Symbol		USDCHF (US Dollar 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		S_1="<==== Basic settings ====>"; SetName="USDCHF M15 v.12.26 set from 11.86"; every_tick=true; MagicNumber=666666; Slippage=1; Lots=0.01; Auto_Risk=0; Max_Spread=4; Stop_Loss=70; Take_Profit=70; TP_perc=0; min_TP=10; MaxDailyRange=35; Hedging=true; S_2="<==== MM ====>"; S_21="Настройки Bollinger Band"; BB_Period=12; BB_Deviation=2; Entry_Break=5; Min_Volatility=15; OnlyBid=true; S_22="Настройки CCI"; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=1000; barcount=8; S_24="При паузе = 0 - выкл."; pause=240; sizeloss=68; S_4="<==== Enter Settings ====>"; Trail_Start=0; Trail_Size=5; Trail_Step=0.1; rollover_trall_end=true; X=0; Y=1; S_3="<==== SL, TP, BE, TRAL ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=100; Time_Profit_Pips=10; S_32="При Exit_Distance = 0 - выкл."; Exit_Distance=2; Exit_Profit_Pips=-100; S_33="При MA_period = 0 - выкл."; MA_period=2; Reverse_Profit=10; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; S_5="<==== Enter Settings. Bollinger Bands ====>"; TimeShift=0; S_51="<== MONDAY ==>"; MONDAY_Start_Trade_Hour=22; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=2; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Start_Trade_Hour=22; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=2; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Start_Trade_Hour=22; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=22; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Start_Trade_Hour=22; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=2; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Start_Trade_Hour=22; FRIDAY_Start_Trade_Minute=0; FRIDAY_End_Trade_Hour=0; FRIDAY_End_Trade_Minute=0; S_6="<==== Enter Settings. CCI ====>"; OpenOrdersInRollover=true; CloseOrdersInRollover=false; rollover_start="23:59"; rollover_end="00:25"; S_7="<==== Enter Settings. Other ====>"; showinfopanel=true; VisualDebug=true; Col_info=DarkBlue; WriteLogFile=false;
Bars in test	142954	Ticks modelled	76904230	Modelling quality	99.00%
Mismatched charts errors	0
Initial deposit	10000.00			Spread	Current (24)
Total net profit	28.20	Gross profit	38.52	Gross loss	-10.33
Profit factor	3.73	Expected payoff	0.63
Absolute drawdown	6.57	Maximal drawdown	9.67 (0.10%)	Relative drawdown	0.10% (9.67)
Total trades	45	Short positions (won %)	19 (68.42%)	Long positions (won %)	26 (88.46%)
		Profit trades (% of total)	36 (80.00%)	Loss trades (% of total)	9 (20.00%)
Largest		profit trade	4.82	loss trade	-2.59
Average		profit trade	1.07	loss trade	-1.15
Maximum		consecutive wins (profit in money)	10 (12.92)	consecutive losses (loss in money)	2 (-3.70)
Maximal		consecutive profit (count of wins)	12.92 (10)	consecutive loss (count of losses)	-3.70 (2)
