Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2009.09.01 00:00 - 2009.09.30 23:55 (2009.09.01 - 2009.10.01)
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=45; BarsBack2=160;
Bars in test	7287	Ticks modelled	857298	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3162.37	Gross profit	4306.69	Gross loss	-1144.33
Profit factor	3.76	Expected payoff	137.49
Absolute drawdown	75.38	Maximal drawdown	959.82 (7.93%)	Relative drawdown	7.93% (959.82)
Total trades	23	Short positions (won %)	11 (100.00%)	Long positions (won %)	12 (83.33%)
		Profit trades (% of total)	21 (91.30%)	Loss trades (% of total)	2 (8.70%)
Largest		profit trade	506.39	loss trade	-588.01
Average		profit trade	205.08	loss trade	-572.16
Maximum		consecutive wins (profit in money)	9 (1073.65)	consecutive losses (loss in money)	1 (-588.01)
Maximal		consecutive profit (count of wins)	1664.94 (6)	consecutive loss (count of losses)	-588.01 (1)
Average		consecutive wins	7	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.09.01 08:25	buy	1	0.50	1.05626	0.00000	0.00000
2	2009.09.01 08:30	modify	1	0.50	1.05626	1.04626	0.00000
3	2009.09.01 08:30	modify	1	0.50	1.05626	1.04626	1.10626
4	2009.09.01 18:20	close	1	0.50	1.06515	1.04626	1.10626	417.31	10417.31
5	2009.09.01 18:25	sell	2	0.52	1.06562	0.00000	0.00000
6	2009.09.01 18:30	modify	2	0.52	1.06562	1.07562	0.00000
7	2009.09.01 18:30	modify	2	0.52	1.06562	1.07562	1.01562
8	2009.09.02 19:30	close	2	0.52	1.06050	1.07562	1.01562	250.61	10667.92
9	2009.09.02 19:35	buy	3	0.53	1.06028	0.00000	0.00000
10	2009.09.02 19:40	modify	3	0.53	1.06028	1.05028	0.00000
11	2009.09.02 19:40	modify	3	0.53	1.06028	1.05028	1.11028
12	2009.09.03 21:15	close	3	0.53	1.06227	1.05028	1.11028	99.44	10767.36
13	2009.09.03 21:20	sell	4	0.54	1.06240	0.00000	0.00000
14	2009.09.03 21:25	modify	4	0.54	1.06240	1.07240	0.00000
15	2009.09.03 21:25	modify	4	0.54	1.06240	1.07240	1.01240
16	2009.09.07 09:25	close	4	0.54	1.05743	1.07240	1.01240	252.88	11020.23
17	2009.09.07 09:30	buy	5	0.55	1.05719	0.00000	0.00000
18	2009.09.07 09:35	modify	5	0.55	1.05719	1.04719	0.00000
19	2009.09.07 09:35	modify	5	0.55	1.05719	1.04719	1.10719
20	2009.09.07 19:45	close	5	0.55	1.06013	1.04719	1.10719	152.53	11172.76
21	2009.09.07 19:50	sell	6	0.56	1.06003	0.00000	0.00000
22	2009.09.07 19:55	modify	6	0.56	1.06003	1.07003	0.00000
23	2009.09.07 19:55	modify	6	0.56	1.06003	1.07003	1.01003
24	2009.09.08 10:50	close	6	0.56	1.05259	1.07003	1.01003	395.34	11568.10
25	2009.09.08 10:55	buy	7	0.58	1.05251	0.00000	0.00000
26	2009.09.08 11:00	modify	7	0.58	1.05251	1.04251	0.00000
27	2009.09.08 11:00	modify	7	0.58	1.05251	1.04251	1.10251
28	2009.09.09 14:30	s/l	7	0.58	1.04251	1.04251	1.10251	-556.31	11011.79
29	2009.09.14 08:40	sell	8	0.55	1.04126	0.00000	0.00000
30	2009.09.14 08:45	modify	8	0.55	1.04126	1.05126	0.00000
31	2009.09.14 08:45	modify	8	0.55	1.04126	1.05126	0.99126
32	2009.09.14 17:40	close	8	0.55	1.03489	1.05126	0.99126	338.54	11350.33
33	2009.09.14 17:45	buy	9	0.57	1.03569	0.00000	0.00000
34	2009.09.14 17:50	modify	9	0.57	1.03569	1.02569	0.00000
35	2009.09.14 17:50	modify	9	0.57	1.03569	1.02569	1.08569
36	2009.09.15 10:10	close	9	0.57	1.03672	1.02569	1.08569	56.68	11407.01
37	2009.09.15 10:15	sell	10	0.57	1.03723	0.00000	0.00000
38	2009.09.15 10:20	modify	10	0.57	1.03723	1.04723	0.00000
