Channel Breakout With Filtering And Stop Loss and Stop Limits

For GS, daily chart of 2 years, March 2007 - March 2009, the best optimized set didn't generate a profit:
EnterLongNumDays:40, ExitLongNumDays:20, EnterShortNumDays:44, ExitShortNumDays:20, DoFilterLong:1, LongMaxTrin:0.5, LongMinTick:900, DoFilterShort:1, ShortMinTrin:1.8, ShortMaxTick:-800

Trying one more run with wider parameters to optimize: GS. 5 years
EnterLongNumDays:40, ExitLongNumDays:20, EnterShortNumDays:44, ExitShortNumDays:20,
DoFilterLong:1, LongMaxTrin:0.5, LongMinTick:1100, DoFilterShort:1, ShortMinTrin:1.6, ShortMaxTick:-1200

3/22/2004 - 3/20/2009