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; BasePeriod=5; TrainPeriod=240; class_type=3; TrainStopLoss=40; TrainTakeProfit=40; TradeStopLoss=60; TradeTakeProfit=60; FutureWindow=70; Signal=8; UseRamDisk=true; BeginDate=1970.01.01 00:00; ReverseSignal=false;
Bars in test	14221	Ticks modelled	537105	Modelling quality	89.37%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-233.76	Gross profit	1109.62	Gross loss	-1343.38
Profit factor	0.83	Expected payoff	-2.66
Absolute drawdown	259.76	Maximal drawdown	389.54 (3.85%)	Relative drawdown	3.85% (389.54)
Total trades	88	Short positions (won %)	33 (36.36%)	Long positions (won %)	55 (43.64%)
		Profit trades (% of total)	36 (40.91%)	Loss trades (% of total)	52 (59.09%)
Largest		profit trade	60.52	loss trade	-60.78
Average		profit trade	30.82	loss trade	-25.83
Maximum		consecutive wins (profit in money)	3 (177.66)	consecutive losses (loss in money)	6 (-143.00)
Maximal		consecutive profit (count of wins)	177.66 (3)	consecutive loss (count of losses)	-200.78 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2008.04.01 10:05	buy	1	0.10	1.5679	1.5619	1.5739
2	2008.04.01 14:55	s/l	1	0.10	1.5619	1.5619	1.5739	-60.00	9940.00
3	2008.04.02 10:35	buy	2	0.10	1.5619	1.5559	1.5679
4	2008.04.02 20:02	t/p	2	0.10	1.5679	1.5559	1.5679	60.00	10000.00
5	2008.04.02 22:25	buy	3	0.10	1.5692	1.5632	1.5752
6	2008.04.02 23:10	close	3	0.10	1.5686	1.5632	1.5752	-6.00	9994.00
7	2008.04.02 23:10	sell	4	0.10	1.5686	1.5746	1.5626
8	2008.04.03 00:10	close	4	0.10	1.5683	1.5746	1.5626	4.56	9998.56
9	2008.04.03 00:10	buy	5	0.10	1.5683	1.5623	1.5743
10	2008.04.03 02:10	close	5	0.10	1.5669	1.5623	1.5743	-14.00	9984.56
11	2008.04.03 02:10	sell	6	0.10	1.5669	1.5729	1.5609
12	2008.04.03 02:25	close	6	0.10	1.5672	1.5729	1.5609	-3.00	9981.56
13	2008.04.03 02:25	buy	7	0.10	1.5672	1.5612	1.5732
14	2008.04.03 02:40	close	7	0.10	1.5664	1.5612	1.5732	-8.00	9973.56
15	2008.04.03 02:40	sell	8	0.10	1.5664	1.5724	1.5604
16	2008.04.03 02:45	close	8	0.10	1.5658	1.5724	1.5604	6.00	9979.56
17	2008.04.03 02:45	buy	9	0.10	1.5658	1.5598	1.5718
18	2008.04.03 10:56	s/l	9	0.10	1.5598	1.5598	1.5718	-60.00	9919.56
19	2008.04.03 12:00	buy	10	0.10	1.5557	1.5497	1.5617
20	2008.04.03 15:58	t/p	10	0.10	1.5617	1.5497	1.5617	60.00	9979.56
21	2008.04.03 16:00	buy	11	0.10	1.5622	1.5562	1.5682
22	2008.04.03 18:25	t/p	11	0.10	1.5682	1.5562	1.5682	60.00	10039.56
