Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2007.10.18 23:15 - 2008.01.11 02:15
Model		Every tick (the most precise method based on all available least timeframes)
Bars in test	5737	Ticks modelled	473360	Modelling quality	24.58%
Mismatched charts errors	0
Initial deposit	100000.00
Total net profit	5409.50	Gross profit	33580.30	Gross loss	-28170.80
Profit factor	1.19	Expected payoff	94.90
Absolute drawdown	19368.80	Maximal drawdown	23280.00 (22.40%)	Relative drawdown	22.40% (23280.00)
Total trades	57	Short positions (won %)	0 (0.00%)	Long positions (won %)	57 (42.11%)
		Profit trades (% of total)	24 (42.11%)	Loss trades (% of total)	33 (57.89%)
Largest		profit trade	14662.40	loss trade	-6956.80
Average		profit trade	1399.18	loss trade	-853.66
Maximum		consecutive wins (profit in money)	5 (890.40)	consecutive losses (loss in money)	7 (-13795.15)
Maximal		consecutive profit (count of wins)	14773.70 (2)	consecutive loss (count of losses)	-13795.15 (7)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2007.10.18 23:15	buy	1	0.10	2.0440	2.0330	2.0550
2	2007.10.21 23:21	t/p	1	0.10	2.0550	2.0330	2.0550	110.65	100110.65
3	2007.10.21 23:30	buy	2	0.10	2.0556	2.0446	2.0666
4	2007.10.22 12:37	buy	3	0.20	2.0456	2.0346	2.0566
5	2007.10.22 12:39	s/l	2	0.10	2.0446	2.0446	2.0666	-109.35	100001.30
6	2007.10.22 14:24	buy	4	0.40	2.0355	2.0245	2.0465
7	2007.10.22 14:24	s/l	3	0.20	2.0346	2.0346	2.0566	-220.00	99781.30
8	2007.10.23 14:57	t/p	4	0.40	2.0465	2.0245	2.0465	442.60	100223.90
9	2007.10.23 15:00	buy	5	0.10	2.0470	2.0360	2.0580
10	2007.10.29 09:40	t/p	5	0.10	2.0580	2.0360	2.0580	113.90	100337.80
11	2007.10.29 09:45	buy	6	0.10	2.0579	2.0469	2.0689
12	2007.10.30 16:39	t/p	6	0.10	2.0689	2.0469	2.0689	110.65	100448.45
13	2007.10.30 16:45	buy	7	0.10	2.0687	2.0577	2.0797
14	2007.10.31 19:46	t/p	7	0.10	2.0797	2.0577	2.0797	110.65	100559.10
15	2007.10.31 20:00	buy	8	0.10	2.0788	2.0678	2.0898
16	2007.11.02 23:01	t/p	8	0.10	2.0898	2.0678	2.0898	112.60	100671.70
17	2007.11.02 23:15	buy	9	0.10	2.0898	2.0788	2.1008
18	2007.11.05 13:24	buy	10	0.20	2.0797	2.0687	2.0907
19	2007.11.05 14:24	s/l	9	0.10	2.0788	2.0788	2.1008	-109.35	100562.35
20	2007.11.07 04:24	t/p	10	0.20	2.0907	2.0687	2.0907	222.60	100784.95
21	2007.11.07 04:30	buy	11	0.10	2.0933	2.0823	2.1043
22	2007.11.07 12:00	t/p	11	0.10	2.1043	2.0823	2.1043	110.00	100894.95
23	2007.11.07 12:15	buy	12	0.10	2.1033	2.0923	2.1143
24	2007.11.09 03:40	t/p	12	0.10	2.1143	2.0923	2.1143	112.60	101007.55
25	2007.11.09 03:45	buy	13	0.10	2.1132	2.1022	2.1242
26	2007.11.09 13:38	buy	14	0.20	2.1032	2.0922	2.1142
27	2007.11.09 13:39	s/l	13	0.10	2.1022	2.1022	2.1242	-110.00	100897.55
28	2007.11.09 18:21	buy	15	0.40	2.0931	2.0821	2.1041
