Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2011.10.23 21:00 - 2012.01.03 23:59 (2011.11.01 - 2011.12.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=0.05; StopLoss=0.01; StopStep=0.0025; MaxSpread=0.0025; MaxSlippage=0.0025; BarsBack1=24; BarsBack2=308;
Bars in test	14995	Ticks modelled	3183313	Modelling quality	99.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3994.21	Gross profit	5717.90	Gross loss	-1723.69
Profit factor	3.32	Expected payoff	249.64
Absolute drawdown	710.25	Maximal drawdown	1092.21 (9.99%)	Relative drawdown	9.99% (1092.21)
Total trades	16	Short positions (won %)	8 (62.50%)	Long positions (won %)	8 (100.00%)
		Profit trades (% of total)	13 (81.25%)	Loss trades (% of total)	3 (18.75%)
Largest		profit trade	1038.59	loss trade	-590.02
Average		profit trade	439.84	loss trade	-574.56
Maximum		consecutive wins (profit in money)	9 (4081.51)	consecutive losses (loss in money)	1 (-590.02)
Maximal		consecutive profit (count of wins)	4081.51 (9)	consecutive loss (count of losses)	-590.02 (1)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2011.11.01 01:45	sell	1	0.50	0.87850	0.00000	0.00000
2	2011.11.01 01:50	modify	1	0.50	0.87850	0.88850	0.00000
3	2011.11.01 01:50	modify	1	0.50	0.87850	0.88850	0.82850
4	2011.11.01 08:21	s/l	1	0.50	0.88850	0.88850	0.82850	-562.73	9437.27
5	2011.11.02 14:05	buy	2	0.47	0.88211	0.00000	0.00000
6	2011.11.02 14:10	modify	2	0.47	0.88211	0.87211	0.00000
7	2011.11.02 14:10	modify	2	0.47	0.88211	0.87211	0.93211
8	2011.11.03 07:50	close	2	0.47	0.88702	0.87211	0.93211	260.32	9697.59
9	2011.11.03 07:55	sell	3	0.48	0.88753	0.00000	0.00000
10	2011.11.03 08:00	modify	3	0.48	0.88753	0.89753	0.00000
11	2011.11.03 08:00	modify	3	0.48	0.88753	0.89753	0.83753
12	2011.11.03 11:15	close	3	0.48	0.88121	0.89753	0.83753	344.25	10041.84
13	2011.11.03 18:35	buy	4	0.50	0.87957	0.00000	0.00000
14	2011.11.03 18:40	modify	4	0.50	0.87957	0.86957	0.00000
15	2011.11.03 18:40	modify	4	0.50	0.87957	0.86957	0.92957
16	2011.11.04 15:05	close	4	0.50	0.88928	0.86957	0.92957	546.01	10587.85
17	2011.11.04 15:10	sell	5	0.53	0.88927	0.00000	0.00000
18	2011.11.04 15:15	modify	5	0.53	0.88927	0.89927	0.00000
19	2011.11.04 15:15	modify	5	0.53	0.88927	0.89927	0.83927
20	2011.11.07 08:15	s/l	5	0.53	0.89927	0.89927	0.83927	-590.02	9997.82
21	2011.11.08 15:20	buy	6	0.50	0.89496	0.00000	0.00000
22	2011.11.08 15:25	modify	6	0.50	0.89496	0.88496	0.00000
23	2011.11.08 15:25	modify	6	0.50	0.89496	0.88496	0.94496
24	2011.11.09 12:20	close	6	0.50	0.90374	0.88496	0.94496	485.82	10483.64
25	2011.11.09 12:25	sell	7	0.52	0.90391	0.00000	0.00000
26	2011.11.09 12:30	modify	7	0.52	0.90391	0.91391	0.00000
27	2011.11.09 12:30	modify	7	0.52	0.90391	0.91391	0.85391
28	2011.11.10 03:50	s/l	7	0.52	0.91391	0.91391	0.85391	-570.94	9912.70
29	2011.11.11 16:40	buy	8	0.50	0.89627	0.00000	0.00000
30	2011.11.11 16:45	modify	8	0.50	0.89627	0.88627	0.00000
31	2011.11.11 16:45	modify	8	0.50	0.89627	0.88627	0.94627
32	2011.11.15 09:45	close	8	0.50	0.91528	0.88627	0.94627	1038.59	10951.30
33	2011.11.15 09:50	sell	9	0.55	0.91524	0.00000	0.00000
34	2011.11.15 09:55	modify	9	0.55	0.91524	0.92524	0.00000
35	2011.11.15 09:55	modify	9	0.55	0.91524	0.92524	0.86524
36	2011.11.18 10:05	close	9	0.55	0.91340	0.92524	0.86524	107.34	11058.64
37	2011.11.18 10:10	buy	10	0.55	0.91311	0.00000	0.00000
38	2011.11.18 10:15	modify	10	0.55	0.91311	0.90311	0.00000
39	2011.11.18 10:15	modify	10	0.55	0.91311	0.90311	0.96311
40	2011.11.21 09:35	close	10	0.55	0.91961	0.90311	0.96311	388.81	11447.45
41	2011.11.21 09:40	sell	11	0.57	0.91955	0.00000	0.00000
42	2011.11.21 09:45	modify	11	0.57	0.91955	0.92955	0.00000
43	2011.11.21 09:45	modify	11	0.57	0.91955	0.92955	0.86955
44	2011.11.22 09:05	close	11	0.57	0.91306	0.92955	0.86955	404.44	11851.89
45	2011.11.22 09:25	buy	12	0.59	0.91333	0.00000	0.00000
46	2011.11.22 09:30	modify	12	0.59	0.91333	0.90333	0.00000
47	2011.11.22 09:30	modify	12	0.59	0.91333	0.90333	0.96333
48	2011.11.23 10:55	close	12	0.59	0.91944	0.90333	0.96333	392.15	12244.03
49	2011.11.23 11:00	sell	13	0.61	0.91900	0.00000	0.00000
50	2011.11.23 11:05	modify	13	0.61	0.91900	0.92900	0.00000
51	2011.11.23 11:05	modify	13	0.61	0.91900	0.92900	0.86900
52	2011.11.24 13:00	close	13	0.61	0.91737	0.92900	0.86900	106.10	12350.13
53	2011.11.28 10:40	buy	14	0.62	0.91861	0.00000	0.00000
54	2011.11.28 10:45	modify	14	0.62	0.91861	0.90861	0.00000
55	2011.11.28 10:45	modify	14	0.62	0.91861	0.90861	0.96861
56	2011.11.30 08:05	close	14	0.62	0.92348	0.90861	0.96861	327.10	12677.23
57	2011.11.30 08:10	sell	15	0.63	0.92317	0.00000	0.00000
58	2011.11.30 08:15	modify	15	0.63	0.92317	0.93317	0.00000
59	2011.11.30 08:15	modify	15	0.63	0.92317	0.93317	0.87317
60	2011.11.30 14:40	close	15	0.63	0.90973	0.93317	0.87317	930.74	13607.97
61	2011.11.30 14:45	buy	16	0.68	0.90854	0.00000	0.00000
62	2011.11.30 14:50	modify	16	0.68	0.90854	0.89854	0.00000
63	2011.11.30 14:50	modify	16	0.68	0.90854	0.89854	0.95854
64	2011.11.30 23:59	close at stop	16	0.68	0.91373	0.89854	0.95854	386.24	13994.21