Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Minute (M1) 2004.06.16 13:12 - 2008.11.06 04:01
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TrainTimeFrame=5; TrainPeriod=1; PredictPeriod=1; StopLoss=100; TakeProfit=100; Lots=0.1; BeginDate=1970.01.01 00:00; C=32; gamma=2;
Bars in test	1370318	Ticks modelled	7638817	Modelling quality	25.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	402.69	Gross profit	3673.08	Gross loss	-3270.39
Profit factor	1.12	Expected payoff	5.10
Absolute drawdown	107.21	Maximal drawdown	675.80 (6.28%)	Relative drawdown	6.28% (675.80)
Total trades	79	Short positions (won %)	16 (50.00%)	Long positions (won %)	63 (53.97%)
		Profit trades (% of total)	42 (53.16%)	Loss trades (% of total)	37 (46.84%)
Largest		profit trade	95.03	loss trade	-93.40
Average		profit trade	87.45	loss trade	-88.39
Maximum		consecutive wins (profit in money)	5 (454.10)	consecutive losses (loss in money)	4 (-347.40)
Maximal		consecutive profit (count of wins)	454.10 (5)	consecutive loss (count of losses)	-347.40 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2008.09.01 00:00	buy	1	0.10	1.0989	1.0889	1.1089
2	2008.09.02 09:55	t/p	1	0.10	1.1089	1.0889	1.1089	91.13	10091.13
3	2008.09.02 09:55	buy	2	0.10	1.1094	1.0994	1.1194
4	2008.09.08 00:14	t/p	2	0.10	1.1194	1.0994	1.1194	95.03	10186.16
5	2008.09.08 00:14	buy	3	0.10	1.1200	1.1100	1.1300
6	2008.09.08 12:13	t/p	3	0.10	1.1300	1.1100	1.1300	88.50	10274.66
7	2008.09.08 12:13	buy	4	0.10	1.1305	1.1205	1.1405
8	2008.09.11 10:57	t/p	4	0.10	1.1405	1.1205	1.1405	92.43	10367.09
9	2008.09.11 10:57	buy	5	0.10	1.1410	1.1310	1.1510
10	2008.09.12 15:19	s/l	5	0.10	1.1310	1.1310	1.1510	-87.48	10279.62
11	2008.09.12 15:19	buy	6	0.10	1.1314	1.1214	1.1414
12	2008.09.15 00:00	s/l	6	0.10	1.1214	1.1214	1.1414	-88.35	10191.27
13	2008.09.15 00:00	buy	7	0.10	1.1203	1.1103	1.1303
14	2008.09.15 05:13	s/l	7	0.10	1.1103	1.1103	1.1303	-90.08	10101.19
15	2008.09.15 05:13	buy	8	0.10	1.1106	1.1006	1.1206
16	2008.09.15 13:18	t/p	8	0.10	1.1206	1.1006	1.1206	89.24	10190.43
17	2008.09.15 13:18	buy	9	0.10	1.1211	1.1111	1.1311
18	2008.09.15 21:44	s/l	9	0.10	1.1111	1.1111	1.1311	-90.01	10100.42
19	2008.09.15 21:44	buy	10	0.10	1.1115	1.1015	1.1215
20	2008.09.16 16:56	t/p	10	0.10	1.1215	1.1015	1.1215	90.12	10190.54
21	2008.09.16 16:56	buy	11	0.10	1.1220	1.1120	1.1320
22	2008.09.17 19:24	s/l	11	0.10	1.1120	1.1120	1.1320	-88.98	10101.56
23	2008.09.17 19:24	buy	12	0.10	1.1125	1.1025	1.1225
24	2008.09.17 20:04	s/l	12	0.10	1.1025	1.1025	1.1225	-90.74	10010.82
25	2008.09.17 20:04	buy	13	0.10	1.1026	1.0926	1.1126
26	2008.09.18 12:07	s/l	13	0.10	1.0926	1.0926	1.1126	-88.67	9922.15
27	2008.09.18 12:07	buy	14	0.10	1.0931	1.0831	1.1031
