| 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 ====>"; Comm="USDCHF M15 Generic A-TLP v.11.86"; MagicNumber=777777; Show_Info_Panel=true; Col_info=DarkBlue; Max_Spread=8; Slippage=1; S_2="<==== MM ====>"; Lots=0.01; Auto_Risk=0; no_Hedge=false; S_3="<==== SL, TP, BE, TRAL ====>"; Stop_Loss=70; Take_Profit=70; use_dyn_TP=false; TP_perc=80; min_TP=10; use_BE=false; X=7; Y=1; use_Trailing_Stop=false; Trail_Start=7; Trail_Size=5; Trail_Step=0.1; S_4="<==== Enter Settings ====>"; S_5="<==== Enter Settings. Bollinger Bands ====>"; Channel_Period=12; period_StDev=0; Entry_Break=5; Min_Volatility=15; S_6="<==== Enter Settings. CCI ====>"; cci_Period_open=14; top_level_open=100; lower_level_open=-100; shift_open=1; S_7="<==== Enter Settings. Other ====>"; MaxDailyRange=35; time_break=240; loss=68; S_8="<==== Close Deal Settings ====>"; Exit_Minutes=100; Time_Profit_Pips=10; Exit_Distance=2; Exit_Profit_Pips=-100; ma_period=2; Reverse_Profit=10; cci_Period_close=14; top_level_close=100; lower_level_close=-100; shift_close=1; S_9="<==== Close Deal Settings. Roll Over Filter ====>"; rollover_start="23:59"; rollover_end="00:25"; S_17="<==== Other Settings ====>"; S10=" ............................"; S11=" TIME FILTER"; S12=" DayOfWeek Filter"; monday_open="22:00"; monday_pause_start="0"; monday_pause_stop="0"; 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="0"; wednesday_pause_stop="0"; wednesday_close="02:00"; thursday_open="22:00"; thursday_pause_start="0"; thursday_pause_stop="0"; 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"; | ||||
| Bars in test | 142954 | Ticks modelled | 76904230 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 1 | ||
| Total net profit | 27.09 | Gross profit | 47.64 | Gross loss | -20.56 |
| Profit factor | 2.32 | Expected payoff | 0.58 | ||
| Absolute drawdown | 7.80 | Maximal drawdown | 12.24 (0.12%) | Relative drawdown | 0.12% (12.24) |
| Total trades | 47 | Short positions (won %) | 19 (57.89%) | Long positions (won %) | 28 (85.71%) |
| Profit trades (% of total) | 35 (74.47%) | Loss trades (% of total) | 12 (25.53%) | ||
| Largest | profit trade | 8.22 | loss trade | -7.31 | |
| Average | profit trade | 1.36 | loss trade | -1.71 | |
| Maximum | consecutive wins (profit in money) | 8 (7.99) | consecutive losses (loss in money) | 2 (-4.79) | |
| Maximal | consecutive profit (count of wins) | 15.08 (6) | consecutive loss (count of losses) | -7.31 (1) | |
| Average | consecutive wins | 4 | 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 10:01 | close | 2 | 0.01 | 1.00970 | 1.01567 | 1.00167 | -1.09 | 9997.69 |
| 7 | 2015.01.16 00:00 | buy | 3 | 0.01 | 0.84010 | 0.00000 | 0.00000 | ||
| 8 | 2015.01.16 00:01 | modify | 3 | 0.01 | 0.84010 | 0.83310 | 0.84710 | ||
