Symbol		CHFJPY (Swiss Franc vs Japanese Yen)
Period		5 Minutes (M5) 2007.01.01 23:00 - 2007.08.15 00:00 (2007.01.01 - 2007.08.15)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		Signal_setup="";
Bars in test	50642	Ticks modelled	982017	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	28713.35	Gross profit	32183.65	Gross loss	-3470.30
Profit factor	9.27	Expected payoff	270.88
Absolute drawdown	3660.71	Maximal drawdown	7559.12 (24.66%)	Relative drawdown	37.61% (3821.12)
Total trades	106	Short positions (won %)	52 (98.08%)	Long positions (won %)	54 (98.15%)
		Profit trades (% of total)	104 (98.11%)	Loss trades (% of total)	2 (1.89%)
Largest		profit trade	656.71	loss trade	-3307.25
Average		profit trade	309.46	loss trade	-1735.15
Maximum		consecutive wins (profit in money)	62 (12771.81)	consecutive losses (loss in money)	1 (-3307.25)
Maximal		consecutive profit (count of wins)	19251.43 (41)	consecutive loss (count of losses)	-3307.25 (1)
Average		consecutive wins	35	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2007.01.02 22:20	sell	1	2.00	97.90	99.80	97.80
2	2007.01.03 06:38	t/p	1	2.00	97.80	99.80	97.80	160.41	10160.41
3	2007.01.03 14:10	buy	2	2.03	97.93	96.03	98.03
4	2007.01.05 00:59	s/l	2	2.03	96.03	96.03	98.03	-3307.25	6853.16
5	2007.01.08 11:40	buy	3	1.37	95.93	94.03	96.03
6	2007.01.08 18:55	t/p	3	1.37	96.03	94.03	96.03	118.25	6971.41
7	2007.01.09 08:45	buy	4	1.39	96.31	94.41	96.41
8	2007.01.11 08:29	t/p	4	1.39	96.41	94.41	96.41	134.87	7106.29
9	2007.01.12 02:20	buy	5	1.42	96.63	94.73	96.73
10	2007.01.15 09:37	t/p	5	1.42	96.73	94.73	96.73	126.37	7232.65
11	2007.01.15 16:40	sell	6	1.45	96.54	98.44	96.44
12	2007.01.15 17:37	t/p	6	1.45	96.44	98.44	96.44	125.13	7357.78
13	2007.01.16 03:40	buy	7	1.47	96.51	94.61	96.61
14	2007.01.16 07:58	t/p	7	1.47	96.61	94.61	96.61	126.88	7484.66
15	2007.01.16 17:45	sell	8	1.50	96.69	98.59	96.59
16	2007.01.16 21:15	t/p	8	1.50	96.59	98.59	96.59	129.45	7614.11
17	2007.01.17 00:10	buy	9	1.52	96.86	94.96	96.96
18	2007.01.18 03:45	t/p	9	1.52	96.96	94.96	96.96	143.42	7757.53
19	2007.01.18 12:20	sell	10	1.55	96.89	98.79	96.79
20	2007.01.18 13:36	t/p	10	1.55	96.79	98.79	96.79	133.75	7891.28
21	2007.01.18 15:55	buy	11	1.58	97.20	95.30	97.30
22	2007.01.19 00:54	t/p	11	1.58	97.30	95.30	97.30	140.60	8031.89
23	2007.01.19 08:20	sell	12	1.61	97.13	99.03	97.03
24	2007.01.19 15:01	t/p	12	1.61	97.03	99.03	97.03	138.93	8170.82
25	2007.01.19 18:25	buy	13	1.63	97.29	95.39	97.39
26	2007.01.22 16:02	t/p	13	1.63	97.39	95.39	97.39	145.05	8315.87
27	2007.01.23 01:05	sell	14	1.66	97.26	99.16	97.16
28	2007.01.24 08:07	t/p	14	1.66	97.16	99.16	97.16	133.14	8449.01
29	2007.01.25 10:05	buy	15	1.69	96.79	94.89	96.89
30	2007.01.25 10:56	t/p	15	1.69	96.89	94.89	96.89	145.87	8594.88
