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	7365.63	Gross profit	10752.45	Gross loss	-3386.82
Profit factor	3.17	Expected payoff	70.82
Absolute drawdown	447.57	Maximal drawdown	998.22 (5.67%)	Relative drawdown	5.67% (998.22)
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	172.51	loss trade	-410.35
Average		profit trade	123.59	loss trade	-199.22
Maximum		consecutive wins (profit in money)	16 (1741.79)	consecutive losses (loss in money)	2 (-818.90)
Maximal		consecutive profit (count of wins)	1741.79 (16)	consecutive loss (count of losses)	-818.90 (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	1.00	1.06890	1.06610	1.07000
2	2009.01.02 10:19	s/l	1	1.00	1.06610	1.06610	1.07000	-262.64	9737.36
3	2009.01.05 01:58	buy	2	0.90	1.07290	1.07010	1.07400
4	2009.01.05 02:16	t/p	2	0.90	1.07400	1.07010	1.07400	92.18	9829.54
5	2009.01.05 09:01	buy	3	0.90	1.07580	1.07300	1.07690
6	2009.01.05 09:04	t/p	3	0.90	1.07690	1.07300	1.07690	91.93	9921.47
7	2009.01.05 09:06	buy	4	0.90	1.07560	1.07280	1.07670
8	2009.01.05 09:58	t/p	4	0.90	1.07670	1.07280	1.07670	91.94	10013.41
9	2009.01.06 01:59	buy	5	1.00	1.10740	1.10460	1.10850
10	2009.01.06 02:00	t/p	5	1.00	1.10850	1.10460	1.10850	99.22	10112.63
11	2009.01.06 16:24	buy	6	1.00	1.12081	1.11801	1.12191
12	2009.01.06 16:32	t/p	6	1.00	1.12191	1.11801	1.12191	98.04	10210.67
13	2009.01.07 17:50	sell	7	1.00	1.10122	1.10382	1.10012
14	2009.01.07 17:58	t/p	7	1.00	1.10012	1.10382	1.10012	99.99	10310.66
15	2009.01.07 20:34	sell	8	1.00	1.09974	1.10234	1.09864
16	2009.01.07 21:16	s/l	8	1.00	1.10234	1.10234	1.09864	-235.85	10074.81
17	2009.01.08 06:19	buy	9	1.00	1.10316	1.10036	1.10426
18	2009.01.08 08:05	close	9	1.00	1.10260	1.10036	1.10426	-50.79	10024.02
19	2009.01.12 21:10	sell	10	1.00	1.11540	1.11800	1.11430
20	2009.01.12 21:16	t/p	10	1.00	1.11430	1.11800	1.11430	98.73	10122.75
21	2009.01.13 09:39	buy	11	1.00	1.11830	1.11550	1.11940
22	2009.01.13 09:47	t/p	11	1.00	1.11940	1.11550	1.11940	98.27	10221.02
23	2009.01.13 10:04	buy	12	1.00	1.11650	1.11370	1.11760
24	2009.01.13 10:12	t/p	12	1.00	1.11760	1.11370	1.11760	98.43	10319.45
25	2009.01.16 06:49	sell	13	1.00	1.11995	1.12255	1.11885
26	2009.01.16 07:54	t/p	13	1.00	1.11885	1.12255	1.11885	98.32	10417.77
27	2009.01.21 23:13	buy	14	1.00	1.15090	1.14810	1.15200
28	2009.01.21 23:15	t/p	14	1.00	1.15200	1.14810	1.15200	95.49	10513.26
29	2009.01.22 03:52	buy	15	1.00	1.15330	1.15050	1.15440
30	2009.01.22 03:53	t/p	15	1.00	1.15440	1.15050	1.15440	95.29	10608.55
31	2009.01.22 03:54	buy	16	1.00	1.15342	1.15062	1.15452
32	2009.01.22 03:59	t/p	16	1.00	1.15452	1.15062	1.15452	95.27	10703.82
33	2009.01.26 01:11	sell	17	1.00	1.15875	1.16135	1.15765
34	2009.01.26 01:26	s/l	17	1.00	1.16135	1.16135	1.15765	-223.86	10479.96
35	2009.01.27 02:09	sell	18	1.00	1.14090	1.14350	1.13980
