Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2007.01.02 00:00 - 2007.03.02 00:00 (2007.01.02 - 2007.03.02)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		BlockId=1; TakeProfit=20; Step=18; MoneyManagment=28; Lots=0.1; PricePlus=0.0014; Manual="off"; OpenBlock=true; ModifyBlock=false; FixLot=false; MicroLot=false; MaxiLot=false; Insure=9; BlockOrders=4; StopLoss=100; fema=14; sema=40; sig=8; cciperiod=14; timeperiod=60; timeperiod1=30;
Bars in test	2013	Ticks modelled	313996	Modelling quality	74.78%
Initial deposit	3000.00
Total net profit	-2954.87	Gross profit	1249.70	Gross loss	-4204.57
Profit factor	0.30	Expected payoff	-37.88
Absolute drawdown	2954.87	Maximal drawdown	3341.53 (98.67%)	Relative drawdown	98.67% (3341.53)
Total trades	78	Short positions (won %)	38 (68.42%)	Long positions (won %)	40 (50.00%)
		Profit trades (% of total)	46 (58.97%)	Loss trades (% of total)	32 (41.03%)
Largest		profit trade	160.00	loss trade	-235.00
Average		profit trade	27.17	loss trade	-131.39
Maximum		consecutive wins (profit in money)	19 (386.65)	consecutive losses (loss in money)	7 (-987.00)
Maximal		consecutive profit (count of wins)	386.65 (19)	consecutive loss (count of losses)	-1022.00 (6)
Average		consecutive wins	5	consecutive losses	4

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2007.01.02 00:00	buy	1	0.10	1.9638	1.9538	1.9658
2	2007.01.02 07:13	t/p	1	0.10	1.9658	1.9538	1.9658	20.00	3020.00
3	2007.01.02 07:26	buy	2	0.10	1.9672	1.9572	1.9692
4	2007.01.02 07:32	t/p	2	0.10	1.9692	1.9572	1.9692	20.00	3040.00
5	2007.01.02 07:32	buy	3	0.10	1.9696	1.9596	1.9716
6	2007.01.02 08:27	t/p	3	0.10	1.9716	1.9596	1.9716	20.00	3060.00
7	2007.01.02 08:27	buy	4	0.10	1.9720	1.9620	1.9740
8	2007.01.02 09:33	buy	5	0.20	1.9702	1.9602	1.9722
9	2007.01.02 10:03	t/p	5	0.20	1.9722	1.9602	1.9722	40.00	3100.00
10	2007.01.02 10:03	close	4	0.10	1.9722	1.9620	1.9740	2.00	3102.00
11	2007.01.02 13:00	buy	6	0.10	1.9716	1.9616	1.9736
12	2007.01.02 13:43	t/p	6	0.10	1.9736	1.9616	1.9736	20.00	3122.00
13	2007.01.02 13:43	buy	7	0.10	1.9740	1.9640	1.9760
14	2007.01.02 15:01	buy	8	0.20	1.9722	1.9622	1.9742
15	2007.01.03 00:35	t/p	8	0.20	1.9742	1.9622	1.9742	39.77	3161.77
16	2007.01.03 00:35	close	7	0.10	1.9742	1.9640	1.9760	1.89	3163.66
17	2007.01.03 00:35	buy	9	0.10	1.9745	1.9645	1.9765
18	2007.01.03 04:37	buy	10	0.20	1.9727	1.9627	1.9747
19	2007.01.03 04:53	t/p	10	0.20	1.9747	1.9627	1.9747	40.00	3203.66
20	2007.01.03 04:53	close	9	0.10	1.9747	1.9645	1.9765	2.00	3205.66
21	2007.01.03 04:53	sell	11	0.10	1.9750	1.9850	1.9730
22	2007.01.03 05:08	t/p	11	0.10	1.9730	1.9850	1.9730	20.00	3225.66
23	2007.01.03 05:08	sell	12	0.10	1.9725	1.9825	1.9705
24	2007.01.03 09:18	t/p	12	0.10	1.9705	1.9825	1.9705	20.00	3245.66
