Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		5 Minutes (M5) 2004.06.16 21:55 - 2007.02.23 00:00 (2004.06.16 - 2007.02.23)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		UseSATLFilter=true; ChandDist_Min=35; ChandDist_Max=100; UseChandIfTouched=false; WPR_Period=90; WPR_TopLevel=-5; WPR_BottomLevel=-95; TPPips=355; atr_for_tp=false; atr_period=14; atr_multiplier=100; AllowReentries=false; MaximumRisk=0;
Bars in test	197409	Ticks modelled	3711140	Modelling quality	89.95%
Initial deposit	10000.00
Total net profit	-20.71	Gross profit	24724.31	Gross loss	-24745.02
Profit factor	1.00	Expected payoff	-0.18
Absolute drawdown	4142.43	Maximal drawdown	4142.43 (41.42%)	Relative drawdown	41.42% (4142.43)
Total trades	116	Short positions (won %)	52 (21.15%)	Long positions (won %)	64 (32.81%)
		Profit trades (% of total)	32 (27.59%)	Loss trades (% of total)	84 (72.41%)
Largest		profit trade	3006.48	loss trade	-812.64
Average		profit trade	772.63	loss trade	-294.58
Maximum		consecutive wins (profit in money)	3 (1284.14)	consecutive losses (loss in money)	7 (-2004.92)
Maximal		consecutive profit (count of wins)	3006.48 (1)	consecutive loss (count of losses)	-2021.40 (5)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2004.07.01 11:05	sell	1	1.00	108.25	0.00	104.72
2	2004.07.02 03:00	close	1	1.00	108.84	0.00	104.72	-557.98	9442.02
3	2004.07.05 02:25	sell	2	1.00	108.62	0.00	105.09
4	2004.07.05 09:00	close	2	1.00	108.82	0.00	105.09	-183.78	9258.24
5	2004.07.12 12:20	sell	3	1.00	107.96	0.00	104.43
6	2004.07.13 02:00	close	3	1.00	108.60	0.00	104.43	-605.24	8653.01
7	2004.07.16 03:25	buy	4	1.00	109.67	0.00	113.20
8	2004.07.16 15:00	close	4	1.00	109.11	0.00	113.20	-513.24	8139.77
9	2004.07.19 00:40	sell	5	1.00	108.83	0.00	105.30
10	2004.07.20 07:00	close	5	1.00	108.67	0.00	105.30	131.33	8271.10
11	2004.07.28 01:20	buy	6	1.00	110.87	0.00	114.40
12	2004.07.30 10:00	close	6	1.00	111.67	0.00	114.40	754.58	9025.68
13	2004.08.03 23:30	sell	7	1.00	110.65	0.00	107.12
14	2004.08.04 05:00	close	7	1.00	111.19	0.00	107.12	-501.57	8524.11
15	2004.08.06 22:35	sell	8	1.00	110.45	0.00	106.92
16	2004.08.09 13:00	close	8	1.00	110.63	0.00	106.92	-178.62	8345.49
17	2004.08.13 13:55	buy	9	1.00	111.65	0.00	115.18
18	2004.08.13 15:00	close	9	1.00	110.75	0.00	115.18	-812.64	7532.85
19	2004.08.18 04:15	sell	10	1.00	110.11	0.00	106.58
20	2004.08.20 14:00	close	10	1.00	109.66	0.00	106.58	346.73	7879.58
21	2004.09.06 01:55	buy	11	1.00	110.32	0.00	113.85
22	2004.09.06 15:00	close	11	1.00	109.94	0.00	113.85	-345.64	7533.94
