Symbol		USDCHFm (US Dollar vs Swiss Franc)
Period		15 Minutes (M15) 2006.01.02 00:45 - 2007.03.26 00:00 (2006.01.02 - 2007.03.26)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		InitialLotSize=15; TakeProfitPips=20; StopLoss=0; Slippage=4; PriceVolatilityFactor=1.75; MoneyManagmentCriteria="Money Managment criteria"; RiskPercent=2; UseMoneyManagment=false; BrokerPermitsFractionalLots=true;
Bars in test	31128	Ticks modelled	1365648	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	9728.51	Gross profit	10465.25	Gross loss	-736.74
Profit factor	14.20	Expected payoff	221.10
Absolute drawdown	0.00	Maximal drawdown	736.74 (3.60%)	Relative drawdown	3.60% (736.74)
Total trades	44	Short positions (won %)	23 (100.00%)	Long positions (won %)	21 (95.24%)
		Profit trades (% of total)	43 (97.73%)	Loss trades (% of total)	1 (2.27%)
Largest		profit trade	776.31	loss trade	-736.74
Average		profit trade	243.38	loss trade	-736.74
Maximum		consecutive wins (profit in money)	43 (10465.25)	consecutive losses (loss in money)	1 (-736.74)
Maximal		consecutive profit (count of wins)	10465.25 (43)	consecutive loss (count of losses)	-736.74 (1)
Average		consecutive wins	43	consecutive losses	1

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.01.03 07:34	buy	1	15.00	1.3081	0.0000	1.3101
2	2006.02.13 11:55	t/p	1	15.00	1.3101	0.0000	1.3101	776.31	10776.31
3	2006.02.17 15:49	sell	2	15.00	1.3137	0.0000	1.3117
4	2006.02.17 16:15	t/p	2	15.00	1.3117	0.0000	1.3117	228.78	11005.09
5	2006.02.23 14:36	buy	3	15.00	1.3047	0.0000	1.3067
6	2006.02.23 15:45	t/p	3	15.00	1.3067	0.0000	1.3067	229.57	11234.66
7	2006.03.07 15:29	sell	4	15.00	1.3125	0.0000	1.3105
8	2006.03.08 08:28	t/p	4	15.00	1.3105	0.0000	1.3105	214.82	11449.48
9	2006.03.28 17:01	buy	5	15.00	1.3017	0.0000	1.3037
10	2006.03.28 21:18	t/p	5	15.00	1.3037	0.0000	1.3037	230.06	11679.54
11	2006.04.03 09:56	sell	6	15.00	1.3106	0.0000	1.3086
12	2006.04.03 16:03	t/p	6	15.00	1.3086	0.0000	1.3086	229.25	11908.79
13	2006.04.04 18:11	buy	7	15.00	1.2919	0.0000	1.2939
14	2006.04.07 09:16	t/p	7	15.00	1.2939	0.0000	1.2939	298.56	12207.35
15	2006.04.20 17:08	sell	8	15.00	1.2768	0.0000	1.2748
16	2006.04.21 16:38	t/p	8	15.00	1.2748	0.0000	1.2748	221.34	12428.69
17	2006.05.04 22:57	buy	9	15.00	1.2295	0.0000	1.2315
18	2006.05.05 09:03	t/p	9	15.00	1.2315	0.0000	1.2315	256.96	12685.65
19	2006.05.17 20:42	sell	10	15.00	1.2166	0.0000	1.2146
20	2006.05.17 20:59	t/p	10	15.00	1.2146	0.0000	1.2146	246.99	12932.64
21	2006.05.17 20:59	sell	11	15.00	1.2141	0.0000	1.2121
22	2006.05.18 09:27	t/p	11	15.00	1.2121	0.0000	1.2121	205.21	13137.85
23	2006.05.30 13:38	buy	12	15.00	1.2140	0.0000	1.2160
24	2006.05.30 14:23	t/p	12	15.00	1.2160	0.0000	1.2160	246.71	13384.56
25	2006.06.23 16:12	sell	13	15.00	1.2471	0.0000	1.2451
26	2006.06.26 09:18	t/p	13	15.00	1.2451	0.0000	1.2451	226.84	13611.40
27	2006.07.10 17:56	sell	14	15.00	1.2293	0.0000	1.2273
28	2006.07.11 19:25	t/p	14	15.00	1.2273	0.0000	1.2273	230.34	13841.74
29	2006.07.17 15:20	sell	15	15.00	1.2477	0.0000	1.2457
30	2006.07.18 12:41	t/p	15	15.00	1.2457	0.0000	1.2457	226.73	14068.47
31	2006.07.24 07:59	sell	16	15.00	1.2413	0.0000	1.2393
32	2006.07.27 07:41	t/p	16	15.00	1.2393	0.0000	1.2393	171.57	14240.04
33	2006.07.27 14:30	buy	17	15.00	1.2381	0.0000	1.2401
34	2006.07.28 04:45	modify	17	15.00	1.2381	1.2382	1.2401
35	2006.07.28 05:15	modify	17	15.00	1.2381	1.2383	1.2401
36	2006.07.28 05:30	modify	17	15.00	1.2381	1.2384	1.2401
37	2006.07.28 05:45	s/l	17	15.00	1.2384	1.2384	1.2401	49.69	14289.73
