Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2009.01.02 07:00 - 2010.06.22 23:20 (2009.01.01 - 2010.06.30)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters
Bars in test	103142	Ticks modelled	14757073	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	580.97	Gross profit	844.53	Gross loss	-263.56
Profit factor	3.20	Expected payoff	5.59
Absolute drawdown	46.81	Maximal drawdown	57.60 (0.54%)	Relative drawdown	0.54% (57.60)
Total trades	104	Short positions (won %)	35 (85.71%)	Long positions (won %)	69 (82.61%)
		Profit trades (% of total)	87 (83.65%)	Loss trades (% of total)	17 (16.35%)
Largest		profit trade	10.97	loss trade	-26.26
Average		profit trade	9.71	loss trade	-15.50
Maximum		consecutive wins (profit in money)	16 (151.45)	consecutive losses (loss in money)	2 (-48.28)
Maximal		consecutive profit (count of wins)	151.45 (16)	consecutive loss (count of losses)	-48.28 (2)
Average		consecutive wins	6	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.02 09:49	buy	1	0.10	1.06890	1.06610	1.07000
2	2009.01.02 10:19	s/l	1	0.10	1.06610	1.06610	1.07000	-26.26	9973.74
3	2009.01.05 01:58	buy	2	0.10	1.07290	1.07010	1.07400
4	2009.01.05 02:16	t/p	2	0.10	1.07400	1.07010	1.07400	10.24	9983.98
5	2009.01.05 09:01	buy	3	0.10	1.07580	1.07300	1.07690
6	2009.01.05 09:04	t/p	3	0.10	1.07690	1.07300	1.07690	10.21	9994.19
7	2009.01.05 09:06	buy	4	0.10	1.07560	1.07280	1.07670
8	2009.01.05 09:58	t/p	4	0.10	1.07670	1.07280	1.07670	10.21	10004.40
9	2009.01.06 01:59	buy	5	0.10	1.10740	1.10460	1.10850
10	2009.01.06 02:00	t/p	5	0.10	1.10850	1.10460	1.10850	9.92	10014.32
11	2009.01.06 16:24	buy	6	0.10	1.12081	1.11801	1.12191
12	2009.01.06 16:32	t/p	6	0.10	1.12191	1.11801	1.12191	9.81	10024.13
13	2009.01.07 17:50	sell	7	0.10	1.10122	1.10382	1.10012
14	2009.01.07 17:58	t/p	7	0.10	1.10012	1.10382	1.10012	10.00	10034.13
15	2009.01.07 20:34	sell	8	0.10	1.09974	1.10234	1.09864
16	2009.01.07 21:16	s/l	8	0.10	1.10234	1.10234	1.09864	-23.59	10010.54
17	2009.01.08 06:19	buy	9	0.10	1.10316	1.10036	1.10426
18	2009.01.08 08:05	close	9	0.10	1.10260	1.10036	1.10426	-5.08	10005.46
19	2009.01.12 21:10	sell	10	0.10	1.11540	1.11800	1.11430
20	2009.01.12 21:16	t/p	10	0.10	1.11430	1.11800	1.11430	9.87	10015.33
21	2009.01.13 09:39	buy	11	0.10	1.11830	1.11550	1.11940
22	2009.01.13 09:47	t/p	11	0.10	1.11940	1.11550	1.11940	9.83	10025.16
23	2009.01.13 10:04	buy	12	0.10	1.11650	1.11370	1.11760
24	2009.01.13 10:12	t/p	12	0.10	1.11760	1.11370	1.11760	9.84	10035.00
25	2009.01.16 06:49	sell	13	0.10	1.11995	1.12255	1.11885
26	2009.01.16 07:54	t/p	13	0.10	1.11885	1.12255	1.11885	9.83	10044.83
27	2009.01.21 23:13	buy	14	0.10	1.15090	1.14810	1.15200
28	2009.01.21 23:15	t/p	14	0.10	1.15200	1.14810	1.15200	9.55	10054.38
29	2009.01.22 03:52	buy	15	0.10	1.15330	1.15050	1.15440
30	2009.01.22 03:53	t/p	15	0.10	1.15440	1.15050	1.15440	9.52	10063.90