31	2007.01.25 21:20	sell	16	1.72	97.03	98.93	96.93
32	2007.01.26 10:36	t/p	16	1.72	96.93	98.93	96.93	137.96	8732.83
33	2007.01.26 20:00	buy	17	1.75	97.02	95.12	97.12
34	2007.01.29 06:45	t/p	17	1.75	97.12	95.12	97.12	155.74	8888.57
35	2007.01.29 22:20	sell	18	1.78	97.16	99.06	97.06
36	2007.01.30 00:38	t/p	18	1.78	97.06	99.06	97.06	142.77	9031.34
37	2007.01.30 04:15	buy	19	1.81	97.31	95.41	97.41
38	2007.02.02 11:25	t/p	19	1.81	97.41	95.41	97.41	180.48	9211.82
39	2007.02.02 16:45	sell	20	1.84	97.08	98.98	96.98
40	2007.02.02 18:17	t/p	20	1.84	96.98	98.98	96.98	158.79	9370.61
41	2007.02.06 05:20	buy	21	1.87	96.34	94.44	96.44
42	2007.02.06 07:11	t/p	21	1.87	96.44	94.44	96.44	161.40	9532.01
43	2007.02.07 20:15	sell	22	1.91	97.15	99.05	97.05
44	2007.02.08 09:08	t/p	22	1.91	97.05	99.05	97.05	129.93	9661.94
45	2007.02.08 15:25	buy	23	1.93	97.31	95.41	97.41
46	2007.02.09 18:18	t/p	23	1.93	97.41	95.41	97.41	171.75	9833.69
47	2007.02.12 09:25	sell	24	1.97	97.58	99.48	97.48
48	2007.02.12 10:16	t/p	24	1.97	97.48	99.48	97.48	170.01	10003.70
49	2007.02.12 22:25	buy	25	2.00	97.29	95.39	97.39
50	2007.02.14 07:49	t/p	25	2.00	97.39	95.39	97.39	183.34	10187.04
51	2007.02.14 20:20	sell	26	2.04	97.36	99.26	97.26
52	2007.02.14 23:50	t/p	26	2.04	97.26	99.26	97.26	176.05	10363.09
53	2007.02.15 10:40	buy	27	2.07	97.09	95.19	97.19
54	2007.02.20 02:16	t/p	27	2.07	97.19	95.19	97.19	195.30	10558.40
55	2007.02.20 09:55	sell	28	2.11	97.02	98.92	96.92
56	2007.02.21 03:48	t/p	28	2.11	96.92	98.92	96.92	169.23	10727.63
57	2007.02.21 04:45	sell	29	2.15	96.90	98.80	96.80
58	2007.02.27 20:08	t/p	29	2.15	96.80	98.80	96.80	106.97	10834.60
59	2007.02.28 01:50	buy	30	2.17	97.25	95.35	97.35
60	2007.02.28 23:22	t/p	30	2.17	97.35	95.35	97.35	187.29	11021.89
61	2007.03.01 04:20	sell	31	2.20	96.97	98.87	96.87
62	2007.03.01 07:50	t/p	31	2.20	96.87	98.87	96.87	189.85	11211.74
63	2007.03.02 17:20	buy	32	2.24	96.02	94.12	96.12
64	2007.03.12 09:30	t/p	32	2.24	96.12	94.12	96.12	241.37	11453.11
65	2007.03.12 17:00	buy	33	2.29	96.09	94.19	96.19
66	2007.03.14 19:16	t/p	33	2.29	96.19	94.19	96.19	209.93	11663.03
67	2007.03.15 08:35	sell	34	2.33	96.19	98.09	96.09
68	2007.03.15 09:17	t/p	34	2.33	96.09	98.09	96.09	201.07	11864.10
69	2007.03.15 14:15	buy	35	2.37	96.39	94.49	96.49
70	2007.03.15 14:35	t/p	35	2.37	96.49	94.49	96.49	204.56	12068.66
71	2007.03.16 16:55	sell	36	2.41	96.68	98.58	96.58
72	2007.03.18 23:00	t/p	36	2.41	96.58	98.58	96.58	207.98	12276.64
73	2007.03.19 01:35	buy	37	2.46	96.99	95.09	97.09
74	2007.03.19 03:34	t/p	37	2.46	97.09	95.09	97.09	212.33	12488.97
75	2007.03.19 12:00	sell	38	2.50	96.86	98.76	96.76
76	2007.03.20 13:21	t/p	38	2.50	96.76	98.76	96.76	200.51	12689.49
