Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Hour (H1) 2005.11.04 06:00 - 2006.01.06 22:00
Model		Control points (based on the nearest less timeframe with fractal interpolation of 12 control points)
Parameters		lStopLoss=25; sStopLoss=25; ATRPERIOD=14; lTrailingStop=20; sTrailingStop=20; TrailingStop=15; Lots=2; slip=3; TakeProfit=22; StopLoss=15; NumberOfBarH6=100; CloseHour=19; CloseMinute=55; OpenHour=700; OpenMinute=5;
Bars in test	1187	Ticks modelled	12379	Modelling quality	50.00%
Initial deposit	10000.00
Total net profit	2375.46	Gross profit	3757.11	Gross loss	-1381.65
Profit factor	2.72	Expected payoff	113.12
Absolute drawdown	227.65	Maximal drawdown (%)	234.63 (1.9%)
Total trades	21	Short positions (won %)	8 (62.50%)	Long positions (won %)	13 (76.92%)
		Profit trades (% of total)	15 (71.43%)	Loss trades (% of total)	6 (28.57%)
Largest		profit trade	342.87	loss trade	-234.63
Average		profit trade	250.47	loss trade	-230.28
Maximum		consecutive wins (profit in money)	6 (1363.47)	consecutive losses (loss in money)	1 (-234.63)
Maximal		consecutive profit (count of wins)	1363.47 (6)	consecutive loss (count of losses)	-234.63 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2005.12.02 17:05	buy	1	2.00	1.3195	1.3180	1.3217
2	2005.12.02 17:10	s/l	1	2.00	1.3180	1.3180	1.3217	-227.65	9772.35
3	2005.12.02 17:10	buy	2	2.00	1.3183	1.3168	1.3205
4	2005.12.02 17:20	t/p	2	2.00	1.3205	1.3168	1.3205	333.16	10105.51
5	2005.12.05 09:34	buy	3	2.00	1.3201	1.3186	1.3223
6	2005.12.05 12:10	s/l	3	2.00	1.3186	1.3186	1.3223	-227.95	9877.56
7	2005.12.06 09:20	buy	4	2.00	1.3077	1.3062	1.3099
8	2005.12.06 10:39	modify	4	2.00	1.3077	1.3077	1.3099
9	2005.12.06 11:10	t/p	4	2.00	1.3099	1.3077	1.3099	335.78	10213.34
10	2005.12.06 13:05	buy	5	2.00	1.3075	1.3060	1.3097
11	2005.12.06 13:15	modify	5	2.00	1.3075	1.3076	1.3097
12	2005.12.06 13:25	s/l	5	2.00	1.3076	1.3076	1.3097	15.30	10228.64
13	2005.12.12 09:15	buy	6	2.00	1.2970	1.2955	1.2992
14	2005.12.12 09:25	t/p	6	2.00	1.2992	1.2955	1.2992	338.23	10566.87
15	2005.12.12 09:29	buy	7	2.00	1.2966	1.2951	1.2988
16	2005.12.12 10:25	s/l	7	2.00	1.2951	1.2951	1.2988	-231.91	10334.96
17	2005.12.16 01:34	buy	8	2.00	1.2900	1.2885	1.2922
18	2005.12.16 02:15	t/p	8	2.00	1.2922	1.2885	1.2922	340.45	10675.41
19	2005.12.16 16:05	buy	9	2.00	1.2886	1.2871	1.2908
20	2005.12.16 16:20	t/p	9	2.00	1.2908	1.2871	1.2908	340.82	11016.23
21	2005.12.20 07:39	sell	10	2.00	1.2942	1.2957	1.2920
22	2005.12.20 08:05	s/l	10	2.00	1.2957	1.2957	1.2920	-231.39	10784.84
23	2005.12.20 08:05	sell	11	2.00	1.2960	1.2975	1.2938
24	2005.12.20 08:25	t/p	11	2.00	1.2938	1.2975	1.2938	340.11	11124.95
25	2005.12.22 08:49	buy	12	2.00	1.3134	1.3119	1.3156
26	2005.12.22 09:44	modify	12	2.00	1.3134	1.3134	1.3156
27	2005.12.22 09:49	modify	12	2.00	1.3134	1.3135	1.3156
28	2005.12.22 10:34	s/l	12	2.00	1.3135	1.3135	1.3156	15.24	11140.19
29	2005.12.22 10:34	buy	13	2.00	1.3126	1.3111	1.3148
30	2005.12.22 10:54	t/p	13	2.00	1.3148	1.3111	1.3148	334.55	11474.74
31	2005.12.23 17:15	sell	14	2.00	1.3133	1.3148	1.3111
32	2005.12.23 17:34	s/l	14	2.00	1.3148	1.3148	1.3111	-228.12	11246.62
33	2005.12.26 10:10	sell	15	2.00	1.3141	1.3156	1.3119
34	2005.12.26 10:44	modify	15	2.00	1.3141	1.3141	1.3119
35	2005.12.26 11:05	s/l	15	2.00	1.3141	1.3141	1.3119	0.00	11246.62
36	2005.12.27 14:15	buy	16	2.00	1.3132	1.3117	1.3154
37	2005.12.27 18:59	modify	16	2.00	1.3132	1.3133	1.3154
38	2005.12.27 19:10	t/p	16	2.00	1.3154	1.3133	1.3154	334.47	11581.09
39	2005.12.28 16:49	buy	17	2.00	1.3077	1.3062	1.3099
40	2005.12.28 17:10	t/p	17	2.00	1.3099	1.3062	1.3099	335.90	11916.99
41	2005.12.29 10:10	sell	18	2.00	1.3163	1.3178	1.3141
42	2005.12.29 10:15	t/p	18	2.00	1.3141	1.3178	1.3141	334.96	12251.95
43	2006.01.03 09:49	sell	19	2.00	1.3093	1.3108	1.3071
44	2006.01.03 10:00	modify	19	2.00	1.3093	1.3092	1.3071
45	2006.01.03 10:15	s/l	19	2.00	1.3092	1.3092	1.3071	15.27	12267.22
46	2006.01.04 12:05	sell	20	2.00	1.2871	1.2886	1.2849
47	2006.01.04 13:05	t/p	20	2.00	1.2849	1.2886	1.2849	342.87	12610.09
48	2006.01.06 02:15	sell	21	2.00	1.2770	1.2785	1.2748
49	2006.01.06 02:34	s/l	21	2.00	1.2785	1.2785	1.2748	-234.63	12375.46