Symbol		GBPJPY (Great Britain Pound vs Japanese Yen)
Period		1 Hour (H1) 2006.10.31 23:00 - 2007.03.15 05:00
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		Level=50; SL=100; Lotdedepart=0.01; slippage=3;
Bars in test	2323	Ticks modelled	1697040	Modelling quality	61.78%
Initial deposit	260.00
Total net profit	82.37	Gross profit	548.40	Gross loss	-466.03
Profit factor	1.18	Expected payoff	0.67
Absolute drawdown	105.86	Maximal drawdown	149.19 (49.18%)	Relative drawdown	49.18% (149.19)
Total trades	123	Short positions (won %)	58 (37.93%)	Long positions (won %)	65 (43.08%)
		Profit trades (% of total)	50 (40.65%)	Loss trades (% of total)	73 (59.35%)
Largest		profit trade	32.33	loss trade	-9.59
Average		profit trade	10.97	loss trade	-6.38
Maximum		consecutive wins (profit in money)	3 (55.60)	consecutive losses (loss in money)	7 (-52.44)
Maximal		consecutive profit (count of wins)	55.60 (3)	consecutive loss (count of losses)	-52.44 (7)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.11.01 09:31	buy	1	0.01	223.54	222.54	0.00
2	2006.11.09 11:00	buy	2	0.01	224.95	223.95	0.00
3	2006.11.14 00:00	s/l	2	0.01	223.95	223.95	0.00	-7.91	252.09
4	2006.11.14 08:00	close	1	0.01	223.67	222.54	0.00	3.77	255.86
5	2006.11.14 08:00	sell	3	0.01	223.67	224.67	0.00
6	2006.11.20 10:00	close	3	0.01	223.96	224.67	0.00	-4.06	251.80
7	2006.11.20 10:00	buy	4	0.01	223.96	222.96	0.00
8	2006.11.22 15:09	s/l	4	0.01	222.96	222.96	0.00	-8.12	243.68
9	2006.11.23 10:00	sell	5	0.01	222.53	223.53	0.00
10	2006.11.24 08:39	s/l	5	0.01	223.53	223.53	0.00	-8.79	234.88
11	2006.11.24 09:00	buy	6	0.01	223.91	222.91	0.00
12	2006.11.27 10:00	buy	7	0.01	225.01	224.01	0.00
13	2006.11.28 08:00	buy	8	0.01	225.57	224.57	0.00
14	2006.11.28 10:00	buy	9	0.01	226.16	225.16	0.00
15	2006.11.28 10:00	close	9	0.01	226.07	225.16	0.00	-0.77	234.11
16	2006.11.28 10:00	close	8	0.01	226.07	224.57	0.00	4.27	238.38
17	2006.11.28 10:00	close	7	0.01	226.07	224.01	0.00	9.25	247.63
18	2006.11.28 10:00	close	6	0.01	226.07	222.91	0.00	18.84	266.47
19	2006.11.28 10:00	sell	10	0.01	226.07	227.07	0.00
20	2006.11.29 12:24	s/l	10	0.01	227.07	227.07	0.00	-8.79	257.68
21	2006.11.30 10:00	buy	11	0.01	227.52	226.52	0.00
22	2006.12.05 08:00	close	11	0.01	227.13	226.52	0.00	-2.71	254.96
23	2006.12.05 08:00	sell	12	0.01	227.13	228.13	0.00
24	2006.12.06 06:00	sell	13	0.01	225.95	226.95	0.00
25	2006.12.08 15:19	s/l	13	0.01	226.95	226.95	0.00	-9.59	245.37
26	2006.12.08 16:00	close	12	0.01	227.21	228.13	0.00	-2.01	243.37
27	2006.12.08 16:00	buy	14	0.01	227.21	226.21	0.00
28	2006.12.11 15:00	buy	15	0.01	228.56	227.56	0.00
