Symbol		EURJPY (Euro vs Japanese Yen)
Period		5 Minutes (M5) 2007.08.01 00:00 - 2007.08.03 22:55 (2007.08.01 - 2007.08.05)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test	5852	Ticks modelled	45457	Modelling quality	89.85%
Initial deposit	10000.00
Total net profit	22.08	Gross profit	54.82	Gross loss	-32.74
Profit factor	1.67	Expected payoff	0.60
Absolute drawdown	15.05	Maximal drawdown	17.67 (0.18%)	Relative drawdown	0.18% (17.67)
Total trades	37	Short positions (won %)	16 (18.75%)	Long positions (won %)	21 (23.81%)
		Profit trades (% of total)	8 (21.62%)	Loss trades (% of total)	29 (78.38%)
Largest		profit trade	13.38	loss trade	-4.06
Average		profit trade	6.85	loss trade	-1.13
Maximum		consecutive wins (profit in money)	2 (22.65)	consecutive losses (loss in money)	8 (-6.03)
Maximal		consecutive profit (count of wins)	22.65 (2)	consecutive loss (count of losses)	-8.05 (4)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2007.08.01 02:45	buy	1	0.01	161.87	161.76	0.00
2	2007.08.01 03:03	s/l	1	0.01	161.76	161.76	0.00	-0.96	9999.04
3	2007.08.01 03:05	buy	2	0.01	161.77	161.69	0.00
4	2007.08.01 03:14	s/l	2	0.01	161.69	161.69	0.00	-0.70	9998.34
5	2007.08.01 03:15	buy	3	0.01	161.72	161.65	0.00
6	2007.08.01 05:36	s/l	3	0.01	161.65	161.65	0.00	-0.61	9997.73
7	2007.08.01 05:55	buy	4	0.01	161.68	161.59	0.00
8	2007.08.01 06:04	s/l	4	0.01	161.59	161.59	0.00	-0.79	9996.94
9	2007.08.01 06:05	buy	5	0.01	161.59	161.51	0.00
10	2007.08.01 06:06	s/l	5	0.01	161.51	161.51	0.00	-0.70	9996.24
11	2007.08.01 06:10	buy	6	0.01	161.59	161.47	0.00
12	2007.08.01 06:16	s/l	6	0.01	161.47	161.47	0.00	-1.05	9995.19
13	2007.08.01 06:20	buy	7	0.01	161.46	161.36	0.00
14	2007.08.01 07:20	close	7	0.01	161.40	161.36	0.00	-0.52	9994.67
15	2007.08.01 07:20	buy	8	0.01	161.43	161.35	0.00
16	2007.08.01 07:21	s/l	8	0.01	161.35	161.35	0.00	-0.70	9993.97
17	2007.08.01 07:30	buy	9	0.01	161.32	161.23	0.00
18	2007.08.01 07:35	close	9	0.01	161.38	161.23	0.00	0.52	9994.49
19	2007.08.01 07:35	buy	10	0.01	161.41	161.22	0.00
20	2007.08.01 07:45	close	10	0.01	161.34	161.22	0.00	-0.62	9993.87
21	2007.08.01 07:45	buy	11	0.01	161.37	161.21	0.00
22	2007.08.01 07:49	s/l	11	0.01	161.21	161.21	0.00	-1.40	9992.47
23	2007.08.01 07:55	buy	12	0.01	161.14	160.77	0.00
24	2007.08.01 08:01	s/l	12	0.01	160.77	160.77	0.00	-3.24	9989.23
25	2007.08.01 08:10	buy	13	0.01	160.95	160.45	0.00
26	2007.08.01 10:50	close	13	0.01	160.63	160.45	0.00	-2.79	9986.44
27	2007.08.01 10:50	buy	14	0.01	160.66	160.42	0.00
28	2007.08.01 13:45	close	14	0.01	162.19	160.42	0.00	13.38	9999.82
29	2007.08.01 14:35	sell	15	0.01	162.27	162.38	0.00
30	2007.08.01 14:39	s/l	15	0.01	162.38	162.38	0.00	-0.96	9998.86
