Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		5 Minutes (M5) 2007.03.01 00:00 - 2007.10.15 23:55 (2007.03.01 - 2007.10.16)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		UseSATLFilter=true; ChandDist_Min=35; ChandDist_Max=100; UseChandIfTouched=false; WPR_Period=90; WPR_TopLevel=-5; WPR_BottomLevel=-95; TPPips=355; atr_for_tp=false; atr_period=4; atr_multiplier=4; AllowReentries=false; MaximumRisk=0;
Bars in test	49650	Ticks modelled	874281	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	7004.00	Gross profit	15656.60	Gross loss	-8652.60
Profit factor	1.81	Expected payoff	194.56
Absolute drawdown	1495.70	Maximal drawdown	4620.00 (25.80%)	Relative drawdown	25.80% (4620.00)
Total trades	36	Short positions (won %)	19 (42.11%)	Long positions (won %)	17 (47.06%)
		Profit trades (% of total)	16 (44.44%)	Loss trades (% of total)	20 (55.56%)
Largest		profit trade	3494.50	loss trade	-920.00
Average		profit trade	978.54	loss trade	-432.63
Maximum		consecutive wins (profit in money)	5 (2813.20)	consecutive losses (loss in money)	6 (-1877.10)
Maximal		consecutive profit (count of wins)	4150.30 (3)	consecutive loss (count of losses)	-2448.50 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2007.03.05 16:15	sell	1	1.00	1.9277	0.0000	1.8925
2	2007.03.06 22:00	close	1	1.00	1.9316	0.0000	1.8925	-398.50	9601.50
3	2007.03.08 13:20	buy	2	1.00	1.9303	0.0000	1.9655
4	2007.03.12 14:00	close	2	1.00	1.9317	0.0000	1.9655	142.80	9744.30
5	2007.03.22 07:45	buy	3	1.00	1.9669	0.0000	2.0021
6	2007.03.22 18:00	close	3	1.00	1.9640	0.0000	2.0021	-290.00	9454.30
7	2007.03.26 07:35	sell	4	1.00	1.9616	0.0000	1.9264
8	2007.03.26 16:00	close	4	1.00	1.9677	0.0000	1.9264	-610.00	8844.30
9	2007.03.27 02:25	buy	5	1.00	1.9682	0.0000	2.0034
10	2007.03.27 11:00	close	5	1.00	1.9662	0.0000	2.0034	-200.00	8644.30
11	2007.04.02 02:20	buy	6	1.00	1.9670	0.0000	2.0022
12	2007.04.03 12:00	close	6	1.00	1.9758	0.0000	2.0022	881.40	9525.70
13	2007.04.13 16:40	buy	7	1.00	1.9834	0.0000	2.0186
14	2007.04.18 14:00	close	7	1.00	2.0061	0.0000	2.0186	2274.20	11799.90
15	2007.04.20 00:19	sell	8	1.00	2.0035	0.0000	1.9683
16	2007.04.24 17:00	close	8	1.00	2.0030	0.0000	1.9683	33.00	11832.90
17	2007.04.27 05:34	sell	9	1.00	1.9921	0.0000	1.9569
18	2007.04.27 11:00	close	9	1.00	1.9945	0.0000	1.9569	-240.00	11592.90
19	2007.05.03 05:11	sell	10	1.00	1.9904	0.0000	1.9552
20	2007.05.03 10:00	close	10	1.00	1.9928	0.0000	1.9552	-240.00	11352.90
21	2007.05.07 15:16	buy	11	1.00	1.9955	0.0000	2.0307
22	2007.05.08 11:00	close	11	1.00	1.9928	0.0000	2.0307	-268.60	11084.30
23	2007.05.09 04:52	sell	12	1.00	1.9904	0.0000	1.9552
24	2007.05.09 15:00	close	12	1.00	1.9950	0.0000	1.9552	-460.00	10624.30
25	2007.05.11 04:00	sell	13	1.00	1.9803	0.0000	1.9451
26	2007.05.14 02:00	close	13	1.00	1.9837	0.0000	1.9451	-348.50	10275.80
27	2007.05.16 03:40	buy	14	1.00	1.9849	0.0000	2.0201
