Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		4 Hours (H4) 2016.01.10 20:00 - 2016.03.31 20:00 (2016.01.10 - 2016.04.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MaxOrders=3; referenceInterval=100; LotSize=1; StopLoss=5000; TakeProfit=5000; SecsToClose=86930; maxSpread=50; minEquityForTakeProfit=1000000; MovingPeriod=4; MovingShift=0; priority=0;
Bars in test	1368	Ticks modelled	3253472	Modelling quality	88.22%
Mismatched charts errors	1
Initial deposit	50000.00			Spread	30
Total net profit	1003.54	Gross profit	4933.20	Gross loss	-3929.66
Profit factor	1.26	Expected payoff	15.21
Absolute drawdown	2812.55	Maximal drawdown	3474.16 (6.86%)	Relative drawdown	6.86% (3474.16)
Total trades	66	Short positions (won %)	41 (68.29%)	Long positions (won %)	25 (88.00%)
		Profit trades (% of total)	50 (75.76%)	Loss trades (% of total)	16 (24.24%)
Largest		profit trade	652.39	loss trade	-842.42
Average		profit trade	98.66	loss trade	-245.60
Maximum		consecutive wins (profit in money)	11 (644.26)	consecutive losses (loss in money)	3 (-1085.36)
Maximal		consecutive profit (count of wins)	977.56 (5)	consecutive loss (count of losses)	-1387.59 (2)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2016.01.11 08:00	sell	1	1.00	0.99485	1.04515	0.94485
2	2016.01.11 12:00	sell	2	2.00	0.99608	1.04638	0.94608
3	2016.01.11 16:00	sell	3	3.00	1.00167	1.05197	0.95167
4	2016.01.12 02:27	close	1	1.00	1.00028	1.04515	0.94485	-545.17	49454.83
5	2016.01.12 02:27	close	2	2.00	1.00027	1.04638	0.94608	-842.42	48612.41
6	2016.01.12 02:27	close	3	3.00	1.00028	1.05197	0.95167	409.91	49022.32
7	2016.01.14 00:00	buy	4	1.00	1.00633	0.95603	1.05633
8	2016.01.14 01:57	close	4	1.00	1.00709	0.95603	1.05633	75.46	49097.78
9	2016.01.15 00:00	buy	5	1.00	1.00564	0.95534	1.05564
10	2016.01.15 04:00	buy	6	2.00	1.00436	0.95406	1.05436
11	2016.01.15 07:39	close	5	1.00	1.00524	0.95534	1.05564	-39.79	49057.99
12	2016.01.15 07:39	close	6	2.00	1.00523	0.95406	1.05436	173.09	49231.08
13	2016.01.18 00:00	sell	7	1.00	1.00181	1.05211	0.95181
14	2016.01.18 04:00	sell	8	2.00	1.00497	1.05527	0.95497
15	2016.01.18 08:00	sell	9	3.00	1.00426	1.05456	0.95426
16	2016.01.18 12:09	close	7	1.00	1.00468	1.05211	0.95181	-285.66	48945.42
17	2016.01.18 12:09	close	8	2.00	1.00464	1.05527	0.95497	65.70	49011.12
18	2016.01.18 12:09	close	9	3.00	1.00460	1.05456	0.95426	-101.53	48909.59
19	2016.01.25 08:00	buy	10	1.00	1.01450	0.96420	1.06450
20	2016.01.25 10:59	close	10	1.00	1.01472	0.96420	1.06450	21.68	48931.27
21	2016.01.27 04:00	buy	11	1.00	1.01662	0.96632	1.06662
22	2016.01.27 05:43	close	11	1.00	1.01719	0.96632	1.06662	56.04	48987.31
23	2016.01.27 08:00	buy	12	1.00	1.01608	0.96578	1.06608
24	2016.01.27 08:24	close	12	1.00	1.01660	0.96578	1.06608	51.15	49038.46
25	2016.01.28 00:00	buy	13	1.00	1.01478	0.96448	1.06478
26	2016.01.28 01:06	close	13	1.00	1.01524	0.96448	1.06478	45.31	49083.77
27	2016.01.29 04:00	buy	14	1.00	1.01409	0.96379	1.06409
28	2016.01.29 04:03	close	14	1.00	1.01437	0.96379	1.06409	27.60	49111.37
29	2016.02.01 08:00	buy	15	1.00	1.02219	0.97189	1.07219
30	2016.02.01 09:52	close	15	1.00	1.02239	0.97189	1.07219	19.56	49130.93
31	2016.02.01 12:00	buy	16	1.00	1.02155	0.97125	1.07155
32	2016.02.01 12:32	close	16	1.00	1.02184	0.97125	1.07155	28.38	49159.31