36	2009.01.27 02:48	t/p	18	1.00	1.13980	1.14350	1.13980	96.51	10576.47
37	2009.01.29 11:08	buy	19	1.00	1.15381	1.15101	1.15491
38	2009.01.29 11:15	t/p	19	1.00	1.15491	1.15101	1.15491	95.24	10671.71
39	2009.02.02 21:26	sell	20	1.00	1.16230	1.16490	1.16120
40	2009.02.02 23:09	t/p	20	1.00	1.16120	1.16490	1.16120	94.73	10766.44
41	2009.02.03 19:40	sell	21	1.00	1.14744	1.15004	1.14634
42	2009.02.03 21:03	t/p	21	1.00	1.14634	1.15004	1.14634	95.96	10862.40
43	2009.02.04 00:44	sell	22	1.00	1.14476	1.14736	1.14366
44	2009.02.04 01:22	t/p	22	1.00	1.14366	1.14736	1.14366	96.18	10958.58
45	2009.02.04 15:34	buy	23	1.00	1.15755	1.15475	1.15865
46	2009.02.04 15:35	t/p	23	1.00	1.15865	1.15475	1.15865	94.94	11053.52
47	2009.02.04 16:14	buy	24	1.10	1.15603	1.15323	1.15713
48	2009.02.04 16:16	t/p	24	1.10	1.15713	1.15323	1.15713	104.57	11158.09
49	2009.02.04 17:16	buy	25	1.10	1.15505	1.15225	1.15615
50	2009.02.04 17:19	t/p	25	1.10	1.15615	1.15225	1.15615	104.66	11262.75
51	2009.02.05 18:04	buy	26	1.10	1.16196	1.15916	1.16306
52	2009.02.05 18:19	t/p	26	1.10	1.16306	1.15916	1.16306	104.03	11366.78
53	2009.02.10 07:37	buy	27	1.10	1.17188	1.16908	1.17298
54	2009.02.10 08:01	t/p	27	1.10	1.17298	1.16908	1.17298	103.15	11469.93
55	2009.02.10 10:14	buy	28	1.10	1.16731	1.16451	1.16841
56	2009.02.10 10:16	t/p	28	1.10	1.16841	1.16451	1.16841	103.55	11573.48
57	2009.02.10 19:36	sell	29	1.10	1.15707	1.15967	1.15597
58	2009.02.10 19:50	t/p	29	1.10	1.15597	1.15967	1.15597	104.67	11678.15
59	2009.02.10 21:21	sell	30	1.10	1.15964	1.16224	1.15854
60	2009.02.10 21:48	t/p	30	1.10	1.15854	1.16224	1.15854	104.44	11782.59
61	2009.02.12 14:12	buy	31	1.10	1.16177	1.15897	1.16287
62	2009.02.12 14:31	s/l	31	1.10	1.15897	1.15897	1.16287	-265.75	11516.84
63	2009.02.12 18:16	buy	32	1.10	1.16373	1.16093	1.16483
64	2009.02.12 18:31	s/l	32	1.10	1.16093	1.16093	1.16483	-265.31	11251.53
65	2009.02.12 18:31	buy	33	1.10	1.16110	1.15830	1.16220
66	2009.02.12 18:32	t/p	33	1.10	1.16220	1.15830	1.16220	104.11	11355.64
67	2009.02.16 18:47	sell	34	1.10	1.16390	1.16650	1.16280
68	2009.02.16 18:55	t/p	34	1.10	1.16280	1.16650	1.16280	104.06	11459.70
69	2009.02.18 13:31	buy	35	1.10	1.17100	1.16820	1.17210
70	2009.02.18 13:36	t/p	35	1.10	1.17210	1.16820	1.17210	103.23	11562.93
71	2009.02.18 20:38	buy	36	1.10	1.17551	1.17271	1.17661
72	2009.02.18 20:59	t/p	36	1.10	1.17661	1.17271	1.17661	102.84	11665.77
73	2009.02.20 14:46	buy	37	1.10	1.18243	1.17963	1.18353
74	2009.02.20 14:53	t/p	37	1.10	1.18353	1.17963	1.18353	102.23	11768.00
75	2009.02.23 10:19	sell	38	1.10	1.15530	1.15790	1.15420
76	2009.02.23 10:21	t/p	38	1.10	1.15420	1.15790	1.15420	104.83	11872.83
77	2009.02.26 16:47	sell	39	1.10	1.16450	1.16710	1.16340
78	2009.02.26 16:49	t/p	39	1.10	1.16340	1.16710	1.16340	104.01	11976.84
79	2009.03.05 14:56	buy	40	1.10	1.17380	1.17100	1.17490
