Symbol		CHFJPY (Swiss Frank vs Japanese Yen)
Period		Daily (D1) 2005.01.03 00:00 - 2006.03.31 00:00 (2005.01.01 - 2006.03.31)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		ID_BASE=100000; lots=1; MM=false; Risk=10; stoploss=50; takeprofit=100; UseClose=false; TSactivation=10; TrailPips=5; LongBar=15; MaxTrades=1; UseHourTrade=false; FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=false; period=0; OneTradeperPeriod=false; Alerts=false; AlertOnlyMode=false; WeekendMode=false; hour_to_close=21;
Bars in test	840	Ticks modelled	1378998	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	-2132.47	Gross profit	27606.74	Gross loss	-29739.21
Profit factor	0.93	Expected payoff	-20.70
Absolute drawdown	8072.01	Maximal drawdown (%)	8921.63 (82.2%)
Total trades	103	Short positions (won %)	66 (30.30%)	Long positions (won %)	37 (35.14%)
		Profit trades (% of total)	33 (32.04%)	Loss trades (% of total)	70 (67.96%)
Largest		profit trade	849.84	loss trade	-424.92
Average		profit trade	836.57	loss trade	-424.85
Maximum		consecutive wins (profit in money)	3 (2549.27)	consecutive losses (loss in money)	9 (-3823.62)
Maximal		consecutive profit (count of wins)	2549.27 (3)	consecutive loss (count of losses)	-3823.62 (9)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2005.01.03 04:05	buy	1	1.00	89.33	88.83	90.33
2	2005.01.05 14:37	s/l	1	1.00	88.83	88.83	90.33	-424.92	9575.08
3	2005.01.06 02:19	buy	2	1.00	89.06	88.56	90.06
4	2005.01.07 16:03	s/l	2	1.00	88.56	88.56	90.06	-424.92	9150.16
5	2005.01.10 01:17	sell	3	1.00	88.51	89.01	87.51
6	2005.01.11 18:39	t/p	3	1.00	87.51	89.01	87.51	849.62	9999.78
7	2005.01.12 01:17	buy	4	1.00	87.39	86.89	88.39
8	2005.01.14 06:16	s/l	4	1.00	86.89	86.89	88.39	-424.92	9574.86
9	2005.01.17 03:49	sell	5	1.00	86.48	86.98	85.48
10	2005.01.18 11:33	s/l	5	1.00	86.98	86.98	85.48	-424.81	9150.05
11	2005.01.18 20:59	buy	6	1.00	86.28	85.78	87.28
12	2005.01.25 09:38	t/p	6	1.00	87.28	85.78	87.28	849.84	9999.89
13	2005.01.26 18:32	sell	7	1.00	87.12	87.62	86.12
14	2005.01.27 08:45	s/l	7	1.00	87.62	87.62	86.12	-424.81	9575.08
15	2005.01.27 09:55	buy	8	1.00	87.23	86.73	88.23
16	2005.01.27 23:00	s/l	8	1.00	86.73	86.73	88.23	-424.91	9150.17
17	2005.01.28 02:56	sell	9	1.00	87.02	87.52	86.02
18	2005.02.04 17:33	t/p	9	1.00	86.02	87.52	86.02	849.62	9999.79
19	2005.02.07 01:10	buy	10	1.00	85.94	85.44	86.94
20	2005.02.09 17:32	t/p	10	1.00	86.94	85.44	86.94	849.83	10849.62
21	2005.02.10 05:25	sell	11	1.00	86.89	87.39	85.89
22	2005.02.10 14:39	s/l	11	1.00	87.39	87.39	85.89	-424.81	10424.81
23	2005.02.11 01:48	buy	12	1.00	87.56	87.06	88.56
24	2005.02.13 09:44	s/l	12	1.00	87.06	87.06	88.56	-424.92	9999.89
