Symbol		GBPJPY (Great Britan vs Japanese Yen)
Period		Daily (D1) 2001.04.03 00:00 - 2008.11.28 00:00
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TakeProfit=20; StopLoss=8000; Lots=0.1; TrailingStop=50; ShortEma=4; LongEma=8;
Bars in test	2096	Ticks modelled	31362914	Modelling quality	29.41%
Mismatched charts errors	8
Initial deposit	1500.00
Total net profit	-1461.52	Gross profit	2913.23	Gross loss	-4374.75
Profit factor	0.67	Expected payoff	-12.93
Absolute drawdown	1461.52	Maximal drawdown	4188.54 (99.09%)	Relative drawdown	99.09% (4188.54)
Total trades	113	Short positions (won %)	61 (83.61%)	Long positions (won %)	52 (100.00%)
		Profit trades (% of total)	103 (91.15%)	Loss trades (% of total)	10 (8.85%)
Largest		profit trade	357.79	loss trade	-4170.75
Average		profit trade	28.28	loss trade	-437.48
Maximum		consecutive wins (profit in money)	19 (769.80)	consecutive losses (loss in money)	2 (-126.76)
Maximal		consecutive profit (count of wins)	769.80 (19)	consecutive loss (count of losses)	-4170.75 (1)
Average		consecutive wins	11	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2001.04.03 00:03	sell	1	0.10	179.59	259.59	179.39
2	2001.04.03 00:33	t/p	1	0.10	179.39	259.59	179.39	20.93	1520.93
3	2001.04.11 05:30	buy	2	0.10	177.51	97.51	177.71
4	2001.04.11 06:45	t/p	2	0.10	177.71	97.51	177.71	20.94	1541.87
5	2001.04.12 11:29	buy	3	0.10	177.75	97.75	177.95
6	2001.04.12 21:57	t/p	3	0.10	177.95	97.75	177.95	20.94	1562.81
7	2001.04.12 21:57	sell	4	0.10	178.05	258.05	177.85
8	2001.04.13 05:20	t/p	4	0.10	177.85	258.05	177.85	17.68	1580.49
9	2001.04.13 10:56	sell	5	0.10	178.41	258.41	178.21
10	2001.04.17 07:56	t/p	5	0.10	178.21	258.41	178.21	14.44	1594.93
11	2001.04.26 14:45	sell	6	0.10	177.34	257.34	177.14
12	2001.04.26 21:47	t/p	6	0.10	177.14	257.34	177.14	20.92	1615.85
13	2001.04.26 21:55	sell	7	0.10	177.67	257.67	177.47
14	2001.04.27 05:24	t/p	7	0.10	177.47	257.67	177.47	17.69	1633.54
15	2001.05.01 11:03	buy	8	0.10	176.08	96.08	176.28
16	2001.05.16 11:13	t/p	8	0.10	176.28	96.08	176.28	65.65	1699.19
17	2001.05.23 00:00	buy	9	0.10	175.27	95.27	175.47
18	2001.05.23 05:55	t/p	9	0.10	175.47	95.27	175.47	20.93	1720.12
19	2001.05.23 06:15	buy	10	0.10	175.27	95.27	175.47
20	2001.06.21 11:54	t/p	10	0.10	175.47	95.27	175.47	113.34	1833.46
21	2001.07.11 15:52	buy	11	0.10	174.97	94.97	175.17
22	2001.07.11 17:20	t/p	11	0.10	175.17	94.97	175.17	20.93	1854.39
23	2001.07.12 00:00	buy	12	0.10	175.10	95.10	175.30
