Symbol		GBPUSD (Great Britan vs US Dollar)
Period		5 Minutes (M5) 2006.01.02 00:50 - 2007.03.09 22:55 (2006.01.01 - 2007.03.11)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		StopAfterNoTrades=false; MA_Type=1; JMA_HMA_Period=13; JMA_Phase=0; UseSATLFilter=true; AllowReentries=false; WPR_Period=90; ChandDist_Min=35; ChandDist_Max=100; TPPips=355; LotSize=1; MaximumRisk=0; pips=10; check_spread=false; spread_limit=6; wpr_top_limit=-5; wpr_bottom_limit=-95; atr_for_tp=true; atr_period=106; atr_divider=4; use_chandelier_if_touched=false;
Bars in test	87412	Ticks modelled	1823435	Modelling quality	90.00%
Initial deposit	5000.00
Total net profit	4430.94	Gross profit	20637.83	Gross loss	-16206.89
Profit factor	1.27	Expected payoff	45.21
Absolute drawdown	529.61	Maximal drawdown	3052.31 (35.84%)	Relative drawdown	35.84% (3052.31)
Total trades	98	Short positions (won %)	44 (61.36%)	Long positions (won %)	54 (59.26%)
		Profit trades (% of total)	59 (60.20%)	Loss trades (% of total)	39 (39.80%)
Largest		profit trade	410.01	loss trade	-1000.01
Average		profit trade	349.79	loss trade	-415.56
Maximum		consecutive wins (profit in money)	10 (3612.80)	consecutive losses (loss in money)	6 (-2009.98)
Maximal		consecutive profit (count of wins)	3612.80 (10)	consecutive loss (count of losses)	-2009.98 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.01.03 14:25	buy	1	1.00	1.7262	0.0000	1.7301
2	2006.01.03 15:36	t/p	1	1.00	1.7301	0.0000	1.7301	390.00	5390.00
3	2006.01.05 00:00	buy	2	1.00	1.7562	0.0000	1.7602
4	2006.01.05 10:00	close	2	1.00	1.7523	0.0000	1.7602	-390.00	5000.00
5	2006.01.09 01:30	buy	3	1.00	1.7682	0.0000	1.7722
6	2006.01.09 05:48	t/p	3	1.00	1.7722	0.0000	1.7722	400.00	5400.00
7	2006.01.16 07:00	buy	4	1.00	1.7754	0.0000	1.7794
8	2006.01.16 12:00	close	4	1.00	1.7702	0.0000	1.7794	-520.00	4880.00
9	2006.01.17 20:35	sell	5	1.00	1.7646	0.0000	1.7614
10	2006.01.18 00:00	close	5	1.00	1.7687	0.0000	1.7614	-409.61	4470.39
11	2006.01.23 10:00	buy	6	1.00	1.7750	0.0000	1.7790
12	2006.01.23 10:29	t/p	6	1.00	1.7790	0.0000	1.7790	400.00	4870.39
13	2006.01.24 03:30	buy	7	1.00	1.7861	0.0000	1.7902
14	2006.01.25 10:31	t/p	7	1.00	1.7902	0.0000	1.7902	407.30	5277.69
15	2006.01.27 10:45	sell	8	1.00	1.7812	0.0000	1.7780
16	2006.01.27 12:02	t/p	8	1.00	1.7780	0.0000	1.7780	320.01	5597.70
17	2006.02.03 00:45	buy	9	1.00	1.7784	0.0000	1.7824
18	2006.02.03 11:00	close	9	1.00	1.7753	0.0000	1.7824	-310.00	5287.70
19	2006.02.06 01:25	sell	10	1.00	1.7636	0.0000	1.7604
20	2006.02.06 07:49	t/p	10	1.00	1.7604	0.0000	1.7604	320.00	5607.70
21	2006.02.07 03:55	sell	11	1.00	1.7485	0.0000	1.7453
22	2006.02.07 13:42	t/p	11	1.00	1.7453	0.0000	1.7453	320.00	5927.70
