
80	2015.09.21 22:11	modify	27	0.01	1.50589	1.51289	1.49189
81	2015.09.22 03:03	close	27	0.01	1.50735	1.51289	1.49189	-1.63	10015.15
82	2015.09.30 23:12	buy	28	0.01	1.47295	0.00000	0.00000
83	2015.09.30 23:12	modify	28	0.01	1.47295	1.46595	1.48695
84	2015.10.01 02:23	close	28	0.01	1.47342	1.46595	1.48695	0.37	10015.51
85	2015.10.16 00:02	buy	29	0.01	1.47004	0.00000	0.00000
86	2015.10.16 00:04	modify	29	0.01	1.47004	1.46304	1.48404
87	2015.10.16 03:04	close	29	0.01	1.47237	1.46304	1.48404	2.36	10017.87
88	2015.10.16 22:22	sell	30	0.01	1.47156	0.00000	0.00000
89	2015.10.16 22:22	modify	30	0.01	1.47156	1.47856	1.45756
90	2015.10.19 03:00	close	30	0.01	1.47139	1.47856	1.45756	0.05	10017.93
91	2015.10.20 00:04	buy	31	0.01	1.47812	0.00000	0.00000
92	2015.10.20 00:04	modify	31	0.01	1.47812	1.47112	1.49212
93	2015.10.20 01:46	close	31	0.01	1.47879	1.47112	1.49212	0.65	10018.58
94	2015.11.02 00:03	buy	32	0.01	1.52234	0.00000	0.00000
95	2015.11.02 00:03	modify	32	0.01	1.52234	1.51534	1.53634
96	2015.11.02 02:56	close	32	0.01	1.52433	1.51534	1.53634	2.02	10020.60
97	2015.11.12 00:56	buy	33	0.01	1.52698	0.00000	0.00000
98	2015.11.12 00:56	modify	33	0.01	1.52698	1.51998	1.54098
99	2015.11.12 02:32	close	33	0.01	1.52791	1.51998	1.54098	0.92	10021.52
100	2015.11.13 23:50	buy	34	0.01	1.53285	0.00000	0.00000
101	2015.11.13 23:50	modify	34	0.01	1.53285	1.52585	1.54685
102	2015.11.16 01:25	close	34	0.01	1.53543	1.52585	1.54685	2.59	10024.11
103	2015.12.01 23:54	buy	35	0.01	1.54678	0.00000	0.00000
104	2015.12.01 23:54	modify	35	0.01	1.54678	1.53978	1.56078
105	2015.12.02 07:03	close	35	0.01	1.54689	1.53978	1.56078	0.05	10024.16
106	2015.12.11 23:08	sell	36	0.01	1.49864	0.00000	0.00000
107	2015.12.11 23:08	modify	36	0.01	1.49864	1.50564	1.48464
108	2015.12.11 23:37	close	36	0.01	1.49664	1.50564	1.48464	2.03	10026.19
109	2015.12.15 00:14	sell	37	0.01	1.49389	0.00000	0.00000
110	2015.12.15 00:14	modify	37	0.01	1.49389	1.50089	1.47989
111	2015.12.15 02:45	close	37	0.01	1.49309	1.50089	1.47989	0.78	10026.97
112	2015.12.16 22:03	sell	38	0.01	1.48282	0.00000	0.00000
113	2015.12.16 22:03	modify	38	0.01	1.48282	1.48982	1.46882
114	2015.12.17 05:36	close	38	0.01	1.48653	1.48982	1.46882	-4.09	10022.88
115	2015.12.18 22:14	buy	39	0.01	1.47931	0.00000	0.00000
116	2015.12.18 22:14	modify	39	0.01	1.47931	1.47231	1.49331
117	2015.12.21 04:42	close	39	0.01	1.47932	1.47231	1.49331	-0.06	10022.82
118	2015.12.29 23:57	sell	40	0.01	1.47169	0.00000	0.00000
119	2015.12.29 23:57	modify	40	0.01	1.47169	1.47869	1.45769
120	2015.12.30 02:29	close	40	0.01	1.47053	1.47869	1.45769	1.07	10023.90
121	2016.01.11 00:42	buy	41	0.01	1.44255	0.00000	0.00000
122	2016.01.11 00:42	modify	41	0.01	1.44255	1.43555	1.45655
