Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2009.08.03 00:00 - 2009.08.31 23:55 (2009.08.01 - 2009.09.01)
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=26; BarsBack2=112;
Bars in test	7001	Ticks modelled	942427	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3893.12	Gross profit	4650.93	Gross loss	-757.81
Profit factor	6.14	Expected payoff	121.66
Absolute drawdown	200.48	Maximal drawdown	609.10 (5.33%)	Relative drawdown	5.33% (609.10)
Total trades	32	Short positions (won %)	16 (75.00%)	Long positions (won %)	16 (75.00%)
		Profit trades (% of total)	24 (75.00%)	Loss trades (% of total)	8 (25.00%)
Largest		profit trade	623.39	loss trade	-208.19
Average		profit trade	193.79	loss trade	-94.73
Maximum		consecutive wins (profit in money)	9 (1724.16)	consecutive losses (loss in money)	2 (-79.36)
Maximal		consecutive profit (count of wins)	1724.16 (9)	consecutive loss (count of losses)	-208.19 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 05:00	sell	1	0.50	1.07084	0.00000	0.00000
2	2009.08.03 05:05	modify	1	0.50	1.07084	1.08084	0.00000
3	2009.08.03 05:05	modify	1	0.50	1.07084	1.08084	1.02084
4	2009.08.03 13:40	close	1	0.50	1.06587	1.08084	1.02084	233.14	10233.14
5	2009.08.03 13:45	buy	2	0.51	1.06516	0.00000	0.00000
6	2009.08.03 13:50	modify	2	0.51	1.06516	1.05516	0.00000
7	2009.08.03 13:50	modify	2	0.51	1.06516	1.05516	1.11516
8	2009.08.04 07:00	close	2	0.51	1.06168	1.05516	1.11516	-167.12	10066.02
9	2009.08.04 07:05	sell	3	0.50	1.06160	0.00000	0.00000
10	2009.08.04 07:10	modify	3	0.50	1.06160	1.07160	0.00000
11	2009.08.04 07:10	modify	3	0.50	1.06160	1.07160	1.01160
12	2009.08.05 05:55	close	3	0.50	1.05963	1.07160	1.01160	92.54	10158.56
13	2009.08.05 19:45	buy	4	0.51	1.06095	0.00000	0.00000
14	2009.08.05 19:50	modify	4	0.51	1.06095	1.05095	0.00000
15	2009.08.05 19:50	modify	4	0.51	1.06095	1.05095	1.11095
16	2009.08.06 05:45	close	4	0.51	1.06242	1.05095	1.11095	70.71	10229.27
17	2009.08.06 05:50	sell	5	0.51	1.06210	0.00000	0.00000
18	2009.08.06 05:55	modify	5	0.51	1.06210	1.07210	0.00000
19	2009.08.06 05:55	modify	5	0.51	1.06210	1.07210	1.01210
20	2009.08.07 01:55	close	5	0.51	1.06440	1.07210	1.01210	-110.63	10118.64
21	2009.08.07 02:05	buy	6	0.51	1.06427	0.00000	0.00000
22	2009.08.07 02:10	modify	6	0.51	1.06427	1.05427	0.00000
23	2009.08.07 02:10	modify	6	0.51	1.06427	1.05427	1.11427
24	2009.08.07 16:40	close	6	0.51	1.07744	1.05427	1.11427	623.39	10742.03
25	2009.08.07 16:45	sell	7	0.54	1.07978	0.00000	0.00000
26	2009.08.07 16:50	modify	7	0.54	1.07978	1.08978	0.00000
27	2009.08.07 16:50	modify	7	0.54	1.07978	1.08978	1.02978
28	2009.08.10 05:20	close	7	0.54	1.08122	1.08978	1.02978	-72.37	10669.66
29	2009.08.10 07:45	buy	8	0.53	1.08087	0.00000	0.00000
30	2009.08.10 07:50	modify	8	0.53	1.08087	1.07087	0.00000
31	2009.08.10 07:50	modify	8	0.53	1.08087	1.07087	1.13087
32	2009.08.10 17:45	close	8	0.53	1.08502	1.07087	1.13087	202.72	10872.38
33	2009.08.10 17:50	sell	9	0.54	1.08536	0.00000	0.00000
