Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Hour (H1) 2005.12.05 01:00 - 2006.02.03 22:00
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test	17335	Ticks modelled	132011	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	8.94	Gross profit	1194.78	Gross loss	-1185.85
Profit factor	1.01	Expected payoff	0.12
Absolute drawdown	294.63	Maximal drawdown (%)	313.42 (3.1%)
Total trades	73	Short positions (won %)	37 (32.43%)	Long positions (won %)	36 (27.78%)
		Profit trades (% of total)	22 (30.14%)	Loss trades (% of total)	51 (69.86%)
Largest		profit trade	231.21	loss trade	-58.54
Average		profit trade	54.31	loss trade	-23.25
Maximum		consecutive wins (profit in money)	3 (228.59)	consecutive losses (loss in money)	9 (-233.03)
Maximal		consecutive profit (count of wins)	239.53 (2)	consecutive loss (count of losses)	-233.03 (9)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2005.12.05 00:59	sell	1	0.10	1.3188	1.3230	1.2888
2	2005.12.05 03:59	close	1	0.10	1.3198	1.3230	1.2888	-7.58	9992.42
3	2005.12.05 04:00	buy	2	0.10	1.3197	1.3133	1.3497
4	2005.12.05 12:59	close	2	0.10	1.3154	1.3133	1.3497	-32.69	9959.73
5	2005.12.05 13:00	sell	3	0.10	1.3153	1.3236	1.2853
6	2005.12.06 11:59	close	3	0.10	1.3101	1.3236	1.2853	38.63	9998.36
7	2005.12.06 13:00	buy	4	0.10	1.3096	1.3032	1.3396
8	2005.12.06 14:59	close	4	0.10	1.3062	1.3032	1.3396	-26.03	9972.33
9	2005.12.06 15:00	sell	5	0.10	1.3062	1.3129	1.2762
10	2005.12.07 02:59	close	5	0.10	1.3084	1.3129	1.2762	-19.99	9952.34
11	2005.12.07 04:00	buy	6	0.10	1.3081	1.3017	1.3381
12	2005.12.08 08:59	close	6	0.10	1.3106	1.3017	1.3381	19.98	9972.32
13	2005.12.08 09:00	sell	7	0.10	1.3104	1.3181	1.2804
14	2005.12.09 08:59	close	7	0.10	1.3042	1.3181	1.2804	46.48	10018.80
15	2005.12.09 09:00	buy	8	0.10	1.3041	1.2969	1.3341
16	2005.12.09 16:59	close	8	0.10	1.3013	1.2969	1.3341	-21.52	9997.28
17	2005.12.09 17:00	sell	9	0.10	1.3011	1.3082	1.2711
18	2005.12.12 00:59	close	9	0.10	1.3052	1.3082	1.2711	-32.47	9964.80
19	2005.12.12 01:00	buy	10	0.10	1.3050	1.2980	1.3350
20	2005.12.12 02:59	close	10	0.10	1.2994	1.2980	1.3350	-43.10	9921.70
21	2005.12.12 03:00	sell	11	0.10	1.2996	1.3075	1.2696
22	2005.12.13 09:59	close	11	0.10	1.2934	1.3075	1.2696	46.88	9968.58
23	2005.12.13 10:00	buy	12	0.10	1.2932	1.2850	1.3232
24	2005.12.14 01:59	close	12	0.10	1.2918	1.2850	1.3232	-8.13	9960.45
25	2005.12.14 02:00	sell	13	0.10	1.2917	1.2981	1.2617
26	2005.12.15 00:59	close	13	0.10	1.2850	1.2981	1.2617	51.08	10011.53
