Symbol		EURUSD (Euro vs US 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=0; BasePeriod=5; TrainPeriod=240; class_type=1; TrainStopLoss=60; TrainTakeProfit=60; TradeStopLoss=60; TradeTakeProfit=60; FutureWindow=70; Signal=8; UseRamDisk=true; BeginDate=1970.01.01 00:00;
Bars in test	14221	Ticks modelled	537105	Modelling quality	89.37%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-322.36	Gross profit	1007.66	Gross loss	-1330.02
Profit factor	0.76	Expected payoff	-3.88
Absolute drawdown	322.36	Maximal drawdown	424.90 (4.21%)	Relative drawdown	4.21% (424.90)
Total trades	83	Short positions (won %)	30 (33.33%)	Long positions (won %)	53 (37.74%)
		Profit trades (% of total)	30 (36.14%)	Loss trades (% of total)	53 (63.86%)
Largest		profit trade	60.00	loss trade	-60.78
Average		profit trade	33.59	loss trade	-25.09
Maximum		consecutive wins (profit in money)	5 (78.00)	consecutive losses (loss in money)	7 (-84.78)
Maximal		consecutive profit (count of wins)	120.00 (2)	consecutive loss (count of losses)	-200.34 (6)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2008.04.01 09:55	buy	1	0.10	1.5677	1.5617	1.5737
2	2008.04.01 11:00	close	1	0.10	1.5677	1.5617	1.5737	0.00	10000.00
3	2008.04.01 11:00	sell	2	0.10	1.5677	1.5737	1.5617
4	2008.04.01 11:10	close	2	0.10	1.5683	1.5737	1.5617	-6.00	9994.00
5	2008.04.01 11:10	buy	3	0.10	1.5683	1.5623	1.5743
6	2008.04.01 14:55	s/l	3	0.10	1.5623	1.5623	1.5743	-60.00	9934.00
7	2008.04.02 11:00	buy	4	0.10	1.5639	1.5579	1.5699
8	2008.04.02 14:31	s/l	4	0.10	1.5579	1.5579	1.5699	-60.00	9874.00
9	2008.04.02 22:30	buy	5	0.10	1.5691	1.5631	1.5751
10	2008.04.03 00:02	close	5	0.10	1.5681	1.5631	1.5751	-12.34	9861.66
11	2008.04.03 00:02	sell	6	0.10	1.5681	1.5741	1.5621
12	2008.04.03 00:10	close	6	0.10	1.5683	1.5741	1.5621	-2.00	9859.66
13	2008.04.03 00:10	buy	7	0.10	1.5683	1.5623	1.5743
14	2008.04.03 07:19	s/l	7	0.10	1.5623	1.5623	1.5743	-60.00	9799.66
15	2008.04.03 12:40	buy	8	0.10	1.5549	1.5489	1.5609
16	2008.04.03 12:50	close	8	0.10	1.5554	1.5489	1.5609	5.00	9804.66
17	2008.04.03 12:50	sell	9	0.10	1.5554	1.5614	1.5494
18	2008.04.03 13:50	close	9	0.10	1.5523	1.5614	1.5494	31.00	9835.66
19	2008.04.03 13:50	buy	10	0.10	1.5523	1.5463	1.5583
20	2008.04.03 14:35	close	10	0.10	1.5569	1.5463	1.5583	46.00	9881.66
21	2008.04.03 14:35	sell	11	0.10	1.5569	1.5629	1.5509
22	2008.04.03 14:50	close	11	0.10	1.5573	1.5629	1.5509	-4.00	9877.66
23	2008.04.03 14:50	buy	12	0.10	1.5573	1.5513	1.5633
24	2008.04.03 16:00	close	12	0.10	1.5619	1.5513	1.5633	46.00	9923.66
25	2008.04.03 16:00	sell	13	0.10	1.5619	1.5679	1.5559
26	2008.04.03 16:30	close	13	0.10	1.5598	1.5679	1.5559	21.00	9944.66
27	2008.04.03 16:30	buy	14	0.10	1.5598	1.5538	1.5658
28	2008.04.03 17:10	close	14	0.10	1.5622	1.5538	1.5658	24.00	9968.66
29	2008.04.03 17:10	sell	15	0.10	1.5622	1.5682	1.5562
