Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2011.07.25 00:00 - 2011.09.01 23:59 (2011.08.01 - 2011.09.01)
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=25; MaxSlippage=25; BarsBack1=85; BarsBack2=220;
Bars in test	8353	Ticks modelled	1893973	Modelling quality	99.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3680.69	Gross profit	6606.92	Gross loss	-2926.24
Profit factor	2.26	Expected payoff	245.38
Absolute drawdown	1420.95	Maximal drawdown	2042.80 (19.23%)	Relative drawdown	19.23% (2042.80)
Total trades	15	Short positions (won %)	7 (71.43%)	Long positions (won %)	8 (62.50%)
		Profit trades (% of total)	10 (66.67%)	Loss trades (% of total)	5 (33.33%)
Largest		profit trade	1905.96	loss trade	-910.41
Average		profit trade	660.69	loss trade	-585.25
Maximum		consecutive wins (profit in money)	5 (3002.14)	consecutive losses (loss in money)	2 (-1271.08)
Maximal		consecutive profit (count of wins)	3081.34 (4)	consecutive loss (count of losses)	-1271.08 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2011.08.01 14:20	buy	1	0.50	0.77579	0.00000	0.00000
2	2011.08.01 14:25	modify	1	0.50	0.77579	0.76579	0.00000
3	2011.08.01 14:25	modify	1	0.50	0.77579	0.76579	0.82579
4	2011.08.02 16:50	s/l	1	0.50	0.76579	0.76579	0.82579	-652.87	9347.13
5	2011.08.03 10:50	sell	2	0.47	0.77613	0.00000	0.00000
6	2011.08.03 10:55	modify	2	0.47	0.77613	0.78613	0.00000
7	2011.08.03 10:55	modify	2	0.47	0.77613	0.78613	0.72613
8	2011.08.04 17:55	close	2	0.47	0.76755	0.78613	0.72613	523.44	9870.57
9	2011.08.04 18:00	buy	3	0.49	0.76743	0.00000	0.00000
10	2011.08.04 18:05	modify	3	0.49	0.76743	0.75743	0.00000
11	2011.08.04 18:05	modify	3	0.49	0.76743	0.75743	0.81743
12	2011.08.07 21:05	s/l	3	0.49	0.75743	0.75743	0.81743	-647.04	9223.53
13	2011.08.10 16:10	sell	4	0.46	0.72936	0.00000	0.00000
14	2011.08.10 16:15	modify	4	0.46	0.72936	0.73936	0.00000
15	2011.08.10 16:15	modify	4	0.46	0.72936	0.73936	0.67936
16	2011.08.11 08:36	s/l	4	0.46	0.73936	0.73936	0.67936	-624.04	8599.49
17	2011.08.16 13:05	buy	5	0.43	0.77860	0.00000	0.00000
18	2011.08.16 13:10	modify	5	0.43	0.77860	0.76860	0.00000
19	2011.08.16 13:10	modify	5	0.43	0.77860	0.76860	0.82860
20	2011.08.16 19:00	close	5	0.43	0.79360	0.76860	0.82860	812.75	9412.24
21	2011.08.16 19:20	sell	6	0.47	0.79389	0.00000	0.00000
22	2011.08.16 19:25	modify	6	0.47	0.79389	0.80389	0.00000
23	2011.08.16 19:25	modify	6	0.47	0.79389	0.80389	0.74389
24	2011.08.17 12:55	close	6	0.47	0.78599	0.80389	0.74389	471.75	9883.99
25	2011.08.17 13:15	buy	7	0.49	0.78843	0.00000	0.00000
26	2011.08.17 13:20	modify	7	0.49	0.78843	0.77843	0.00000
27	2011.08.17 13:20	modify	7	0.49	0.78843	0.77843	0.83843
28	2011.08.18 06:50	close	7	0.49	0.79606	0.77843	0.83843	469.84	10353.82
29	2011.08.18 06:55	sell	8	0.52	0.79706	0.00000	0.00000
30	2011.08.18 07:00	modify	8	0.52	0.79706	0.80706	0.00000
31	2011.08.18 07:00	modify	8	0.52	0.79706	0.80706	0.74706
32	2011.08.19 14:05	close	8	0.52	0.78468	0.80706	0.74706	819.69	11173.51
33	2011.08.19 14:10	buy	9	0.56	0.78285	0.00000	0.00000
34	2011.08.19 14:15	modify	9	0.56	0.78285	0.77285	0.00000
35	2011.08.19 14:15	modify	9	0.56	0.78285	0.77285	0.83285
36	2011.08.22 17:40	close	9	0.56	0.78888	0.77285	0.83285	428.12	11601.63
37	2011.08.22 17:45	sell	10	0.58	0.78904	0.00000	0.00000
38	2011.08.22 17:50	modify	10	0.58	0.78904	0.79904	0.00000
39	2011.08.22 17:50	modify	10	0.58	0.78904	0.79904	0.73904
40	2011.08.24 12:10	close	10	0.58	0.79027	0.79904	0.73904	-91.88	11509.75
41	2011.08.24 14:20	buy	11	0.58	0.78924	0.00000	0.00000
42	2011.08.24 14:25	modify	11	0.58	0.78924	0.77924	0.00000
43	2011.08.24 14:25	modify	11	0.58	0.78924	0.77924	0.83924
44	2011.08.24 22:00	close	11	0.58	0.79581	0.77924	0.83924	478.83	11988.58
45	2011.08.24 22:05	sell	12	0.60	0.79587	0.00000	0.00000
46	2011.08.24 22:10	modify	12	0.60	0.79587	0.80587	0.00000
47	2011.08.24 22:10	modify	12	0.60	0.79587	0.80587	0.74587
48	2011.08.26 04:40	close	12	0.60	0.79207	0.80587	0.74587	284.52	12273.11
49	2011.08.26 04:45	buy	13	0.61	0.79221	0.00000	0.00000
50	2011.08.26 04:50	modify	13	0.61	0.79221	0.78221	0.00000
51	2011.08.26 04:50	modify	13	0.61	0.79221	0.78221	0.84221
52	2011.08.29 13:00	close	13	0.61	0.81776	0.78221	0.84221	1905.96	14179.06
53	2011.08.29 13:05	sell	14	0.71	0.81764	0.00000	0.00000
54	2011.08.29 13:10	modify	14	0.71	0.81764	0.82764	0.00000
55	2011.08.29 13:10	modify	14	0.71	0.81764	0.82764	0.76764
56	2011.08.31 08:50	close	14	0.71	0.81290	0.82764	0.76764	412.03	14591.10
57	2011.08.31 08:55	buy	15	0.73	0.81189	0.00000	0.00000
58	2011.08.31 09:00	modify	15	0.73	0.81189	0.80189	0.00000
59	2011.08.31 09:00	modify	15	0.73	0.81189	0.80189	0.86189
60	2011.08.31 12:56	s/l	15	0.73	0.80189	0.80189	0.86189	-910.41	13680.69