Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		1 Hour (H1) 2007.02.26 01:00 - 2008.12.05 13:00 (1999.02.01 - 2008.12.07)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		logFile="log.txt"; loggingActive=false; logToFile=false; Risk=0.02;
Bars in test	11074	Ticks modelled	4773028	Modelling quality	47.65%
Mismatched charts errors	8
Initial deposit	50000.00
Total net profit	94657.35	Gross profit	160039.57	Gross loss	-65382.22
Profit factor	2.45	Expected payoff	3380.62
Absolute drawdown	4815.60	Maximal drawdown	79107.96 (35.74%)	Relative drawdown	35.74% (79107.96)
Total trades	28	Short positions (won %)	14 (85.71%)	Long positions (won %)	14 (50.00%)
		Profit trades (% of total)	19 (67.86%)	Loss trades (% of total)	9 (32.14%)
Largest		profit trade	26824.46	loss trade	-23702.69
Average		profit trade	8423.14	loss trade	-7264.69
Maximum		consecutive wins (profit in money)	4 (35372.49)	consecutive losses (loss in money)	2 (-7888.53)
Maximal		consecutive profit (count of wins)	47493.68 (3)	consecutive loss (count of losses)	-23702.69 (1)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2007.02.26 01:00	sell	1	2.00	121.03	0.00	0.00
2	2007.03.01 19:29	close	1	2.00	117.49	0.00	0.00	5947.57	55947.57
3	2007.03.01 19:29	buy	2	2.23	117.49	0.00	0.00
4	2007.03.29 00:27	sell	3	2.20	116.89	0.00	0.00
5	2007.03.29 00:27	close	2	2.23	116.89	0.00	0.00	-835.22	55112.35
6	2007.05.03 20:38	close	3	2.20	120.42	0.00	0.00	-7053.31	48059.04
7	2007.05.03 20:38	buy	4	1.92	120.42	0.00	0.00
8	2007.06.29 19:50	sell	5	2.11	123.23	0.00	0.00
9	2007.06.29 19:50	close	4	1.92	123.23	0.00	0.00	4920.53	52979.58
10	2007.08.07 08:34	close	5	2.11	118.70	0.00	0.00	7439.87	60419.45
11	2007.08.07 08:34	buy	6	2.41	118.70	0.00	0.00
12	2007.08.24 17:14	sell	7	2.20	116.06	0.00	0.00
13	2007.08.24 17:14	close	6	2.41	116.06	0.00	0.00	-5255.05	55164.40
14	2007.09.12 08:35	close	7	2.20	114.00	0.00	0.00	3681.96	58846.36
15	2007.09.12 08:35	buy	8	2.35	114.00	0.00	0.00
16	2007.10.09 04:48	close	8	2.35	117.07	0.00	0.00	6477.01	65323.37
17	2007.10.09 04:48	sell	9	2.61	117.06	0.00	0.00
18	2007.10.30 16:05	close	9	2.61	114.66	0.00	0.00	5033.02	70356.38
19	2007.10.30 16:05	buy	10	2.81	114.66	0.00	0.00
20	2007.11.15 18:54	close	10	2.81	110.90	0.00	0.00	-9276.47	61079.92
21	2007.11.15 18:54	sell	11	2.44	110.91	0.00	0.00
22	2007.12.03 03:37	close	11	2.44	110.77	0.00	0.00	2.04	61081.96
23	2007.12.03 03:37	buy	12	2.44	110.77	0.00	0.00
24	2008.01.03 16:44	sell	13	2.34	109.53	0.00	0.00
25	2008.01.03 16:44	close	12	2.44	109.53	0.00	0.00	-2363.29	58718.67
26	2008.01.24 15:14	buy	14	2.59	106.59	0.00	0.00
27	2008.01.24 15:14	close	13	2.34	106.57	0.00	0.00	6113.79	64832.46
28	2008.02.25 00:33	sell	15	2.66	107.18	0.00	0.00
29	2008.02.25 00:33	close	14	2.59	107.18	0.00	0.00	1810.81	66643.27
30	2008.03.19 05:30	close	15	2.66	99.60	0.00	0.00	19763.70	86406.97
31	2008.03.19 05:30	buy	16	3.45	99.60	0.00	0.00
32	2008.04.11 11:50	sell	17	3.76	101.74	0.00	0.00
33	2008.04.11 11:50	close	16	3.45	101.74	0.00	0.00	7684.18	94091.15
34	2008.05.09 10:52	close	17	3.76	103.16	0.00	0.00	-6001.78	88089.37
35	2008.05.09 10:52	buy	18	3.52	103.16	0.00	0.00
36	2008.06.10 18:33	sell	19	4.06	107.14	0.00	0.00
37	2008.06.10 18:33	close	18	3.52	107.14	0.00	0.00	13599.33	101688.71
38	2008.07.11 15:01	close	19	4.06	106.59	0.00	0.00	1043.60	102732.30
39	2008.07.11 15:01	buy	20	4.10	106.59	0.00	0.00
40	2008.08.11 11:45	sell	21	4.60	109.74	0.00	0.00
41	2008.08.11 11:45	close	20	4.10	109.74	0.00	0.00	12358.00	115090.30
42	2008.09.09 11:11	close	21	4.60	107.59	0.00	0.00	8145.51	123235.81
43	2008.09.09 11:11	buy	22	4.92	107.59	0.00	0.00
44	2008.09.19 12:55	sell	23	4.89	107.33	0.00	0.00
45	2008.09.19 12:55	close	22	4.92	107.33	0.00	0.00	-899.24	122336.58
46	2008.10.08 00:53	close	23	4.89	101.62	0.00	0.00	26824.46	149161.03
47	2008.10.08 00:53	buy	24	5.96	101.62	0.00	0.00
48	2008.10.20 21:31	sell	25	6.00	101.74	0.00	0.00
49	2008.10.20 21:31	close	24	5.96	101.74	0.00	0.00	1057.42	150218.46
50	2008.10.30 16:06	close	25	6.00	98.43	0.00	0.00	19611.80	169830.25
51	2008.10.30 16:06	buy	26	6.79	98.43	0.00	0.00
52	2008.11.12 15:52	sell	27	6.39	96.95	0.00	0.00
53	2008.11.12 15:52	close	26	6.79	96.95	0.00	0.00	-9995.18	159835.08
54	2008.11.26 20:13	close	27	6.39	95.57	0.00	0.00	8524.96	168360.03
55	2008.11.26 20:13	buy	28	6.73	95.57	0.00	0.00
56	2008.12.05 13:45	close at stop	28	6.73	92.27	0.00	0.00	-23702.69	144657.35