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		MagicNumber=25042016; Comm="Generic A-TLP v.9.0"; Max_Spread=5; Slipage=1; Stop_Loss=70; Take_Profit=70; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; Channel_Period=12; Entry_Break=5; Exit_Distance=2; MaxDailyRange=35; Lots=0.1; Auto_Risk=0; Min_Volatility=15; Exit_Profit_Pips=-100; Reverse_Profit=10; Exit_Minutes=100; Time_Profit_Pips=10; Col_info=Aqua; S1=" DayOfWeek Filter"; monday_open="00:00"; monday_pause_start="02:00"; monday_pause_stop="22:00"; monday_close="23:59"; tuesday_open="00:00"; tuesday_pause_start="02:00"; tuesday_pause_stop="22:00"; tuesday_close="23:59"; wednesday_open="00:00"; wednesday_pause_start="02:00"; wednesday_pause_stop="22:00"; wednesday_close="23:59"; thursday_open="00:00"; thursday_pause_start="02:00"; thursday_pause_stop="22:00"; thursday_close="23:59"; friday_open="00:00"; friday_pause_start="02:00"; 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	142954	Ticks modelled	76904230	Modelling quality	99.00%
Mismatched charts errors	0
Initial deposit	10000.00			Spread	100
Total net profit	312.22	Gross profit	593.80	Gross loss	-281.58
Profit factor	2.11	Expected payoff	5.38
Absolute drawdown	31.22	Maximal drawdown	130.29 (1.26%)	Relative drawdown	1.26% (130.29)
Total trades	58	Short positions (won %)	30 (80.00%)	Long positions (won %)	28 (89.29%)
		Profit trades (% of total)	49 (84.48%)	Loss trades (% of total)	9 (15.52%)
Largest		profit trade	48.78	loss trade	-71.70
Average		profit trade	12.12	loss trade	-31.29
Maximum		consecutive wins (profit in money)	25 (309.34)	consecutive losses (loss in money)	2 (-11.22)
Maximal		consecutive profit (count of wins)	309.34 (25)	consecutive loss (count of losses)	-71.70 (1)
Average		consecutive wins	6	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2015.01.05 00:16	sell	1	0.10	1.00791	0.00000	0.00000
2	2015.01.05 00:16	modify	1	0.10	1.00791	1.01491	1.00091
3	2015.01.05 00:29	close	1	0.10	1.00678	1.01491	1.00091	10.87	10010.87
4	2015.01.05 00:30	sell	2	0.10	1.00677	0.00000	0.00000
5	2015.01.05 00:30	modify	2	0.10	1.00677	1.01377	0.99977
6	2015.01.05 01:50	close	2	0.10	1.00568	1.01377	0.99977	10.49	10021.36
7	2015.01.06 22:06	sell	3	0.10	1.00875	0.00000	0.00000
8	2015.01.06 22:06	modify	3	0.10	1.00875	1.01575	1.00175
9	2015.01.07 03:38	close	3	0.10	1.01107	1.01575	1.00175	-23.56	9997.80
10	2015.01.12 00:32	buy	4	0.10	1.01268	0.00000	0.00000
11	2015.01.12 00:32	modify	4	0.10	1.01268	1.00568	1.01968
12	2015.01.12 03:49	close	4	0.10	1.01301	1.00568	1.01968	2.91	10000.71