23	2008.04.03 22:15	buy	12	0.10	1.5668	1.5608	1.5728
24	2008.04.04 04:00	close	12	0.10	1.5655	1.5608	1.5728	-13.78	10025.78
25	2008.04.04 04:00	sell	13	0.10	1.5655	1.5715	1.5595
26	2008.04.04 04:10	close	13	0.10	1.5664	1.5715	1.5595	-9.00	10016.78
27	2008.04.04 04:10	buy	14	0.10	1.5664	1.5604	1.5724
28	2008.04.04 11:50	t/p	14	0.10	1.5724	1.5604	1.5724	60.00	10076.78
29	2008.04.04 11:55	buy	15	0.10	1.5720	1.5660	1.5780
30	2008.04.04 22:15	close	15	0.10	1.5732	1.5660	1.5780	12.00	10088.78
31	2008.04.04 22:15	sell	16	0.10	1.5732	1.5792	1.5672
32	2008.04.04 22:25	close	16	0.10	1.5739	1.5792	1.5672	-7.00	10081.78
33	2008.04.04 22:25	buy	17	0.10	1.5739	1.5679	1.5799
34	2008.04.07 01:10	close	17	0.10	1.5730	1.5679	1.5799	-9.78	10072.00
35	2008.04.07 01:10	sell	18	0.10	1.5730	1.5790	1.5670
36	2008.04.07 02:15	close	18	0.10	1.5715	1.5790	1.5670	15.00	10087.00
37	2008.04.07 02:15	buy	19	0.10	1.5715	1.5655	1.5775
38	2008.04.07 04:02	s/l	19	0.10	1.5655	1.5655	1.5775	-60.00	10027.00
39	2008.04.07 05:40	sell	20	0.10	1.5675	1.5735	1.5615
40	2008.04.07 06:00	close	20	0.10	1.5673	1.5735	1.5615	2.00	10029.00
41	2008.04.07 06:00	buy	21	0.10	1.5673	1.5613	1.5733
42	2008.04.07 14:00	close	21	0.10	1.5703	1.5613	1.5733	30.00	10059.00
43	2008.04.07 14:00	sell	22	0.10	1.5703	1.5763	1.5643
44	2008.04.07 14:10	close	22	0.10	1.5706	1.5763	1.5643	-3.00	10056.00
45	2008.04.07 14:10	buy	23	0.10	1.5706	1.5646	1.5766
46	2008.04.08 02:14	t/p	23	0.10	1.5766	1.5646	1.5766	59.22	10115.22
47	2008.04.08 02:15	buy	24	0.10	1.5785	1.5725	1.5845
48	2008.04.08 08:19	s/l	24	0.10	1.5725	1.5725	1.5845	-60.00	10055.22
49	2008.04.08 13:00	buy	25	0.10	1.5734	1.5674	1.5794
50	2008.04.08 14:30	s/l	25	0.10	1.5674	1.5674	1.5794	-60.00	9995.22
51	2008.04.08 18:10	sell	26	0.10	1.5697	1.5757	1.5637
52	2008.04.08 21:05	close	26	0.10	1.5726	1.5757	1.5637	-29.00	9966.22
53	2008.04.08 21:05	buy	27	0.10	1.5726	1.5666	1.5786
54	2008.04.09 00:10	close	27	0.10	1.5686	1.5666	1.5786	-40.78	9925.44
55	2008.04.09 00:10	sell	28	0.10	1.5686	1.5746	1.5626
56	2008.04.09 00:50	close	28	0.10	1.5697	1.5746	1.5626	-11.00	9914.44
57	2008.04.09 00:50	buy	29	0.10	1.5697	1.5637	1.5757
58	2008.04.09 15:06	t/p	29	0.10	1.5757	1.5637	1.5757	60.00	9974.44
59	2008.04.09 15:10	buy	30	0.10	1.5761	1.5701	1.5821
60	2008.04.09 18:44	t/p	30	0.10	1.5821	1.5701	1.5821	60.00	10034.44
61	2008.04.09 18:45	buy	31	0.10	1.5825	1.5765	1.5885