80	2009.03.05 15:05	t/p	40	1.10	1.17490	1.17100	1.17490	102.99	12079.83
81	2009.03.06 11:09	sell	41	1.20	1.15537	1.15797	1.15427
82	2009.03.06 12:40	t/p	41	1.20	1.15427	1.15797	1.15427	114.36	12194.19
83	2009.03.06 14:51	sell	42	1.20	1.15792	1.16052	1.15682
84	2009.03.06 14:56	t/p	42	1.20	1.15682	1.16052	1.15682	114.12	12308.31
85	2009.03.09 09:59	buy	43	1.20	1.15780	1.15500	1.15890
86	2009.03.09 10:16	t/p	43	1.20	1.15890	1.15500	1.15890	113.90	12422.21
87	2009.03.09 16:21	buy	44	1.20	1.16110	1.15830	1.16220
88	2009.03.09 16:22	t/p	44	1.20	1.16220	1.15830	1.16220	113.58	12535.79
89	2009.03.12 21:17	buy	45	1.20	1.18481	1.18201	1.18591
90	2009.03.12 22:12	t/p	45	1.20	1.18591	1.18201	1.18591	111.30	12647.09
91	2009.03.16 15:23	sell	46	1.20	1.18520	1.18780	1.18410
92	2009.03.16 15:26	t/p	46	1.20	1.18410	1.18780	1.18410	111.48	12758.57
93	2009.03.19 19:03	sell	47	1.20	1.12520	1.12780	1.12410
94	2009.03.19 19:22	t/p	47	1.20	1.12410	1.12780	1.12410	117.43	12876.00
95	2009.03.23 01:04	buy	48	1.20	1.12405	1.12125	1.12515
96	2009.03.23 01:19	t/p	48	1.20	1.12515	1.12125	1.12515	117.32	12993.32
97	2009.03.23 18:55	buy	49	1.20	1.12634	1.12354	1.12744
98	2009.03.23 19:21	s/l	49	1.20	1.12354	1.12354	1.12744	-299.07	12694.25
99	2009.03.26 14:04	buy	50	1.20	1.12292	1.12012	1.12402
100	2009.03.26 14:22	t/p	50	1.20	1.12402	1.12012	1.12402	117.43	12811.68
101	2009.03.31 18:07	sell	51	1.20	1.14030	1.14290	1.13920
102	2009.03.31 18:09	t/p	51	1.20	1.13920	1.14290	1.13920	115.87	12927.55
103	2009.03.31 19:06	sell	52	1.20	1.14093	1.14353	1.13983
104	2009.03.31 19:09	t/p	52	1.20	1.13983	1.14353	1.13983	115.81	13043.36
105	2009.04.07 22:19	buy	53	1.30	1.14145	1.13865	1.14255
106	2009.04.07 22:29	t/p	53	1.30	1.14255	1.13865	1.14255	125.16	13168.52
107	2009.04.08 13:42	buy	54	1.30	1.14569	1.14289	1.14679
108	2009.04.08 14:33	t/p	54	1.30	1.14679	1.14289	1.14679	124.69	13293.21
109	2009.04.10 05:12	buy	55	1.30	1.15718	1.15438	1.15828
110	2009.04.10 05:15	t/p	55	1.30	1.15828	1.15438	1.15828	123.46	13416.67
111	2009.04.14 03:13	sell	56	1.30	1.13509	1.13769	1.13399
112	2009.04.14 04:58	close	56	1.30	1.13563	1.13769	1.13399	-61.82	13354.85
113	2009.04.15 13:40	buy	57	1.30	1.13928	1.13648	1.14038
114	2009.04.15 13:53	t/p	57	1.30	1.14038	1.13648	1.14038	125.39	13480.24
115	2009.04.16 14:59	buy	58	1.30	1.14618	1.14338	1.14728
116	2009.04.16 16:44	close	58	1.30	1.14652	1.14338	1.14728	38.55	13518.79
117	2009.04.22 19:04	sell	59	1.30	1.16433	1.16693	1.16323
118	2009.04.22 20:49	close	59	1.30	1.16438	1.16693	1.16323	-5.58	13513.21
119	2009.04.27 17:10	buy	60	1.30	1.14617	1.14337	1.14727
120	2009.04.27 17:15	t/p	60	1.30	1.14727	1.14337	1.14727	124.64	13637.85
121	2009.04.29 21:19	sell	61	1.30	1.13649	1.13909	1.13539
122	2009.04.29 21:59	t/p	61	1.30	1.13539	1.13909	1.13539	125.95	13763.80