39	2009.09.15 10:20	modify	10	0.57	1.03723	1.04723	0.98723
40	2009.09.15 22:30	close	10	0.57	1.03460	1.04723	0.98723	144.90	11551.91
41	2009.09.15 22:45	buy	11	0.58	1.03488	0.00000	0.00000
42	2009.09.15 22:50	modify	11	0.58	1.03488	1.02488	0.00000
43	2009.09.15 22:50	modify	11	0.58	1.03488	1.02488	1.08488
44	2009.09.16 14:50	close	11	0.58	1.03510	1.02488	1.08488	12.39	11564.30
45	2009.09.16 14:55	sell	12	0.58	1.03406	0.00000	0.00000
46	2009.09.16 15:00	modify	12	0.58	1.03406	1.04406	0.00000
47	2009.09.16 15:00	modify	12	0.58	1.03406	1.04406	0.98406
48	2009.09.16 21:00	close	12	0.58	1.03144	1.04406	0.98406	147.33	11711.63
49	2009.09.16 21:05	buy	13	0.59	1.03164	0.00000	0.00000
50	2009.09.16 21:10	modify	13	0.59	1.03164	1.02164	0.00000
51	2009.09.16 21:10	modify	13	0.59	1.03164	1.02164	1.08164
52	2009.09.18 10:30	close	13	0.59	1.03328	1.02164	1.08164	93.86	11805.49
53	2009.09.18 10:35	sell	14	0.59	1.03304	0.00000	0.00000
54	2009.09.18 10:40	modify	14	0.59	1.03304	1.04304	0.00000
55	2009.09.18 10:40	modify	14	0.59	1.03304	1.04304	0.98304
56	2009.09.18 18:00	close	14	0.59	1.02962	1.04304	0.98304	195.98	12001.47
57	2009.09.18 18:05	buy	15	0.60	1.03006	0.00000	0.00000
58	2009.09.18 18:10	modify	15	0.60	1.03006	1.02006	0.00000
59	2009.09.18 18:10	modify	15	0.60	1.03006	1.02006	1.08006
60	2009.09.21 06:20	close	15	0.60	1.03081	1.02006	1.08006	43.71	12045.18
61	2009.09.21 06:25	sell	16	0.60	1.03090	0.00000	0.00000
62	2009.09.21 06:30	modify	16	0.60	1.03090	1.04090	0.00000
63	2009.09.21 06:30	modify	16	0.60	1.03090	1.04090	0.98090
64	2009.09.22 03:50	close	16	0.60	1.03020	1.04090	0.98090	40.26	12085.44
65	2009.09.22 03:55	buy	17	0.60	1.03037	0.00000	0.00000
66	2009.09.22 04:00	modify	17	0.60	1.03037	1.02037	0.00000
67	2009.09.22 04:00	modify	17	0.60	1.03037	1.02037	1.08037
68	2009.09.23 01:24	s/l	17	0.60	1.02037	1.02037	1.08037	-588.01	11497.42
69	2009.09.23 16:20	sell	18	0.57	1.02382	0.00000	0.00000
70	2009.09.23 16:25	modify	18	0.57	1.02382	1.03382	0.00000
71	2009.09.23 16:25	modify	18	0.57	1.02382	1.03382	0.97382
72	2009.09.24 12:20	close	18	0.57	1.02291	1.03382	0.97382	49.25	11546.67
73	2009.09.24 12:25	buy	19	0.58	1.02293	0.00000	0.00000
74	2009.09.24 12:30	modify	19	0.58	1.02293	1.01293	0.00000
75	2009.09.24 12:30	modify	19	0.58	1.02293	1.01293	1.07293
76	2009.09.24 20:35	close	19	0.58	1.03086	1.01293	1.07293	446.17	11992.84
77	2009.09.24 20:40	sell	20	0.60	1.03023	0.00000	0.00000
78	2009.09.24 20:45	modify	20	0.60	1.03023	1.04023	0.00000
79	2009.09.24 20:45	modify	20	0.60	1.03023	1.04023	0.98023
80	2009.09.28 02:05	close	20	0.60	1.02729	1.04023	0.98023	170.68	12163.53
81	2009.09.28 02:10	buy	21	0.61	1.02737	0.00000	0.00000
82	2009.09.28 02:15	modify	21	0.61	1.02737	1.01737	0.00000
83	2009.09.28 02:15	modify	21	0.61	1.02737	1.01737	1.07737
84	2009.09.28 06:10	close	21	0.61	1.03597	1.01737	1.07737	506.39	12669.92
85	2009.09.28 06:15	sell	22	0.63	1.03628	0.00000	0.00000
86	2009.09.28 06:20	modify	22	0.63	1.03628	1.04628	0.00000
87	2009.09.28 06:20	modify	22	0.63	1.03628	1.04628	0.98628
88	2009.09.28 18:30	close	22	0.63	1.02980	1.04628	0.98628	396.43	13066.35
89	2009.09.30 04:20	buy	23	0.65	1.03418	0.00000	0.00000
90	2009.09.30 04:25	modify	23	0.65	1.03418	1.02418	0.00000
91	2009.09.30 04:25	modify	23	0.65	1.03418	1.02418	1.08418
92	2009.09.30 23:59	close at stop	23	0.65	1.03571	1.02418	1.08418	96.02	13162.37