Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2009.12.01 00:00 - 2009.12.31 18:55 (2009.12.01 - 2010.01.01)
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=65; BarsBack2=81;
Bars in test	7179	Ticks modelled	752772	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	5011.43	Gross profit	5958.32	Gross loss	-946.89
Profit factor	6.29	Expected payoff	156.61
Absolute drawdown	96.08	Maximal drawdown	777.14 (6.60%)	Relative drawdown	6.60% (777.14)
Total trades	32	Short positions (won %)	16 (81.25%)	Long positions (won %)	16 (68.75%)
		Profit trades (% of total)	24 (75.00%)	Loss trades (% of total)	8 (25.00%)
Largest		profit trade	678.35	loss trade	-328.35
Average		profit trade	248.26	loss trade	-118.36
Maximum		consecutive wins (profit in money)	6 (1791.54)	consecutive losses (loss in money)	2 (-88.56)
Maximal		consecutive profit (count of wins)	1791.54 (6)	consecutive loss (count of losses)	-328.35 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 06:55	sell	1	0.50	1.00519	0.00000	0.00000
2	2009.12.01 07:00	modify	1	0.50	1.00519	1.01519	0.00000
3	2009.12.01 07:00	modify	1	0.50	1.00519	1.01519	0.95519
4	2009.12.01 09:15	close	1	0.50	1.00197	1.01519	0.95519	160.68	10160.68
5	2009.12.01 09:20	buy	2	0.51	1.00185	0.00000	0.00000
6	2009.12.01 09:25	modify	2	0.51	1.00185	0.99185	0.00000
7	2009.12.01 09:25	modify	2	0.51	1.00185	0.99185	1.05185
8	2009.12.02 00:20	close	2	0.51	0.99898	0.99185	1.05185	-146.47	10014.21
9	2009.12.02 19:20	sell	3	0.50	1.00179	0.00000	0.00000
10	2009.12.02 19:25	modify	3	0.50	1.00179	1.01179	0.00000
11	2009.12.02 19:25	modify	3	0.50	1.00179	1.01179	0.95179
12	2009.12.03 02:55	close	3	0.50	0.99975	1.01179	0.95179	100.69	10114.90
13	2009.12.03 03:00	buy	4	0.51	1.00005	0.00000	0.00000
14	2009.12.03 03:05	modify	4	0.51	1.00005	0.99005	0.00000
15	2009.12.03 03:05	modify	4	0.51	1.00005	0.99005	1.05005
16	2009.12.04 17:35	close	4	0.51	1.01353	0.99005	1.05005	678.35	10793.25
17	2009.12.04 17:40	sell	5	0.54	1.01413	0.00000	0.00000
18	2009.12.04 17:45	modify	5	0.54	1.01413	1.02413	0.00000
19	2009.12.04 17:45	modify	5	0.54	1.01413	1.02413	0.96413
20	2009.12.07 05:45	close	5	0.54	1.01458	1.02413	0.96413	-24.43	10768.82
21	2009.12.07 05:50	buy	6	0.54	1.01465	0.00000	0.00000
22	2009.12.07 05:55	modify	6	0.54	1.01465	1.00465	0.00000
23	2009.12.07 05:55	modify	6	0.54	1.01465	1.00465	1.06465
24	2009.12.07 11:00	close	6	0.54	1.02095	1.00465	1.06465	333.22	11102.04
25	2009.12.07 11:05	sell	7	0.56	1.02092	0.00000	0.00000
26	2009.12.07 11:10	modify	7	0.56	1.02092	1.03092	0.00000
27	2009.12.07 11:10	modify	7	0.56	1.02092	1.03092	0.97092
28	2009.12.07 19:50	close	7	0.56	1.01644	1.03092	0.97092	246.82	11348.86
29	2009.12.07 19:55	buy	8	0.57	1.01684	0.00000	0.00000
30	2009.12.07 20:00	modify	8	0.57	1.01684	1.00684	0.00000
31	2009.12.07 20:00	modify	8	0.57	1.01684	1.00684	1.06684
32	2009.12.08 09:15	close	8	0.57	1.02064	1.00684	1.06684	212.28	11561.14
33	2009.12.08 09:20	sell	9	0.58	1.02033	0.00000	0.00000
