Symbol		EURUSD (Euro vs. United States Dollar)
Period		5 Minutes (M5) 2008.03.17 07:20 - 2008.05.23 22:55
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Symb0="EURUSD"; Lots=0.1; diff1=1; decimalplace=14; svmtype=1; BasePeriod=5; TrainPeriod=240; class_type=2; StopLoss=40; TakeProfit=40; FutureWindow=100; Signal=8; UseRamDisk=true; BeginDate=1970.01.01 00:00;
Bars in test	14221	Ticks modelled	537102	Modelling quality	89.37%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	62.50	Gross profit	1181.44	Gross loss	-1118.94
Profit factor	1.06	Expected payoff	0.61
Absolute drawdown	168.41	Maximal drawdown	185.00 (1.85%)	Relative drawdown	1.85% (185.00)
Total trades	103	Short positions (won %)	57 (50.88%)	Long positions (won %)	46 (54.35%)
		Profit trades (% of total)	54 (52.43%)	Loss trades (% of total)	49 (47.57%)
Largest		profit trade	40.54	loss trade	-43.07
Average		profit trade	21.88	loss trade	-22.84
Maximum		consecutive wins (profit in money)	5 (74.98)	consecutive losses (loss in money)	5 (-26.39)
Maximal		consecutive profit (count of wins)	160.00 (4)	consecutive loss (count of losses)	-146.00 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2008.04.01 08:35	buy	1	0.10	1.5684	1.5644	1.5724
2	2008.04.01 10:25	close	1	0.10	1.5672	1.5644	1.5724	-12.00	9988.00
3	2008.04.01 10:25	sell	2	0.10	1.5672	1.5712	1.5632
4	2008.04.01 11:45	close	2	0.10	1.5663	1.5712	1.5632	9.00	9997.00
5	2008.04.01 11:45	buy	3	0.10	1.5663	1.5623	1.5703
6	2008.04.01 12:05	close	3	0.10	1.5631	1.5623	1.5703	-32.00	9965.00
7	2008.04.01 12:05	sell	4	0.10	1.5631	1.5671	1.5591
8	2008.04.01 12:35	close	4	0.10	1.5635	1.5671	1.5591	-4.00	9961.00
9	2008.04.01 12:35	buy	5	0.10	1.5635	1.5595	1.5675
10	2008.04.01 13:56	t/p	5	0.10	1.5675	1.5595	1.5675	40.00	10001.00
11	2008.04.01 14:00	buy	6	0.10	1.5677	1.5637	1.5717
12	2008.04.01 14:47	s/l	6	0.10	1.5637	1.5637	1.5717	-40.00	9961.00
13	2008.04.01 14:55	buy	7	0.10	1.5640	1.5600	1.5680
14	2008.04.01 15:48	s/l	7	0.10	1.5600	1.5600	1.5680	-40.00	9921.00
15	2008.04.01 16:20	sell	8	0.10	1.5592	1.5632	1.5552
16	2008.04.02 07:38	t/p	8	0.10	1.5552	1.5632	1.5552	38.98	9959.98
17	2008.04.02 07:40	sell	9	0.10	1.5551	1.5591	1.5511
18	2008.04.02 09:24	s/l	9	0.10	1.5591	1.5591	1.5511	-40.00	9919.98
19	2008.04.02 09:25	sell	10	0.10	1.5596	1.5636	1.5556
20	2008.04.02 10:40	s/l	10	0.10	1.5636	1.5636	1.5556	-40.00	9879.98
21	2008.04.02 10:45	sell	11	0.10	1.5642	1.5682	1.5602
22	2008.04.02 12:35	close	11	0.10	1.5636	1.5682	1.5602	6.00	9885.98
23	2008.04.02 12:35	buy	12	0.10	1.5636	1.5596	1.5676
24	2008.04.02 13:40	close	12	0.10	1.5647	1.5596	1.5676	11.00	9896.98
25	2008.04.02 13:40	sell	13	0.10	1.5647	1.5687	1.5607
26	2008.04.02 14:17	t/p	13	0.10	1.5607	1.5687	1.5607	40.00	9936.98
27	2008.04.02 14:20	sell	14	0.10	1.5603	1.5643	1.5563
