Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2011.10.23 21:00 - 2012.01.03 23:59 (2011.12.01 - 2012.01.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=0.05; StopLoss=0.01; StopStep=0.0025; MaxSpread=0.0025; MaxSlippage=0.0025; BarsBack1=66; BarsBack2=128;
Bars in test	14995	Ticks modelled	3183313	Modelling quality	99.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	4145.40	Gross profit	5252.10	Gross loss	-1106.70
Profit factor	4.75	Expected payoff	165.82
Absolute drawdown	187.41	Maximal drawdown	1090.61 (8.75%)	Relative drawdown	8.75% (1090.61)
Total trades	25	Short positions (won %)	12 (83.33%)	Long positions (won %)	13 (84.62%)
		Profit trades (% of total)	21 (84.00%)	Loss trades (% of total)	4 (16.00%)
Largest		profit trade	545.41	loss trade	-652.21
Average		profit trade	250.10	loss trade	-276.67
Maximum		consecutive wins (profit in money)	11 (2832.86)	consecutive losses (loss in money)	2 (-779.02)
Maximal		consecutive profit (count of wins)	2832.86 (11)	consecutive loss (count of losses)	-779.02 (2)
Average		consecutive wins	7	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2011.12.01 10:20	buy	1	0.50	0.91049	0.00000	0.00000
2	2011.12.01 10:25	modify	1	0.50	0.91049	0.90049	0.00000
3	2011.12.01 10:25	modify	1	0.50	0.91049	0.90049	0.96049
4	2011.12.01 19:50	close	1	0.50	0.91592	0.90049	0.96049	296.42	10296.42
5	2011.12.01 19:55	sell	2	0.51	0.91616	0.00000	0.00000
6	2011.12.01 20:00	modify	2	0.51	0.91616	0.92616	0.00000
7	2011.12.01 20:00	modify	2	0.51	0.91616	0.92616	0.86616
8	2011.12.02 13:10	close	2	0.51	0.91387	0.92616	0.86616	127.18	10423.60
9	2011.12.02 13:15	buy	3	0.52	0.91377	0.00000	0.00000
10	2011.12.02 13:20	modify	3	0.52	0.91377	0.90377	0.00000
11	2011.12.02 13:20	modify	3	0.52	0.91377	0.90377	0.96377
12	2011.12.02 18:55	close	3	0.52	0.92127	0.90377	0.96377	423.33	10846.93
13	2011.12.02 19:00	sell	4	0.54	0.92120	0.00000	0.00000
14	2011.12.02 19:05	modify	4	0.54	0.92120	0.93120	0.00000
15	2011.12.02 19:05	modify	4	0.54	0.92120	0.93120	0.87120
16	2011.12.05 15:25	close	4	0.54	0.91746	0.93120	0.87120	219.48	11066.41
17	2011.12.05 15:30	buy	5	0.55	0.91736	0.00000	0.00000
18	2011.12.05 15:35	modify	5	0.55	0.91736	0.90736	0.00000
19	2011.12.05 15:35	modify	5	0.55	0.91736	0.90736	0.96736
20	2011.12.06 05:50	close	5	0.55	0.92324	0.90736	0.96736	350.35	11416.76
21	2011.12.06 05:55	sell	6	0.57	0.92327	0.00000	0.00000
22	2011.12.06 06:00	modify	6	0.57	0.92327	0.93327	0.00000
23	2011.12.06 06:00	modify	6	0.57	0.92327	0.93327	0.87327
24	2011.12.07 06:35	close	6	0.57	0.92518	0.93327	0.87327	-118.36	11298.40
25	2011.12.07 06:40	buy	7	0.56	0.92469	0.00000	0.00000
26	2011.12.07 06:45	modify	7	0.56	0.92469	0.91469	0.00000
27	2011.12.07 06:45	modify	7	0.56	0.92469	0.91469	0.97469
28	2011.12.07 14:00	close	7	0.56	0.92747	0.91469	0.97469	167.85	11466.25
29	2011.12.07 14:05	sell	8	0.57	0.92777	0.00000	0.00000
30	2011.12.07 14:10	modify	8	0.57	0.92777	0.93777	0.00000
31	2011.12.07 14:10	modify	8	0.57	0.92777	0.93777	0.87777
32	2011.12.07 19:35	close	8	0.57	0.92413	0.93777	0.87777	224.51	11690.76
33	2011.12.07 19:40	buy	9	0.58	0.92388	0.00000	0.00000
34	2011.12.07 19:45	modify	9	0.58	0.92388	0.91388	0.00000
35	2011.12.07 19:45	modify	9	0.58	0.92388	0.91388	0.97388
36	2011.12.08 04:50	close	9	0.58	0.92468	0.91388	0.97388	50.37	11741.13
37	2011.12.08 04:55	sell	10	0.59	0.92491	0.00000	0.00000
38	2011.12.08 05:00	modify	10	0.59	0.92491	0.93491	0.00000
39	2011.12.08 05:00	modify	10	0.59	0.92491	0.93491	0.87491
40	2011.12.09 13:00	close	10	0.59	0.92192	0.93491	0.87491	190.64	11931.77
41	2011.12.13 11:45	buy	11	0.60	0.93540	0.00000	0.00000
42	2011.12.13 11:50	modify	11	0.60	0.93540	0.92540	0.00000
