Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		15 Minutes (M15) 2006.01.02 00:45 - 2006.09.29 01:45 (2006.01.01 - 2006.09.30)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false; MM=false; AccountIsMicro=false; TakeProfit=80; StopLoss=38; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=4; SMA2Bars=8; Percent=0.0039; EnvelopePeriod=6; OSMAFast=5; OSMASlow=30; OSMASignal=2; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=14; Fast_Price=1; Slow_Period=50; Slow_Price=1; DVBuySell=0.0044; DVStayOut=0.033;
Bars in test	56662	Ticks modelled	948166	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	9577.26	Gross profit	17154.90	Gross loss	-7577.64
Profit factor	2.26	Expected payoff	184.18
Absolute drawdown	295.52	Maximal drawdown	1227.52 (6.74%)	Relative drawdown	8.61% (914.83)
Total trades	52	Short positions (won %)	28 (60.71%)	Long positions (won %)	24 (41.67%)
		Profit trades (% of total)	27 (51.92%)	Loss trades (% of total)	25 (48.08%)
Largest		profit trade	664.63	loss trade	-322.56
Average		profit trade	635.37	loss trade	-303.11
Maximum		consecutive wins (profit in money)	5 (3170.86)	consecutive losses (loss in money)	4 (-1227.52)
Maximal		consecutive profit (count of wins)	3170.86 (5)	consecutive loss (count of losses)	-1227.52 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.01.03 23:15	sell	1	1.00	1.2908	1.2946	1.2828
2	2006.01.04 13:34	t/p	1	1.00	1.2828	1.2946	1.2828	619.31	10619.31
3	2006.01.04 22:15	sell	2	1.00	1.2756	1.2794	1.2676
4	2006.01.05 04:42	s/l	2	1.00	1.2794	1.2794	1.2676	-310.12	10309.20
5	2006.01.11 20:45	sell	3	1.00	1.2742	1.2780	1.2662
6	2006.01.12 14:15	s/l	3	1.00	1.2780	1.2780	1.2662	-310.45	9998.75
7	2006.01.12 18:00	buy	4	1.00	1.2862	1.2824	1.2942
8	2006.01.13 08:30	s/l	4	1.00	1.2824	1.2824	1.2942	-294.27	9704.48
9	2006.01.23 06:15	sell	5	1.00	1.2664	1.2702	1.2584
10	2006.01.23 18:45	t/p	5	1.00	1.2584	1.2702	1.2584	635.78	10340.26
11	2006.02.03 17:15	buy	6	1.00	1.2951	1.2913	1.3031
12	2006.02.06 18:18	t/p	6	1.00	1.3031	1.2913	1.3031	615.92	10956.19
13	2006.02.23 14:45	sell	7	1.00	1.3043	1.3081	1.2963
14	2006.02.23 15:48	s/l	7	1.00	1.3081	1.3081	1.2963	-290.47	10665.72
15	2006.02.23 15:48	sell	8	1.00	1.3079	1.3117	1.2999
16	2006.02.24 09:27	s/l	8	1.00	1.3117	1.3117	1.2999	-294.08	10371.64
17	2006.03.01 21:00	buy	9	1.00	1.3128	1.3090	1.3208
18	2006.03.02 14:44	s/l	9	1.00	1.3090	1.3090	1.3208	-284.04	10087.60
19	2006.03.02 23:45	sell	10	1.00	1.2991	1.3029	1.2911
20	2006.03.06 00:32	t/p	10	1.00	1.2911	1.3029	1.2911	610.88	10698.48
21	2006.03.14 20:30	sell	11	1.00	1.3016	1.3054	1.2936