28	2007.05.16 14:00	close	14	1.00	1.9817	0.0000	2.0201	-320.00	9955.80
29	2007.05.17 05:55	sell	15	1.00	1.9781	0.0000	1.9429
30	2007.05.22 09:00	close	15	1.00	1.9730	0.0000	1.9429	484.50	10440.30
31	2007.05.30 03:35	sell	16	1.00	1.9821	0.0000	1.9469
32	2007.05.31 15:00	close	16	1.00	1.9787	0.0000	1.9469	314.50	10754.80
33	2007.06.08 02:15	sell	17	1.00	1.9781	0.0000	1.9429
34	2007.06.12 03:01	close	17	1.00	1.9720	0.0000	1.9429	593.00	11347.80
35	2007.06.20 01:31	buy	18	1.00	1.9872	0.0000	2.0224
36	2007.06.25 18:00	close	18	1.00	1.9960	0.0000	2.0224	887.00	12234.80
37	2007.07.11 04:16	buy	19	1.00	2.0248	0.0000	2.0600
38	2007.07.12 15:00	close	19	1.00	2.0301	0.0000	2.0600	534.20	12769.00
39	2007.07.19 02:40	buy	20	1.00	2.0527	0.0000	2.0879
40	2007.07.19 13:00	close	20	1.00	2.0486	0.0000	2.0879	-410.00	12359.00
41	2007.07.25 23:46	sell	21	1.00	2.0540	0.0000	2.0188
42	2007.07.26 19:00	close	21	1.00	2.0535	0.0000	2.0188	24.50	12383.50
43	2007.07.30 07:16	sell	22	1.00	2.0245	0.0000	1.9893
44	2007.07.31 02:01	close	22	1.00	2.0310	0.0000	1.9893	-658.50	11725.00
45	2007.08.02 10:55	buy	23	1.00	2.0295	0.0000	2.0647
46	2007.08.06 12:00	close	23	1.00	2.0340	0.0000	2.0647	452.80	12177.80
47	2007.08.06 23:05	sell	24	1.00	2.0320	0.0000	1.9968
48	2007.08.08 13:00	close	24	1.00	2.0298	0.0000	1.9968	203.00	12380.80
49	2007.08.10 04:45	sell	25	1.00	2.0238	0.0000	1.9886
50	2007.08.15 06:53	t/p	25	1.00	1.9886	0.0000	1.9886	3494.50	15875.30
51	2007.08.16 14:50	sell	26	1.00	1.9859	0.0000	1.9507
52	2007.08.17 15:00	close	26	1.00	1.9875	0.0000	1.9507	-168.50	15706.80
53	2007.08.24 01:05	buy	27	1.00	2.0026	0.0000	2.0378
54	2007.08.24 09:00	close	27	1.00	1.9988	0.0000	2.0378	-380.00	15326.80
55	2007.08.29 06:05	sell	28	1.00	2.0031	0.0000	1.9679
56	2007.08.29 12:00	close	28	1.00	2.0104	0.0000	1.9679	-730.00	14596.80
57	2007.08.30 02:25	buy	29	1.00	2.0144	0.0000	2.0496
58	2007.08.30 12:00	close	29	1.00	2.0068	0.0000	2.0496	-760.00	13836.80
59	2007.09.06 02:50	buy	30	1.00	2.0195	0.0000	2.0547
60	2007.09.06 15:00	close	30	1.00	2.0154	0.0000	2.0547	-410.00	13426.80
61	2007.09.14 08:00	sell	31	1.00	2.0223	0.0000	1.9871
62	2007.09.18 15:00	close	31	1.00	1.9973	0.0000	1.9871	2483.00	15909.80
63	2007.09.19 09:45	buy	32	1.00	2.0097	0.0000	2.0449
64	2007.09.19 12:00	close	32	1.00	2.0005	0.0000	2.0449	-920.00	14989.80
65	2007.09.20 23:00	buy	33	1.00	2.0080	0.0000	2.0432
66	2007.09.24 16:00	close	33	1.00	2.0224	0.0000	2.0432	1442.80	16432.60
67	2007.09.25 14:55	sell	34	1.00	2.0152	0.0000	1.9800
68	2007.09.25 22:00	close	34	1.00	2.0200	0.0000	1.9800	-480.00	15952.60
69	2007.09.28 03:45	buy	35	1.00	2.0246	0.0000	2.0598
70	2007.10.01 14:00	close	35	1.00	2.0387	0.0000	2.0598	1411.40	17364.00
71	2007.10.04 04:17	sell	36	1.00	2.0327	0.0000	1.9975
72	2007.10.04 16:00	close	36	1.00	2.0363	0.0000	1.9975	-360.00	17004.00