Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		5 Minutes (M5) 2010.03.01 00:00 - 2010.03.31 23:55 (2010.03.01 - 2010.04.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MajicNumber=1; LotsPercent=5; MaxSpread=25; MaxSlippage=25; MaxDrawDown=50; BarsBack1=27; BarsBack2=33;
Bars in test	4994	Ticks modelled	619367	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	7317.61	Gross profit	9159.77	Gross loss	-1842.15
Profit factor	4.97	Expected payoff	197.77
Absolute drawdown	635.36	Maximal drawdown	1177.28 (6.91%)	Relative drawdown	7.99% (812.86)
Total trades	37	Short positions (won %)	18 (77.78%)	Long positions (won %)	19 (78.95%)
		Profit trades (% of total)	29 (78.38%)	Loss trades (% of total)	8 (21.62%)
Largest		profit trade	1810.52	loss trade	-850.00
Average		profit trade	315.85	loss trade	-230.27
Maximum		consecutive wins (profit in money)	11 (5109.66)	consecutive losses (loss in money)	2 (-912.45)
Maximal		consecutive profit (count of wins)	5109.66 (11)	consecutive loss (count of losses)	-912.45 (2)
Average		consecutive wins	5	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 00:30	buy	1	0.50	1.51672	0.00000	0.00000
2	2010.03.01 00:35	modify	1	0.50	1.51672	1.50672	0.00000
3	2010.03.01 00:35	modify	1	0.50	1.51672	1.50672	1.56672
4	2010.03.01 11:23	s/l	1	0.50	1.50672	1.50672	1.56672	-500.00	9500.00
5	2010.03.02 13:20	sell	2	0.48	1.49644	0.00000	0.00000
6	2010.03.02 13:25	modify	2	0.48	1.49644	1.50644	0.00000
7	2010.03.02 13:25	modify	2	0.48	1.49644	1.50644	1.44644
8	2010.03.02 17:10	close	2	0.48	1.49151	1.50644	1.44644	236.64	9736.64
9	2010.03.02 17:15	buy	3	0.49	1.49199	0.00000	0.00000
10	2010.03.02 17:20	modify	3	0.49	1.49199	1.48199	0.00000
11	2010.03.02 17:20	modify	3	0.49	1.49199	1.48199	1.54199
12	2010.03.03 01:50	close	3	0.49	1.50336	1.48199	1.54199	557.08	10293.72
13	2010.03.03 01:55	sell	4	0.51	1.50409	0.00000	0.00000
14	2010.03.03 02:00	modify	4	0.51	1.50409	1.51409	0.00000
15	2010.03.03 02:00	modify	4	0.51	1.50409	1.51409	1.45409
16	2010.03.03 08:15	close	4	0.51	1.50138	1.51409	1.45409	138.21	10431.93
17	2010.03.03 08:20	buy	5	0.52	1.49952	0.00000	0.00000
18	2010.03.03 08:25	modify	5	0.52	1.49952	1.48952	0.00000
19	2010.03.03 08:25	modify	5	0.52	1.49952	1.48952	1.54952
20	2010.03.03 11:20	close	5	0.52	1.50251	1.48952	1.54952	155.48	10587.41
21	2010.03.03 18:30	sell	6	0.53	1.51128	0.00000	0.00000
22	2010.03.03 18:35	modify	6	0.53	1.51128	1.52128	0.00000
23	2010.03.03 18:35	modify	6	0.53	1.51128	1.52128	1.46128
24	2010.03.03 21:35	close	6	0.53	1.51017	1.52128	1.46128	58.83	10646.24