34	2009.08.10 17:55	modify	9	0.54	1.08536	1.09536	0.00000
35	2009.08.10 17:55	modify	9	0.54	1.08536	1.09536	1.03536
36	2009.08.11 03:35	close	9	0.54	1.08452	1.09536	1.03536	41.37	10913.75
37	2009.08.11 03:40	buy	10	0.55	1.08445	0.00000	0.00000
38	2009.08.11 03:45	modify	10	0.55	1.08445	1.07445	0.00000
39	2009.08.11 03:45	modify	10	0.55	1.08445	1.07445	1.13445
40	2009.08.12 05:45	close	10	0.55	1.08218	1.07445	1.13445	-115.32	10798.43
41	2009.08.14 05:50	sell	11	0.54	1.07139	0.00000	0.00000
42	2009.08.14 05:55	modify	11	0.54	1.07139	1.08139	0.00000
43	2009.08.14 05:55	modify	11	0.54	1.07139	1.08139	1.02139
44	2009.08.14 14:10	close	11	0.54	1.06795	1.08139	1.02139	173.94	10972.37
45	2009.08.14 14:15	buy	12	0.55	1.06820	0.00000	0.00000
46	2009.08.14 14:20	modify	12	0.55	1.06820	1.05820	0.00000
47	2009.08.14 14:20	modify	12	0.55	1.06820	1.05820	1.11820
48	2009.08.14 21:15	close	12	0.55	1.07442	1.05820	1.11820	318.40	11290.77
49	2009.08.14 21:20	sell	13	0.56	1.07438	0.00000	0.00000
50	2009.08.14 21:25	modify	13	0.56	1.07438	1.08438	0.00000
51	2009.08.14 21:25	modify	13	0.56	1.07438	1.08438	1.02438
52	2009.08.17 20:50	close	13	0.56	1.07838	1.08438	1.02438	-208.19	11082.58
53	2009.08.18 03:00	buy	14	0.55	1.07646	0.00000	0.00000
54	2009.08.18 03:05	modify	14	0.55	1.07646	1.06646	0.00000
55	2009.08.18 03:05	modify	14	0.55	1.07646	1.06646	1.12646
56	2009.08.18 12:50	close	14	0.55	1.07736	1.06646	1.12646	45.95	11128.53
57	2009.08.18 12:55	sell	15	0.56	1.07766	0.00000	0.00000
58	2009.08.18 13:00	modify	15	0.56	1.07766	1.08766	0.00000
59	2009.08.18 13:00	modify	15	0.56	1.07766	1.08766	1.02766
60	2009.08.18 21:35	close	15	0.56	1.07565	1.08766	1.02766	104.64	11233.17
61	2009.08.18 21:40	buy	16	0.56	1.07566	0.00000	0.00000
62	2009.08.18 21:45	modify	16	0.56	1.07566	1.06566	0.00000
63	2009.08.18 21:45	modify	16	0.56	1.07566	1.06566	1.12566
64	2009.08.19 09:00	close	16	0.56	1.07613	1.06566	1.12566	24.51	11257.68
65	2009.08.19 09:05	sell	17	0.56	1.07616	0.00000	0.00000
66	2009.08.19 09:10	modify	17	0.56	1.07616	1.08616	0.00000
67	2009.08.19 09:10	modify	17	0.56	1.07616	1.08616	1.02616
68	2009.08.19 17:10	close	17	0.56	1.06559	1.08616	1.02616	555.49	11813.17
69	2009.08.19 17:15	buy	18	0.59	1.06634	0.00000	0.00000
70	2009.08.19 17:20	modify	18	0.59	1.06634	1.05634	0.00000
71	2009.08.19 17:20	modify	18	0.59	1.06634	1.05634	1.11634
72	2009.08.20 03:35	close	18	0.59	1.06625	1.05634	1.11634	-4.82	11808.36
73	2009.08.20 03:40	sell	19	0.59	1.06610	0.00000	0.00000
74	2009.08.20 03:45	modify	19	0.59	1.06610	1.07610	0.00000
75	2009.08.20 03:45	modify	19	0.59	1.06610	1.07610	1.01610
76	2009.08.20 20:30	close	19	0.59	1.06368	1.07610	1.01610	134.23	11942.59
77	2009.08.20 20:35	buy	20	0.60	1.06396	0.00000	0.00000
78	2009.08.20 20:40	modify	20	0.60	1.06396	1.05396	0.00000
79	2009.08.20 20:40	modify	20	0.60	1.06396	1.05396	1.11396
80	2009.08.21 07:20	close	20	0.60	1.06437	1.05396	1.11396	23.17	11965.76
81	2009.08.21 07:25	sell	21	0.60	1.06456	0.00000	0.00000