29	2006.12.11 22:00	buy	16	0.01	229.07	228.07	0.00
30	2006.12.12 12:00	buy	17	0.01	229.63	228.63	0.00
31	2006.12.12 12:00	close	17	0.01	229.54	228.63	0.00	-0.76	242.61
32	2006.12.12 12:00	close	16	0.01	229.54	228.07	0.00	4.22	246.82
33	2006.12.12 12:00	close	15	0.01	229.54	227.56	0.00	8.58	255.40
34	2006.12.12 12:00	close	14	0.01	229.54	226.21	0.00	20.29	275.69
35	2006.12.12 12:00	sell	18	0.01	229.54	230.54	0.00
36	2006.12.13 01:39	s/l	18	0.01	230.54	230.54	0.00	-8.79	266.89
37	2006.12.13 10:00	buy	19	0.01	230.76	229.76	0.00
38	2006.12.15 15:24	s/l	19	0.01	229.76	229.76	0.00	-7.71	259.19
39	2006.12.15 16:00	sell	20	0.01	229.69	230.69	0.00
40	2006.12.18 00:45	s/l	20	0.01	230.69	230.69	0.00	-8.79	250.39
41	2006.12.18 06:00	buy	21	0.01	230.86	229.86	0.00
42	2006.12.18 10:25	s/l	21	0.01	229.86	229.86	0.00	-8.53	241.86
43	2006.12.18 12:00	sell	22	0.01	229.65	230.65	0.00
44	2006.12.19 07:49	s/l	22	0.01	230.65	230.65	0.00	-8.79	233.07
45	2006.12.19 08:00	buy	23	0.01	231.00	230.00	0.00
46	2006.12.19 19:00	buy	24	0.01	232.31	231.31	0.00
47	2006.12.20 01:00	buy	25	0.01	233.24	232.24	0.00
48	2006.12.21 10:01	s/l	25	0.01	232.24	232.24	0.00	-7.91	225.15
49	2006.12.21 12:00	close	24	0.01	231.99	231.31	0.00	-1.91	223.24
50	2006.12.21 12:00	close	23	0.01	231.99	230.00	0.00	9.27	232.52
51	2006.12.21 12:00	sell	26	0.01	231.99	232.99	0.00
52	2006.12.22 10:48	s/l	26	0.01	232.99	232.99	0.00	-8.79	223.72
53	2006.12.28 13:00	buy	27	0.01	233.41	232.41	0.00
54	2007.01.02 16:00	buy	28	0.01	234.47	233.47	0.00
55	2007.01.03 14:52	s/l	28	0.01	233.47	233.47	0.00	-8.33	215.39
56	2007.01.03 15:00	close	27	0.01	233.36	232.41	0.00	0.40	215.79
57	2007.01.03 15:00	sell	29	0.01	233.36	234.36	0.00
58	2007.01.04 09:00	sell	30	0.01	231.87	232.87	0.00
59	2007.01.04 21:00	sell	31	0.01	231.35	232.35	0.00
60	2007.01.05 00:00	sell	32	0.01	230.82	231.82	0.00
61	2007.01.05 00:00	close	32	0.01	230.91	231.82	0.00	-0.77	215.02
62	2007.01.05 00:00	close	31	0.01	230.91	232.35	0.00	3.48	218.50
63	2007.01.05 00:00	close	30	0.01	230.91	232.87	0.00	7.92	226.43
64	2007.01.05 00:00	close	29	0.01	230.91	234.36	0.00	19.84	246.27
65	2007.01.05 00:00	buy	33	0.01	230.91	229.91	0.00
66	2007.01.05 00:54	s/l	33	0.01	229.91	229.91	0.00	-8.53	237.74
67	2007.01.05 01:00	sell	34	0.01	229.68	230.68	0.00
68	2007.01.08 01:00	sell	35	0.01	228.17	229.17	0.00
69	2007.01.08 11:19	s/l	35	0.01	229.17	229.17	0.00	-8.53	229.21
70	2007.01.08 13:00	close	34	0.01	229.44	230.68	0.00	1.78	230.99
71	2007.01.08 13:00	buy	36	0.01	229.44	228.44	0.00
72	2007.01.09 01:00	buy	37	0.01	230.85	229.85	0.00