23	2004.09.08 01:25	sell	12	1.00	109.44	0.00	105.91
24	2004.09.09 10:00	close	12	1.00	109.58	0.00	105.91	-175.48	7358.46
25	2004.09.28 02:15	buy	13	1.00	111.18	0.00	114.71
26	2004.09.29 05:00	close	13	1.00	111.03	0.00	114.71	-125.56	7232.90
27	2004.10.01 01:50	sell	14	1.00	110.15	0.00	106.62
28	2004.10.01 11:00	close	14	1.00	110.43	0.00	106.62	-253.55	6979.35
29	2004.10.07 06:05	buy	15	1.00	111.25	0.00	114.78
30	2004.10.08 06:00	close	15	1.00	110.80	0.00	114.78	-396.59	6582.77
31	2004.10.20 02:00	sell	16	1.00	108.46	0.00	104.93
32	2004.10.27 00:00	close	16	1.00	106.94	0.00	104.93	1310.00	7892.76
33	2004.11.01 16:05	buy	17	1.00	106.24	0.00	109.77
34	2004.11.02 23:00	close	17	1.00	106.00	0.00	109.77	-216.87	7675.90
35	2004.11.08 12:40	sell	18	1.00	105.50	0.00	101.97
36	2004.11.10 02:00	close	18	1.00	105.86	0.00	101.97	-371.88	7304.02
37	2004.11.11 01:35	buy	19	1.00	106.90	0.00	110.43
38	2004.11.11 15:00	close	19	1.00	106.73	0.00	110.43	-159.27	7144.75
39	2004.11.15 09:10	sell	20	1.00	105.42	0.00	101.89
40	2004.11.18 16:00	close	20	1.00	104.29	0.00	101.89	1003.99	8148.75
41	2004.11.22 02:50	sell	21	1.00	103.24	0.00	99.71
42	2004.11.23 02:00	close	21	1.00	103.40	0.00	99.71	-170.65	7978.10
43	2004.12.16 01:35	sell	22	1.00	104.33	0.00	100.80
44	2004.12.16 16:00	close	22	1.00	104.18	0.00	100.80	143.99	8122.09
45	2005.01.07 02:15	buy	23	1.00	104.85	0.00	108.38
46	2005.01.07 11:00	close	23	1.00	104.36	0.00	108.38	-469.53	7652.56
47	2005.01.12 02:40	sell	24	1.00	103.44	0.00	99.91
48	2005.01.13 12:00	close	24	1.00	102.69	0.00	99.91	682.64	8335.20
49	2005.01.18 17:35	buy	25	1.00	102.53	0.00	106.06
50	2005.01.19 16:00	close	25	1.00	102.20	0.00	106.06	-313.36	8021.84
51	2005.01.20 03:00	buy	26	1.00	102.57	0.00	106.10
52	2005.01.21 17:00	close	26	1.00	103.24	0.00	106.10	658.51	8680.36
53	2005.01.24 03:40	sell	27	1.00	102.89	0.00	99.36
54	2005.01.25 08:00	close	27	1.00	103.07	0.00	99.36	-190.55	8489.81
55	2005.01.26 00:00	buy	28	1.00	103.98	0.00	107.51
56	2005.01.26 06:00	close	28	1.00	103.41	0.00	107.51	-551.20	7938.61
57	2005.01.27 01:50	sell	29	1.00	103.17	0.00	99.64
58	2005.01.27 12:00	close	29	1.00	103.45	0.00	99.64	-270.66	7667.95
59	2005.02.03 11:10	buy	30	1.00	104.02	0.00	107.55
60	2005.02.04 11:00	close	30	1.00	104.23	0.00	107.55	211.02	7878.97
61	2005.02.14 13:00	sell	31	1.00	104.98	0.00	101.45
62	2005.02.15 03:00	close	31	1.00	105.36	0.00	101.45	-376.57	7502.41
63	2005.02.16 01:10	sell	32	1.00	104.64	0.00	101.11
64	2005.02.16 07:00	close	32	1.00	105.11	0.00	101.11	-447.15	7055.26
65	2005.02.23 00:55	sell	33	1.00	104.26	0.00	100.73