24	2001.07.12 02:00	t/p	12	0.10	175.30	95.10	175.30	20.94	1875.33
25	2001.07.18 15:17	sell	13	0.10	176.15	256.15	175.95
26	2001.07.18 21:31	t/p	13	0.10	175.95	256.15	175.95	20.93	1896.26
27	2001.07.18 21:52	sell	14	0.10	176.31	256.31	176.11
28	2001.07.19 00:09	t/p	14	0.10	176.11	256.31	176.11	11.20	1907.46
29	2001.07.19 00:42	buy	15	0.10	175.65	95.65	175.85
30	2001.07.19 11:19	t/p	15	0.10	175.85	95.65	175.85	20.93	1928.39
31	2001.07.20 15:41	buy	16	0.10	175.39	95.39	175.59
32	2001.07.20 20:46	t/p	16	0.10	175.59	95.39	175.59	20.93	1949.32
33	2001.07.23 00:00	buy	17	0.10	175.27	95.27	175.47
34	2001.07.23 03:52	t/p	17	0.10	175.47	95.27	175.47	20.93	1970.25
35	2001.07.23 07:15	sell	18	0.10	175.66	255.66	175.46
36	2001.07.30 00:00	t/p	18	0.10	175.46	255.66	175.46	-1.78	1968.47
37	2001.07.30 00:00	buy	19	0.10	175.37	95.37	175.57
38	2001.07.30 01:52	t/p	19	0.10	175.57	95.37	175.57	20.94	1989.41
39	2001.07.30 07:01	sell	20	0.10	176.12	256.12	175.92
40	2001.08.06 14:53	t/p	20	0.10	175.92	256.12	175.92	-1.77	1987.65
41	2001.08.21 05:12	sell	21	0.10	174.69	254.69	174.49
42	2001.08.21 07:03	t/p	21	0.10	174.49	254.69	174.49	20.93	2008.58
43	2001.08.22 10:49	sell	22	0.10	174.43	254.43	174.23
44	2001.08.23 10:49	t/p	22	0.10	174.23	254.43	174.23	11.19	2019.77
45	2001.08.23 10:59	buy	23	0.10	174.17	94.17	174.37
46	2001.08.28 11:39	t/p	23	0.10	174.37	94.17	174.37	29.87	2049.64
47	2001.08.28 14:47	sell	24	0.10	174.62	254.62	174.42
48	2001.08.28 21:32	t/p	24	0.10	174.42	254.62	174.42	20.92	2070.56
49	2001.08.29 00:00	sell	25	0.10	174.66	254.66	174.46
50	2001.08.29 07:06	t/p	25	0.10	174.46	254.66	174.46	20.93	2091.49
51	2001.08.29 10:49	buy	26	0.10	174.03	94.03	174.23
52	2001.08.29 21:50	t/p	26	0.10	174.23	94.03	174.23	20.93	2112.42
53	2001.08.29 21:50	sell	27	0.10	174.33	254.33	174.13
54	2001.08.30 10:28	t/p	27	0.10	174.13	254.33	174.13	11.20	2123.62
55	2001.08.30 11:42	buy	28	0.10	173.82	93.82	174.02
56	2001.08.30 21:56	t/p	28	0.10	174.02	93.82	174.02	20.93	2144.55
57	2001.08.30 21:56	sell	29	0.10	174.02	254.02	173.82
58	2001.08.31 07:12	t/p	29	0.10	173.82	254.02	173.82	17.68	2162.23
59	2001.09.05 11:09	sell	30	0.10	174.48	254.48	174.28
60	2001.09.11 05:39	t/p	30	0.10	174.28	254.48	174.28	1.47	2163.71
61	2001.09.14 07:13	buy	31	0.10	174.78	94.78	174.98
62	2001.09.27 07:44	t/p	31	0.10	174.98	94.78	174.98	59.68	2223.39
63	2001.10.09 15:33	buy	32	0.10	175.07	95.07	175.27
64	2001.10.09 20:42	t/p	32	0.10	175.27	95.07	175.27	20.94	2244.33
65	2001.10.10 00:00	buy	33	0.10	175.31	95.31	175.51