29	2007.11.09 18:21	s/l	14	0.20	2.0922	2.0922	2.1142	-220.00	100677.55
30	2007.11.12 00:13	buy	16	0.80	2.0830	2.0720	2.0940
31	2007.11.12 00:16	s/l	15	0.40	2.0821	2.0821	2.1041	-437.40	100240.15
32	2007.11.12 13:52	buy	17	1.60	2.0729	2.0619	2.0839
33	2007.11.12 13:53	s/l	16	0.80	2.0720	2.0720	2.0940	-880.00	99360.15
34	2007.11.12 16:24	buy	18	3.20	2.0628	2.0518	2.0738
35	2007.11.12 16:24	s/l	17	1.60	2.0619	2.0619	2.0839	-1760.00	97600.15
36	2007.11.13 15:07	t/p	18	3.20	2.0738	2.0518	2.0738	3540.80	101140.95
37	2007.11.13 15:15	buy	19	0.10	2.0732	2.0622	2.0842
38	2007.11.14 12:24	t/p	19	0.10	2.0842	2.0622	2.0842	110.65	101251.60
39	2007.11.14 12:30	buy	20	0.10	2.0845	2.0735	2.0955
40	2007.11.14 12:52	buy	21	0.20	2.0744	2.0634	2.0854
41	2007.11.14 12:54	s/l	20	0.10	2.0735	2.0735	2.0955	-110.00	101141.60
42	2007.11.14 18:04	buy	22	0.40	2.0643	2.0533	2.0753
43	2007.11.14 18:05	s/l	21	0.20	2.0634	2.0634	2.0854	-220.00	100921.60
44	2007.11.14 22:46	buy	23	0.80	2.0542	2.0432	2.0652
45	2007.11.14 22:50	s/l	22	0.40	2.0533	2.0533	2.0753	-440.00	100481.60
46	2007.11.15 12:07	buy	24	1.60	2.0441	2.0331	2.0551
47	2007.11.15 12:07	s/l	23	0.80	2.0432	2.0432	2.0652	-864.40	99617.20
48	2007.11.19 02:16	t/p	24	1.60	2.0551	2.0331	2.0551	1780.80	101398.00
49	2007.11.19 02:30	buy	25	0.10	2.0560	2.0450	2.0670
50	2007.11.19 10:09	buy	26	0.20	2.0460	2.0350	2.0570
51	2007.11.20 09:19	t/p	26	0.20	2.0570	2.0350	2.0570	221.30	101619.30
52	2007.11.20 16:09	t/p	25	0.10	2.0670	2.0450	2.0670	110.65	101729.95
53	2007.11.20 16:15	buy	27	0.10	2.0665	2.0555	2.0775
54	2007.11.21 11:54	buy	28	0.20	2.0565	2.0455	2.0675
55	2007.11.21 12:09	s/l	27	0.10	2.0555	2.0555	2.0775	-109.35	101620.60
56	2007.11.21 22:18	t/p	28	0.20	2.0675	2.0455	2.0675	220.00	101840.60
57	2007.11.21 22:30	buy	29	0.10	2.0668	2.0558	2.0778
58	2007.11.23 12:54	buy	30	0.20	2.0567	2.0457	2.0677
59	2007.11.23 15:12	s/l	29	0.10	2.0558	2.0558	2.0778	-107.40	101733.20
60	2007.11.26 09:40	t/p	30	0.20	2.0677	2.0457	2.0677	221.30	101954.50
61	2007.11.26 09:45	buy	31	0.10	2.0673	2.0563	2.0783
62	2007.11.28 21:30	t/p	31	0.10	2.0783	2.0563	2.0783	111.30	102065.80
63	2007.11.28 21:45	buy	32	0.10	2.0809	2.0699	2.0919
64	2007.11.29 09:55	buy	33	0.20	2.0708	2.0598	2.0818
65	2007.11.29 10:04	s/l	32	0.10	2.0699	2.0699	2.0919	-108.05	101957.75
66	2007.11.29 12:45	buy	34	0.40	2.0607	2.0497	2.0717
67	2007.11.29 12:48	s/l	33	0.20	2.0598	2.0598	2.0818	-220.00	101737.75
68	2007.12.05 10:03	buy	35	0.80	2.0506	2.0396	2.0616
69	2007.12.05 10:03	s/l	34	0.40	2.0497	2.0497	2.0717	-429.60	101308.15
70	2007.12.05 11:09	buy	36	1.60	2.0405	2.0295	2.0515
71	2007.12.05 11:22	s/l	35	0.80	2.0396	2.0396	2.0616	-880.00	100428.15
