Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		5 Minutes (M5) 2006.10.01 22:00 - 2006.11.17 20:55 (2006.11.12 - 2006.11.18)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		Lots=0.5; Slippage=3; MagicNumber=15251; MM=false; RiskPercent=1; FastPeriod=25; periodAMA=255; nfast=15; nslow=10; G=2; StopLoss=0; TakeProfit1=10; TakeProfit2=50; TakeProfit3=100; UseTrailingStop=false; TrailStartPips=50; TrailStopPips=50; TimeFrame=0; MaxTrades=1; Current=1;
Bars in test	16462	Ticks modelled	180154	Modelling quality	59.20%
Initial deposit	10000.00
Total net profit	-5440.40	Gross profit	3451.00	Gross loss	-8891.40
Profit factor	0.39	Expected payoff	-62.53
Absolute drawdown	6290.40	Maximal drawdown	7426.90 (66.69%)	Relative drawdown	66.69% (7426.90)
Total trades	87	Short positions (won %)	42 (33.33%)	Long positions (won %)	45 (31.11%)
		Profit trades (% of total)	28 (32.18%)	Loss trades (% of total)	59 (67.82%)
Largest		profit trade	500.00	loss trade	-610.00
Average		profit trade	123.25	loss trade	-150.70
Maximum		consecutive wins (profit in money)	7 (1106.50)	consecutive losses (loss in money)	18 (-1715.70)
Maximal		consecutive profit (count of wins)	1106.50 (7)	consecutive loss (count of losses)	-1715.70 (18)
Average		consecutive wins	3	consecutive losses	7

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.11.13 00:35	buy	1	1.00	1.9136	0.0000	1.9146
2	2006.11.13 00:35	buy	2	0.50	1.9136	0.0000	1.9186
3	2006.11.13 00:35	buy	3	0.50	1.9136	0.0000	1.9236
4	2006.11.13 01:17	t/p	1	1.00	1.9146	0.0000	1.9146	100.00	10100.00
5	2006.11.13 06:25	close	3	0.50	1.9129	0.0000	1.9236	-35.00	10065.00
6	2006.11.13 06:25	close	2	0.50	1.9129	0.0000	1.9186	-35.00	10030.00
7	2006.11.13 06:25	sell	4	1.00	1.9129	0.0000	1.9119
8	2006.11.13 06:25	sell	5	0.50	1.9129	0.0000	1.9079
9	2006.11.13 06:25	sell	6	0.50	1.9129	0.0000	1.9029
10	2006.11.13 07:39	t/p	4	1.00	1.9119	0.0000	1.9119	100.00	10130.00
11	2006.11.13 09:54	t/p	5	0.50	1.9079	0.0000	1.9079	250.00	10380.00
12	2006.11.13 14:06	t/p	6	0.50	1.9029	0.0000	1.9029	500.00	10880.00
13	2006.11.13 22:40	buy	7	1.00	1.9021	0.0000	1.9031
14	2006.11.13 22:40	buy	8	0.50	1.9021	0.0000	1.9071
15	2006.11.13 22:40	buy	9	0.50	1.9021	0.0000	1.9121
16	2006.11.13 23:51	t/p	7	1.00	1.9031	0.0000	1.9031	100.00	10980.00
17	2006.11.14 07:25	close	9	0.50	1.9027	0.0000	1.9121	28.25	11008.25
18	2006.11.14 07:25	close	8	0.50	1.9027	0.0000	1.9071	28.25	11036.50