23	2006.02.07 23:45	sell	12	1.00	1.7464	0.0000	1.7432
24	2006.02.08 08:22	t/p	12	1.00	1.7432	0.0000	1.7432	320.40	6248.10
25	2006.02.20 09:30	buy	13	1.00	1.7430	0.0000	1.7469
26	2006.02.21 13:59	t/p	13	1.00	1.7469	0.0000	1.7469	387.30	6635.40
27	2006.02.27 17:40	sell	14	1.00	1.7417	0.0000	1.7386
28	2006.02.28 08:05	t/p	14	1.00	1.7386	0.0000	1.7386	310.41	6945.81
29	2006.03.01 08:50	buy	15	1.00	1.7537	0.0000	1.7576
30	2006.03.01 11:16	t/p	15	1.00	1.7576	0.0000	1.7576	390.00	7335.81
31	2006.03.08 03:00	sell	16	1.00	1.7370	0.0000	1.7339
32	2006.03.08 09:00	close	16	1.00	1.7416	0.0000	1.7339	-460.00	6875.81
33	2006.03.13 00:55	sell	17	1.00	1.7276	0.0000	1.7245
34	2006.03.13 09:58	t/p	17	1.00	1.7245	0.0000	1.7245	310.00	7185.81
35	2006.03.14 08:45	buy	18	1.00	1.7345	0.0000	1.7383
36	2006.03.14 15:49	t/p	18	1.00	1.7383	0.0000	1.7383	380.00	7565.81
37	2006.03.15 02:10	buy	19	1.00	1.7458	0.0000	1.7496
38	2006.03.15 11:00	close	19	1.00	1.7423	0.0000	1.7496	-350.00	7215.81
39	2006.03.16 05:30	buy	20	1.00	1.7467	0.0000	1.7505
40	2006.03.16 14:33	t/p	20	1.00	1.7505	0.0000	1.7505	380.00	7595.81
41	2006.03.17 02:35	buy	21	1.00	1.7560	0.0000	1.7598
42	2006.03.17 16:00	close	21	1.00	1.7531	0.0000	1.7598	-290.00	7305.81
43	2006.03.22 00:00	sell	22	1.00	1.7487	0.0000	1.7458
44	2006.03.22 12:26	t/p	22	1.00	1.7458	0.0000	1.7458	290.00	7595.81
45	2006.03.24 04:20	sell	23	1.00	1.7360	0.0000	1.7331
46	2006.03.24 08:52	t/p	23	1.00	1.7331	0.0000	1.7331	289.99	7885.80
47	2006.04.19 07:30	buy	24	1.00	1.7813	0.0000	1.7850
48	2006.04.19 10:34	t/p	24	1.00	1.7850	0.0000	1.7850	370.00	8255.80
49	2006.04.20 02:15	buy	25	1.00	1.7902	0.0000	1.7939
50	2006.04.20 11:00	close	25	1.00	1.7841	0.0000	1.7939	-609.99	7645.81
51	2006.04.21 03:55	sell	26	1.00	1.7793	0.0000	1.7764
52	2006.04.21 11:00	close	26	1.00	1.7818	0.0000	1.7764	-250.00	7395.81
53	2006.04.28 03:30	buy	27	1.00	1.8012	0.0000	1.8049
54	2006.04.28 10:32	t/p	27	1.00	1.8049	0.0000	1.8049	370.00	7765.81
55	2006.05.05 03:40	buy	28	1.00	1.8511	0.0000	1.8549
56	2006.05.05 14:30	t/p	28	1.00	1.8549	0.0000	1.8549	380.00	8145.81
57	2006.05.08 08:50	buy	29	1.00	1.8588	0.0000	1.8625
58	2006.05.08 09:04	t/p	29	1.00	1.8625	0.0000	1.8625	370.00	8515.81
59	2006.05.15 08:30	buy	30	1.00	1.8928	0.0000	1.8966
60	2006.05.15 11:00	close	30	1.00	1.8847	0.0000	1.8966	-810.01	7705.80
61	2006.05.19 05:55	buy	31	1.00	1.8903	0.0000	1.8941
62	2006.05.19 10:00	close	31	1.00	1.8803	0.0000	1.8941	-1000.00	6705.80
63	2006.05.19 21:15	sell	32	1.00	1.8780	0.0000	1.8750
64	2006.05.22 02:12	t/p	32	1.00	1.8750	0.0000	1.8750	300.40	7006.20
65	2006.05.23 01:10	buy	33	1.00	1.8833	0.0000	1.8872
66	2006.05.23 06:59	t/p	33	1.00	1.8872	0.0000	1.8872	390.00	7396.20