25	2010.03.03 21:40	buy	7	0.53	1.51041	0.00000	0.00000
26	2010.03.03 21:45	modify	7	0.53	1.51041	1.50041	0.00000
27	2010.03.03 21:45	modify	7	0.53	1.51041	1.50041	1.56041
28	2010.03.04 11:55	close	7	0.53	1.50820	1.50041	1.56041	-117.29	10528.95
29	2010.03.04 12:00	sell	8	0.53	1.50805	0.00000	0.00000
30	2010.03.04 12:05	modify	8	0.53	1.50805	1.51805	0.00000
31	2010.03.04 12:05	modify	8	0.53	1.50805	1.51805	1.45805
32	2010.03.05 07:50	close	8	0.53	1.50280	1.51805	1.45805	277.08	10806.04
33	2010.03.05 07:55	buy	9	0.54	1.50283	0.00000	0.00000
34	2010.03.05 08:00	modify	9	0.54	1.50283	1.49283	0.00000
35	2010.03.05 08:00	modify	9	0.54	1.50283	1.49283	1.55283
36	2010.03.05 17:45	close	9	0.54	1.51250	1.49283	1.55283	522.18	11328.22
37	2010.03.05 17:50	sell	10	0.57	1.51262	0.00000	0.00000
38	2010.03.05 17:55	modify	10	0.57	1.51262	1.52262	0.00000
39	2010.03.05 17:55	modify	10	0.57	1.51262	1.52262	1.46262
40	2010.03.08 12:20	close	10	0.57	1.51458	1.52262	1.46262	-112.97	11215.24
41	2010.03.08 12:25	buy	11	0.56	1.51354	0.00000	0.00000
42	2010.03.08 12:30	modify	11	0.56	1.51354	1.50354	0.00000
43	2010.03.08 12:30	modify	11	0.56	1.51354	1.50354	1.56354
44	2010.03.08 15:55	close	11	0.56	1.51416	1.50354	1.56354	34.72	11249.96
45	2010.03.09 05:45	sell	12	0.56	1.50132	0.00000	0.00000
46	2010.03.09 05:50	modify	12	0.56	1.50132	1.51132	0.00000
47	2010.03.09 05:50	modify	12	0.56	1.50132	1.51132	1.45132
48	2010.03.09 11:25	close	12	0.56	1.49589	1.51132	1.45132	304.08	11554.04
49	2010.03.09 11:30	buy	13	0.58	1.49558	0.00000	0.00000
50	2010.03.09 11:35	modify	13	0.58	1.49558	1.48558	0.00000
51	2010.03.09 11:35	modify	13	0.58	1.49558	1.48558	1.54558
52	2010.03.09 16:45	close	13	0.58	1.49906	1.48558	1.54558	201.84	11755.88
53	2010.03.09 16:50	sell	14	0.59	1.49826	0.00000	0.00000
54	2010.03.09 16:55	modify	14	0.59	1.49826	1.50826	0.00000
55	2010.03.09 16:55	modify	14	0.59	1.49826	1.50826	1.44826
56	2010.03.10 02:50	close	14	0.59	1.49725	1.50826	1.44826	58.29	11814.17
57	2010.03.10 02:55	buy	15	0.59	1.49685	0.00000	0.00000
58	2010.03.10 03:00	modify	15	0.59	1.49685	1.48685	0.00000
59	2010.03.10 03:00	modify	15	0.59	1.49685	1.48685	1.54685
60	2010.03.11 06:45	close	15	0.59	1.49784	1.48685	1.54685	58.23	11872.41
61	2010.03.11 06:50	sell	16	0.59	1.49783	0.00000	0.00000
62	2010.03.11 06:55	modify	16	0.59	1.49783	1.50783	0.00000
63	2010.03.11 06:55	modify	16	0.59	1.49783	1.50783	1.44783
64	2010.03.11 15:45	close	16	0.59	1.50092	1.50783	1.44783	-182.31	11690.10
65	2010.03.11 15:50	buy	17	0.58	1.50057	0.00000	0.00000
66	2010.03.11 15:55	modify	17	0.58	1.50057	1.49057	0.00000