19	2006.11.14 07:25	sell	10	1.00	1.9027	0.0000	1.9017
20	2006.11.14 07:25	sell	11	0.50	1.9027	0.0000	1.8977
21	2006.11.14 07:25	sell	12	0.50	1.9027	0.0000	1.8927
22	2006.11.14 07:28	t/p	10	1.00	1.9017	0.0000	1.9017	100.00	11136.50
23	2006.11.14 09:20	close	12	0.50	1.9049	0.0000	1.8927	-110.00	11026.50
24	2006.11.14 09:20	close	11	0.50	1.9049	0.0000	1.8977	-110.00	10916.50
25	2006.11.14 09:20	buy	13	1.00	1.9049	0.0000	1.9059
26	2006.11.14 09:20	buy	14	0.50	1.9049	0.0000	1.9099
27	2006.11.14 09:20	buy	15	0.50	1.9049	0.0000	1.9149
28	2006.11.14 09:35	close	15	0.50	1.8988	0.0000	1.9149	-305.00	10611.50
29	2006.11.14 09:35	close	14	0.50	1.8988	0.0000	1.9099	-305.00	10306.50
30	2006.11.14 09:35	close	13	1.00	1.8988	0.0000	1.9059	-610.00	9696.50
31	2006.11.14 09:35	sell	16	1.00	1.8988	0.0000	1.8978
32	2006.11.14 09:35	sell	17	0.50	1.8988	0.0000	1.8938
33	2006.11.14 09:35	sell	18	0.50	1.8988	0.0000	1.8888
34	2006.11.14 10:44	t/p	16	1.00	1.8978	0.0000	1.8978	100.00	9796.50
35	2006.11.14 13:50	close	18	0.50	1.9028	0.0000	1.8888	-200.00	9596.50
36	2006.11.14 13:50	close	17	0.50	1.9028	0.0000	1.8938	-200.00	9396.50
37	2006.11.14 13:50	buy	19	1.00	1.9028	0.0000	1.9038
38	2006.11.14 13:50	buy	20	0.50	1.9028	0.0000	1.9078
39	2006.11.14 13:50	buy	21	0.50	1.9028	0.0000	1.9128
40	2006.11.14 14:05	t/p	19	1.00	1.9038	0.0000	1.9038	100.00	9496.50
41	2006.11.14 15:10	close	21	0.50	1.8960	0.0000	1.9128	-340.00	9156.50
42	2006.11.14 15:10	close	20	0.50	1.8960	0.0000	1.9078	-340.00	8816.50
43	2006.11.14 15:10	sell	22	1.00	1.8960	0.0000	1.8950
44	2006.11.14 15:10	sell	23	0.50	1.8960	0.0000	1.8910
45	2006.11.14 15:10	sell	24	0.50	1.8960	0.0000	1.8860
46	2006.11.14 15:11	t/p	22	1.00	1.8950	0.0000	1.8950	100.00	8916.50
47	2006.11.14 19:20	close	24	0.50	1.8975	0.0000	1.8860	-75.00	8841.50
48	2006.11.14 19:20	close	23	0.50	1.8975	0.0000	1.8910	-75.00	8766.50
49	2006.11.14 19:20	buy	25	1.00	1.8975	0.0000	1.8985
50	2006.11.14 19:20	buy	26	0.50	1.8975	0.0000	1.9025
51	2006.11.14 19:20	buy	27	0.50	1.8975	0.0000	1.9075
52	2006.11.14 21:30	close	27	0.50	1.8954	0.0000	1.9075	-105.00	8661.50
53	2006.11.14 21:30	close	26	0.50	1.8954	0.0000	1.9025	-105.00	8556.50
54	2006.11.14 21:30	close	25	1.00	1.8954	0.0000	1.8985	-210.00	8346.50
55	2006.11.14 21:30	sell	28	1.00	1.8954	0.0000	1.8944
56	2006.11.14 21:30	sell	29	0.50	1.8954	0.0000	1.8904
57	2006.11.14 21:30	sell	30	0.50	1.8954	0.0000	1.8854
58	2006.11.15 01:15	close	30	0.50	1.8970	0.0000	1.8854	-78.92	8267.58