| 9 | 2015.01.16 00:07 | t/p | 3 | 0.01 | 0.84710 | 0.83310 | 0.84710 | 8.22 | 10005.91 |
| 10 | 2015.01.20 01:31 | buy | 4 | 0.01 | 0.87863 | 0.00000 | 0.00000 | ||
| 11 | 2015.01.20 01:31 | modify | 4 | 0.01 | 0.87863 | 0.87163 | 0.88563 | ||
| 12 | 2015.01.20 03:21 | close | 4 | 0.01 | 0.87965 | 0.87163 | 0.88563 | 1.12 | 10007.03 |
| 13 | 2015.01.21 01:00 | buy | 5 | 0.01 | 0.87382 | 0.00000 | 0.00000 | ||
| 14 | 2015.01.21 01:00 | modify | 5 | 0.01 | 0.87382 | 0.86682 | 0.88082 | ||
| 15 | 2015.01.21 02:07 | close | 5 | 0.01 | 0.87520 | 0.86682 | 0.88082 | 1.54 | 10008.57 |
| 16 | 2015.01.22 23:54 | buy | 6 | 0.01 | 0.87109 | 0.00000 | 0.00000 | ||
| 17 | 2015.01.22 23:54 | modify | 6 | 0.01 | 0.87109 | 0.86409 | 0.87809 | ||
| 18 | 2015.01.23 02:02 | close | 6 | 0.01 | 0.87213 | 0.86409 | 0.87809 | 1.14 | 10009.72 |
| 19 | 2015.01.28 01:24 | buy | 7 | 0.01 | 0.90078 | 0.00000 | 0.00000 | ||
| 20 | 2015.01.28 01:24 | modify | 7 | 0.01 | 0.90078 | 0.89378 | 0.90778 | ||
| 21 | 2015.01.28 02:17 | close | 7 | 0.01 | 0.90275 | 0.89378 | 0.90778 | 2.14 | 10011.86 |
| 22 | 2015.01.30 01:00 | buy | 8 | 0.01 | 0.92240 | 0.00000 | 0.00000 | ||
| 23 | 2015.01.30 01:00 | modify | 8 | 0.01 | 0.92240 | 0.91540 | 0.92940 | ||
| 24 | 2015.01.30 09:25 | close | 8 | 0.01 | 0.92329 | 0.91540 | 0.92940 | 0.92 | 10012.78 |
| 25 | 2015.03.03 00:00 | buy | 9 | 0.01 | 0.95810 | 0.00000 | 0.00000 | ||
| 26 | 2015.03.03 00:00 | modify | 9 | 0.01 | 0.95810 | 0.95110 | 0.96510 | ||
| 27 | 2015.03.03 07:59 | close | 9 | 0.01 | 0.95707 | 0.95110 | 0.96510 | -1.12 | 10011.66 |
| 28 | 2015.03.20 22:17 | sell | 10 | 0.01 | 0.97763 | 0.00000 | 0.00000 | ||
| 29 | 2015.03.20 22:17 | modify | 10 | 0.01 | 0.97763 | 0.98463 | 0.97063 | ||
| 30 | 2015.03.20 23:40 | close | 10 | 0.01 | 0.97556 | 0.98463 | 0.97063 | 2.08 | 10013.74 |
| 31 | 2015.04.28 22:31 | sell | 11 | 0.01 | 0.95620 | 0.00000 | 0.00000 | ||
| 32 | 2015.04.28 22:31 | modify | 11 | 0.01 | 0.95620 | 0.96320 | 0.94920 | ||
| 33 | 2015.04.29 09:55 | close | 11 | 0.01 | 0.95596 | 0.96320 | 0.94920 | 0.18 | 10013.92 |
| 34 | 2015.05.01 22:53 | buy | 12 | 0.01 | 0.93262 | 0.00000 | 0.00000 | ||
| 35 | 2015.05.01 22:53 | modify | 12 | 0.01 | 0.93262 | 0.92562 | 0.93962 | ||
| 36 | 2015.05.04 00:14 | close | 12 | 0.01 | 0.93368 | 0.92562 | 0.93962 | 1.09 | 10015.02 |
| 37 | 2015.05.29 00:11 | buy | 13 | 0.01 | 0.94286 | 0.00000 | 0.00000 | ||
| 38 | 2015.05.29 00:11 | modify | 13 | 0.01 | 0.94286 | 0.93586 | 0.94986 | ||
| 39 | 2015.05.29 08:59 | close | 13 | 0.01 | 0.94348 | 0.93586 | 0.94986 | 0.62 | 10015.64 |
| 40 | 2015.06.05 01:49 | sell | 14 | 0.01 | 0.93502 | 0.00000 | 0.00000 | ||
| 41 | 2015.06.05 01:49 | modify | 14 | 0.01 | 0.93502 | 0.94202 | 0.92802 | ||
| 42 | 2015.06.05 07:14 | close | 14 | 0.01 | 0.93415 | 0.94202 | 0.92802 | 0.89 | 10016.53 |