77	2007.03.20 23:40	buy	39	2.54	96.86	94.96	96.96
78	2007.03.21 07:31	t/p	39	2.54	96.96	94.96	96.96	226.04	12915.52
79	2007.03.21 17:40	sell	40	2.58	96.89	98.79	96.79
80	2007.03.23 09:14	t/p	40	2.58	96.79	98.79	96.79	159.79	13075.31
81	2007.03.26 08:00	buy	41	2.62	96.85	94.95	96.95
82	2007.03.26 14:09	t/p	41	2.62	96.95	94.95	96.95	226.13	13301.44
83	2007.03.27 09:40	buy	42	2.66	97.41	95.51	97.51
84	2007.04.03 14:12	t/p	42	2.66	97.51	95.51	97.51	279.50	13580.94
85	2007.04.03 18:40	sell	43	2.72	97.23	99.13	97.13
86	2007.04.03 23:19	t/p	43	2.72	97.13	99.13	97.13	234.73	13815.67
87	2007.04.04 05:25	buy	44	2.76	97.32	95.42	97.42
88	2007.04.04 09:56	t/p	44	2.76	97.42	95.42	97.42	238.22	14053.89
89	2007.04.04 16:15	sell	45	2.81	97.31	99.21	97.21
90	2007.04.04 19:00	t/p	45	2.81	97.21	99.21	97.21	242.49	14296.38
91	2007.04.05 00:20	buy	46	2.86	97.37	95.47	97.47
92	2007.04.05 12:09	t/p	46	2.86	97.47	95.47	97.47	246.85	14543.23
93	2007.04.06 14:50	buy	47	2.91	97.71	95.81	97.81
94	2007.04.10 12:14	t/p	47	2.91	97.81	95.81	97.81	266.76	14809.99
95	2007.04.10 22:05	sell	48	2.96	97.73	99.63	97.63
96	2007.04.11 11:22	t/p	48	2.96	97.63	99.63	97.63	237.41	15047.40
97	2007.04.11 14:45	buy	49	3.01	97.92	96.02	98.02
98	2007.04.13 11:21	t/p	49	3.01	98.02	96.02	98.02	292.07	15339.47
99	2007.04.16 21:15	sell	50	3.07	98.57	100.47	98.47
100	2007.04.17 00:42	t/p	50	3.07	98.47	100.47	98.47	246.23	15585.70
101	2007.04.17 11:35	buy	51	3.12	98.62	96.72	98.72
102	2007.04.17 12:44	t/p	51	3.12	98.72	96.72	98.72	269.29	15854.99
103	2007.04.17 16:40	sell	52	3.17	98.38	100.28	98.28
104	2007.04.18 03:05	t/p	52	3.17	98.28	100.28	98.28	254.25	16109.25
105	2007.04.18 06:30	buy	53	3.22	98.56	96.66	98.66
106	2007.04.24 19:08	t/p	53	3.22	98.66	96.66	98.66	329.70	16438.95
107	2007.04.25 01:45	sell	54	3.29	98.52	100.42	98.42
108	2007.04.25 22:24	t/p	54	3.29	98.42	100.42	98.42	283.91	16722.86
109	2007.04.26 05:30	buy	55	3.34	98.57	96.67	98.67
110	2007.04.26 06:08	t/p	55	3.34	98.67	96.67	98.67	288.28	17011.14
111	2007.04.26 22:50	sell	56	3.40	98.83	100.73	98.73
112	2007.05.01 14:47	t/p	56	3.40	98.73	100.73	98.73	231.29	17242.43
113	2007.05.02 02:05	buy	57	3.45	98.74	96.84	98.84
114	2007.05.02 12:15	t/p	57	3.45	98.84	96.84	98.84	297.78	17540.21
115	2007.05.03 14:20	sell	58	3.51	99.03	100.93	98.93
116	2007.05.04 02:47	t/p	58	3.51	98.93	100.93	98.93	281.52	17821.73
117	2007.05.04 07:15	buy	59	3.56	99.08	97.18	99.18
118	2007.05.04 14:03	t/p	59	3.56	99.18	97.18	99.18	307.27	18129.00
119	2007.05.07 01:50	sell	60	3.63	99.13	101.03	99.03
120	2007.05.08 00:44	t/p	60	3.63	99.03	101.03	99.03	291.14	18420.15
121	2007.05.08 20:40	buy	61	3.68	98.55	96.65	98.65
122	2007.05.10 06:06	t/p	61	3.68	98.65	96.65	98.65	357.08	18777.23
123	2007.05.10 15:25	sell	62	3.76	98.63	100.53	98.53
