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	30181.38	Gross profit	44953.06	Gross loss	-14771.68
Profit factor	3.04	Expected payoff	290.21
Absolute drawdown	1129.19	Maximal drawdown	5802.03 (13.89%)	Relative drawdown	13.89% (5802.03)
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	994.89	loss trade	-2475.37
Average		profit trade	516.70	loss trade	-868.92
Maximum		consecutive wins (profit in money)	16 (6013.81)	consecutive losses (loss in money)	2 (-4816.79)
Maximal		consecutive profit (count of wins)	6567.54 (7)	consecutive loss (count of losses)	-4816.79 (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	2.50	1.06890	1.06610	1.07000
2	2009.01.02 10:19	s/l	1	2.50	1.06610	1.06610	1.07000	-656.60	9343.40
3	2009.01.05 01:58	buy	2	2.30	1.07290	1.07010	1.07400
4	2009.01.05 02:16	t/p	2	2.30	1.07400	1.07010	1.07400	235.57	9578.97
5	2009.01.05 09:01	buy	3	2.30	1.07580	1.07300	1.07690
6	2009.01.05 09:04	t/p	3	2.30	1.07690	1.07300	1.07690	234.93	9813.90
7	2009.01.05 09:06	buy	4	2.40	1.07560	1.07280	1.07670
8	2009.01.05 09:58	t/p	4	2.40	1.07670	1.07280	1.07670	245.18	10059.08
9	2009.01.06 01:59	buy	5	2.50	1.10740	1.10460	1.10850
10	2009.01.06 02:00	t/p	5	2.50	1.10850	1.10460	1.10850	248.06	10307.14
11	2009.01.06 16:24	buy	6	2.50	1.12081	1.11801	1.12191
12	2009.01.06 16:32	t/p	6	2.50	1.12191	1.11801	1.12191	245.10	10552.24
13	2009.01.07 17:50	sell	7	2.60	1.10122	1.10382	1.10012
14	2009.01.07 17:58	t/p	7	2.60	1.10012	1.10382	1.10012	259.97	10812.21
15	2009.01.07 20:34	sell	8	2.70	1.09974	1.10234	1.09864
16	2009.01.07 21:16	s/l	8	2.70	1.10234	1.10234	1.09864	-636.79	10175.42
17	2009.01.08 06:19	buy	9	2.50	1.10316	1.10036	1.10426
18	2009.01.08 08:05	close	9	2.50	1.10260	1.10036	1.10426	-126.97	10048.45
19	2009.01.12 21:10	sell	10	2.50	1.11540	1.11800	1.11430
20	2009.01.12 21:16	t/p	10	2.50	1.11430	1.11800	1.11430	246.82	10295.27
21	2009.01.13 09:39	buy	11	2.50	1.11830	1.11550	1.11940
22	2009.01.13 09:47	t/p	11	2.50	1.11940	1.11550	1.11940	245.67	10540.94
23	2009.01.13 10:04	buy	12	2.60	1.11650	1.11370	1.11760
24	2009.01.13 10:12	t/p	12	2.60	1.11760	1.11370	1.11760	255.90	10796.84
25	2009.01.16 06:49	sell	13	2.60	1.11995	1.12255	1.11885
26	2009.01.16 07:54	t/p	13	2.60	1.11885	1.12255	1.11885	255.64	11052.48
27	2009.01.21 23:13	buy	14	2.70	1.15090	1.14810	1.15200
28	2009.01.21 23:15	t/p	14	2.70	1.15200	1.14810	1.15200	257.81	11310.29
29	2009.01.22 03:52	buy	15	2.80	1.15330	1.15050	1.15440
30	2009.01.22 03:53	t/p	15	2.80	1.15440	1.15050	1.15440	266.79	11577.08
31	2009.01.22 03:54	buy	16	2.80	1.15342	1.15062	1.15452
32	2009.01.22 03:59	t/p	16	2.80	1.15452	1.15062	1.15452	266.77	11843.85
33	2009.01.26 01:11	sell	17	2.90	1.15875	1.16135	1.15765
34	2009.01.26 01:26	s/l	17	2.90	1.16135	1.16135	1.15765	-649.18	11194.67
35	2009.01.27 02:09	sell	18	2.70	1.14090	1.14350	1.13980
