Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2009.05.01 00:00 - 2009.05.29 22:55 (2009.05.01 - 2009.06.01)
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=19; BarsBack2=29;
Bars in test	6977	Ticks modelled	1183710	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3352.32	Gross profit	5517.88	Gross loss	-2165.56
Profit factor	2.55	Expected payoff	81.76
Absolute drawdown	307.32	Maximal drawdown	914.56 (8.14%)	Relative drawdown	8.14% (914.56)
Total trades	41	Short positions (won %)	20 (80.00%)	Long positions (won %)	21 (66.67%)
		Profit trades (% of total)	30 (73.17%)	Loss trades (% of total)	11 (26.83%)
Largest		profit trade	563.88	loss trade	-650.47
Average		profit trade	183.93	loss trade	-196.87
Maximum		consecutive wins (profit in money)	7 (1732.33)	consecutive losses (loss in money)	2 (-275.30)
Maximal		consecutive profit (count of wins)	1732.33 (7)	consecutive loss (count of losses)	-650.47 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.05.01 04:35	buy	1	0.50	1.13884	0.00000	0.00000
2	2009.05.01 04:40	modify	1	0.50	1.13884	1.12884	0.00000
3	2009.05.01 04:40	modify	1	0.50	1.13884	1.12884	1.18884
4	2009.05.04 13:50	close	1	0.50	1.13927	1.12884	1.18884	19.00	10019.00
5	2009.05.04 13:55	sell	2	0.50	1.13933	0.00000	0.00000
6	2009.05.04 14:00	modify	2	0.50	1.13933	1.14933	0.00000
7	2009.05.04 14:00	modify	2	0.50	1.13933	1.14933	1.08933
8	2009.05.04 16:35	close	2	0.50	1.13229	1.14933	1.08933	310.87	10329.87
9	2009.05.04 16:40	buy	3	0.52	1.13176	0.00000	0.00000
10	2009.05.04 16:45	modify	3	0.52	1.13176	1.12176	0.00000
11	2009.05.04 16:45	modify	3	0.52	1.13176	1.12176	1.18176
12	2009.05.05 03:35	close	3	0.52	1.12755	1.12176	1.18176	-194.02	10135.85
13	2009.05.05 03:40	sell	4	0.51	1.12766	0.00000	0.00000
14	2009.05.05 03:45	modify	4	0.51	1.12766	1.13766	0.00000
15	2009.05.05 03:45	modify	4	0.51	1.12766	1.13766	1.07766
16	2009.05.05 13:15	close	4	0.51	1.12946	1.13766	1.07766	-81.28	10054.57
17	2009.05.05 13:20	buy	5	0.50	1.12964	0.00000	0.00000
18	2009.05.05 13:25	modify	5	0.50	1.12964	1.11964	0.00000
19	2009.05.05 13:25	modify	5	0.50	1.12964	1.11964	1.17964
20	2009.05.05 21:10	close	5	0.50	1.13341	1.11964	1.17964	166.31	10220.88
21	2009.05.05 21:15	sell	6	0.51	1.13383	0.00000	0.00000
22	2009.05.05 21:20	modify	6	0.51	1.13383	1.14383	0.00000
23	2009.05.05 21:20	modify	6	0.51	1.13383	1.14383	1.08383
24	2009.05.06 08:50	close	6	0.51	1.13402	1.14383	1.08383	-8.89	10211.98
25	2009.05.06 08:55	buy	7	0.51	1.13362	0.00000	0.00000
26	2009.05.06 09:00	modify	7	0.51	1.13362	1.12362	0.00000
27	2009.05.06 09:00	modify	7	0.51	1.13362	1.12362	1.18362
28	2009.05.06 13:45	close	7	0.51	1.13379	1.12362	1.18362	7.65	10219.63
29	2009.05.07 00:25	sell	8	0.51	1.13325	0.00000	0.00000
30	2009.05.07 00:30	modify	8	0.51	1.13325	1.14325	0.00000