Average		consecutive wins	6	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2015.01.02 01:31	sell	1	0.01	0.99519	0.00000	0.00000
2	2015.01.02 01:31	modify	1	0.01	0.99519	1.00219	0.98819
3	2015.01.02 10:04	close	1	0.01	0.99637	1.00219	0.98819	-1.22	9998.78
4	2015.01.06 22:05	sell	2	0.01	1.00867	0.00000	0.00000
5	2015.01.06 22:05	modify	2	0.01	1.00867	1.01567	1.00167
6	2015.01.07 03:37	close	2	0.01	1.01111	1.01567	1.00167	-2.48	9996.30
7	2015.01.20 01:32	buy	3	0.01	0.87830	0.00000	0.00000
8	2015.01.20 01:32	modify	3	0.01	0.87830	0.87130	0.88530
9	2015.01.20 02:22	close	3	0.01	0.87940	0.87130	0.88530	1.21	9997.51
10	2015.01.21 01:10	buy	4	0.01	0.87316	0.00000	0.00000
11	2015.01.21 01:10	modify	4	0.01	0.87316	0.86616	0.88016
12	2015.01.21 01:57	close	4	0.01	0.87416	0.86616	0.88016	1.10	9998.61
13	2015.01.22 23:54	buy	5	0.01	0.87109	0.00000	0.00000
14	2015.01.22 23:54	modify	5	0.01	0.87109	0.86409	0.87809
15	2015.01.23 02:02	close	5	0.01	0.87213	0.86409	0.87809	1.14	9999.76
16	2015.01.28 01:28	buy	6	0.01	0.90062	0.00000	0.00000
17	2015.01.28 01:28	modify	6	0.01	0.90062	0.89362	0.90762
18	2015.01.28 02:17	close	6	0.01	0.90275	0.89362	0.90762	2.32	10002.08
19	2015.03.03 00:02	buy	7	0.01	0.95730	0.00000	0.00000
20	2015.03.03 00:03	modify	7	0.01	0.95730	0.95030	0.96430
21	2015.03.03 01:03	close	7	0.01	0.95841	0.95030	0.96430	1.12	10003.20
22	2015.03.20 22:17	sell	8	0.01	0.97763	0.00000	0.00000
23	2015.03.20 22:17	modify	8	0.01	0.97763	0.98463	0.97063
24	2015.03.20 23:25	close	8	0.01	0.97593	0.98463	0.97063	1.70	10004.90
25	2015.04.28 22:31	sell	9	0.01	0.95620	0.00000	0.00000
26	2015.04.28 22:31	modify	9	0.01	0.95620	0.96320	0.94920
27	2015.04.29 00:27	close	9	0.01	0.95517	0.96320	0.94920	1.01	10005.91
28	2015.05.01 22:53	buy	10	0.01	0.93262	0.00000	0.00000
29	2015.05.01 22:53	modify	10	0.01	0.93262	0.92562	0.93962
30	2015.05.04 03:18	close	10	0.01	0.93370	0.92562	0.93962	1.11	10007.03
31	2015.05.15 22:00	buy	11	0.01	0.91414	0.00000	0.00000
32	2015.05.15 22:00	modify	11	0.01	0.91414	0.90714	0.92114
33	2015.05.15 22:37	close	11	0.01	0.91552	0.90714	0.92114	1.47	10008.50
34	2015.06.05 01:49	sell	12	0.01	0.93502	0.00000	0.00000
35	2015.06.05 01:49	modify	12	0.01	0.93502	0.94202	0.92802
36	2015.06.05 07:11	close	12	0.01	0.93430	0.94202	0.92802	0.73	10009.23
37	2015.06.12 22:13	sell	13	0.01	0.92891	0.00000	0.00000
38	2015.06.12 22:13	modify	13	0.01	0.92891	0.93591	0.92191
39	2015.06.15 09:53	close	13	0.01	0.93126	0.93591	0.92191	-2.59	10006.64
40	2015.06.15 22:00	buy	14	0.01	0.93037	0.00000	0.00000
41	2015.06.15 22:00	modify	14	0.01	0.93037	0.92337	0.93737
42	2015.06.16 03:01	close	14	0.01	0.93030	0.92337	0.93737	-0.13	10006.52
43	2015.07.07 22:24	buy	15	0.01	0.94534	0.00000	0.00000
44	2015.07.07 22:24	modify	15	0.01	0.94534	0.93834	0.95234
45	2015.07.07 23:36	close	15	0.01	0.94661	0.93834	0.95234	1.30	10007.82