25	2005.02.15 02:13	sell	13	1.00	87.81	88.31	86.81
26	2005.02.16 06:24	s/l	13	1.00	88.31	88.31	86.81	-424.81	9575.08
27	2005.02.17 01:23	sell	14	1.00	88.85	89.35	87.85
28	2005.02.18 16:51	s/l	14	1.00	89.35	89.35	87.85	-424.81	9150.27
29	2005.02.18 16:51	sell	15	1.00	89.28	89.78	88.28
30	2005.02.22 19:47	s/l	15	1.00	89.78	89.78	88.28	-424.80	8725.47
31	2005.02.23 01:15	sell	16	1.00	90.05	90.55	89.05
32	2005.02.24 10:52	s/l	16	1.00	90.55	90.55	89.05	-424.81	8300.66
33	2005.02.24 17:07	buy	17	1.00	90.18	89.68	91.18
34	2005.02.28 14:14	s/l	17	1.00	89.68	89.68	91.18	-424.92	7875.74
35	2005.03.01 08:59	sell	18	1.00	89.81	90.31	88.81
36	2005.03.10 05:10	s/l	18	1.00	90.31	90.31	88.81	-424.81	7450.93
37	2005.03.11 01:53	sell	19	1.00	90.24	90.74	89.24
38	2005.03.14 02:36	s/l	19	1.00	90.74	90.74	89.24	-424.81	7026.12
39	2005.03.14 02:36	sell	20	1.00	90.68	91.18	89.68
40	2005.03.15 16:44	t/p	20	1.00	89.68	91.18	89.68	849.62	7875.74
41	2005.03.16 08:43	sell	21	1.00	89.78	90.28	88.78
42	2005.03.16 14:43	s/l	21	1.00	90.28	90.28	88.78	-424.81	7450.93
43	2005.03.17 13:12	sell	22	1.00	90.44	90.94	89.44
44	2005.03.21 23:59	t/p	22	1.00	89.44	90.94	89.44	849.61	8300.54
45	2005.03.22 16:05	sell	23	1.00	89.27	89.77	88.27
46	2005.03.30 10:56	s/l	23	1.00	89.77	89.77	88.27	-424.81	7875.73
47	2005.03.30 10:56	sell	24	1.00	89.71	90.21	88.71
48	2005.04.06 12:29	s/l	24	1.00	90.21	90.21	88.71	-424.81	7450.92
49	2005.04.07 01:59	sell	25	1.00	90.24	90.74	89.24
50	2005.04.13 15:24	t/p	25	1.00	89.24	90.74	89.24	849.62	8300.54
51	2005.04.14 02:07	sell	26	1.00	89.41	89.91	88.41
52	2005.04.18 08:40	s/l	26	1.00	89.91	89.91	88.41	-424.80	7875.74
53	2005.04.19 04:43	buy	27	1.00	90.43	89.93	91.43
54	2005.04.22 10:39	s/l	27	1.00	89.93	89.93	91.43	-424.91	7450.83
55	2005.04.24 17:22	sell	28	1.00	89.41	89.91	88.41
56	2005.04.29 15:26	t/p	28	1.00	88.41	89.91	88.41	849.62	8300.45
57	2005.05.01 10:50	sell	29	1.00	87.90	88.40	86.90
58	2005.05.06 17:12	t/p	29	1.00	86.90	88.40	86.90	849.61	9150.06
59	2005.05.09 01:56	sell	30	1.00	87.23	87.73	86.23
60	2005.05.09 23:10	s/l	30	1.00	87.73	87.73	86.23	-424.80	8725.26
61	2005.05.10 06:44	sell	31	1.00	87.76	88.26	86.76
62	2005.05.11 09:09	s/l	31	1.00	88.26	88.26	86.76	-424.81	8300.45
63	2005.05.11 10:22	buy	32	1.00	87.77	87.27	88.77
64	2005.05.16 23:32	s/l	32	1.00	87.27	87.27	88.77	-424.91	7875.54
65	2005.05.16 23:32	buy	33	1.00	87.34	86.84	88.34
66	2005.05.31 03:19	s/l	33	1.00	86.84	86.84	88.34	-424.92	7450.62
67	2005.06.01 02:23	buy	34	1.00	86.81	86.31	87.81
68	2005.06.02 06:32	s/l	34	1.00	86.31	86.31	87.81	-424.91	7025.71
69	2005.06.02 08:48	sell	35	1.00	86.49	86.99	85.49
70	2005.06.07 04:01	t/p	35	1.00	85.49	86.99	85.49	849.62	7875.33
