Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2009.03.02 00:00 - 2009.03.31 23:55 (2009.03.01 - 2009.04.01)
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=126; BarsBack2=199;
Bars in test	7252	Ticks modelled	512902	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	4350.04	Gross profit	6696.58	Gross loss	-2346.54
Profit factor	2.85	Expected payoff	271.88
Absolute drawdown	308.83	Maximal drawdown	1484.02 (9.37%)	Relative drawdown	9.37% (1484.02)
Total trades	16	Short positions (won %)	8 (87.50%)	Long positions (won %)	8 (62.50%)
		Profit trades (% of total)	12 (75.00%)	Loss trades (% of total)	4 (25.00%)
Largest		profit trade	1808.18	loss trade	-676.25
Average		profit trade	558.05	loss trade	-586.64
Maximum		consecutive wins (profit in money)	6 (3289.51)	consecutive losses (loss in money)	2 (-1335.90)
Maximal		consecutive profit (count of wins)	3289.51 (6)	consecutive loss (count of losses)	-1335.90 (2)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.03.04 01:20	sell	1	0.50	1.17780	0.00000	0.00000
2	2009.03.04 01:25	modify	1	0.50	1.17780	1.18780	0.00000
3	2009.03.04 01:25	modify	1	0.50	1.17780	1.18780	1.12780
4	2009.03.04 22:05	close	1	0.50	1.17132	1.18780	1.12780	276.61	10276.61
5	2009.03.04 22:10	buy	2	0.51	1.17132	0.00000	0.00000
6	2009.03.04 22:15	modify	2	0.51	1.17132	1.16132	0.00000
7	2009.03.04 22:15	modify	2	0.51	1.17132	1.16132	1.22132
8	2009.03.05 11:35	close	2	0.51	1.17510	1.16132	1.22132	164.71	10441.32
9	2009.03.05 11:40	sell	3	0.52	1.17520	0.00000	0.00000
10	2009.03.05 11:45	modify	3	0.52	1.17520	1.18520	0.00000
11	2009.03.05 11:45	modify	3	0.52	1.17520	1.18520	1.12520
12	2009.03.06 02:15	close	3	0.52	1.16992	1.18520	1.12520	234.41	10675.73
13	2009.03.06 02:20	buy	4	0.53	1.17032	0.00000	0.00000
14	2009.03.06 02:26	modify	4	0.53	1.17032	1.16032	0.00000
15	2009.03.06 02:26	modify	4	0.53	1.17032	1.16032	1.22032
16	2009.03.06 07:15	s/l	4	0.53	1.16032	1.16032	1.22032	-456.79	10218.94
17	2009.03.09 12:50	sell	5	0.51	1.16220	0.00000	0.00000
18	2009.03.09 12:55	modify	5	0.51	1.16220	1.17220	0.00000
19	2009.03.09 12:55	modify	5	0.51	1.16220	1.17220	1.11220
20	2009.03.10 08:05	close	5	0.51	1.14962	1.17220	1.11220	557.82	10776.76
21	2009.03.10 08:10	buy	6	0.54	1.15172	0.00000	0.00000
22	2009.03.10 08:15	modify	6	0.54	1.15172	1.14172	0.00000
23	2009.03.10 08:15	modify	6	0.54	1.15172	1.14172	1.20172
24	2009.03.12 16:20	close	6	0.54	1.19160	1.14172	1.20172	1808.18	12584.94
25	2009.03.12 16:25	sell	7	0.63	1.19010	0.00000	0.00000
26	2009.03.12 16:30	modify	7	0.63	1.19010	1.20010	0.00000
27	2009.03.12 16:30	modify	7	0.63	1.19010	1.20010	1.14010
28	2009.03.17 13:05	close	7	0.63	1.18322	1.20010	1.14010	365.34	12950.28
29	2009.03.17 13:10	buy	8	0.65	1.18302	0.00000	0.00000
30	2009.03.17 13:15	modify	8	0.65	1.18302	1.17302	0.00000
31	2009.03.17 13:15	modify	8	0.65	1.18302	1.17302	1.23302
32	2009.03.18 11:49	s/l	8	0.65	1.17302	1.17302	1.23302	-553.85	12396.43
33	2009.03.20 20:30	sell	9	0.62	1.12885	0.00000	0.00000
34	2009.03.20 20:35	modify	9	0.62	1.12885	1.13885	0.00000
35	2009.03.20 20:35	modify	9	0.62	1.12885	1.13885	1.07885
36	2009.03.23 09:35	close	9	0.62	1.12032	1.13885	1.07885	471.74	12868.17
37	2009.03.23 09:40	buy	10	0.64	1.12034	0.00000	0.00000
38	2009.03.23 09:45	modify	10	0.64	1.12034	1.11034	0.00000
39	2009.03.23 09:45	modify	10	0.64	1.12034	1.11034	1.17034
40	2009.03.25 03:55	close	10	0.64	1.13080	1.11034	1.17034	592.56	13460.73
41	2009.03.25 04:00	sell	11	0.67	1.13100	0.00000	0.00000
42	2009.03.25 04:05	modify	11	0.67	1.13100	1.14100	0.00000
43	2009.03.25 04:05	modify	11	0.67	1.13100	1.14100	1.08100
44	2009.03.25 19:40	close	11	0.67	1.12094	1.14100	1.08100	601.30	14062.03
45	2009.03.25 19:45	buy	12	0.70	1.12117	0.00000	0.00000
46	2009.03.25 19:50	modify	12	0.70	1.12117	1.11117	0.00000
47	2009.03.25 19:50	modify	12	0.70	1.12117	1.11117	1.17117
48	2009.03.26 11:50	close	12	0.70	1.12625	1.11117	1.17117	316.64	14378.67
49	2009.03.26 11:55	sell	13	0.72	1.12539	0.00000	0.00000
50	2009.03.26 12:00	modify	13	0.72	1.12539	1.13539	0.00000
51	2009.03.26 12:00	modify	13	0.72	1.12539	1.13539	1.07539
52	2009.03.27 07:50	close	13	0.72	1.12451	1.13539	1.07539	55.97	14434.64
53	2009.03.27 07:55	buy	14	0.72	1.12402	0.00000	0.00000
54	2009.03.27 08:00	modify	14	0.72	1.12402	1.11402	0.00000
55	2009.03.27 08:00	modify	14	0.72	1.12402	1.11402	1.17402
56	2009.03.27 16:10	close	14	0.72	1.14390	1.11402	1.17402	1251.30	15685.94
57	2009.03.27 16:15	sell	15	0.78	1.14411	0.00000	0.00000
58	2009.03.27 16:20	modify	15	0.78	1.14411	1.15411	0.00000
59	2009.03.27 16:20	modify	15	0.78	1.14411	1.15411	1.09411
60	2009.03.30 16:29	s/l	15	0.78	1.15411	1.15411	1.09411	-676.25	15009.69
61	2009.03.31 05:15	buy	16	0.75	1.14697	0.00000	0.00000
62	2009.03.31 05:20	modify	16	0.75	1.14697	1.13697	0.00000
63	2009.03.31 05:20	modify	16	0.75	1.14697	1.13697	1.19697
64	2009.03.31 14:39	s/l	16	0.75	1.13697	1.13697	1.19697	-659.65	14350.04