46	2015.07.23 22:46	sell	16	0.01	0.95924	0.00000	0.00000
47	2015.07.23 22:46	modify	16	0.01	0.95924	0.96624	0.95224
48	2015.07.24 03:54	close	16	0.01	0.95915	0.96624	0.95224	0.02	10007.84
49	2015.07.31 22:00	sell	17	0.01	0.96786	0.00000	0.00000
50	2015.07.31 22:00	modify	17	0.01	0.96786	0.97486	0.96086
51	2015.07.31 22:10	close	17	0.01	0.96615	0.97486	0.96086	1.73	10009.57
52	2015.08.13 22:32	buy	18	0.01	0.97600	0.00000	0.00000
53	2015.08.13 22:32	modify	18	0.01	0.97600	0.96900	0.98300
54	2015.08.14 04:33	close	18	0.01	0.97651	0.96900	0.98300	0.47	10010.05
55	2015.08.14 23:05	buy	19	0.01	0.97581	0.00000	0.00000
56	2015.08.14 23:05	modify	19	0.01	0.97581	0.96881	0.98281
57	2015.08.17 01:02	close	19	0.01	0.97681	0.96881	0.98281	0.97	10011.02
58	2015.08.17 23:42	sell	20	0.01	0.97836	0.00000	0.00000
59	2015.08.17 23:42	modify	20	0.01	0.97836	0.98536	0.97136
60	2015.08.18 04:56	close	20	0.01	0.97826	0.98536	0.97136	0.03	10011.06
61	2015.08.25 22:34	buy	21	0.01	0.94171	0.00000	0.00000
62	2015.08.25 22:34	modify	21	0.01	0.94171	0.93471	0.94871
63	2015.08.26 02:25	close	21	0.01	0.94055	0.93471	0.94871	-1.28	10009.78
64	2015.09.02 00:00	buy	22	0.01	0.95838	0.00000	0.00000
65	2015.09.02 00:00	modify	22	0.01	0.95838	0.95138	0.96538
66	2015.09.02 00:28	close	22	0.01	0.95940	0.95138	0.96538	1.02	10010.80
67	2015.09.03 23:20	buy	23	0.01	0.97221	0.00000	0.00000
68	2015.09.03 23:20	modify	23	0.01	0.97221	0.96521	0.97921
69	2015.09.04 00:30	close	23	0.01	0.97324	0.96521	0.97921	1.01	10011.82
70	2015.09.25 00:48	sell	24	0.01	0.97823	0.00000	0.00000
71	2015.09.25 00:48	modify	24	0.01	0.97823	0.98523	0.97123
72	2015.09.25 09:56	close	24	0.01	0.97856	0.98523	0.97123	-0.38	10011.44
73	2015.10.16 22:32	sell	25	0.01	0.95257	0.00000	0.00000
74	2015.10.16 22:32	modify	25	0.01	0.95257	0.95957	0.94557
75	2015.10.19 09:11	close	25	0.01	0.95370	0.95957	0.94557	-1.25	10010.19
76	2015.11.13 22:03	buy	26	0.01	1.00716	0.00000	0.00000
77	2015.11.13 22:03	modify	26	0.01	1.00716	1.00016	1.01416
78	2015.11.16 01:22	close	26	0.01	1.00818	1.00016	1.01416	0.96	10011.15
79	2015.12.01 23:50	buy	27	0.01	1.02579	0.00000	0.00000
80	2015.12.01 23:50	modify	27	0.01	1.02579	1.01879	1.03279
81	2015.12.02 02:25	close	27	0.01	1.02679	1.01879	1.03279	0.92	10012.08
82	2015.12.14 22:09	sell	28	0.01	0.98583	0.00000	0.00000
83	2015.12.14 22:09	modify	28	0.01	0.98583	0.99283	0.97883
84	2015.12.15 02:43	close	28	0.01	0.98488	0.99283	0.97883	0.89	10012.97
85	2015.12.18 00:29	buy	29	0.01	0.99565	0.00000	0.00000
86	2015.12.18 00:29	modify	29	0.01	0.99565	0.98865	1.00265
87	2015.12.18 05:52	close	29	0.01	0.99570	0.98865	1.00265	0.01	10012.98
88	2016.01.04 22:03	buy	30	0.01	1.00168	0.00000	0.00000
89	2016.01.04 22:03	modify	30	0.01	1.00168	0.99468	1.00868
90	2016.01.04 22:55	close	30	0.01	1.00272	0.99468	1.00868	1.00	10013.98