62	2008.04.10 11:11	t/p	31	0.10	1.5885	1.5765	1.5885	57.66	10092.10
63	2008.04.10 11:20	buy	32	0.10	1.5889	1.5829	1.5949
64	2008.04.10 14:49	s/l	32	0.10	1.5829	1.5829	1.5949	-60.00	10032.10
65	2008.04.10 16:00	sell	33	0.10	1.5834	1.5894	1.5774
66	2008.04.10 16:10	close	33	0.10	1.5825	1.5894	1.5774	9.00	10041.10
67	2008.04.10 16:10	buy	34	0.10	1.5825	1.5765	1.5885
68	2008.04.10 17:11	s/l	34	0.10	1.5765	1.5765	1.5885	-60.00	9981.10
69	2008.04.11 08:10	buy	35	0.10	1.5781	1.5721	1.5841
70	2008.04.11 08:20	close	35	0.10	1.5783	1.5721	1.5841	2.00	9983.10
71	2008.04.11 08:20	sell	36	0.10	1.5783	1.5843	1.5723
72	2008.04.11 08:35	close	36	0.10	1.5790	1.5843	1.5723	-7.00	9976.10
73	2008.04.11 08:35	buy	37	0.10	1.5790	1.5730	1.5850
74	2008.04.11 09:43	t/p	37	0.10	1.5850	1.5730	1.5850	60.00	10036.10
75	2008.04.11 16:15	buy	38	0.10	1.5833	1.5773	1.5893
76	2008.04.11 16:30	close	38	0.10	1.5823	1.5773	1.5893	-10.00	10026.10
77	2008.04.11 16:30	sell	39	0.10	1.5823	1.5883	1.5763
78	2008.04.11 16:40	close	39	0.10	1.5831	1.5883	1.5763	-8.00	10018.10
79	2008.04.11 16:40	buy	40	0.10	1.5831	1.5771	1.5891
80	2008.04.11 17:10	close	40	0.10	1.5829	1.5771	1.5891	-2.00	10016.10
81	2008.04.11 17:10	sell	41	0.10	1.5829	1.5889	1.5769
82	2008.04.11 17:55	close	41	0.10	1.5819	1.5889	1.5769	10.00	10026.10
83	2008.04.11 17:55	buy	42	0.10	1.5819	1.5759	1.5879
84	2008.04.11 18:55	close	42	0.10	1.5805	1.5759	1.5879	-14.00	10012.10
85	2008.04.11 18:55	sell	43	0.10	1.5805	1.5865	1.5745
86	2008.04.11 19:10	close	43	0.10	1.5797	1.5865	1.5745	8.00	10020.10
87	2008.04.11 19:10	buy	44	0.10	1.5797	1.5737	1.5857
88	2008.04.11 19:40	close	44	0.10	1.5800	1.5737	1.5857	3.00	10023.10
89	2008.04.11 19:40	sell	45	0.10	1.5800	1.5860	1.5740
90	2008.04.11 20:45	close	45	0.10	1.5831	1.5860	1.5740	-31.00	9992.10
91	2008.04.11 20:45	buy	46	0.10	1.5831	1.5771	1.5891
92	2008.04.11 22:00	close	46	0.10	1.5827	1.5771	1.5891	-4.00	9988.10
93	2008.04.11 22:00	sell	47	0.10	1.5827	1.5887	1.5767
94	2008.04.14 00:00	t/p	47	0.10	1.5767	1.5887	1.5767	60.52	10048.62
95	2008.04.15 01:00	buy	48	0.10	1.5826	1.5766	1.5886
96	2008.04.15 01:10	close	48	0.10	1.5827	1.5766	1.5886	1.00	10049.62
97	2008.04.15 01:10	sell	49	0.10	1.5827	1.5887	1.5767
98	2008.04.15 02:50	close	49	0.10	1.5836	1.5887	1.5767	-9.00	10040.62
99	2008.04.15 02:50	buy	50	0.10	1.5836	1.5776	1.5896
100	2008.04.15 03:00	close	50	0.10	1.5826	1.5776	1.5896	-10.00	10030.62