36	2009.01.27 02:48	t/p	18	2.70	1.13980	1.14350	1.13980	260.57	11455.24
37	2009.01.29 11:08	buy	19	2.80	1.15381	1.15101	1.15491
38	2009.01.29 11:15	t/p	19	2.80	1.15491	1.15101	1.15491	266.69	11721.93
39	2009.02.02 21:26	sell	20	2.90	1.16230	1.16490	1.16120
40	2009.02.02 23:09	t/p	20	2.90	1.16120	1.16490	1.16120	274.72	11996.65
41	2009.02.03 19:40	sell	21	2.90	1.14744	1.15004	1.14634
42	2009.02.03 21:03	t/p	21	2.90	1.14634	1.15004	1.14634	278.28	12274.93
43	2009.02.04 00:44	sell	22	3.00	1.14476	1.14736	1.14366
44	2009.02.04 01:22	t/p	22	3.00	1.14366	1.14736	1.14366	288.55	12563.48
45	2009.02.04 15:34	buy	23	3.10	1.15755	1.15475	1.15865
46	2009.02.04 15:35	t/p	23	3.10	1.15865	1.15475	1.15865	294.31	12857.79
47	2009.02.04 16:14	buy	24	3.20	1.15603	1.15323	1.15713
48	2009.02.04 16:16	t/p	24	3.20	1.15713	1.15323	1.15713	304.20	13161.99
49	2009.02.04 17:16	buy	25	3.20	1.15505	1.15225	1.15615
50	2009.02.04 17:19	t/p	25	3.20	1.15615	1.15225	1.15615	304.46	13466.45
51	2009.02.05 18:04	buy	26	3.30	1.16196	1.15916	1.16306
52	2009.02.05 18:19	t/p	26	3.30	1.16306	1.15916	1.16306	312.10	13778.55
53	2009.02.10 07:37	buy	27	3.40	1.17188	1.16908	1.17298
54	2009.02.10 08:01	t/p	27	3.40	1.17298	1.16908	1.17298	318.81	14097.36
55	2009.02.10 10:14	buy	28	3.50	1.16731	1.16451	1.16841
56	2009.02.10 10:16	t/p	28	3.50	1.16841	1.16451	1.16841	329.48	14426.84
57	2009.02.10 19:36	sell	29	3.60	1.15707	1.15967	1.15597
58	2009.02.10 19:50	t/p	29	3.60	1.15597	1.15967	1.15597	342.58	14769.42
59	2009.02.10 21:21	sell	30	3.60	1.15964	1.16224	1.15854
60	2009.02.10 21:48	t/p	30	3.60	1.15854	1.16224	1.15854	341.82	15111.24
61	2009.02.12 14:12	buy	31	3.70	1.16177	1.15897	1.16287
62	2009.02.12 14:31	s/l	31	3.70	1.15897	1.15897	1.16287	-893.91	14217.33
63	2009.02.12 18:16	buy	32	3.50	1.16373	1.16093	1.16483
64	2009.02.12 18:31	s/l	32	3.50	1.16093	1.16093	1.16483	-844.18	13373.15
65	2009.02.12 18:31	buy	33	3.30	1.16110	1.15830	1.16220
66	2009.02.12 18:32	t/p	33	3.30	1.16220	1.15830	1.16220	312.33	13685.48
67	2009.02.16 18:47	sell	34	3.40	1.16390	1.16650	1.16280
68	2009.02.16 18:55	t/p	34	3.40	1.16280	1.16650	1.16280	321.65	14007.13
69	2009.02.18 13:31	buy	35	3.50	1.17100	1.16820	1.17210
70	2009.02.18 13:36	t/p	35	3.50	1.17210	1.16820	1.17210	328.47	14335.60
71	2009.02.18 20:38	buy	36	3.50	1.17551	1.17271	1.17661
72	2009.02.18 20:59	t/p	36	3.50	1.17661	1.17271	1.17661	327.21	14662.81
73	2009.02.20 14:46	buy	37	3.60	1.18243	1.17963	1.18353
74	2009.02.20 14:53	t/p	37	3.60	1.18353	1.17963	1.18353	334.57	14997.38
75	2009.02.23 10:19	sell	38	3.70	1.15530	1.15790	1.15420
76	2009.02.23 10:21	t/p	38	3.70	1.15420	1.15790	1.15420	352.63	15350.01
77	2009.02.26 16:47	sell	39	3.80	1.16450	1.16710	1.16340
78	2009.02.26 16:49	t/p	39	3.80	1.16340	1.16710	1.16340	359.29	15709.30
79	2009.03.05 14:56	buy	40	3.90	1.17380	1.17100	1.17490