66	2005.02.23 04:00	close	33	1.00	104.61	0.00	100.73	-334.57	6720.69
67	2005.02.25 02:25	buy	34	1.00	105.32	0.00	108.85
68	2005.02.28 01:00	close	34	1.00	104.83	0.00	108.85	-457.88	6262.81
69	2005.03.10 00:35	sell	35	1.00	104.05	0.00	100.52
70	2005.03.14 03:00	close	35	1.00	104.44	0.00	100.52	-405.24	5857.57
71	2005.03.23 06:50	buy	36	1.00	105.32	0.00	108.85
72	2005.03.31 10:00	close	36	1.00	106.95	0.00	108.85	1619.51	7477.09
73	2005.03.31 17:10	sell	37	1.00	107.07	0.00	103.54
74	2005.04.01 03:00	close	37	1.00	107.40	0.00	103.54	-323.18	7153.91
75	2005.04.07 04:05	buy	38	1.00	108.55	0.00	112.08
76	2005.04.07 10:00	close	38	1.00	108.21	0.00	112.08	-314.20	6839.71
77	2005.04.26 04:25	sell	39	1.00	105.82	0.00	102.29
78	2005.04.26 17:00	close	39	1.00	106.06	0.00	102.29	-226.29	6613.42
79	2005.05.13 02:25	buy	40	1.00	106.70	0.00	110.23
80	2005.05.16 16:00	close	40	1.00	107.25	0.00	110.23	522.36	7135.79
81	2005.05.19 02:35	sell	41	1.00	107.12	0.00	103.59
82	2005.05.19 15:00	close	41	1.00	107.41	0.00	103.59	-269.99	6865.80
83	2005.05.23 02:45	buy	42	1.00	108.12	0.00	111.65
84	2005.05.23 15:00	close	42	1.00	107.88	0.00	111.65	-222.46	6643.34
85	2005.06.06 23:25	sell	43	1.00	106.91	0.00	103.38
86	2005.06.08 19:00	close	43	1.00	106.98	0.00	103.38	-97.25	6546.09
87	2005.06.09 03:10	buy	44	1.00	107.16	0.00	110.69
88	2005.06.14 15:00	close	44	1.00	109.15	0.00	110.69	1851.81	8397.91
89	2005.06.22 03:20	sell	45	1.00	108.53	0.00	105.00
90	2005.06.22 12:00	close	45	1.00	108.78	0.00	105.00	-229.82	8168.09
91	2005.06.30 23:55	buy	46	1.00	110.78	0.00	114.31
92	2005.07.06 01:00	close	46	1.00	111.57	0.00	114.31	746.25	8914.33
93	2005.07.13 02:10	sell	47	1.00	111.10	0.00	107.57
94	2005.07.13 09:00	close	47	1.00	111.29	0.00	107.57	-170.73	8743.60
95	2005.07.13 23:05	buy	48	1.00	111.84	0.00	115.37
96	2005.07.15 10:00	close	48	1.00	111.79	0.00	115.37	-6.55	8737.05
97	2005.07.19 20:40	buy	49	1.00	112.73	0.00	116.26
98	2005.07.20 21:00	close	49	1.00	112.71	0.00	116.26	-8.20	8728.86
99	2005.07.22 02:20	sell	50	1.00	110.76	0.00	107.23
100	2005.07.22 13:00	close	50	1.00	111.09	0.00	107.23	-297.05	8431.81
101	2005.08.02 21:30	sell	51	1.00	111.47	0.00	107.94
102	2005.08.03 04:00	close	51	1.00	111.80	0.00	107.94	-311.08	8120.73
103	2005.08.04 02:10	sell	52	1.00	111.19	0.00	107.66
104	2005.08.04 13:00	close	52	1.00	111.46	0.00	107.66	-242.24	7878.49
105	2005.08.12 03:30	sell	53	1.00	109.93	0.00	106.40
106	2005.08.16 18:00	close	53	1.00	109.54	0.00	106.40	324.21	8202.70
107	2005.08.30 20:30	buy	54	1.00	111.34	0.00	114.87