66	2001.10.10 00:51	t/p	33	0.10	175.51	95.31	175.51	20.94	2265.27
67	2001.10.17 05:20	sell	34	0.10	176.29	256.29	176.09
68	2001.10.17 07:28	t/p	34	0.10	176.09	256.29	176.09	20.93	2286.20
69	2001.10.24 15:41	sell	35	0.10	175.76	255.76	175.56
70	2001.10.24 20:57	t/p	35	0.10	175.56	255.76	175.56	20.93	2307.13
71	2001.10.25 00:00	sell	36	0.10	175.44	255.44	175.24
72	2001.10.25 15:13	t/p	36	0.10	175.24	255.44	175.24	20.93	2328.06
73	2001.10.25 20:48	sell	37	0.10	175.23	255.23	175.03
74	2001.10.26 05:08	t/p	37	0.10	175.03	255.23	175.03	17.69	2345.75
75	2001.10.26 06:26	sell	38	0.10	175.05	255.05	174.85
76	2001.11.08 15:05	t/p	38	0.10	174.85	255.05	174.85	-21.22	2324.52
77	2001.11.23 15:06	sell	39	0.10	175.64	255.64	175.44
78	2001.11.23 21:13	t/p	39	0.10	175.44	255.64	175.44	20.92	2345.44
79	2001.11.26 00:00	sell	40	0.10	175.51	255.51	175.31
80	2001.11.26 14:37	t/p	40	0.10	175.31	255.51	175.31	20.93	2366.37
81	2001.11.26 21:33	sell	41	0.10	175.25	255.25	175.05
82	2001.11.27 00:33	t/p	41	0.10	175.05	255.25	175.05	17.68	2384.05
83	2001.11.27 00:33	buy	42	0.10	175.05	95.05	175.25
84	2001.11.27 10:46	t/p	42	0.10	175.25	95.05	175.25	20.93	2404.98
85	2001.11.28 00:52	buy	43	0.10	174.94	94.94	175.14
86	2001.11.28 11:05	t/p	43	0.10	175.14	94.94	175.14	20.93	2425.91
87	2001.12.06 05:28	buy	44	0.10	175.44	95.44	175.64
88	2001.12.06 06:31	t/p	44	0.10	175.64	95.44	175.64	20.93	2446.84
89	2002.01.04 15:05	buy	45	0.10	188.25	108.25	188.45
90	2002.01.04 21:09	t/p	45	0.10	188.45	108.25	188.45	20.93	2467.77
91	2002.01.07 07:20	buy	46	0.10	189.14	109.14	189.34
92	2002.01.08 06:51	t/p	46	0.10	189.34	109.14	189.34	23.92	2491.69
93	2002.01.08 07:23	sell	47	0.10	189.70	269.70	189.50
94	2002.01.15 14:31	t/p	47	0.10	189.50	269.70	189.50	-1.77	2489.92
95	2002.01.15 21:36	sell	48	0.10	189.58	269.58	189.38
96	2002.01.15 21:37	t/p	48	0.10	189.38	269.58	189.38	20.93	2510.85
97	2002.01.18 07:33	sell	49	0.10	190.49	270.49	190.29
98	2002.01.21 01:23	t/p	49	0.10	190.29	270.49	190.29	17.69	2528.54
99	2002.01.21 07:22	sell	50	0.10	190.25	270.25	190.05
100	2002.01.25 14:29	t/p	50	0.10	190.05	270.25	190.05	1.46	2530.01
101	2002.01.25 14:48	buy	51	0.10	189.78	109.78	189.98
102	2002.01.25 21:47	t/p	51	0.10	189.98	109.78	189.98	20.93	2550.94
103	2002.01.25 21:57	buy	52	0.10	189.42	109.42	189.62
104	2002.01.28 00:00	t/p	52	0.10	189.62	109.42	189.62	23.91	2574.85
105	2002.02.06 00:50	sell	53	0.10	189.73	269.73	189.53
106	2002.02.06 10:27	t/p	53	0.10	189.53	269.73	189.53	20.92	2595.77