73	2007.01.09 09:00	buy	38	0.01	231.47	230.47	0.00
74	2007.01.11 08:00	buy	39	0.01	232.09	231.09	0.00
75	2007.01.11 08:00	close	39	0.01	232.00	231.09	0.00	-0.77	230.22
76	2007.01.11 08:00	close	38	0.01	232.00	230.47	0.00	5.34	235.57
77	2007.01.11 08:00	close	37	0.01	232.00	229.85	0.00	10.63	246.20
78	2007.01.11 08:00	close	36	0.01	232.00	228.44	0.00	22.87	269.07
79	2007.01.11 08:00	sell	40	0.01	232.00	233.00	0.00
80	2007.01.11 09:09	s/l	40	0.01	233.00	233.00	0.00	-8.53	260.54
81	2007.01.11 10:00	buy	41	0.01	233.24	232.24	0.00
82	2007.01.12 14:00	buy	42	0.01	235.31	234.31	0.00
83	2007.01.12 16:00	buy	43	0.01	235.91	234.91	0.00
84	2007.01.15 09:00	buy	44	0.01	236.58	235.58	0.00
85	2007.01.15 09:00	close	44	0.01	236.49	235.58	0.00	-0.77	259.77
86	2007.01.15 09:00	close	43	0.01	236.49	234.91	0.00	5.16	264.92
87	2007.01.15 09:00	close	42	0.01	236.49	234.31	0.00	10.28	275.20
88	2007.01.15 09:00	close	41	0.01	236.49	232.24	0.00	28.14	303.34
89	2007.01.15 09:00	sell	45	0.01	236.49	237.49	0.00
90	2007.01.17 15:22	s/l	45	0.01	237.49	237.49	0.00	-9.06	294.28
91	2007.01.17 16:00	buy	46	0.01	237.60	236.60	0.00
92	2007.01.18 07:00	buy	47	0.01	238.95	237.95	0.00
93	2007.01.18 09:00	buy	48	0.01	240.01	239.01	0.00
94	2007.01.18 12:19	s/l	48	0.01	239.01	239.01	0.00	-8.53	285.75
95	2007.01.18 13:00	close	47	0.01	238.69	237.95	0.00	-2.22	283.53
96	2007.01.18 13:00	close	46	0.01	238.69	236.60	0.00	9.92	293.44
97	2007.01.18 13:00	sell	49	0.01	238.69	239.69	0.00
98	2007.01.19 02:01	s/l	49	0.01	239.69	239.69	0.00	-8.79	284.65
99	2007.01.22 10:00	buy	50	0.01	239.87	238.87	0.00
100	2007.01.23 10:00	buy	51	0.01	240.95	239.95	0.00
101	2007.01.24 06:36	s/l	51	0.01	239.95	239.95	0.00	-8.32	276.32
102	2007.01.24 06:54	s/l	50	0.01	238.87	238.87	0.00	-8.12	268.21
103	2007.01.24 07:00	sell	52	0.01	238.96	239.96	0.00
104	2007.01.24 09:54	s/l	52	0.01	239.96	239.96	0.00	-8.53	259.68
105	2007.01.24 10:00	buy	53	0.01	240.03	239.03	0.00
106	2007.01.24 13:53	s/l	53	0.01	239.03	239.03	0.00	-8.53	251.15
107	2007.01.24 14:00	sell	54	0.01	238.82	239.82	0.00
108	2007.01.25 03:00	sell	55	0.01	236.75	237.75	0.00
109	2007.01.25 08:09	s/l	55	0.01	237.75	237.75	0.00	-8.53	242.62
110	2007.01.25 12:00	close	54	0.01	238.09	239.82	0.00	5.44	248.05
111	2007.01.25 12:00	buy	56	0.01	238.09	237.09	0.00
112	2007.01.26 15:00	close	56	0.01	237.67	237.09	0.00	-3.37	244.68
113	2007.01.26 15:00	sell	57	0.01	237.67	238.67	0.00
114	2007.01.29 06:42	s/l	57	0.01	238.67	238.67	0.00	-8.79	235.88
115	2007.01.29 08:00	buy	58	0.01	238.86	237.86	0.00
116	2007.01.30 16:00	close	58	0.01	238.30	237.86	0.00	-4.57	231.31
