Symbol		USDJPYm (US Dollar vs Japanese Yen)
Period		15 Minutes (M15) 2006.01.02 00:00 - 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=15; StopLoss=0; Slippage=4; PriceVolatilityFactor=1.75; MoneyManagmentCriteria="Money Managment criteria"; RiskPercent=2; UseMoneyManagment=false; BrokerPermitsFractionalLots=true;
Bars in test	31133	Ticks modelled	1619428	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	3882.51	Gross profit	4848.53	Gross loss	-966.02
Profit factor	5.02	Expected payoff	149.33
Absolute drawdown	0.00	Maximal drawdown	882.19 (6.06%)	Relative drawdown	6.06% (882.19)
Total trades	26	Short positions (won %)	11 (81.82%)	Long positions (won %)	15 (100.00%)
		Profit trades (% of total)	24 (92.31%)	Loss trades (% of total)	2 (7.69%)
Largest		profit trade	699.45	loss trade	-882.19
Average		profit trade	202.02	loss trade	-483.01
Maximum		consecutive wins (profit in money)	12 (2210.14)	consecutive losses (loss in money)	1 (-882.19)
Maximal		consecutive profit (count of wins)	2425.09 (11)	consecutive loss (count of losses)	-882.19 (1)
Average		consecutive wins	8	consecutive losses	1

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.01.03 07:37	buy	1	15.00	117.27	0.00	117.42
2	2006.01.03 14:13	t/p	1	15.00	117.42	0.00	117.42	191.62	10191.62
3	2006.01.03 21:23	buy	2	15.00	116.13	0.00	116.28
4	2006.01.03 21:38	t/p	2	15.00	116.28	0.00	116.28	193.50	10385.12
5	2006.01.03 21:38	buy	3	15.00	116.31	0.00	116.46
6	2006.01.26 20:20	t/p	3	15.00	116.46	0.00	116.46	699.45	11084.57
7	2006.02.10 16:32	buy	4	15.00	117.67	0.00	117.82
8	2006.02.10 19:48	t/p	4	15.00	117.82	0.00	117.82	190.97	11275.54
9	2006.03.09 13:56	buy	5	15.00	117.45	0.00	117.60
10	2006.03.09 14:17	t/p	5	15.00	117.60	0.00	117.60	191.33	11466.87
11	2006.03.17 15:51	buy	6	15.00	116.21	0.00	116.36
12	2006.03.20 03:02	t/p	6	15.00	116.36	0.00	116.36	213.62	11680.49
13	2006.03.28 21:20	sell	7	15.00	117.26	0.00	117.11
14	2006.04.05 04:12	t/p	7	15.00	117.11	0.00	117.11	20.54	11701.03
15	2006.05.19 13:56	sell	8	15.00	111.73	0.00	111.58
16	2006.05.19 14:51	t/p	8	15.00	111.58	0.00	111.58	201.65	11902.68
17	2006.06.06 18:38	sell	9	15.00	113.11	0.00	112.96
18	2006.06.07 03:34	t/p	9	15.00	112.96	0.00	112.96	177.76	12080.44
19	2006.06.23 15:06	sell	10	15.00	116.12	0.00	115.97
20	2006.06.27 03:05	t/p	10	15.00	115.97	0.00	115.97	151.13	12231.57
21	2006.06.27 05:56	buy	11	15.00	116.12	0.00	116.27
22	2006.06.27 09:31	t/p	11	15.00	116.27	0.00	116.27	193.52	12425.09
23	2006.07.14 06:38	sell	12	15.00	115.54	0.00	115.39
24	2006.07.27 15:15	t/p	12	15.00	115.39	0.00	115.39	-83.83	12341.26
25	2006.07.31 09:41	buy	13	15.00	114.55	0.00	114.70
26	2006.07.31 19:04	t/p	13	15.00	114.70	0.00	114.70	196.17	12537.43
27	2006.08.08 09:04	sell	14	15.00	115.07	0.00	114.92
28	2006.08.08 15:07	t/p	14	15.00	114.92	0.00	114.92	195.79	12733.22
29	2006.09.04 17:12	buy	15	15.00	116.05	0.00	116.20
30	2006.09.06 01:00	t/p	15	15.00	116.20	0.00	116.20	234.11	12967.33
31	2006.11.14 16:43	buy	16	15.00	117.68	0.00	117.83
32	2006.11.15 06:02	modify	16	15.00	117.68	117.68	117.83
33	2006.11.15 06:22	modify	16	15.00	117.68	117.69	117.83
34	2006.11.15 06:31	modify	16	15.00	117.68	117.70	117.83
35	2006.11.15 06:35	s/l	16	15.00	117.70	117.70	117.83	45.74	13013.07
36	2006.11.22 18:34	buy	17	15.00	116.73	0.00	116.88
37	2006.11.22 18:48	t/p	17	15.00	116.88	0.00	116.88	192.51	13205.58
38	2006.11.29 14:09	sell	18	15.00	116.28	0.00	116.13
39	2006.11.29 15:08	t/p	18	15.00	116.13	0.00	116.13	193.76	13399.34
40	2006.12.05 14:44	buy	19	15.00	114.58	0.00	114.73
41	2006.12.05 14:48	t/p	19	15.00	114.73	0.00	114.73	196.11	13595.45
42	2006.12.05 14:48	buy	20	15.00	114.74	0.00	114.89
43	2006.12.05 16:01	t/p	20	15.00	114.89	0.00	114.89	195.83	13791.28
44	2006.12.15 14:25	sell	21	15.00	118.16	0.00	118.01
45	2006.12.15 14:29	t/p	21	15.00	118.01	0.00	118.01	190.69	13981.97
46	2006.12.15 14:29	sell	22	15.00	117.94	0.00	117.79
47	2006.12.15 14:54	t/p	22	15.00	117.79	0.00	117.79	191.02	14172.99
48	2007.01.03 20:02	sell	23	15.00	119.50	0.00	119.35
49	2007.01.03 20:59	t/p	23	15.00	119.35	0.00	119.35	188.52	14361.51
50	2007.01.05 08:24	buy	24	15.00	118.33	0.00	118.48
51	2007.01.05 14:30	t/p	24	15.00	118.48	0.00	118.48	189.89	14551.40
52	2007.01.08 15:58	sell	25	15.00	118.45	0.00	118.30
53	2007.02.27 19:44	t/p	25	15.00	118.30	0.00	118.30	-882.19	13669.21
54	2007.03.13 21:25	buy	26	15.00	116.39	0.00	116.54
55	2007.03.14 12:59	t/p	26	15.00	116.54	0.00	116.54	213.30	13882.51