27	2005.12.15 01:00	buy	14	0.10	1.2848	1.2777	1.3148
28	2005.12.15 02:59	close	14	0.10	1.2803	1.2777	1.3148	-35.15	9976.38
29	2005.12.15 03:00	sell	15	0.10	1.2799	1.2872	1.2499
30	2005.12.15 06:59	close	15	0.10	1.2843	1.2872	1.2499	-34.26	9942.12
31	2005.12.15 08:00	buy	16	0.10	1.2842	1.2775	1.3142
32	2005.12.16 08:59	close	16	0.10	1.2880	1.2775	1.3142	30.40	9972.52
33	2005.12.16 09:00	sell	17	0.10	1.2877	1.2944	1.2577
34	2005.12.16 13:59	close	17	0.10	1.2904	1.2944	1.2577	-20.92	9951.60
35	2005.12.16 15:00	buy	18	0.10	1.2925	1.2842	1.3225
36	2005.12.19 00:59	close	18	0.10	1.2878	1.2842	1.3225	-35.60	9916.00
37	2005.12.19 01:00	sell	19	0.10	1.2878	1.2945	1.2578
38	2005.12.19 05:59	close	19	0.10	1.2902	1.2945	1.2578	-18.60	9897.40
39	2005.12.19 07:00	sell	20	0.10	1.2887	1.2944	1.2587
40	2005.12.19 08:59	close	20	0.10	1.2910	1.2944	1.2587	-17.82	9879.58
41	2005.12.19 10:00	buy	21	0.10	1.2913	1.2847	1.3213
42	2005.12.21 11:59	close	21	0.10	1.3067	1.2847	1.3213	121.46	10001.04
43	2005.12.21 13:00	buy	22	0.10	1.3094	1.3022	1.3394
44	2005.12.22 15:59	close	22	0.10	1.3115	1.3022	1.3394	16.91	10017.95
45	2005.12.22 16:00	sell	23	0.10	1.3112	1.3184	1.2812
46	2005.12.23 12:59	close	23	0.10	1.3129	1.3184	1.2812	-14.01	10003.94
47	2005.12.23 13:00	buy	24	0.10	1.3143	1.3064	1.3443
48	2005.12.23 21:59	close	24	0.10	1.3116	1.3064	1.3443	-20.59	9983.35
49	2005.12.23 22:00	sell	25	0.10	1.3115	1.3175	1.2815
50	2005.12.26 03:59	close	25	0.10	1.3141	1.3175	1.2815	-20.85	9962.50
51	2005.12.26 04:00	buy	26	0.10	1.3144	1.3075	1.3444
52	2005.12.26 09:59	close	26	0.10	1.3124	1.3075	1.3444	-15.24	9947.26
53	2005.12.26 12:00	sell	27	0.10	1.3122	1.3178	1.2822
54	2005.12.26 16:59	close	27	0.10	1.3140	1.3178	1.2822	-13.70	9933.56
55	2005.12.26 17:00	buy	28	0.10	1.3144	1.3077	1.3444
56	2005.12.26 18:59	close	28	0.10	1.3120	1.3077	1.3444	-18.29	9915.27
57	2005.12.26 20:00	sell	29	0.10	1.3124	1.3176	1.2824
58	2005.12.26 22:59	close	29	0.10	1.3141	1.3176	1.2824	-12.94	9902.33
59	2005.12.26 23:00	buy	30	0.10	1.3140	1.3077	1.3440
60	2005.12.27 09:59	close	30	0.10	1.3118	1.3077	1.3440	-15.87	9886.46
61	2005.12.27 10:00	sell	31	0.10	1.3117	1.3185	1.2817
62	2005.12.27 14:59	close	31	0.10	1.3148	1.3185	1.2817	-23.58	9862.88
63	2005.12.27 16:00	buy	32	0.10	1.3143	1.3083	1.3443
64	2005.12.28 04:59	close	32	0.10	1.3145	1.3083	1.3443	4.23	9867.11
65	2005.12.28 07:00	sell	33	0.10	1.3147	1.3199	1.2847
66	2005.12.28 18:59	close	33	0.10	1.3182	1.3199	1.2847	-26.55	9840.56