31	2009.05.07 00:30	modify	8	0.51	1.13325	1.14325	1.08325
32	2009.05.07 16:05	close	8	0.51	1.12819	1.14325	1.08325	228.74	10448.37
33	2009.05.07 16:10	buy	9	0.52	1.12861	0.00000	0.00000
34	2009.05.07 16:15	modify	9	0.52	1.12861	1.11861	0.00000
35	2009.05.07 16:15	modify	9	0.52	1.12861	1.11861	1.17861
36	2009.05.07 20:35	close	9	0.52	1.13156	1.11861	1.17861	135.57	10583.94
37	2009.05.07 20:40	sell	10	0.53	1.13051	0.00000	0.00000
38	2009.05.07 20:45	modify	10	0.53	1.13051	1.14051	0.00000
39	2009.05.07 20:45	modify	10	0.53	1.13051	1.14051	1.08051
40	2009.05.08 07:25	close	10	0.53	1.12950	1.14051	1.08051	47.02	10630.96
41	2009.05.08 07:30	buy	11	0.53	1.12908	0.00000	0.00000
42	2009.05.08 07:35	modify	11	0.53	1.12908	1.11908	0.00000
43	2009.05.08 07:35	modify	11	0.53	1.12908	1.11908	1.17908
44	2009.05.08 12:35	close	11	0.53	1.12981	1.11908	1.17908	34.24	10665.20
45	2009.05.08 12:40	sell	12	0.53	1.12959	0.00000	0.00000
46	2009.05.08 12:45	modify	12	0.53	1.12959	1.13959	0.00000
47	2009.05.08 12:45	modify	12	0.53	1.12959	1.13959	1.07959
48	2009.05.08 15:35	close	12	0.53	1.12092	1.13959	1.07959	409.94	11075.14
49	2009.05.08 15:40	buy	13	0.55	1.12047	0.00000	0.00000
50	2009.05.08 15:45	modify	13	0.55	1.12047	1.11047	0.00000
51	2009.05.08 15:45	modify	13	0.55	1.12047	1.11047	1.17047
52	2009.05.08 19:43	s/l	13	0.55	1.11047	1.11047	1.17047	-495.29	10579.85
53	2009.05.11 08:15	sell	14	0.53	1.10580	0.00000	0.00000
54	2009.05.11 08:20	modify	14	0.53	1.10580	1.11580	0.00000
55	2009.05.11 08:20	modify	14	0.53	1.10580	1.11580	1.05580
56	2009.05.11 16:40	close	14	0.53	1.10509	1.11580	1.05580	34.05	10613.90
57	2009.05.11 16:50	buy	15	0.53	1.10522	0.00000	0.00000
58	2009.05.11 16:55	modify	15	0.53	1.10522	1.09522	0.00000
59	2009.05.11 16:55	modify	15	0.53	1.10522	1.09522	1.15522
60	2009.05.11 19:30	close	15	0.53	1.10860	1.09522	1.15522	161.59	10775.49
61	2009.05.11 19:35	sell	16	0.54	1.10845	0.00000	0.00000
62	2009.05.11 19:40	modify	16	0.54	1.10845	1.11845	0.00000
63	2009.05.11 19:40	modify	16	0.54	1.10845	1.11845	1.05845
64	2009.05.12 01:50	close	16	0.54	1.10878	1.11845	1.05845	-16.45	10759.05
65	2009.05.12 05:25	buy	17	0.54	1.10769	0.00000	0.00000
66	2009.05.12 05:30	modify	17	0.54	1.10769	1.09769	0.00000
67	2009.05.12 05:30	modify	17	0.54	1.10769	1.09769	1.15769
68	2009.05.12 19:10	close	17	0.54	1.10713	1.09769	1.15769	-27.31	10731.74
69	2009.05.12 19:15	sell	18	0.54	1.10675	0.00000	0.00000
70	2009.05.12 19:20	modify	18	0.54	1.10675	1.11675	0.00000
71	2009.05.12 19:20	modify	18	0.54	1.10675	1.11675	1.05675
72	2009.05.12 21:40	close	18	0.54	1.10669	1.11675	1.05675	2.93	10734.67
73	2009.05.14 11:00	buy	19	0.54	1.10788	0.00000	0.00000
74	2009.05.14 11:05	modify	19	0.54	1.10788	1.09788	0.00000
75	2009.05.14 11:05	modify	19	0.54	1.10788	1.09788	1.15788