101	2008.04.15 03:00	sell	51	0.10	1.5826	1.5886	1.5766
102	2008.04.15 03:10	close	51	0.10	1.5832	1.5886	1.5766	-6.00	10024.62
103	2008.04.15 03:10	buy	52	0.10	1.5832	1.5772	1.5892
104	2008.04.15 07:30	close	52	0.10	1.5832	1.5772	1.5892	0.00	10024.62
105	2008.04.15 07:30	sell	53	0.10	1.5832	1.5892	1.5772
106	2008.04.15 07:40	close	53	0.10	1.5847	1.5892	1.5772	-15.00	10009.62
107	2008.04.15 07:40	buy	54	0.10	1.5847	1.5787	1.5907
108	2008.04.15 14:40	s/l	54	0.10	1.5787	1.5787	1.5907	-60.00	9949.62
109	2008.04.15 16:05	sell	55	0.10	1.5796	1.5856	1.5736
110	2008.04.16 08:35	close	55	0.10	1.5842	1.5856	1.5736	-45.48	9904.14
111	2008.04.16 08:35	buy	56	0.10	1.5842	1.5782	1.5902
112	2008.04.16 11:24	t/p	56	0.10	1.5902	1.5782	1.5902	60.00	9964.14
113	2008.04.17 01:00	buy	57	0.10	1.5955	1.5895	1.6015
114	2008.04.17 04:00	close	57	0.10	1.5928	1.5895	1.6015	-27.00	9937.14
115	2008.04.17 04:00	sell	58	0.10	1.5928	1.5988	1.5868
116	2008.04.17 04:10	close	58	0.10	1.5936	1.5988	1.5868	-8.00	9929.14
117	2008.04.17 04:10	buy	59	0.10	1.5936	1.5876	1.5996
118	2008.04.17 13:46	s/l	59	0.10	1.5876	1.5876	1.5996	-60.00	9869.14
119	2008.04.17 13:50	buy	60	0.10	1.5884	1.5824	1.5944
120	2008.04.17 16:02	t/p	60	0.10	1.5944	1.5824	1.5944	60.00	9929.14
121	2008.04.18 08:00	buy	61	0.10	1.5904	1.5844	1.5964
122	2008.04.18 08:10	close	61	0.10	1.5927	1.5844	1.5964	23.00	9952.14
123	2008.04.18 08:10	sell	62	0.10	1.5927	1.5987	1.5867
124	2008.04.18 08:40	close	62	0.10	1.5944	1.5987	1.5867	-17.00	9935.14
125	2008.04.18 08:40	buy	63	0.10	1.5944	1.5884	1.6004
126	2008.04.18 11:00	close	63	0.10	1.5948	1.5884	1.6004	4.00	9939.14
127	2008.04.18 11:00	sell	64	0.10	1.5948	1.6008	1.5888
128	2008.04.18 11:44	t/p	64	0.10	1.5888	1.6008	1.5888	60.00	9999.14
129	2008.04.22 04:35	buy	65	0.10	1.5918	1.5858	1.5978
130	2008.04.22 07:53	s/l	65	0.10	1.5858	1.5858	1.5978	-60.00	9939.14
131	2008.04.22 08:20	buy	66	0.10	1.5874	1.5814	1.5934
132	2008.04.22 10:17	t/p	66	0.10	1.5934	1.5814	1.5934	60.00	9999.14
133	2008.04.22 10:45	buy	67	0.10	1.5942	1.5882	1.6002
134	2008.04.22 16:49	t/p	67	0.10	1.6002	1.5882	1.6002	60.00	10059.14
135	2008.04.23 08:00	buy	68	0.10	1.5978	1.5918	1.6038
136	2008.04.23 08:10	close	68	0.10	1.5970	1.5918	1.6038	-8.00	10051.14
137	2008.04.23 08:10	sell	69	0.10	1.5970	1.6030	1.5910
138	2008.04.23 08:35	close	69	0.10	1.5972	1.6030	1.5910	-2.00	10049.14