67	2005.12.28 21:00	buy	34	0.10	1.3169	1.3074	1.3469
68	2005.12.29 08:59	close	34	0.10	1.3135	1.3074	1.3469	-24.99	9815.57
69	2005.12.29 10:00	sell	35	0.10	1.3131	1.3191	1.2831
70	2005.12.29 10:59	close	35	0.10	1.3161	1.3191	1.2831	-22.79	9792.78
71	2005.12.29 11:00	buy	36	0.10	1.3161	1.3093	1.3461
72	2005.12.29 17:59	close	36	0.10	1.3134	1.3093	1.3461	-20.56	9772.22
73	2005.12.29 20:00	sell	37	0.10	1.3145	1.3199	1.2845
74	2005.12.30 10:59	close	37	0.10	1.3152	1.3199	1.2845	-6.38	9765.84
75	2005.12.30 11:00	buy	38	0.10	1.3156	1.3076	1.3456
76	2005.12.30 21:59	close	38	0.10	1.3132	1.3076	1.3456	-18.28	9747.56
77	2005.12.30 22:00	sell	39	0.10	1.3135	1.3196	1.2835
78	2006.01.02 16:59	close	39	0.10	1.3140	1.3196	1.2835	-4.87	9742.69
79	2006.01.02 18:00	buy	40	0.10	1.3146	1.3080	1.3446
80	2006.01.03 02:59	close	40	0.10	1.3103	1.3080	1.3446	-31.92	9710.77
81	2006.01.03 03:00	sell	41	0.10	1.3100	1.3181	1.2800
82	2006.01.04 15:35	t/p	41	0.10	1.2800	1.3181	1.2800	231.21	9941.98
83	2006.01.04 16:00	sell	42	0.10	1.2811	1.2905	1.2511
84	2006.01.05 07:59	close	42	0.10	1.2799	1.2905	1.2511	8.32	9950.30
85	2006.01.05 09:00	buy	43	0.10	1.2801	1.2737	1.3101
86	2006.01.05 14:59	close	43	0.10	1.2781	1.2737	1.3101	-15.65	9934.65
87	2006.01.05 16:00	sell	44	0.10	1.2790	1.2840	1.2490
88	2006.01.06 03:59	close	44	0.10	1.2783	1.2840	1.2490	4.42	9939.06
89	2006.01.06 05:00	buy	45	0.10	1.2785	1.2724	1.3085
90	2006.01.06 13:59	close	45	0.10	1.2767	1.2724	1.3085	-14.10	9924.96
91	2006.01.06 14:00	sell	46	0.10	1.2769	1.2828	1.2469
92	2006.01.09 08:59	close	46	0.10	1.2741	1.2828	1.2469	20.92	9945.88
93	2006.01.09 09:00	buy	47	0.10	1.2745	1.2661	1.3045
94	2006.01.10 11:59	close	47	0.10	1.2756	1.2661	1.3045	9.52	9955.40
95	2006.01.10 12:00	sell	48	0.10	1.2755	1.2824	1.2455
96	2006.01.10 13:59	close	48	0.10	1.2789	1.2824	1.2455	-26.59	9928.81
97	2006.01.10 15:00	buy	49	0.10	1.2816	1.2729	1.3116
98	2006.01.11 14:59	close	49	0.10	1.2801	1.2729	1.3116	-9.01	9919.80
99	2006.01.11 15:00	sell	50	0.10	1.2801	1.2861	1.2501
100	2006.01.12 12:59	close	50	0.10	1.2760	1.2861	1.2501	31.07	9950.87
101	2006.01.12 14:00	buy	51	0.10	1.2763	1.2697	1.3063
102	2006.01.13 08:59	close	51	0.10	1.2822	1.2697	1.3063	46.91	9997.78
103	2006.01.13 09:00	sell	52	0.10	1.2820	1.2891	1.2520
104	2006.01.13 13:59	close	52	0.10	1.2869	1.2891	1.2520	-38.08	9959.70
105	2006.01.13 14:00	buy	53	0.10	1.2867	1.2789	1.3167
106	2006.01.13 16:59	close	53	0.10	1.2822	1.2789	1.3167	-35.10	9924.60
107	2006.01.13 18:00	sell	54	0.10	1.2801	1.2884	1.2501