22	2006.03.16 14:41	t/p	11	1.00	1.2936	1.3054	1.2936	601.08	11299.55
23	2006.03.21 19:30	buy	12	1.00	1.3010	1.2972	1.3090
24	2006.03.23 16:01	t/p	12	1.00	1.3090	1.2972	1.3090	619.47	11919.02
25	2006.03.23 19:00	buy	13	1.00	1.3158	1.3120	1.3238
26	2006.03.24 16:16	s/l	13	1.00	1.3120	1.3120	1.3238	-287.57	11631.46
27	2006.03.24 20:30	sell	14	1.00	1.3102	1.3140	1.3022
28	2006.03.28 13:56	t/p	14	1.00	1.3022	1.3140	1.3022	605.69	12237.15
29	2006.03.28 17:15	sell	15	1.00	1.3018	1.3056	1.2938
30	2006.03.28 21:18	s/l	15	1.00	1.3056	1.3056	1.2938	-290.98	11946.17
31	2006.03.29 02:30	buy	16	1.00	1.3091	1.3053	1.3171
32	2006.03.30 06:12	s/l	16	1.00	1.3053	1.3053	1.3171	-284.86	11661.30
33	2006.04.03 09:30	buy	17	1.00	1.3117	1.3079	1.3197
34	2006.04.03 16:19	s/l	17	1.00	1.3079	1.3079	1.3197	-290.54	11370.76
35	2006.04.04 18:15	sell	18	1.00	1.2911	1.2949	1.2831
36	2006.04.05 15:35	t/p	18	1.00	1.2831	1.2949	1.2831	619.11	11989.88
37	2006.04.06 19:45	buy	19	1.00	1.2905	1.2867	1.2985
38	2006.04.07 16:05	t/p	19	1.00	1.2985	1.2867	1.2985	618.14	12608.02
39	2006.04.07 21:00	buy	20	1.00	1.3010	1.2972	1.3090
40	2006.04.11 21:50	s/l	20	1.00	1.2972	1.2972	1.3090	-288.77	12319.25
41	2006.04.17 05:45	sell	21	1.00	1.2910	1.2948	1.2830
42	2006.04.17 14:19	t/p	21	1.00	1.2830	1.2948	1.2830	623.59	12942.84
43	2006.04.17 21:30	sell	22	1.00	1.2791	1.2829	1.2711
44	2006.04.18 22:50	t/p	22	1.00	1.2711	1.2829	1.2711	625.40	13568.24
45	2006.04.27 20:45	sell	23	1.00	1.2594	1.2632	1.2514
46	2006.04.28 11:30	t/p	23	1.00	1.2514	1.2632	1.2514	635.16	14203.40
47	2006.04.28 13:30	sell	24	1.00	1.2537	1.2575	1.2457
48	2006.04.28 16:02	t/p	24	1.00	1.2457	1.2575	1.2457	642.26	14845.66
49	2006.04.28 20:30	sell	25	1.00	1.2411	1.2449	1.2331
50	2006.05.01 14:57	t/p	25	1.00	1.2331	1.2449	1.2331	644.44	15490.11
51	2006.05.04 22:45	sell	26	1.00	1.2275	1.2313	1.2195
52	2006.05.05 09:03	s/l	26	1.00	1.2313	1.2313	1.2195	-312.90	15177.21
53	2006.05.11 20:45	sell	27	1.00	1.2114	1.2152	1.2034
54	2006.05.12 10:21	t/p	27	1.00	1.2034	1.2152	1.2034	660.51	15837.73
55	2006.05.12 14:00	sell	28	1.00	1.2007	1.2045	1.1927
56	2006.05.12 14:30	s/l	28	1.00	1.2045	1.2045	1.1927	-315.46	15522.27
57	2006.05.12 14:30	sell	29	1.00	1.2043	1.2081	1.1963
58	2006.05.15 00:00	t/p	29	1.00	1.1963	1.2081	1.1963	664.63	16186.90
59	2006.05.15 15:45	buy	30	1.00	1.2074	1.2036	1.2154
60	2006.05.16 11:18	t/p	30	1.00	1.2154	1.2036	1.2154	660.26	16847.16
61	2006.05.17 22:00	buy	31	1.00	1.2142	1.2104	1.2222
62	2006.05.18 09:30	s/l	31	1.00	1.2104	1.2104	1.2222	-307.69	16539.47