28	2008.04.02 15:33	s/l	14	0.10	1.5643	1.5643	1.5563	-40.00	9896.98
29	2008.04.02 15:35	sell	15	0.10	1.5630	1.5670	1.5590
30	2008.04.02 16:25	close	15	0.10	1.5611	1.5670	1.5590	19.00	9915.98
31	2008.04.02 16:25	buy	16	0.10	1.5611	1.5571	1.5651
32	2008.04.02 16:30	close	16	0.10	1.5607	1.5571	1.5651	-4.00	9911.98
33	2008.04.02 16:30	sell	17	0.10	1.5607	1.5647	1.5567
34	2008.04.02 18:59	s/l	17	0.10	1.5647	1.5647	1.5567	-40.00	9871.98
35	2008.04.02 19:00	sell	18	0.10	1.5651	1.5691	1.5611
36	2008.04.02 20:30	close	18	0.10	1.5672	1.5691	1.5611	-21.00	9850.98
37	2008.04.02 20:30	buy	19	0.10	1.5672	1.5632	1.5712
38	2008.04.02 22:35	close	19	0.10	1.5689	1.5632	1.5712	17.00	9867.98
39	2008.04.02 22:35	sell	20	0.10	1.5689	1.5729	1.5649
40	2008.04.02 22:50	close	20	0.10	1.5688	1.5729	1.5649	1.00	9868.98
41	2008.04.02 22:50	buy	21	0.10	1.5688	1.5648	1.5728
42	2008.04.02 23:00	close	21	0.10	1.5686	1.5648	1.5728	-2.00	9866.98
43	2008.04.02 23:00	sell	22	0.10	1.5686	1.5726	1.5646
44	2008.04.02 23:55	close	22	0.10	1.5693	1.5726	1.5646	-7.00	9859.98
45	2008.04.02 23:55	buy	23	0.10	1.5693	1.5653	1.5733
46	2008.04.03 00:05	close	23	0.10	1.5680	1.5653	1.5733	-11.39	9848.59
47	2008.04.03 00:05	sell	24	0.10	1.5680	1.5720	1.5640
48	2008.04.03 00:30	close	24	0.10	1.5684	1.5720	1.5640	-4.00	9844.59
49	2008.04.03 00:30	buy	25	0.10	1.5684	1.5644	1.5724
50	2008.04.03 00:35	close	25	0.10	1.5682	1.5644	1.5724	-2.00	9842.59
51	2008.04.03 00:35	sell	26	0.10	1.5682	1.5722	1.5642
52	2008.04.03 04:53	t/p	26	0.10	1.5642	1.5722	1.5642	40.00	9882.59
53	2008.04.03 04:55	sell	27	0.10	1.5642	1.5682	1.5602
54	2008.04.03 10:44	t/p	27	0.10	1.5602	1.5682	1.5602	40.00	9922.59
55	2008.04.03 10:45	sell	28	0.10	1.5601	1.5641	1.5561
56	2008.04.03 11:45	t/p	28	0.10	1.5561	1.5641	1.5561	40.00	9962.59
57	2008.04.03 11:50	sell	29	0.10	1.5562	1.5602	1.5522
58	2008.04.03 13:31	t/p	29	0.10	1.5522	1.5602	1.5522	40.00	10002.59
59	2008.04.03 13:35	sell	30	0.10	1.5526	1.5566	1.5486
60	2008.04.03 14:30	s/l	30	0.10	1.5566	1.5566	1.5486	-40.00	9962.59
61	2008.04.03 14:35	sell	31	0.10	1.5569	1.5609	1.5529
62	2008.04.03 14:55	s/l	31	0.10	1.5609	1.5609	1.5529	-40.00	9922.59
63	2008.04.03 15:00	sell	32	0.10	1.5592	1.5632	1.5552
64	2008.04.03 16:57	s/l	32	0.10	1.5632	1.5632	1.5552	-40.00	9882.59
65	2008.04.03 17:00	sell	33	0.10	1.5634	1.5674	1.5594
66	2008.04.03 17:20	close	33	0.10	1.5660	1.5674	1.5594	-26.00	9856.59
67	2008.04.03 17:20	buy	34	0.10	1.5660	1.5620	1.5700
68	2008.04.03 17:25	close	34	0.10	1.5660	1.5620	1.5700	0.00	9856.59
69	2008.04.03 17:25	sell	35	0.10	1.5660	1.5700	1.5620
70	2008.04.03 17:30	close	35	0.10	1.5669	1.5700	1.5620	-9.00	9847.59
71	2008.04.03 17:30	buy	36	0.10	1.5669	1.5629	1.5709
72	2008.04.03 19:15	close	36	0.10	1.5672	1.5629	1.5709	3.00	9850.59
