Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2011.10.03 00:00 - 2011.10.10 02:40 (2011.10.01 - 2011.11.01)
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=32;
Bars in test	2474	Ticks modelled	389524	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	2530.33	Gross profit	2825.82	Gross loss	-295.49
Profit factor	9.56	Expected payoff	168.69
Absolute drawdown	151.70	Maximal drawdown	431.23 (4.06%)	Relative drawdown	4.06% (431.23)
Total trades	15	Short positions (won %)	8 (50.00%)	Long positions (won %)	7 (100.00%)
		Profit trades (% of total)	11 (73.33%)	Loss trades (% of total)	4 (26.67%)
Largest		profit trade	550.55	loss trade	-129.38
Average		profit trade	256.89	loss trade	-73.87
Maximum		consecutive wins (profit in money)	5 (1394.45)	consecutive losses (loss in money)	1 (-129.38)
Maximal		consecutive profit (count of wins)	1394.45 (5)	consecutive loss (count of losses)	-129.38 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2011.10.03 00:00	sell	1	0.50	0.91023	0.00000	0.00000
2	2011.10.03 00:05	modify	1	0.50	0.91023	0.92023	0.00000
3	2011.10.03 00:05	modify	1	0.50	0.91023	0.92023	0.86023
4	2011.10.03 14:15	close	1	0.50	0.90901	0.92023	0.86023	67.11	10067.11
5	2011.10.03 14:20	buy	2	0.50	0.90896	0.00000	0.00000
6	2011.10.03 14:25	modify	2	0.50	0.90896	0.89896	0.00000
7	2011.10.03 14:25	modify	2	0.50	0.90896	0.89896	0.95896
8	2011.10.03 18:40	close	2	0.50	0.91589	0.89896	0.95896	378.32	10445.43
9	2011.10.03 18:45	sell	3	0.52	0.91709	0.00000	0.00000
10	2011.10.03 18:50	modify	3	0.52	0.91709	0.92709	0.00000
11	2011.10.03 18:50	modify	3	0.52	0.91709	0.92709	0.86709
12	2011.10.04 09:35	close	3	0.52	0.91885	0.92709	0.86709	-100.00	10345.43
13	2011.10.04 09:40	buy	4	0.52	0.91895	0.00000	0.00000
14	2011.10.04 09:45	modify	4	0.52	0.91895	0.90895	0.00000
15	2011.10.04 09:45	modify	4	0.52	0.91895	0.90895	0.96895
16	2011.10.04 11:25	close	4	0.52	0.92137	0.90895	0.96895	136.58	10482.01
17	2011.10.04 11:30	sell	5	0.52	0.92170	0.00000	0.00000
18	2011.10.04 11:35	modify	5	0.52	0.92170	0.93170	0.00000
19	2011.10.04 11:35	modify	5	0.52	0.92170	0.93170	0.87170
20	2011.10.04 23:55	close	5	0.52	0.91638	0.93170	0.87170	301.88	10783.89
21	2011.10.05 00:00	buy	6	0.54	0.91636	0.00000	0.00000
22	2011.10.05 00:05	modify	6	0.54	0.91636	0.90636	0.00000
23	2011.10.05 00:05	modify	6	0.54	0.91636	0.90636	0.96636
24	2011.10.05 04:50	close	6	0.54	0.92156	0.90636	0.96636	304.70	11088.59
25	2011.10.05 04:55	sell	7	0.55	0.92086	0.00000	0.00000
26	2011.10.05 05:00	modify	7	0.55	0.92086	0.93086	0.00000
27	2011.10.05 05:00	modify	7	0.55	0.92086	0.93086	0.87086
28	2011.10.05 09:20	close	7	0.55	0.92196	0.93086	0.87086	-65.62	11022.97
29	2011.10.05 14:25	buy	8	0.55	0.91794	0.00000	0.00000
30	2011.10.05 14:30	modify	8	0.55	0.91794	0.90794	0.00000
31	2011.10.05 14:30	modify	8	0.55	0.91794	0.90794	0.96794
32	2011.10.05 17:00	close	8	0.55	0.92201	0.90794	0.96794	242.78	11265.75
33	2011.10.05 17:05	sell	9	0.56	0.92037	0.00000	0.00000
34	2011.10.05 17:10	modify	9	0.56	0.92037	0.93037	0.00000
35	2011.10.05 17:10	modify	9	0.56	0.92037	0.93037	0.87037
36	2011.10.06 09:35	close	9	0.56	0.92248	0.93037	0.87037	-129.38	11136.37
37	2011.10.06 09:40	buy	10	0.56	0.92384	0.00000	0.00000
38	2011.10.06 09:45	modify	10	0.56	0.92384	0.91384	0.00000
39	2011.10.06 09:45	modify	10	0.56	0.92384	0.91384	0.97384
40	2011.10.06 11:00	close	10	0.56	0.92756	0.91384	0.97384	224.59	11360.96
41	2011.10.06 15:55	sell	11	0.57	0.92967	0.00000	0.00000
42	2011.10.06 16:00	modify	11	0.57	0.92967	0.93967	0.00000
43	2011.10.06 16:00	modify	11	0.57	0.92967	0.93967	0.87967
44	2011.10.06 18:10	close	11	0.57	0.92102	0.93967	0.87967	535.33	11896.29
45	2011.10.06 18:15	buy	12	0.59	0.91995	0.00000	0.00000
46	2011.10.06 18:20	modify	12	0.59	0.91995	0.90995	0.00000
47	2011.10.06 18:20	modify	12	0.59	0.91995	0.90995	0.96995
48	2011.10.07 13:05	close	12	0.59	0.92081	0.90995	0.96995	54.65	11950.93
49	2011.10.07 13:10	sell	13	0.60	0.92089	0.00000	0.00000
50	2011.10.07 13:15	modify	13	0.60	0.92089	0.93089	0.00000
51	2011.10.07 13:15	modify	13	0.60	0.92089	0.93089	0.87089
52	2011.10.07 15:15	close	13	0.60	0.92044	0.93089	0.87089	29.33	11980.26
53	2011.10.07 18:35	buy	14	0.60	0.91568	0.00000	0.00000
54	2011.10.07 18:40	modify	14	0.60	0.91568	0.90568	0.00000
55	2011.10.07 18:40	modify	14	0.60	0.91568	0.90568	0.96568
56	2011.10.07 20:40	close	14	0.60	0.92416	0.90568	0.96568	550.55	12530.81
57	2011.10.07 22:10	sell	15	0.63	0.92689	0.00000	0.00000
58	2011.10.07 22:15	modify	15	0.63	0.92689	0.93689	0.00000
59	2011.10.07 22:15	modify	15	0.63	0.92689	0.93689	0.87689
60	2011.10.10 02:42	close at stop	15	0.63	0.92689	0.93689	0.87689	-0.49	12530.33