30	2008.04.03 17:25	close	15	0.10	1.5663	1.5682	1.5562	-41.00	9927.66
31	2008.04.03 17:25	buy	16	0.10	1.5663	1.5603	1.5723
32	2008.04.04 09:57	t/p	16	0.10	1.5723	1.5603	1.5723	59.22	9986.88
33	2008.04.04 10:00	buy	17	0.10	1.5723	1.5663	1.5783
34	2008.04.07 00:25	close	17	0.10	1.5715	1.5663	1.5783	-8.78	9978.10
35	2008.04.07 00:25	sell	18	0.10	1.5715	1.5775	1.5655
36	2008.04.07 00:55	close	18	0.10	1.5726	1.5775	1.5655	-11.00	9967.10
37	2008.04.07 00:55	buy	19	0.10	1.5726	1.5666	1.5786
38	2008.04.07 02:15	close	19	0.10	1.5712	1.5666	1.5786	-14.00	9953.10
39	2008.04.07 02:15	sell	20	0.10	1.5712	1.5772	1.5652
40	2008.04.07 02:35	close	20	0.10	1.5713	1.5772	1.5652	-1.00	9952.10
41	2008.04.07 02:35	buy	21	0.10	1.5713	1.5653	1.5773
42	2008.04.07 03:10	close	21	0.10	1.5696	1.5653	1.5773	-17.00	9935.10
43	2008.04.07 03:10	sell	22	0.10	1.5696	1.5756	1.5636
44	2008.04.07 03:35	close	22	0.10	1.5706	1.5756	1.5636	-10.00	9925.10
45	2008.04.07 03:35	buy	23	0.10	1.5706	1.5646	1.5766
46	2008.04.07 03:55	close	23	0.10	1.5683	1.5646	1.5766	-23.00	9902.10
47	2008.04.07 03:55	sell	24	0.10	1.5683	1.5743	1.5623
48	2008.04.07 04:20	close	24	0.10	1.5667	1.5743	1.5623	16.00	9918.10
49	2008.04.07 04:20	buy	25	0.10	1.5667	1.5607	1.5727
50	2008.04.07 10:55	close	25	0.10	1.5684	1.5607	1.5727	17.00	9935.10
51	2008.04.07 10:55	sell	26	0.10	1.5684	1.5744	1.5624
52	2008.04.07 11:35	close	26	0.10	1.5715	1.5744	1.5624	-31.00	9904.10
53	2008.04.07 11:35	buy	27	0.10	1.5715	1.5655	1.5775
54	2008.04.08 02:14	t/p	27	0.10	1.5775	1.5655	1.5775	59.22	9963.32
55	2008.04.08 02:15	buy	28	0.10	1.5785	1.5725	1.5845
56	2008.04.08 08:19	s/l	28	0.10	1.5725	1.5725	1.5845	-60.00	9903.32
57	2008.04.08 14:05	buy	29	0.10	1.5711	1.5651	1.5771
58	2008.04.08 14:20	close	29	0.10	1.5691	1.5651	1.5771	-20.00	9883.32
59	2008.04.08 14:20	sell	30	0.10	1.5691	1.5751	1.5631
60	2008.04.08 14:30	close	30	0.10	1.5686	1.5751	1.5631	5.00	9888.32
61	2008.04.08 14:30	buy	31	0.10	1.5686	1.5626	1.5746
62	2008.04.08 16:15	close	31	0.10	1.5719	1.5626	1.5746	33.00	9921.32
63	2008.04.08 16:15	sell	32	0.10	1.5719	1.5779	1.5659
64	2008.04.08 16:55	close	32	0.10	1.5706	1.5779	1.5659	13.00	9934.32
65	2008.04.08 16:55	buy	33	0.10	1.5706	1.5646	1.5766
66	2008.04.08 20:45	close	33	0.10	1.5730	1.5646	1.5766	24.00	9958.32
67	2008.04.08 20:45	sell	34	0.10	1.5730	1.5790	1.5670
68	2008.04.08 21:15	close	34	0.10	1.5727	1.5790	1.5670	3.00	9961.32
69	2008.04.08 21:15	buy	35	0.10	1.5727	1.5667	1.5787
70	2008.04.08 22:10	close	35	0.10	1.5708	1.5667	1.5787	-19.00	9942.32
71	2008.04.08 22:10	sell	36	0.10	1.5708	1.5768	1.5648
72	2008.04.08 22:30	close	36	0.10	1.5709	1.5768	1.5648	-1.00	9941.32
73	2008.04.08 22:30	buy	37	0.10	1.5709	1.5649	1.5769
74	2008.04.09 00:10	close	37	0.10	1.5686	1.5649	1.5769	-23.78	9917.54
75	2008.04.09 00:10	sell	38	0.10	1.5686	1.5746	1.5626
