Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		5 Minutes (M5) 2009.08.03 00:00 - 2009.08.31 23:55 (2009.08.01 - 2009.09.01)
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=44; BarsBack2=200;
Bars in test	7001	Ticks modelled	1006880	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3875.14	Gross profit	5401.49	Gross loss	-1526.35
Profit factor	3.54	Expected payoff	193.76
Absolute drawdown	143.87	Maximal drawdown	1129.82 (9.13%)	Relative drawdown	9.13% (1129.82)
Total trades	20	Short positions (won %)	10 (80.00%)	Long positions (won %)	10 (50.00%)
		Profit trades (% of total)	13 (65.00%)	Loss trades (% of total)	7 (35.00%)
Largest		profit trade	1151.82	loss trade	-645.76
Average		profit trade	415.50	loss trade	-218.05
Maximum		consecutive wins (profit in money)	4 (898.46)	consecutive losses (loss in money)	2 (-116.16)
Maximal		consecutive profit (count of wins)	1381.59 (2)	consecutive loss (count of losses)	-645.76 (1)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.03 16:25	sell	1	0.50	95.197	0.000	0.000
2	2009.08.03 16:30	modify	1	0.50	95.197	96.197	0.000
3	2009.08.03 16:30	modify	1	0.50	95.197	96.197	90.197
4	2009.08.04 10:30	close	1	0.50	94.905	96.197	90.197	153.47	10153.47
5	2009.08.04 10:35	buy	2	0.51	94.882	0.000	0.000
6	2009.08.04 10:40	modify	2	0.51	94.882	93.882	0.000
7	2009.08.04 10:40	modify	2	0.51	94.882	93.882	99.882
8	2009.08.04 19:35	close	2	0.51	95.311	93.882	99.882	229.55	10383.02
9	2009.08.04 19:40	sell	3	0.52	95.277	0.000	0.000
10	2009.08.04 19:45	modify	3	0.52	95.277	96.277	0.000
11	2009.08.04 19:45	modify	3	0.52	95.277	96.277	90.277
12	2009.08.05 19:30	close	3	0.52	94.835	96.277	90.277	241.98	10625.00
13	2009.08.05 19:35	buy	4	0.53	94.846	0.000	0.000
14	2009.08.05 19:40	modify	4	0.53	94.846	93.846	0.000
15	2009.08.05 19:40	modify	4	0.53	94.846	93.846	99.846
16	2009.08.06 10:50	close	4	0.53	95.337	93.846	99.846	273.46	10898.46
17	2009.08.06 10:55	sell	5	0.54	95.324	0.000	0.000
18	2009.08.06 11:00	modify	5	0.54	95.324	96.324	0.000
19	2009.08.06 11:00	modify	5	0.54	95.324	96.324	90.324
20	2009.08.07 05:10	close	5	0.54	95.324	96.324	90.324	-0.40	10898.06
21	2009.08.07 05:15	buy	6	0.54	95.298	0.000	0.000
22	2009.08.07 05:20	modify	6	0.54	95.298	94.298	0.000
23	2009.08.07 05:20	modify	6	0.54	95.298	94.298	100.298
24	2009.08.07 17:15	close	6	0.54	97.375	94.298	100.298	1151.82	12049.88
25	2009.08.07 17:20	sell	7	0.60	97.405	0.000	0.000
26	2009.08.07 17:25	modify	7	0.60	97.405	98.405	0.000
27	2009.08.07 17:25	modify	7	0.60	97.405	98.405	92.405
28	2009.08.11 02:00	close	7	0.60	97.032	98.405	92.405	229.77	12279.65
29	2009.08.11 02:05	buy	8	0.61	96.991	0.000	0.000
30	2009.08.11 02:10	modify	8	0.61	96.991	95.991	0.000
31	2009.08.11 02:10	modify	8	0.61	96.991	95.991	101.991
32	2009.08.11 16:25	s/l	8	0.61	95.991	95.991	101.991	-635.48	11644.17