107	2002.02.07 15:44	sell	54	0.10	189.59	269.59	189.39
108	2002.02.07 17:35	t/p	54	0.10	189.39	269.59	189.39	20.93	2616.70
109	2002.02.08 07:08	sell	55	0.10	189.38	269.38	189.18
110	2002.02.14 11:51	t/p	55	0.10	189.18	269.38	189.18	1.47	2618.17
111	2002.02.14 14:31	buy	56	0.10	189.07	109.07	189.27
112	2002.02.15 07:31	t/p	56	0.10	189.27	109.07	189.27	23.91	2642.08
113	2002.02.15 10:50	sell	57	0.10	189.59	269.59	189.39
114	2002.02.18 15:32	t/p	57	0.10	189.39	269.59	189.39	17.69	2659.77
115	2002.02.18 21:08	sell	58	0.10	189.53	269.53	189.33
116	2002.02.19 05:45	t/p	58	0.10	189.33	269.53	189.33	17.69	2677.46
117	2002.02.19 06:39	sell	59	0.10	189.61	269.61	189.41
118	2002.02.28 14:31	t/p	59	0.10	189.41	269.61	189.41	-14.74	2662.72
119	2002.03.18 11:22	sell	60	0.10	186.16	266.16	185.96
120	2002.04.26 15:28	t/p	60	0.10	185.96	266.16	185.96	-112.02	2550.70
121	2002.05.07 14:45	sell	61	0.10	187.90	267.90	187.70
122	2002.05.07 21:27	t/p	61	0.10	187.70	267.90	187.70	20.93	2571.63
123	2002.05.08 00:00	sell	62	0.10	187.87	267.87	187.67
124	2002.05.08 11:18	t/p	62	0.10	187.67	267.87	187.67	20.92	2592.55
125	2002.05.08 14:49	buy	63	0.10	187.32	107.32	187.52
126	2002.05.08 21:43	t/p	63	0.10	187.52	107.32	187.52	20.93	2613.48
127	2002.05.09 15:01	buy	64	0.10	187.13	107.13	187.33
128	2002.05.10 00:12	t/p	64	0.10	187.33	107.13	187.33	23.91	2637.39
129	2002.05.10 11:18	buy	65	0.10	187.30	107.30	187.50
130	2002.07.29 15:40	t/p	65	0.10	187.50	107.30	187.50	253.47	2890.86
131	2002.08.07 10:43	buy	66	0.10	185.72	105.72	185.92
132	2002.09.06 05:33	t/p	66	0.10	185.92	105.72	185.92	116.33	3007.18
133	2002.10.17 01:37	buy	67	0.10	192.75	112.75	192.95
134	2002.10.17 07:16	t/p	67	0.10	192.95	112.75	192.95	20.93	3028.11
135	2002.10.21 14:42	buy	68	0.10	192.83	112.83	193.03
136	2002.10.22 07:20	t/p	68	0.10	193.03	112.83	193.03	23.91	3052.02
137	2002.10.22 11:01	sell	69	0.10	193.40	273.40	193.20
138	2002.10.23 07:18	t/p	69	0.10	193.20	273.40	193.20	17.69	3069.71
139	2002.10.25 00:00	sell	70	0.10	193.45	273.45	193.25
140	2002.10.25 10:31	t/p	70	0.10	193.25	273.45	193.25	20.93	3090.64
141	2002.11.18 11:09	sell	71	0.10	191.11	271.11	190.91
142	2002.11.25 15:25	t/p	71	0.10	190.91	271.11	190.91	-1.77	3088.87
143	2002.11.26 00:00	buy	72	0.10	191.05	111.05	191.25
144	2002.12.02 02:35	t/p	72	0.10	191.25	111.05	191.25	38.82	3127.69
145	2002.12.02 07:19	sell	73	0.10	191.96	271.96	191.76
146	2002.12.13 14:59	t/p	73	0.10	191.76	271.96	191.76	-21.22	3106.47