117	2007.01.30 16:00	sell	59	0.01	238.30	239.30	0.00
118	2007.01.31 16:00	sell	60	0.01	236.67	237.67	0.00
119	2007.02.01 16:16	s/l	60	0.01	237.67	237.67	0.00	-9.32	221.98
120	2007.02.02 01:00	close	59	0.01	237.77	239.30	0.00	3.19	225.18
121	2007.02.02 01:00	buy	61	0.01	237.77	236.77	0.00
122	2007.02.05 06:00	close	61	0.01	237.13	236.77	0.00	-5.25	219.92
123	2007.02.05 06:00	sell	62	0.01	237.13	238.13	0.00
124	2007.02.05 13:00	sell	63	0.01	236.07	237.07	0.00
125	2007.02.05 15:00	sell	64	0.01	235.54	236.54	0.00
126	2007.02.06 08:19	s/l	64	0.01	236.54	236.54	0.00	-8.79	211.13
127	2007.02.06 10:00	close	63	0.01	236.83	237.07	0.00	-6.75	204.38
128	2007.02.06 10:00	close	62	0.01	236.83	238.13	0.00	2.29	206.68
129	2007.02.06 10:00	buy	65	0.01	236.83	235.83	0.00
130	2007.02.08 03:00	buy	66	0.01	238.27	237.27	0.00
131	2007.02.08 15:03	s/l	66	0.01	237.27	237.27	0.00	-8.53	198.15
132	2007.02.08 18:00	close	65	0.01	237.10	235.83	0.00	3.12	201.27
133	2007.02.08 18:00	sell	67	0.01	237.10	238.10	0.00
134	2007.02.11 23:00	s/l	67	0.01	238.10	238.10	0.00	-8.79	192.47
135	2007.02.11 23:00	buy	68	0.01	238.29	237.29	0.00
136	2007.02.12 10:14	s/l	68	0.01	237.29	237.29	0.00	-8.32	184.15
137	2007.02.12 11:00	sell	69	0.01	237.07	238.07	0.00
138	2007.02.13 10:00	sell	70	0.01	235.73	236.73	0.00
139	2007.02.14 08:39	s/l	70	0.01	236.73	236.73	0.00	-8.79	175.35
140	2007.02.14 13:00	close	69	0.01	236.93	238.07	0.00	0.66	176.01
141	2007.02.14 13:00	buy	71	0.01	236.93	235.93	0.00
142	2007.02.14 23:52	s/l	71	0.01	235.93	235.93	0.00	-8.53	167.48
143	2007.02.15 02:00	sell	72	0.01	235.55	236.55	0.00
144	2007.02.15 16:00	sell	73	0.01	233.38	234.38	0.00
145	2007.02.15 21:00	sell	74	0.01	232.72	233.72	0.00
146	2007.02.19 17:28	s/l	74	0.01	233.72	233.72	0.00	-9.06	158.42
147	2007.02.19 18:00	close	73	0.01	233.82	234.38	0.00	-4.28	154.14
148	2007.02.19 18:00	close	72	0.01	233.82	236.55	0.00	14.23	168.37
149	2007.02.19 18:00	buy	75	0.01	233.82	232.82	0.00
150	2007.02.20 15:00	buy	76	0.01	235.03	234.03	0.00
151	2007.02.21 03:50	s/l	76	0.01	234.03	234.03	0.00	-8.33	160.04
152	2007.02.21 08:00	buy	77	0.01	235.72	234.72	0.00
153	2007.02.21 16:00	buy	78	0.01	236.23	235.23	0.00
154	2007.02.21 16:00	close	78	0.01	236.14	235.23	0.00	-0.76	159.28
155	2007.02.21 16:00	close	77	0.01	236.14	234.72	0.00	3.59	162.87
156	2007.02.21 16:00	close	75	0.01	236.14	232.82	0.00	20.21	183.08
157	2007.02.21 16:00	sell	79	0.01	236.14	237.14	0.00
158	2007.02.22 15:53	s/l	79	0.01	237.14	237.14	0.00	-9.32	173.76
159	2007.02.22 17:00	buy	80	0.01	237.42	236.42	0.00
160	2007.02.26 09:00	close	80	0.01	236.72	236.42	0.00	-5.56	168.20