91	2016.01.08 22:41	buy	31	0.01	0.99401	0.00000	0.00000
92	2016.01.08 22:41	modify	31	0.01	0.99401	0.98701	1.00101
93	2016.01.11 09:41	close	31	0.01	0.99503	0.98701	1.00101	0.98	10014.97
94	2016.01.15 22:00	sell	32	0.01	1.00220	0.00000	0.00000
95	2016.01.15 22:00	modify	32	0.01	1.00220	1.00920	0.99520
96	2016.01.15 22:16	close	32	0.01	1.00116	1.00920	0.99520	1.00	10015.97
97	2016.01.25 22:33	buy	33	0.01	1.01375	0.00000	0.00000
98	2016.01.25 22:33	modify	33	0.01	1.01375	1.00675	1.02075
99	2016.01.26 02:35	close	33	0.01	1.01322	1.00675	1.02075	-0.57	10015.40
100	2016.01.26 22:06	buy	34	0.01	1.01712	0.00000	0.00000
101	2016.01.26 22:06	modify	34	0.01	1.01712	1.01012	1.02412
102	2016.01.27 03:16	close	34	0.01	1.01782	1.01012	1.02412	0.64	10016.05
103	2016.02.10 00:25	sell	35	0.01	0.97386	0.00000	0.00000
104	2016.02.10 00:25	modify	35	0.01	0.97386	0.98086	0.96686
105	2016.02.10 02:34	close	35	0.01	0.97282	0.98086	0.96686	1.03	10017.08
106	2016.02.26 22:37	buy	36	0.01	0.99633	0.00000	0.00000
107	2016.02.26 22:37	modify	36	0.01	0.99633	0.98933	1.00333
108	2016.02.29 00:35	close	36	0.01	0.99733	0.98933	1.00333	0.95	10018.03
109	2016.03.03 23:53	sell	37	0.01	0.99215	0.00000	0.00000
110	2016.03.03 23:53	modify	37	0.01	0.99215	0.99915	0.98515
111	2016.03.04 02:55	close	37	0.01	0.99125	0.99915	0.98515	0.84	10018.88
112	2016.03.04 23:08	buy	38	0.01	0.99314	0.00000	0.00000
113	2016.03.04 23:08	modify	38	0.01	0.99314	0.98614	1.00014
114	2016.03.07 01:00	close	38	0.01	0.99415	0.98614	1.00014	0.97	10019.85
115	2016.03.10 22:44	sell	39	0.01	0.98461	0.00000	0.00000
116	2016.03.10 22:44	modify	39	0.01	0.98461	0.99161	0.97761
117	2016.03.11 02:07	close	39	0.01	0.98412	0.99161	0.97761	0.43	10020.29
118	2016.03.18 22:09	sell	40	0.01	0.97002	0.00000	0.00000
119	2016.03.18 22:09	modify	40	0.01	0.97002	0.97702	0.96302
120	2016.03.18 23:54	close	40	0.01	0.96902	0.97702	0.96302	0.99	10021.28
121	2016.03.31 22:54	sell	41	0.01	0.96154	0.00000	0.00000
122	2016.03.31 22:54	modify	41	0.01	0.96154	0.96854	0.95454
123	2016.04.01 03:08	close	41	0.01	0.96093	0.96854	0.95454	0.56	10021.84
124	2016.06.23 23:36	sell	42	0.01	0.95939	0.00000	0.00000
125	2016.06.23 23:36	modify	42	0.01	0.95939	0.96639	0.95239
126	2016.06.24 03:09	close	42	0.01	0.95976	0.96639	0.95239	-0.46	10021.39
127	2016.06.24 22:26	buy	43	0.01	0.96815	0.00000	0.00000
128	2016.06.24 22:26	modify	43	0.01	0.96815	0.96115	0.97515
129	2016.06.24 23:01	close	43	0.01	0.97288	0.96115	0.97515	4.82	10026.21
130	2016.06.28 23:09	buy	44	0.01	0.98012	0.00000	0.00000
131	2016.06.28 23:09	modify	44	0.01	0.98012	0.97312	0.98712
132	2016.06.28 23:42	close	44	0.01	0.98112	0.97312	0.98712	0.98	10027.19
133	2016.07.15 23:33	buy	45	0.01	0.98179	0.00000	0.00000
134	2016.07.15 23:33	modify	45	0.01	0.98179	0.97479	0.98879
135	2016.07.15 23:44	close	45	0.01	0.98282	0.97479	0.98879	1.01	10028.20