28	2008.09.18 15:56	t/p	14	0.10	1.1031	1.0831	1.1031	90.65	10012.80
29	2008.09.18 15:56	buy	15	0.10	1.1036	1.0936	1.1136
30	2008.09.18 18:49	s/l	15	0.10	1.0936	1.0936	1.1136	-91.44	9921.36
31	2008.09.18 18:49	buy	16	0.10	1.0941	1.0841	1.1041
32	2008.09.18 21:08	t/p	16	0.10	1.1041	1.0841	1.1041	90.57	10011.93
33	2008.09.18 21:08	buy	17	0.10	1.1046	1.0946	1.1146
34	2008.09.19 02:28	t/p	17	0.10	1.1146	1.0946	1.1146	90.66	10102.59
35	2008.09.19 02:28	buy	18	0.10	1.1152	1.1052	1.1252
36	2008.09.19 10:20	t/p	18	0.10	1.1252	1.1052	1.1252	88.87	10191.46
37	2008.09.19 10:20	buy	19	0.10	1.1257	1.1157	1.1357
38	2008.09.19 15:24	s/l	19	0.10	1.1157	1.1157	1.1357	-89.63	10101.83
39	2008.09.19 15:24	sell	20	0.10	1.1156	1.1256	1.1056
40	2008.09.19 16:57	t/p	20	0.10	1.1056	1.1256	1.1056	90.45	10192.28
41	2008.09.19 16:57	sell	21	0.10	1.1051	1.1151	1.0951
42	2008.09.22 12:08	t/p	21	0.10	1.0951	1.1151	1.0951	90.20	10282.48
43	2008.09.22 12:08	sell	22	0.10	1.0946	1.1046	1.0846
44	2008.09.22 17:22	t/p	22	0.10	1.0846	1.1046	1.0846	92.20	10374.68
45	2008.09.22 17:22	sell	23	0.10	1.0841	1.0941	1.0741
46	2008.09.22 19:34	t/p	23	0.10	1.0741	1.0941	1.0741	93.10	10467.78
47	2008.09.22 19:34	sell	24	0.10	1.0736	1.0836	1.0636
48	2008.09.23 09:08	s/l	24	0.10	1.0836	1.0836	1.0636	-93.40	10374.38
49	2008.09.23 09:08	sell	25	0.10	1.0831	1.0931	1.0731
50	2008.09.24 23:29	s/l	25	0.10	1.0931	1.0931	1.0731	-92.60	10281.79
51	2008.09.24 23:29	sell	26	0.10	1.0927	1.1027	1.0827
52	2008.09.25 03:57	t/p	26	0.10	1.0827	1.1027	1.0827	89.01	10370.80
53	2008.09.25 03:57	sell	27	0.10	1.0822	1.0922	1.0722
54	2008.09.25 18:58	s/l	27	0.10	1.0922	1.0922	1.0722	-91.56	10279.24
55	2008.09.25 18:58	sell	28	0.10	1.0917	1.1017	1.0817
56	2008.09.29 08:39	s/l	28	0.10	1.1017	1.1017	1.0817	-93.00	10186.23
57	2008.09.29 08:39	sell	29	0.10	1.1012	1.1112	1.0912
58	2008.09.29 16:20	t/p	29	0.10	1.0912	1.1112	1.0912	91.64	10277.87
59	2008.09.29 16:20	buy	30	0.10	1.0912	1.0812	1.1012
60	2008.09.29 19:47	s/l	30	0.10	1.0812	1.0812	1.1012	-92.49	10185.38
61	2008.09.29 19:47	buy	31	0.10	1.0817	1.0717	1.0917
62	2008.09.29 19:55	t/p	31	0.10	1.0917	1.0717	1.0917	91.60	10276.98
63	2008.09.29 19:55	buy	32	0.10	1.0922	1.0822	1.1022
64	2008.09.30 12:30	t/p	32	0.10	1.1022	1.0822	1.1022	91.68	10368.66
65	2008.09.30 12:30	buy	33	0.10	1.1027	1.0927	1.1127
66	2008.09.30 16:34	t/p	33	0.10	1.1127	1.0927	1.1127	89.84	10458.50
67	2008.09.30 16:34	buy	34	0.10	1.1135	1.1035	1.1235
68	2008.09.30 17:05	t/p	34	0.10	1.1235	1.1035	1.1235	89.00	10547.50
69	2008.09.30 17:05	buy	35	0.10	1.1241	1.1141	1.1341
70	2008.10.02 09:27	t/p	35	0.10	1.1341	1.1141	1.1341	91.98	10639.49
71	2008.10.02 09:27	buy	36	0.10	1.1346	1.1246	1.1446