67	2010.03.11 15:55	modify	17	0.58	1.50057	1.49057	1.55057
68	2010.03.11 17:45	close	17	0.58	1.50428	1.49057	1.55057	215.18	11905.28
69	2010.03.11 17:50	sell	18	0.60	1.50467	0.00000	0.00000
70	2010.03.11 17:55	modify	18	0.60	1.50467	1.51467	0.00000
71	2010.03.11 17:55	modify	18	0.60	1.50467	1.51467	1.45467
72	2010.03.12 03:05	close	18	0.60	1.50489	1.51467	1.45467	-14.52	11890.76
73	2010.03.12 03:10	buy	19	0.59	1.50497	0.00000	0.00000
74	2010.03.12 03:15	modify	19	0.59	1.50497	1.49497	0.00000
75	2010.03.12 03:15	modify	19	0.59	1.50497	1.49497	1.55497
76	2010.03.12 10:30	close	19	0.59	1.51330	1.49497	1.55497	491.47	12382.23
77	2010.03.12 10:35	sell	20	0.62	1.51227	0.00000	0.00000
78	2010.03.12 10:40	modify	20	0.62	1.51227	1.52227	0.00000
79	2010.03.12 10:40	modify	20	0.62	1.51227	1.52227	1.46227
80	2010.03.26 00:30	close	20	0.62	1.48276	1.52227	1.46227	1810.52	14192.75
81	2010.03.26 00:35	buy	21	0.71	1.48293	0.00000	0.00000
82	2010.03.26 00:40	modify	21	0.71	1.48293	1.47293	0.00000
83	2010.03.26 00:40	modify	21	0.71	1.48293	1.47293	1.53293
84	2010.03.26 04:15	close	21	0.71	1.48744	1.47293	1.53293	320.21	14512.96
85	2010.03.26 04:20	sell	22	0.73	1.48724	0.00000	0.00000
86	2010.03.26 04:25	modify	22	0.73	1.48724	1.49724	0.00000
87	2010.03.26 04:25	modify	22	0.73	1.48724	1.49724	1.43724
88	2010.03.26 08:55	close	22	0.73	1.48310	1.49724	1.43724	302.22	14815.18
89	2010.03.26 09:00	buy	23	0.74	1.48270	0.00000	0.00000
90	2010.03.26 09:05	modify	23	0.74	1.48270	1.47270	0.00000
91	2010.03.26 09:05	modify	23	0.74	1.48270	1.47270	1.53270
92	2010.03.26 16:25	close	23	0.74	1.49132	1.47270	1.53270	637.88	15453.06
93	2010.03.26 16:30	sell	24	0.77	1.49105	0.00000	0.00000
94	2010.03.26 16:35	modify	24	0.77	1.49105	1.50105	0.00000
95	2010.03.26 16:35	modify	24	0.77	1.49105	1.50105	1.44105
96	2010.03.26 18:45	close	24	0.77	1.48768	1.50105	1.44105	259.49	15712.55
97	2010.03.26 18:50	buy	25	0.79	1.48760	0.00000	0.00000
98	2010.03.26 18:55	modify	25	0.79	1.48760	1.47760	0.00000
99	2010.03.26 18:55	modify	25	0.79	1.48760	1.47760	1.53760
100	2010.03.29 00:05	close	25	0.79	1.49557	1.47760	1.53760	629.55	16342.10
101	2010.03.29 00:10	sell	26	0.82	1.49518	0.00000	0.00000
102	2010.03.29 00:15	modify	26	0.82	1.49518	1.50518	0.00000
103	2010.03.29 00:15	modify	26	0.82	1.49518	1.50518	1.44518
104	2010.03.29 04:20	close	26	0.82	1.49119	1.50518	1.44518	327.18	16669.28
105	2010.03.29 12:55	buy	27	0.83	1.49756	0.00000	0.00000
106	2010.03.29 13:00	modify	27	0.83	1.49756	1.48756	0.00000
107	2010.03.29 13:00	modify	27	0.83	1.49756	1.48756	1.54756