33	2016.02.05 08:00	sell	17	1.00	0.99392	1.04422	0.94392
34	2016.02.05 08:00	close	17	1.00	0.99353	1.04422	0.94392	39.25	49198.56
35	2016.02.08 04:00	sell	18	1.00	0.99369	1.04399	0.94369
36	2016.02.08 08:00	sell	19	2.00	0.99383	1.04413	0.94383
37	2016.02.08 08:04	close	18	1.00	0.99322	1.04399	0.94369	47.32	49245.88
38	2016.02.08 08:05	close	19	2.00	0.99320	1.04413	0.94383	126.86	49372.74
39	2016.02.08 12:00	sell	20	1.00	0.99569	1.04599	0.94569
40	2016.02.08 12:32	close	20	1.00	0.99389	1.04599	0.94569	181.11	49553.85
41	2016.02.10 04:00	sell	21	1.00	0.97265	1.02295	0.92265
42	2016.02.10 08:00	sell	22	2.00	0.97346	1.02376	0.92346
43	2016.02.10 08:07	close	21	1.00	0.97276	1.02295	0.92265	-11.31	49542.54
44	2016.02.10 08:07	close	22	2.00	0.97274	1.02376	0.92346	148.04	49690.58
45	2016.02.10 12:00	sell	23	1.00	0.97385	1.02415	0.92385
46	2016.02.10 12:36	close	23	1.00	0.97312	1.02415	0.92385	75.02	49765.60
47	2016.02.11 20:00	sell	24	1.00	0.97234	1.02264	0.92234
48	2016.02.11 20:09	close	24	1.00	0.97145	1.02264	0.92234	91.62	49857.22
49	2016.02.12 00:00	sell	25	1.00	0.97234	1.02264	0.92234
50	2016.02.12 00:08	close	25	1.00	0.97227	1.02264	0.92234	7.20	49864.42
51	2016.02.17 08:00	buy	26	1.00	0.98702	0.93672	1.03702
52	2016.02.17 08:46	close	26	1.00	0.98735	0.93672	1.03702	33.42	49897.84
53	2016.02.19 04:00	buy	27	1.00	0.99186	0.94156	1.04186
54	2016.02.19 07:32	close	27	1.00	0.99301	0.94156	1.04186	115.81	50013.65
55	2016.02.19 08:00	buy	28	1.00	0.99246	0.94216	1.04246
56	2016.02.19 08:00	close	28	1.00	0.99251	0.94216	1.04246	5.04	50018.69
57	2016.02.19 20:00	buy	29	1.00	0.98946	0.93916	1.03946
58	2016.02.21 20:02	close	29	1.00	0.98905	0.93916	1.03946	-41.45	49977.24
59	2016.02.23 08:00	buy	30	1.00	0.99432	0.94402	1.04432
60	2016.02.23 12:00	close	30	1.00	0.99451	0.94402	1.04432	19.10	49996.34
61	2016.02.23 12:00	buy	31	1.00	0.99481	0.94451	1.04481
62	2016.02.23 16:00	buy	32	2.00	0.99091	0.94061	1.04091
63	2016.02.23 20:00	close	31	1.00	0.99246	0.94451	1.04481	-236.79	49759.55
64	2016.02.23 20:00	close	32	2.00	0.99246	0.94061	1.04091	312.36	50071.91
65	2016.02.25 04:00	sell	33	1.00	0.98928	1.03958	0.93928
66	2016.02.25 06:01	close	33	1.00	0.98842	1.03958	0.93928	87.01	50158.92
67	2016.02.25 08:00	sell	34	1.00	0.99003	1.04033	0.94003
68	2016.02.25 12:00	sell	35	2.00	0.99079	1.04109	0.94079
69	2016.02.25 15:47	close	34	1.00	0.99016	1.04033	0.94003	-13.13	50145.79
70	2016.02.25 15:47	close	35	2.00	0.99013	1.04109	0.94079	133.32	50279.11
71	2016.03.01 20:00	buy	36	1.00	0.99743	0.94713	1.04743
72	2016.03.02 00:00	buy	37	2.00	0.99684	0.94654	1.04684
73	2016.03.02 01:07	close	36	1.00	0.99754	0.94713	1.04743	9.46	50288.58
74	2016.03.02 01:07	close	37	2.00	0.99754	0.94654	1.04684	140.35	50428.93
75	2016.03.03 00:00	buy	38	1.00	0.99688	0.94658	1.04688
76	2016.03.03 04:00	close	38	1.00	0.99721	0.94658	1.04688	33.09	50462.02
77	2016.03.03 08:00	sell	39	1.00	0.99774	1.04804	0.94774
78	2016.03.03 08:45	close	39	1.00	0.99703	1.04804	0.94774	71.21	50533.23
79	2016.03.04 08:00	sell	40	1.00	0.99244	1.04274	0.94244
80	2016.03.04 10:06	close	40	1.00	0.99218	1.04274	0.94244	26.20	50559.43
81	2016.03.04 20:00	sell	41	1.00	0.99478	1.04508	0.94478
82	2016.03.04 21:09	close	41	1.00	0.99324	1.04508	0.94478	155.05	50714.48