76	2009.05.15 00:55	close	19	0.54	1.10466	1.09788	1.15788	-157.27	10577.40
77	2009.05.15 09:00	sell	20	0.53	1.10718	0.00000	0.00000
78	2009.05.15 09:05	modify	20	0.53	1.10718	1.11718	0.00000
79	2009.05.15 09:05	modify	20	0.53	1.10718	1.11718	1.05718
80	2009.05.15 16:25	close	20	0.53	1.10717	1.11718	1.05718	0.48	10577.88
81	2009.05.15 16:30	buy	21	0.53	1.10638	0.00000	0.00000
82	2009.05.15 16:35	modify	21	0.53	1.10638	1.09638	0.00000
83	2009.05.15 16:35	modify	21	0.53	1.10638	1.09638	1.15638
84	2009.05.15 19:10	close	21	0.53	1.11689	1.09638	1.15638	498.73	11076.61
85	2009.05.15 20:15	sell	22	0.55	1.12153	0.00000	0.00000
86	2009.05.15 20:20	modify	22	0.55	1.12153	1.13153	0.00000
87	2009.05.15 20:20	modify	22	0.55	1.12153	1.13153	1.07153
88	2009.05.18 13:50	close	22	0.55	1.12000	1.13153	1.07153	74.75	11151.35
89	2009.05.18 13:55	buy	23	0.56	1.12005	0.00000	0.00000
90	2009.05.18 14:00	modify	23	0.56	1.12005	1.11005	0.00000
91	2009.05.18 14:00	modify	23	0.56	1.12005	1.11005	1.17005
92	2009.05.19 03:00	close	23	0.56	1.11578	1.11005	1.17005	-214.16	10937.19
93	2009.05.19 03:05	sell	24	0.55	1.11564	0.00000	0.00000
94	2009.05.19 03:10	modify	24	0.55	1.11564	1.12564	0.00000
95	2009.05.19 03:10	modify	24	0.55	1.11564	1.12564	1.06564
96	2009.05.19 11:10	close	24	0.55	1.11118	1.12564	1.06564	220.76	11157.95
97	2009.05.19 11:15	buy	25	0.56	1.11151	0.00000	0.00000
98	2009.05.19 11:20	modify	25	0.56	1.11151	1.10151	0.00000
99	2009.05.19 11:20	modify	25	0.56	1.11151	1.10151	1.16151
100	2009.05.19 15:30	close	25	0.56	1.11400	1.10151	1.16151	125.17	11283.12
101	2009.05.19 15:35	sell	26	0.56	1.11424	0.00000	0.00000
102	2009.05.19 15:40	modify	26	0.56	1.11424	1.12424	0.00000
103	2009.05.19 15:40	modify	26	0.56	1.11424	1.12424	1.06424
104	2009.05.19 21:30	close	26	0.56	1.10761	1.12424	1.06424	335.21	11618.33
105	2009.05.19 21:35	buy	27	0.58	1.10850	0.00000	0.00000
106	2009.05.19 21:40	modify	27	0.58	1.10850	1.09850	0.00000
107	2009.05.19 21:40	modify	27	0.58	1.10850	1.09850	1.15850
108	2009.05.20 03:20	close	27	0.58	1.10938	1.09850	1.15850	46.16	11664.49
109	2009.05.20 03:25	sell	28	0.58	1.10921	0.00000	0.00000
110	2009.05.20 03:30	modify	28	0.58	1.10921	1.11921	0.00000
111	2009.05.20 03:30	modify	28	0.58	1.10921	1.11921	1.05921
112	2009.05.20 16:40	close	28	0.58	1.09853	1.11921	1.05921	563.88	12228.37
113	2009.05.20 16:45	buy	29	0.61	1.09837	0.00000	0.00000
114	2009.05.20 16:50	modify	29	0.61	1.09837	1.08837	0.00000
115	2009.05.20 16:50	modify	29	0.61	1.09837	1.08837	1.14837
116	2009.05.21 07:40	close	29	0.61	1.10063	1.08837	1.14837	125.74	12354.11
117	2009.05.21 07:45	sell	30	0.62	1.10047	0.00000	0.00000
118	2009.05.21 07:50	modify	30	0.62	1.10047	1.11047	0.00000
119	2009.05.21 07:50	modify	30	0.62	1.10047	1.11047	1.05047
120	2009.05.21 19:10	close	30	0.62	1.09490	1.11047	1.05047	315.41	12669.52