108	2010.03.29 22:15	close	27	0.83	1.49806	1.48756	1.54756	41.50	16710.78
109	2010.03.29 22:50	sell	28	0.84	1.49843	0.00000	0.00000
110	2010.03.29 22:55	modify	28	0.84	1.49843	1.50843	0.00000
111	2010.03.29 22:55	modify	28	0.84	1.49843	1.50843	1.44843
112	2010.03.30 01:00	close	28	0.84	1.49802	1.50843	1.44843	32.59	16743.37
113	2010.03.30 01:05	buy	29	0.84	1.49804	0.00000	0.00000
114	2010.03.30 01:10	modify	29	0.84	1.49804	1.48804	0.00000
115	2010.03.30 01:10	modify	29	0.84	1.49804	1.48804	1.54804
116	2010.03.30 07:45	close	29	0.84	1.50110	1.48804	1.54804	257.04	17000.41
117	2010.03.30 07:50	sell	30	0.85	1.50096	0.00000	0.00000
118	2010.03.30 07:55	modify	30	0.85	1.50096	1.51096	0.00000
119	2010.03.30 07:55	modify	30	0.85	1.50096	1.51096	1.45096
120	2010.03.30 14:59	s/l	30	0.85	1.51096	1.51096	1.45096	-850.00	16150.41
121	2010.03.30 19:55	buy	31	0.81	1.50754	0.00000	0.00000
122	2010.03.30 20:00	modify	31	0.81	1.50754	1.49754	0.00000
123	2010.03.30 20:00	modify	31	0.81	1.50754	1.49754	1.55754
124	2010.03.31 00:15	close	31	0.81	1.50677	1.49754	1.55754	-62.45	16087.96
125	2010.03.31 02:35	sell	32	0.80	1.50783	0.00000	0.00000
126	2010.03.31 02:40	modify	32	0.80	1.50783	1.51783	0.00000
127	2010.03.31 02:40	modify	32	0.80	1.50783	1.51783	1.45783
128	2010.03.31 04:25	close	32	0.80	1.50718	1.51783	1.45783	52.00	16139.96
129	2010.03.31 04:30	buy	33	0.81	1.50755	0.00000	0.00000
130	2010.03.31 04:35	modify	33	0.81	1.50755	1.49755	0.00000
131	2010.03.31 04:35	modify	33	0.81	1.50755	1.49755	1.55755
132	2010.03.31 11:25	close	33	0.81	1.51539	1.49755	1.55755	635.04	16775.00
133	2010.03.31 11:30	sell	34	0.84	1.51474	0.00000	0.00000
134	2010.03.31 11:35	modify	34	0.84	1.51474	1.52474	0.00000
135	2010.03.31 11:35	modify	34	0.84	1.51474	1.52474	1.46474
136	2010.03.31 16:40	close	34	0.84	1.51462	1.52474	1.46474	10.08	16785.08
137	2010.03.31 16:45	buy	35	0.84	1.51316	0.00000	0.00000
138	2010.03.31 16:50	modify	35	0.84	1.51316	1.50316	0.00000
139	2010.03.31 16:50	modify	35	0.84	1.51316	1.50316	1.56316
140	2010.03.31 18:25	close	35	0.84	1.51864	1.50316	1.56316	460.32	17245.40
141	2010.03.31 18:30	sell	36	0.86	1.51926	0.00000	0.00000
142	2010.03.31 18:35	modify	36	0.86	1.51926	1.52926	0.00000
143	2010.03.31 18:35	modify	36	0.86	1.51926	1.52926	1.46926
144	2010.03.31 21:55	close	36	0.86	1.51839	1.52926	1.46926	74.82	17320.22
145	2010.03.31 22:00	buy	37	0.87	1.51772	0.00000	0.00000
146	2010.03.31 22:05	modify	37	0.87	1.51772	1.50772	0.00000
147	2010.03.31 22:05	modify	37	0.87	1.51772	1.50772	1.56772
148	2010.03.31 23:59	close at stop	37	0.87	1.51769	1.50772	1.56772	-2.61	17317.61