| 43 | 2015.06.12 22:13 | sell | 15 | 0.01 | 0.92891 | 0.00000 | 0.00000 | ||
| 44 | 2015.06.12 22:13 | modify | 15 | 0.01 | 0.92891 | 0.93591 | 0.92191 | ||
| 45 | 2015.06.15 09:55 | close | 15 | 0.01 | 0.93094 | 0.93591 | 0.92191 | -2.25 | 10014.28 |
| 46 | 2015.06.15 22:00 | buy | 16 | 0.01 | 0.93037 | 0.00000 | 0.00000 | ||
| 47 | 2015.06.15 22:00 | modify | 16 | 0.01 | 0.93037 | 0.92337 | 0.93737 | ||
| 48 | 2015.06.16 03:01 | close | 16 | 0.01 | 0.93030 | 0.92337 | 0.93737 | -0.13 | 10014.16 |
| 49 | 2015.07.07 22:24 | buy | 17 | 0.01 | 0.94534 | 0.00000 | 0.00000 | ||
| 50 | 2015.07.07 22:24 | modify | 17 | 0.01 | 0.94534 | 0.93834 | 0.95234 | ||
| 51 | 2015.07.07 23:36 | close | 17 | 0.01 | 0.94661 | 0.93834 | 0.95234 | 1.30 | 10015.46 |
| 52 | 2015.07.23 22:46 | sell | 18 | 0.01 | 0.95924 | 0.00000 | 0.00000 | ||
| 53 | 2015.07.23 22:46 | modify | 18 | 0.01 | 0.95924 | 0.96624 | 0.95224 | ||
| 54 | 2015.07.24 09:24 | close | 18 | 0.01 | 0.95977 | 0.96624 | 0.95224 | -0.62 | 10014.84 |
| 55 | 2015.07.31 22:00 | sell | 19 | 0.01 | 0.96784 | 0.00000 | 0.00000 | ||
| 56 | 2015.07.31 22:00 | modify | 19 | 0.01 | 0.96784 | 0.97484 | 0.96084 | ||
| 57 | 2015.07.31 22:10 | close | 19 | 0.01 | 0.96630 | 0.97484 | 0.96084 | 1.55 | 10016.39 |
| 58 | 2015.08.13 22:32 | buy | 20 | 0.01 | 0.97600 | 0.00000 | 0.00000 | ||
| 59 | 2015.08.13 22:32 | modify | 20 | 0.01 | 0.97600 | 0.96900 | 0.98300 | ||
| 60 | 2015.08.14 04:33 | close | 20 | 0.01 | 0.97651 | 0.96900 | 0.98300 | 0.47 | 10016.87 |
| 61 | 2015.08.14 23:05 | buy | 21 | 0.01 | 0.97581 | 0.00000 | 0.00000 | ||
| 62 | 2015.08.14 23:05 | modify | 21 | 0.01 | 0.97581 | 0.96881 | 0.98281 | ||
| 63 | 2015.08.17 01:02 | close | 21 | 0.01 | 0.97681 | 0.96881 | 0.98281 | 0.97 | 10017.84 |
| 64 | 2015.08.17 23:42 | sell | 22 | 0.01 | 0.97836 | 0.00000 | 0.00000 | ||
| 65 | 2015.08.17 23:42 | modify | 22 | 0.01 | 0.97836 | 0.98536 | 0.97136 | ||
| 66 | 2015.08.18 09:39 | close | 22 | 0.01 | 0.97753 | 0.98536 | 0.97136 | 0.78 | 10018.63 |
| 67 | 2015.08.25 22:34 | buy | 23 | 0.01 | 0.94171 | 0.00000 | 0.00000 | ||
| 68 | 2015.08.25 22:34 | modify | 23 | 0.01 | 0.94171 | 0.93471 | 0.94871 | ||
| 69 | 2015.08.26 02:25 | close | 23 | 0.01 | 0.94055 | 0.93471 | 0.94871 | -1.28 | 10017.35 |
| 70 | 2015.09.02 00:00 | buy | 24 | 0.01 | 0.95836 | 0.00000 | 0.00000 | ||
| 71 | 2015.09.02 00:00 | modify | 24 | 0.01 | 0.95836 | 0.95136 | 0.96536 | ||
| 72 | 2015.09.02 00:28 | close | 24 | 0.01 | 0.95940 | 0.95136 | 0.96536 | 1.04 | 10018.39 |
| 73 | 2015.09.03 23:20 | buy | 25 | 0.01 | 0.97221 | 0.00000 | 0.00000 | ||
| 74 | 2015.09.03 23:20 | modify | 25 | 0.01 | 0.97221 | 0.96521 | 0.97921 | ||
| 75 | 2015.09.04 00:02 | close | 25 | 0.01 | 0.97325 | 0.96521 | 0.97921 | 1.02 | 10019.42 |