31	2009.01.22 03:54	buy	16	0.10	1.15342	1.15062	1.15452
32	2009.01.22 03:59	t/p	16	0.10	1.15452	1.15062	1.15452	9.53	10073.43
33	2009.01.26 01:11	sell	17	0.10	1.15875	1.16135	1.15765
34	2009.01.26 01:26	s/l	17	0.10	1.16135	1.16135	1.15765	-22.38	10051.05
35	2009.01.27 02:09	sell	18	0.10	1.14090	1.14350	1.13980
36	2009.01.27 02:48	t/p	18	0.10	1.13980	1.14350	1.13980	9.65	10060.70
37	2009.01.29 11:08	buy	19	0.10	1.15381	1.15101	1.15491
38	2009.01.29 11:15	t/p	19	0.10	1.15491	1.15101	1.15491	9.52	10070.22
39	2009.02.02 21:26	sell	20	0.10	1.16230	1.16490	1.16120
40	2009.02.02 23:09	t/p	20	0.10	1.16120	1.16490	1.16120	9.47	10079.69
41	2009.02.03 19:40	sell	21	0.10	1.14744	1.15004	1.14634
42	2009.02.03 21:03	t/p	21	0.10	1.14634	1.15004	1.14634	9.60	10089.29
43	2009.02.04 00:44	sell	22	0.10	1.14476	1.14736	1.14366
44	2009.02.04 01:22	t/p	22	0.10	1.14366	1.14736	1.14366	9.62	10098.91
45	2009.02.04 15:34	buy	23	0.10	1.15755	1.15475	1.15865
46	2009.02.04 15:35	t/p	23	0.10	1.15865	1.15475	1.15865	9.49	10108.40
47	2009.02.04 16:14	buy	24	0.10	1.15603	1.15323	1.15713
48	2009.02.04 16:16	t/p	24	0.10	1.15713	1.15323	1.15713	9.51	10117.91
49	2009.02.04 17:16	buy	25	0.10	1.15505	1.15225	1.15615
50	2009.02.04 17:19	t/p	25	0.10	1.15615	1.15225	1.15615	9.51	10127.42
51	2009.02.05 18:04	buy	26	0.10	1.16196	1.15916	1.16306
52	2009.02.05 18:19	t/p	26	0.10	1.16306	1.15916	1.16306	9.46	10136.88
53	2009.02.10 07:37	buy	27	0.10	1.17188	1.16908	1.17298
54	2009.02.10 08:01	t/p	27	0.10	1.17298	1.16908	1.17298	9.38	10146.26
55	2009.02.10 10:14	buy	28	0.10	1.16731	1.16451	1.16841
56	2009.02.10 10:16	t/p	28	0.10	1.16841	1.16451	1.16841	9.41	10155.67
57	2009.02.10 19:36	sell	29	0.10	1.15707	1.15967	1.15597
58	2009.02.10 19:50	t/p	29	0.10	1.15597	1.15967	1.15597	9.51	10165.18
59	2009.02.10 21:21	sell	30	0.10	1.15964	1.16224	1.15854
60	2009.02.10 21:48	t/p	30	0.10	1.15854	1.16224	1.15854	9.49	10174.67
61	2009.02.12 14:12	buy	31	0.10	1.16177	1.15897	1.16287
62	2009.02.12 14:31	s/l	31	0.10	1.15897	1.15897	1.16287	-24.16	10150.51
63	2009.02.12 18:16	buy	32	0.10	1.16373	1.16093	1.16483
64	2009.02.12 18:31	s/l	32	0.10	1.16093	1.16093	1.16483	-24.12	10126.39
65	2009.02.12 18:31	buy	33	0.10	1.16110	1.15830	1.16220
66	2009.02.12 18:32	t/p	33	0.10	1.16220	1.15830	1.16220	9.47	10135.86
67	2009.02.16 18:47	sell	34	0.10	1.16390	1.16650	1.16280
68	2009.02.16 18:55	t/p	34	0.10	1.16280	1.16650	1.16280	9.46	10145.32
69	2009.02.18 13:31	buy	35	0.10	1.17100	1.16820	1.17210
70	2009.02.18 13:36	t/p	35	0.10	1.17210	1.16820	1.17210	9.39	10154.71
71	2009.02.18 20:38	buy	36	0.10	1.17551	1.17271	1.17661
72	2009.02.18 20:59	t/p	36	0.10	1.17661	1.17271	1.17661	9.35	10164.06
73	2009.02.20 14:46	buy	37	0.10	1.18243	1.17963	1.18353
74	2009.02.20 14:53	t/p	37	0.10	1.18353	1.17963	1.18353	9.30	10173.36
75	2009.02.23 10:19	sell	38	0.10	1.15530	1.15790	1.15420