25	2007.01.03 09:18	sell	13	0.10	1.9701	1.9801	1.9681
26	2007.01.03 10:15	t/p	13	0.10	1.9681	1.9801	1.9681	20.00	3265.66
27	2007.01.03 10:15	sell	14	0.10	1.9677	1.9777	1.9657
28	2007.01.03 10:18	t/p	14	0.10	1.9657	1.9777	1.9657	20.00	3285.66
29	2007.01.03 10:18	sell	15	0.10	1.9653	1.9753	1.9633
30	2007.01.03 10:23	t/p	15	0.10	1.9633	1.9753	1.9633	20.00	3305.66
31	2007.01.03 10:23	sell	16	0.10	1.9629	1.9729	1.9609
32	2007.01.03 11:53	t/p	16	0.10	1.9609	1.9729	1.9609	20.00	3325.66
33	2007.01.03 15:05	sell	17	0.10	1.9532	1.9632	1.9512
34	2007.01.03 15:08	t/p	17	0.10	1.9512	1.9632	1.9512	20.00	3345.66
35	2007.01.03 15:08	sell	18	0.10	1.9507	1.9607	1.9487
36	2007.01.03 15:43	sell	19	0.20	1.9526	1.9626	1.9506
37	2007.01.03 16:13	t/p	19	0.20	1.9506	1.9626	1.9506	40.00	3385.66
38	2007.01.03 16:13	close	18	0.10	1.9506	1.9607	1.9487	1.00	3386.66
39	2007.01.04 03:00	buy	20	0.10	1.9524	1.9424	1.9544
40	2007.01.04 06:23	buy	21	0.20	1.9506	1.9406	1.9526
41	2007.01.04 08:07	buy	22	0.30	1.9488	1.9388	1.9508
42	2007.01.04 08:12	buy	23	0.50	1.9469	1.9369	1.9489
43	2007.01.04 08:31	buy	24	0.80	1.9450	1.9350	1.9470
44	2007.01.04 08:48	buy	25	1.20	1.9431	1.9331	1.9451
45	2007.01.04 08:48	s/l	20	0.10	1.9424	1.9424	1.9544	-100.00	3286.66
46	2007.01.04 08:48	close	25	1.20	1.9423	1.9331	1.9451	-96.00	3190.66
47	2007.01.04 08:48	close	24	0.80	1.9421	1.9350	1.9470	-232.00	2958.66
48	2007.01.04 08:48	close	23	0.50	1.9422	1.9369	1.9489	-235.00	2723.66
49	2007.01.04 08:48	close	22	0.30	1.9423	1.9388	1.9508	-195.00	2528.66
50	2007.01.04 08:48	close	21	0.20	1.9424	1.9406	1.9526	-164.00	2364.66
51	2007.01.04 08:48	sell	26	0.10	1.9425	1.9525	1.9405
52	2007.01.04 08:56	t/p	26	0.10	1.9405	1.9525	1.9405	20.00	2384.66
53	2007.01.04 08:56	sell	27	0.10	1.9401	1.9501	1.9381
54	2007.01.04 09:05	sell	28	0.20	1.9419	1.9519	1.9399
55	2007.01.04 09:53	sell	29	0.30	1.9437	1.9537	1.9417
56	2007.01.04 11:30	sell	30	0.50	1.9455	1.9555	1.9435
57	2007.01.04 13:28	t/p	30	0.50	1.9435	1.9555	1.9435	100.00	2484.66
58	2007.01.04 13:28	close	29	0.30	1.9434	1.9537	1.9417	9.00	2493.66
59	2007.01.04 13:28	close	28	0.20	1.9433	1.9519	1.9399	-28.00	2465.66
60	2007.01.04 13:28	close	27	0.10	1.9434	1.9501	1.9381	-33.00	2432.66
61	2007.01.04 13:30	sell	31	0.10	1.9424	1.9524	1.9404
62	2007.01.04 13:33	sell	32	0.20	1.9442	1.9542	1.9422
63	2007.01.04 15:08	sell	33	0.30	1.9460	1.9560	1.9440
64	2007.01.04 15:23	t/p	33	0.30	1.9440	1.9560	1.9440	60.00	2492.66
65	2007.01.04 15:23	close	32	0.20	1.9440	1.9542	1.9422	4.00	2496.66
66	2007.01.04 15:23	close	31	0.10	1.9439	1.9524	1.9404	-15.00	2481.66
67	2007.01.04 16:13	sell	34	0.10	1.9429	1.9529	1.9409
68	2007.01.04 16:20	sell	35	0.20	1.9447	1.9547	1.9427