76	2008.04.09 01:10	close	38	0.10	1.5699	1.5746	1.5626	-13.00	9904.54
77	2008.04.09 01:10	buy	39	0.10	1.5699	1.5639	1.5759
78	2008.04.09 15:06	t/p	39	0.10	1.5759	1.5639	1.5759	60.00	9964.54
79	2008.04.09 16:15	buy	40	0.10	1.5762	1.5702	1.5822
80	2008.04.09 18:44	t/p	40	0.10	1.5822	1.5702	1.5822	60.00	10024.54
81	2008.04.10 06:00	buy	41	0.10	1.5847	1.5787	1.5907
82	2008.04.10 06:12	close	41	0.10	1.5836	1.5787	1.5907	-11.00	10013.54
83	2008.04.10 06:12	sell	42	0.10	1.5836	1.5896	1.5776
84	2008.04.10 08:10	close	42	0.10	1.5844	1.5896	1.5776	-8.00	10005.54
85	2008.04.10 08:10	buy	43	0.10	1.5844	1.5784	1.5904
86	2008.04.10 11:14	t/p	43	0.10	1.5904	1.5784	1.5904	60.00	10065.54
87	2008.04.10 15:00	sell	44	0.10	1.5842	1.5902	1.5782
88	2008.04.10 15:25	close	44	0.10	1.5845	1.5902	1.5782	-3.00	10062.54
89	2008.04.10 15:25	buy	45	0.10	1.5845	1.5785	1.5905
90	2008.04.10 16:58	s/l	45	0.10	1.5785	1.5785	1.5905	-60.00	10002.54
91	2008.04.11 08:05	buy	46	0.10	1.5774	1.5714	1.5834
92	2008.04.11 09:32	t/p	46	0.10	1.5834	1.5714	1.5834	60.00	10062.54
93	2008.04.11 16:00	buy	47	0.10	1.5829	1.5769	1.5889
94	2008.04.11 16:35	close	47	0.10	1.5830	1.5769	1.5889	1.00	10063.54
95	2008.04.11 16:35	sell	48	0.10	1.5830	1.5890	1.5770
96	2008.04.11 16:55	close	48	0.10	1.5816	1.5890	1.5770	14.00	10077.54
97	2008.04.11 16:55	buy	49	0.10	1.5816	1.5756	1.5876
98	2008.04.11 22:45	close	49	0.10	1.5812	1.5756	1.5876	-4.00	10073.54
99	2008.04.11 22:45	sell	50	0.10	1.5812	1.5872	1.5752
100	2008.04.11 22:55	close	50	0.10	1.5813	1.5872	1.5752	-1.00	10072.54
101	2008.04.11 22:55	buy	51	0.10	1.5813	1.5753	1.5873
102	2008.04.14 00:00	s/l	51	0.10	1.5753	1.5753	1.5873	-60.78	10011.76
103	2008.04.14 00:00	buy	52	0.10	1.5707	1.5647	1.5767
104	2008.04.14 08:41	t/p	52	0.10	1.5767	1.5647	1.5767	60.00	10071.76
105	2008.04.15 01:20	buy	53	0.10	1.5826	1.5766	1.5886
106	2008.04.15 07:10	close	53	0.10	1.5824	1.5766	1.5886	-2.00	10069.76
107	2008.04.15 07:10	sell	54	0.10	1.5824	1.5884	1.5764
108	2008.04.15 07:35	close	54	0.10	1.5841	1.5884	1.5764	-17.00	10052.76
109	2008.04.15 07:35	buy	55	0.10	1.5841	1.5781	1.5901
110	2008.04.15 08:45	close	55	0.10	1.5828	1.5781	1.5901	-13.00	10039.76
111	2008.04.15 08:45	sell	56	0.10	1.5828	1.5888	1.5768
112	2008.04.15 09:40	close	56	0.10	1.5863	1.5888	1.5768	-35.00	10004.76
113	2008.04.15 09:40	buy	57	0.10	1.5863	1.5803	1.5923
114	2008.04.15 11:05	close	57	0.10	1.5819	1.5803	1.5923	-44.00	9960.76
115	2008.04.15 11:05	sell	58	0.10	1.5819	1.5879	1.5759
116	2008.04.15 11:30	close	58	0.10	1.5845	1.5879	1.5759	-26.00	9934.76
117	2008.04.15 11:30	buy	59	0.10	1.5845	1.5785	1.5905
118	2008.04.15 11:40	close	59	0.10	1.5837	1.5785	1.5905	-8.00	9926.76
119	2008.04.15 11:40	sell	60	0.10	1.5837	1.5897	1.5777
120	2008.04.15 15:45	close	60	0.10	1.5795	1.5897	1.5777	42.00	9968.76