73	2008.04.03 19:15	sell	37	0.10	1.5672	1.5712	1.5632
74	2008.04.03 21:25	close	37	0.10	1.5668	1.5712	1.5632	4.00	9854.59
75	2008.04.03 21:25	buy	38	0.10	1.5668	1.5628	1.5708
76	2008.04.03 21:30	close	38	0.10	1.5666	1.5628	1.5708	-2.00	9852.59
77	2008.04.03 21:30	sell	39	0.10	1.5666	1.5706	1.5626
78	2008.04.03 22:05	close	39	0.10	1.5667	1.5706	1.5626	-1.00	9851.59
79	2008.04.03 22:05	buy	40	0.10	1.5667	1.5627	1.5707
80	2008.04.03 23:50	close	40	0.10	1.5682	1.5627	1.5707	15.00	9866.59
81	2008.04.03 23:50	sell	41	0.10	1.5682	1.5722	1.5642
82	2008.04.04 03:07	t/p	41	0.10	1.5642	1.5722	1.5642	38.98	9905.57
83	2008.04.04 03:10	sell	42	0.10	1.5641	1.5681	1.5601
84	2008.04.04 04:44	s/l	42	0.10	1.5681	1.5681	1.5601	-40.00	9865.57
85	2008.04.04 04:45	sell	43	0.10	1.5680	1.5720	1.5640
86	2008.04.04 07:30	close	43	0.10	1.5678	1.5720	1.5640	2.00	9867.57
87	2008.04.04 07:30	buy	44	0.10	1.5678	1.5638	1.5718
88	2008.04.04 08:30	close	44	0.10	1.5663	1.5638	1.5718	-15.00	9852.57
89	2008.04.04 08:30	sell	45	0.10	1.5663	1.5703	1.5623
90	2008.04.04 08:40	close	45	0.10	1.5663	1.5703	1.5623	0.00	9852.57
91	2008.04.04 08:40	buy	46	0.10	1.5663	1.5623	1.5703
92	2008.04.04 09:39	t/p	46	0.10	1.5703	1.5623	1.5703	40.00	9892.57
93	2008.04.04 09:40	buy	47	0.10	1.5708	1.5668	1.5748
94	2008.04.04 14:30	t/p	47	0.10	1.5748	1.5668	1.5748	40.00	9932.57
95	2008.04.04 14:35	buy	48	0.10	1.5770	1.5730	1.5810
96	2008.04.04 14:38	s/l	48	0.10	1.5730	1.5730	1.5810	-40.00	9892.57
97	2008.04.04 14:40	buy	49	0.10	1.5717	1.5677	1.5757
98	2008.04.04 16:30	close	49	0.10	1.5728	1.5677	1.5757	11.00	9903.57
99	2008.04.04 16:30	sell	50	0.10	1.5728	1.5768	1.5688
100	2008.04.07 03:52	t/p	50	0.10	1.5688	1.5768	1.5688	38.98	9942.54
101	2008.04.07 03:55	sell	51	0.10	1.5683	1.5723	1.5643
102	2008.04.07 05:56	close	51	0.10	1.5672	1.5723	1.5643	11.00	9953.54
103	2008.04.07 05:56	buy	52	0.10	1.5672	1.5632	1.5712
104	2008.04.07 08:35	close	52	0.10	1.5661	1.5632	1.5712	-11.00	9942.54
105	2008.04.07 08:35	sell	53	0.10	1.5661	1.5701	1.5621
106	2008.04.07 08:40	close	53	0.10	1.5662	1.5701	1.5621	-1.00	9941.54
107	2008.04.07 08:40	buy	54	0.10	1.5662	1.5622	1.5702
108	2008.04.07 08:50	close	54	0.10	1.5671	1.5622	1.5702	9.00	9950.54
109	2008.04.07 08:50	sell	55	0.10	1.5671	1.5711	1.5631
110	2008.04.07 08:55	close	55	0.10	1.5677	1.5711	1.5631	-6.00	9944.54
111	2008.04.07 08:55	buy	56	0.10	1.5677	1.5637	1.5717
112	2008.04.07 09:10	close	56	0.10	1.5667	1.5637	1.5717	-10.00	9934.54
113	2008.04.07 09:10	sell	57	0.10	1.5667	1.5707	1.5627
114	2008.04.07 11:15	s/l	57	0.10	1.5707	1.5707	1.5627	-40.00	9894.54
115	2008.04.07 11:20	sell	58	0.10	1.5706	1.5746	1.5666
116	2008.04.07 12:15	close	58	0.10	1.5718	1.5746	1.5666	-12.00	9882.54
117	2008.04.07 12:15	buy	59	0.10	1.5718	1.5678	1.5758