71	2005.06.07 06:54	sell	36	1.00	85.59	86.09	84.59
72	2005.06.08 07:24	s/l	36	1.00	86.09	86.09	84.59	-424.81	7450.52
73	2005.06.08 18:43	buy	37	1.00	85.56	85.06	86.56
74	2005.06.23 13:53	s/l	37	1.00	85.06	85.06	86.56	-424.92	7025.60
75	2005.06.24 06:13	sell	38	1.00	85.12	85.62	84.12
76	2005.06.24 10:04	s/l	38	1.00	85.62	85.62	84.12	-424.81	6600.79
77	2005.06.27 07:15	buy	39	1.00	85.98	85.48	86.98
78	2005.07.12 05:29	t/p	39	1.00	86.98	85.48	86.98	849.84	7450.63
79	2005.07.13 08:38	sell	40	1.00	87.21	87.71	86.21
80	2005.07.20 19:30	s/l	40	1.00	87.71	87.71	86.21	-424.81	7025.82
81	2005.07.21 05:05	buy	41	1.00	87.71	87.21	88.71
82	2005.07.21 13:01	s/l	41	1.00	87.21	87.21	88.71	-424.91	6600.91
83	2005.07.22 02:07	sell	42	1.00	86.03	86.53	85.03
84	2005.07.22 03:19	s/l	42	1.00	86.53	86.53	85.03	-424.81	6176.10
85	2005.07.22 16:03	buy	43	1.00	86.00	85.50	87.00
86	2005.07.28 13:57	t/p	43	1.00	87.00	85.50	87.00	849.83	7025.93
87	2005.07.29 01:41	sell	44	1.00	87.36	87.86	86.36
88	2005.08.01 14:39	s/l	44	1.00	87.86	87.86	86.36	-424.81	6601.12
89	2005.08.04 02:30	sell	45	1.00	88.09	88.59	87.09
90	2005.08.05 05:15	s/l	45	1.00	88.59	88.59	87.09	-424.81	6176.31
91	2005.08.05 05:15	sell	46	1.00	88.54	89.04	87.54
92	2005.08.08 21:19	s/l	46	1.00	89.04	89.04	87.54	-424.81	5751.50
93	2005.08.08 21:19	sell	47	1.00	88.98	89.48	87.98
94	2005.08.10 16:43	t/p	47	1.00	87.98	89.48	87.98	849.62	6601.12
95	2005.08.11 01:40	buy	48	1.00	87.98	87.48	88.98
96	2005.08.15 09:40	s/l	48	1.00	87.48	87.48	88.98	-424.92	6176.20
97	2005.08.16 18:00	sell	49	1.00	87.09	87.59	86.09
98	2005.08.22 11:49	t/p	49	1.00	86.09	87.59	86.09	849.61	7025.81
99	2005.08.23 07:31	sell	50	1.00	86.39	86.89	85.39
100	2005.08.24 04:19	s/l	50	1.00	86.89	86.89	85.39	-424.81	6601.00
101	2005.08.24 09:13	buy	51	1.00	86.57	86.07	87.57
102	2005.08.25 17:28	t/p	51	1.00	87.57	86.07	87.57	849.84	7450.84
103	2005.08.26 03:18	sell	52	1.00	87.68	88.18	86.68
104	2005.08.29 08:14	s/l	52	1.00	88.18	88.18	86.68	-424.81	7026.03
105	2005.08.29 08:14	sell	53	1.00	88.12	88.62	87.12
106	2005.09.01 13:09	s/l	53	1.00	88.62	88.62	87.12	-424.80	6601.23
107	2005.09.02 03:42	buy	54	1.00	88.93	88.43	89.93
108	2005.09.05 16:52	s/l	54	1.00	88.43	88.43	89.93	-424.91	6176.32
109	2005.09.06 13:21	sell	55	1.00	88.67	89.17	87.67
110	2005.09.09 06:46	s/l	55	1.00	89.17	89.17	87.67	-424.81	5751.51
111	2005.09.09 12:37	buy	56	1.00	88.81	88.31	89.81
112	2005.09.09 15:52	s/l	56	1.00	88.31	88.31	89.81	-424.91	5326.60
113	2005.09.11 01:46	sell	57	1.00	87.77	88.27	86.77
114	2005.09.26 02:49	t/p	57	1.00	86.77	88.27	86.77	849.61	6176.21
115	2005.09.26 02:49	buy	58	1.00	86.77	86.27	87.77
116	2005.09.30 12:35	t/p	58	1.00	87.77	86.27	87.77	849.83	7026.04