72	2007.12.05 17:03	buy	37	3.20	2.0304	2.0194	2.0414
73	2007.12.05 17:42	s/l	36	1.60	2.0295	2.0295	2.0515	-1760.00	98668.15
74	2007.12.06 14:09	buy	38	6.40	2.0203	2.0093	2.0313
75	2007.12.06 14:09	s/l	37	3.20	2.0194	2.0194	2.0414	-3457.60	95210.55
76	2007.12.07 12:20	t/p	38	6.40	2.0313	2.0093	2.0313	7081.60	102292.15
77	2007.12.07 12:30	buy	39	0.10	2.0330	2.0220	2.0440
78	2007.12.10 14:18	t/p	39	0.10	2.0440	2.0220	2.0440	110.65	102402.80
79	2007.12.10 14:30	buy	40	0.10	2.0446	2.0336	2.0556
80	2007.12.11 22:52	buy	41	0.20	2.0345	2.0235	2.0455
81	2007.12.11 22:54	s/l	40	0.10	2.0336	2.0336	2.0556	-109.35	102293.45
82	2007.12.12 12:39	t/p	41	0.20	2.0455	2.0235	2.0455	221.30	102514.75
83	2007.12.12 12:45	buy	42	0.10	2.0450	2.0340	2.0560
84	2007.12.12 16:09	t/p	42	0.10	2.0560	2.0340	2.0560	110.00	102624.75
85	2007.12.12 16:15	buy	43	0.10	2.0522	2.0412	2.0632
86	2007.12.13 08:54	buy	44	0.20	2.0422	2.0312	2.0532
87	2007.12.13 10:07	s/l	43	0.10	2.0412	2.0412	2.0632	-108.05	102516.70
88	2007.12.14 11:54	buy	45	0.40	2.0321	2.0211	2.0431
89	2007.12.14 11:55	s/l	44	0.20	2.0312	2.0312	2.0532	-218.70	102298.00
90	2007.12.14 15:40	buy	46	0.80	2.0220	2.0110	2.0330
91	2007.12.14 17:09	s/l	45	0.40	2.0211	2.0211	2.0431	-440.00	101858.00
92	2007.12.17 10:24	buy	47	1.60	2.0119	2.0009	2.0229
93	2007.12.17 12:10	s/l	46	0.80	2.0110	2.0110	2.0330	-874.80	100983.20
94	2007.12.19 18:06	buy	48	3.20	2.0018	1.9908	2.0128
95	2007.12.19 18:07	s/l	47	1.60	2.0009	2.0009	2.0229	-1739.20	99244.00
96	2007.12.20 10:19	buy	49	6.40	1.9917	1.9807	2.0027
97	2007.12.20 10:21	s/l	48	3.20	1.9908	1.9908	2.0128	-3457.60	95786.40
98	2007.12.20 17:55	buy	50	12.80	1.9817	1.9707	1.9927
99	2007.12.24 11:18	s/l	49	6.40	1.9807	1.9807	2.0027	-6956.80	88829.60
100	2007.12.27 15:24	t/p	50	12.80	1.9927	1.9707	1.9927	14662.40	103492.00
101	2007.12.27 15:30	buy	51	0.10	1.9931	1.9821	2.0041
102	2007.12.31 12:39	t/p	51	0.10	2.0041	1.9821	2.0041	111.30	103603.30
103	2007.12.31 12:45	buy	52	0.10	2.0045	1.9935	2.0155
104	2007.12.31 17:51	buy	53	0.20	1.9945	1.9835	2.0055
105	2007.12.31 17:54	s/l	52	0.10	1.9935	1.9935	2.0155	-110.00	103493.30
106	2007.12.31 18:22	buy	54	0.40	1.9845	1.9735	1.9955
107	2007.12.31 18:24	s/l	53	0.20	1.9835	1.9835	2.0055	-220.00	103273.30
108	2008.01.03 11:39	buy	55	0.80	1.9745	1.9635	1.9855
109	2008.01.03 11:39	s/l	54	0.40	1.9735	1.9735	1.9955	-427.00	102846.30
110	2008.01.09 10:45	buy	56	1.60	1.9644	1.9534	1.9754
111	2008.01.09 10:45	s/l	55	0.80	1.9635	1.9635	1.9855	-859.20	101987.10
112	2008.01.10 09:53	buy	57	3.20	1.9544	1.9434	1.9654
113	2008.01.10 14:09	t/p	57	3.20	1.9654	1.9434	1.9654	3520.00	105507.10
114	2008.02.24 10:54	close at stop	56	1.60	1.9608	1.9534	1.9754	-97.60	105409.50