76	2009.02.23 10:21	t/p	38	0.10	1.15420	1.15790	1.15420	9.53	10182.89
77	2009.02.26 16:47	sell	39	0.10	1.16450	1.16710	1.16340
78	2009.02.26 16:49	t/p	39	0.10	1.16340	1.16710	1.16340	9.46	10192.35
79	2009.03.05 14:56	buy	40	0.10	1.17380	1.17100	1.17490
80	2009.03.05 15:05	t/p	40	0.10	1.17490	1.17100	1.17490	9.36	10201.71
81	2009.03.06 11:09	sell	41	0.10	1.15537	1.15797	1.15427
82	2009.03.06 12:40	t/p	41	0.10	1.15427	1.15797	1.15427	9.53	10211.24
83	2009.03.06 14:51	sell	42	0.10	1.15792	1.16052	1.15682
84	2009.03.06 14:56	t/p	42	0.10	1.15682	1.16052	1.15682	9.51	10220.75
85	2009.03.09 09:59	buy	43	0.10	1.15780	1.15500	1.15890
86	2009.03.09 10:16	t/p	43	0.10	1.15890	1.15500	1.15890	9.49	10230.24
87	2009.03.09 16:21	buy	44	0.10	1.16110	1.15830	1.16220
88	2009.03.09 16:22	t/p	44	0.10	1.16220	1.15830	1.16220	9.46	10239.70
89	2009.03.12 21:17	buy	45	0.10	1.18481	1.18201	1.18591
90	2009.03.12 22:12	t/p	45	0.10	1.18591	1.18201	1.18591	9.28	10248.98
91	2009.03.16 15:23	sell	46	0.10	1.18520	1.18780	1.18410
92	2009.03.16 15:26	t/p	46	0.10	1.18410	1.18780	1.18410	9.29	10258.27
93	2009.03.19 19:03	sell	47	0.10	1.12520	1.12780	1.12410
94	2009.03.19 19:22	t/p	47	0.10	1.12410	1.12780	1.12410	9.79	10268.06
95	2009.03.23 01:04	buy	48	0.10	1.12405	1.12125	1.12515
96	2009.03.23 01:19	t/p	48	0.10	1.12515	1.12125	1.12515	9.78	10277.84
97	2009.03.23 18:55	buy	49	0.10	1.12634	1.12354	1.12744
98	2009.03.23 19:21	s/l	49	0.10	1.12354	1.12354	1.12744	-24.92	10252.92
99	2009.03.26 14:04	buy	50	0.10	1.12292	1.12012	1.12402
100	2009.03.26 14:22	t/p	50	0.10	1.12402	1.12012	1.12402	9.79	10262.71
101	2009.03.31 18:07	sell	51	0.10	1.14030	1.14290	1.13920
102	2009.03.31 18:09	t/p	51	0.10	1.13920	1.14290	1.13920	9.65	10272.36
103	2009.03.31 19:06	sell	52	0.10	1.14093	1.14353	1.13983
104	2009.03.31 19:09	t/p	52	0.10	1.13983	1.14353	1.13983	9.65	10282.01
105	2009.04.07 22:19	buy	53	0.10	1.14145	1.13865	1.14255
106	2009.04.07 22:29	t/p	53	0.10	1.14255	1.13865	1.14255	9.63	10291.64
107	2009.04.08 13:42	buy	54	0.10	1.14569	1.14289	1.14679
108	2009.04.08 14:33	t/p	54	0.10	1.14679	1.14289	1.14679	9.59	10301.23
109	2009.04.10 05:12	buy	55	0.10	1.15718	1.15438	1.15828
110	2009.04.10 05:15	t/p	55	0.10	1.15828	1.15438	1.15828	9.49	10310.72
111	2009.04.14 03:13	sell	56	0.10	1.13509	1.13769	1.13399
112	2009.04.14 04:58	close	56	0.10	1.13563	1.13769	1.13399	-4.76	10305.96
113	2009.04.15 13:40	buy	57	0.10	1.13928	1.13648	1.14038
114	2009.04.15 13:53	t/p	57	0.10	1.14038	1.13648	1.14038	9.64	10315.60
115	2009.04.16 14:59	buy	58	0.10	1.14618	1.14338	1.14728
116	2009.04.16 16:44	close	58	0.10	1.14652	1.14338	1.14728	2.97	10318.57
117	2009.04.22 19:04	sell	59	0.10	1.16433	1.16693	1.16323
118	2009.04.22 20:49	close	59	0.10	1.16438	1.16693	1.16323	-0.43	10318.14
119	2009.04.27 17:10	buy	60	0.10	1.14617	1.14337	1.14727
120	2009.04.27 17:15	t/p	60	0.10	1.14727	1.14337	1.14727	9.59	10327.73