59	2006.11.15 01:15	close	29	0.50	1.8970	0.0000	1.8904	-78.92	8188.65
60	2006.11.15 01:15	close	28	1.00	1.8970	0.0000	1.8944	-157.85	8030.80
61	2006.11.15 01:15	buy	31	1.00	1.8970	0.0000	1.8980
62	2006.11.15 01:15	buy	32	0.50	1.8970	0.0000	1.9020
63	2006.11.15 01:15	buy	33	0.50	1.8970	0.0000	1.9070
64	2006.11.15 03:00	close	33	0.50	1.8954	0.0000	1.9070	-80.00	7950.80
65	2006.11.15 03:00	close	32	0.50	1.8954	0.0000	1.9020	-80.00	7870.80
66	2006.11.15 03:00	close	31	1.00	1.8954	0.0000	1.8980	-160.00	7710.80
67	2006.11.15 03:00	sell	34	1.00	1.8954	0.0000	1.8944
68	2006.11.15 03:00	sell	35	0.50	1.8954	0.0000	1.8904
69	2006.11.15 03:00	sell	36	0.50	1.8954	0.0000	1.8854
70	2006.11.15 06:11	t/p	34	1.00	1.8944	0.0000	1.8944	100.00	7810.80
71	2006.11.15 08:20	close	36	0.50	1.8967	0.0000	1.8854	-65.00	7745.80
72	2006.11.15 08:20	close	35	0.50	1.8967	0.0000	1.8904	-65.00	7680.80
73	2006.11.15 08:20	buy	37	1.00	1.8967	0.0000	1.8977
74	2006.11.15 08:20	buy	38	0.50	1.8967	0.0000	1.9017
75	2006.11.15 08:20	buy	39	0.50	1.8967	0.0000	1.9067
76	2006.11.15 09:40	close	39	0.50	1.8906	0.0000	1.9067	-305.00	7375.80
77	2006.11.15 09:40	close	38	0.50	1.8906	0.0000	1.9017	-305.00	7070.80
78	2006.11.15 09:40	close	37	1.00	1.8906	0.0000	1.8977	-610.00	6460.80
79	2006.11.15 09:40	sell	40	1.00	1.8906	0.0000	1.8896
80	2006.11.15 09:40	sell	41	0.50	1.8906	0.0000	1.8856
81	2006.11.15 09:40	sell	42	0.50	1.8906	0.0000	1.8806
82	2006.11.15 10:23	t/p	40	1.00	1.8896	0.0000	1.8896	100.00	6560.80
83	2006.11.15 10:59	t/p	41	0.50	1.8856	0.0000	1.8856	250.00	6810.80
84	2006.11.15 16:40	close	42	0.50	1.8879	0.0000	1.8806	135.00	6945.80
85	2006.11.15 16:40	buy	43	1.00	1.8879	0.0000	1.8889
86	2006.11.15 16:40	buy	44	0.50	1.8879	0.0000	1.8929
87	2006.11.15 16:40	buy	45	0.50	1.8879	0.0000	1.8979
88	2006.11.15 17:32	t/p	43	1.00	1.8889	0.0000	1.8889	100.00	7045.80
89	2006.11.16 00:25	close	45	0.50	1.8884	0.0000	1.8979	19.75	7065.55
90	2006.11.16 00:25	close	44	0.50	1.8884	0.0000	1.8929	19.75	7085.30
91	2006.11.16 00:25	sell	46	1.00	1.8884	0.0000	1.8874
92	2006.11.16 00:25	sell	47	0.50	1.8884	0.0000	1.8834
93	2006.11.16 00:25	sell	48	0.50	1.8884	0.0000	1.8784
94	2006.11.16 01:35	close	48	0.50	1.8901	0.0000	1.8784	-85.00	7000.30
95	2006.11.16 01:35	close	47	0.50	1.8901	0.0000	1.8834	-85.00	6915.30
96	2006.11.16 01:35	close	46	1.00	1.8901	0.0000	1.8874	-170.00	6745.30
97	2006.11.16 01:35	buy	49	1.00	1.8901	0.0000	1.8911
