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	13082.65	Gross profit	19208.60	Gross loss	-6125.95
Profit factor	3.14	Expected payoff	125.79
Absolute drawdown	681.62	Maximal drawdown	1966.55 (8.34%)	Relative drawdown	8.34% (1966.55)
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	338.26	loss trade	-841.14
Average		profit trade	220.79	loss trade	-360.35
Maximum		consecutive wins (profit in money)	16 (2925.37)	consecutive losses (loss in money)	2 (-1637.71)
Maximal		consecutive profit (count of wins)	2925.37 (16)	consecutive loss (count of losses)	-1637.71 (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	1.50	1.06890	1.06610	1.07000
2	2009.01.02 10:19	s/l	1	1.50	1.06610	1.06610	1.07000	-393.96	9606.04
3	2009.01.05 01:58	buy	2	1.40	1.07290	1.07010	1.07400
4	2009.01.05 02:16	t/p	2	1.40	1.07400	1.07010	1.07400	143.39	9749.43
5	2009.01.05 09:01	buy	3	1.40	1.07580	1.07300	1.07690
6	2009.01.05 09:04	t/p	3	1.40	1.07690	1.07300	1.07690	143.00	9892.43
7	2009.01.05 09:06	buy	4	1.40	1.07560	1.07280	1.07670
8	2009.01.05 09:58	t/p	4	1.40	1.07670	1.07280	1.07670	143.03	10035.46
9	2009.01.06 01:59	buy	5	1.50	1.10740	1.10460	1.10850
10	2009.01.06 02:00	t/p	5	1.50	1.10850	1.10460	1.10850	148.84	10184.30
11	2009.01.06 16:24	buy	6	1.50	1.12081	1.11801	1.12191
12	2009.01.06 16:32	t/p	6	1.50	1.12191	1.11801	1.12191	147.06	10331.36
13	2009.01.07 17:50	sell	7	1.50	1.10122	1.10382	1.10012
14	2009.01.07 17:58	t/p	7	1.50	1.10012	1.10382	1.10012	149.98	10481.34
15	2009.01.07 20:34	sell	8	1.50	1.09974	1.10234	1.09864
16	2009.01.07 21:16	s/l	8	1.50	1.10234	1.10234	1.09864	-353.78	10127.56
17	2009.01.08 06:19	buy	9	1.50	1.10316	1.10036	1.10426
18	2009.01.08 08:05	close	9	1.50	1.10260	1.10036	1.10426	-76.18	10051.38
19	2009.01.12 21:10	sell	10	1.50	1.11540	1.11800	1.11430
20	2009.01.12 21:16	t/p	10	1.50	1.11430	1.11800	1.11430	148.10	10199.48
21	2009.01.13 09:39	buy	11	1.50	1.11830	1.11550	1.11940
22	2009.01.13 09:47	t/p	11	1.50	1.11940	1.11550	1.11940	147.40	10346.88
23	2009.01.13 10:04	buy	12	1.50	1.11650	1.11370	1.11760
24	2009.01.13 10:12	t/p	12	1.50	1.11760	1.11370	1.11760	147.64	10494.52
25	2009.01.16 06:49	sell	13	1.50	1.11995	1.12255	1.11885
26	2009.01.16 07:54	t/p	13	1.50	1.11885	1.12255	1.11885	147.48	10642.00
27	2009.01.21 23:13	buy	14	1.50	1.15090	1.14810	1.15200
28	2009.01.21 23:15	t/p	14	1.50	1.15200	1.14810	1.15200	143.23	10785.23
29	2009.01.22 03:52	buy	15	1.60	1.15330	1.15050	1.15440
30	2009.01.22 03:53	t/p	15	1.60	1.15440	1.15050	1.15440	152.45	10937.68
31	2009.01.22 03:54	buy	16	1.60	1.15342	1.15062	1.15452
32	2009.01.22 03:59	t/p	16	1.60	1.15452	1.15062	1.15452	152.44	11090.12
33	2009.01.26 01:11	sell	17	1.60	1.15875	1.16135	1.15765
34	2009.01.26 01:26	s/l	17	1.60	1.16135	1.16135	1.15765	-358.17	10731.95
35	2009.01.27 02:09	sell	18	1.60	1.14090	1.14350	1.13980