13	2015.01.21 01:04	buy	5	0.10	0.87345	0.00000	0.00000
14	2015.01.21 01:04	modify	5	0.10	0.87345	0.86645	0.88045
15	2015.01.21 02:07	close	5	0.10	0.87520	0.86645	0.88045	19.65	10020.36
16	2015.01.28 01:35	buy	6	0.10	0.90007	0.00000	0.00000
17	2015.01.28 01:35	modify	6	0.10	0.90007	0.89307	0.90707
18	2015.01.28 02:17	close	6	0.10	0.90275	0.89307	0.90707	29.34	10049.70
19	2015.02.02 00:21	sell	7	0.10	0.92517	0.00000	0.00000
20	2015.02.02 00:21	modify	7	0.10	0.92517	0.93217	0.91817
21	2015.02.02 00:50	close	7	0.10	0.92378	0.93217	0.91817	14.70	10064.40
22	2015.02.04 23:25	sell	8	0.10	0.92575	0.00000	0.00000
23	2015.02.04 23:25	modify	8	0.10	0.92575	0.93275	0.91875
24	2015.02.05 00:58	close	8	0.10	0.92466	0.93275	0.91875	10.67	10075.07
25	2015.03.03 00:03	buy	9	0.10	0.95719	0.00000	0.00000
26	2015.03.03 00:03	modify	9	0.10	0.95719	0.95019	0.96419
27	2015.03.03 01:03	close	9	0.10	0.95841	0.95019	0.96419	12.38	10087.45
28	2015.03.11 23:25	buy	10	0.10	1.00808	0.00000	0.00000
29	2015.03.11 23:25	modify	10	0.10	1.00808	1.00108	1.01508
30	2015.03.11 23:37	close	10	0.10	1.00914	1.00108	1.01508	10.15	10097.60
31	2015.03.16 01:13	sell	11	0.10	1.00690	0.00000	0.00000
32	2015.03.16 01:13	modify	11	0.10	1.00690	1.01390	0.99990
33	2015.03.16 03:11	close	11	0.10	1.00588	1.01390	0.99990	9.79	10107.39
34	2015.03.20 22:18	sell	12	0.10	0.97772	0.00000	0.00000
35	2015.03.20 22:18	modify	12	0.10	0.97772	0.98472	0.97072
36	2015.03.20 23:25	close	12	0.10	0.97593	0.98472	0.97072	17.99	10125.38
37	2015.03.23 00:21	buy	13	0.10	0.97400	0.00000	0.00000
38	2015.03.23 00:21	modify	13	0.10	0.97400	0.96700	0.98100
39	2015.03.23 01:28	close	13	0.10	0.97686	0.96700	0.98100	28.93	10154.31
40	2015.04.13 00:02	sell	14	0.10	0.98080	0.00000	0.00000
41	2015.04.13 00:02	modify	14	0.10	0.98080	0.98780	0.97380
42	2015.04.13 01:00	close	14	0.10	0.97974	0.98780	0.97380	10.47	10164.78
43	2015.04.28 22:32	sell	15	0.10	0.95623	0.00000	0.00000
44	2015.04.28 22:32	modify	15	0.10	0.95623	0.96323	0.94923
45	2015.04.29 03:58	close	15	0.10	0.95529	0.96323	0.94923	9.23	10174.01
46	2015.05.01 22:58	buy	16	0.10	0.93254	0.00000	0.00000
47	2015.05.01 22:58	modify	16	0.10	0.93254	0.92554	0.93954
48	2015.05.04 00:02	close	16	0.10	0.93356	0.92554	0.93954	10.53	10184.54
49	2015.05.15 22:00	buy	17	0.10	0.91414	0.00000	0.00000
50	2015.05.15 22:00	modify	17	0.10	0.91414	0.90714	0.92114
51	2015.05.15 22:37	close	17	0.10	0.91552	0.90714	0.92114	14.72	10199.26
52	2015.06.05 01:50	sell	18	0.10	0.93499	0.00000	0.00000
53	2015.06.05 01:50	modify	18	0.10	0.93499	0.94199	0.92799
