Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2010.04.01 00:00 - 2010.04.30 22:55 (2010.04.01 - 2010.05.01)
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=30; BarsBack2=55;
Bars in test	7274	Ticks modelled	691301	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	2987.63	Gross profit	5574.45	Gross loss	-2586.82
Profit factor	2.15	Expected payoff	72.87
Absolute drawdown	39.96	Maximal drawdown	1248.84 (9.40%)	Relative drawdown	9.40% (1248.84)
Total trades	41	Short positions (won %)	20 (60.00%)	Long positions (won %)	21 (90.48%)
		Profit trades (% of total)	31 (75.61%)	Loss trades (% of total)	10 (24.39%)
Largest		profit trade	620.82	loss trade	-609.36
Average		profit trade	179.82	loss trade	-258.68
Maximum		consecutive wins (profit in money)	9 (1746.42)	consecutive losses (loss in money)	2 (-881.75)
Maximal		consecutive profit (count of wins)	1746.42 (9)	consecutive loss (count of losses)	-881.75 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 02:35	buy	1	0.50	1.05114	0.00000	0.00000
2	2010.04.01 02:40	modify	1	0.50	1.05114	1.04114	0.00000
3	2010.04.01 02:40	modify	1	0.50	1.05114	1.04114	1.10114
4	2010.04.01 05:20	close	1	0.50	1.05338	1.04114	1.10114	106.32	10106.32
5	2010.04.01 05:25	sell	2	0.51	1.05334	0.00000	0.00000
6	2010.04.01 05:30	modify	2	0.51	1.05334	1.06334	0.00000
7	2010.04.01 05:30	modify	2	0.51	1.05334	1.06334	1.00334
8	2010.04.01 15:40	close	2	0.51	1.04985	1.06334	1.00334	169.54	10275.86
9	2010.04.01 15:45	buy	3	0.51	1.04940	0.00000	0.00000
10	2010.04.01 15:50	modify	3	0.51	1.04940	1.03940	0.00000
11	2010.04.01 15:50	modify	3	0.51	1.04940	1.03940	1.09940
12	2010.04.02 07:10	close	3	0.51	1.05625	1.03940	1.09940	330.70	10606.56
13	2010.04.02 07:15	sell	4	0.53	1.05625	0.00000	0.00000
14	2010.04.02 07:20	modify	4	0.53	1.05625	1.06625	0.00000
15	2010.04.02 07:20	modify	4	0.53	1.05625	1.06625	1.00625
16	2010.04.02 22:10	close	4	0.53	1.06177	1.06625	1.00625	-275.54	10331.02
17	2010.04.02 22:15	buy	5	0.52	1.06176	0.00000	0.00000
18	2010.04.02 22:20	modify	5	0.52	1.06176	1.05176	0.00000
19	2010.04.02 22:20	modify	5	0.52	1.06176	1.05176	1.11176
20	2010.04.05 09:05	close	5	0.52	1.06334	1.05176	1.11176	77.22	10408.24
21	2010.04.05 09:10	sell	6	0.52	1.06336	0.00000	0.00000
22	2010.04.05 09:15	modify	6	0.52	1.06336	1.07336	0.00000
23	2010.04.05 09:15	modify	6	0.52	1.06336	1.07336	1.01336
24	2010.04.05 16:20	close	6	0.52	1.05972	1.07336	1.01336	178.61	10586.85
25	2010.04.05 16:25	buy	7	0.53	1.05917	0.00000	0.00000
26	2010.04.05 16:30	modify	7	0.53	1.05917	1.04917	0.00000
27	2010.04.05 16:30	modify	7	0.53	1.05917	1.04917	1.10917
28	2010.04.06 03:40	close	7	0.53	1.06604	1.04917	1.10917	341.50	10928.35
29	2010.04.06 03:45	sell	8	0.55	1.06620	0.00000	0.00000
30	2010.04.06 03:50	modify	8	0.55	1.06620	1.07620	0.00000