36	2009.01.27 02:48	t/p	18	1.60	1.13980	1.14350	1.13980	154.41	10886.36
37	2009.01.29 11:08	buy	19	1.60	1.15381	1.15101	1.15491
38	2009.01.29 11:15	t/p	19	1.60	1.15491	1.15101	1.15491	152.39	11038.75
39	2009.02.02 21:26	sell	20	1.60	1.16230	1.16490	1.16120
40	2009.02.02 23:09	t/p	20	1.60	1.16120	1.16490	1.16120	151.57	11190.32
41	2009.02.03 19:40	sell	21	1.60	1.14744	1.15004	1.14634
42	2009.02.03 21:03	t/p	21	1.60	1.14634	1.15004	1.14634	153.53	11343.85
43	2009.02.04 00:44	sell	22	1.70	1.14476	1.14736	1.14366
44	2009.02.04 01:22	t/p	22	1.70	1.14366	1.14736	1.14366	163.51	11507.36
45	2009.02.04 15:34	buy	23	1.70	1.15755	1.15475	1.15865
46	2009.02.04 15:35	t/p	23	1.70	1.15865	1.15475	1.15865	161.39	11668.75
47	2009.02.04 16:14	buy	24	1.70	1.15603	1.15323	1.15713
48	2009.02.04 16:16	t/p	24	1.70	1.15713	1.15323	1.15713	161.60	11830.35
49	2009.02.04 17:16	buy	25	1.70	1.15505	1.15225	1.15615
50	2009.02.04 17:19	t/p	25	1.70	1.15615	1.15225	1.15615	161.74	11992.09
51	2009.02.05 18:04	buy	26	1.70	1.16196	1.15916	1.16306
52	2009.02.05 18:19	t/p	26	1.70	1.16306	1.15916	1.16306	160.78	12152.87
53	2009.02.10 07:37	buy	27	1.80	1.17188	1.16908	1.17298
54	2009.02.10 08:01	t/p	27	1.80	1.17298	1.16908	1.17298	168.77	12321.64
55	2009.02.10 10:14	buy	28	1.80	1.16731	1.16451	1.16841
56	2009.02.10 10:16	t/p	28	1.80	1.16841	1.16451	1.16841	169.45	12491.09
57	2009.02.10 19:36	sell	29	1.80	1.15707	1.15967	1.15597
58	2009.02.10 19:50	t/p	29	1.80	1.15597	1.15967	1.15597	171.29	12662.38
59	2009.02.10 21:21	sell	30	1.80	1.15964	1.16224	1.15854
60	2009.02.10 21:48	t/p	30	1.80	1.15854	1.16224	1.15854	170.92	12833.30
61	2009.02.12 14:12	buy	31	1.90	1.16177	1.15897	1.16287
62	2009.02.12 14:31	s/l	31	1.90	1.15897	1.15897	1.16287	-459.03	12374.27
63	2009.02.12 18:16	buy	32	1.80	1.16373	1.16093	1.16483
64	2009.02.12 18:31	s/l	32	1.80	1.16093	1.16093	1.16483	-434.15	11940.12
65	2009.02.12 18:31	buy	33	1.70	1.16110	1.15830	1.16220
66	2009.02.12 18:32	t/p	33	1.70	1.16220	1.15830	1.16220	160.89	12101.01
67	2009.02.16 18:47	sell	34	1.80	1.16390	1.16650	1.16280
68	2009.02.16 18:55	t/p	34	1.80	1.16280	1.16650	1.16280	170.29	12271.30
69	2009.02.18 13:31	buy	35	1.80	1.17100	1.16820	1.17210
70	2009.02.18 13:36	t/p	35	1.80	1.17210	1.16820	1.17210	168.93	12440.23
71	2009.02.18 20:38	buy	36	1.80	1.17551	1.17271	1.17661
72	2009.02.18 20:59	t/p	36	1.80	1.17661	1.17271	1.17661	168.28	12608.51
73	2009.02.20 14:46	buy	37	1.80	1.18243	1.17963	1.18353
74	2009.02.20 14:53	t/p	37	1.80	1.18353	1.17963	1.18353	167.28	12775.79
75	2009.02.23 10:19	sell	38	1.90	1.15530	1.15790	1.15420
76	2009.02.23 10:21	t/p	38	1.90	1.15420	1.15790	1.15420	181.08	12956.87
77	2009.02.26 16:47	sell	39	1.90	1.16450	1.16710	1.16340
78	2009.02.26 16:49	t/p	39	1.90	1.16340	1.16710	1.16340	179.65	13136.52
79	2009.03.05 14:56	buy	40	1.90	1.17380	1.17100	1.17490