108	2005.08.31 18:00	close	54	1.00	110.87	0.00	114.87	-414.38	7788.33
109	2005.09.21 18:25	sell	55	1.00	111.43	0.00	107.90
110	2005.09.22 04:00	close	55	1.00	111.73	0.00	107.90	-316.22	7472.11
111	2005.09.28 00:55	buy	56	1.00	113.24	0.00	116.77
112	2005.09.29 06:00	close	56	1.00	112.87	0.00	116.77	-299.18	7172.93
113	2005.10.17 01:00	sell	57	1.00	114.25	0.00	110.72
114	2005.10.17 12:00	close	57	1.00	114.65	0.00	110.72	-348.89	6824.04
115	2005.10.24 06:35	buy	58	1.00	115.85	0.00	119.38
116	2005.10.24 15:00	close	58	1.00	115.57	0.00	119.38	-242.28	6581.76
117	2005.10.27 02:30	buy	59	1.00	115.74	0.00	119.27
118	2005.10.27 06:00	close	59	1.00	115.47	0.00	119.27	-233.83	6347.93
119	2005.10.31 06:30	buy	60	1.00	115.64	0.00	119.17
120	2005.11.07 12:00	close	60	1.00	117.75	0.00	119.17	1858.74	8206.67
121	2005.11.08 23:50	sell	61	1.00	117.34	0.00	113.81
122	2005.11.09 19:00	close	61	1.00	117.74	0.00	113.81	-355.65	7851.02
123	2005.11.11 01:15	buy	62	1.00	117.86	0.00	121.39
124	2005.11.15 18:00	close	62	1.00	118.92	0.00	121.39	910.45	8761.47
125	2005.11.17 23:20	sell	63	1.00	118.88	0.00	115.35
126	2005.11.18 09:00	close	63	1.00	119.26	0.00	115.35	-334.54	8426.93
127	2005.12.05 10:10	buy	64	1.00	121.12	0.00	124.65
128	2005.12.05 19:00	close	64	1.00	120.75	0.00	124.65	-306.42	8120.51
129	2005.12.13 00:50	sell	65	1.00	119.92	0.00	116.39
130	2005.12.13 10:00	close	65	1.00	120.18	0.00	116.39	-216.35	7904.16
131	2005.12.14 23:35	sell	66	1.00	117.52	0.00	113.99
132	2005.12.19 07:00	close	66	1.00	116.39	0.00	113.99	891.33	8795.50
133	2005.12.21 01:55	buy	67	1.00	116.96	0.00	120.49
134	2005.12.22 15:00	close	67	1.00	117.10	0.00	120.49	148.18	8943.68
135	2005.12.26 06:30	sell	68	1.00	116.48	0.00	112.95
136	2005.12.27 02:00	close	68	1.00	117.01	0.00	112.95	-468.86	8474.82
137	2006.01.03 12:40	sell	69	1.00	117.35	0.00	113.82
138	2006.01.09 01:59	t/p	69	1.00	113.82	0.00	113.82	3006.48	11481.31
139	2006.01.09 09:00	sell	70	1.00	114.28	0.00	110.75
140	2006.01.10 04:00	close	70	1.00	114.72	0.00	110.75	-399.45	11081.86
141	2006.01.17 23:35	buy	71	1.00	115.39	0.00	118.92
142	2006.01.18 10:00	close	71	1.00	115.13	0.00	118.92	-216.30	10865.56
143	2006.01.23 18:10	sell	72	1.00	114.70	0.00	111.17
144	2006.01.25 00:00	close	72	1.00	114.88	0.00	111.17	-188.51	10677.06
145	2006.01.26 02:25	buy	73	1.00	115.52	0.00	119.05
146	2006.01.31 09:00	close	73	1.00	117.17	0.00	119.05	1436.84	12113.90
147	2006.02.02 17:25	buy	74	1.00	118.33	0.00	121.86
148	2006.02.06 04:00	close	74	1.00	118.56	0.00	121.86	213.08	12326.98
149	2006.02.07 03:55	buy	75	1.00	118.97	0.00	122.50