31	2010.04.06 03:50	modify	8	0.55	1.06620	1.07620	1.01620
32	2010.04.06 21:50	close	8	0.55	1.06870	1.07620	1.01620	-128.66	10799.69
33	2010.04.06 21:55	buy	9	0.54	1.06852	0.00000	0.00000
34	2010.04.06 22:00	modify	9	0.54	1.06852	1.05852	0.00000
35	2010.04.06 22:00	modify	9	0.54	1.06852	1.05852	1.11852
36	2010.04.07 02:50	close	9	0.54	1.07025	1.05852	1.11852	87.24	10886.93
37	2010.04.07 02:55	sell	10	0.54	1.07043	0.00000	0.00000
38	2010.04.07 03:00	modify	10	0.54	1.07043	1.08043	0.00000
39	2010.04.07 03:00	modify	10	0.54	1.07043	1.08043	1.02043
40	2010.04.08 17:15	close	10	0.54	1.07291	1.08043	1.02043	-126.21	10760.73
41	2010.04.08 17:20	buy	11	0.54	1.07319	0.00000	0.00000
42	2010.04.08 17:25	modify	11	0.54	1.07319	1.06319	0.00000
43	2010.04.08 17:25	modify	11	0.54	1.07319	1.06319	1.12319
44	2010.04.09 15:35	close	11	0.54	1.07461	1.06319	1.12319	71.31	10832.03
45	2010.04.09 15:40	sell	12	0.54	1.07172	0.00000	0.00000
46	2010.04.09 15:45	modify	12	0.54	1.07172	1.08172	0.00000
47	2010.04.09 15:45	modify	12	0.54	1.07172	1.08172	1.02172
48	2010.04.12 00:50	close	12	0.54	1.05953	1.08172	1.02172	620.82	11452.85
49	2010.04.12 00:55	buy	13	0.57	1.05947	0.00000	0.00000
50	2010.04.12 01:00	modify	13	0.57	1.05947	1.04947	0.00000
51	2010.04.12 01:00	modify	13	0.57	1.05947	1.04947	1.10947
52	2010.04.12 09:40	close	13	0.57	1.06014	1.04947	1.10947	36.02	11488.87
53	2010.04.12 09:45	sell	14	0.57	1.06020	0.00000	0.00000
54	2010.04.12 09:50	modify	14	0.57	1.06020	1.07020	0.00000
55	2010.04.12 09:50	modify	14	0.57	1.06020	1.07020	1.01020
56	2010.04.12 16:10	close	14	0.57	1.05829	1.07020	1.01020	102.87	11591.74
57	2010.04.12 16:15	buy	15	0.58	1.05888	0.00000	0.00000
58	2010.04.12 16:20	modify	15	0.58	1.05888	1.04888	0.00000
59	2010.04.12 16:20	modify	15	0.58	1.05888	1.04888	1.10888
60	2010.04.12 19:20	close	15	0.58	1.05972	1.04888	1.10888	45.97	11637.71
61	2010.04.12 19:25	sell	16	0.58	1.05965	0.00000	0.00000
62	2010.04.12 19:30	modify	16	0.58	1.05965	1.06965	0.00000
63	2010.04.12 19:30	modify	16	0.58	1.05965	1.06965	1.00965
64	2010.04.14 03:45	close	16	0.58	1.05162	1.06965	1.00965	441.89	12079.60
65	2010.04.14 03:50	buy	17	0.60	1.05167	0.00000	0.00000
66	2010.04.14 03:55	modify	17	0.60	1.05167	1.04167	0.00000
67	2010.04.14 03:55	modify	17	0.60	1.05167	1.04167	1.10167
68	2010.04.14 10:15	close	17	0.60	1.05356	1.04167	1.10167	107.64	12187.24
69	2010.04.14 10:20	sell	18	0.61	1.05284	0.00000	0.00000
70	2010.04.14 10:25	modify	18	0.61	1.05284	1.06284	0.00000
71	2010.04.14 10:25	modify	18	0.61	1.05284	1.06284	1.00284
72	2010.04.14 18:10	close	18	0.61	1.05110	1.06284	1.00284	100.98	12288.22
73	2010.04.14 18:15	buy	19	0.61	1.05139	0.00000	0.00000
74	2010.04.14 18:20	modify	19	0.61	1.05139	1.04139	0.00000
75	2010.04.14 18:20	modify	19	0.61	1.05139	1.04139	1.10139
