Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2010.05.03 00:00 - 2010.05.07 22:55 (2010.05.01 - 2010.06.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MajicNumber=1; LotsPercent=10; MaxSpread=25; MaxSlippage=25; MaxDrawDown=50; BarsBack1=16; BarsBack2=21;
Bars in test	2429	Ticks modelled	240985	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3098.51	Gross profit	3240.82	Gross loss	-142.31
Profit factor	22.77	Expected payoff	387.31
Absolute drawdown	198.12	Maximal drawdown	1234.03 (8.82%)	Relative drawdown	8.82% (1234.03)
Total trades	8	Short positions (won %)	4 (75.00%)	Long positions (won %)	4 (75.00%)
		Profit trades (% of total)	6 (75.00%)	Loss trades (% of total)	2 (25.00%)
Largest		profit trade	1096.91	loss trade	-128.67
Average		profit trade	540.14	loss trade	-71.15
Maximum		consecutive wins (profit in money)	4 (1888.01)	consecutive losses (loss in money)	1 (-128.67)
Maximal		consecutive profit (count of wins)	1888.01 (4)	consecutive loss (count of losses)	-128.67 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.05.03 04:10	sell	1	1.00	1.08306	0.00000	0.00000
2	2010.05.03 04:15	modify	1	1.00	1.08306	1.09306	0.00000
3	2010.05.03 04:15	modify	1	1.00	1.08306	1.09306	1.03306
4	2010.05.03 08:30	close	1	1.00	1.08254	1.09306	1.03306	48.04	10048.04
5	2010.05.05 08:45	buy	2	1.00	1.10452	0.00000	0.00000
6	2010.05.05 08:50	modify	2	1.00	1.10452	1.09452	0.00000
7	2010.05.05 08:50	modify	2	1.00	1.10452	1.09452	1.15452
8	2010.05.05 15:35	close	2	1.00	1.11677	1.09452	1.15452	1096.91	11144.95
9	2010.05.05 15:40	sell	3	1.11	1.11645	0.00000	0.00000
10	2010.05.05 15:45	modify	3	1.11	1.11645	1.12645	0.00000
11	2010.05.05 15:45	modify	3	1.11	1.11645	1.12645	1.06645
12	2010.05.05 17:55	close	3	1.11	1.11317	1.12645	1.06645	327.07	11472.02
13	2010.05.05 18:25	buy	4	1.15	1.11281	0.00000	0.00000
14	2010.05.05 18:30	modify	4	1.15	1.11281	1.10281	0.00000
15	2010.05.05 18:30	modify	4	1.15	1.11281	1.10281	1.16281
16	2010.05.05 21:00	close	4	1.15	1.11685	1.10281	1.16281	415.99	11888.01
17	2010.05.05 21:05	sell	5	1.19	1.11679	0.00000	0.00000
18	2010.05.05 21:10	modify	5	1.19	1.11679	1.12679	0.00000
19	2010.05.05 21:10	modify	5	1.19	1.11679	1.12679	1.06679
20	2010.05.06 03:00	close	5	1.19	1.11689	1.12679	1.06679	-13.64	11874.37
21	2010.05.06 03:05	buy	6	1.19	1.11663	0.00000	0.00000
22	2010.05.06 03:10	modify	6	1.19	1.11663	1.10663	0.00000
23	2010.05.06 03:10	modify	6	1.19	1.11663	1.10663	1.16663
24	2010.05.06 09:15	close	6	1.19	1.12183	1.10663	1.16663	551.60	12425.97
25	2010.05.06 20:50	sell	7	1.24	1.11541	0.00000	0.00000
26	2010.05.06 20:55	modify	7	1.24	1.11541	1.12541	0.00000
27	2010.05.06 20:55	modify	7	1.24	1.11541	1.12541	1.06541
28	2010.05.07 13:05	close	7	1.24	1.10824	1.12541	1.06541	801.21	13227.18
29	2010.05.07 13:10	buy	8	1.32	1.10899	0.00000	0.00000
30	2010.05.07 13:15	modify	8	1.32	1.10899	1.09899	0.00000
31	2010.05.07 13:15	modify	8	1.32	1.10899	1.09899	1.15899
32	2010.05.07 22:59	close at stop	8	1.32	1.10791	1.09899	1.15899	-128.67	13098.51