34	2009.12.08 09:25	modify	9	0.58	1.02033	1.03033	0.00000
35	2009.12.08 09:25	modify	9	0.58	1.02033	1.03033	0.97033
36	2009.12.09 06:00	close	9	0.58	1.02613	1.03033	0.97033	-328.35	11232.79
37	2009.12.09 06:05	buy	10	0.56	1.02622	0.00000	0.00000
38	2009.12.09 06:10	modify	10	0.56	1.02622	1.01622	0.00000
39	2009.12.09 06:10	modify	10	0.56	1.02622	1.01622	1.07622
40	2009.12.09 19:15	close	10	0.56	1.02832	1.01622	1.07622	114.36	11347.15
41	2009.12.09 19:20	sell	11	0.57	1.02840	0.00000	0.00000
42	2009.12.09 19:25	modify	11	0.57	1.02840	1.03840	0.00000
43	2009.12.09 19:25	modify	11	0.57	1.02840	1.03840	0.97840
44	2009.12.10 00:50	close	11	0.57	1.02632	1.03840	0.97840	114.00	11461.15
45	2009.12.10 00:55	buy	12	0.57	1.02601	0.00000	0.00000
46	2009.12.10 01:00	modify	12	0.57	1.02601	1.01601	0.00000
47	2009.12.10 01:00	modify	12	0.57	1.02601	1.01601	1.07601
48	2009.12.10 07:20	close	12	0.57	1.02756	1.01601	1.07601	85.98	11547.13
49	2009.12.10 07:25	sell	13	0.58	1.02815	0.00000	0.00000
50	2009.12.10 07:30	modify	13	0.58	1.02815	1.03815	0.00000
51	2009.12.10 07:30	modify	13	0.58	1.02815	1.03815	0.97815
52	2009.12.10 12:20	close	13	0.58	1.02597	1.03815	0.97815	123.24	11670.37
53	2009.12.10 12:25	buy	14	0.58	1.02567	0.00000	0.00000
54	2009.12.10 12:30	modify	14	0.58	1.02567	1.01567	0.00000
55	2009.12.10 12:30	modify	14	0.58	1.02567	1.01567	1.07567
56	2009.12.11 17:35	close	14	0.58	1.03567	1.01567	1.07567	560.08	12230.45
57	2009.12.11 17:40	sell	15	0.61	1.03555	0.00000	0.00000
58	2009.12.11 17:45	modify	15	0.61	1.03555	1.04555	0.00000
59	2009.12.11 17:45	modify	15	0.61	1.03555	1.04555	0.98555
60	2009.12.14 02:50	close	15	0.61	1.03321	1.04555	0.98555	137.61	12368.05
61	2009.12.14 02:55	buy	16	0.62	1.03344	0.00000	0.00000
62	2009.12.14 03:00	modify	16	0.62	1.03344	1.02344	0.00000
63	2009.12.14 03:00	modify	16	0.62	1.03344	1.02344	1.08344
64	2009.12.15 04:35	close	16	0.62	1.03248	1.02344	1.08344	-57.59	12310.46
65	2009.12.15 10:15	sell	17	0.62	1.03897	0.00000	0.00000
66	2009.12.15 10:20	modify	17	0.62	1.03897	1.04897	0.00000
67	2009.12.15 10:20	modify	17	0.62	1.03897	1.04897	0.98897
68	2009.12.16 12:00	close	17	0.62	1.03948	1.04897	0.98897	-30.97	12279.49
69	2009.12.16 12:05	buy	18	0.61	1.03918	0.00000	0.00000
70	2009.12.16 12:10	modify	18	0.61	1.03918	1.02918	0.00000
71	2009.12.16 12:10	modify	18	0.61	1.03918	1.02918	1.08918
72	2009.12.17 04:45	close	18	0.61	1.04557	1.02918	1.08918	372.98	12652.47
73	2009.12.17 04:50	sell	19	0.63	1.04559	0.00000	0.00000
74	2009.12.17 04:55	modify	19	0.63	1.04559	1.05559	0.00000
75	2009.12.17 04:55	modify	19	0.63	1.04559	1.05559	0.99559
76	2009.12.18 04:20	close	19	0.63	1.04119	1.05559	0.99559	265.67	12918.14
77	2009.12.18 04:25	buy	20	0.65	1.04158	0.00000	0.00000
78	2009.12.18 04:30	modify	20	0.65	1.04158	1.03158	0.00000
79	2009.12.18 04:30	modify	20	0.65	1.04158	1.03158	1.09158
80	2009.12.18 17:45	close	20	0.65	1.04604	1.03158	1.09158	277.14	13195.28
81	2009.12.18 17:50	sell	21	0.66	1.04522	0.00000	0.00000