69	2007.01.05 00:32	t/p	35	0.20	1.9427	1.9547	1.9427	40.08	2521.74
70	2007.01.05 00:32	close	34	0.10	1.9427	1.9529	1.9409	2.04	2523.78
71	2007.01.05 00:34	sell	36	0.10	1.9424	1.9524	1.9404
72	2007.01.05 00:58	t/p	36	0.10	1.9404	1.9524	1.9404	20.00	2543.78
73	2007.01.05 00:58	sell	37	0.10	1.9400	1.9500	1.9380
74	2007.01.05 01:25	sell	38	0.20	1.9419	1.9519	1.9399
75	2007.01.05 02:52	t/p	38	0.20	1.9399	1.9519	1.9399	40.00	2583.78
76	2007.01.05 02:52	close	37	0.10	1.9399	1.9500	1.9380	1.00	2584.78
77	2007.01.05 03:03	sell	39	0.10	1.9370	1.9470	1.9350
78	2007.01.05 03:36	sell	40	0.20	1.9388	1.9488	1.9368
79	2007.01.05 04:15	t/p	40	0.20	1.9368	1.9488	1.9368	40.00	2624.78
80	2007.01.05 04:15	close	39	0.10	1.9368	1.9470	1.9350	2.00	2626.78
81	2007.01.05 08:00	buy	41	0.10	1.9431	1.9331	1.9451
82	2007.01.05 08:03	buy	42	0.20	1.9413	1.9313	1.9433
83	2007.01.05 11:07	buy	43	0.30	1.9395	1.9295	1.9415
84	2007.01.05 13:30	s/l	41	0.10	1.9331	1.9331	1.9451	-100.00	2526.78
85	2007.01.05 13:30	close	43	0.30	1.9330	1.9295	1.9415	-195.00	2331.78
86	2007.01.05 13:30	close	42	0.20	1.9331	1.9313	1.9433	-164.00	2167.78
87	2007.01.05 13:30	sell	44	0.10	1.9330	1.9430	1.9310
88	2007.01.05 13:32	t/p	44	0.10	1.9310	1.9430	1.9310	20.00	2187.78
89	2007.01.05 13:32	sell	45	0.10	1.9306	1.9406	1.9286
90	2007.01.05 15:53	t/p	45	0.10	1.9286	1.9406	1.9286	20.00	2207.78
91	2007.01.07 23:58	sell	46	0.10	1.9291	1.9391	1.9271
92	2007.01.08 00:47	t/p	46	0.10	1.9271	1.9391	1.9271	20.04	2227.82
93	2007.01.08 00:47	sell	47	0.10	1.9267	1.9367	1.9247
94	2007.01.08 00:58	sell	48	0.20	1.9285	1.9385	1.9265
95	2007.01.08 05:33	sell	49	0.30	1.9304	1.9404	1.9284
96	2007.01.08 06:56	sell	50	0.50	1.9322	1.9422	1.9302
97	2007.01.08 07:20	sell	51	0.80	1.9340	1.9440	1.9320
98	2007.01.08 07:35	t/p	51	0.80	1.9320	1.9440	1.9320	160.00	2387.82
99	2007.01.08 07:35	close	50	0.50	1.9319	1.9422	1.9302	15.00	2402.82
100	2007.01.08 07:35	close	49	0.30	1.9320	1.9404	1.9284	-48.00	2354.82
101	2007.01.08 07:35	close	48	0.20	1.9319	1.9385	1.9265	-68.00	2286.82
102	2007.01.08 07:35	close	47	0.10	1.9320	1.9367	1.9247	-53.00	2233.82
103	2007.01.08 07:35	buy	52	0.10	1.9319	1.9219	1.9339
104	2007.01.08 08:32	t/p	52	0.10	1.9339	1.9219	1.9339	20.00	2253.82
105	2007.01.08 09:00	buy	53	0.10	1.9342	1.9242	1.9362
106	2007.01.08 10:13	buy	54	0.20	1.9323	1.9223	1.9343
107	2007.01.08 13:38	buy	55	0.30	1.9304	1.9204	1.9324
108	2007.01.08 14:00	buy	56	0.50	1.9286	1.9186	1.9306
109	2007.01.08 14:12	t/p	56	0.50	1.9306	1.9186	1.9306	100.00	2353.82
110	2007.01.08 14:12	close	55	0.30	1.9306	1.9204	1.9324	6.00	2359.82
111	2007.01.08 14:12	close	54	0.20	1.9307	1.9223	1.9343	-32.00	2327.82
112	2007.01.08 14:12	close	53	0.10	1.9306	1.9242	1.9362	-36.00	2291.82