123	2016.01.11 01:09	s/l	41	0.01	1.43555	1.43555	1.45655	-7.25	10016.65
124	2016.01.13 23:26	buy	42	0.01	1.45017	0.00000	0.00000
125	2016.01.13 23:26	modify	42	0.01	1.45017	1.44317	1.46417
126	2016.01.14 07:36	close	42	0.01	1.45090	1.44317	1.46417	0.64	10017.28
127	2016.01.19 22:29	sell	43	0.01	1.42256	0.00000	0.00000
128	2016.01.19 22:29	modify	43	0.01	1.42256	1.42956	1.40856
129	2016.01.20 00:00	close	43	0.01	1.42115	1.42956	1.40856	1.33	10018.62
130	2016.01.20 22:12	sell	44	0.01	1.42280	0.00000	0.00000
131	2016.01.20 22:12	modify	44	0.01	1.42280	1.42980	1.40880
132	2016.01.21 05:23	close	44	0.01	1.42562	1.42980	1.40880	-3.18	10015.44
133	2016.01.25 22:26	buy	45	0.01	1.44537	0.00000	0.00000
134	2016.01.25 22:26	modify	45	0.01	1.44537	1.43837	1.45937
135	2016.01.26 04:51	close	45	0.01	1.44223	1.43837	1.45937	-3.30	10012.14
136	2016.02.10 00:26	sell	46	0.01	1.40949	0.00000	0.00000
137	2016.02.10 00:26	modify	46	0.01	1.40949	1.41649	1.39549
138	2016.02.10 01:19	close	46	0.01	1.40748	1.41649	1.39549	2.03	10014.17
139	2016.02.15 23:12	buy	47	0.01	1.42493	0.00000	0.00000
140	2016.02.15 23:12	modify	47	0.01	1.42493	1.41793	1.43893
141	2016.02.16 01:32	close	47	0.01	1.42512	1.41793	1.43893	0.13	10014.30
142	2016.02.18 22:50	buy	48	0.01	1.42262	0.00000	0.00000
143	2016.02.18 22:50	modify	48	0.01	1.42262	1.41562	1.43662
144	2016.02.19 00:32	close	48	0.01	1.42414	1.41562	1.43662	1.50	10015.80
145	2016.02.19 23:02	sell	49	0.01	1.42307	0.00000	0.00000
146	2016.02.19 23:02	modify	49	0.01	1.42307	1.43007	1.40907
147	2016.02.22 00:03	close	49	0.01	1.41429	1.43007	1.40907	8.93	10024.74
148	2016.02.22 00:07	buy	50	0.01	1.41489	0.00000	0.00000
149	2016.02.22 00:07	modify	50	0.01	1.41489	1.40789	1.42889
150	2016.02.22 02:51	close	50	0.01	1.41671	1.40789	1.42889	1.84	10026.58
151	2016.02.24 22:09	sell	51	0.01	1.37597	0.00000	0.00000
152	2016.02.24 22:09	modify	51	0.01	1.37597	1.38297	1.36197
153	2016.02.25 04:43	close	51	0.01	1.37734	1.38297	1.36197	-1.68	10024.90
154	2016.03.01 22:21	buy	52	0.01	1.39043	0.00000	0.00000
155	2016.03.01 22:21	modify	52	0.01	1.39043	1.38343	1.40443
156	2016.03.02 00:43	close	52	0.01	1.39153	1.38343	1.40443	1.06	10025.96
157	2016.04.11 00:04	buy	53	0.01	1.34514	0.00000	0.00000
158	2016.04.11 00:04	modify	53	0.01	1.34514	1.33814	1.35914
159	2016.04.11 07:39	close	53	0.01	1.34646	1.33814	1.35914	1.32	10027.28
160	2016.04.18 00:06	buy	54	0.01	1.37170	0.00000	0.00000
161	2016.04.18 00:06	modify	54	0.01	1.37170	1.36470	1.38570
162	2016.04.18 05:10	close	54	0.01	1.37073	1.36470	1.38570	-1.04	10026.24
163	2016.04.25 00:16	sell	55	0.01	1.41566	0.00000	0.00000
164	2016.04.25 00:16	modify	55	0.01	1.41566	1.42266	1.40166