150	2006.02.07 09:00	close	75	1.00	118.45	0.00	122.50	-439.00	11887.98
151	2006.02.16 05:45	buy	76	1.00	117.78	0.00	121.31
152	2006.02.16 22:00	close	76	1.00	117.67	0.00	121.31	-93.49	11794.49
153	2006.02.20 00:00	buy	77	1.00	118.26	0.00	121.79
154	2006.02.22 15:00	close	77	1.00	118.41	0.00	121.79	145.77	11940.26
155	2006.03.07 04:00	buy	78	1.00	117.47	0.00	121.00
156	2006.03.08 03:00	close	78	1.00	117.34	0.00	121.00	-101.25	11839.02
157	2006.03.09 17:10	sell	79	1.00	117.66	0.00	114.13
158	2006.03.09 19:00	close	79	1.00	118.22	0.00	114.13	-473.69	11365.33
159	2006.03.13 02:45	buy	80	1.00	118.78	0.00	122.31
160	2006.03.14 02:00	close	80	1.00	118.41	0.00	122.31	-302.93	11062.40
161	2006.03.15 01:10	sell	81	1.00	117.71	0.00	114.18
162	2006.03.16 08:00	close	81	1.00	117.83	0.00	114.18	-149.56	10912.84
163	2006.03.20 00:55	sell	82	1.00	116.14	0.00	112.61
164	2006.03.20 23:00	close	82	1.00	116.39	0.00	112.61	-214.80	10698.04
165	2006.03.29 06:10	buy	83	1.00	117.75	0.00	121.28
166	2006.03.30 12:00	close	83	1.00	117.26	0.00	121.28	-389.25	10308.79
167	2006.04.03 15:55	buy	84	1.00	118.26	0.00	121.79
168	2006.04.03 18:00	close	84	1.00	117.82	0.00	121.79	-373.45	9935.34
169	2006.04.04 23:10	sell	85	1.00	117.55	0.00	114.02
170	2006.04.05 12:00	close	85	1.00	117.49	0.00	114.02	35.16	9970.50
171	2006.04.06 21:50	buy	86	1.00	117.62	0.00	121.15
172	2006.04.11 22:00	close	86	1.00	118.21	0.00	121.15	527.74	10498.25
173	2006.04.18 01:00	sell	87	1.00	117.82	0.00	114.29
174	2006.04.18 10:00	close	87	1.00	118.07	0.00	114.29	-211.74	10286.51
175	2006.04.19 09:45	sell	88	1.00	117.16	0.00	113.63
176	2006.04.19 16:00	close	88	1.00	117.76	0.00	113.63	-509.51	9777.00
177	2006.04.28 02:10	sell	89	1.00	114.24	0.00	110.71
178	2006.05.01 21:00	close	89	1.00	113.27	0.00	110.71	840.45	10617.45
179	2006.05.18 03:40	buy	90	1.00	110.68	0.00	114.21
180	2006.05.22 18:00	close	90	1.00	111.63	0.00	114.21	870.11	11487.56
181	2006.05.25 05:45	buy	91	1.00	112.67	0.00	116.20
182	2006.05.25 14:00	close	91	1.00	112.12	0.00	116.20	-490.54	10997.02
183	2006.05.26 03:25	sell	92	1.00	111.91	0.00	108.38
184	2006.05.26 16:00	close	92	1.00	112.60	0.00	108.38	-612.79	10384.23
185	2006.05.29 01:05	buy	93	1.00	112.47	0.00	116.00
186	2006.05.29 11:00	close	93	1.00	112.31	0.00	116.00	-142.46	10241.77
187	2006.06.05 02:45	sell	94	1.00	111.75	0.00	108.22
188	2006.06.05 21:00	close	94	1.00	112.07	0.00	108.22	-285.54	9956.23
189	2006.06.06 08:55	buy	95	1.00	112.22	0.00	115.75
190	2006.06.09 07:00	close	95	1.00	113.86	0.00	115.75	1488.09	11444.32
191	2006.06.14 03:15	buy	96	1.00	115.09	0.00	118.62