113	2007.01.08 14:12	sell	57	0.10	1.9307	1.9407	1.9287
114	2007.01.08 14:55	sell	58	0.20	1.9325	1.9425	1.9305
115	2007.01.08 14:58	sell	59	0.30	1.9344	1.9444	1.9324
116	2007.01.08 15:03	sell	60	0.50	1.9362	1.9462	1.9342
117	2007.01.08 16:48	sell	61	0.80	1.9380	1.9480	1.9360
118	2007.01.08 17:03	s/l	57	0.10	1.9407	1.9407	1.9287	-100.00	2191.82
119	2007.01.08 17:03	close	61	0.80	1.9408	1.9480	1.9360	-224.00	1967.82
120	2007.01.08 17:03	close	60	0.50	1.9409	1.9462	1.9342	-235.00	1732.82
121	2007.01.08 17:03	close	59	0.30	1.9408	1.9444	1.9324	-192.00	1540.82
122	2007.01.08 17:03	close	58	0.20	1.9409	1.9425	1.9305	-168.00	1372.82
123	2007.01.08 17:03	buy	62	0.10	1.9407	1.9307	1.9427
124	2007.01.08 17:11	buy	63	0.20	1.9389	1.9289	1.9409
125	2007.01.08 19:06	buy	64	0.30	1.9370	1.9270	1.9390
126	2007.01.08 22:26	t/p	64	0.30	1.9390	1.9270	1.9390	60.00	1432.82
127	2007.01.08 22:26	close	63	0.20	1.9390	1.9289	1.9409	2.00	1434.82
128	2007.01.08 22:26	close	62	0.10	1.9389	1.9307	1.9427	-18.00	1416.82
129	2007.01.08 22:26	buy	65	0.10	1.9394	1.9294	1.9414
130	2007.01.09 00:05	t/p	65	0.10	1.9414	1.9294	1.9414	19.89	1436.70
131	2007.01.09 00:05	buy	66	0.10	1.9418	1.9318	1.9438
132	2007.01.09 07:38	t/p	66	0.10	1.9438	1.9318	1.9438	20.00	1456.70
133	2007.01.09 07:38	buy	67	0.10	1.9443	1.9343	1.9463
134	2007.01.09 08:10	buy	68	0.20	1.9425	1.9325	1.9445
135	2007.01.09 14:21	buy	69	0.30	1.9407	1.9307	1.9427
136	2007.01.10 00:00	buy	70	0.50	1.9389	1.9289	1.9409
137	2007.01.10 00:13	buy	71	0.80	1.9370	1.9270	1.9390
138	2007.01.10 02:15	s/l	67	0.10	1.9343	1.9343	1.9463	-100.11	1356.59
139	2007.01.10 02:15	close	71	0.80	1.9343	1.9270	1.9390	-216.00	1140.59
140	2007.01.10 02:15	close	70	0.50	1.9342	1.9289	1.9409	-235.00	905.59
141	2007.01.10 02:15	close	69	0.30	1.9341	1.9307	1.9427	-198.35	707.24
142	2007.01.10 02:15	close	68	0.20	1.9342	1.9325	1.9445	-166.23	541.01
143	2007.01.10 07:00	buy	72	0.10	1.9396	1.9296	1.9416
144	2007.01.10 07:18	buy	73	0.20	1.9378	1.9278	1.9398
145	2007.01.10 07:37	t/p	73	0.20	1.9398	1.9278	1.9398	40.00	581.01
146	2007.01.10 07:37	close	72	0.10	1.9398	1.9296	1.9416	2.00	583.01
147	2007.01.10 07:37	buy	74	0.10	1.9401	1.9301	1.9421
148	2007.01.10 08:25	t/p	74	0.10	1.9421	1.9301	1.9421	20.00	603.01
149	2007.01.10 08:25	buy	75	0.10	1.9425	1.9325	1.9445
150	2007.01.10 08:38	buy	76	0.20	1.9407	1.9307	1.9427
151	2007.01.10 09:31	buy	77	0.30	1.9389	1.9289	1.9409
152	2007.01.10 15:15	s/l	75	0.10	1.9325	1.9325	1.9445	-100.00	503.01
153	2007.01.10 15:15	close	77	0.30	1.9325	1.9289	1.9409	-192.00	311.01
154	2007.01.10 15:15	close	76	0.20	1.9324	1.9307	1.9427	-166.00	145.01
155	2007.01.10 15:15	sell	78	0.10	1.9323	1.9423	1.9303
156	2007.01.11 12:01	s/l	78	0.10	1.9423	1.9423	1.9303	-99.88	45.13