| 76 | 2015.09.25 00:48 | sell | 26 | 0.01 | 0.97823 | 0.00000 | 0.00000 | ||
| 77 | 2015.09.25 00:48 | modify | 26 | 0.01 | 0.97823 | 0.98523 | 0.97123 | ||
| 78 | 2015.09.25 10:02 | close | 26 | 0.01 | 0.97839 | 0.98523 | 0.97123 | -0.20 | 10019.22 |
| 79 | 2015.10.16 22:32 | sell | 27 | 0.01 | 0.95257 | 0.00000 | 0.00000 | ||
| 80 | 2015.10.16 22:32 | modify | 27 | 0.01 | 0.95257 | 0.95957 | 0.94557 | ||
| 81 | 2015.10.19 11:06 | close | 27 | 0.01 | 0.95306 | 0.95957 | 0.94557 | -0.58 | 10018.64 |
| 82 | 2015.11.13 22:03 | buy | 28 | 0.01 | 1.00716 | 0.00000 | 0.00000 | ||
| 83 | 2015.11.13 22:03 | modify | 28 | 0.01 | 1.00716 | 1.00016 | 1.01416 | ||
| 84 | 2015.11.16 01:22 | close | 28 | 0.01 | 1.00818 | 1.00016 | 1.01416 | 0.96 | 10019.60 |
| 85 | 2015.12.01 23:50 | buy | 29 | 0.01 | 1.02579 | 0.00000 | 0.00000 | ||
| 86 | 2015.12.01 23:50 | modify | 29 | 0.01 | 1.02579 | 1.01879 | 1.03279 | ||
| 87 | 2015.12.02 02:25 | close | 29 | 0.01 | 1.02679 | 1.01879 | 1.03279 | 0.92 | 10020.53 |
| 88 | 2015.12.14 22:09 | sell | 30 | 0.01 | 0.98583 | 0.00000 | 0.00000 | ||
| 89 | 2015.12.14 22:09 | modify | 30 | 0.01 | 0.98583 | 0.99283 | 0.97883 | ||
| 90 | 2015.12.15 03:35 | close | 30 | 0.01 | 0.98402 | 0.99283 | 0.97883 | 1.77 | 10022.30 |
| 91 | 2015.12.18 00:29 | buy | 31 | 0.01 | 0.99565 | 0.00000 | 0.00000 | ||
| 92 | 2015.12.18 00:29 | modify | 31 | 0.01 | 0.99565 | 0.98865 | 1.00265 | ||
| 93 | 2015.12.18 05:52 | close | 31 | 0.01 | 0.99570 | 0.98865 | 1.00265 | 0.01 | 10022.31 |
| 94 | 2016.01.04 22:03 | buy | 32 | 0.01 | 1.00168 | 0.00000 | 0.00000 | ||
| 95 | 2016.01.04 22:03 | modify | 32 | 0.01 | 1.00168 | 0.99468 | 1.00868 | ||
| 96 | 2016.01.04 22:55 | close | 32 | 0.01 | 1.00272 | 0.99468 | 1.00868 | 1.00 | 10023.31 |
| 97 | 2016.01.08 22:41 | buy | 33 | 0.01 | 0.99401 | 0.00000 | 0.00000 | ||
| 98 | 2016.01.08 22:41 | modify | 33 | 0.01 | 0.99401 | 0.98701 | 1.00101 | ||
| 99 | 2016.01.11 00:05 | close | 33 | 0.01 | 0.99511 | 0.98701 | 1.00101 | 1.06 | 10024.38 |
| 100 | 2016.01.15 22:00 | sell | 34 | 0.01 | 1.00214 | 0.00000 | 0.00000 | ||
| 101 | 2016.01.15 22:00 | modify | 34 | 0.01 | 1.00214 | 1.00914 | 0.99514 | ||
| 102 | 2016.01.19 09:49 | close | 34 | 0.01 | 1.00630 | 1.00914 | 0.99514 | -4.22 | 10020.16 |
| 103 | 2016.01.25 22:33 | buy | 35 | 0.01 | 1.01375 | 0.00000 | 0.00000 | ||
| 104 | 2016.01.25 22:33 | modify | 35 | 0.01 | 1.01375 | 1.00675 | 1.02075 | ||
| 105 | 2016.01.26 02:35 | close | 35 | 0.01 | 1.01322 | 1.00675 | 1.02075 | -0.57 | 10019.59 |
| 106 | 2016.01.26 22:06 | buy | 36 | 0.01 | 1.01712 | 0.00000 | 0.00000 | ||
| 107 | 2016.01.26 22:06 | modify | 36 | 0.01 | 1.01712 | 1.01012 | 1.02412 | ||
| 108 | 2016.01.27 03:16 | close | 36 | 0.01 | 1.01782 | 1.01012 | 1.02412 | 0.64 | 10020.24 |
