Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2011.09.22 17:05 - 2011.09.30 23:55 (2011.09.01 - 2011.10.01)
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=0.0025; MaxSlippage=0.0025; BarsBack1=18; BarsBack2=22;
Bars in test	2812	Ticks modelled	492577	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	2251.71	Gross profit	2741.00	Gross loss	-489.29
Profit factor	5.60	Expected payoff	173.21
Absolute drawdown	120.21	Maximal drawdown	1045.75 (8.49%)	Relative drawdown	8.49% (1045.75)
Total trades	13	Short positions (won %)	7 (85.71%)	Long positions (won %)	6 (66.67%)
		Profit trades (% of total)	10 (76.92%)	Loss trades (% of total)	3 (23.08%)
Largest		profit trade	446.97	loss trade	-342.26
Average		profit trade	274.10	loss trade	-163.10
Maximum		consecutive wins (profit in money)	7 (1998.23)	consecutive losses (loss in money)	2 (-147.03)
Maximal		consecutive profit (count of wins)	1998.23 (7)	consecutive loss (count of losses)	-342.26 (1)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2011.09.22 17:09	sell	1	0.50	0.90870	0.00000	0.00000
2	2011.09.22 17:10	modify	1	0.50	0.90870	0.91870	0.00000
3	2011.09.22 17:10	modify	1	0.50	0.90870	0.91870	0.85870
4	2011.09.22 21:25	close	1	0.50	0.90528	0.91870	0.85870	188.89	10188.89
5	2011.09.22 21:30	buy	2	0.51	0.90473	0.00000	0.00000
6	2011.09.22 21:35	modify	2	0.51	0.90473	0.89473	0.00000
7	2011.09.22 21:35	modify	2	0.51	0.90473	0.89473	0.95473
8	2011.09.22 22:55	close	2	0.51	0.90803	0.89473	0.95473	185.35	10374.24
9	2011.09.23 14:00	sell	3	0.52	0.90676	0.00000	0.00000
10	2011.09.23 14:05	modify	3	0.52	0.90676	0.91676	0.00000
11	2011.09.23 14:05	modify	3	0.52	0.90676	0.91676	0.85676
12	2011.09.23 18:50	close	3	0.52	0.90247	0.91676	0.85676	247.19	10621.43
13	2011.09.23 18:55	buy	4	0.53	0.90283	0.00000	0.00000
14	2011.09.23 19:00	modify	4	0.53	0.90283	0.89283	0.00000
15	2011.09.23 19:00	modify	4	0.53	0.90283	0.89283	0.95283
16	2011.09.26 04:35	close	4	0.53	0.90966	0.89283	0.95283	397.53	11018.96
17	2011.09.26 04:40	sell	5	0.55	0.90950	0.00000	0.00000
18	2011.09.26 04:45	modify	5	0.55	0.90950	0.91950	0.00000
19	2011.09.26 04:45	modify	5	0.55	0.90950	0.91950	0.85950
20	2011.09.26 14:55	close	5	0.55	0.90221	0.91950	0.85950	444.41	11463.37
21	2011.09.26 15:00	buy	6	0.57	0.90359	0.00000	0.00000
22	2011.09.26 15:05	modify	6	0.57	0.90359	0.89359	0.00000
23	2011.09.26 15:05	modify	6	0.57	0.90359	0.89359	0.95359
24	2011.09.26 16:55	close	6	0.57	0.90647	0.89359	0.95359	181.10	11644.47
25	2011.09.26 17:00	sell	7	0.58	0.90611	0.00000	0.00000
26	2011.09.26 17:05	modify	7	0.58	0.90611	0.91611	0.00000
27	2011.09.26 17:05	modify	7	0.58	0.90611	0.91611	0.85611
28	2011.09.27 06:00	close	7	0.58	0.90061	0.91611	0.85611	353.75	11998.23
29	2011.09.27 06:05	buy	8	0.60	0.90093	0.00000	0.00000
30	2011.09.27 06:10	modify	8	0.60	0.90093	0.89093	0.00000
31	2011.09.27 06:10	modify	8	0.60	0.90093	0.89093	0.95093
32	2011.09.27 19:55	close	8	0.60	0.89582	0.89093	0.95093	-342.26	11655.97
33	2011.09.28 04:10	sell	9	0.58	0.89807	0.00000	0.00000
34	2011.09.28 04:15	modify	9	0.58	0.89807	0.90807	0.00000
35	2011.09.28 04:15	modify	9	0.58	0.89807	0.90807	0.84807
36	2011.09.28 11:15	close	9	0.58	0.89642	0.90807	0.84807	106.76	11762.73
37	2011.09.29 05:55	buy	10	0.59	0.89920	0.00000	0.00000
38	2011.09.29 06:00	modify	10	0.59	0.89920	0.88920	0.00000
39	2011.09.29 06:00	modify	10	0.59	0.89920	0.88920	0.94920
40	2011.09.29 20:10	close	10	0.59	0.89720	0.88920	0.94920	-131.52	11631.21
41	2011.09.29 20:15	sell	11	0.58	0.89749	0.00000	0.00000
42	2011.09.29 20:20	modify	11	0.58	0.89749	0.90749	0.00000
43	2011.09.29 20:20	modify	11	0.58	0.89749	0.90749	0.84749
44	2011.09.29 23:45	close	11	0.58	0.89773	0.90749	0.84749	-15.51	11615.70
45	2011.09.30 09:05	buy	12	0.58	0.90006	0.00000	0.00000
46	2011.09.30 09:10	modify	12	0.58	0.90006	0.89006	0.00000
47	2011.09.30 09:10	modify	12	0.58	0.90006	0.89006	0.95006
48	2011.09.30 18:05	close	12	0.58	0.90705	0.89006	0.95006	446.97	12062.67
49	2011.09.30 18:10	sell	13	0.60	0.90740	0.00000	0.00000
50	2011.09.30 18:15	modify	13	0.60	0.90740	0.91740	0.00000
51	2011.09.30 18:15	modify	13	0.60	0.90740	0.91740	0.85740
52	2011.09.30 20:25	close	13	0.60	0.90455	0.91740	0.85740	189.04	12251.71