165	2016.04.25 02:26	close	55	0.01	1.41351	1.42266	1.40166	2.17	10028.41
166	2016.05.19 22:50	buy	56	0.01	1.44629	0.00000	0.00000
167	2016.05.19 22:50	modify	56	0.01	1.44629	1.43929	1.46029
168	2016.05.20 02:01	close	56	0.01	1.44699	1.43929	1.46029	0.65	10029.06
169	2016.06.20 00:09	sell	57	0.01	1.39160	0.00000	0.00000
170	2016.06.20 00:09	modify	57	0.01	1.39160	1.39860	1.37760
171	2016.06.20 02:53	s/l	57	0.01	1.39860	1.39860	1.37760	-7.25	10021.81
172	2016.06.21 00:11	buy	58	0.01	1.41130	0.00000	0.00000
173	2016.06.21 00:11	modify	58	0.01	1.41130	1.40430	1.42530
174	2016.06.21 01:31	close	58	0.01	1.41332	1.40430	1.42530	2.05	10023.86
175	2016.06.21 22:59	buy	59	0.01	1.40663	0.00000	0.00000
176	2016.06.21 22:59	modify	59	0.01	1.40663	1.39963	1.42063
177	2016.06.22 00:00	close	59	0.01	1.40900	1.39963	1.42063	2.37	10026.23
178	2016.06.22 23:46	sell	60	0.01	1.41221	0.00000	0.00000
179	2016.06.22 23:46	modify	60	0.01	1.41221	1.41921	1.39821
180	2016.06.23 00:29	s/l	60	0.01	1.41921	1.41921	1.39821	-7.48	10018.75
181	2016.06.27 00:29	buy	61	0.01	1.30610	0.00000	0.00000
182	2016.06.27 00:29	modify	61	0.01	1.30610	1.29910	1.32010
183	2016.06.27 01:04	close	61	0.01	1.30816	1.29910	1.32010	2.08	10020.83
184	2016.06.30 22:19	sell	62	0.01	1.29817	0.00000	0.00000
185	2016.06.30 22:19	modify	62	0.01	1.29817	1.30517	1.28417
186	2016.07.01 04:46	close	62	0.01	1.30151	1.30517	1.28417	-3.56	10017.28
187	2016.07.11 00:06	buy	63	0.01	1.27224	0.00000	0.00000
188	2016.07.11 00:06	modify	63	0.01	1.27224	1.26524	1.28624
189	2016.07.11 02:47	close	63	0.01	1.27301	1.26524	1.28624	0.76	10018.04
190	2016.07.21 00:11	sell	64	0.01	1.30756	0.00000	0.00000
191	2016.07.21 00:11	modify	64	0.01	1.30756	1.31456	1.29356
192	2016.07.21 03:59	close	64	0.01	1.30547	1.31456	1.29356	2.11	10020.15
193	2016.07.25 00:07	sell	65	0.01	1.29676	0.00000	0.00000
194	2016.07.25 00:07	modify	65	0.01	1.29676	1.30376	1.28276
195	2016.07.25 03:46	close	65	0.01	1.29687	1.30376	1.28276	-0.15	10020.00
196	2016.07.27 22:56	buy	66	0.01	1.30132	0.00000	0.00000
197	2016.07.27 22:56	modify	66	0.01	1.30132	1.29432	1.31532
198	2016.07.27 23:32	close	66	0.01	1.30335	1.29432	1.31532	2.05	10022.05
199	2016.07.28 23:32	sell	67	0.01	1.29251	0.00000	0.00000
200	2016.07.28 23:32	modify	67	0.01	1.29251	1.29951	1.27851
201	2016.07.29 01:34	close	67	0.01	1.29035	1.29951	1.27851	2.11	10024.16
202	2016.08.12 22:12	sell	68	0.01	1.26025	0.00000	0.00000
203	2016.08.12 22:12	modify	68	0.01	1.26025	1.26725	1.24625
204	2016.08.15 00:06	close	68	0.01	1.25911	1.26725	1.24625	1.05	10025.21
205	2016.09.12 00:01	buy	69	0.01	1.29355	0.00000	0.00000
206	2016.09.12 00:01	modify	69	0.01	1.29355	1.28655	1.30755
207	2016.09.12 02:32	close	69	0.01	1.29355	1.28655	1.30755	-0.04	10025.17