Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2010.07.08 10:40 - 2010.07.23 22:55 (2010.07.01 - 2010.08.01)
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=10; BarsBack2=59;
Bars in test	4293	Ticks modelled	312527	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	2593.87	Gross profit	3349.00	Gross loss	-755.13
Profit factor	4.44	Expected payoff	185.28
Absolute drawdown	618.66	Maximal drawdown	689.92 (5.59%)	Relative drawdown	6.44% (645.71)
Total trades	14	Short positions (won %)	7 (71.43%)	Long positions (won %)	7 (85.71%)
		Profit trades (% of total)	11 (78.57%)	Loss trades (% of total)	3 (21.43%)
Largest		profit trade	654.79	loss trade	-471.75
Average		profit trade	304.45	loss trade	-251.71
Maximum		consecutive wins (profit in money)	11 (3349.00)	consecutive losses (loss in money)	2 (-569.41)
Maximal		consecutive profit (count of wins)	3349.00 (11)	consecutive loss (count of losses)	-569.41 (2)
Average		consecutive wins	11	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.07.08 11:51	buy	1	0.50	1.05313	0.00000	0.00000
2	2010.07.08 11:55	modify	1	0.50	1.05313	1.04313	0.00000
3	2010.07.08 11:55	modify	1	0.50	1.05313	1.04313	1.10313
4	2010.07.09 03:40	close	1	0.50	1.05108	1.04313	1.10313	-97.66	9902.34
5	2010.07.09 03:45	sell	2	0.50	1.05097	0.00000	0.00000
6	2010.07.09 03:50	modify	2	0.50	1.05097	1.06097	0.00000
7	2010.07.09 03:50	modify	2	0.50	1.05097	1.06097	1.00097
8	2010.07.12 09:19	s/l	2	0.50	1.06097	1.06097	1.00097	-471.75	9430.59
9	2010.07.12 19:45	buy	3	0.47	1.06045	0.00000	0.00000
10	2010.07.12 19:50	modify	3	0.47	1.06045	1.05045	0.00000
11	2010.07.12 19:50	modify	3	0.47	1.06045	1.05045	1.11045
12	2010.07.13 05:45	close	3	0.47	1.06240	1.05045	1.11045	86.14	9516.73
13	2010.07.13 05:50	sell	4	0.48	1.06230	0.00000	0.00000
14	2010.07.13 05:55	modify	4	0.48	1.06230	1.07230	0.00000
15	2010.07.13 05:55	modify	4	0.48	1.06230	1.07230	1.01230
16	2010.07.13 16:00	close	4	0.48	1.05558	1.07230	1.01230	305.58	9822.31
17	2010.07.13 16:05	buy	5	0.49	1.05358	0.00000	0.00000
18	2010.07.13 16:10	modify	5	0.49	1.05358	1.04358	0.00000
19	2010.07.13 16:10	modify	5	0.49	1.05358	1.04358	1.10358
20	2010.07.14 09:15	close	5	0.49	1.06041	1.04358	1.10358	315.46	10137.77
21	2010.07.14 09:20	sell	6	0.51	1.05985	0.00000	0.00000
22	2010.07.14 09:25	modify	6	0.51	1.05985	1.06985	0.00000
23	2010.07.14 09:25	modify	6	0.51	1.05985	1.06985	1.00985
24	2010.07.15 00:05	close	6	0.51	1.05203	1.06985	1.00985	377.65	10515.42
25	2010.07.15 00:10	buy	7	0.53	1.05187	0.00000	0.00000
26	2010.07.15 00:15	modify	7	0.53	1.05187	1.04187	0.00000
27	2010.07.15 00:15	modify	7	0.53	1.05187	1.04187	1.10187
28	2010.07.15 09:20	close	7	0.53	1.05402	1.04187	1.10187	108.11	10623.53
29	2010.07.15 09:25	sell	8	0.53	1.05377	0.00000	0.00000
30	2010.07.15 09:30	modify	8	0.53	1.05377	1.06377	0.00000
31	2010.07.15 09:30	modify	8	0.53	1.05377	1.06377	1.00377
32	2010.07.15 17:35	close	8	0.53	1.04091	1.06377	1.00377	654.79	11278.32
33	2010.07.15 17:40	buy	9	0.56	1.04082	0.00000	0.00000
34	2010.07.15 17:45	modify	9	0.56	1.04082	1.03082	0.00000
35	2010.07.15 17:45	modify	9	0.56	1.04082	1.03082	1.09082
36	2010.07.16 17:55	close	9	0.56	1.05283	1.03082	1.09082	638.65	11916.97
37	2010.07.16 18:00	sell	10	0.60	1.05229	0.00000	0.00000
38	2010.07.16 18:05	modify	10	0.60	1.05229	1.06229	0.00000
39	2010.07.16 18:05	modify	10	0.60	1.05229	1.06229	1.00229
40	2010.07.20 08:15	close	10	0.60	1.05136	1.06229	1.00229	51.93	11968.90
41	2010.07.20 08:20	buy	11	0.60	1.05060	0.00000	0.00000
42	2010.07.20 08:25	modify	11	0.60	1.05060	1.04060	0.00000
43	2010.07.20 08:25	modify	11	0.60	1.05060	1.04060	1.10060
44	2010.07.21 07:20	close	11	0.60	1.05341	1.04060	1.10060	159.88	12128.77
45	2010.07.23 08:25	sell	12	0.61	1.04436	0.00000	0.00000
46	2010.07.23 08:30	modify	12	0.61	1.04436	1.05436	0.00000
47	2010.07.23 08:30	modify	12	0.61	1.04436	1.05436	0.99436
48	2010.07.23 10:45	close	12	0.61	1.04168	1.05436	0.99436	156.94	12285.71
49	2010.07.23 10:50	buy	13	0.61	1.04257	0.00000	0.00000
50	2010.07.23 10:55	modify	13	0.61	1.04257	1.03257	0.00000
51	2010.07.23 10:55	modify	13	0.61	1.04257	1.03257	1.09257
52	2010.07.23 15:40	close	13	0.61	1.05108	1.03257	1.09257	493.88	12779.59
53	2010.07.23 15:45	sell	14	0.64	1.05143	0.00000	0.00000
54	2010.07.23 15:50	modify	14	0.64	1.05143	1.06143	0.00000
55	2010.07.23 15:50	modify	14	0.64	1.05143	1.06143	1.00143
56	2010.07.23 22:59	close at stop	14	0.64	1.05449	1.06143	1.00143	-185.72	12593.87