117	2005.10.02 11:22	sell	59	1.00	87.86	88.36	86.86
118	2005.10.05 23:58	s/l	59	1.00	88.36	88.36	86.86	-424.81	6601.23
119	2005.10.07 05:48	buy	60	1.00	89.07	88.57	90.07
120	2005.10.11 08:21	s/l	60	1.00	88.57	88.57	90.07	-424.92	6176.31
121	2005.10.11 21:43	sell	61	1.00	88.79	89.29	87.79
122	2005.10.19 17:08	s/l	61	1.00	89.29	89.29	87.79	-424.81	5751.50
123	2005.10.19 17:08	sell	62	1.00	89.23	89.73	88.23
124	2005.10.20 23:59	s/l	62	1.00	89.73	89.73	88.23	-424.81	5326.69
125	2005.10.21 01:44	sell	63	1.00	89.67	90.17	88.67
126	2005.10.25 23:05	s/l	63	1.00	90.17	90.17	88.67	-424.81	4901.88
127	2005.10.26 00:57	sell	64	1.00	90.28	90.78	89.28
128	2005.11.01 23:59	s/l	64	1.00	90.78	90.78	89.28	-424.81	4477.07
129	2005.11.02 02:30	sell	65	1.00	90.75	91.25	89.75
130	2005.11.02 15:28	s/l	65	1.00	91.25	91.25	89.75	-424.81	4052.26
131	2005.11.03 01:25	buy	66	1.00	91.34	90.84	92.34
132	2005.11.03 18:03	s/l	66	1.00	90.84	90.84	92.34	-424.92	3627.34
133	2005.11.04 16:07	buy	67	1.00	90.78	90.28	91.78
134	2005.11.06 06:07	s/l	67	1.00	90.28	90.28	91.78	-424.92	3202.42
135	2005.11.06 22:23	sell	68	1.00	90.42	90.92	89.42
136	2005.11.08 16:35	t/p	68	1.00	89.42	90.92	89.42	849.62	4052.04
137	2005.11.09 07:51	sell	69	1.00	89.48	89.98	88.48
138	2005.11.09 23:59	s/l	69	1.00	89.98	89.98	88.48	-424.81	3627.23
139	2005.11.10 12:38	sell	70	1.00	90.01	90.51	89.01
140	2005.11.14 12:14	s/l	70	1.00	90.51	90.51	89.01	-424.81	3202.42
141	2005.11.15 09:20	sell	71	1.00	90.23	90.73	89.23
142	2005.11.20 00:00	s/l	71	1.00	90.73	90.73	89.23	-424.80	2777.62
143	2005.11.20 05:06	sell	72	1.00	90.72	91.22	89.72
144	2005.11.29 01:40	s/l	72	1.00	91.22	91.22	89.72	-424.80	2352.82
145	2005.11.29 02:23	buy	73	1.00	91.04	90.54	92.04
146	2005.12.05 13:02	t/p	73	1.00	92.04	90.54	92.04	849.84	3202.66
147	2005.12.05 13:02	sell	74	1.00	92.04	92.54	91.04
148	2005.12.05 18:33	s/l	74	1.00	92.54	92.54	91.04	-424.81	2777.85
149	2005.12.07 01:17	sell	75	1.00	92.50	93.00	91.50
150	2005.12.12 03:03	s/l	75	1.00	93.00	93.00	91.50	-424.81	2353.04
151	2005.12.13 00:59	sell	76	1.00	93.05	93.55	92.05
152	2005.12.14 14:54	t/p	76	1.00	92.05	93.55	92.05	849.61	3202.65
153	2005.12.15 00:49	buy	77	1.00	91.51	91.01	92.51
154	2005.12.15 08:47	s/l	77	1.00	91.01	91.01	92.51	-424.92	2777.73
155	2005.12.16 09:06	sell	78	1.00	90.19	90.69	89.19
156	2005.12.16 10:16	s/l	78	1.00	90.69	90.69	89.19	-424.81	2352.92
157	2005.12.16 10:16	sell	79	1.00	90.62	91.12	89.62
158	2005.12.20 15:04	t/p	79	1.00	89.62	91.12	89.62	849.61	3202.53
159	2005.12.20 15:04	buy	80	1.00	89.62	89.12	90.62
160	2005.12.22 14:58	s/l	80	1.00	89.12	89.12	90.62	-424.92	2777.61
161	2005.12.23 08:47	sell	81	1.00	88.94	89.44	87.94