121	2008.04.15 15:45	buy	61	0.10	1.5795	1.5735	1.5855
122	2008.04.15 15:55	close	61	0.10	1.5794	1.5735	1.5855	-1.00	9967.76
123	2008.04.15 15:55	sell	62	0.10	1.5794	1.5854	1.5734
124	2008.04.15 16:15	close	62	0.10	1.5810	1.5854	1.5734	-16.00	9951.76
125	2008.04.15 16:15	buy	63	0.10	1.5810	1.5750	1.5870
126	2008.04.16 11:00	t/p	63	0.10	1.5870	1.5750	1.5870	59.22	10010.98
127	2008.04.17 01:55	buy	64	0.10	1.5951	1.5891	1.6011
128	2008.04.17 02:05	close	64	0.10	1.5935	1.5891	1.6011	-16.00	9994.98
129	2008.04.17 02:05	sell	65	0.10	1.5935	1.5995	1.5875
130	2008.04.17 04:10	close	65	0.10	1.5936	1.5995	1.5875	-1.00	9993.98
131	2008.04.17 04:10	buy	66	0.10	1.5936	1.5876	1.5996
132	2008.04.17 13:46	s/l	66	0.10	1.5876	1.5876	1.5996	-60.00	9933.98
133	2008.04.17 13:50	buy	67	0.10	1.5884	1.5824	1.5944
134	2008.04.17 16:02	t/p	67	0.10	1.5944	1.5824	1.5944	60.00	9993.98
135	2008.04.17 16:05	buy	68	0.10	1.5932	1.5872	1.5992
136	2008.04.17 20:49	s/l	68	0.10	1.5872	1.5872	1.5992	-60.00	9933.98
137	2008.04.18 04:05	buy	69	0.10	1.5901	1.5841	1.5961
138	2008.04.18 12:24	s/l	69	0.10	1.5841	1.5841	1.5961	-60.00	9873.98
139	2008.04.22 12:15	buy	70	0.10	1.5940	1.5880	1.6000
140	2008.04.22 12:45	close	70	0.10	1.5931	1.5880	1.6000	-9.00	9864.98
141	2008.04.22 12:45	sell	71	0.10	1.5931	1.5991	1.5871
142	2008.04.22 15:10	close	71	0.10	1.5923	1.5991	1.5871	8.00	9872.98
143	2008.04.22 15:10	buy	72	0.10	1.5923	1.5863	1.5983
144	2008.04.22 15:45	close	72	0.10	1.5916	1.5863	1.5983	-7.00	9865.98
145	2008.04.22 15:45	sell	73	0.10	1.5916	1.5976	1.5856
146	2008.04.22 16:00	close	73	0.10	1.5944	1.5976	1.5856	-28.00	9837.98
147	2008.04.22 16:00	buy	74	0.10	1.5944	1.5884	1.6004
148	2008.04.22 17:30	t/p	74	0.10	1.6004	1.5884	1.6004	60.00	9897.98
149	2008.04.22 17:35	buy	75	0.10	1.6000	1.5940	1.6060
150	2008.04.23 08:10	close	75	0.10	1.5970	1.5940	1.6060	-30.78	9867.20
151	2008.04.23 08:10	sell	76	0.10	1.5970	1.6030	1.5910
152	2008.04.23 08:55	close	76	0.10	1.5969	1.6030	1.5910	1.00	9868.20
153	2008.04.23 08:55	buy	77	0.10	1.5969	1.5909	1.6029
154	2008.04.23 09:40	close	77	0.10	1.5967	1.5909	1.6029	-2.00	9866.20
155	2008.04.23 09:40	sell	78	0.10	1.5967	1.6027	1.5907
156	2008.04.23 09:55	close	78	0.10	1.5974	1.6027	1.5907	-7.00	9859.20
157	2008.04.23 09:55	buy	79	0.10	1.5974	1.5914	1.6034
158	2008.04.23 15:02	s/l	79	0.10	1.5914	1.5914	1.6034	-60.00	9799.20
159	2008.04.24 11:40	buy	80	0.10	1.5747	1.5687	1.5807
160	2008.04.24 15:06	s/l	80	0.10	1.5687	1.5687	1.5807	-60.00	9739.20
161	2008.04.25 11:05	buy	81	0.10	1.5591	1.5531	1.5651
162	2008.04.25 16:43	t/p	81	0.10	1.5651	1.5531	1.5651	60.00	9799.20
163	2008.04.28 14:00	buy	82	0.10	1.5635	1.5575	1.5695
164	2008.04.29 09:05	s/l	82	0.10	1.5575	1.5575	1.5695	-60.78	9738.42
165	2008.04.29 10:00	buy	83	0.10	1.5582	1.5522	1.5642
166	2008.04.30 14:30	s/l	83	0.10	1.5522	1.5522	1.5642	-60.78	9677.64