54	2015.06.05 07:15	close	18	0.10	0.93392	0.94199	0.92799	11.11	10210.37
55	2015.06.12 22:14	sell	19	0.10	0.92902	0.00000	0.00000
56	2015.06.12 22:14	modify	19	0.10	0.92902	0.93602	0.92202
57	2015.06.12 23:26	close	19	0.10	0.92799	0.93602	0.92202	10.75	10221.12
58	2015.06.15 22:01	buy	20	0.10	0.92989	0.00000	0.00000
59	2015.06.15 22:01	modify	20	0.10	0.92989	0.92289	0.93689
60	2015.06.16 03:02	close	20	0.10	0.93030	0.92289	0.93689	4.01	10225.13
61	2015.06.29 00:07	sell	21	0.10	0.93809	0.00000	0.00000
62	2015.06.29 00:07	modify	21	0.10	0.93809	0.94509	0.93109
63	2015.06.29 03:40	close	21	0.10	0.93653	0.94509	0.93109	16.31	10241.44
64	2015.07.06 00:03	sell	22	0.10	0.94348	0.00000	0.00000
65	2015.07.06 00:03	modify	22	0.10	0.94348	0.95048	0.93648
66	2015.07.06 02:10	close	22	0.10	0.94240	0.95048	0.93648	11.11	10252.55
67	2015.07.07 22:25	buy	23	0.10	0.94517	0.00000	0.00000
68	2015.07.07 22:25	modify	23	0.10	0.94517	0.93817	0.95217
69	2015.07.07 23:14	close	23	0.10	0.94625	0.93817	0.95217	11.06	10263.61
70	2015.07.23 22:49	sell	24	0.10	0.95928	0.00000	0.00000
71	2015.07.23 22:49	modify	24	0.10	0.95928	0.96628	0.95228
72	2015.07.24 03:55	close	24	0.10	0.95903	0.96628	0.95228	2.00	10265.62
73	2015.07.31 22:00	sell	25	0.10	0.96786	0.00000	0.00000
74	2015.07.31 22:00	modify	25	0.10	0.96786	0.97486	0.96086
75	2015.07.31 22:10	close	25	0.10	0.96615	0.97486	0.96086	17.35	10282.97
76	2015.08.13 22:35	buy	26	0.10	0.97599	0.00000	0.00000
77	2015.08.13 22:35	modify	26	0.10	0.97599	0.96899	0.98299
78	2015.08.14 04:34	close	26	0.10	0.97677	0.96899	0.98299	7.59	10290.56
79	2015.08.14 23:06	buy	27	0.10	0.97565	0.00000	0.00000
80	2015.08.14 23:06	modify	27	0.10	0.97565	0.96865	0.98265
81	2015.08.17 01:01	close	27	0.10	0.97676	0.96865	0.98265	10.96	10301.51
82	2015.08.17 23:43	sell	28	0.10	0.97837	0.00000	0.00000
83	2015.08.17 23:43	modify	28	0.10	0.97837	0.98537	0.97137
84	2015.08.18 09:37	close	28	0.10	0.97776	0.98537	0.97137	5.63	10307.15
85	2015.08.25 22:38	buy	29	0.10	0.94136	0.00000	0.00000
86	2015.08.25 22:38	modify	29	0.10	0.94136	0.93436	0.94836
87	2015.08.26 03:39	close	29	0.10	0.94088	0.93436	0.94836	-5.50	10301.65
88	2015.09.03 23:21	buy	30	0.10	0.97229	0.00000	0.00000
89	2015.09.03 23:21	modify	30	0.10	0.97229	0.96529	0.97929
90	2015.09.04 00:04	close	30	0.10	0.97334	0.96529	0.97929	10.39	10312.03
91	2015.09.16 22:00	sell	31	0.10	0.97121	0.00000	0.00000
92	2015.09.16 22:00	modify	31	0.10	0.97121	0.97821	0.96421
93	2015.09.17 04:06	close	31	0.10	0.97014	0.97821	0.96421	9.91	10321.94
94	2015.09.25 00:50	sell	32	0.10	0.97839	0.00000	0.00000