82	2009.12.18 17:55	modify	21	0.66	1.04522	1.05522	0.00000
83	2009.12.18 17:55	modify	21	0.66	1.04522	1.05522	0.99522
84	2009.12.21 01:15	close	21	0.66	1.04059	1.05522	0.99522	293.07	13488.35
85	2009.12.21 01:20	buy	22	0.67	1.04067	0.00000	0.00000
86	2009.12.21 01:25	modify	22	0.67	1.04067	1.03067	0.00000
87	2009.12.21 01:25	modify	22	0.67	1.04067	1.03067	1.09067
88	2009.12.22 00:00	close	22	0.67	1.04604	1.03067	1.09067	344.02	13832.37
89	2009.12.22 12:05	sell	23	0.69	1.04748	0.00000	0.00000
90	2009.12.22 12:10	modify	23	0.69	1.04748	1.05748	0.00000
91	2009.12.22 12:10	modify	23	0.69	1.04748	1.05748	0.99748
92	2009.12.23 14:20	close	23	0.69	1.04386	1.05748	0.99748	238.67	14071.04
93	2009.12.23 14:25	buy	24	0.70	1.04389	0.00000	0.00000
94	2009.12.23 14:30	modify	24	0.70	1.04389	1.03389	0.00000
95	2009.12.23 14:30	modify	24	0.70	1.04389	1.03389	1.09389
96	2009.12.24 00:15	close	24	0.70	1.03905	1.03389	1.09389	-325.86	13745.17
97	2009.12.24 00:20	sell	25	0.69	1.03917	0.00000	0.00000
98	2009.12.24 00:25	modify	25	0.69	1.03917	1.04917	0.00000
99	2009.12.24 00:25	modify	25	0.69	1.03917	1.04917	0.98917
100	2009.12.24 11:25	close	25	0.69	1.03535	1.04917	0.98917	254.58	13999.75
101	2009.12.24 11:30	buy	26	0.70	1.03471	0.00000	0.00000
102	2009.12.24 11:35	modify	26	0.70	1.03471	1.02471	0.00000
103	2009.12.24 11:35	modify	26	0.70	1.03471	1.02471	1.08471
104	2009.12.28 00:15	close	26	0.70	1.03731	1.02471	1.08471	175.59	14175.34
105	2009.12.28 00:20	sell	27	0.71	1.03682	0.00000	0.00000
106	2009.12.28 00:25	modify	27	0.71	1.03682	1.04682	0.00000
107	2009.12.28 00:25	modify	27	0.71	1.03682	1.04682	0.98682
108	2009.12.28 11:25	close	27	0.71	1.03560	1.04682	0.98682	83.64	14258.98
109	2009.12.28 11:30	buy	28	0.71	1.03531	0.00000	0.00000
110	2009.12.28 11:35	modify	28	0.71	1.03531	1.02531	0.00000
111	2009.12.28 11:35	modify	28	0.71	1.03531	1.02531	1.08531
112	2009.12.29 00:30	close	28	0.71	1.03511	1.02531	1.08531	-13.65	14245.33
113	2009.12.29 00:35	sell	29	0.71	1.03511	0.00000	0.00000
114	2009.12.29 00:40	modify	29	0.71	1.03511	1.04511	0.00000
115	2009.12.29 00:40	modify	29	0.71	1.03511	1.04511	0.98511
116	2009.12.29 10:05	close	29	0.71	1.03002	1.04511	0.98511	350.86	14596.19
117	2009.12.29 10:10	buy	30	0.73	1.03044	0.00000	0.00000
118	2009.12.29 10:15	modify	30	0.73	1.03044	1.02044	0.00000
119	2009.12.29 10:15	modify	30	0.73	1.03044	1.02044	1.08044
120	2009.12.29 19:30	close	30	0.73	1.03650	1.02044	1.08044	426.80	15022.99
121	2009.12.29 19:35	sell	31	0.75	1.03672	0.00000	0.00000
122	2009.12.29 19:40	modify	31	0.75	1.03672	1.04672	0.00000
123	2009.12.29 19:40	modify	31	0.75	1.03672	1.04672	0.98672
124	2009.12.30 09:00	close	31	0.75	1.03660	1.04672	0.98672	8.01	15031.00
125	2009.12.31 03:05	buy	32	0.75	1.03481	0.00000	0.00000
126	2009.12.31 03:10	modify	32	0.75	1.03481	1.02481	0.00000
127	2009.12.31 03:10	modify	32	0.75	1.03481	1.02481	1.08481
128	2009.12.31 18:59	close at stop	32	0.75	1.03454	1.02481	1.08481	-19.57	15011.43