43	2011.12.13 11:50	modify	11	0.60	0.93540	0.92540	0.98540
44	2011.12.13 18:20	close	11	0.60	0.94119	0.92540	0.98540	369.11	12300.88
45	2011.12.13 18:25	sell	12	0.62	0.94170	0.00000	0.00000
46	2011.12.13 18:30	modify	12	0.62	0.94170	0.95170	0.00000
47	2011.12.13 18:30	modify	12	0.62	0.94170	0.95170	0.89170
48	2011.12.14 15:51	s/l	12	0.62	0.95170	0.95170	0.89170	-652.21	11648.67
49	2011.12.16 01:40	buy	13	0.58	0.93926	0.00000	0.00000
50	2011.12.16 01:45	modify	13	0.58	0.93926	0.92926	0.00000
51	2011.12.16 01:45	modify	13	0.58	0.93926	0.92926	0.98926
52	2011.12.19 21:40	close	13	0.58	0.93721	0.92926	0.98926	-126.81	11521.86
53	2011.12.19 21:45	sell	14	0.58	0.93722	0.00000	0.00000
54	2011.12.19 21:50	modify	14	0.58	0.93722	0.94722	0.00000
55	2011.12.19 21:50	modify	14	0.58	0.93722	0.94722	0.88722
56	2011.12.20 11:45	close	14	0.58	0.93154	0.94722	0.88722	352.95	11874.81
57	2011.12.20 11:50	buy	15	0.59	0.93151	0.00000	0.00000
58	2011.12.20 11:55	modify	15	0.59	0.93151	0.92151	0.00000
59	2011.12.20 11:55	modify	15	0.59	0.93151	0.92151	0.98151
60	2011.12.20 21:45	close	15	0.59	0.93151	0.92151	0.98151	0.00	11874.81
61	2011.12.20 21:50	sell	16	0.59	0.93156	0.00000	0.00000
62	2011.12.20 21:55	modify	16	0.59	0.93156	0.94156	0.00000
63	2011.12.20 21:55	modify	16	0.59	0.93156	0.94156	0.88156
64	2011.12.21 08:35	close	16	0.59	0.92804	0.94156	0.88156	223.07	12097.88
65	2011.12.21 08:40	buy	17	0.60	0.92762	0.00000	0.00000
66	2011.12.21 08:45	modify	17	0.60	0.92762	0.91762	0.00000
67	2011.12.21 08:45	modify	17	0.60	0.92762	0.91762	0.97762
68	2011.12.21 14:45	close	17	0.60	0.93497	0.91762	0.97762	471.67	12569.55
69	2011.12.21 14:50	sell	18	0.63	0.93471	0.00000	0.00000
70	2011.12.21 14:55	modify	18	0.63	0.93471	0.94471	0.00000
71	2011.12.21 14:55	modify	18	0.63	0.93471	0.94471	0.88471
72	2011.12.22 09:05	close	18	0.63	0.93200	0.94471	0.88471	180.90	12750.45
73	2011.12.22 09:10	buy	19	0.64	0.93251	0.00000	0.00000
74	2011.12.22 09:15	modify	19	0.64	0.93251	0.92251	0.00000
75	2011.12.22 09:15	modify	19	0.64	0.93251	0.92251	0.98251
76	2011.12.22 15:00	close	19	0.64	0.93732	0.92251	0.98251	328.43	13078.88
77	2011.12.22 15:05	sell	20	0.65	0.93772	0.00000	0.00000
78	2011.12.22 15:10	modify	20	0.65	0.93772	0.94772	0.00000
79	2011.12.22 15:10	modify	20	0.65	0.93772	0.94772	0.88772
80	2011.12.23 03:15	close	20	0.65	0.93446	0.94772	0.88772	225.97	13304.85
81	2011.12.23 03:20	buy	21	0.67	0.93452	0.00000	0.00000
82	2011.12.23 03:25	modify	21	0.67	0.93452	0.92452	0.00000
83	2011.12.23 03:25	modify	21	0.67	0.93452	0.92452	0.98452
84	2011.12.23 14:45	close	21	0.67	0.93784	0.92452	0.98452	237.18	13542.03
85	2011.12.23 14:55	sell	22	0.68	0.93783	0.00000	0.00000
86	2011.12.23 15:00	modify	22	0.68	0.93783	0.94783	0.00000
87	2011.12.23 15:00	modify	22	0.68	0.93783	0.94783	0.88783
88	2011.12.26 08:45	close	22	0.68	0.93531	0.94783	0.88783	182.39	13724.42
89	2011.12.26 08:50	buy	23	0.69	0.93531	0.00000	0.00000
90	2011.12.26 08:55	modify	23	0.69	0.93531	0.92531	0.00000
91	2011.12.26 08:55	modify	23	0.69	0.93531	0.92531	0.98531
92	2011.12.28 18:00	close	23	0.69	0.94276	0.92531	0.98531	545.41	14269.83
93	2011.12.28 18:05	sell	24	0.71	0.94274	0.00000	0.00000
94	2011.12.28 18:10	modify	24	0.71	0.94274	0.95274	0.00000
95	2011.12.28 18:10	modify	24	0.71	0.94274	0.95274	0.89274
96	2011.12.29 19:25	close	24	0.71	0.94158	0.95274	0.89274	84.89	14354.72
97	2011.12.29 19:30	buy	25	0.72	0.94141	0.00000	0.00000
98	2011.12.29 19:35	modify	25	0.72	0.94141	0.93141	0.00000
99	2011.12.29 19:35	modify	25	0.72	0.94141	0.93141	0.99141
100	2011.12.30 21:59	close at stop	25	0.72	0.93868	0.93141	0.99141	-209.32	14145.40