Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		5 Minutes (M5) 2009.06.01 00:00 - 2009.06.30 23:55 (2009.06.01 - 2009.07.01)
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=7; BarsBack2=92;
Bars in test	7288	Ticks modelled	1758540	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	8736.72	Gross profit	13365.63	Gross loss	-4628.90
Profit factor	2.89	Expected payoff	436.84
Absolute drawdown	863.36	Maximal drawdown	2377.41 (14.15%)	Relative drawdown	15.90% (2195.13)
Total trades	20	Short positions (won %)	10 (60.00%)	Long positions (won %)	10 (70.00%)
		Profit trades (% of total)	13 (65.00%)	Loss trades (% of total)	7 (35.00%)
Largest		profit trade	2148.04	loss trade	-808.06
Average		profit trade	1028.13	loss trade	-661.27
Maximum		consecutive wins (profit in money)	5 (4225.98)	consecutive losses (loss in money)	2 (-1578.90)
Maximal		consecutive profit (count of wins)	4225.98 (5)	consecutive loss (count of losses)	-1578.90 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.06.01 04:05	sell	1	0.50	1.62253	0.00000	0.00000
2	2009.06.01 04:10	modify	1	0.50	1.62253	1.63253	0.00000
3	2009.06.01 04:10	modify	1	0.50	1.62253	1.63253	1.57253
4	2009.06.01 09:25	s/l	1	0.50	1.63253	1.63253	1.57253	-500.00	9500.00
5	2009.06.02 09:00	buy	2	0.48	1.63989	0.00000	0.00000
6	2009.06.02 09:05	modify	2	0.48	1.63989	1.62989	0.00000
7	2009.06.02 09:05	modify	2	0.48	1.63989	1.62989	1.68989
8	2009.06.02 17:25	close	2	0.48	1.65440	1.62989	1.68989	696.48	10196.48
9	2009.06.03 07:10	sell	3	0.51	1.66138	0.00000	0.00000
10	2009.06.03 07:15	modify	3	0.51	1.66138	1.67138	0.00000
11	2009.06.03 07:15	modify	3	0.51	1.66138	1.67138	1.61138
12	2009.06.03 16:00	close	3	0.51	1.63956	1.67138	1.61138	1112.82	11309.30
13	2009.06.03 16:05	buy	4	0.57	1.64126	0.00000	0.00000
14	2009.06.03 16:10	modify	4	0.57	1.64126	1.63126	0.00000
15	2009.06.03 16:10	modify	4	0.57	1.64126	1.63126	1.69126
16	2009.06.03 18:46	s/l	4	0.57	1.63126	1.63126	1.69126	-570.00	10739.30
17	2009.06.04 10:35	sell	5	0.54	1.63944	0.00000	0.00000
18	2009.06.04 10:40	modify	5	0.54	1.63944	1.64944	0.00000
19	2009.06.04 10:40	modify	5	0.54	1.63944	1.64944	1.58944
20	2009.06.05 08:05	close	5	0.54	1.60987	1.64944	1.58944	1596.19	12335.49
21	2009.06.08 08:55	buy	6	0.62	1.58820	0.00000	0.00000
22	2009.06.08 09:00	modify	6	0.62	1.58820	1.57820	0.00000
23	2009.06.08 09:00	modify	6	0.62	1.58820	1.57820	1.63820
24	2009.06.08 20:15	close	6	0.62	1.60452	1.57820	1.63820	1011.84	13347.33
25	2009.06.09 09:45	sell	7	0.67	1.61480	0.00000	0.00000
26	2009.06.09 09:50	modify	7	0.67	1.61480	1.62480	0.00000
27	2009.06.09 09:50	modify	7	0.67	1.61480	1.62480	1.56480
28	2009.06.09 15:36	s/l	7	0.67	1.62480	1.62480	1.56480	-670.00	12677.33
29	2009.06.10 20:10	buy	8	0.63	1.62691	0.00000	0.00000
30	2009.06.10 20:15	modify	8	0.63	1.62691	1.61691	0.00000
31	2009.06.10 20:15	modify	8	0.63	1.62691	1.61691	1.67691
32	2009.06.11 03:55	close	8	0.63	1.63801	1.61691	1.67691	700.81	13378.14