192	2006.06.14 16:00	close	96	1.00	114.68	0.00	118.62	-357.52	11086.80
193	2006.06.23 01:50	buy	97	1.00	116.04	0.00	119.57
194	2006.06.27 02:00	close	97	1.00	116.04	0.00	119.57	19.09	11105.89
195	2006.07.06 00:55	buy	98	1.00	115.60	0.00	119.13
196	2006.07.06 15:00	close	98	1.00	115.31	0.00	119.13	-251.50	10854.39
197	2006.07.13 00:50	buy	99	1.00	115.38	0.00	118.91
198	2006.07.13 10:00	close	99	1.00	115.12	0.00	118.91	-225.85	10628.54
199	2006.07.18 01:25	buy	100	1.00	117.03	0.00	120.56
200	2006.07.18 10:00	close	100	1.00	116.88	0.00	120.56	-128.34	10500.20
201	2006.08.04 22:55	sell	101	1.00	114.45	0.00	110.92
202	2006.08.07 09:00	close	101	1.00	114.72	0.00	110.92	-251.27	10248.93
203	2006.08.23 01:05	buy	102	1.00	116.47	0.00	120.00
204	2006.08.23 09:00	close	102	1.00	116.23	0.00	120.00	-206.48	10042.45
205	2006.08.28 02:40	buy	103	1.00	117.25	0.00	120.78
206	2006.08.28 11:00	close	103	1.00	116.96	0.00	120.78	-247.95	9794.50
207	2006.09.01 03:05	buy	104	1.00	117.33	0.00	120.86
208	2006.09.01 21:00	close	104	1.00	117.06	0.00	120.86	-230.65	9563.85
209	2006.09.11 02:10	buy	105	1.00	116.78	0.00	120.31
210	2006.09.13 12:00	close	105	1.00	117.63	0.00	120.31	741.69	10305.54
211	2006.09.18 09:45	buy	106	1.00	117.81	0.00	121.34
212	2006.09.19 10:00	close	106	1.00	117.66	0.00	121.34	-117.94	10187.61
213	2006.09.22 05:40	sell	107	1.00	116.42	0.00	112.89
214	2006.09.25 03:00	close	107	1.00	116.63	0.00	112.89	-195.97	9991.64
215	2006.09.27 03:40	buy	108	1.00	116.96	0.00	120.49
216	2006.10.02 16:00	close	108	1.00	117.77	0.00	120.49	735.50	10727.14
217	2006.10.09 02:50	buy	109	1.00	118.87	0.00	122.40
218	2006.10.11 13:00	close	109	1.00	119.41	0.00	122.40	471.32	11198.46
219	2006.11.06 00:39	buy	110	1.00	117.96	0.00	121.49
220	2006.11.07 05:00	close	110	1.00	118.04	0.00	121.49	77.31	11275.77
221	2006.11.14 00:05	buy	111	1.00	118.05	0.00	121.58
222	2006.11.14 01:00	close	111	1.00	117.61	0.00	121.58	-374.12	10901.65
223	2006.11.15 18:55	buy	112	1.00	117.99	0.00	121.52
224	2006.11.17 16:00	close	112	1.00	117.94	0.00	121.52	-4.21	10897.44
225	2006.11.30 03:15	buy	113	1.00	116.18	0.00	119.71
226	2006.11.30 17:00	close	113	1.00	115.65	0.00	119.71	-458.27	10439.17
227	2006.12.21 01:05	buy	114	1.00	118.33	0.00	121.86
228	2006.12.21 11:00	close	114	1.00	118.05	0.00	121.86	-237.18	10201.99
229	2007.01.04 01:20	buy	115	1.00	119.35	0.00	122.88
230	2007.01.04 14:00	close	115	1.00	119.09	0.00	122.88	-218.33	9983.66
231	2007.01.18 20:50	buy	116	1.00	121.21	0.00	124.74
232	2007.01.23 14:00	close	116	1.00	121.17	0.00	124.74	-4.38	9979.29