121	2009.04.29 21:19	sell	61	0.10	1.13649	1.13909	1.13539
122	2009.04.29 21:59	t/p	61	0.10	1.13539	1.13909	1.13539	9.69	10337.42
123	2009.05.01 02:07	buy	62	0.10	1.13913	1.13633	1.14023
124	2009.05.01 02:35	t/p	62	0.10	1.14023	1.13633	1.14023	9.65	10347.07
125	2009.05.06 08:54	buy	63	0.10	1.13435	1.13155	1.13545
126	2009.05.06 10:39	close	63	0.10	1.13411	1.13155	1.13545	-2.12	10344.95
127	2009.05.07 13:07	buy	64	0.10	1.13532	1.13252	1.13642
128	2009.05.07 13:13	t/p	64	0.10	1.13642	1.13252	1.13642	9.68	10354.63
129	2009.05.20 18:51	sell	65	0.10	1.10153	1.10413	1.10043
130	2009.05.20 20:16	t/p	65	0.10	1.10043	1.10413	1.10043	10.00	10364.63
131	2009.06.01 14:18	sell	66	0.10	1.06603	1.06863	1.06493
132	2009.06.01 15:06	t/p	66	0.10	1.06493	1.06863	1.06493	10.33	10374.96
133	2009.06.15 15:57	buy	67	0.10	1.08814	1.08534	1.08924
134	2009.06.15 16:14	t/p	67	0.10	1.08924	1.08534	1.08924	10.10	10385.06
135	2009.06.16 16:26	sell	68	0.10	1.08708	1.08968	1.08598
136	2009.06.16 17:33	t/p	68	0.10	1.08598	1.08968	1.08598	10.13	10395.19
137	2009.06.22 17:05	buy	69	0.10	1.08564	1.08284	1.08674
138	2009.06.22 18:39	t/p	69	0.10	1.08674	1.08284	1.08674	10.12	10405.31
139	2009.06.30 19:18	buy	70	0.10	1.08497	1.08217	1.08607
140	2009.06.30 19:52	t/p	70	0.10	1.08607	1.08217	1.08607	10.13	10415.44
141	2009.07.08 07:52	buy	71	0.10	1.08841	1.08561	1.08951
142	2009.07.08 08:25	t/p	71	0.10	1.08951	1.08561	1.08951	10.10	10425.54
143	2009.07.14 23:36	buy	72	0.10	1.08846	1.08566	1.08956
144	2009.07.15 01:21	close	72	0.10	1.08874	1.08566	1.08956	2.51	10428.05
145	2009.07.30 03:24	buy	73	0.10	1.08632	1.08352	1.08742
146	2009.07.30 05:09	close	73	0.10	1.08541	1.08352	1.08742	-8.38	10419.67
147	2009.08.06 15:43	buy	74	0.10	1.06204	1.05924	1.06314
148	2009.08.06 15:52	t/p	74	0.10	1.06314	1.05924	1.06314	10.35	10430.02
149	2009.09.14 10:39	buy	75	0.10	1.03869	1.03589	1.03979
150	2009.09.14 11:39	t/p	75	0.10	1.03979	1.03589	1.03979	10.58	10440.60
151	2009.09.28 08:19	buy	76	0.10	1.03336	1.03056	1.03446
152	2009.09.28 08:49	t/p	76	0.10	1.03446	1.03056	1.03446	10.63	10451.23
153	2009.09.30 19:26	buy	77	0.10	1.03489	1.03209	1.03599
154	2009.09.30 19:58	t/p	77	0.10	1.03599	1.03209	1.03599	10.62	10461.85
155	2009.10.01 17:55	buy	78	0.10	1.03976	1.03696	1.04086
156	2009.10.01 17:59	t/p	78	0.10	1.04086	1.03696	1.04086	10.57	10472.42
157	2009.10.21 22:44	sell	79	0.10	1.00727	1.00987	1.00617
158	2009.10.21 23:27	t/p	79	0.10	1.00617	1.00987	1.00617	10.93	10483.35
159	2009.10.22 14:44	buy	80	0.10	1.00723	1.00443	1.00833
160	2009.10.22 16:02	t/p	80	0.10	1.00833	1.00443	1.00833	10.91	10494.26
161	2009.11.02 19:53	sell	81	0.10	1.02077	1.02337	1.01967
162	2009.11.02 20:00	s/l	81	0.10	1.02337	1.02337	1.01967	-25.41	10468.85
163	2009.11.03 17:44	buy	82	0.10	1.02979	1.02699	1.03089
164	2009.11.03 18:17	t/p	82	0.10	1.03089	1.02699	1.03089	10.67	10479.52
