Symbol		USDJPY (US Dollar vs Japanese Yen)
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=10; MaxDrawDown=50; TakeProfit=5; StopLoss=1; StopStep=0.25; MaxSpread=0.25; MaxSlippage=0.25; BarsBack1=25; BarsBack2=57;
Bars in test	15001	Ticks modelled	1324109	Modelling quality	99.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1733.31	Gross profit	3187.36	Gross loss	-1454.05
Profit factor	2.19	Expected payoff	54.17
Absolute drawdown	867.12	Maximal drawdown	867.12 (8.67%)	Relative drawdown	8.67% (867.12)
Total trades	32	Short positions (won %)	16 (68.75%)	Long positions (won %)	16 (56.25%)
		Profit trades (% of total)	20 (62.50%)	Loss trades (% of total)	12 (37.50%)
Largest		profit trade	589.96	loss trade	-504.09
Average		profit trade	159.37	loss trade	-121.17
Maximum		consecutive wins (profit in money)	5 (1475.72)	consecutive losses (loss in money)	3 (-325.68)
Maximal		consecutive profit (count of wins)	1475.72 (5)	consecutive loss (count of losses)	-504.09 (1)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2011.11.01 00:00	sell	1	1.00	78.312	0.000	0.000
2	2011.11.01 00:05	modify	1	1.00	78.312	79.312	0.000
3	2011.11.01 00:05	modify	1	1.00	78.312	79.312	73.312
4	2011.11.02 02:00	close	1	1.00	78.191	79.312	73.312	153.35	10153.35
5	2011.11.02 02:05	buy	2	1.02	78.159	0.000	0.000
6	2011.11.02 02:10	modify	2	1.02	78.159	77.159	0.000
7	2011.11.02 02:10	modify	2	1.02	78.159	77.159	83.159
8	2011.11.02 17:55	close	2	1.02	78.088	77.159	83.159	-92.74	10060.61
9	2011.11.03 00:20	sell	3	1.01	78.075	0.000	0.000
10	2011.11.03 00:25	modify	3	1.01	78.075	79.075	0.000
11	2011.11.03 00:25	modify	3	1.01	78.075	79.075	73.075
12	2011.11.03 06:00	close	3	1.01	78.045	79.075	73.075	38.82	10099.43
13	2011.11.04 01:05	buy	4	1.01	78.029	0.000	0.000
14	2011.11.04 01:10	modify	4	1.01	78.029	77.029	0.000
15	2011.11.04 01:10	modify	4	1.01	78.029	77.029	83.029
16	2011.11.04 06:40	close	4	1.01	78.097	77.029	83.029	87.94	10187.37
17	2011.11.04 06:45	sell	5	1.02	78.097	0.000	0.000
18	2011.11.04 06:50	modify	5	1.02	78.097	79.097	0.000
19	2011.11.04 06:50	modify	5	1.02	78.097	79.097	73.097
20	2011.11.07 00:00	close	5	1.02	78.160	79.097	73.097	-83.64	10103.73
21	2011.11.07 00:05	buy	6	1.01	78.159	0.000	0.000
22	2011.11.07 00:10	modify	6	1.01	78.159	77.159	0.000
23	2011.11.07 00:10	modify	6	1.01	78.159	77.159	83.159
24	2011.11.07 08:20	close	6	1.01	78.137	77.159	83.159	-28.44	10075.29
25	2011.11.07 08:25	sell	7	1.01	78.135	0.000	0.000
26	2011.11.07 08:30	modify	7	1.01	78.135	79.135	0.000
27	2011.11.07 08:30	modify	7	1.01	78.135	79.135	73.135
28	2011.11.08 13:55	close	7	1.01	77.952	79.135	73.135	235.70	10310.99
29	2011.11.08 14:00	buy	8	1.03	77.923	0.000	0.000
30	2011.11.08 14:05	modify	8	1.03	77.923	76.923	0.000
31	2011.11.08 14:05	modify	8	1.03	77.923	76.923	82.923
32	2011.11.09 17:40	close	8	1.03	77.751	76.923	82.923	-227.99	10083.00
