Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		5 Minutes (M5) 2009.11.02 00:00 - 2009.11.30 23:55 (2009.11.01 - 2009.12.01)
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=20; BarsBack2=183;
Bars in test	7002	Ticks modelled	894538	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	2850.36	Gross profit	4333.78	Gross loss	-1483.42
Profit factor	2.92	Expected payoff	135.73
Absolute drawdown	13.94	Maximal drawdown	1020.21 (7.85%)	Relative drawdown	7.85% (1020.21)
Total trades	21	Short positions (won %)	10 (100.00%)	Long positions (won %)	11 (81.82%)
		Profit trades (% of total)	19 (90.48%)	Loss trades (% of total)	2 (9.52%)
Largest		profit trade	422.09	loss trade	-751.93
Average		profit trade	228.09	loss trade	-741.71
Maximum		consecutive wins (profit in money)	12 (2901.64)	consecutive losses (loss in money)	1 (-751.93)
Maximal		consecutive profit (count of wins)	2901.64 (12)	consecutive loss (count of losses)	-751.93 (1)
Average		consecutive wins	6	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.11.02 01:00	buy	1	0.50	89.721	0.000	0.000
2	2009.11.02 01:05	modify	1	0.50	89.721	88.721	0.000
3	2009.11.02 01:05	modify	1	0.50	89.721	88.721	94.721
4	2009.11.02 17:05	close	1	0.50	90.390	88.721	94.721	370.06	10370.06
5	2009.11.02 17:10	sell	2	0.52	90.457	0.000	0.000
6	2009.11.02 17:15	modify	2	0.52	90.457	91.457	0.000
7	2009.11.02 17:15	modify	2	0.52	90.457	91.457	85.457
8	2009.11.03 08:55	close	2	0.52	90.081	91.457	85.457	216.65	10586.71
9	2009.11.03 09:00	buy	3	0.53	90.077	0.000	0.000
10	2009.11.03 09:05	modify	3	0.53	90.077	89.077	0.000
11	2009.11.03 09:05	modify	3	0.53	90.077	89.077	95.077
12	2009.11.04 09:50	close	3	0.53	90.688	89.077	95.077	357.26	10943.96
13	2009.11.04 09:55	sell	4	0.55	90.714	0.000	0.000
14	2009.11.04 10:00	modify	4	0.55	90.714	91.714	0.000
15	2009.11.04 10:00	modify	4	0.55	90.714	91.714	85.714
16	2009.11.05 02:00	close	4	0.55	90.581	91.714	85.714	79.48	11023.44
17	2009.11.05 10:35	buy	5	0.55	90.258	0.000	0.000
18	2009.11.05 10:40	modify	5	0.55	90.258	89.258	0.000
19	2009.11.05 10:40	modify	5	0.55	90.258	89.258	95.258
20	2009.11.05 20:45	close	5	0.55	90.642	89.258	95.258	233.00	11256.44
21	2009.11.05 20:50	sell	6	0.56	90.668	0.000	0.000
22	2009.11.05 20:55	modify	6	0.56	90.668	91.668	0.000
23	2009.11.05 20:55	modify	6	0.56	90.668	91.668	85.668
24	2009.11.06 15:45	close	6	0.56	90.039	91.668	85.668	390.77	11647.22
25	2009.11.06 15:50	buy	7	0.58	90.033	0.000	0.000
26	2009.11.06 15:55	modify	7	0.58	90.033	89.033	0.000
27	2009.11.06 15:55	modify	7	0.58	90.033	89.033	95.033
28	2009.11.10 12:45	close	7	0.58	90.115	89.033	95.033	53.17	11700.38
29	2009.11.10 12:50	sell	8	0.59	90.059	0.000	0.000
30	2009.11.10 12:55	modify	8	0.59	90.059	91.059	0.000
31	2009.11.10 12:55	modify	8	0.59	90.059	91.059	85.059
32	2009.11.10 21:10	close	8	0.59	89.836	91.059	85.059	146.46	11846.84
33	2009.11.11 01:30	buy	9	0.59	89.596	0.000	0.000
34	2009.11.11 01:35	modify	9	0.59	89.596	88.596	0.000