124	2007.05.10 16:39	t/p	62	3.76	98.53	100.53	98.53	324.48	19101.71
125	2007.05.11 08:05	buy	63	3.82	98.33	96.43	98.43
126	2007.05.11 14:31	t/p	63	3.82	98.43	96.43	98.43	329.71	19431.42
127	2007.05.14 08:10	sell	64	3.89	98.60	100.50	98.50
128	2007.05.18 10:58	t/p	64	3.89	98.50	100.50	98.50	193.56	19624.98
129	2007.05.18 11:05	sell	65	3.92	98.51	100.41	98.41
130	2007.06.08 07:26	t/p	65	3.92	98.41	100.41	98.41	-163.06	19461.92
131	2007.06.11 18:00	buy	66	3.89	98.37	96.47	98.47
132	2007.06.13 18:57	t/p	66	3.89	98.47	96.47	98.47	356.60	19818.52
133	2007.06.15 01:05	buy	67	3.96	98.82	96.92	98.92
134	2007.06.15 07:34	t/p	67	3.96	98.92	96.92	98.92	341.80	20160.32
135	2007.06.18 19:35	sell	68	4.03	99.52	101.42	99.42
136	2007.06.20 06:10	t/p	68	4.03	99.42	101.42	99.42	298.69	20459.01
137	2007.06.20 08:20	buy	69	4.09	99.67	97.77	99.77
138	2007.06.20 10:29	t/p	69	4.09	99.77	97.77	99.77	353.01	20812.02
139	2007.06.20 21:40	sell	70	4.16	99.74	101.64	99.64
140	2007.06.21 07:07	t/p	70	4.16	99.64	101.64	99.64	282.99	21095.01
141	2007.06.21 16:20	buy	71	4.22	99.69	97.79	99.79
142	2007.06.22 02:19	t/p	71	4.22	99.79	97.79	99.79	375.55	21470.56
143	2007.06.25 06:30	sell	72	4.29	100.68	102.58	100.58
144	2007.06.25 07:14	t/p	72	4.29	100.58	102.58	100.58	370.21	21840.77
145	2007.06.25 14:50	buy	73	4.37	100.71	98.81	100.81
146	2007.06.29 13:35	t/p	73	4.37	100.81	98.81	100.81	447.46	22288.23
147	2007.07.02 03:00	sell	74	4.46	100.67	102.57	100.57
148	2007.07.02 06:51	t/p	74	4.46	100.57	102.57	100.57	384.88	22673.11
149	2007.07.02 08:40	buy	75	4.53	100.99	99.09	101.09
150	2007.07.02 11:49	t/p	75	4.53	101.09	99.09	101.09	390.99	23064.10
151	2007.07.03 02:25	sell	76	4.61	100.96	102.86	100.86
152	2007.07.03 07:20	t/p	76	4.61	100.86	102.86	100.86	397.83	23461.93
153	2007.07.03 07:30	sell	77	4.69	100.86	102.76	100.76
154	2007.07.03 07:42	t/p	77	4.69	100.76	102.76	100.76	404.73	23866.66
155	2007.07.03 22:10	buy	78	4.77	100.75	98.85	100.85
156	2007.07.04 21:00	t/p	78	4.77	100.85	98.85	100.85	424.48	24291.14
157	2007.07.05 13:30	sell	79	4.86	100.82	102.72	100.72
158	2007.07.11 07:20	t/p	79	4.86	100.72	102.72	100.72	301.01	24592.15
159	2007.07.11 11:00	buy	80	4.92	101.28	99.38	101.38
160	2007.07.11 12:58	t/p	80	4.92	101.38	99.38	101.38	424.65	25016.80
161	2007.07.12 07:35	sell	81	5.00	101.36	103.26	101.26
162	2007.07.16 20:45	t/p	81	5.00	101.26	103.26	101.26	370.58	25387.38
163	2007.07.17 00:45	buy	82	5.08	101.45	99.55	101.55
164	2007.07.17 07:16	t/p	82	5.08	101.55	99.55	101.55	438.46	25825.84
165	2007.07.17 22:50	sell	83	5.17	101.60	103.50	101.50
166	2007.07.18 08:02	t/p	83	5.17	101.50	103.50	101.50	414.66	26240.50
167	2007.07.18 23:05	buy	84	5.25	101.59	99.69	101.69