80	2009.03.05 15:05	t/p	40	1.90	1.17490	1.17100	1.17490	177.89	13314.41
81	2009.03.06 11:09	sell	41	1.90	1.15537	1.15797	1.15427
82	2009.03.06 12:40	t/p	41	1.90	1.15427	1.15797	1.15427	181.08	13495.49
83	2009.03.06 14:51	sell	42	2.00	1.15792	1.16052	1.15682
84	2009.03.06 14:56	t/p	42	2.00	1.15682	1.16052	1.15682	190.19	13685.68
85	2009.03.09 09:59	buy	43	2.00	1.15780	1.15500	1.15890
86	2009.03.09 10:16	t/p	43	2.00	1.15890	1.15500	1.15890	189.84	13875.52
87	2009.03.09 16:21	buy	44	2.00	1.16110	1.15830	1.16220
88	2009.03.09 16:22	t/p	44	2.00	1.16220	1.15830	1.16220	189.30	14064.82
89	2009.03.12 21:17	buy	45	2.10	1.18481	1.18201	1.18591
90	2009.03.12 22:12	t/p	45	2.10	1.18591	1.18201	1.18591	194.78	14259.60
91	2009.03.16 15:23	sell	46	2.10	1.18520	1.18780	1.18410
92	2009.03.16 15:26	t/p	46	2.10	1.18410	1.18780	1.18410	195.08	14454.68
93	2009.03.19 19:03	sell	47	2.10	1.12520	1.12780	1.12410
94	2009.03.19 19:22	t/p	47	2.10	1.12410	1.12780	1.12410	205.50	14660.18
95	2009.03.23 01:04	buy	48	2.10	1.12405	1.12125	1.12515
96	2009.03.23 01:19	t/p	48	2.10	1.12515	1.12125	1.12515	205.31	14865.49
97	2009.03.23 18:55	buy	49	2.20	1.12634	1.12354	1.12744
98	2009.03.23 19:21	s/l	49	2.20	1.12354	1.12354	1.12744	-548.29	14317.20
99	2009.03.26 14:04	buy	50	2.10	1.12292	1.12012	1.12402
100	2009.03.26 14:22	t/p	50	2.10	1.12402	1.12012	1.12402	205.51	14522.71
101	2009.03.31 18:07	sell	51	2.10	1.14030	1.14290	1.13920
102	2009.03.31 18:09	t/p	51	2.10	1.13920	1.14290	1.13920	202.77	14725.48
103	2009.03.31 19:06	sell	52	2.20	1.14093	1.14353	1.13983
104	2009.03.31 19:09	t/p	52	2.20	1.13983	1.14353	1.13983	212.32	14937.80
105	2009.04.07 22:19	buy	53	2.20	1.14145	1.13865	1.14255
106	2009.04.07 22:29	t/p	53	2.20	1.14255	1.13865	1.14255	211.80	15149.60
107	2009.04.08 13:42	buy	54	2.20	1.14569	1.14289	1.14679
108	2009.04.08 14:33	t/p	54	2.20	1.14679	1.14289	1.14679	211.02	15360.62
109	2009.04.10 05:12	buy	55	2.30	1.15718	1.15438	1.15828
110	2009.04.10 05:15	t/p	55	2.30	1.15828	1.15438	1.15828	218.42	15579.04
111	2009.04.14 03:13	sell	56	2.30	1.13509	1.13769	1.13399
112	2009.04.14 04:58	close	56	2.30	1.13563	1.13769	1.13399	-109.37	15469.67
113	2009.04.15 13:40	buy	57	2.30	1.13928	1.13648	1.14038
114	2009.04.15 13:53	t/p	57	2.30	1.14038	1.13648	1.14038	221.86	15691.53
115	2009.04.16 14:59	buy	58	2.30	1.14618	1.14338	1.14728
116	2009.04.16 16:44	close	58	2.30	1.14652	1.14338	1.14728	68.21	15759.74
117	2009.04.22 19:04	sell	59	2.30	1.16433	1.16693	1.16323
118	2009.04.22 20:49	close	59	2.30	1.16438	1.16693	1.16323	-9.88	15749.86
119	2009.04.27 17:10	buy	60	2.30	1.14617	1.14337	1.14727
120	2009.04.27 17:15	t/p	60	2.30	1.14727	1.14337	1.14727	220.52	15970.38
121	2009.04.29 21:19	sell	61	2.30	1.13649	1.13909	1.13539
122	2009.04.29 21:59	t/p	61	2.30	1.13539	1.13909	1.13539	222.83	16193.21