147	2002.12.18 00:00	sell	74	0.10	194.24	274.24	194.04
148	2002.12.18 10:43	t/p	74	0.10	194.04	274.24	194.04	20.93	3127.40
149	2002.12.19 00:00	sell	75	0.10	193.95	273.95	193.75
150	2002.12.19 11:00	t/p	75	0.10	193.75	273.95	193.75	20.93	3148.33
151	2003.01.03 14:37	sell	76	0.10	192.48	272.48	192.28
152	2003.01.03 21:44	t/p	76	0.10	192.28	272.48	192.28	20.93	3169.26
153	2003.01.03 21:46	sell	77	0.10	192.78	272.78	192.58
154	2003.01.06 07:33	t/p	77	0.10	192.58	272.78	192.58	17.69	3186.94
155	2003.01.06 14:43	buy	78	0.10	191.72	111.72	191.92
156	2003.01.07 06:55	t/p	78	0.10	191.92	111.72	191.92	23.91	3210.86
157	2003.01.09 14:36	buy	79	0.10	191.63	111.63	191.83
158	2003.01.09 21:51	t/p	79	0.10	191.83	111.63	191.83	20.93	3231.79
159	2003.01.10 00:00	buy	80	0.10	191.92	111.92	192.12
160	2003.01.10 00:33	t/p	80	0.10	192.12	111.92	192.12	20.93	3252.72
161	2003.01.10 14:40	buy	81	0.10	191.94	111.94	192.14
162	2003.01.23 05:03	t/p	81	0.10	192.14	111.94	192.14	59.69	3312.41
163	2003.02.12 00:43	buy	82	0.10	195.75	115.75	195.95
164	2003.02.12 11:19	t/p	82	0.10	195.95	115.75	195.95	20.93	3333.34
165	2003.02.13 10:47	buy	83	0.10	196.05	116.05	196.25
166	2003.06.06 07:41	t/p	83	0.10	196.25	116.05	196.25	357.79	3691.13
167	2003.06.23 14:55	buy	84	0.10	195.85	115.85	196.05
168	2003.06.23 21:47	t/p	84	0.10	196.05	115.85	196.05	20.93	3712.06
169	2003.06.24 00:00	buy	85	0.10	196.49	116.49	196.69
170	2003.06.24 01:33	t/p	85	0.10	196.69	116.49	196.69	20.94	3733.00
171	2003.06.24 04:54	sell	86	0.10	196.72	276.72	196.52
172	2003.06.24 07:13	t/p	86	0.10	196.52	276.72	196.52	20.93	3753.93
173	2003.06.25 15:06	sell	87	0.10	197.32	277.32	197.12
174	2003.06.25 21:08	t/p	87	0.10	197.12	277.32	197.12	20.93	3774.86
175	2003.06.26 00:00	sell	88	0.10	197.25	277.25	197.05
176	2003.06.26 05:07	t/p	88	0.10	197.05	277.25	197.05	20.93	3795.79
177	2003.06.26 05:07	buy	89	0.10	197.05	117.05	197.25
178	2003.06.26 06:42	t/p	89	0.10	197.25	117.05	197.25	20.93	3816.72
179	2003.07.02 15:18	buy	90	0.10	196.64	116.64	196.84
180	2003.07.02 21:07	t/p	90	0.10	196.84	116.64	196.84	20.93	3837.65
181	2003.07.03 00:00	buy	91	0.10	196.93	116.93	197.13
182	2003.07.03 10:59	t/p	91	0.10	197.13	116.93	197.13	20.93	3858.58
183	2003.07.03 11:31	sell	92	0.10	197.35	277.35	197.15
184	2003.07.04 11:14	t/p	92	0.10	197.15	277.35	197.15	17.69	3876.27
185	2003.07.24 00:00	sell	93	0.10	191.05	271.05	190.85
186	2003.08.08 15:18	t/p	93	0.10	190.85	271.05	190.85	-27.72	3848.55