67	2006.05.29 03:15	sell	34	1.00	1.8596	0.0000	1.8565
68	2006.05.29 12:00	close	34	1.00	1.8637	0.0000	1.8565	-410.01	6986.19
69	2006.05.31 01:05	buy	35	1.00	1.8814	0.0000	1.8853
70	2006.05.31 08:52	t/p	35	1.00	1.8853	0.0000	1.8853	390.00	7376.19
71	2006.06.06 08:20	sell	36	1.00	1.8731	0.0000	1.8700
72	2006.06.06 12:21	t/p	36	1.00	1.8700	0.0000	1.8700	310.00	7686.19
73	2006.06.07 03:20	sell	37	1.00	1.8626	0.0000	1.8594
74	2006.06.07 08:15	t/p	37	1.00	1.8594	0.0000	1.8594	320.00	8006.19
75	2006.06.14 03:30	sell	38	1.00	1.8351	0.0000	1.8319
76	2006.06.14 08:00	close	38	1.00	1.8377	0.0000	1.8319	-259.98	7746.21
77	2006.07.03 01:50	buy	39	1.00	1.8468	0.0000	1.8508
78	2006.07.03 18:00	close	39	1.00	1.8405	0.0000	1.8508	-630.00	7116.21
79	2006.07.06 01:45	sell	40	1.00	1.8357	0.0000	1.8326
80	2006.07.06 15:00	close	40	1.00	1.8377	0.0000	1.8326	-199.99	6916.22
81	2006.07.10 02:20	buy	41	1.00	1.8480	0.0000	1.8520
82	2006.07.10 12:00	close	41	1.00	1.8436	0.0000	1.8520	-440.00	6476.22
83	2006.07.13 03:10	sell	42	1.00	1.8347	0.0000	1.8315
84	2006.07.13 10:00	close	42	1.00	1.8395	0.0000	1.8315	-480.00	5996.22
85	2006.07.14 03:25	buy	43	1.00	1.8409	0.0000	1.8449
86	2006.07.14 04:00	close	43	1.00	1.8409	0.0000	1.8449	-0.01	5996.21
87	2006.07.17 00:40	sell	44	1.00	1.8385	0.0000	1.8354
88	2006.07.17 09:16	t/p	44	1.00	1.8354	0.0000	1.8354	310.00	6306.21
89	2006.07.18 05:00	sell	45	1.00	1.8204	0.0000	1.8172
90	2006.07.18 11:00	close	45	1.00	1.8251	0.0000	1.8172	-470.00	5836.21
91	2006.07.20 21:50	buy	46	1.00	1.8482	0.0000	1.8522
92	2006.07.21 09:14	t/p	46	1.00	1.8522	0.0000	1.8522	397.30	6233.51
93	2006.07.24 02:30	buy	47	1.00	1.8573	0.0000	1.8613
94	2006.07.24 08:00	close	47	1.00	1.8524	0.0000	1.8613	-490.01	5743.50
95	2006.07.26 01:45	sell	48	1.00	1.8410	0.0000	1.8377
96	2006.07.26 16:00	close	48	1.00	1.8438	0.0000	1.8377	-280.00	5463.50
97	2006.07.28 22:20	buy	49	1.00	1.8627	0.0000	1.8668
98	2006.07.31 13:54	t/p	49	1.00	1.8668	0.0000	1.8668	407.30	5870.80
99	2006.08.01 02:40	buy	50	1.00	1.8669	0.0000	1.8710
100	2006.08.01 18:01	t/p	50	1.00	1.8710	0.0000	1.8710	410.00	6280.80
101	2006.08.04 04:55	buy	51	1.00	1.8861	0.0000	1.8902
102	2006.08.04 10:06	t/p	51	1.00	1.8902	0.0000	1.8902	410.01	6690.81
103	2006.08.07 00:25	buy	52	1.00	1.9076	0.0000	1.9117
104	2006.08.07 09:00	close	52	1.00	1.9052	0.0000	1.9117	-240.00	6450.81
105	2006.08.09 08:15	sell	53	1.00	1.9045	0.0000	1.9012
106	2006.08.09 16:00	close	53	1.00	1.9093	0.0000	1.9012	-480.00	5970.81
107	2006.08.11 00:45	sell	54	1.00	1.8942	0.0000	1.8909
108	2006.08.11 08:23	t/p	54	1.00	1.8909	0.0000	1.8909	330.00	6300.81
109	2006.08.14 03:00	sell	55	1.00	1.8933	0.0000	1.8900
110	2006.08.14 09:27	t/p	55	1.00	1.8900	0.0000	1.8900	330.01	6630.82
