Symbol		GBPJPY (Great Britain Pound vs Japanese Yen)
Period		Daily (D1) 2006.01.02 00:00 - 2006.10.25 00:00 (2006.01.01 - 2007.01.01)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		TP=40; Lots=1;
Bars in test	616	Ticks modelled	2058194	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	16516.89	Gross profit	17381.15	Gross loss	-864.26
Profit factor	20.11	Expected payoff	367.04
Absolute drawdown	0.00	Maximal drawdown	607.50 (5.60%)	Relative drawdown	5.60% (607.50)
Total trades	45	Short positions (won %)	3 (33.33%)	Long positions (won %)	42 (97.62%)
		Profit trades (% of total)	42 (93.33%)	Loss trades (% of total)	3 (6.67%)
Largest		profit trade	2517.97	loss trade	-436.37
Average		profit trade	413.84	loss trade	-288.09
Maximum		consecutive wins (profit in money)	39 (16285.72)	consecutive losses (loss in money)	2 (-607.50)
Maximal		consecutive profit (count of wins)	16285.72 (39)	consecutive loss (count of losses)	-607.50 (2)
Average		consecutive wins	14	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.01.02 00:00	buy	1	1.00	203.07	0.00	203.39
2	2006.01.02 00:00	sell	2	1.00	202.99	0.00	202.67
3	2006.01.02 02:17	t/p	2	1.00	202.67	0.00	202.67	273.81	10273.81
4	2006.01.02 02:17	sell	3	1.00	202.37	0.00	202.05
5	2006.01.02 02:17	buy	4	2.00	202.45	0.00	202.77
6	2006.01.02 02:17	modify	1	1.00	203.07	0.00	202.77
7	2006.01.02 08:57	t/p	1	1.00	202.77	0.00	202.77	-256.76	10017.05
8	2006.01.02 08:57	t/p	4	2.00	202.77	0.00	202.77	547.74	10564.79
9	2006.01.02 08:57	buy	5	1.00	202.86	0.00	203.18
10	2006.01.02 08:57	sell	6	2.00	202.78	0.00	202.46
11	2006.01.02 08:57	modify	3	1.00	202.37	0.00	202.46
12	2006.01.02 09:59	t/p	5	1.00	203.18	0.00	203.18	273.88	10838.67
13	2006.01.02 09:59	buy	7	1.00	203.28	0.00	203.60
14	2006.01.02 09:59	modify	3	1.00	202.37	0.00	202.88
15	2006.01.02 09:59	modify	6	2.00	202.78	0.00	202.88
16	2006.01.02 17:28	t/p	3	1.00	202.88	0.00	202.88	-436.37	10402.30
17	2006.01.02 17:28	t/p	6	2.00	202.88	0.00	202.88	-171.13	10231.17
18	2006.01.04 10:20	t/p	7	1.00	203.60	0.00	203.60	313.60	10544.77
19	2006.01.04 10:20	buy	8	1.00	203.68	0.00	204.00
20	2006.01.04 11:33	t/p	8	1.00	204.00	0.00	204.00	273.88	10818.65
21	2006.01.04 11:33	buy	9	1.00	204.09	0.00	204.41
22	2006.01.04 16:12	t/p	9	1.00	204.41	0.00	204.41	273.88	11092.53
23	2006.01.04 16:12	buy	10	1.00	204.50	0.00	204.82
24	2006.01.23 18:47	t/p	10	1.00	204.82	0.00	204.82	651.19	11743.72
25	2006.01.23 18:47	buy	11	1.00	204.90	0.00	205.22
26	2006.01.25 00:34	t/p	11	1.00	205.22	0.00	205.22	313.60	12057.32
27	2006.01.25 00:34	buy	12	1.00	205.31	0.00	205.63
28	2006.01.25 11:01	t/p	12	1.00	205.63	0.00	205.63	273.88	12331.20
29	2006.01.25 11:01	buy	13	1.00	205.71	0.00	206.03
30	2006.01.25 15:12	t/p	13	1.00	206.03	0.00	206.03	273.88	12605.08
31	2006.01.25 15:12	buy	14	1.00	206.11	0.00	206.43
32	2006.01.25 15:42	t/p	14	1.00	206.43	0.00	206.43	273.88	12878.96
33	2006.01.25 15:42	buy	15	1.00	206.53	0.00	206.85
34	2006.01.25 16:43	t/p	15	1.00	206.85	0.00	206.85	273.88	13152.84
35	2006.01.25 16:43	buy	16	1.00	206.93	0.00	207.25
36	2006.01.26 16:32	t/p	16	1.00	207.25	0.00	207.25	333.46	13486.30
37	2006.01.26 16:32	buy	17	1.00	207.33	0.00	207.65
38	2006.01.27 11:53	t/p	17	1.00	207.65	0.00	207.65	293.74	13780.04
39	2006.01.27 11:53	buy	18	1.00	207.73	0.00	208.05
