Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2010.02.01 00:00 - 2010.02.26 22:55 (2010.02.01 - 2010.03.01)
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=16; BarsBack2=744;
Bars in test	6712	Ticks modelled	853078	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3803.28	Gross profit	4288.94	Gross loss	-485.66
Profit factor	8.83	Expected payoff	422.59
Absolute drawdown	144.33	Maximal drawdown	800.58 (6.67%)	Relative drawdown	6.70% (708.28)
Total trades	9	Short positions (won %)	4 (75.00%)	Long positions (won %)	5 (100.00%)
		Profit trades (% of total)	8 (88.89%)	Loss trades (% of total)	1 (11.11%)
Largest		profit trade	828.65	loss trade	-485.66
Average		profit trade	536.12	loss trade	-485.66
Maximum		consecutive wins (profit in money)	7 (3792.68)	consecutive losses (loss in money)	1 (-485.66)
Maximal		consecutive profit (count of wins)	3792.68 (7)	consecutive loss (count of losses)	-485.66 (1)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.02.03 10:40	buy	1	0.50	1.05140	0.00000	0.00000
2	2010.02.03 10:45	modify	1	0.50	1.05140	1.04140	0.00000
3	2010.02.03 10:45	modify	1	0.50	1.05140	1.04140	1.10140
4	2010.02.04 09:50	close	1	0.50	1.06194	1.04140	1.10140	496.26	10496.26
5	2010.02.04 09:55	sell	2	0.52	1.06156	0.00000	0.00000
6	2010.02.04 10:00	modify	2	0.52	1.06156	1.07156	0.00000
7	2010.02.04 10:00	modify	2	0.52	1.06156	1.07156	1.01156
8	2010.02.05 03:59	s/l	2	0.52	1.07156	1.07156	1.01156	-485.66	10010.60
9	2010.02.09 18:45	buy	3	0.50	1.06505	0.00000	0.00000
10	2010.02.09 18:50	modify	3	0.50	1.06505	1.05505	0.00000
11	2010.02.09 18:50	modify	3	0.50	1.06505	1.05505	1.11505
12	2010.02.11 17:25	close	3	0.50	1.07568	1.05505	1.11505	494.11	10504.71
13	2010.02.11 17:30	sell	4	0.53	1.07512	0.00000	0.00000
14	2010.02.11 17:35	modify	4	0.53	1.07512	1.08512	0.00000
15	2010.02.11 17:35	modify	4	0.53	1.07512	1.08512	1.02512
16	2010.02.16 18:25	close	4	0.53	1.06691	1.08512	1.02512	406.64	10911.35
17	2010.02.16 18:30	buy	5	0.55	1.06641	0.00000	0.00000
18	2010.02.16 18:35	modify	5	0.55	1.06641	1.05641	0.00000
19	2010.02.16 18:35	modify	5	0.55	1.06641	1.05641	1.11641
20	2010.02.18 09:30	close	5	0.55	1.08127	1.05641	1.11641	755.87	11667.22
21	2010.02.18 09:35	sell	6	0.58	1.08155	0.00000	0.00000
22	2010.02.18 09:40	modify	6	0.58	1.08155	1.09155	0.00000
23	2010.02.18 09:40	modify	6	0.58	1.08155	1.09155	1.03155
24	2010.02.23 09:30	close	6	0.58	1.07292	1.09155	1.03155	465.21	12132.43
25	2010.02.23 09:35	buy	7	0.61	1.07238	0.00000	0.00000
26	2010.02.23 09:40	modify	7	0.61	1.07238	1.06238	0.00000
27	2010.02.23 09:40	modify	7	0.61	1.07238	1.06238	1.12238
28	2010.02.25 04:30	close	7	0.61	1.08537	1.06238	1.12238	730.06	12862.49
29	2010.02.25 04:40	sell	8	0.64	1.08527	0.00000	0.00000
30	2010.02.25 04:45	modify	8	0.64	1.08527	1.09527	0.00000
31	2010.02.25 04:45	modify	8	0.64	1.08527	1.09527	1.03527
32	2010.02.26 17:55	close	8	0.64	1.07139	1.09527	1.03527	828.65	13691.14
33	2010.02.26 18:00	buy	9	0.68	1.07150	0.00000	0.00000
34	2010.02.26 18:05	modify	9	0.68	1.07150	1.06150	0.00000
35	2010.02.26 18:05	modify	9	0.68	1.07150	1.06150	1.12150
36	2010.02.26 22:59	close at stop	9	0.68	1.07327	1.06150	1.12150	112.14	13803.28