165	2009.11.19 18:57	buy	83	0.10	1.01505	1.01225	1.01615
166	2009.11.19 20:42	close	83	0.10	1.01366	1.01225	1.01615	-13.71	10465.81
167	2009.11.30 07:23	sell	84	0.10	1.00382	1.00642	1.00272
168	2009.11.30 07:29	t/p	84	0.10	1.00272	1.00642	1.00272	10.97	10476.78
169	2009.12.01 01:49	buy	85	0.10	1.00359	1.00079	1.00469
170	2009.12.01 02:54	t/p	85	0.10	1.00469	1.00079	1.00469	10.95	10487.73
171	2009.12.09 21:37	buy	86	0.10	1.02693	1.02413	1.02803
172	2009.12.09 23:22	close	86	0.10	1.02651	1.02413	1.02803	-4.09	10483.64
173	2009.12.31 15:32	sell	87	0.10	1.03175	1.03435	1.03065
174	2009.12.31 15:59	t/p	87	0.10	1.03065	1.03435	1.03065	10.67	10494.31
175	2010.01.11 09:30	sell	88	0.10	1.01916	1.02176	1.01806
176	2010.01.11 09:50	t/p	88	0.10	1.01806	1.02176	1.01806	10.80	10505.11
177	2010.01.14 15:31	buy	89	0.10	1.01916	1.01636	1.02026
178	2010.01.14 15:32	t/p	89	0.10	1.02026	1.01636	1.02026	10.78	10515.89
179	2010.02.05 09:04	buy	90	0.10	1.07159	1.06879	1.07269
180	2010.02.05 09:38	t/p	90	0.10	1.07269	1.06879	1.07269	10.25	10526.14
181	2010.02.19 10:50	buy	91	0.10	1.08594	1.08314	1.08704
182	2010.02.19 12:35	close	91	0.10	1.08529	1.08314	1.08704	-5.99	10520.15
183	2010.02.23 18:01	buy	92	0.10	1.07926	1.07646	1.08036
184	2010.02.23 18:05	t/p	92	0.10	1.08036	1.07646	1.08036	10.18	10530.33
185	2010.03.26 10:06	buy	93	0.10	1.06829	1.06549	1.06939
186	2010.03.26 10:15	t/p	93	0.10	1.06939	1.06549	1.06939	10.29	10540.62
187	2010.04.12 09:29	sell	94	0.10	1.06031	1.06291	1.05921
188	2010.04.12 10:00	t/p	94	0.10	1.05921	1.06291	1.05921	10.39	10551.01
189	2010.05.05 19:03	buy	95	0.10	1.11075	1.10795	1.11185
190	2010.05.05 19:23	t/p	95	0.10	1.11185	1.10795	1.11185	9.89	10560.90
191	2010.05.06 03:28	buy	96	0.10	1.11580	1.11300	1.11690
192	2010.05.06 04:23	t/p	96	0.10	1.11690	1.11300	1.11690	9.85	10570.75
193	2010.05.06 18:49	sell	97	0.10	1.11139	1.11399	1.11029
194	2010.05.06 18:53	t/p	97	0.10	1.11029	1.11399	1.11029	9.91	10580.66
195	2010.05.10 03:51	sell	98	0.10	1.10685	1.10945	1.10575
196	2010.05.10 03:52	t/p	98	0.10	1.10575	1.10945	1.10575	9.95	10590.61
197	2010.06.01 14:09	buy	99	0.10	1.16790	1.16510	1.16900
198	2010.06.01 15:40	s/l	99	0.10	1.16510	1.16510	1.16900	-24.03	10566.58
199	2010.06.01 16:18	buy	100	0.10	1.16279	1.15999	1.16389
200	2010.06.01 16:40	s/l	100	0.10	1.15999	1.15999	1.16389	-24.13	10542.45
201	2010.06.03 21:43	buy	101	0.10	1.15386	1.15106	1.15496
202	2010.06.03 21:55	t/p	101	0.10	1.15496	1.15106	1.15496	9.52	10551.97
203	2010.06.07 08:02	buy	102	0.10	1.16377	1.16097	1.16487
204	2010.06.07 08:27	t/p	102	0.10	1.16487	1.16097	1.16487	9.44	10561.41
205	2010.06.15 12:34	buy	103	0.10	1.14320	1.14040	1.14430
206	2010.06.15 14:11	t/p	103	0.10	1.14430	1.14040	1.14430	9.62	10571.03
207	2010.06.21 04:21	sell	104	0.10	1.10743	1.11003	1.10633
208	2010.06.21 05:01	t/p	104	0.10	1.10633	1.11003	1.10633	9.94	10580.97