111	2006.08.15 22:05	buy	56	1.00	1.8933	0.0000	1.8974
112	2006.08.16 09:00	close	56	1.00	1.8925	0.0000	1.8974	-82.70	6548.12
113	2006.08.18 05:45	sell	57	1.00	1.8860	0.0000	1.8826
114	2006.08.18 08:00	close	57	1.00	1.8867	0.0000	1.8826	-70.00	6478.12
115	2006.08.21 21:05	buy	58	1.00	1.8941	0.0000	1.8982
116	2006.08.22 03:00	close	58	1.00	1.8907	0.0000	1.8982	-342.70	6135.42
117	2006.08.23 08:55	sell	59	1.00	1.8889	0.0000	1.8855
118	2006.08.23 10:00	close	59	1.00	1.8925	0.0000	1.8855	-360.00	5775.42
119	2006.08.25 04:40	sell	60	1.00	1.8880	0.0000	1.8846
120	2006.08.25 08:28	t/p	60	1.00	1.8846	0.0000	1.8846	340.00	6115.42
121	2006.09.06 03:20	sell	61	1.00	1.8948	0.0000	1.8915
122	2006.09.06 10:34	t/p	61	1.00	1.8915	0.0000	1.8915	329.99	6445.41
123	2006.09.06 22:40	sell	62	1.00	1.8851	0.0000	1.8818
124	2006.09.07 09:46	t/p	62	1.00	1.8818	0.0000	1.8818	331.20	6776.61
125	2006.09.11 01:15	sell	63	1.00	1.8660	0.0000	1.8627
126	2006.09.11 16:07	t/p	63	1.00	1.8627	0.0000	1.8627	330.01	7106.62
127	2006.09.13 02:15	buy	64	1.00	1.8725	0.0000	1.8766
128	2006.09.13 17:49	t/p	64	1.00	1.8766	0.0000	1.8766	410.00	7516.62
129	2006.09.14 07:10	buy	65	1.00	1.8769	0.0000	1.8810
130	2006.09.14 10:30	t/p	65	1.00	1.8810	0.0000	1.8810	410.00	7926.62
131	2006.09.21 01:10	buy	66	1.00	1.8870	0.0000	1.8911
132	2006.09.21 02:48	t/p	66	1.00	1.8911	0.0000	1.8911	410.00	8336.62
133	2006.09.22 05:25	buy	67	1.00	1.9011	0.0000	1.9052
134	2006.09.22 09:21	t/p	67	1.00	1.9052	0.0000	1.9052	410.00	8746.62
135	2006.09.27 23:00	sell	68	1.00	1.8892	0.0000	1.8860
136	2006.09.28 08:07	t/p	68	1.00	1.8860	0.0000	1.8860	321.20	9067.82
137	2006.09.28 23:00	sell	69	1.00	1.8771	0.0000	1.8739
138	2006.09.29 08:07	t/p	69	1.00	1.8739	0.0000	1.8739	320.40	9388.22
139	2006.10.03 02:25	buy	70	1.00	1.8865	0.0000	1.8905
140	2006.10.04 04:00	close	70	1.00	1.8842	0.0000	1.8905	-232.71	9155.51
141	2006.10.09 21:15	sell	71	1.00	1.8675	0.0000	1.8644
142	2006.10.10 09:00	close	71	1.00	1.8693	0.0000	1.8644	-179.60	8975.91
143	2006.10.11 04:35	sell	72	1.00	1.8551	0.0000	1.8520
144	2006.10.11 11:00	close	72	1.00	1.8581	0.0000	1.8520	-300.00	8675.91
145	2006.10.18 02:45	buy	73	1.00	1.8699	0.0000	1.8737
146	2006.10.18 08:43	t/p	73	1.00	1.8737	0.0000	1.8737	380.00	9055.91
147	2006.10.23 03:30	buy	74	1.00	1.8824	0.0000	1.8862
148	2006.10.23 10:00	close	74	1.00	1.8779	0.0000	1.8862	-450.00	8605.91
149	2006.10.30 01:10	buy	75	1.00	1.8960	0.0000	1.8997
150	2006.10.30 12:56	t/p	75	1.00	1.8997	0.0000	1.8997	370.00	8975.91
151	2006.10.31 00:15	buy	76	1.00	1.9005	0.0000	1.9041
152	2006.10.31 10:00	close	76	1.00	1.8969	0.0000	1.9041	-359.99	8615.92
153	2006.11.01 05:00	buy	77	1.00	1.9075	0.0000	1.9111