72	2008.10.03 19:56	s/l	36	0.10	1.1246	1.1246	1.1446	-87.97	10551.52
73	2008.10.03 19:56	buy	37	0.10	1.1251	1.1151	1.1351
74	2008.10.06 00:00	t/p	37	0.10	1.1351	1.1151	1.1351	88.92	10640.44
75	2008.10.06 00:00	buy	38	0.10	1.1373	1.1273	1.1473
76	2008.10.06 16:51	t/p	38	0.10	1.1473	1.1273	1.1473	87.16	10727.60
77	2008.10.06 16:51	buy	39	0.10	1.1478	1.1378	1.1578
78	2008.10.07 15:01	s/l	39	0.10	1.1378	1.1378	1.1578	-86.94	10640.66
79	2008.10.07 15:01	buy	40	0.10	1.1383	1.1283	1.1483
80	2008.10.08 17:13	s/l	40	0.10	1.1283	1.1283	1.1483	-87.68	10552.98
81	2008.10.08 17:13	buy	41	0.10	1.1288	1.1188	1.1388
82	2008.10.10 08:40	s/l	41	0.10	1.1188	1.1188	1.1388	-85.59	10467.39
83	2008.10.10 08:40	buy	42	0.10	1.1192	1.1092	1.1292
84	2008.10.10 18:51	t/p	42	0.10	1.1292	1.1092	1.1292	88.55	10555.94
85	2008.10.10 18:51	buy	43	0.10	1.1298	1.1198	1.1398
86	2008.10.10 20:28	t/p	43	0.10	1.1398	1.1198	1.1398	87.72	10643.66
87	2008.10.10 20:28	buy	44	0.10	1.1404	1.1304	1.1504
88	2008.10.13 00:19	s/l	44	0.10	1.1304	1.1304	1.1504	-87.51	10556.15
89	2008.10.13 00:19	buy	45	0.10	1.1309	1.1209	1.1409
90	2008.10.13 18:20	t/p	45	0.10	1.1409	1.1209	1.1409	87.64	10643.79
91	2008.10.13 18:20	sell	46	0.10	1.1410	1.1510	1.1310
92	2008.10.14 05:58	t/p	46	0.10	1.1310	1.1510	1.1310	87.31	10731.10
93	2008.10.14 05:58	sell	47	0.10	1.1303	1.1403	1.1203
94	2008.10.15 10:52	s/l	47	0.10	1.1403	1.1403	1.1203	-88.82	10642.29
95	2008.10.15 10:52	sell	48	0.10	1.1398	1.1498	1.1298
96	2008.10.16 13:15	t/p	48	0.10	1.1298	1.1498	1.1298	85.16	10727.45
97	2008.10.16 13:15	sell	49	0.10	1.1292	1.1392	1.1192
98	2008.10.16 22:31	s/l	49	0.10	1.1392	1.1392	1.1192	-87.78	10639.67
99	2008.10.16 22:31	sell	50	0.10	1.1387	1.1487	1.1287
100	2008.10.20 16:24	s/l	50	0.10	1.1487	1.1487	1.1287	-89.28	10550.38
101	2008.10.20 16:24	sell	51	0.10	1.1482	1.1582	1.1382
102	2008.10.21 17:52	s/l	51	0.10	1.1582	1.1582	1.1382	-87.46	10462.93
103	2008.10.21 17:52	buy	52	0.10	1.1582	1.1482	1.1682
104	2008.10.22 08:31	t/p	52	0.10	1.1682	1.1482	1.1682	86.54	10549.47
105	2008.10.22 08:31	buy	53	0.10	1.1688	1.1588	1.1788
106	2008.10.22 12:15	s/l	53	0.10	1.1588	1.1588	1.1788	-86.30	10463.17
107	2008.10.22 12:15	buy	54	0.10	1.1593	1.1493	1.1693
108	2008.10.22 16:03	t/p	54	0.10	1.1693	1.1493	1.1693	85.52	10548.69
109	2008.10.22 16:03	buy	55	0.10	1.1698	1.1598	1.1798
110	2008.10.22 20:33	s/l	55	0.10	1.1598	1.1598	1.1798	-86.22	10462.47
111	2008.10.22 20:33	buy	56	0.10	1.1603	1.1503	1.1703
112	2008.10.24 04:34	t/p	56	0.10	1.1703	1.1503	1.1703	89.25	10551.72
113	2008.10.24 04:34	buy	57	0.10	1.1709	1.1609	1.1809
114	2008.10.24 10:42	s/l	57	0.10	1.1609	1.1609	1.1809	-86.14	10465.58
115	2008.10.24 10:42	buy	58	0.10	1.1614	1.1514	1.1714