123	2009.05.01 02:07	buy	62	2.40	1.13913	1.13633	1.14023
124	2009.05.01 02:35	t/p	62	2.40	1.14023	1.13633	1.14023	231.53	16424.74
125	2009.05.06 08:54	buy	63	2.40	1.13435	1.13155	1.13545
126	2009.05.06 10:39	close	63	2.40	1.13411	1.13155	1.13545	-50.79	16373.95
127	2009.05.07 13:07	buy	64	2.40	1.13532	1.13252	1.13642
128	2009.05.07 13:13	t/p	64	2.40	1.13642	1.13252	1.13642	232.31	16606.26
129	2009.05.20 18:51	sell	65	2.40	1.10153	1.10413	1.10043
130	2009.05.20 20:16	t/p	65	2.40	1.10043	1.10413	1.10043	239.91	16846.17
131	2009.06.01 14:18	sell	66	2.50	1.06603	1.06863	1.06493
132	2009.06.01 15:06	t/p	66	2.50	1.06493	1.06863	1.06493	258.23	17104.40
133	2009.06.15 15:57	buy	67	2.50	1.08814	1.08534	1.08924
134	2009.06.15 16:14	t/p	67	2.50	1.08924	1.08534	1.08924	252.46	17356.86
135	2009.06.16 16:26	sell	68	2.60	1.08708	1.08968	1.08598
136	2009.06.16 17:33	t/p	68	2.60	1.08598	1.08968	1.08598	263.36	17620.22
137	2009.06.22 17:05	buy	69	2.60	1.08564	1.08284	1.08674
138	2009.06.22 18:39	t/p	69	2.60	1.08674	1.08284	1.08674	263.17	17883.39
139	2009.06.30 19:18	buy	70	2.60	1.08497	1.08217	1.08607
140	2009.06.30 19:52	t/p	70	2.60	1.08607	1.08217	1.08607	263.33	18146.72
141	2009.07.08 07:52	buy	71	2.70	1.08841	1.08561	1.08951
142	2009.07.08 08:25	t/p	71	2.70	1.08951	1.08561	1.08951	272.60	18419.32
143	2009.07.14 23:36	buy	72	2.70	1.08846	1.08566	1.08956
144	2009.07.15 01:21	close	72	2.70	1.08874	1.08566	1.08956	67.93	18487.25
145	2009.07.30 03:24	buy	73	2.70	1.08632	1.08352	1.08742
146	2009.07.30 05:09	close	73	2.70	1.08541	1.08352	1.08742	-226.37	18260.88
147	2009.08.06 15:43	buy	74	2.70	1.06204	1.05924	1.06314
148	2009.08.06 15:52	t/p	74	2.70	1.06314	1.05924	1.06314	279.36	18540.24
149	2009.09.14 10:39	buy	75	2.70	1.03869	1.03589	1.03979
150	2009.09.14 11:39	t/p	75	2.70	1.03979	1.03589	1.03979	285.63	18825.87
151	2009.09.28 08:19	buy	76	2.80	1.03336	1.03056	1.03446
152	2009.09.28 08:49	t/p	76	2.80	1.03446	1.03056	1.03446	297.73	19123.60
153	2009.09.30 19:26	buy	77	2.80	1.03489	1.03209	1.03599
154	2009.09.30 19:58	t/p	77	2.80	1.03599	1.03209	1.03599	297.30	19420.90
155	2009.10.01 17:55	buy	78	2.90	1.03976	1.03696	1.04086
156	2009.10.01 17:59	t/p	78	2.90	1.04086	1.03696	1.04086	306.48	19727.38
157	2009.10.21 22:44	sell	79	2.90	1.00727	1.00987	1.00617
158	2009.10.21 23:27	t/p	79	2.90	1.00617	1.00987	1.00617	317.05	20044.43
159	2009.10.22 14:44	buy	80	3.00	1.00723	1.00443	1.00833
160	2009.10.22 16:02	t/p	80	3.00	1.00833	1.00443	1.00833	327.26	20371.69
161	2009.11.02 19:53	sell	81	3.00	1.02077	1.02337	1.01967
162	2009.11.02 20:00	s/l	81	3.00	1.02337	1.02337	1.01967	-762.19	19609.50
163	2009.11.03 17:44	buy	82	2.90	1.02979	1.02699	1.03089
164	2009.11.03 18:17	t/p	82	2.90	1.03089	1.02699	1.03089	309.44	19918.94
165	2009.11.19 18:57	buy	83	2.90	1.01505	1.01225	1.01615