76	2010.04.15 10:05	close	19	0.61	1.05518	1.04139	1.10139	218.93	12507.15
77	2010.04.15 10:10	sell	20	0.63	1.05585	0.00000	0.00000
78	2010.04.15 10:15	modify	20	0.63	1.05585	1.06585	0.00000
79	2010.04.15 10:15	modify	20	0.63	1.05585	1.06585	1.00585
80	2010.04.15 17:20	close	20	0.63	1.05731	1.06585	1.00585	-86.99	12420.16
81	2010.04.15 17:25	buy	21	0.62	1.05716	0.00000	0.00000
82	2010.04.15 17:30	modify	21	0.62	1.05716	1.04716	0.00000
83	2010.04.15 17:30	modify	21	0.62	1.05716	1.04716	1.10716
84	2010.04.16 02:40	close	21	0.62	1.05859	1.04716	1.10716	83.69	12503.85
85	2010.04.16 02:45	sell	22	0.63	1.05860	0.00000	0.00000
86	2010.04.16 02:50	modify	22	0.63	1.05860	1.06860	0.00000
87	2010.04.16 02:50	modify	22	0.63	1.05860	1.06860	1.00860
88	2010.04.16 11:35	close	22	0.63	1.05775	1.06860	1.00860	50.63	12554.48
89	2010.04.16 11:40	buy	23	0.63	1.05771	0.00000	0.00000
90	2010.04.16 11:45	modify	23	0.63	1.05771	1.04771	0.00000
91	2010.04.16 11:45	modify	23	0.63	1.05771	1.04771	1.10771
92	2010.04.16 15:45	close	23	0.63	1.06153	1.04771	1.10771	226.71	12781.19
93	2010.04.16 15:50	sell	24	0.64	1.06175	0.00000	0.00000
94	2010.04.16 15:55	modify	24	0.64	1.06175	1.07175	0.00000
95	2010.04.16 15:55	modify	24	0.64	1.06175	1.07175	1.01175
96	2010.04.19 17:20	close	24	0.64	1.06434	1.07175	1.01175	-156.29	12624.90
97	2010.04.19 17:25	buy	25	0.63	1.06390	0.00000	0.00000
98	2010.04.19 17:30	modify	25	0.63	1.06390	1.05390	0.00000
99	2010.04.19 17:30	modify	25	0.63	1.06390	1.05390	1.11390
100	2010.04.20 09:00	close	25	0.63	1.06516	1.05390	1.11390	74.46	12699.36
101	2010.04.20 09:05	sell	26	0.63	1.06491	0.00000	0.00000
102	2010.04.20 09:10	modify	26	0.63	1.06491	1.07491	0.00000
103	2010.04.20 09:10	modify	26	0.63	1.06491	1.07491	1.01491
104	2010.04.20 11:50	close	26	0.63	1.06176	1.07491	1.01491	186.91	12886.27
105	2010.04.20 11:55	buy	27	0.64	1.06198	0.00000	0.00000
106	2010.04.20 12:00	modify	27	0.64	1.06198	1.05198	0.00000
107	2010.04.20 12:00	modify	27	0.64	1.06198	1.05198	1.11198
108	2010.04.20 16:45	close	27	0.64	1.06546	1.05198	1.11198	209.04	13095.31
109	2010.04.20 16:50	sell	28	0.65	1.06531	0.00000	0.00000
110	2010.04.20 16:55	modify	28	0.65	1.06531	1.07531	0.00000
111	2010.04.20 16:55	modify	28	0.65	1.06531	1.07531	1.01531
112	2010.04.22 09:30	close	28	0.65	1.06855	1.07531	1.01531	-199.31	12896.00
113	2010.04.22 09:35	buy	29	0.64	1.06839	0.00000	0.00000
114	2010.04.22 09:40	modify	29	0.64	1.06839	1.05839	0.00000
115	2010.04.22 09:40	modify	29	0.64	1.06839	1.05839	1.11839
116	2010.04.22 12:35	close	29	0.64	1.07382	1.05839	1.11839	323.63	13219.63
117	2010.04.22 12:40	sell	30	0.66	1.07408	0.00000	0.00000
118	2010.04.22 12:45	modify	30	0.66	1.07408	1.08408	0.00000
119	2010.04.22 12:45	modify	30	0.66	1.07408	1.08408	1.02408
120	2010.04.23 01:07	s/l	30	0.66	1.08408	1.08408	1.02408	-609.36	12610.26