63	2006.05.19 14:00	buy	32	1.00	1.2194	1.2156	1.2274
64	2006.05.19 20:42	s/l	32	1.00	1.2156	1.2156	1.2274	-312.63	16226.84
65	2006.05.24 19:45	buy	33	1.00	1.2167	1.2129	1.2247
66	2006.05.26 15:43	t/p	33	1.00	1.2247	1.2129	1.2247	661.48	16888.32
67	2006.05.30 14:30	sell	34	1.00	1.2170	1.2208	1.2090
68	2006.05.30 16:02	t/p	34	1.00	1.2090	1.2208	1.2090	661.70	17550.02
69	2006.06.02 20:45	sell	35	1.00	1.2070	1.2108	1.1990
70	2006.06.06 12:24	s/l	35	1.00	1.2108	1.2108	1.1990	-322.56	17227.46
71	2006.06.06 18:45	buy	36	1.00	1.2155	1.2117	1.2235
72	2006.06.07 15:45	t/p	36	1.00	1.2235	1.2117	1.2235	655.90	17883.37
73	2006.06.08 18:00	buy	37	1.00	1.2331	1.2293	1.2411
74	2006.06.09 14:16	s/l	37	1.00	1.2293	1.2293	1.2411	-307.03	17576.34
75	2006.06.22 17:45	buy	38	1.00	1.2421	1.2383	1.2501
76	2006.06.23 13:53	t/p	38	1.00	1.2501	1.2383	1.2501	642.04	18218.38
77	2006.07.05 18:15	buy	39	1.00	1.2336	1.2298	1.2416
78	2006.07.06 14:33	s/l	39	1.00	1.2298	1.2298	1.2416	-303.19	17915.19
79	2006.07.07 17:45	sell	40	1.00	1.2228	1.2266	1.2148
80	2006.07.10 11:35	s/l	40	1.00	1.2266	1.2266	1.2148	-314.15	17601.04
81	2006.07.10 17:30	buy	41	1.00	1.2302	1.2264	1.2382
82	2006.07.11 20:41	s/l	41	1.00	1.2264	1.2264	1.2382	-307.79	17293.26
83	2006.07.12 19:00	buy	42	1.00	1.2350	1.2312	1.2430
84	2006.07.13 09:03	s/l	42	1.00	1.2312	1.2312	1.2430	-302.39	16990.86
85	2006.07.17 14:15	buy	43	1.00	1.2462	1.2424	1.2542
86	2006.07.18 16:44	t/p	43	1.00	1.2542	1.2424	1.2542	639.85	17630.72
87	2006.07.19 22:15	sell	44	1.00	1.2477	1.2515	1.2397
88	2006.07.21 09:15	t/p	44	1.00	1.2397	1.2515	1.2397	628.08	18258.79
89	2006.07.25 21:00	buy	45	1.00	1.2524	1.2486	1.2604
90	2006.07.26 16:32	s/l	45	1.00	1.2486	1.2486	1.2604	-302.37	17956.43
91	2006.07.27 01:15	sell	46	1.00	1.2412	1.2450	1.2332
92	2006.07.27 15:11	t/p	46	1.00	1.2332	1.2450	1.2332	648.77	18605.20
93	2006.07.28 18:30	sell	47	1.00	1.2335	1.2373	1.2255
94	2006.08.04 14:32	t/p	47	1.00	1.2255	1.2373	1.2255	622.22	19227.42
95	2006.08.04 20:30	sell	48	1.00	1.2211	1.2249	1.2131
96	2006.08.07 19:15	s/l	48	1.00	1.2249	1.2249	1.2131	-314.56	18912.86
97	2006.08.10 19:45	buy	49	1.00	1.2356	1.2318	1.2436
98	2006.08.14 14:20	t/p	49	1.00	1.2436	1.2318	1.2436	647.48	19560.34
99	2006.08.16 18:15	sell	50	1.00	1.2282	1.2320	1.2202
100	2006.08.17 19:06	s/l	50	1.00	1.2320	1.2320	1.2202	-321.52	19238.82
101	2006.08.31 20:15	buy	51	1.00	1.2322	1.2284	1.2402
102	2006.09.01 18:20	s/l	51	1.00	1.2284	1.2284	1.2402	-307.28	18931.54
103	2006.09.07 17:00	buy	52	1.00	1.2430	1.2392	1.2510
104	2006.09.12 19:58	t/p	52	1.00	1.2510	1.2392	1.2510	645.72	19577.26