166	2009.11.19 20:42	close	83	2.90	1.01366	1.01225	1.01615	-397.67	19521.27
167	2009.11.30 07:23	sell	84	2.90	1.00382	1.00642	1.00272
168	2009.11.30 07:29	t/p	84	2.90	1.00272	1.00642	1.00272	318.14	19839.41
169	2009.12.01 01:49	buy	85	2.90	1.00359	1.00079	1.00469
170	2009.12.01 02:54	t/p	85	2.90	1.00469	1.00079	1.00469	317.50	20156.91
171	2009.12.09 21:37	buy	86	3.00	1.02693	1.02413	1.02803
172	2009.12.09 23:22	close	86	3.00	1.02651	1.02413	1.02803	-122.75	20034.16
173	2009.12.31 15:32	sell	87	3.00	1.03175	1.03435	1.03065
174	2009.12.31 15:59	t/p	87	3.00	1.03065	1.03435	1.03065	320.20	20354.36
175	2010.01.11 09:30	sell	88	3.00	1.01916	1.02176	1.01806
176	2010.01.11 09:50	t/p	88	3.00	1.01806	1.02176	1.01806	324.15	20678.51
177	2010.01.14 15:31	buy	89	3.10	1.01916	1.01636	1.02026
178	2010.01.14 15:32	t/p	89	3.10	1.02026	1.01636	1.02026	334.23	21012.74
179	2010.02.05 09:04	buy	90	3.10	1.07159	1.06879	1.07269
180	2010.02.05 09:38	t/p	90	3.10	1.07269	1.06879	1.07269	317.88	21330.62
181	2010.02.19 10:50	buy	91	3.10	1.08594	1.08314	1.08704
182	2010.02.19 12:35	close	91	3.10	1.08529	1.08314	1.08704	-185.66	21144.96
183	2010.02.23 18:01	buy	92	3.10	1.07926	1.07646	1.08036
184	2010.02.23 18:05	t/p	92	3.10	1.08036	1.07646	1.08036	315.64	21460.60
185	2010.03.26 10:06	buy	93	3.20	1.06829	1.06549	1.06939
186	2010.03.26 10:15	t/p	93	3.20	1.06939	1.06549	1.06939	329.16	21789.76
187	2010.04.12 09:29	sell	94	3.20	1.06031	1.06291	1.05921
188	2010.04.12 10:00	t/p	94	3.20	1.05921	1.06291	1.05921	332.33	22122.09
189	2010.05.05 19:03	buy	95	3.30	1.11075	1.10795	1.11185
190	2010.05.05 19:23	t/p	95	3.30	1.11185	1.10795	1.11185	326.48	22448.57
191	2010.05.06 03:28	buy	96	3.30	1.11580	1.11300	1.11690
192	2010.05.06 04:23	t/p	96	3.30	1.11690	1.11300	1.11690	325.01	22773.58
193	2010.05.06 18:49	sell	97	3.40	1.11139	1.11399	1.11029
194	2010.05.06 18:53	t/p	97	3.40	1.11029	1.11399	1.11029	336.86	23110.44
195	2010.05.10 03:51	sell	98	3.40	1.10685	1.10945	1.10575
196	2010.05.10 03:52	t/p	98	3.40	1.10575	1.10945	1.10575	338.26	23448.70
197	2010.06.01 14:09	buy	99	3.50	1.16790	1.16510	1.16900
198	2010.06.01 15:40	s/l	99	3.50	1.16510	1.16510	1.16900	-841.14	22607.56
199	2010.06.01 16:18	buy	100	3.30	1.16279	1.15999	1.16389
200	2010.06.01 16:40	s/l	100	3.30	1.15999	1.15999	1.16389	-796.57	21810.99
201	2010.06.03 21:43	buy	101	3.20	1.15386	1.15106	1.15496
202	2010.06.03 21:55	t/p	101	3.20	1.15496	1.15106	1.15496	304.77	22115.76
203	2010.06.07 08:02	buy	102	3.30	1.16377	1.16097	1.16487
204	2010.06.07 08:27	t/p	102	3.30	1.16487	1.16097	1.16487	311.62	22427.38
205	2010.06.15 12:34	buy	103	3.30	1.14320	1.14040	1.14430
206	2010.06.15 14:11	t/p	103	3.30	1.14430	1.14040	1.14430	317.22	22744.60
207	2010.06.21 04:21	sell	104	3.40	1.10743	1.11003	1.10633
208	2010.06.21 05:01	t/p	104	3.40	1.10633	1.11003	1.10633	338.05	23082.65