139	2008.04.23 08:35	buy	70	0.10	1.5972	1.5912	1.6032
140	2008.04.23 09:25	close	70	0.10	1.5949	1.5912	1.6032	-23.00	10026.14
141	2008.04.23 09:25	sell	71	0.10	1.5949	1.6009	1.5889
142	2008.04.23 09:40	close	71	0.10	1.5970	1.6009	1.5889	-21.00	10005.14
143	2008.04.23 09:40	buy	72	0.10	1.5970	1.5910	1.6030
144	2008.04.23 15:07	s/l	72	0.10	1.5910	1.5910	1.6030	-60.00	9945.14
145	2008.04.23 15:25	buy	73	0.10	1.5909	1.5849	1.5969
146	2008.04.23 16:00	close	73	0.10	1.5880	1.5849	1.5969	-29.00	9916.14
147	2008.04.23 16:00	sell	74	0.10	1.5880	1.5940	1.5820
148	2008.04.23 16:10	close	74	0.10	1.5875	1.5940	1.5820	5.00	9921.14
149	2008.04.23 16:10	buy	75	0.10	1.5875	1.5815	1.5935
150	2008.04.24 02:25	close	75	0.10	1.5881	1.5815	1.5935	3.66	9924.80
151	2008.04.24 02:25	sell	76	0.10	1.5881	1.5941	1.5821
152	2008.04.24 03:35	close	76	0.10	1.5853	1.5941	1.5821	28.00	9952.80
153	2008.04.24 03:35	buy	77	0.10	1.5853	1.5793	1.5913
154	2008.04.24 10:03	s/l	77	0.10	1.5793	1.5793	1.5913	-60.00	9892.80
155	2008.04.28 04:20	sell	78	0.10	1.5630	1.5690	1.5570
156	2008.04.28 06:45	close	78	0.10	1.5650	1.5690	1.5570	-20.00	9872.80
157	2008.04.28 06:45	buy	79	0.10	1.5650	1.5590	1.5710
158	2008.04.28 07:35	close	79	0.10	1.5656	1.5590	1.5710	6.00	9878.80
159	2008.04.28 07:35	sell	80	0.10	1.5656	1.5716	1.5596
160	2008.04.28 07:45	close	80	0.10	1.5658	1.5716	1.5596	-2.00	9876.80
161	2008.04.28 07:45	buy	81	0.10	1.5658	1.5598	1.5718
162	2008.04.28 12:20	close	81	0.10	1.5670	1.5598	1.5718	12.00	9888.80
163	2008.04.28 12:20	sell	82	0.10	1.5670	1.5730	1.5610
164	2008.04.28 12:35	close	82	0.10	1.5686	1.5730	1.5610	-16.00	9872.80
165	2008.04.28 12:35	buy	83	0.10	1.5686	1.5626	1.5746
166	2008.04.28 12:55	close	83	0.10	1.5662	1.5626	1.5746	-24.00	9848.80
167	2008.04.28 12:55	sell	84	0.10	1.5662	1.5722	1.5602
168	2008.04.28 14:10	close	84	0.10	1.5634	1.5722	1.5602	28.00	9876.80
169	2008.04.28 14:10	buy	85	0.10	1.5634	1.5574	1.5694
170	2008.04.28 15:50	close	85	0.10	1.5611	1.5574	1.5694	-23.00	9853.80
171	2008.04.28 15:50	sell	86	0.10	1.5611	1.5671	1.5551
172	2008.04.28 16:10	close	86	0.10	1.5612	1.5671	1.5551	-1.00	9852.80
173	2008.04.28 16:10	buy	87	0.10	1.5612	1.5552	1.5672
174	2008.04.29 10:04	s/l	87	0.10	1.5552	1.5552	1.5672	-60.78	9792.02
175	2008.04.29 13:25	buy	88	0.10	1.5577	1.5517	1.5637
176	2008.04.30 13:10	close at stop	88	0.10	1.5552	1.5517	1.5637	-25.78	9766.24