33	2011.11.09 17:45	sell	9	1.01	77.732	0.000	0.000
34	2011.11.09 17:50	modify	9	1.01	77.732	78.732	0.000
35	2011.11.09 17:50	modify	9	1.01	77.732	78.732	72.732
36	2011.11.10 05:40	close	9	1.01	77.729	78.732	72.732	-0.33	10082.66
37	2011.11.10 05:45	buy	10	1.01	77.714	0.000	0.000
38	2011.11.10 05:50	modify	10	1.01	77.714	76.714	0.000
39	2011.11.10 05:50	modify	10	1.01	77.714	76.714	82.714
40	2011.11.10 20:00	close	10	1.01	77.647	76.714	82.714	-87.15	9995.51
41	2011.11.14 20:45	sell	11	1.00	77.119	0.000	0.000
42	2011.11.14 20:50	modify	11	1.00	77.119	78.119	0.000
43	2011.11.14 20:50	modify	11	1.00	77.119	78.119	72.119
44	2011.11.15 02:40	close	11	1.00	77.057	78.119	72.119	79.06	10074.58
45	2011.11.15 08:05	buy	12	1.01	77.001	0.000	0.000
46	2011.11.15 08:10	modify	12	1.01	77.001	76.001	0.000
47	2011.11.15 08:10	modify	12	1.01	77.001	76.001	82.001
48	2011.11.15 21:15	close	12	1.01	77.073	76.001	82.001	94.35	10168.93
49	2011.11.15 21:20	sell	13	1.02	77.076	0.000	0.000
50	2011.11.15 21:25	modify	13	1.02	77.076	78.076	0.000
51	2011.11.15 21:25	modify	13	1.02	77.076	78.076	72.076
52	2011.11.16 06:05	close	13	1.02	76.996	78.076	72.076	104.56	10273.48
53	2011.11.16 06:10	buy	14	1.03	77.014	0.000	0.000
54	2011.11.16 06:15	modify	14	1.03	77.014	76.014	0.000
55	2011.11.16 06:15	modify	14	1.03	77.014	76.014	82.014
56	2011.11.16 15:35	close	14	1.03	76.996	76.014	82.014	-24.08	10249.40
57	2011.11.16 15:40	sell	15	1.02	76.996	0.000	0.000
58	2011.11.16 15:45	modify	15	1.02	76.996	77.996	0.000
59	2011.11.16 15:45	modify	15	1.02	76.996	77.996	71.996
60	2011.11.17 04:35	close	15	1.02	77.034	77.996	71.996	-54.59	10194.81
61	2011.11.17 04:40	buy	16	1.02	77.032	0.000	0.000
62	2011.11.17 04:45	modify	16	1.02	77.032	76.032	0.000
63	2011.11.17 04:45	modify	16	1.02	77.032	76.032	82.032
64	2011.11.18 15:40	close	16	1.02	76.846	76.032	82.032	-247.01	9947.80
65	2011.11.18 15:45	sell	17	0.99	76.867	0.000	0.000
66	2011.11.18 15:50	modify	17	0.99	76.867	77.867	0.000
67	2011.11.18 15:50	modify	17	0.99	76.867	77.867	71.867
68	2011.11.21 03:15	close	17	0.99	76.802	77.867	71.867	82.41	10030.20
69	2011.11.21 04:20	buy	18	1.00	76.798	0.000	0.000
70	2011.11.21 04:25	modify	18	1.00	76.798	75.798	0.000
71	2011.11.21 04:25	modify	18	1.00	76.798	75.798	81.798
72	2011.11.21 11:05	close	18	1.00	76.884	75.798	81.798	111.86	10142.06
73	2011.11.21 11:10	sell	19	1.01	76.864	0.000	0.000
74	2011.11.21 11:15	modify	19	1.01	76.864	77.864	0.000
75	2011.11.21 11:15	modify	19	1.01	76.864	77.864	71.864
76	2011.11.22 09:35	close	19	1.01	76.938	77.864	71.864	-98.55	10043.51
77	2011.11.22 09:40	buy	20	1.00	76.949	0.000	0.000
78	2011.11.22 09:45	modify	20	1.00	76.949	75.949	0.000
79	2011.11.22 09:45	modify	20	1.00	76.949	75.949	81.949
80	2011.11.22 14:30	close	20	1.00	77.048	75.949	81.949	128.49	10172.00