33	2009.08.12 17:20	sell	9	0.58	96.255	0.000	0.000
34	2009.08.12 17:25	modify	9	0.58	96.255	97.255	0.000
35	2009.08.12 17:25	modify	9	0.58	96.255	97.255	91.255
36	2009.08.13 17:55	close	9	0.58	95.432	97.255	91.255	498.91	12143.08
37	2009.08.13 18:00	buy	10	0.61	95.435	0.000	0.000
38	2009.08.13 18:05	modify	10	0.61	95.435	94.435	0.000
39	2009.08.13 18:05	modify	10	0.61	95.435	94.435	100.435
40	2009.08.14 15:56	s/l	10	0.61	94.435	94.435	100.435	-645.76	11497.33
41	2009.08.18 05:05	sell	11	0.57	94.878	0.000	0.000
42	2009.08.18 05:10	modify	11	0.57	94.878	95.878	0.000
43	2009.08.18 05:10	modify	11	0.57	94.878	95.878	89.878
44	2009.08.19 08:40	close	11	0.57	94.374	95.878	89.878	303.99	11801.32
45	2009.08.19 08:45	buy	12	0.59	94.362	0.000	0.000
46	2009.08.19 08:50	modify	12	0.59	94.362	93.362	0.000
47	2009.08.19 08:50	modify	12	0.59	94.362	93.362	99.362
48	2009.08.20 04:50	close	12	0.59	94.234	93.362	99.362	-79.58	11721.73
49	2009.08.20 04:55	sell	13	0.59	94.266	0.000	0.000
50	2009.08.20 05:00	modify	13	0.59	94.266	95.266	0.000
51	2009.08.20 05:00	modify	13	0.59	94.266	95.266	89.266
52	2009.08.21 06:20	close	13	0.59	93.618	95.266	89.266	407.95	12129.68
53	2009.08.21 06:25	buy	14	0.61	93.629	0.000	0.000
54	2009.08.21 06:30	modify	14	0.61	93.629	92.629	0.000
55	2009.08.21 06:30	modify	14	0.61	93.629	92.629	98.629
56	2009.08.21 18:50	close	14	0.61	94.491	92.629	98.629	556.48	12686.16
57	2009.08.21 18:55	sell	15	0.63	94.511	0.000	0.000
58	2009.08.21 19:00	modify	15	0.63	94.511	95.511	0.000
59	2009.08.21 19:00	modify	15	0.63	94.511	95.511	89.511
60	2009.08.24 18:55	close	15	0.63	94.548	95.511	89.511	-25.11	12661.05
61	2009.08.24 19:00	buy	16	0.63	94.522	0.000	0.000
62	2009.08.24 19:05	modify	16	0.63	94.522	93.522	0.000
63	2009.08.24 19:05	modify	16	0.63	94.522	93.522	99.522
64	2009.08.26 16:45	close	16	0.63	94.385	93.522	99.522	-91.04	12570.00
65	2009.08.26 16:50	sell	17	0.63	94.404	0.000	0.000
66	2009.08.26 16:55	modify	17	0.63	94.404	95.404	0.000
67	2009.08.26 16:55	modify	17	0.63	94.404	95.404	89.404
68	2009.08.27 04:15	close	17	0.63	93.883	95.404	89.404	348.23	12918.24
69	2009.08.27 04:25	buy	18	0.65	93.912	0.000	0.000
70	2009.08.27 04:30	modify	18	0.65	93.912	92.912	0.000
71	2009.08.27 04:30	modify	18	0.65	93.912	92.912	98.912
72	2009.08.28 09:30	close	18	0.65	93.841	92.912	98.912	-48.98	12869.26
73	2009.08.28 11:10	sell	19	0.64	93.955	0.000	0.000
74	2009.08.28 11:15	modify	19	0.64	93.955	94.955	0.000
75	2009.08.28 11:15	modify	19	0.64	93.955	94.955	88.955
76	2009.08.31 03:25	close	19	0.64	92.726	94.955	88.955	847.79	13717.05
77	2009.08.31 03:30	buy	20	0.69	92.755	0.000	0.000
78	2009.08.31 03:35	modify	20	0.69	92.755	91.755	0.000
79	2009.08.31 03:35	modify	20	0.69	92.755	91.755	97.755
80	2009.08.31 23:59	close at stop	20	0.69	92.968	91.755	97.755	158.09	13875.14