82	2009.08.21 07:30	modify	21	0.60	1.06456	1.07456	0.00000
83	2009.08.21 07:30	modify	21	0.60	1.06456	1.07456	1.01456
84	2009.08.21 10:55	close	21	0.60	1.05957	1.07456	1.01456	282.57	12248.33
85	2009.08.21 11:45	buy	22	0.61	1.06004	0.00000	0.00000
86	2009.08.21 11:50	modify	22	0.61	1.06004	1.05004	0.00000
87	2009.08.21 11:50	modify	22	0.61	1.06004	1.05004	1.11004
88	2009.08.24 05:50	close	22	0.61	1.05900	1.05004	1.11004	-59.85	12188.47
89	2009.08.24 05:55	sell	23	0.61	1.05904	0.00000	0.00000
90	2009.08.24 06:00	modify	23	0.61	1.05904	1.06904	0.00000
91	2009.08.24 06:00	modify	23	0.61	1.05904	1.06904	1.00904
92	2009.08.25 14:15	close	23	0.61	1.05937	1.06904	1.00904	-19.51	12168.96
93	2009.08.25 14:20	buy	24	0.61	1.05940	0.00000	0.00000
94	2009.08.25 14:25	modify	24	0.61	1.05940	1.04940	0.00000
95	2009.08.25 14:25	modify	24	0.61	1.05940	1.04940	1.10940
96	2009.08.25 23:30	close	24	0.61	1.06119	1.04940	1.10940	102.89	12271.85
97	2009.08.25 23:35	sell	25	0.61	1.06126	0.00000	0.00000
98	2009.08.25 23:40	modify	25	0.61	1.06126	1.07126	0.00000
99	2009.08.25 23:40	modify	25	0.61	1.06126	1.07126	1.01126
100	2009.08.26 10:15	close	25	0.61	1.06051	1.07126	1.01126	42.63	12314.48
101	2009.08.26 10:20	buy	26	0.62	1.06017	0.00000	0.00000
102	2009.08.26 10:25	modify	26	0.62	1.06017	1.05017	0.00000
103	2009.08.26 10:25	modify	26	0.62	1.06017	1.05017	1.11017
104	2009.08.26 14:30	close	26	0.62	1.06347	1.05017	1.11017	192.39	12506.87
105	2009.08.26 14:35	sell	27	0.63	1.06466	0.00000	0.00000
106	2009.08.26 14:40	modify	27	0.63	1.06466	1.07466	0.00000
107	2009.08.26 14:40	modify	27	0.63	1.06466	1.07466	1.01466
108	2009.08.27 21:15	close	27	0.63	1.05794	1.07466	1.01466	398.59	12905.46
109	2009.08.27 21:20	buy	28	0.65	1.05771	0.00000	0.00000
110	2009.08.27 21:25	modify	28	0.65	1.05771	1.04771	0.00000
111	2009.08.27 21:25	modify	28	0.65	1.05771	1.04771	1.10771
112	2009.08.28 09:25	close	28	0.65	1.06115	1.04771	1.10771	210.77	13116.23
113	2009.08.28 09:30	sell	29	0.66	1.06080	0.00000	0.00000
114	2009.08.28 09:35	modify	29	0.66	1.06080	1.07080	0.00000
115	2009.08.28 09:35	modify	29	0.66	1.06080	1.07080	1.01080
116	2009.08.28 13:45	close	29	0.66	1.05654	1.07080	1.01080	266.11	13382.34
117	2009.08.28 13:50	buy	30	0.67	1.05633	0.00000	0.00000
118	2009.08.28 13:55	modify	30	0.67	1.05633	1.04633	0.00000
119	2009.08.28 13:55	modify	30	0.67	1.05633	1.04633	1.10633
120	2009.08.28 21:25	close	30	0.67	1.06020	1.04633	1.10633	244.57	13626.91
121	2009.08.28 21:30	sell	31	0.68	1.06040	0.00000	0.00000
122	2009.08.28 21:35	modify	31	0.68	1.06040	1.07040	0.00000
123	2009.08.28 21:35	modify	31	0.68	1.06040	1.07040	1.01040
124	2009.08.31 17:30	close	31	0.68	1.05774	1.07040	1.01040	170.44	13797.35
125	2009.08.31 17:35	buy	32	0.69	1.05765	0.00000	0.00000
126	2009.08.31 17:40	modify	32	0.69	1.05765	1.04765	0.00000
127	2009.08.31 17:40	modify	32	0.69	1.05765	1.04765	1.10765
128	2009.08.31 23:59	close at stop	32	0.69	1.05912	1.04765	1.10765	95.77	13893.12