35	2009.11.11 01:35	modify	9	0.59	89.596	88.596	94.596
36	2009.11.11 13:35	close	9	0.59	89.951	88.596	94.596	232.85	12079.69
37	2009.11.11 13:40	sell	10	0.60	89.941	0.000	0.000
38	2009.11.11 13:45	modify	10	0.60	89.941	90.941	0.000
39	2009.11.11 13:45	modify	10	0.60	89.941	90.941	84.941
40	2009.11.12 03:20	close	10	0.60	89.798	90.941	84.941	94.15	12173.84
41	2009.11.12 03:25	buy	11	0.61	89.783	0.000	0.000
42	2009.11.12 03:30	modify	11	0.61	89.783	88.783	0.000
43	2009.11.12 03:30	modify	11	0.61	89.783	88.783	94.783
44	2009.11.12 15:40	close	11	0.61	90.334	88.783	94.783	372.07	12545.91
45	2009.11.12 15:45	sell	12	0.63	90.351	0.000	0.000
46	2009.11.12 15:50	modify	12	0.63	90.351	91.351	0.000
47	2009.11.12 15:50	modify	12	0.63	90.351	91.351	85.351
48	2009.11.13 10:50	close	12	0.63	89.843	91.351	85.351	355.73	12901.64
49	2009.11.13 10:55	buy	13	0.65	89.835	0.000	0.000
50	2009.11.13 11:00	modify	13	0.65	89.835	88.835	0.000
51	2009.11.13 11:00	modify	13	0.65	89.835	88.835	94.835
52	2009.11.16 20:08	s/l	13	0.65	88.835	88.835	94.835	-731.49	12170.15
53	2009.11.17 14:00	sell	14	0.61	89.261	0.000	0.000
54	2009.11.17 14:05	modify	14	0.61	89.261	90.261	0.000
55	2009.11.17 14:05	modify	14	0.61	89.261	90.261	84.261
56	2009.11.18 06:10	close	14	0.61	89.141	90.261	84.261	81.65	12251.80
57	2009.11.18 06:15	buy	15	0.61	89.138	0.000	0.000
58	2009.11.18 06:20	modify	15	0.61	89.138	88.138	0.000
59	2009.11.18 06:20	modify	15	0.61	89.138	88.138	94.138
60	2009.11.18 18:35	close	15	0.61	89.365	88.138	94.138	154.95	12406.75
61	2009.11.18 18:40	sell	16	0.62	89.361	0.000	0.000
62	2009.11.18 18:45	modify	16	0.62	89.361	90.361	0.000
63	2009.11.18 18:45	modify	16	0.62	89.361	90.361	84.361
64	2009.11.19 09:10	close	16	0.62	88.960	90.361	84.361	278.02	12684.77
65	2009.11.19 09:15	buy	17	0.63	88.968	0.000	0.000
66	2009.11.19 09:20	modify	17	0.63	88.968	87.968	0.000
67	2009.11.19 09:20	modify	17	0.63	88.968	87.968	93.968
68	2009.11.23 18:45	close	17	0.63	89.150	87.968	93.968	129.03	12813.80
69	2009.11.23 18:50	sell	18	0.64	89.121	0.000	0.000
70	2009.11.23 18:55	modify	18	0.64	89.121	90.121	0.000
71	2009.11.23 18:55	modify	18	0.64	89.121	90.121	84.121
72	2009.11.24 08:20	close	18	0.64	88.707	90.121	84.121	298.19	13111.99
73	2009.11.24 08:25	buy	19	0.66	88.749	0.000	0.000
74	2009.11.24 08:30	modify	19	0.66	88.749	87.749	0.000
75	2009.11.24 08:30	modify	19	0.66	88.749	87.749	93.749
76	2009.11.25 10:17	s/l	19	0.66	87.749	87.749	93.749	-751.93	12360.06
77	2009.11.27 16:20	sell	20	0.62	86.860	0.000	0.000
78	2009.11.27 16:25	modify	20	0.62	86.860	87.860	0.000
79	2009.11.27 16:25	modify	20	0.62	86.860	87.860	81.860
80	2009.11.30 06:50	close	20	0.62	86.272	87.860	81.860	422.09	12782.15
81	2009.11.30 06:55	buy	21	0.64	86.235	0.000	0.000
82	2009.11.30 07:00	modify	21	0.64	86.235	85.235	0.000
83	2009.11.30 07:00	modify	21	0.64	86.235	85.235	91.235
84	2009.11.30 23:58	close at stop	21	0.64	86.327	85.235	91.235	68.21	12850.36