80	2009.03.05 15:05	t/p	40	3.90	1.17490	1.17100	1.17490	365.14	16074.44
81	2009.03.06 11:09	sell	41	4.00	1.15537	1.15797	1.15427
82	2009.03.06 12:40	t/p	41	4.00	1.15427	1.15797	1.15427	381.22	16455.66
83	2009.03.06 14:51	sell	42	4.10	1.15792	1.16052	1.15682
84	2009.03.06 14:56	t/p	42	4.10	1.15682	1.16052	1.15682	389.88	16845.54
85	2009.03.09 09:59	buy	43	4.20	1.15780	1.15500	1.15890
86	2009.03.09 10:16	t/p	43	4.20	1.15890	1.15500	1.15890	398.65	17244.19
87	2009.03.09 16:21	buy	44	4.30	1.16110	1.15830	1.16220
88	2009.03.09 16:22	t/p	44	4.30	1.16220	1.15830	1.16220	406.98	17651.17
89	2009.03.12 21:17	buy	45	4.40	1.18481	1.18201	1.18591
90	2009.03.12 22:12	t/p	45	4.40	1.18591	1.18201	1.18591	408.12	18059.29
91	2009.03.16 15:23	sell	46	4.50	1.18520	1.18780	1.18410
92	2009.03.16 15:26	t/p	46	4.50	1.18410	1.18780	1.18410	418.04	18477.33
93	2009.03.19 19:03	sell	47	4.60	1.12520	1.12780	1.12410
94	2009.03.19 19:22	t/p	47	4.60	1.12410	1.12780	1.12410	450.14	18927.47
95	2009.03.23 01:04	buy	48	4.70	1.12405	1.12125	1.12515
96	2009.03.23 01:19	t/p	48	4.70	1.12515	1.12125	1.12515	459.49	19386.96
97	2009.03.23 18:55	buy	49	4.80	1.12634	1.12354	1.12744
98	2009.03.23 19:21	s/l	49	4.80	1.12354	1.12354	1.12744	-1196.26	18190.70
99	2009.03.26 14:04	buy	50	4.50	1.12292	1.12012	1.12402
100	2009.03.26 14:22	t/p	50	4.50	1.12402	1.12012	1.12402	440.38	18631.08
101	2009.03.31 18:07	sell	51	4.60	1.14030	1.14290	1.13920
102	2009.03.31 18:09	t/p	51	4.60	1.13920	1.14290	1.13920	444.18	19075.26
103	2009.03.31 19:06	sell	52	4.70	1.14093	1.14353	1.13983
104	2009.03.31 19:09	t/p	52	4.70	1.13983	1.14353	1.13983	453.60	19528.86
105	2009.04.07 22:19	buy	53	4.80	1.14145	1.13865	1.14255
106	2009.04.07 22:29	t/p	53	4.80	1.14255	1.13865	1.14255	462.12	19990.98
107	2009.04.08 13:42	buy	54	4.90	1.14569	1.14289	1.14679
108	2009.04.08 14:33	t/p	54	4.90	1.14679	1.14289	1.14679	469.99	20460.97
109	2009.04.10 05:12	buy	55	5.10	1.15718	1.15438	1.15828
110	2009.04.10 05:15	t/p	55	5.10	1.15828	1.15438	1.15828	484.34	20945.31
111	2009.04.14 03:13	sell	56	5.20	1.13509	1.13769	1.13399
112	2009.04.14 04:58	close	56	5.20	1.13563	1.13769	1.13399	-247.26	20698.05
113	2009.04.15 13:40	buy	57	5.10	1.13928	1.13648	1.14038
114	2009.04.15 13:53	t/p	57	5.10	1.14038	1.13648	1.14038	491.94	21189.99
115	2009.04.16 14:59	buy	58	5.20	1.14618	1.14338	1.14728
116	2009.04.16 16:44	close	58	5.20	1.14652	1.14338	1.14728	154.21	21344.20
117	2009.04.22 19:04	sell	59	5.30	1.16433	1.16693	1.16323
118	2009.04.22 20:49	close	59	5.30	1.16438	1.16693	1.16323	-22.76	21321.44
119	2009.04.27 17:10	buy	60	5.30	1.14617	1.14337	1.14727
120	2009.04.27 17:15	t/p	60	5.30	1.14727	1.14337	1.14727	508.16	21829.60
121	2009.04.29 21:19	sell	61	5.40	1.13649	1.13909	1.13539
122	2009.04.29 21:59	t/p	61	5.40	1.13539	1.13909	1.13539	523.18	22352.78