161	2007.02.26 09:00	sell	81	0.01	236.72	237.72	0.00
162	2007.02.27 08:00	sell	82	0.01	235.05	236.05	0.00
163	2007.02.27 11:00	sell	83	0.01	234.31	235.31	0.00
164	2007.02.27 14:00	sell	84	0.01	233.27	234.27	0.00
165	2007.02.27 14:00	close	84	0.01	233.36	234.27	0.00	-0.77	167.43
166	2007.02.27 14:00	close	83	0.01	233.36	235.31	0.00	8.10	175.53
167	2007.02.27 14:00	close	82	0.01	233.36	236.05	0.00	14.41	189.94
168	2007.02.27 14:00	close	81	0.01	233.36	237.72	0.00	28.40	218.33
169	2007.02.27 14:00	buy	85	0.01	233.36	232.36	0.00
170	2007.02.27 19:44	s/l	85	0.01	232.36	232.36	0.00	-8.54	209.79
171	2007.02.27 20:00	sell	86	0.01	231.98	232.98	0.00
172	2007.02.28 01:39	s/l	86	0.01	232.98	232.98	0.00	-8.79	201.00
173	2007.02.28 02:00	buy	87	0.01	232.68	231.68	0.00
174	2007.02.28 06:00	s/l	87	0.01	231.68	231.68	0.00	-8.53	192.47
175	2007.02.28 09:00	sell	88	0.01	231.47	232.47	0.00
176	2007.02.28 13:08	s/l	88	0.01	232.47	232.47	0.00	-8.53	183.94
177	2007.02.28 21:00	buy	89	0.01	232.58	231.58	0.00
178	2007.03.01 04:00	close	89	0.01	232.00	231.58	0.00	-4.33	179.60
179	2007.03.01 04:00	sell	90	0.01	232.00	233.00	0.00
180	2007.03.01 15:00	sell	91	0.01	229.78	230.78	0.00
181	2007.03.02 10:00	sell	92	0.01	229.25	230.25	0.00
182	2007.03.02 12:00	sell	93	0.01	228.09	229.09	0.00
183	2007.03.02 12:00	close	93	0.01	228.18	229.09	0.00	-0.77	178.83
184	2007.03.02 12:00	close	92	0.01	228.18	230.25	0.00	9.13	187.96
185	2007.03.02 12:00	close	91	0.01	228.18	230.78	0.00	13.39	201.35
186	2007.03.02 12:00	close	90	0.01	228.18	233.00	0.00	32.33	233.67
187	2007.03.02 12:00	buy	94	0.01	228.18	227.18	0.00
188	2007.03.02 12:26	s/l	94	0.01	227.18	227.18	0.00	-8.53	225.14
189	2007.03.02 14:00	sell	95	0.01	226.88	227.88	0.00
190	2007.03.02 14:42	s/l	95	0.01	227.88	227.88	0.00	-8.53	216.61
191	2007.03.05 01:00	sell	96	0.01	223.31	224.31	0.00
192	2007.03.05 07:00	sell	97	0.01	222.65	223.65	0.00
193	2007.03.05 08:00	sell	98	0.01	221.65	222.65	0.00
194	2007.03.05 08:00	close	98	0.01	221.74	222.65	0.00	-0.77	215.84
195	2007.03.05 08:00	close	97	0.01	221.74	223.65	0.00	7.76	223.60
196	2007.03.05 08:00	close	96	0.01	221.74	224.31	0.00	13.39	236.99
197	2007.03.05 08:00	buy	99	0.01	221.74	220.74	0.00
198	2007.03.05 22:00	close	99	0.01	221.82	220.74	0.00	0.68	237.67
199	2007.03.05 22:00	sell	100	0.01	221.82	222.82	0.00
200	2007.03.06 00:32	s/l	100	0.01	222.82	222.82	0.00	-8.79	228.88
201	2007.03.06 01:00	buy	101	0.01	222.80	221.80	0.00
202	2007.03.06 03:00	buy	102	0.01	224.28	223.28	0.00
203	2007.03.06 20:00	buy	103	0.01	225.09	224.09	0.00
204	2007.03.06 23:00	buy	104	0.01	225.87	224.87	0.00