187	2003.09.05 11:42	sell	94	0.10	185.63	265.63	185.43
188	2003.09.08 14:29	t/p	94	0.10	185.43	265.63	185.43	17.69	3866.24
189	2003.09.08 15:51	buy	95	0.10	184.61	104.61	184.81
190	2003.09.08 17:15	t/p	95	0.10	184.81	104.61	184.81	20.93	3887.17
191	2003.09.09 00:58	buy	96	0.10	184.39	104.39	184.59
192	2003.09.09 07:33	t/p	96	0.10	184.59	104.39	184.59	20.93	3908.10
193	2003.09.17 00:00	buy	97	0.10	184.65	104.65	184.85
194	2003.09.17 06:56	t/p	97	0.10	184.85	104.65	184.85	20.94	3929.04
195	2003.09.17 10:31	sell	98	0.10	185.68	265.68	185.48
196	2003.09.22 00:00	t/p	98	0.10	185.48	265.68	185.48	4.72	3933.76
197	2003.09.22 00:00	buy	99	0.10	185.30	105.30	185.50
198	2003.09.23 15:35	t/p	99	0.10	185.50	105.30	185.50	23.91	3957.67
199	2003.09.26 05:31	sell	100	0.10	186.23	266.23	186.03
200	2003.09.26 07:22	t/p	100	0.10	186.03	266.23	186.03	20.93	3978.60
201	2003.10.06 14:55	sell	101	0.10	185.87	265.87	185.67
202	2003.10.06 21:22	t/p	101	0.10	185.67	265.87	185.67	20.93	3999.53
203	2003.10.07 00:24	sell	102	0.10	185.43	265.43	185.23
204	2003.10.07 07:11	t/p	102	0.10	185.23	265.43	185.23	20.92	4020.45
205	2003.10.16 11:30	sell	103	0.10	183.66	263.66	183.46
206	2003.10.17 11:28	t/p	103	0.10	183.46	263.66	183.46	17.69	4038.14
207	2003.10.28 14:21	buy	104	0.10	183.40	103.40	183.60
208	2003.10.28 21:40	t/p	104	0.10	183.60	103.40	183.60	20.93	4059.07
209	2003.10.28 21:40	sell	105	0.10	183.73	263.73	183.53
210	2003.10.29 05:02	t/p	105	0.10	183.53	263.73	183.53	17.68	4076.74
211	2003.10.29 10:31	sell	106	0.10	183.86	263.86	183.66
212	2003.10.30 01:13	t/p	106	0.10	183.66	263.86	183.66	11.19	4087.93
213	2003.10.30 10:28	sell	107	0.10	184.03	264.03	183.83
214	2003.11.04 15:15	t/p	107	0.10	183.83	264.03	183.83	11.19	4099.13
215	2003.11.05 00:00	buy	108	0.10	184.18	104.18	184.38
216	2003.11.05 00:29	t/p	108	0.10	184.38	104.18	184.38	20.93	4120.06
217	2003.11.05 11:08	buy	109	0.10	184.29	104.29	184.49
218	2003.11.06 01:28	t/p	109	0.10	184.49	104.29	184.49	29.88	4149.94
219	2003.11.17 07:11	sell	110	0.10	183.69	263.69	183.49
220	2003.11.19 01:04	t/p	110	0.10	183.49	263.69	183.49	14.44	4164.39
221	2003.12.05 00:00	buy	111	0.10	186.41	106.41	186.61
222	2003.12.05 01:17	t/p	111	0.10	186.61	106.41	186.61	20.93	4185.32
223	2003.12.05 10:44	buy	112	0.10	186.51	106.51	186.71
224	2003.12.08 05:01	t/p	112	0.10	186.71	106.51	186.71	23.91	4209.23
225	2003.12.09 14:50	sell	113	0.10	187.05	267.05	186.85
226	2005.10.26 11:49	close at stop	113	0.10	205.62	267.05	186.85	-4170.75	38.48