123	2009.05.01 02:07	buy	62	5.50	1.13913	1.13633	1.14023
124	2009.05.01 02:35	t/p	62	5.50	1.14023	1.13633	1.14023	530.58	22883.36
125	2009.05.06 08:54	buy	63	5.70	1.13435	1.13155	1.13545
126	2009.05.06 10:39	close	63	5.70	1.13411	1.13155	1.13545	-120.62	22762.74
127	2009.05.07 13:07	buy	64	5.60	1.13532	1.13252	1.13642
128	2009.05.07 13:13	t/p	64	5.60	1.13642	1.13252	1.13642	542.05	23304.79
129	2009.05.20 18:51	sell	65	5.80	1.10153	1.10413	1.10043
130	2009.05.20 20:16	t/p	65	5.80	1.10043	1.10413	1.10043	579.78	23884.57
131	2009.06.01 14:18	sell	66	5.90	1.06603	1.06863	1.06493
132	2009.06.01 15:06	t/p	66	5.90	1.06493	1.06863	1.06493	609.43	24494.00
133	2009.06.15 15:57	buy	67	6.10	1.08814	1.08534	1.08924
134	2009.06.15 16:14	t/p	67	6.10	1.08924	1.08534	1.08924	616.02	25110.02
135	2009.06.16 16:26	sell	68	6.20	1.08708	1.08968	1.08598
136	2009.06.16 17:33	t/p	68	6.20	1.08598	1.08968	1.08598	628.00	25738.02
137	2009.06.22 17:05	buy	69	6.40	1.08564	1.08284	1.08674
138	2009.06.22 18:39	t/p	69	6.40	1.08674	1.08284	1.08674	647.81	26385.83
139	2009.06.30 19:18	buy	70	6.50	1.08497	1.08217	1.08607
140	2009.06.30 19:52	t/p	70	6.50	1.08607	1.08217	1.08607	658.34	27044.17
141	2009.07.08 07:52	buy	71	6.70	1.08841	1.08561	1.08951
142	2009.07.08 08:25	t/p	71	6.70	1.08951	1.08561	1.08951	676.45	27720.62
143	2009.07.14 23:36	buy	72	6.90	1.08846	1.08566	1.08956
144	2009.07.15 01:21	close	72	6.90	1.08874	1.08566	1.08956	173.60	27894.22
145	2009.07.30 03:24	buy	73	6.90	1.08632	1.08352	1.08742
146	2009.07.30 05:09	close	73	6.90	1.08541	1.08352	1.08742	-578.49	27315.73
147	2009.08.06 15:43	buy	74	6.80	1.06204	1.05924	1.06314
148	2009.08.06 15:52	t/p	74	6.80	1.06314	1.05924	1.06314	703.58	28019.31
149	2009.09.14 10:39	buy	75	7.00	1.03869	1.03589	1.03979
150	2009.09.14 11:39	t/p	75	7.00	1.03979	1.03589	1.03979	740.53	28759.84
151	2009.09.28 08:19	buy	76	7.10	1.03336	1.03056	1.03446
152	2009.09.28 08:49	t/p	76	7.10	1.03446	1.03056	1.03446	754.98	29514.82
153	2009.09.30 19:26	buy	77	7.30	1.03489	1.03209	1.03599
154	2009.09.30 19:58	t/p	77	7.30	1.03599	1.03209	1.03599	775.10	30289.92
155	2009.10.01 17:55	buy	78	7.50	1.03976	1.03696	1.04086
156	2009.10.01 17:59	t/p	78	7.50	1.04086	1.03696	1.04086	792.61	31082.53
157	2009.10.21 22:44	sell	79	7.70	1.00727	1.00987	1.00617
158	2009.10.21 23:27	t/p	79	7.70	1.00617	1.00987	1.00617	841.82	31924.35
159	2009.10.22 14:44	buy	80	7.90	1.00723	1.00443	1.00833
160	2009.10.22 16:02	t/p	80	7.90	1.00833	1.00443	1.00833	861.80	32786.15
161	2009.11.02 19:53	sell	81	8.10	1.02077	1.02337	1.01967
162	2009.11.02 20:00	s/l	81	8.10	1.02337	1.02337	1.01967	-2057.91	30728.24
163	2009.11.03 17:44	buy	82	7.60	1.02979	1.02699	1.03089
164	2009.11.03 18:17	t/p	82	7.60	1.03089	1.02699	1.03089	810.94	31539.18
165	2009.11.19 18:57	buy	83	7.80	1.01505	1.01225	1.01615