205	2007.03.06 23:00	close	104	0.01	225.78	224.87	0.00	-0.77	228.11
206	2007.03.06 23:00	close	103	0.01	225.78	224.09	0.00	5.89	234.00
207	2007.03.06 23:00	close	102	0.01	225.78	223.28	0.00	12.80	246.80
208	2007.03.06 23:00	close	101	0.01	225.78	221.80	0.00	25.43	272.23
209	2007.03.06 23:00	sell	105	0.01	225.78	226.78	0.00
210	2007.03.07 23:00	sell	106	0.01	223.65	224.65	0.00
211	2007.03.08 03:08	s/l	106	0.01	224.65	224.65	0.00	-9.32	262.90
212	2007.03.08 04:00	close	105	0.01	224.76	226.78	0.00	7.64	270.54
213	2007.03.08 04:00	buy	107	0.01	224.76	223.76	0.00
214	2007.03.08 11:00	buy	108	0.01	226.36	225.36	0.00
215	2007.03.09 06:00	buy	109	0.01	226.92	225.92	0.00
216	2007.03.09 14:00	buy	110	0.01	228.26	227.26	0.00
217	2007.03.09 14:00	close	110	0.01	228.17	227.26	0.00	-0.77	269.77
218	2007.03.09 14:00	close	109	0.01	228.17	225.92	0.00	10.66	280.43
219	2007.03.09 14:00	close	108	0.01	228.17	225.36	0.00	15.65	296.08
220	2007.03.09 14:00	close	107	0.01	228.17	223.76	0.00	29.30	325.37
221	2007.03.09 14:00	sell	111	0.01	228.17	229.17	0.00
222	2007.03.11 23:50	s/l	111	0.01	229.17	229.17	0.00	-8.54	316.83
223	2007.03.12 08:00	buy	112	0.01	229.34	228.34	0.00
224	2007.03.12 11:38	s/l	112	0.01	228.34	228.34	0.00	-8.54	308.29
225	2007.03.12 13:00	sell	113	0.01	226.85	227.85	0.00
226	2007.03.12 18:00	close	113	0.01	227.32	227.85	0.00	-4.01	304.28
227	2007.03.12 18:00	buy	114	0.01	227.32	226.32	0.00
228	2007.03.13 05:48	s/l	114	0.01	226.32	226.32	0.00	-8.32	295.96
229	2007.03.13 08:00	sell	115	0.01	226.09	227.09	0.00
230	2007.03.13 19:00	sell	116	0.01	224.85	225.85	0.00
231	2007.03.13 21:00	sell	117	0.01	224.20	225.20	0.00
232	2007.03.14 05:00	sell	118	0.01	223.68	224.68	0.00
233	2007.03.14 05:00	close	118	0.01	223.77	224.68	0.00	-0.77	295.19
234	2007.03.14 05:00	close	117	0.01	223.77	225.20	0.00	3.40	298.60
235	2007.03.14 05:00	close	116	0.01	223.77	225.85	0.00	8.95	307.54
236	2007.03.14 05:00	close	115	0.01	223.77	227.09	0.00	19.52	327.07
237	2007.03.14 05:00	buy	119	0.01	223.77	222.77	0.00
238	2007.03.14 06:48	s/l	119	0.01	222.77	222.77	0.00	-8.53	318.54
239	2007.03.14 19:00	buy	120	0.01	225.88	224.88	0.00
240	2007.03.14 20:00	buy	121	0.01	226.69	225.69	0.00
241	2007.03.15 00:00	buy	122	0.01	227.40	226.40	0.00
242	2007.03.15 00:00	close	122	0.01	227.31	226.40	0.00	-0.77	317.77
243	2007.03.15 00:00	close	121	0.01	227.31	225.69	0.00	5.91	323.67
244	2007.03.15 00:00	close	120	0.01	227.31	224.88	0.00	12.82	336.49
245	2007.03.15 00:00	sell	123	0.01	227.31	228.31	0.00
246	2007.03.15 05:59	close at stop	123	0.01	226.62	228.31	0.00	5.88	342.37