33	2009.06.11 04:01	sell	9	0.67	1.63968	0.00000	0.00000
34	2009.06.11 04:05	modify	9	0.67	1.63968	1.64968	0.00000
35	2009.06.11 04:05	modify	9	0.67	1.63968	1.64968	1.58968
36	2009.06.11 15:52	s/l	9	0.67	1.64968	1.64968	1.58968	-670.00	12708.14
37	2009.06.12 12:05	buy	10	0.64	1.64454	0.00000	0.00000
38	2009.06.12 12:10	modify	10	0.64	1.64454	1.63454	0.00000
39	2009.06.12 12:10	modify	10	0.64	1.64454	1.63454	1.69454
40	2009.06.12 14:27	s/l	10	0.64	1.63454	1.63454	1.69454	-640.00	12068.14
41	2009.06.16 11:25	sell	11	0.60	1.64329	0.00000	0.00000
42	2009.06.16 11:30	modify	11	0.60	1.64329	1.65329	0.00000
43	2009.06.16 11:30	modify	11	0.60	1.64329	1.65329	1.59329
44	2009.06.17 02:05	close	11	0.60	1.63743	1.65329	1.59329	350.94	12419.08
45	2009.06.17 02:10	buy	12	0.62	1.63708	0.00000	0.00000
46	2009.06.17 02:15	modify	12	0.62	1.63708	1.62708	0.00000
47	2009.06.17 02:15	modify	12	0.62	1.63708	1.62708	1.68708
48	2009.06.17 08:50	close	12	0.62	1.64564	1.62708	1.68708	530.72	12949.80
49	2009.06.17 08:55	sell	13	0.65	1.64663	0.00000	0.00000
50	2009.06.17 09:00	modify	13	0.65	1.64663	1.65663	0.00000
51	2009.06.17 09:00	modify	13	0.65	1.64663	1.65663	1.59663
52	2009.06.17 11:50	close	13	0.65	1.62847	1.65663	1.59663	1180.40	14130.20
53	2009.06.17 11:55	buy	14	0.71	1.62856	0.00000	0.00000
54	2009.06.17 12:00	modify	14	0.71	1.62856	1.61856	0.00000
55	2009.06.17 12:00	modify	14	0.71	1.62856	1.61856	1.67856
56	2009.06.17 20:45	close	14	0.71	1.64140	1.61856	1.67856	911.64	15041.84
57	2009.06.17 20:50	sell	15	0.75	1.64237	0.00000	0.00000
58	2009.06.17 20:55	modify	15	0.75	1.64237	1.65237	0.00000
59	2009.06.17 20:55	modify	15	0.75	1.64237	1.65237	1.59237
60	2009.06.18 11:35	close	15	0.75	1.62564	1.65237	1.59237	1252.28	16294.11
61	2009.06.24 18:55	buy	16	0.81	1.64413	0.00000	0.00000
62	2009.06.24 19:00	modify	16	0.81	1.64413	1.63413	0.00000
63	2009.06.24 19:00	modify	16	0.81	1.64413	1.63413	1.69413
64	2009.06.25 09:20	s/l	16	0.81	1.63413	1.63413	1.69413	-808.06	15486.06
65	2009.06.25 20:00	sell	17	0.77	1.63706	0.00000	0.00000
66	2009.06.25 20:05	modify	17	0.77	1.63706	1.64706	0.00000
67	2009.06.25 20:05	modify	17	0.77	1.63706	1.64706	1.58706
68	2009.06.26 09:11	s/l	17	0.77	1.64706	1.64706	1.58706	-770.85	14715.21
69	2009.06.29 04:25	buy	18	0.74	1.64678	0.00000	0.00000
70	2009.06.29 04:30	modify	18	0.74	1.64678	1.63678	0.00000
71	2009.06.29 04:30	modify	18	0.74	1.64678	1.63678	1.69678
72	2009.06.30 09:00	close	18	0.74	1.67131	1.63678	1.69678	1815.81	16531.02
73	2009.06.30 09:05	sell	19	0.83	1.67242	0.00000	0.00000
74	2009.06.30 09:10	modify	19	0.83	1.67242	1.68242	0.00000
75	2009.06.30 09:10	modify	19	0.83	1.67242	1.68242	1.62242
76	2009.06.30 16:10	close	19	0.83	1.64654	1.68242	1.62242	2148.04	18679.06
77	2009.06.30 16:15	buy	20	0.93	1.64578	0.00000	0.00000
78	2009.06.30 16:20	modify	20	0.93	1.64578	1.63578	0.00000
79	2009.06.30 16:20	modify	20	0.93	1.64578	1.63578	1.69578
80	2009.06.30 23:59	close at stop	20	0.93	1.64640	1.63578	1.69578	57.66	18736.72