118	2008.04.08 02:11	t/p	59	0.10	1.5758	1.5678	1.5758	40.54	9923.08
119	2008.04.08 02:15	buy	60	0.10	1.5784	1.5744	1.5824
120	2008.04.08 05:35	s/l	60	0.10	1.5744	1.5744	1.5824	-40.00	9883.08
121	2008.04.08 05:40	buy	61	0.10	1.5755	1.5715	1.5795
122	2008.04.08 12:10	close	61	0.10	1.5767	1.5715	1.5795	12.00	9895.08
123	2008.04.08 12:10	sell	62	0.10	1.5767	1.5807	1.5727
124	2008.04.08 12:59	t/p	62	0.10	1.5727	1.5807	1.5727	40.00	9935.08
125	2008.04.08 13:00	sell	63	0.10	1.5731	1.5771	1.5691
126	2008.04.08 14:11	t/p	63	0.10	1.5691	1.5771	1.5691	40.00	9975.08
127	2008.04.08 14:15	sell	64	0.10	1.5693	1.5733	1.5653
128	2008.04.08 20:28	s/l	64	0.10	1.5733	1.5733	1.5653	-40.00	9935.08
129	2008.04.08 20:30	sell	65	0.10	1.5721	1.5761	1.5681
130	2008.04.09 02:25	close	65	0.10	1.5707	1.5761	1.5681	12.98	9948.06
131	2008.04.09 02:25	buy	66	0.10	1.5707	1.5667	1.5747
132	2008.04.09 02:40	close	66	0.10	1.5721	1.5667	1.5747	14.00	9962.06
133	2008.04.09 02:40	sell	67	0.10	1.5721	1.5761	1.5681
134	2008.04.09 02:55	close	67	0.10	1.5708	1.5761	1.5681	13.00	9975.06
135	2008.04.09 02:55	buy	68	0.10	1.5708	1.5668	1.5748
136	2008.04.09 08:25	close	68	0.10	1.5736	1.5668	1.5748	28.00	10003.06
137	2008.04.09 08:25	sell	69	0.10	1.5736	1.5776	1.5696
138	2008.04.09 12:21	close	69	0.10	1.5729	1.5776	1.5696	7.00	10010.06
139	2008.04.09 12:21	buy	70	0.10	1.5729	1.5689	1.5769
140	2008.04.09 12:50	close	70	0.10	1.5720	1.5689	1.5769	-9.00	10001.06
141	2008.04.09 12:50	sell	71	0.10	1.5720	1.5760	1.5680
142	2008.04.09 12:55	close	71	0.10	1.5718	1.5760	1.5680	2.00	10003.06
143	2008.04.09 12:55	buy	72	0.10	1.5718	1.5678	1.5758
144	2008.04.09 15:06	t/p	72	0.10	1.5758	1.5678	1.5758	40.00	10043.06
145	2008.04.09 15:10	buy	73	0.10	1.5760	1.5720	1.5800
146	2008.04.09 17:31	t/p	73	0.10	1.5800	1.5720	1.5800	40.00	10083.06
147	2008.04.09 17:35	buy	74	0.10	1.5811	1.5771	1.5851
148	2008.04.09 19:00	t/p	74	0.10	1.5851	1.5771	1.5851	40.00	10123.06
149	2008.04.09 19:00	buy	75	0.10	1.5859	1.5819	1.5899
150	2008.04.09 19:55	close	75	0.10	1.5842	1.5819	1.5899	-17.00	10106.06
151	2008.04.09 19:55	sell	76	0.10	1.5842	1.5882	1.5802
152	2008.04.10 10:48	s/l	76	0.10	1.5882	1.5882	1.5802	-43.07	10062.99
153	2008.04.10 10:50	sell	77	0.10	1.5870	1.5910	1.5830
154	2008.04.10 11:14	s/l	77	0.10	1.5910	1.5910	1.5830	-40.00	10022.99
155	2008.04.10 11:15	sell	78	0.10	1.5908	1.5948	1.5868
156	2008.04.10 13:08	t/p	78	0.10	1.5868	1.5948	1.5868	40.00	10062.99
157	2008.04.10 13:10	sell	79	0.10	1.5873	1.5913	1.5833
158	2008.04.10 13:45	close	79	0.10	1.5880	1.5913	1.5833	-7.00	10055.99
159	2008.04.10 13:45	buy	80	0.10	1.5880	1.5840	1.5920
160	2008.04.10 14:45	s/l	80	0.10	1.5840	1.5840	1.5920	-40.00	10015.99
161	2008.04.10 14:50	buy	81	0.10	1.5827	1.5787	1.5867
162	2008.04.10 15:09	t/p	81	0.10	1.5867	1.5787	1.5867	40.00	10055.99