40	2006.01.27 15:51	t/p	18	1.00	208.05	0.00	208.05	273.88	14053.92
41	2006.01.27 15:51	buy	19	1.00	208.14	0.00	208.46
42	2006.01.31 18:18	t/p	19	1.00	208.46	0.00	208.46	313.60	14367.52
43	2006.01.31 18:18	buy	20	1.00	208.54	0.00	208.86
44	2006.01.31 20:16	t/p	20	1.00	208.86	0.00	208.86	273.87	14641.39
45	2006.01.31 20:16	buy	21	1.00	208.95	0.00	209.27
46	2006.02.01 10:22	t/p	21	1.00	209.27	0.00	209.27	293.74	14935.13
47	2006.02.01 10:22	buy	22	1.00	209.35	0.00	209.67
48	2006.02.01 17:12	t/p	22	1.00	209.67	0.00	209.67	273.88	15209.01
49	2006.02.01 17:12	buy	23	1.00	209.76	0.00	210.08
50	2006.02.02 06:48	t/p	23	1.00	210.08	0.00	210.08	333.47	15542.47
51	2006.02.02 06:48	buy	24	1.00	210.17	0.00	210.49
52	2006.02.02 13:18	t/p	24	1.00	210.49	0.00	210.49	273.89	15816.36
53	2006.02.02 13:18	buy	25	1.00	210.57	0.00	210.89
54	2006.02.02 19:19	t/p	25	1.00	210.89	0.00	210.89	273.87	16090.23
55	2006.02.02 19:19	buy	26	1.00	210.98	0.00	211.30
56	2006.05.26 15:32	t/p	26	1.00	211.30	0.00	211.30	2517.97	18608.20
57	2006.05.26 15:32	buy	27	1.00	216.15	0.00	216.47
58	2006.07.20 14:25	t/p	27	1.00	216.47	0.00	216.47	1366.14	19974.34
59	2006.07.20 14:25	buy	28	1.00	216.56	0.00	216.88
60	2006.08.03 14:39	t/p	28	1.00	216.88	0.00	216.88	551.91	20526.25
61	2006.08.03 14:39	buy	29	1.00	216.96	0.00	217.28
62	2006.08.03 17:02	t/p	29	1.00	217.28	0.00	217.28	273.87	20800.12
63	2006.08.03 17:02	buy	30	1.00	217.36	0.00	217.68
64	2006.08.04 09:43	t/p	30	1.00	217.68	0.00	217.68	293.74	21093.86
65	2006.08.04 09:43	buy	31	1.00	217.77	0.00	218.09
66	2006.08.04 10:43	t/p	31	1.00	218.09	0.00	218.09	273.88	21367.74
67	2006.08.04 10:43	buy	32	1.00	218.18	0.00	218.50
68	2006.08.04 14:14	t/p	32	1.00	218.50	0.00	218.50	273.87	21641.61
69	2006.08.04 14:14	buy	33	1.00	218.58	0.00	218.90
70	2006.08.07 11:00	t/p	33	1.00	218.90	0.00	218.90	293.74	21935.35
71	2006.08.07 11:00	buy	34	1.00	218.98	0.00	219.30
72	2006.08.07 12:47	t/p	34	1.00	219.30	0.00	219.30	273.88	22209.23
73	2006.08.07 12:47	buy	35	1.00	219.38	0.00	219.70
74	2006.08.07 16:27	t/p	35	1.00	219.70	0.00	219.70	273.88	22483.11
75	2006.08.07 16:27	buy	36	1.00	219.78	0.00	220.10
76	2006.08.11 16:30	t/p	36	1.00	220.10	0.00	220.10	393.04	22876.14
77	2006.08.11 16:30	buy	37	1.00	220.18	0.00	220.50
78	2006.08.14 09:25	t/p	37	1.00	220.50	0.00	220.50	293.74	23169.88
79	2006.08.14 09:25	buy	38	1.00	220.58	0.00	220.90
80	2006.08.25 08:40	t/p	38	1.00	220.90	0.00	220.90	532.05	23701.93
81	2006.08.25 08:40	buy	39	1.00	220.99	0.00	221.31
82	2006.08.25 11:48	t/p	39	1.00	221.31	0.00	221.31	273.88	23975.81
83	2006.08.25 11:48	buy	40	1.00	221.42	0.00	221.74
84	2006.08.28 09:26	t/p	40	1.00	221.74	0.00	221.74	293.74	24269.55
85	2006.08.28 09:26	buy	41	1.00	221.82	0.00	222.14
86	2006.08.28 15:49	t/p	41	1.00	222.14	0.00	222.14	273.88	24543.43
87	2006.08.28 15:49	buy	42	1.00	222.25	0.00	222.57
88	2006.08.30 09:34	t/p	42	1.00	222.57	0.00	222.57	313.60	24857.03
89	2006.08.30 09:34	buy	43	1.00	222.65	0.00	222.97
90	2006.08.30 16:22	t/p	43	1.00	222.97	0.00	222.97	273.87	25130.90
91	2006.08.30 16:22	buy	44	1.00	223.07	0.00	223.39
92	2006.08.31 02:15	t/p	44	1.00	223.39	0.00	223.39	333.45	25464.35
93	2006.08.31 02:15	buy	45	1.00	223.49	0.00	223.81
94	2006.10.25 23:59	close at stop	45	1.00	223.49	0.00	223.81	1052.55	26516.89