123	2009.05.01 02:07	buy	62	1.30	1.13913	1.13633	1.14023
124	2009.05.01 02:35	t/p	62	1.30	1.14023	1.13633	1.14023	125.41	13889.21
125	2009.05.06 08:54	buy	63	1.30	1.13435	1.13155	1.13545
126	2009.05.06 10:39	close	63	1.30	1.13411	1.13155	1.13545	-27.51	13861.70
127	2009.05.07 13:07	buy	64	1.30	1.13532	1.13252	1.13642
128	2009.05.07 13:13	t/p	64	1.30	1.13642	1.13252	1.13642	125.84	13987.54
129	2009.05.20 18:51	sell	65	1.30	1.10153	1.10413	1.10043
130	2009.05.20 20:16	t/p	65	1.30	1.10043	1.10413	1.10043	129.95	14117.49
131	2009.06.01 14:18	sell	66	1.40	1.06603	1.06863	1.06493
132	2009.06.01 15:06	t/p	66	1.40	1.06493	1.06863	1.06493	144.61	14262.10
133	2009.06.15 15:57	buy	67	1.40	1.08814	1.08534	1.08924
134	2009.06.15 16:14	t/p	67	1.40	1.08924	1.08534	1.08924	141.38	14403.48
135	2009.06.16 16:26	sell	68	1.40	1.08708	1.08968	1.08598
136	2009.06.16 17:33	t/p	68	1.40	1.08598	1.08968	1.08598	141.81	14545.29
137	2009.06.22 17:05	buy	69	1.40	1.08564	1.08284	1.08674
138	2009.06.22 18:39	t/p	69	1.40	1.08674	1.08284	1.08674	141.71	14687.00
139	2009.06.30 19:18	buy	70	1.40	1.08497	1.08217	1.08607
140	2009.06.30 19:52	t/p	70	1.40	1.08607	1.08217	1.08607	141.80	14828.80
141	2009.07.08 07:52	buy	71	1.40	1.08841	1.08561	1.08951
142	2009.07.08 08:25	t/p	71	1.40	1.08951	1.08561	1.08951	141.35	14970.15
143	2009.07.14 23:36	buy	72	1.40	1.08846	1.08566	1.08956
144	2009.07.15 01:21	close	72	1.40	1.08874	1.08566	1.08956	35.22	15005.37
145	2009.07.30 03:24	buy	73	1.50	1.08632	1.08352	1.08742
146	2009.07.30 05:09	close	73	1.50	1.08541	1.08352	1.08742	-125.76	14879.61
147	2009.08.06 15:43	buy	74	1.40	1.06204	1.05924	1.06314
148	2009.08.06 15:52	t/p	74	1.40	1.06314	1.05924	1.06314	144.85	15024.46
149	2009.09.14 10:39	buy	75	1.50	1.03869	1.03589	1.03979
150	2009.09.14 11:39	t/p	75	1.50	1.03979	1.03589	1.03979	158.69	15183.15
151	2009.09.28 08:19	buy	76	1.50	1.03336	1.03056	1.03446
152	2009.09.28 08:49	t/p	76	1.50	1.03446	1.03056	1.03446	159.50	15342.65
153	2009.09.30 19:26	buy	77	1.50	1.03489	1.03209	1.03599
154	2009.09.30 19:58	t/p	77	1.50	1.03599	1.03209	1.03599	159.27	15501.92
155	2009.10.01 17:55	buy	78	1.50	1.03976	1.03696	1.04086
156	2009.10.01 17:59	t/p	78	1.50	1.04086	1.03696	1.04086	158.52	15660.44
157	2009.10.21 22:44	sell	79	1.50	1.00727	1.00987	1.00617
158	2009.10.21 23:27	t/p	79	1.50	1.00617	1.00987	1.00617	163.99	15824.43
159	2009.10.22 14:44	buy	80	1.50	1.00723	1.00443	1.00833
160	2009.10.22 16:02	t/p	80	1.50	1.00833	1.00443	1.00833	163.63	15988.06
161	2009.11.02 19:53	sell	81	1.50	1.02077	1.02337	1.01967
162	2009.11.02 20:00	s/l	81	1.50	1.02337	1.02337	1.01967	-381.09	15606.97
163	2009.11.03 17:44	buy	82	1.50	1.02979	1.02699	1.03089
164	2009.11.03 18:17	t/p	82	1.50	1.03089	1.02699	1.03089	160.05	15767.02
165	2009.11.19 18:57	buy	83	1.50	1.01505	1.01225	1.01615