163	2008.04.10 15:10	buy	82	0.10	1.5867	1.5827	1.5907
164	2008.04.10 15:41	s/l	82	0.10	1.5827	1.5827	1.5907	-40.00	10015.99
165	2008.04.10 15:45	buy	83	0.10	1.5822	1.5782	1.5862
166	2008.04.10 16:30	close	83	0.10	1.5826	1.5782	1.5862	4.00	10019.99
167	2008.04.10 16:30	sell	84	0.10	1.5826	1.5866	1.5786
168	2008.04.10 16:58	t/p	84	0.10	1.5786	1.5866	1.5786	40.00	10059.99
169	2008.04.10 17:00	sell	85	0.10	1.5790	1.5830	1.5750
170	2008.04.10 17:47	t/p	85	0.10	1.5750	1.5830	1.5750	40.00	10099.99
171	2008.04.10 17:50	sell	86	0.10	1.5749	1.5789	1.5709
172	2008.04.11 07:20	s/l	86	0.10	1.5789	1.5789	1.5709	-41.02	10058.96
173	2008.04.11 13:05	buy	87	0.10	1.5815	1.5775	1.5855
174	2008.04.11 13:15	close	87	0.10	1.5838	1.5775	1.5855	23.00	10081.96
175	2008.04.11 13:15	sell	88	0.10	1.5838	1.5878	1.5798
176	2008.04.11 13:45	close	88	0.10	1.5822	1.5878	1.5798	16.00	10097.96
177	2008.04.11 13:45	buy	89	0.10	1.5822	1.5782	1.5862
178	2008.04.11 13:50	close	89	0.10	1.5826	1.5782	1.5862	4.00	10101.96
179	2008.04.11 13:50	sell	90	0.10	1.5826	1.5866	1.5786
180	2008.04.11 15:00	close	90	0.10	1.5823	1.5866	1.5786	3.00	10104.96
181	2008.04.11 15:00	buy	91	0.10	1.5823	1.5783	1.5863
182	2008.04.11 15:05	close	91	0.10	1.5816	1.5783	1.5863	-7.00	10097.96
183	2008.04.11 15:05	sell	92	0.10	1.5816	1.5856	1.5776
184	2008.04.11 15:10	close	92	0.10	1.5813	1.5856	1.5776	3.00	10100.96
185	2008.04.11 15:10	buy	93	0.10	1.5813	1.5773	1.5853
186	2008.04.11 15:30	close	93	0.10	1.5823	1.5773	1.5853	10.00	10110.96
187	2008.04.11 15:30	sell	94	0.10	1.5823	1.5863	1.5783
188	2008.04.11 15:50	close	94	0.10	1.5826	1.5863	1.5783	-3.00	10107.96
189	2008.04.11 15:50	buy	95	0.10	1.5826	1.5786	1.5866
190	2008.04.11 16:05	close	95	0.10	1.5828	1.5786	1.5866	2.00	10109.96
191	2008.04.11 16:05	sell	96	0.10	1.5828	1.5868	1.5788
192	2008.04.11 16:20	close	96	0.10	1.5834	1.5868	1.5788	-6.00	10103.96
193	2008.04.11 16:20	buy	97	0.10	1.5834	1.5794	1.5874
194	2008.04.11 16:40	close	97	0.10	1.5828	1.5794	1.5874	-6.00	10097.96
195	2008.04.11 16:40	sell	98	0.10	1.5828	1.5868	1.5788
196	2008.04.11 18:00	close	98	0.10	1.5796	1.5868	1.5788	32.00	10129.96
197	2008.04.11 18:00	buy	99	0.10	1.5796	1.5756	1.5836
198	2008.04.11 21:41	t/p	99	0.10	1.5836	1.5756	1.5836	40.00	10169.96
199	2008.04.11 21:45	buy	100	0.10	1.5836	1.5796	1.5876
200	2008.04.14 00:00	s/l	100	0.10	1.5796	1.5796	1.5876	-39.46	10130.50
201	2008.04.14 00:00	buy	101	0.10	1.5706	1.5666	1.5746
202	2008.04.14 00:15	close	101	0.10	1.5706	1.5666	1.5746	0.00	10130.50
203	2008.04.14 00:15	sell	102	0.10	1.5706	1.5746	1.5666
204	2008.04.14 08:20	s/l	102	0.10	1.5746	1.5746	1.5666	-40.00	10090.50
205	2008.04.14 08:25	sell	103	0.10	1.5734	1.5774	1.5694
206	2008.04.14 08:50	close at stop	103	0.10	1.5762	1.5774	1.5694	-28.00	10062.50