31	2007.08.01 14:40	sell	16	0.01	162.35	162.41	0.00
32	2007.08.01 14:40	s/l	16	0.01	162.41	162.41	0.00	-0.52	9998.34
33	2007.08.01 14:50	sell	17	0.01	162.57	162.79	0.00
34	2007.08.01 16:01	s/l	17	0.01	162.79	162.79	0.00	-1.92	9996.42
35	2007.08.01 16:05	sell	18	0.01	162.55	162.96	0.00
36	2007.08.02 00:16	s/l	18	0.01	162.96	162.96	0.00	-4.06	9992.36
37	2007.08.02 00:20	sell	19	0.01	162.90	163.03	0.00
38	2007.08.02 06:30	close	19	0.01	161.63	163.03	0.00	11.10	10003.46
39	2007.08.02 06:30	buy	20	0.01	161.63	161.51	0.00
40	2007.08.02 14:55	close	20	0.01	162.95	161.51	0.00	11.55	10015.01
41	2007.08.02 14:55	sell	21	0.01	162.95	163.01	0.00
42	2007.08.02 17:30	s/l	21	0.01	163.01	163.01	0.00	-0.53	10014.48
43	2007.08.02 17:35	sell	22	0.01	163.11	163.21	0.00
44	2007.08.02 17:50	s/l	22	0.01	163.21	163.21	0.00	-0.88	10013.60
45	2007.08.02 17:55	sell	23	0.01	163.35	163.43	0.00
46	2007.08.02 17:57	s/l	23	0.01	163.43	163.43	0.00	-0.70	10012.90
47	2007.08.02 18:05	sell	24	0.01	163.40	163.49	0.00
48	2007.08.02 18:06	s/l	24	0.01	163.49	163.49	0.00	-0.78	10012.12
49	2007.08.02 18:10	sell	25	0.01	163.46	163.52	0.00
50	2007.08.02 18:13	s/l	25	0.01	163.52	163.52	0.00	-0.53	10011.59
51	2007.08.02 18:15	sell	26	0.01	163.46	163.53	0.00
52	2007.08.03 03:55	close	26	0.01	163.48	163.53	0.00	-0.34	10011.25
53	2007.08.03 04:05	sell	27	0.01	163.44	163.52	0.00
54	2007.08.03 04:07	s/l	27	0.01	163.52	163.52	0.00	-0.70	10010.55
55	2007.08.03 04:10	sell	28	0.01	163.47	163.56	0.00
56	2007.08.03 09:55	close	28	0.01	163.01	163.56	0.00	4.02	10014.57
57	2007.08.03 09:55	buy	29	0.01	163.01	162.89	0.00
58	2007.08.03 16:02	s/l	29	0.01	162.89	162.89	0.00	-1.05	10013.52
59	2007.08.03 16:45	buy	30	0.01	162.82	162.67	0.00
60	2007.08.03 18:15	close	30	0.01	163.45	162.67	0.00	5.51	10019.03
61	2007.08.03 18:15	sell	31	0.01	163.45	163.60	0.00
62	2007.08.03 19:58	s/l	31	0.01	163.60	163.60	0.00	-1.32	10017.71
63	2007.08.03 20:00	sell	32	0.01	163.61	163.72	0.00
64	2007.08.03 20:03	s/l	32	0.01	163.72	163.72	0.00	-0.96	10016.75
65	2007.08.03 20:05	sell	33	0.01	163.73	163.79	0.00
66	2007.08.03 22:00	close	33	0.01	162.78	163.79	0.00	8.30	10025.05
67	2007.08.03 22:00	buy	34	0.01	162.78	162.63	0.00
68	2007.08.03 22:02	s/l	34	0.01	162.63	162.63	0.00	-1.31	10023.74
69	2007.08.03 22:05	buy	35	0.01	162.70	162.58	0.00
70	2007.08.03 22:06	s/l	35	0.01	162.58	162.58	0.00	-1.05	10022.69
71	2007.08.03 22:10	buy	36	0.01	162.61	162.49	0.00
72	2007.08.03 22:21	s/l	36	0.01	162.49	162.49	0.00	-1.05	10021.64
73	2007.08.03 22:25	buy	37	0.01	162.54	162.44	0.00
74	2007.08.03 22:59	close at stop	37	0.01	162.59	162.44	0.00	0.44	10022.08