116	2008.10.24 11:38	s/l	58	0.10	1.1514	1.1514	1.1714	-86.86	10378.72
117	2008.10.24 11:38	buy	59	0.10	1.1518	1.1418	1.1618
118	2008.10.24 17:39	t/p	59	0.10	1.1618	1.1418	1.1618	86.07	10464.79
119	2008.10.24 17:39	buy	60	0.10	1.1623	1.1523	1.1723
120	2008.10.27 18:52	s/l	60	0.10	1.1523	1.1523	1.1723	-85.83	10378.96
121	2008.10.27 18:52	buy	61	0.10	1.1528	1.1428	1.1628
122	2008.10.28 09:00	t/p	61	0.10	1.1628	1.1428	1.1628	86.95	10465.91
123	2008.10.28 09:00	buy	62	0.10	1.1633	1.1533	1.1733
124	2008.10.28 22:59	s/l	62	0.10	1.1533	1.1533	1.1733	-86.71	10379.20
125	2008.10.28 22:59	buy	63	0.10	1.1538	1.1438	1.1638
126	2008.10.29 07:52	s/l	63	0.10	1.1438	1.1438	1.1638	-86.48	10292.72
127	2008.10.29 07:52	buy	64	0.10	1.1443	1.1343	1.1543
128	2008.10.29 15:42	s/l	64	0.10	1.1343	1.1343	1.1543	-88.16	10204.56
129	2008.10.29 15:42	buy	65	0.10	1.1348	1.1248	1.1448
130	2008.10.30 03:32	s/l	65	0.10	1.1248	1.1248	1.1448	-86.05	10118.51
131	2008.10.30 03:32	buy	66	0.10	1.1253	1.1153	1.1353
132	2008.10.30 10:38	t/p	66	0.10	1.1353	1.1153	1.1353	88.08	10206.59
133	2008.10.30 10:38	buy	67	0.10	1.1359	1.1259	1.1459
134	2008.10.30 10:50	s/l	67	0.10	1.1259	1.1259	1.1459	-88.82	10117.77
135	2008.10.30 10:50	buy	68	0.10	1.1264	1.1164	1.1364
136	2008.10.30 14:26	t/p	68	0.10	1.1364	1.1164	1.1364	88.00	10205.77
137	2008.10.30 14:26	buy	69	0.10	1.1369	1.1269	1.1469
138	2008.10.30 16:38	t/p	69	0.10	1.1469	1.1269	1.1469	87.19	10292.96
139	2008.10.30 16:38	buy	70	0.10	1.1474	1.1374	1.1574
140	2008.10.30 19:25	s/l	70	0.10	1.1374	1.1374	1.1574	-87.93	10205.03
141	2008.10.30 19:25	buy	71	0.10	1.1378	1.1278	1.1478
142	2008.10.31 08:18	t/p	71	0.10	1.1478	1.1278	1.1478	88.07	10293.10
143	2008.10.31 08:18	buy	72	0.10	1.1483	1.1383	1.1583
144	2008.10.31 15:26	t/p	72	0.10	1.1583	1.1383	1.1583	86.33	10379.43
145	2008.10.31 15:26	buy	73	0.10	1.1589	1.1489	1.1689
146	2008.11.03 04:16	s/l	73	0.10	1.1489	1.1489	1.1689	-86.09	10293.34
147	2008.11.03 04:16	buy	74	0.10	1.1494	1.1394	1.1594
148	2008.11.03 14:31	t/p	74	0.10	1.1594	1.1394	1.1594	86.25	10379.59
149	2008.11.03 14:31	buy	75	0.10	1.1599	1.1499	1.1699
150	2008.11.03 18:13	t/p	75	0.10	1.1699	1.1499	1.1699	85.48	10465.07
151	2008.11.03 18:13	buy	76	0.10	1.1704	1.1604	1.1804
152	2008.11.04 16:37	s/l	76	0.10	1.1604	1.1604	1.1804	-85.24	10379.83
153	2008.11.04 16:37	buy	77	0.10	1.1608	1.1508	1.1708
154	2008.11.05 05:17	t/p	77	0.10	1.1708	1.1508	1.1708	86.36	10466.19
155	2008.11.05 05:17	buy	78	0.10	1.1713	1.1613	1.1813
156	2008.11.05 12:56	s/l	78	0.10	1.1613	1.1613	1.1813	-86.11	10380.08
157	2008.11.05 12:56	buy	79	0.10	1.1618	1.1518	1.1718
158	2006.03.02 19:49	close at stop	79	0.10	1.1641	1.1518	1.1718	22.61	10402.69