Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2009.07.01 00:00 - 2009.07.31 22:55 (2009.07.01 - 2009.08.01)
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=50; BarsBack2=442;
Bars in test	7560	Ticks modelled	1239728	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	5956.00	Gross profit	7667.86	Gross loss	-1711.85
Profit factor	4.48	Expected payoff	372.25
Absolute drawdown	40.00	Maximal drawdown	1767.71 (9.97%)	Relative drawdown	9.97% (1767.71)
Total trades	16	Short positions (won %)	8 (87.50%)	Long positions (won %)	8 (75.00%)
		Profit trades (% of total)	13 (81.25%)	Loss trades (% of total)	3 (18.75%)
Largest		profit trade	1100.20	loss trade	-808.79
Average		profit trade	589.84	loss trade	-570.62
Maximum		consecutive wins (profit in money)	9 (4851.52)	consecutive losses (loss in money)	2 (-1589.96)
Maximal		consecutive profit (count of wins)	4851.52 (9)	consecutive loss (count of losses)	-1589.96 (2)
Average		consecutive wins	7	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.07.01 04:15	sell	1	0.50	1.08667	0.00000	0.00000
2	2009.07.01 04:20	modify	1	0.50	1.08667	1.09667	0.00000
3	2009.07.01 04:20	modify	1	0.50	1.08667	1.09667	1.03667
4	2009.07.01 18:55	close	1	0.50	1.07295	1.09667	1.03667	639.36	10639.36
5	2009.07.01 19:00	buy	2	0.53	1.07384	0.00000	0.00000
6	2009.07.01 19:05	modify	2	0.53	1.07384	1.06384	0.00000
7	2009.07.01 19:05	modify	2	0.53	1.07384	1.06384	1.12384
8	2009.07.03 00:15	close	2	0.53	1.08762	1.06384	1.12384	671.70	11311.06
9	2009.07.03 00:20	sell	3	0.57	1.08762	0.00000	0.00000
10	2009.07.03 00:25	modify	3	0.57	1.08762	1.09762	0.00000
11	2009.07.03 00:25	modify	3	0.57	1.08762	1.09762	1.03762
12	2009.07.07 14:25	close	3	0.57	1.08254	1.09762	1.03762	266.54	11577.59
13	2009.07.07 14:30	buy	4	0.58	1.08241	0.00000	0.00000
14	2009.07.07 14:35	modify	4	0.58	1.08241	1.07241	0.00000
15	2009.07.07 14:35	modify	4	0.58	1.08241	1.07241	1.13241
16	2009.07.08 09:00	close	4	0.58	1.09167	1.07241	1.13241	492.03	12069.62
17	2009.07.08 19:00	sell	5	0.60	1.09237	0.00000	0.00000
18	2009.07.08 19:05	modify	5	0.60	1.09237	1.10237	0.00000
19	2009.07.08 19:05	modify	5	0.60	1.09237	1.10237	1.04237
20	2009.07.09 10:50	close	5	0.60	1.08514	1.10237	1.04237	398.27	12467.89
21	2009.07.09 10:55	buy	6	0.62	1.08460	0.00000	0.00000
22	2009.07.09 11:00	modify	6	0.62	1.08460	1.07460	0.00000
23	2009.07.09 11:00	modify	6	0.62	1.08460	1.07460	1.13460
24	2009.07.10 13:00	close	6	0.62	1.09094	1.07460	1.13460	360.37	12828.26
25	2009.07.10 13:05	sell	7	0.64	1.09033	0.00000	0.00000
26	2009.07.10 13:10	modify	7	0.64	1.09033	1.10033	0.00000
27	2009.07.10 13:10	modify	7	0.64	1.09033	1.10033	1.04033
28	2009.07.14 02:25	close	7	0.64	1.08135	1.10033	1.04033	530.42	13358.68
29	2009.07.14 02:30	buy	8	0.67	1.08131	0.00000	0.00000
30	2009.07.14 02:35	modify	8	0.67	1.08131	1.07131	0.00000
31	2009.07.14 02:35	modify	8	0.67	1.08131	1.07131	1.13131
32	2009.07.14 20:20	close	8	0.67	1.09245	1.07131	1.13131	683.22	14041.90
33	2009.07.14 20:25	sell	9	0.70	1.09248	0.00000	0.00000
34	2009.07.14 20:30	modify	9	0.70	1.09248	1.10248	0.00000
35	2009.07.14 20:30	modify	9	0.70	1.09248	1.10248	1.04248
36	2009.07.15 12:25	close	9	0.70	1.07998	1.10248	1.04248	809.62	14851.52
37	2009.07.15 12:30	buy	10	0.74	1.07995	0.00000	0.00000
38	2009.07.15 12:35	modify	10	0.74	1.07995	1.06995	0.00000
39	2009.07.15 12:35	modify	10	0.74	1.07995	1.06995	1.12995
40	2009.07.17 14:15	close	10	0.74	1.07817	1.06995	1.12995	-121.90	14729.62
41	2009.07.17 14:40	sell	11	0.74	1.07994	0.00000	0.00000
42	2009.07.17 14:45	modify	11	0.74	1.07994	1.08994	0.00000
43	2009.07.17 14:45	modify	11	0.74	1.07994	1.08994	1.02994
44	2009.07.20 11:00	close	11	0.74	1.06918	1.08994	1.02994	744.11	15473.73
45	2009.07.20 11:05	buy	12	0.77	1.06939	0.00000	0.00000
46	2009.07.20 11:10	modify	12	0.77	1.06939	1.05939	0.00000
47	2009.07.20 11:10	modify	12	0.77	1.06939	1.05939	1.11939
48	2009.07.23 23:20	close	12	0.77	1.07454	1.05939	1.11939	369.39	15843.13
49	2009.07.23 23:25	sell	13	0.79	1.07423	0.00000	0.00000
50	2009.07.23 23:30	modify	13	0.79	1.07423	1.08423	0.00000
51	2009.07.23 23:30	modify	13	0.79	1.07423	1.08423	1.02423
52	2009.07.27 13:30	close	13	0.79	1.06608	1.08423	1.02423	602.63	16445.76
53	2009.07.27 13:35	buy	14	0.82	1.06636	0.00000	0.00000
54	2009.07.27 13:40	modify	14	0.82	1.06636	1.05636	0.00000
55	2009.07.27 13:40	modify	14	0.82	1.06636	1.05636	1.11636
56	2009.07.29 14:30	close	14	0.82	1.08086	1.05636	1.11636	1100.20	17545.96
57	2009.07.29 14:35	sell	15	0.88	1.08099	0.00000	0.00000
58	2009.07.29 14:40	modify	15	0.88	1.08099	1.09099	0.00000
59	2009.07.29 14:40	modify	15	0.88	1.08099	1.09099	1.03099
60	2009.07.30 15:31	s/l	15	0.88	1.09099	1.09099	1.03099	-808.79	16737.17
61	2009.07.31 06:50	buy	16	0.84	1.08532	0.00000	0.00000
62	2009.07.31 06:55	modify	16	0.84	1.08532	1.07532	0.00000
63	2009.07.31 06:55	modify	16	0.84	1.08532	1.07532	1.13532
64	2009.07.31 16:47	s/l	16	0.84	1.07532	1.07532	1.13532	-781.17	15956.00