98	2006.11.16 01:35	buy	50	0.50	1.8901	0.0000	1.8951
99	2006.11.16 01:35	buy	51	0.50	1.8901	0.0000	1.9001
100	2006.11.16 04:50	close	51	0.50	1.8889	0.0000	1.9001	-60.00	6685.30
101	2006.11.16 04:50	close	50	0.50	1.8889	0.0000	1.8951	-60.00	6625.30
102	2006.11.16 04:50	close	49	1.00	1.8889	0.0000	1.8911	-120.00	6505.30
103	2006.11.16 04:50	sell	52	1.00	1.8889	0.0000	1.8879
104	2006.11.16 04:50	sell	53	0.50	1.8889	0.0000	1.8839
105	2006.11.16 04:50	sell	54	0.50	1.8889	0.0000	1.8789
106	2006.11.16 06:25	t/p	52	1.00	1.8879	0.0000	1.8879	100.00	6605.30
107	2006.11.16 10:15	close	54	0.50	1.8882	0.0000	1.8789	35.00	6640.30
108	2006.11.16 10:15	close	53	0.50	1.8882	0.0000	1.8839	35.00	6675.30
109	2006.11.16 10:15	buy	55	1.00	1.8882	0.0000	1.8892
110	2006.11.16 10:15	buy	56	0.50	1.8882	0.0000	1.8932
111	2006.11.16 10:15	buy	57	0.50	1.8882	0.0000	1.8982
112	2006.11.16 13:29	t/p	55	1.00	1.8892	0.0000	1.8892	100.00	6775.30
113	2006.11.16 17:45	close	57	0.50	1.8882	0.0000	1.8982	0.00	6775.30
114	2006.11.16 17:45	close	56	0.50	1.8882	0.0000	1.8932	0.00	6775.30
115	2006.11.16 17:45	sell	58	1.00	1.8882	0.0000	1.8872
116	2006.11.16 17:45	sell	59	0.50	1.8882	0.0000	1.8832
117	2006.11.16 17:45	sell	60	0.50	1.8882	0.0000	1.8782
118	2006.11.16 21:15	close	60	0.50	1.8889	0.0000	1.8782	-35.00	6740.30
119	2006.11.16 21:15	close	59	0.50	1.8889	0.0000	1.8832	-35.00	6705.30
120	2006.11.16 21:15	close	58	1.00	1.8889	0.0000	1.8872	-70.00	6635.30
121	2006.11.16 21:15	buy	61	1.00	1.8889	0.0000	1.8899
122	2006.11.16 21:15	buy	62	0.50	1.8889	0.0000	1.8939
123	2006.11.16 21:15	buy	63	0.50	1.8889	0.0000	1.8989
124	2006.11.16 21:50	close	63	0.50	1.8873	0.0000	1.8989	-80.00	6555.30
125	2006.11.16 21:50	close	62	0.50	1.8873	0.0000	1.8939	-80.00	6475.30
126	2006.11.16 21:50	close	61	1.00	1.8873	0.0000	1.8899	-160.00	6315.30
127	2006.11.16 21:50	sell	64	1.00	1.8873	0.0000	1.8863
128	2006.11.16 21:50	sell	65	0.50	1.8873	0.0000	1.8823
129	2006.11.16 21:50	sell	66	0.50	1.8873	0.0000	1.8773
130	2006.11.16 23:05	close	66	0.50	1.8893	0.0000	1.8773	-100.00	6215.30
131	2006.11.16 23:05	close	65	0.50	1.8893	0.0000	1.8823	-100.00	6115.30
132	2006.11.16 23:05	close	64	1.00	1.8893	0.0000	1.8863	-200.00	5915.30
133	2006.11.16 23:05	buy	67	1.00	1.8893	0.0000	1.8903
134	2006.11.16 23:05	buy	68	0.50	1.8893	0.0000	1.8943
135	2006.11.16 23:05	buy	69	0.50	1.8893	0.0000	1.8993
136	2006.11.16 23:55	close	69	0.50	1.8880	0.0000	1.8993	-65.00	5850.30