95	2015.09.25 00:50	modify	32	0.10	0.97839	0.98539	0.97139
96	2015.09.25 09:57	close	32	0.10	0.97844	0.98539	0.97139	-0.86	10321.08
97	2015.10.16 22:34	sell	33	0.10	0.95259	0.00000	0.00000
98	2015.10.16 22:34	modify	33	0.10	0.95259	0.95959	0.94559
99	2015.10.19 09:14	close	33	0.10	0.95352	0.95959	0.94559	-10.36	10310.73
100	2015.11.02 00:03	buy	34	0.10	0.98585	0.00000	0.00000
101	2015.11.02 00:03	modify	34	0.10	0.98585	0.97885	0.99285
102	2015.11.02 01:20	close	34	0.10	0.98687	0.97885	0.99285	9.99	10320.72
103	2015.11.13 22:04	buy	35	0.10	1.00717	0.00000	0.00000
104	2015.11.13 22:04	modify	35	0.10	1.00717	1.00017	1.01417
105	2015.11.16 01:24	close	35	0.10	1.00826	1.00017	1.01417	10.41	10331.13
106	2015.11.16 01:25	sell	36	0.10	1.00893	0.00000	0.00000
107	2015.11.16 01:25	modify	36	0.10	1.00893	1.01593	1.00193
108	2015.11.16 01:45	close	36	0.10	1.00789	1.01593	1.00193	9.97	10341.10
109	2015.12.01 23:51	buy	37	0.10	1.02580	0.00000	0.00000
110	2015.12.01 23:51	modify	37	0.10	1.02580	1.01880	1.03280
111	2015.12.02 03:06	close	37	0.10	1.02682	1.01880	1.03280	9.53	10350.62
112	2015.12.14 22:10	sell	38	0.10	0.98623	0.00000	0.00000
113	2015.12.14 22:10	modify	38	0.10	0.98623	0.99323	0.97923
114	2015.12.15 00:04	close	38	0.10	0.98521	0.99323	0.97923	9.74	10360.37
115	2015.12.16 22:20	sell	39	0.10	0.98837	0.00000	0.00000
116	2015.12.16 22:20	modify	39	0.10	0.98837	0.99537	0.98137
117	2015.12.17 05:34	s/l	39	0.10	0.99537	0.99537	0.98137	-71.44	10288.93
118	2016.01.04 22:04	buy	40	0.10	1.00161	0.00000	0.00000
119	2016.01.04 22:04	modify	40	0.10	1.00161	0.99461	1.00861
120	2016.01.04 22:55	close	40	0.10	1.00272	0.99461	1.00861	10.72	10299.65
121	2016.01.11 01:04	buy	41	0.10	0.99245	0.00000	0.00000
122	2016.01.11 01:04	modify	41	0.10	0.99245	0.98545	0.99945
123	2016.01.11 03:16	close	41	0.10	0.99359	0.98545	0.99945	11.12	10310.77
124	2016.01.15 22:00	sell	42	0.10	1.00220	0.00000	0.00000
125	2016.01.15 22:00	modify	42	0.10	1.00220	1.00920	0.99520
126	2016.01.18 08:17	close	42	0.10	1.00443	1.00920	0.99520	-22.81	10287.96
127	2016.01.20 22:12	sell	43	0.10	1.00511	0.00000	0.00000
128	2016.01.20 22:12	modify	43	0.10	1.00511	1.01211	0.99811
129	2016.01.21 05:39	close	43	0.10	1.00494	1.01211	0.99811	0.57	10288.53
130	2016.01.25 22:35	buy	44	0.10	1.01365	0.00000	0.00000
131	2016.01.25 22:35	modify	44	0.10	1.01365	1.00665	1.02065
132	2016.01.26 02:40	close	44	0.10	1.01329	1.00665	1.02065	-3.95	10284.58
133	2016.01.26 22:07	buy	45	0.10	1.01701	0.00000	0.00000
134	2016.01.26 22:07	modify	45	0.10	1.01701	1.01001	1.02401
