Symbol		EURUSD (Euro vs US Dollar)
Period		5 Minutes (M5) 2007.05.01 00:00 - 2007.06.18 00:00 (2007.05.01 - 2007.06.18)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		Note1="TF 15M";
Bars in test	14106	Ticks modelled	97275	Modelling quality	76.94%
Initial deposit	40000.00
Total net profit	80417.30	Gross profit	191635.63	Gross loss	-111218.33
Profit factor	1.72	Expected payoff	3655.33
Absolute drawdown	16361.98	Maximal drawdown	90004.60 (69.13%)	Relative drawdown	69.13% (90004.60)
Total trades	22	Short positions (won %)	22 (72.73%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	16 (72.73%)	Loss trades (% of total)	6 (27.27%)
Largest		profit trade	21350.00	loss trade	-59420.00
Average		profit trade	11977.23	loss trade	-18536.39
Maximum		consecutive wins (profit in money)	5 (31554.40)	consecutive losses (loss in money)	2 (-84420.00)
Maximal		consecutive profit (count of wins)	65606.29 (4)	consecutive loss (count of losses)	-84420.00 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2007.05.01 00:00	sell	1	10.00	1.3651	0.0000	1.3611
2	2007.05.01 14:40	t/p	1	10.00	1.3611	0.0000	1.3611	4000.00	44000.00
3	2007.05.01 14:40	sell	2	11.00	1.3609	0.0000	1.3569
4	2007.05.02 03:21	t/p	2	11.00	1.3569	0.0000	1.3569	4459.40	48459.40
5	2007.05.02 03:21	sell	3	12.11	1.3567	0.0000	1.3527
6	2007.05.08 14:18	t/p	3	12.11	1.3527	0.0000	1.3527	5236.36	53695.76
7	2007.05.08 14:18	sell	4	13.42	1.3524	0.0000	1.3484
8	2007.05.10 16:57	t/p	4	13.42	1.3484	0.0000	1.3484	5657.87	59353.64
9	2007.05.10 16:57	sell	5	14.83	1.3482	0.0000	1.3442
10	2007.05.14 10:31	sell	6	29.70	1.3553	0.0000	1.3513
11	2007.05.16 16:07	t/p	6	29.70	1.3513	0.0000	1.3513	12200.76	71554.40
12	2007.05.16 16:07	close	5	14.83	1.3513	0.0000	1.3442	-4276.97	67277.42
13	2007.05.16 16:07	sell	7	16.81	1.3512	0.0000	1.3472
14	2007.05.18 10:46	t/p	7	16.81	1.3472	0.0000	1.3472	7087.10	74364.52
15	2007.05.18 10:46	sell	8	18.59	1.3470	0.0000	1.3430
16	2007.05.23 07:46	t/p	8	18.59	1.3430	0.0000	1.3430	7737.16	82101.68
17	2007.05.23 07:46	sell	9	20.52	1.3428	0.0000	1.3388
18	2007.05.23 12:08	sell	10	41.10	1.3498	0.0000	1.3458
19	2007.05.23 17:55	t/p	10	41.10	1.3458	0.0000	1.3458	16440.00	98541.68
20	2007.05.23 17:55	close	9	20.52	1.3458	0.0000	1.3388	-6156.00	92385.68
21	2007.05.23 17:55	sell	11	23.09	1.3457	0.0000	1.3417
22	2007.05.24 14:37	t/p	11	23.09	1.3417	0.0000	1.3417	9610.06	101995.74
23	2007.05.24 14:37	sell	12	25.49	1.3415	0.0000	1.3375
24	2007.05.29 09:03	sell	13	50.00	1.3485	0.0000	1.3445
25	2007.05.29 17:47	t/p	13	50.00	1.3445	0.0000	1.3445	20000.00	121995.74
26	2007.05.29 17:47	close	12	25.49	1.3445	0.0000	1.3375	-7234.06	114761.67
27	2007.05.29 17:47	sell	14	28.69	1.3444	0.0000	1.3404
28	2007.06.01 14:09	t/p	14	28.69	1.3404	0.0000	1.3404	12250.63	127012.30
29	2007.06.01 14:09	sell	15	31.75	1.3402	0.0000	1.3362
30	2007.06.04 11:54	sell	16	50.00	1.3474	0.0000	1.3434
31	2007.06.07 16:45	t/p	16	50.00	1.3434	0.0000	1.3434	21350.00	148362.30
32	2007.06.07 16:45	close	15	31.75	1.3434	0.0000	1.3362	-9131.30	139231.00
33	2007.06.07 16:45	sell	17	34.80	1.3434	0.0000	1.3394
34	2007.06.08 07:25	t/p	17	34.80	1.3394	0.0000	1.3394	14107.92	153338.92
35	2007.06.08 07:25	sell	18	38.33	1.3392	0.0000	1.3352
36	2007.06.08 09:41	t/p	18	38.33	1.3352	0.0000	1.3352	15332.00	168670.92
37	2007.06.08 09:41	sell	19	42.16	1.3350	0.0000	1.3310
38	2007.06.12 20:10	t/p	19	42.16	1.3310	0.0000	1.3310	17319.33	185990.25
39	2007.06.12 20:10	sell	20	46.49	1.3308	0.0000	1.3268
40	2007.06.13 09:04	t/p	20	46.49	1.3268	0.0000	1.3268	18847.05	204837.30
41	2007.06.13 09:04	sell	21	50.00	1.3266	0.0000	1.3226
42	2007.06.15 12:31	sell	22	50.00	1.3337	0.0000	1.3297
43	2007.06.17 23:59	close at stop	22	50.00	1.3387	0.0000	1.3297	-25000.00	179837.30
44	2007.06.17 23:59	close at stop	21	50.00	1.3387	0.0000	1.3226	-59420.00	120417.30