83	2016.03.07 04:00	sell	42	1.00	0.99456	1.04486	0.94456
84	2016.03.07 08:00	sell	43	2.00	0.99656	1.04686	0.94656
85	2016.03.07 12:00	sell	44	3.00	1.00004	1.05034	0.95004
86	2016.03.07 16:35	close	42	1.00	0.99790	1.04486	0.94456	-334.70	50379.78
87	2016.03.07 16:35	close	43	2.00	0.99789	1.04686	0.94656	-266.56	50113.22
88	2016.03.07 16:35	close	44	3.00	0.99787	1.05034	0.95004	652.39	50765.61
89	2016.03.08 08:00	buy	45	1.00	0.99270	0.94240	1.04270
90	2016.03.08 10:53	close	45	1.00	0.99377	0.94240	1.04270	107.67	50873.28
91	2016.03.09 20:00	buy	46	1.00	0.99774	0.94744	1.04774
92	2016.03.09 23:26	close	46	1.00	0.99823	0.94744	1.04774	49.09	50922.37
93	2016.03.11 08:00	sell	47	1.00	0.98589	1.03619	0.93589
94	2016.03.11 12:00	sell	48	2.00	0.98639	1.03669	0.93639
95	2016.03.11 12:19	close	47	1.00	0.98569	1.03619	0.93589	20.29	50942.66
96	2016.03.11 12:19	close	48	2.00	0.98566	1.03669	0.93639	148.12	51090.78
97	2016.03.14 00:00	sell	49	1.00	0.98291	1.03321	0.93291
98	2016.03.14 04:00	sell	50	2.00	0.98344	1.03374	0.93344
99	2016.03.14 08:00	sell	51	3.00	0.98487	1.03517	0.93487
100	2016.03.14 16:01	close	49	1.00	0.98585	1.03321	0.93291	-298.22	50792.56
101	2016.03.14 16:01	close	50	2.00	0.98585	1.03374	0.93344	-488.92	50303.64
102	2016.03.14 16:01	close	51	3.00	0.98585	1.03517	0.93487	-298.22	50005.42
103	2016.03.15 00:00	sell	52	1.00	0.98703	1.03733	0.93703
104	2016.03.15 01:13	close	52	1.00	0.98673	1.03733	0.93703	30.40	50035.82
105	2016.03.16 16:00	buy	53	1.00	0.98816	0.93786	1.03816
106	2016.03.16 16:02	close	53	1.00	0.98852	0.93786	1.03816	36.42	50072.24
107	2016.03.18 12:00	sell	54	1.00	0.96787	1.01817	0.91787
108	2016.03.18 12:05	close	54	1.00	0.96772	1.01817	0.91787	15.50	50087.74
109	2016.03.18 16:00	sell	55	1.00	0.96811	1.01841	0.91811
110	2016.03.18 16:25	close	55	1.00	0.96809	1.01841	0.91811	2.07	50089.81
111	2016.03.21 00:00	sell	56	1.00	0.96976	1.02006	0.91976
112	2016.03.21 00:15	close	56	1.00	0.96932	1.02006	0.91976	45.39	50135.20
113	2016.03.21 04:00	sell	57	1.00	0.96950	1.01980	0.91950
114	2016.03.21 08:00	sell	58	2.00	0.97110	1.02140	0.92110
115	2016.03.21 09:27	close	57	1.00	0.97015	1.01980	0.91950	-67.00	50068.20
116	2016.03.21 09:27	close	58	2.00	0.97013	1.02140	0.92110	199.97	50268.17
117	2016.03.22 00:00	sell	59	1.00	0.97074	1.02104	0.92074
118	2016.03.22 03:18	close	59	1.00	0.96935	1.02104	0.92074	143.40	50411.57
119	2016.03.23 16:00	buy	60	1.00	0.97346	0.92316	1.02346
120	2016.03.23 16:18	close	60	1.00	0.97428	0.92316	1.02346	84.16	50495.73
121	2016.03.28 08:00	buy	61	1.00	0.97684	0.92654	1.02684
122	2016.03.28 11:18	close	61	1.00	0.97734	0.92654	1.02684	51.16	50546.89
123	2016.03.29 08:00	sell	62	1.00	0.97567	1.02597	0.92567
124	2016.03.29 09:16	close	62	1.00	0.97438	1.02597	0.92567	132.39	50679.28
125	2016.03.29 12:00	sell	63	1.00	0.97486	1.02516	0.92486
126	2016.03.29 12:04	close	63	1.00	0.97444	1.02516	0.92486	43.10	50722.38
127	2016.03.30 20:00	sell	64	1.00	0.96436	1.01466	0.91436
128	2016.03.31 00:00	sell	65	2.00	0.96509	1.01539	0.91509
129	2016.03.31 04:00	sell	66	3.00	0.96579	1.01609	0.91579
130	2016.03.31 06:49	close	64	1.00	0.96486	1.01466	0.91436	-58.79	50663.59
131	2016.03.31 06:49	close	65	2.00	0.96486	1.01539	0.91509	47.68	50711.27
132	2016.03.31 06:49	close	66	3.00	0.96485	1.01609	0.91579	292.27	51003.54