108	2006.01.16 13:59	close	54	0.10	1.2782	1.2884	1.2501	13.80	9938.40
109	2006.01.16 14:00	buy	55	0.10	1.2782	1.2713	1.3082
110	2006.01.17 08:59	close	55	0.10	1.2770	1.2713	1.3082	-8.50	9929.90
111	2006.01.17 09:00	sell	56	0.10	1.2769	1.2844	1.2469
112	2006.01.17 12:44	s/l	56	0.10	1.2844	1.2844	1.2469	-58.54	9871.36
113	2006.01.17 13:00	buy	57	0.10	1.2833	1.2747	1.3133
114	2006.01.17 21:59	close	57	0.10	1.2801	1.2747	1.3133	-25.00	9846.36
115	2006.01.17 23:00	sell	58	0.10	1.2799	1.2863	1.2499
116	2006.01.18 05:59	close	58	0.10	1.2822	1.2863	1.2499	-21.12	9825.24
117	2006.01.18 06:00	buy	59	0.10	1.2822	1.2761	1.3122
118	2006.01.18 08:59	close	59	0.10	1.2777	1.2761	1.3122	-35.22	9790.02
119	2006.01.18 09:00	sell	60	0.10	1.2774	1.2858	1.2474
120	2006.01.18 17:59	close	60	0.10	1.2831	1.2858	1.2474	-44.42	9745.60
121	2006.01.18 18:00	buy	61	0.10	1.2829	1.2733	1.3129
122	2006.01.19 18:59	close	61	0.10	1.2817	1.2733	1.3129	-8.46	9737.14
123	2006.01.19 19:00	sell	62	0.10	1.2818	1.2886	1.2518
124	2006.01.19 20:00	close	62	0.10	1.2855	1.2886	1.2518	-28.78	9708.36
125	2006.01.19 21:00	buy	63	0.10	1.2854	1.2790	1.3154
126	2006.01.20 12:59	close	63	0.10	1.2849	1.2790	1.3154	-2.99	9705.37
127	2006.01.20 13:00	sell	64	0.10	1.2847	1.2901	1.2547
128	2006.01.24 09:59	close	64	0.10	1.2623	1.2901	1.2547	175.33	9880.70
129	2006.01.24 10:00	buy	65	0.10	1.2623	1.2544	1.2923
130	2006.01.24 18:59	close	65	0.10	1.2586	1.2544	1.2923	-29.40	9851.30
131	2006.01.24 19:00	sell	66	0.10	1.2584	1.2653	1.2284
132	2006.01.24 22:59	close	66	0.10	1.2614	1.2653	1.2284	-23.78	9827.52
133	2006.01.25 00:00	buy	67	0.10	1.2623	1.2555	1.2923
134	2006.01.25 10:59	close	67	0.10	1.2580	1.2555	1.2923	-34.18	9793.34
135	2006.01.25 11:00	sell	68	0.10	1.2577	1.2663	1.2277
136	2006.01.25 15:59	close	68	0.10	1.2630	1.2663	1.2277	-41.96	9751.38
137	2006.01.25 17:00	buy	69	0.10	1.2623	1.2560	1.2923
138	2006.01.31 03:59	close	69	0.10	1.2850	1.2560	1.2923	180.26	9931.64
139	2006.01.31 04:00	sell	70	0.10	1.2847	1.2913	1.2547
140	2006.02.01 10:59	close	70	0.10	1.2823	1.2913	1.2547	15.54	9947.17
141	2006.02.01 11:00	buy	71	0.10	1.2816	1.2744	1.3116
142	2006.02.02 16:59	close	71	0.10	1.2857	1.2744	1.3116	32.79	9979.97
143	2006.02.02 17:00	sell	72	0.10	1.2859	1.2938	1.2559
144	2006.02.03 08:59	close	72	0.10	1.2883	1.2938	1.2559	-19.69	9960.28
145	2006.02.03 09:00	buy	73	0.10	1.2883	1.2814	1.3183
146	2006.02.03 22:59	close at stop	73	0.10	1.2946	1.2814	1.3183	48.66	10008.94