154	2006.11.01 17:02	t/p	77	1.00	1.9111	0.0000	1.9111	360.00	8975.92
155	2006.11.06 00:10	sell	78	1.00	1.9014	0.0000	1.8986
156	2006.11.06 09:14	t/p	78	1.00	1.8986	0.0000	1.8986	280.00	9255.92
157	2006.11.23 03:35	buy	79	1.00	1.9138	0.0000	1.9174
158	2006.11.24 08:52	t/p	79	1.00	1.9174	0.0000	1.9174	357.29	9613.21
159	2006.11.29 06:35	buy	80	1.00	1.9516	0.0000	1.9551
160	2006.11.29 20:00	close	80	1.00	1.9458	0.0000	1.9551	-579.98	9033.23
161	2006.12.01 00:35	buy	81	1.00	1.9651	0.0000	1.9687
162	2006.12.01 03:37	t/p	81	1.00	1.9687	0.0000	1.9687	360.00	9393.23
163	2006.12.04 03:55	buy	82	1.00	1.9787	0.0000	1.9823
164	2006.12.04 15:00	close	82	1.00	1.9748	0.0000	1.9823	-390.00	9003.23
165	2006.12.11 08:45	sell	83	1.00	1.9531	0.0000	1.9503
166	2006.12.11 11:05	t/p	83	1.00	1.9503	0.0000	1.9503	280.00	9283.23
167	2006.12.13 07:40	buy	84	1.00	1.9697	0.0000	1.9733
168	2006.12.13 15:00	close	84	1.00	1.9654	0.0000	1.9733	-430.00	8853.23
169	2006.12.18 04:35	sell	85	1.00	1.9544	0.0000	1.9516
170	2006.12.18 11:31	t/p	85	1.00	1.9516	0.0000	1.9516	279.99	9133.22
171	2007.01.03 00:50	buy	86	1.00	1.9728	0.0000	1.9764
172	2007.01.03 12:00	close	86	1.00	1.9628	0.0000	1.9764	-1000.01	8133.21
173	2007.01.04 04:05	sell	87	1.00	1.9522	0.0000	1.9494
174	2007.01.04 07:39	t/p	87	1.00	1.9494	0.0000	1.9494	280.01	8413.22
175	2007.01.08 06:35	sell	88	1.00	1.9305	0.0000	1.9277
176	2007.01.08 10:00	close	88	1.00	1.9342	0.0000	1.9277	-370.00	8043.22
177	2007.01.16 01:15	buy	89	1.00	1.9633	0.0000	1.9669
178	2007.01.16 08:06	t/p	89	1.00	1.9669	0.0000	1.9669	360.00	8403.22
179	2007.01.26 08:25	sell	90	1.00	1.9667	0.0000	1.9639
180	2007.01.26 09:08	t/p	90	1.00	1.9639	0.0000	1.9639	280.00	8683.22
181	2007.01.29 00:55	sell	91	1.00	1.9613	0.0000	1.9585
182	2007.01.29 01:14	t/p	91	1.00	1.9585	0.0000	1.9585	280.00	8963.22
183	2007.02.01 04:00	buy	92	1.00	1.9632	0.0000	1.9669
184	2007.02.01 11:58	t/p	92	1.00	1.9669	0.0000	1.9669	370.00	9333.22
185	2007.02.07 02:10	buy	93	1.00	1.9688	0.0000	1.9724
186	2007.02.07 14:33	t/p	93	1.00	1.9724	0.0000	1.9724	360.00	9693.22
187	2007.02.09 00:30	sell	94	1.00	1.9590	0.0000	1.9562
188	2007.02.09 08:29	t/p	94	1.00	1.9562	0.0000	1.9562	280.00	9973.22
189	2007.02.09 17:40	sell	95	1.00	1.9505	0.0000	1.9477
190	2007.02.12 08:00	close	95	1.00	1.9558	0.0000	1.9477	-529.60	9443.62
191	2007.02.23 01:25	buy	96	1.00	1.9564	0.0000	1.9601
192	2007.02.23 13:51	t/p	96	1.00	1.9601	0.0000	1.9601	370.00	9813.62
193	2007.02.26 05:40	buy	97	1.00	1.9627	0.0000	1.9664
194	2007.02.27 09:32	t/p	97	1.00	1.9664	0.0000	1.9664	367.31	10180.93
195	2007.03.06 01:35	sell	98	1.00	1.9243	0.0000	1.9214
196	2007.03.06 22:00	close	98	1.00	1.9318	0.0000	1.9214	-749.99	9430.94