Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2010.03.01 00:00 - 2010.03.31 23:55 (2010.03.01 - 2010.04.01)
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=21; BarsBack2=530;
Bars in test	4993	Ticks modelled	485859	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3220.05	Gross profit	3877.87	Gross loss	-657.82
Profit factor	5.90	Expected payoff	402.51
Absolute drawdown	251.60	Maximal drawdown	775.73 (5.54%)	Relative drawdown	5.54% (775.73)
Total trades	8	Short positions (won %)	4 (100.00%)	Long positions (won %)	4 (75.00%)
		Profit trades (% of total)	7 (87.50%)	Loss trades (% of total)	1 (12.50%)
Largest		profit trade	815.54	loss trade	-657.82
Average		profit trade	553.98	loss trade	-657.82
Maximum		consecutive wins (profit in money)	7 (3877.87)	consecutive losses (loss in money)	1 (-657.82)
Maximal		consecutive profit (count of wins)	3877.87 (7)	consecutive loss (count of losses)	-657.82 (1)
Average		consecutive wins	7	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 17:15	sell	1	0.50	1.08358	0.00000	0.00000
2	2010.03.01 17:20	modify	1	0.50	1.08358	1.09358	0.00000
3	2010.03.01 17:20	modify	1	0.50	1.08358	1.09358	1.03358
4	2010.03.03 18:05	close	1	0.50	1.06617	1.09358	1.03358	815.54	10815.54
5	2010.03.03 18:10	buy	2	0.54	1.06602	0.00000	0.00000
6	2010.03.03 18:15	modify	2	0.54	1.06602	1.05602	0.00000
7	2010.03.03 18:15	modify	2	0.54	1.06602	1.05602	1.11602
8	2010.03.04 18:35	close	2	0.54	1.07780	1.05602	1.11602	590.65	11406.19
9	2010.03.04 20:35	sell	3	0.57	1.07784	0.00000	0.00000
10	2010.03.04 20:40	modify	3	0.57	1.07784	1.08784	0.00000
11	2010.03.04 20:40	modify	3	0.57	1.07784	1.08784	1.02784
12	2010.03.08 04:40	close	3	0.57	1.06993	1.08784	1.02784	420.34	11826.53
13	2010.03.08 04:45	buy	4	0.59	1.06972	0.00000	0.00000
14	2010.03.08 04:50	modify	4	0.59	1.06972	1.05972	0.00000
15	2010.03.08 04:50	modify	4	0.59	1.06972	1.05972	1.11972
16	2010.03.09 13:40	close	4	0.59	1.07842	1.05972	1.11972	476.13	12302.67
17	2010.03.26 01:05	sell	5	0.62	1.07153	0.00000	0.00000
18	2010.03.26 01:10	modify	5	0.62	1.07153	1.08153	0.00000
19	2010.03.26 01:10	modify	5	0.62	1.07153	1.08153	1.02153
20	2010.03.29 10:55	close	5	0.62	1.06122	1.08153	1.02153	601.76	12904.43
21	2010.03.30 09:20	buy	6	0.65	1.06044	0.00000	0.00000
22	2010.03.30 09:25	modify	6	0.65	1.06044	1.05044	0.00000
23	2010.03.30 09:25	modify	6	0.65	1.06044	1.05044	1.11044
24	2010.03.30 18:15	close	6	0.65	1.06671	1.05044	1.11044	382.06	13286.49
25	2010.03.31 04:30	sell	7	0.66	1.06748	0.00000	0.00000
26	2010.03.31 04:35	modify	7	0.66	1.06748	1.07748	0.00000
27	2010.03.31 04:35	modify	7	0.66	1.06748	1.07748	1.01748
28	2010.03.31 14:30	close	7	0.66	1.05800	1.07748	1.01748	591.38	13877.87
29	2010.03.31 14:35	buy	8	0.69	1.05893	0.00000	0.00000
30	2010.03.31 14:40	modify	8	0.69	1.05893	1.04893	0.00000
31	2010.03.31 14:40	modify	8	0.69	1.05893	1.04893	1.10893
32	2010.03.31 18:40	s/l	8	0.69	1.04893	1.04893	1.10893	-657.82	13220.05