81	2011.11.22 14:35	sell	21	1.02	77.037	0.000	0.000
82	2011.11.22 14:40	modify	21	1.02	77.037	78.037	0.000
83	2011.11.22 14:40	modify	21	1.02	77.037	78.037	72.037
84	2011.11.22 19:20	close	21	1.02	76.990	78.037	72.037	62.27	10234.27
85	2011.11.22 19:25	buy	22	1.02	77.011	0.000	0.000
86	2011.11.22 19:30	modify	22	1.02	77.011	76.011	0.000
87	2011.11.22 19:30	modify	22	1.02	77.011	76.011	82.011
88	2011.11.23 03:10	close	22	1.02	77.007	76.011	82.011	-5.43	10228.84
89	2011.11.23 11:05	sell	23	1.02	77.182	0.000	0.000
90	2011.11.23 11:10	modify	23	1.02	77.182	78.182	0.000
91	2011.11.23 11:10	modify	23	1.02	77.182	78.182	72.182
92	2011.11.24 01:25	close	23	1.02	77.052	78.182	72.182	167.82	10396.66
93	2011.11.24 01:35	buy	24	1.04	77.079	0.000	0.000
94	2011.11.24 01:40	modify	24	1.04	77.079	76.079	0.000
95	2011.11.24 01:40	modify	24	1.04	77.079	76.079	82.079
96	2011.11.24 06:50	close	24	1.04	77.111	76.079	82.079	43.16	10439.82
97	2011.11.24 09:20	sell	25	1.04	77.153	0.000	0.000
98	2011.11.24 09:25	modify	25	1.04	77.153	78.153	0.000
99	2011.11.24 09:25	modify	25	1.04	77.153	78.153	72.153
100	2011.11.24 12:55	close	25	1.04	77.064	78.153	72.153	120.11	10559.93
101	2011.11.24 13:00	buy	26	1.06	77.038	0.000	0.000
102	2011.11.24 13:05	modify	26	1.06	77.038	76.038	0.000
103	2011.11.24 13:05	modify	26	1.06	77.038	76.038	82.038
104	2011.11.25 00:05	close	26	1.06	77.185	76.038	82.038	201.75	10761.67
105	2011.11.25 00:10	sell	27	1.08	77.196	0.000	0.000
106	2011.11.25 00:15	modify	27	1.08	77.196	78.196	0.000
107	2011.11.25 00:15	modify	27	1.08	77.196	78.196	72.196
108	2011.11.27 23:10	close	27	1.08	77.558	78.196	72.196	-504.09	10257.58
109	2011.11.27 23:15	buy	28	1.03	77.568	0.000	0.000
110	2011.11.27 23:20	modify	28	1.03	77.568	76.568	0.000
111	2011.11.27 23:20	modify	28	1.03	77.568	76.568	82.568
112	2011.11.28 15:00	close	28	1.03	77.976	76.568	82.568	538.81	10796.39
113	2011.11.28 15:05	sell	29	1.08	77.969	0.000	0.000
114	2011.11.28 15:10	modify	29	1.08	77.969	78.969	0.000
115	2011.11.28 15:10	modify	29	1.08	77.969	78.969	72.969
116	2011.11.29 09:10	close	29	1.08	77.866	78.969	72.969	141.35	10937.74
117	2011.11.29 09:15	buy	30	1.09	77.880	0.000	0.000
118	2011.11.29 09:20	modify	30	1.09	77.880	76.880	0.000
119	2011.11.29 09:20	modify	30	1.09	77.880	76.880	82.880
120	2011.11.29 23:15	close	30	1.09	77.934	76.880	82.880	75.53	11013.27
121	2011.11.29 23:20	sell	31	1.10	77.966	0.000	0.000
122	2011.11.29 23:25	modify	31	1.10	77.966	78.966	0.000
123	2011.11.29 23:25	modify	31	1.10	77.966	78.966	72.966
124	2011.11.30 13:35	close	31	1.10	77.549	78.966	72.966	589.96	11603.24
125	2011.11.30 13:40	buy	32	1.16	77.503	0.000	0.000
126	2011.11.30 13:45	modify	32	1.16	77.503	76.503	0.000
127	2011.11.30 13:45	modify	32	1.16	77.503	76.503	82.503
128	2011.11.30 23:59	close at stop	32	1.16	77.590	76.503	82.503	130.07	11733.31