166	2009.11.19 20:42	close	83	7.80	1.01366	1.01225	1.01615	-1069.59	30469.59
167	2009.11.30 07:23	sell	84	7.60	1.00382	1.00642	1.00272
168	2009.11.30 07:29	t/p	84	7.60	1.00272	1.00642	1.00272	833.76	31303.35
169	2009.12.01 01:49	buy	85	7.80	1.00359	1.00079	1.00469
170	2009.12.01 02:54	t/p	85	7.80	1.00469	1.00079	1.00469	853.99	32157.34
171	2009.12.09 21:37	buy	86	8.00	1.02693	1.02413	1.02803
172	2009.12.09 23:22	close	86	8.00	1.02651	1.02413	1.02803	-327.32	31830.02
173	2009.12.31 15:32	sell	87	7.90	1.03175	1.03435	1.03065
174	2009.12.31 15:59	t/p	87	7.90	1.03065	1.03435	1.03065	843.21	32673.23
175	2010.01.11 09:30	sell	88	8.10	1.01916	1.02176	1.01806
176	2010.01.11 09:50	t/p	88	8.10	1.01806	1.02176	1.01806	875.20	33548.43
177	2010.01.14 15:31	buy	89	8.30	1.01916	1.01636	1.02026
178	2010.01.14 15:32	t/p	89	8.30	1.02026	1.01636	1.02026	894.87	34443.30
179	2010.02.05 09:04	buy	90	8.60	1.07159	1.06879	1.07269
180	2010.02.05 09:38	t/p	90	8.60	1.07269	1.06879	1.07269	881.87	35325.17
181	2010.02.19 10:50	buy	91	8.80	1.08594	1.08314	1.08704
182	2010.02.19 12:35	close	91	8.80	1.08529	1.08314	1.08704	-527.05	34798.12
183	2010.02.23 18:01	buy	92	8.60	1.07926	1.07646	1.08036
184	2010.02.23 18:05	t/p	92	8.60	1.08036	1.07646	1.08036	875.63	35673.75
185	2010.03.26 10:06	buy	93	8.90	1.06829	1.06549	1.06939
186	2010.03.26 10:15	t/p	93	8.90	1.06939	1.06549	1.06939	915.47	36589.22
187	2010.04.12 09:29	sell	94	9.10	1.06031	1.06291	1.05921
188	2010.04.12 10:00	t/p	94	9.10	1.05921	1.06291	1.05921	945.05	37534.27
189	2010.05.05 19:03	buy	95	9.30	1.11075	1.10795	1.11185
190	2010.05.05 19:23	t/p	95	9.30	1.11185	1.10795	1.11185	920.09	38454.36
191	2010.05.06 03:28	buy	96	9.60	1.11580	1.11300	1.11690
192	2010.05.06 04:23	t/p	96	9.60	1.11690	1.11300	1.11690	945.47	39399.83
193	2010.05.06 18:49	sell	97	9.80	1.11139	1.11399	1.11029
194	2010.05.06 18:53	t/p	97	9.80	1.11029	1.11399	1.11029	970.94	40370.77
195	2010.05.10 03:51	sell	98	10.00	1.10685	1.10945	1.10575
196	2010.05.10 03:52	t/p	98	10.00	1.10575	1.10945	1.10575	994.89	41365.66
197	2010.06.01 14:09	buy	99	10.30	1.16790	1.16510	1.16900
198	2010.06.01 15:40	s/l	99	10.30	1.16510	1.16510	1.16900	-2475.37	38890.29
199	2010.06.01 16:18	buy	100	9.70	1.16279	1.15999	1.16389
200	2010.06.01 16:40	s/l	100	9.70	1.15999	1.15999	1.16389	-2341.42	36548.87
201	2010.06.03 21:43	buy	101	9.10	1.15386	1.15106	1.15496
202	2010.06.03 21:55	t/p	101	9.10	1.15496	1.15106	1.15496	866.70	37415.57
203	2010.06.07 08:02	buy	102	9.30	1.16377	1.16097	1.16487
204	2010.06.07 08:27	t/p	102	9.30	1.16487	1.16097	1.16487	878.21	38293.78
205	2010.06.15 12:34	buy	103	9.50	1.14320	1.14040	1.14430
206	2010.06.15 14:11	t/p	103	9.50	1.14430	1.14040	1.14430	913.21	39206.99
207	2010.06.21 04:21	sell	104	9.80	1.10743	1.11003	1.10633
208	2010.06.21 05:01	t/p	104	9.80	1.10633	1.11003	1.10633	974.39	40181.38