135	2016.01.27 03:17	close	45	0.10	1.01802	1.01001	1.02401	9.52	10294.10
136	2016.02.10 00:26	sell	46	0.10	0.97390	0.00000	0.00000
137	2016.02.10 00:26	modify	46	0.10	0.97390	0.98090	0.96690
138	2016.02.10 02:35	close	46	0.10	0.97282	0.98090	0.96690	10.75	10304.85
139	2016.02.15 01:04	sell	47	0.10	0.97819	0.00000	0.00000
140	2016.02.15 01:04	modify	47	0.10	0.97819	0.98519	0.97119
141	2016.02.15 15:26	s/l	47	0.10	0.98519	0.98519	0.97119	-71.40	10233.45
142	2016.02.26 22:39	buy	48	0.10	0.99624	0.00000	0.00000
143	2016.02.26 22:39	modify	48	0.10	0.99624	0.98924	1.00324
144	2016.02.29 00:03	close	48	0.10	0.99738	0.98924	1.00324	11.03	10244.48
145	2016.03.03 23:54	sell	49	0.10	0.99220	0.00000	0.00000
146	2016.03.03 23:54	modify	49	0.10	0.99220	0.99920	0.98520
147	2016.03.04 02:55	close	49	0.10	0.99125	0.99920	0.98520	8.97	10253.45
148	2016.03.04 23:09	buy	50	0.10	0.99315	0.00000	0.00000
149	2016.03.04 23:09	modify	50	0.10	0.99315	0.98615	1.00015
150	2016.03.07 01:15	close	50	0.10	0.99416	0.98615	1.00015	9.76	10263.21
151	2016.03.14 00:17	sell	51	0.10	0.98394	0.00000	0.00000
152	2016.03.14 00:23	modify	51	0.10	0.98394	0.99094	0.97694
153	2016.03.14 01:18	close	51	0.10	0.98287	0.99094	0.97694	10.54	10273.75
154	2016.06.20 00:33	sell	52	0.10	0.96276	0.00000	0.00000
155	2016.06.20 00:33	modify	52	0.10	0.96276	0.96976	0.95576
156	2016.06.20 02:06	close	52	0.10	0.96162	0.96976	0.95576	11.50	10285.25
157	2016.06.23 00:32	buy	53	0.10	0.95681	0.00000	0.00000
158	2016.06.23 00:32	modify	53	0.10	0.95681	0.94981	0.96381
159	2016.06.23 00:47	close	53	0.10	0.95840	0.94981	0.96381	16.24	10301.49
160	2016.06.23 23:37	sell	54	0.10	0.95942	0.00000	0.00000
161	2016.06.23 23:37	modify	54	0.10	0.95942	0.96642	0.95242
162	2016.06.24 00:09	close	54	0.10	0.95848	0.96642	0.95242	9.20	10310.69
163	2016.06.24 22:27	buy	55	0.10	0.96810	0.00000	0.00000
164	2016.06.24 22:27	modify	55	0.10	0.96810	0.96110	0.97510
165	2016.06.24 23:01	close	55	0.10	0.97288	0.96110	0.97510	48.78	10359.47
166	2016.06.28 23:10	buy	56	0.10	0.98002	0.00000	0.00000
167	2016.06.28 23:10	modify	56	0.10	0.98002	0.97302	0.98702
168	2016.06.28 23:45	close	56	0.10	0.98110	0.97302	0.98702	10.66	10370.13
169	2016.07.15 23:34	buy	57	0.10	0.98172	0.00000	0.00000
170	2016.07.15 23:34	modify	57	0.10	0.98172	0.97472	0.98872
171	2016.07.15 23:48	close	57	0.10	0.98311	0.97472	0.98872	13.79	10383.92
172	2016.07.27 22:00	buy	58	0.10	0.99013	0.00000	0.00000
173	2016.07.27 22:00	modify	58	0.10	0.99013	0.98313	0.99713
174	2016.07.28 10:30	s/l	58	0.10	0.98313	0.98313	0.99713	-71.70	10312.22