137	2006.11.16 23:55	close	68	0.50	1.8880	0.0000	1.8943	-65.00	5785.30
138	2006.11.16 23:55	close	67	1.00	1.8880	0.0000	1.8903	-130.00	5655.30
139	2006.11.16 23:55	sell	70	1.00	1.8880	0.0000	1.8870
140	2006.11.16 23:55	sell	71	0.50	1.8880	0.0000	1.8830
141	2006.11.16 23:55	sell	72	0.50	1.8880	0.0000	1.8780
142	2006.11.17 01:15	close	72	0.50	1.8890	0.0000	1.8780	-48.92	5606.38
143	2006.11.17 01:15	close	71	0.50	1.8890	0.0000	1.8830	-48.92	5557.45
144	2006.11.17 01:15	close	70	1.00	1.8890	0.0000	1.8870	-97.85	5459.60
145	2006.11.17 01:15	buy	73	1.00	1.8890	0.0000	1.8900
146	2006.11.17 01:15	buy	74	0.50	1.8890	0.0000	1.8940
147	2006.11.17 01:15	buy	75	0.50	1.8890	0.0000	1.8990
148	2006.11.17 01:50	close	75	0.50	1.8870	0.0000	1.8990	-100.00	5359.60
149	2006.11.17 01:50	close	74	0.50	1.8870	0.0000	1.8940	-100.00	5259.60
150	2006.11.17 01:50	close	73	1.00	1.8870	0.0000	1.8900	-200.00	5059.60
151	2006.11.17 01:50	sell	76	1.00	1.8870	0.0000	1.8860
152	2006.11.17 01:50	sell	77	0.50	1.8870	0.0000	1.8820
153	2006.11.17 01:50	sell	78	0.50	1.8870	0.0000	1.8770
154	2006.11.17 04:18	t/p	76	1.00	1.8860	0.0000	1.8860	100.00	5159.60
155	2006.11.17 07:15	close	78	0.50	1.8887	0.0000	1.8770	-85.00	5074.60
156	2006.11.17 07:15	close	77	0.50	1.8887	0.0000	1.8820	-85.00	4989.60
157	2006.11.17 07:15	buy	79	1.00	1.8887	0.0000	1.8897
158	2006.11.17 07:15	buy	80	0.50	1.8887	0.0000	1.8937
159	2006.11.17 07:15	buy	81	0.50	1.8887	0.0000	1.8987
160	2006.11.17 08:05	close	81	0.50	1.8844	0.0000	1.8987	-215.00	4774.60
161	2006.11.17 08:05	close	80	0.50	1.8844	0.0000	1.8937	-215.00	4559.60
162	2006.11.17 08:05	close	79	1.00	1.8844	0.0000	1.8897	-430.00	4129.60
163	2006.11.17 08:05	sell	82	1.00	1.8844	0.0000	1.8834
164	2006.11.17 08:05	sell	83	0.50	1.8844	0.0000	1.8794
165	2006.11.17 08:05	sell	84	0.50	1.8844	0.0000	1.8744
166	2006.11.17 13:45	close	84	0.50	1.8865	0.0000	1.8744	-105.00	4024.60
167	2006.11.17 13:45	close	83	0.50	1.8865	0.0000	1.8794	-105.00	3919.60
168	2006.11.17 13:45	close	82	1.00	1.8865	0.0000	1.8834	-210.00	3709.60
169	2006.11.17 13:45	buy	85	1.00	1.8865	0.0000	1.8875
170	2006.11.17 13:45	buy	86	0.50	1.8865	0.0000	1.8915
171	2006.11.17 13:45	buy	87	0.50	1.8865	0.0000	1.8965
172	2006.11.17 14:13	t/p	85	1.00	1.8875	0.0000	1.8875	100.00	3809.60
173	2006.11.17 14:56	t/p	86	0.50	1.8915	0.0000	1.8915	250.00	4059.60
174	2006.11.17 15:18	t/p	87	0.50	1.8965	0.0000	1.8965	500.00	4559.60