38	2006.08.18 15:48	sell	18	15.00	1.2322	0.0000	1.2302
39	2006.08.21 03:14	t/p	18	15.00	1.2302	0.0000	1.2302	229.76	14519.49
40	2006.08.24 14:30	buy	19	15.00	1.2327	0.0000	1.2347
41	2006.08.24 16:56	t/p	19	15.00	1.2347	0.0000	1.2347	242.97	14762.46
42	2006.08.30 03:37	buy	20	15.00	1.2285	0.0000	1.2305
43	2006.08.30 13:09	t/p	20	15.00	1.2305	0.0000	1.2305	243.81	15006.27
44	2006.08.31 20:11	sell	21	15.00	1.2318	0.0000	1.2298
45	2006.09.01 18:01	t/p	21	15.00	1.2298	0.0000	1.2298	229.84	15236.11
46	2006.09.07 17:08	sell	22	15.00	1.2417	0.0000	1.2397
47	2006.09.22 09:22	t/p	22	15.00	1.2397	0.0000	1.2397	30.51	15266.62
48	2006.09.22 14:37	buy	23	15.00	1.2338	0.0000	1.2358
49	2006.09.22 16:08	t/p	23	15.00	1.2358	0.0000	1.2358	242.76	15509.38
50	2006.09.25 09:06	buy	24	15.00	1.2336	0.0000	1.2356
51	2006.09.25 11:00	t/p	24	15.00	1.2356	0.0000	1.2356	242.64	15752.02
52	2006.09.29 15:26	sell	25	15.00	1.2544	0.0000	1.2524
53	2006.09.29 17:03	t/p	25	15.00	1.2524	0.0000	1.2524	239.54	15991.56
54	2006.10.13 14:31	sell	26	15.00	1.2673	0.0000	1.2653
55	2006.10.17 17:41	t/p	26	15.00	1.2653	0.0000	1.2653	208.90	16200.46
56	2006.11.15 14:51	sell	27	15.00	1.2498	0.0000	1.2478
57	2006.11.15 16:06	t/p	27	15.00	1.2478	0.0000	1.2478	240.42	16440.88
58	2006.11.15 20:01	buy	28	15.00	1.2487	0.0000	1.2507
59	2006.11.17 06:46	t/p	28	15.00	1.2507	0.0000	1.2507	293.25	16734.13
60	2006.11.17 14:31	sell	29	15.00	1.2514	0.0000	1.2494
61	2006.11.17 15:36	t/p	29	15.00	1.2494	0.0000	1.2494	240.11	16974.24
62	2006.12.19 14:29	buy	30	15.00	1.2199	0.0000	1.2219
63	2006.12.22 18:01	t/p	30	15.00	1.2219	0.0000	1.2219	312.24	17286.48
64	2006.12.28 16:00	buy	31	15.00	1.2204	0.0000	1.2224
65	2006.12.28 16:03	t/p	31	15.00	1.2224	0.0000	1.2224	245.37	17531.85
66	2006.12.28 16:03	buy	32	15.00	1.2229	0.0000	1.2249
67	2007.01.03 16:19	t/p	32	15.00	1.2249	0.0000	1.2249	298.32	17830.17
68	2007.01.03 20:01	sell	33	15.00	1.2274	0.0000	1.2254
69	2007.01.04 00:36	t/p	33	15.00	1.2254	0.0000	1.2254	202.54	18032.71
70	2007.01.18 15:23	sell	34	15.00	1.2500	0.0000	1.2480
71	2007.01.18 15:34	t/p	34	15.00	1.2480	0.0000	1.2480	240.38	18273.09
72	2007.01.23 15:22	buy	35	15.00	1.2400	0.0000	1.2420
73	2007.01.23 19:37	t/p	35	15.00	1.2420	0.0000	1.2420	241.51	18514.60
74	2007.01.25 13:11	buy	36	15.00	1.2458	0.0000	1.2478
75	2007.01.25 20:15	t/p	36	15.00	1.2478	0.0000	1.2478	240.37	18754.97
76	2007.01.31 20:42	buy	37	15.00	1.2456	0.0000	1.2476
77	2007.02.02 15:23	t/p	37	15.00	1.2476	0.0000	1.2476	293.84	19048.81
78	2007.02.05 14:57	sell	38	15.00	1.2494	0.0000	1.2474
79	2007.02.06 09:03	t/p	38	15.00	1.2474	0.0000	1.2474	226.41	19275.22
80	2007.02.08 14:36	sell	39	15.00	1.2480	0.0000	1.2460
81	2007.02.08 16:22	t/p	39	15.00	1.2460	0.0000	1.2460	240.77	19515.99
82	2007.02.12 14:39	sell	40	15.00	1.2525	0.0000	1.2505
83	2007.02.13 08:56	t/p	40	15.00	1.2505	0.0000	1.2505	225.85	19741.84
84	2007.02.27 21:59	buy	41	15.00	1.2181	0.0000	1.2201
85	2007.02.28 04:45	modify	41	15.00	1.2181	1.2181	1.2201
86	2007.02.28 05:00	modify	41	15.00	1.2181	1.2182	1.2201
87	2007.02.28 05:15	modify	41	15.00	1.2181	1.2184	1.2201
88	2007.02.28 07:15	t/p	41	15.00	1.2201	1.2184	1.2201	259.23	20001.07
89	2007.03.05 08:10	buy	42	15.00	1.2154	0.0000	1.2174
90	2007.03.05 11:04	t/p	42	15.00	1.2174	0.0000	1.2174	246.38	20247.45
91	2007.03.05 16:21	sell	43	15.00	1.2215	0.0000	1.2195
92	2007.03.07 20:09	t/p	43	15.00	1.2195	0.0000	1.2195	217.80	20465.25
93	2007.03.12 14:11	buy	44	15.00	1.2268	0.0000	1.2288
94	2007.03.25 23:59	close at stop	44	15.00	1.2194	0.0000	1.2288	-736.74	19728.51