162	2005.12.28 08:04	s/l	81	1.00	89.44	89.44	87.94	-424.81	2352.80
163	2005.12.28 08:04	sell	82	1.00	89.38	89.88	88.38
164	2005.12.30 02:00	s/l	82	1.00	89.88	89.88	88.38	-424.81	1927.99
165	2005.12.30 04:18	buy	83	1.00	89.68	89.18	90.68
166	2006.01.04 15:29	t/p	83	1.00	90.68	89.18	90.68	849.83	2777.82
167	2006.01.05 01:26	sell	84	1.00	91.09	91.59	90.09
168	2006.01.06 19:30	t/p	84	1.00	90.09	91.59	90.09	849.62	3627.44
169	2006.01.08 23:37	sell	85	1.00	90.17	90.67	89.17
170	2006.01.12 11:48	t/p	85	1.00	89.17	90.67	89.17	849.62	4477.06
171	2006.01.13 00:21	sell	86	1.00	89.24	89.74	88.24
172	2006.01.16 04:59	s/l	86	1.00	89.74	89.74	88.24	-424.81	4052.25
173	2006.01.17 16:03	sell	87	1.00	89.97	90.47	88.97
174	2006.01.22 03:35	s/l	87	1.00	90.47	90.47	88.97	-424.81	3627.44
175	2006.01.22 12:15	buy	88	1.00	90.24	89.74	91.24
176	2006.01.25 05:49	t/p	88	1.00	91.24	89.74	91.24	849.83	4477.27
177	2006.01.25 07:00	buy	89	1.00	91.12	90.62	92.12
178	2006.02.02 17:42	t/p	89	1.00	92.12	90.62	92.12	849.83	5327.10
179	2006.02.05 06:30	buy	90	1.00	91.87	91.37	92.87
180	2006.02.06 14:51	s/l	90	1.00	91.37	91.37	92.87	-424.92	4902.18
181	2006.02.07 03:36	buy	91	1.00	91.48	90.98	92.48
182	2006.02.07 09:48	s/l	91	1.00	90.98	90.98	92.48	-424.92	4477.26
183	2006.02.08 01:00	sell	92	1.00	90.84	91.34	89.84
184	2006.02.08 11:52	s/l	92	1.00	91.34	91.34	89.84	-424.81	4052.45
185	2006.02.09 01:58	sell	93	1.00	91.31	91.81	90.31
186	2006.02.10 16:31	t/p	93	1.00	90.31	91.81	90.31	849.62	4902.07
187	2006.02.12 16:23	sell	94	1.00	90.15	90.65	89.15
188	2006.02.21 03:37	s/l	94	1.00	90.65	90.65	89.15	-424.81	4477.26
189	2006.02.21 09:03	buy	95	1.00	90.51	90.01	91.51
190	2006.02.23 04:29	s/l	95	1.00	90.01	90.01	91.51	-424.92	4052.34
191	2006.02.26 01:07	sell	96	1.00	88.76	89.26	87.76
192	2006.02.27 02:59	t/p	96	1.00	87.76	89.26	87.76	849.61	4901.95
193	2006.03.01 00:26	buy	97	1.00	88.29	87.79	89.29
194	2006.03.03 01:13	t/p	97	1.00	89.29	87.79	89.29	849.83	5751.78
195	2006.03.08 01:47	buy	98	1.00	89.60	89.10	90.60
196	2006.03.13 03:39	t/p	98	1.00	90.60	89.10	90.60	849.83	6601.61
197	2006.03.13 16:51	buy	99	1.00	90.36	89.86	91.36
198	2006.03.17 15:49	s/l	99	1.00	89.86	89.86	91.36	-424.92	6176.69
199	2006.03.17 18:55	sell	100	1.00	90.62	91.12	89.62
200	2006.03.20 14:52	t/p	100	1.00	89.62	91.12	89.62	849.61	7026.30
201	2006.03.20 23:29	sell	101	1.00	89.98	90.48	88.98
202	2006.03.27 23:44	t/p	101	1.00	88.98	90.48	88.98	849.62	7875.92
203	2006.03.28 01:01	sell	102	1.00	89.04	89.54	88.04
204	2006.03.28 08:04	s/l	102	1.00	89.54	89.54	88.04	-424.81	7451.11
205	2006.03.29 07:25	buy	103	1.00	89.90	89.40	90.90
206	2006.03.30 23:59	close at stop	103	1.00	90.39	89.40	90.90	416.42	7867.53