168	2007.07.19 09:21	t/p	84	5.25	101.69	99.69	101.69	495.34	26735.84
169	2007.07.19 16:25	sell	85	5.35	101.48	103.38	101.38
170	2007.07.19 18:28	t/p	85	5.35	101.38	103.38	101.38	461.68	27197.52
171	2007.07.20 02:05	buy	86	5.44	101.51	99.61	101.61
172	2007.07.20 06:54	t/p	86	5.44	101.61	99.61	101.61	469.53	27667.05
173	2007.07.20 09:45	sell	87	5.53	101.46	103.36	101.36
174	2007.07.20 12:02	t/p	87	5.53	101.36	103.36	101.36	477.22	28144.27
175	2007.07.24 10:50	buy	88	5.63	100.26	98.36	100.36
176	2007.07.24 11:36	t/p	88	5.63	100.36	98.36	100.36	485.93	28630.20
177	2007.07.24 16:10	sell	89	5.73	100.04	101.94	99.94
178	2007.07.24 19:14	t/p	89	5.73	99.94	101.94	99.94	494.48	29124.68
179	2007.07.25 20:35	buy	90	5.82	99.28	97.38	99.38
180	2007.07.26 00:42	t/p	90	5.82	99.38	97.38	99.38	549.13	29673.81
181	2007.07.26 06:20	sell	91	5.93	99.17	101.07	99.07
182	2007.07.26 11:12	t/p	91	5.93	99.07	101.07	99.07	511.74	30185.55
183	2007.07.27 01:30	buy	92	6.04	98.90	97.00	99.00
184	2007.07.30 21:27	t/p	92	6.04	99.00	97.00	99.00	537.50	30723.05
185	2007.07.31 04:50	sell	93	6.14	98.78	100.68	98.68
186	2007.07.31 05:17	t/p	93	6.14	98.68	100.68	98.68	529.86	31252.91
187	2007.07.31 11:15	buy	94	6.25	99.00	97.10	99.10
188	2007.07.31 11:30	t/p	94	6.25	99.10	97.10	99.10	539.44	31792.35
189	2007.07.31 19:15	sell	95	6.36	98.81	100.71	98.71
190	2007.07.31 19:45	t/p	95	6.36	98.71	100.71	98.71	548.84	32341.19
191	2007.08.01 12:40	buy	96	6.47	98.80	96.90	98.90
192	2007.08.01 12:42	t/p	96	6.47	98.90	96.90	98.90	558.43	32899.62
193	2007.08.01 19:40	sell	97	6.58	98.49	100.39	98.39
194	2007.08.02 04:22	t/p	97	6.58	98.39	100.39	98.39	447.61	33347.23
195	2007.08.02 08:10	buy	98	6.67	98.70	96.80	98.80
196	2007.08.02 15:48	t/p	98	6.67	98.80	96.80	98.80	575.70	33922.93
197	2007.08.03 06:35	sell	99	6.78	98.92	100.82	98.82
198	2007.08.03 07:31	t/p	99	6.78	98.82	100.82	98.82	585.09	34508.02
199	2007.08.03 13:45	buy	100	6.90	99.06	97.16	99.16
200	2007.08.03 14:23	t/p	100	6.90	99.16	97.16	99.16	595.55	35103.57
201	2007.08.06 01:20	sell	101	7.02	99.16	101.06	99.06
202	2007.08.07 16:50	t/p	101	7.02	99.06	101.06	99.06	563.05	35666.62
203	2007.08.08 00:00	buy	102	7.13	99.52	97.62	99.62
204	2007.08.08 08:25	t/p	102	7.13	99.62	97.62	99.62	615.40	36282.02
205	2007.08.08 22:05	sell	103	7.26	99.99	101.89	99.89
206	2007.08.09 06:54	t/p	103	7.26	99.89	101.89	99.89	493.87	36775.89
207	2007.08.09 06:54	sell	104	7.36	99.84	101.74	99.74
208	2007.08.09 07:03	t/p	104	7.36	99.74	101.74	99.74	635.14	37411.03
209	2007.08.10 07:55	buy	105	7.48	98.90	97.00	99.00
210	2007.08.10 19:33	t/p	105	7.48	99.00	97.00	99.00	645.61	38056.64
211	2007.08.13 01:50	sell	106	7.61	98.62	100.52	98.52
212	2007.08.13 07:08	t/p	106	7.61	98.52	100.52	98.52	656.71	38713.35