166	2009.11.19 20:42	close	83	1.50	1.01366	1.01225	1.01615	-205.69	15561.33
167	2009.11.30 07:23	sell	84	1.50	1.00382	1.00642	1.00272
168	2009.11.30 07:29	t/p	84	1.50	1.00272	1.00642	1.00272	164.56	15725.89
169	2009.12.01 01:49	buy	85	1.50	1.00359	1.00079	1.00469
170	2009.12.01 02:54	t/p	85	1.50	1.00469	1.00079	1.00469	164.23	15890.12
171	2009.12.09 21:37	buy	86	1.50	1.02693	1.02413	1.02803
172	2009.12.09 23:22	close	86	1.50	1.02651	1.02413	1.02803	-61.37	15828.75
173	2009.12.31 15:32	sell	87	1.50	1.03175	1.03435	1.03065
174	2009.12.31 15:59	t/p	87	1.50	1.03065	1.03435	1.03065	160.10	15988.85
175	2010.01.11 09:30	sell	88	1.50	1.01916	1.02176	1.01806
176	2010.01.11 09:50	t/p	88	1.50	1.01806	1.02176	1.01806	162.08	16150.93
177	2010.01.14 15:31	buy	89	1.60	1.01916	1.01636	1.02026
178	2010.01.14 15:32	t/p	89	1.60	1.02026	1.01636	1.02026	172.51	16323.44
179	2010.02.05 09:04	buy	90	1.60	1.07159	1.06879	1.07269
180	2010.02.05 09:38	t/p	90	1.60	1.07269	1.06879	1.07269	164.07	16487.51
181	2010.02.19 10:50	buy	91	1.60	1.08594	1.08314	1.08704
182	2010.02.19 12:35	close	91	1.60	1.08529	1.08314	1.08704	-95.83	16391.68
183	2010.02.23 18:01	buy	92	1.60	1.07926	1.07646	1.08036
184	2010.02.23 18:05	t/p	92	1.60	1.08036	1.07646	1.08036	162.91	16554.59
185	2010.03.26 10:06	buy	93	1.60	1.06829	1.06549	1.06939
186	2010.03.26 10:15	t/p	93	1.60	1.06939	1.06549	1.06939	164.57	16719.16
187	2010.04.12 09:29	sell	94	1.60	1.06031	1.06291	1.05921
188	2010.04.12 10:00	t/p	94	1.60	1.05921	1.06291	1.05921	166.16	16885.32
189	2010.05.05 19:03	buy	95	1.60	1.11075	1.10795	1.11185
190	2010.05.05 19:23	t/p	95	1.60	1.11185	1.10795	1.11185	158.29	17043.61
191	2010.05.06 03:28	buy	96	1.70	1.11580	1.11300	1.11690
192	2010.05.06 04:23	t/p	96	1.70	1.11690	1.11300	1.11690	167.43	17211.04
193	2010.05.06 18:49	sell	97	1.70	1.11139	1.11399	1.11029
194	2010.05.06 18:53	t/p	97	1.70	1.11029	1.11399	1.11029	168.43	17379.47
195	2010.05.10 03:51	sell	98	1.70	1.10685	1.10945	1.10575
196	2010.05.10 03:52	t/p	98	1.70	1.10575	1.10945	1.10575	169.13	17548.60
197	2010.06.01 14:09	buy	99	1.70	1.16790	1.16510	1.16900
198	2010.06.01 15:40	s/l	99	1.70	1.16510	1.16510	1.16900	-408.55	17140.05
199	2010.06.01 16:18	buy	100	1.70	1.16279	1.15999	1.16389
200	2010.06.01 16:40	s/l	100	1.70	1.15999	1.15999	1.16389	-410.35	16729.70
201	2010.06.03 21:43	buy	101	1.60	1.15386	1.15106	1.15496
202	2010.06.03 21:55	t/p	101	1.60	1.15496	1.15106	1.15496	152.39	16882.09
203	2010.06.07 08:02	buy	102	1.60	1.16377	1.16097	1.16487
204	2010.06.07 08:27	t/p	102	1.60	1.16487	1.16097	1.16487	151.09	17033.18
205	2010.06.15 12:34	buy	103	1.70	1.14320	1.14040	1.14430
206	2010.06.15 14:11	t/p	103	1.70	1.14430	1.14040	1.14430	163.42	17196.60
207	2010.06.21 04:21	sell	104	1.70	1.10743	1.11003	1.10633
208	2010.06.21 05:01	t/p	104	1.70	1.10633	1.11003	1.10633	169.03	17365.63