| 109 | 2016.02.10 00:25 | sell | 37 | 0.01 | 0.97386 | 0.00000 | 0.00000 | ||
| 110 | 2016.02.10 00:25 | modify | 37 | 0.01 | 0.97386 | 0.98086 | 0.96686 | ||
| 111 | 2016.02.10 02:54 | close | 37 | 0.01 | 0.97281 | 0.98086 | 0.96686 | 1.04 | 10021.28 |
| 112 | 2016.02.26 22:37 | buy | 38 | 0.01 | 0.99633 | 0.00000 | 0.00000 | ||
| 113 | 2016.02.26 22:37 | modify | 38 | 0.01 | 0.99633 | 0.98933 | 1.00333 | ||
| 114 | 2016.02.29 00:02 | close | 38 | 0.01 | 0.99739 | 0.98933 | 1.00333 | 1.01 | 10022.29 |
| 115 | 2016.03.03 23:53 | sell | 39 | 0.01 | 0.99215 | 0.00000 | 0.00000 | ||
| 116 | 2016.03.03 23:53 | modify | 39 | 0.01 | 0.99215 | 0.99915 | 0.98515 | ||
| 117 | 2016.03.04 08:25 | close | 39 | 0.01 | 0.99148 | 0.99915 | 0.98515 | 0.61 | 10022.91 |
| 118 | 2016.03.04 23:08 | buy | 40 | 0.01 | 0.99314 | 0.00000 | 0.00000 | ||
| 119 | 2016.03.04 23:08 | modify | 40 | 0.01 | 0.99314 | 0.98614 | 1.00014 | ||
| 120 | 2016.03.07 01:00 | close | 40 | 0.01 | 0.99415 | 0.98614 | 1.00014 | 0.97 | 10023.88 |
| 121 | 2016.03.10 22:44 | sell | 41 | 0.01 | 0.98461 | 0.00000 | 0.00000 | ||
| 122 | 2016.03.10 22:44 | modify | 41 | 0.01 | 0.98461 | 0.99161 | 0.97761 | ||
| 123 | 2016.03.11 03:12 | close | 41 | 0.01 | 0.98309 | 0.99161 | 0.97761 | 1.48 | 10025.37 |
| 124 | 2016.03.18 22:09 | sell | 42 | 0.01 | 0.97002 | 0.00000 | 0.00000 | ||
| 125 | 2016.03.18 22:09 | modify | 42 | 0.01 | 0.97002 | 0.97702 | 0.96302 | ||
| 126 | 2016.03.21 06:15 | close | 42 | 0.01 | 0.96900 | 0.97702 | 0.96302 | 0.98 | 10026.35 |
| 127 | 2016.03.31 22:54 | sell | 43 | 0.01 | 0.96154 | 0.00000 | 0.00000 | ||
| 128 | 2016.03.31 22:54 | modify | 43 | 0.01 | 0.96154 | 0.96854 | 0.95454 | ||
| 129 | 2016.04.01 03:55 | close | 43 | 0.01 | 0.96029 | 0.96854 | 0.95454 | 1.23 | 10027.58 |
| 130 | 2016.06.23 23:36 | sell | 44 | 0.01 | 0.95939 | 0.00000 | 0.00000 | ||
| 131 | 2016.06.23 23:36 | modify | 44 | 0.01 | 0.95939 | 0.96639 | 0.95239 | ||
| 132 | 2016.06.24 04:10 | s/l | 44 | 0.01 | 0.96639 | 0.96639 | 0.95239 | -7.31 | 10020.28 |
| 133 | 2016.06.24 22:26 | buy | 45 | 0.01 | 0.96815 | 0.00000 | 0.00000 | ||
| 134 | 2016.06.24 22:26 | modify | 45 | 0.01 | 0.96815 | 0.96115 | 0.97515 | ||
| 135 | 2016.06.24 23:01 | close | 45 | 0.01 | 0.97288 | 0.96115 | 0.97515 | 4.82 | 10025.10 |
| 136 | 2016.06.28 23:09 | buy | 46 | 0.01 | 0.98012 | 0.00000 | 0.00000 | ||
| 137 | 2016.06.28 23:09 | modify | 46 | 0.01 | 0.98012 | 0.97312 | 0.98712 | ||
| 138 | 2016.06.28 23:42 | close | 46 | 0.01 | 0.98112 | 0.97312 | 0.98712 | 0.98 | 10026.08 |
| 139 | 2016.07.15 23:33 | buy | 47 | 0.01 | 0.98179 | 0.00000 | 0.00000 | ||
| 140 | 2016.07.15 23:33 | modify | 47 | 0.01 | 0.98179 | 0.97479 | 0.98879 | ||
| 141 | 2016.07.15 23:44 | close | 47 | 0.01 | 0.98282 | 0.97479 | 0.98879 | 1.01 | 10027.09 |