121	2009.05.21 19:15	buy	31	0.63	1.09543	0.00000	0.00000
122	2009.05.21 19:20	modify	31	0.63	1.09543	1.08543	0.00000
123	2009.05.21 19:20	modify	31	0.63	1.09543	1.08543	1.14543
124	2009.05.22 07:00	close	31	0.63	1.09071	1.08543	1.14543	-272.47	12397.05
125	2009.05.22 07:05	sell	32	0.62	1.09152	0.00000	0.00000
126	2009.05.22 07:10	modify	32	0.62	1.09152	1.10152	0.00000
127	2009.05.22 07:10	modify	32	0.62	1.09152	1.10152	1.04152
128	2009.05.22 18:20	close	32	0.62	1.08391	1.10152	1.04152	435.29	12832.34
129	2009.05.22 18:25	buy	33	0.64	1.08346	0.00000	0.00000
130	2009.05.22 18:30	modify	33	0.64	1.08346	1.07346	0.00000
131	2009.05.22 18:30	modify	33	0.64	1.08346	1.07346	1.13346
132	2009.05.22 22:25	close	33	0.64	1.08517	1.07346	1.13346	100.85	12933.19
133	2009.05.22 22:30	sell	34	0.65	1.08540	0.00000	0.00000
134	2009.05.22 22:35	modify	34	0.65	1.08540	1.09540	0.00000
135	2009.05.22 22:35	modify	34	0.65	1.08540	1.09540	1.03540
136	2009.05.25 14:25	close	34	0.65	1.08351	1.09540	1.03540	112.93	13046.12
137	2009.05.25 14:30	buy	35	0.65	1.08364	0.00000	0.00000
138	2009.05.25 14:35	modify	35	0.65	1.08364	1.07364	0.00000
139	2009.05.25 14:35	modify	35	0.65	1.08364	1.07364	1.13364
140	2009.05.26 04:05	close	35	0.65	1.08608	1.07364	1.13364	146.20	13192.32
141	2009.05.26 04:10	sell	36	0.66	1.08666	0.00000	0.00000
142	2009.05.26 04:15	modify	36	0.66	1.08666	1.09666	0.00000
143	2009.05.26 04:15	modify	36	0.66	1.08666	1.09666	1.03666
144	2009.05.26 15:05	close	36	0.66	1.08745	1.09666	1.03666	-47.95	13144.37
145	2009.05.26 17:00	buy	37	0.66	1.08396	0.00000	0.00000
146	2009.05.26 17:05	modify	37	0.66	1.08396	1.07396	0.00000
147	2009.05.26 17:05	modify	37	0.66	1.08396	1.07396	1.13396
148	2009.05.26 19:45	close	37	0.66	1.08430	1.07396	1.13396	20.70	13165.07
149	2009.05.27 04:00	sell	38	0.66	1.08563	0.00000	0.00000
150	2009.05.27 04:05	modify	38	0.66	1.08563	1.09563	0.00000
151	2009.05.27 04:05	modify	38	0.66	1.08563	1.09563	1.03563
152	2009.05.27 15:50	close	38	0.66	1.08440	1.09563	1.03563	74.86	13239.93
153	2009.05.27 15:55	buy	39	0.66	1.08474	0.00000	0.00000
154	2009.05.27 16:00	modify	39	0.66	1.08474	1.07474	0.00000
155	2009.05.27 16:00	modify	39	0.66	1.08474	1.07474	1.13474
156	2009.05.27 23:30	close	39	0.66	1.09252	1.07474	1.13474	470.00	13709.93
157	2009.05.27 23:35	sell	40	0.69	1.09251	0.00000	0.00000
158	2009.05.27 23:40	modify	40	0.69	1.09251	1.10251	0.00000
159	2009.05.27 23:40	modify	40	0.69	1.09251	1.10251	1.04251
160	2009.05.28 12:50	close	40	0.69	1.08787	1.10251	1.04251	292.86	14002.79
161	2009.05.28 16:25	buy	41	0.70	1.08585	0.00000	0.00000
162	2009.05.28 16:30	modify	41	0.70	1.08585	1.07585	0.00000
163	2009.05.28 16:30	modify	41	0.70	1.08585	1.07585	1.13585
164	2009.05.29 11:43	s/l	41	0.70	1.07585	1.07585	1.13585	-650.47	13352.32