121	2010.04.23 08:05	buy	31	0.63	1.08247	0.00000	0.00000
122	2010.04.23 08:10	modify	31	0.63	1.08247	1.07247	0.00000
123	2010.04.23 08:10	modify	31	0.63	1.08247	1.07247	1.13247
124	2010.04.23 15:55	close	31	0.63	1.07781	1.07247	1.13247	-272.39	12337.87
125	2010.04.26 12:00	sell	32	0.62	1.07765	0.00000	0.00000
126	2010.04.26 12:05	modify	32	0.62	1.07765	1.08765	0.00000
127	2010.04.26 12:05	modify	32	0.62	1.07765	1.08765	1.02765
128	2010.04.26 22:50	close	32	0.62	1.07310	1.08765	1.02765	262.88	12600.75
129	2010.04.26 22:55	buy	33	0.63	1.07298	0.00000	0.00000
130	2010.04.26 23:00	modify	33	0.63	1.07298	1.06298	0.00000
131	2010.04.26 23:00	modify	33	0.63	1.07298	1.06298	1.12298
132	2010.04.27 10:35	close	33	0.63	1.07494	1.06298	1.12298	114.81	12715.56
133	2010.04.27 10:40	sell	34	0.64	1.07501	0.00000	0.00000
134	2010.04.27 10:45	modify	34	0.64	1.07501	1.08501	0.00000
135	2010.04.27 10:45	modify	34	0.64	1.07501	1.08501	1.02501
136	2010.04.27 20:50	s/l	34	0.64	1.08501	1.08501	1.02501	-589.85	12125.71
137	2010.04.28 04:25	buy	35	0.61	1.08562	0.00000	0.00000
138	2010.04.28 04:30	modify	35	0.61	1.08562	1.07562	0.00000
139	2010.04.28 04:30	modify	35	0.61	1.08562	1.07562	1.13562
140	2010.04.28 11:10	close	35	0.61	1.08757	1.07562	1.13562	109.37	12235.08
141	2010.04.28 11:15	sell	36	0.61	1.08852	0.00000	0.00000
142	2010.04.28 11:20	modify	36	0.61	1.08852	1.09852	0.00000
143	2010.04.28 11:20	modify	36	0.61	1.08852	1.09852	1.03852
144	2010.04.28 14:05	close	36	0.61	1.08567	1.09852	1.03852	160.13	12395.21
145	2010.04.28 14:10	buy	37	0.62	1.08348	0.00000	0.00000
146	2010.04.28 14:15	modify	37	0.62	1.08348	1.07348	0.00000
147	2010.04.28 14:15	modify	37	0.62	1.08348	1.07348	1.13348
148	2010.04.28 18:35	close	37	0.62	1.08983	1.07348	1.13348	361.25	12756.46
149	2010.04.28 18:40	sell	38	0.64	1.09009	0.00000	0.00000
150	2010.04.28 18:45	modify	38	0.64	1.09009	1.10009	0.00000
151	2010.04.28 18:45	modify	38	0.64	1.09009	1.10009	1.04009
152	2010.04.29 06:20	close	38	0.64	1.08566	1.10009	1.04009	259.51	13015.97
153	2010.04.29 06:25	buy	39	0.65	1.08554	0.00000	0.00000
154	2010.04.29 06:30	modify	39	0.65	1.08554	1.07554	0.00000
155	2010.04.29 06:30	modify	39	0.65	1.08554	1.07554	1.13554
156	2010.04.29 16:35	close	39	0.65	1.08317	1.07554	1.13554	-142.22	12873.75
157	2010.04.29 23:25	sell	40	0.64	1.08318	0.00000	0.00000
158	2010.04.29 23:30	modify	40	0.64	1.08318	1.09318	0.00000
159	2010.04.29 23:30	modify	40	0.64	1.08318	1.09318	1.03318
160	2010.04.30 01:50	close	40	0.64	1.08229	1.09318	1.03318	52.08	12925.83
161	2010.04.30 01:55	buy	41	0.65	1.08224	0.00000	0.00000
162	2010.04.30 02:00	modify	41	0.65	1.08224	1.07224	0.00000
163	2010.04.30 02:00	modify	41	0.65	1.08224	1.07224	1.13224
164	2010.04.30 04:45	close	41	0.65	1.08327	1.07224	1.13224	61.80	12987.63