Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		Daily (D1) 2006.02.10 00:00 - 2006.02.20 00:00 (2006.02.09 - 2006.04.09)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		Lots=1; StopLoss=30; TakeProfit=50; GAP=5; MaxTrades=10; ReEntryGAP=1; tStop=10; tPips=0; StartHour=1; EndHour=23; MM=true; MaxLots=50; StartYear=2005;
Bars in test	580	Ticks modelled	18091	Modelling quality	80.11%
Initial deposit	10000.00
Total net profit	-7870.00	Gross profit	5030.00	Gross loss	-12900.00
Profit factor	0.39	Expected payoff	-145.74
Absolute drawdown	8100.00	Maximal drawdown (%)	8100.00 (81.0%)
Total trades	54	Short positions (won %)	35 (22.86%)	Long positions (won %)	19 (15.79%)
		Profit trades (% of total)	11 (20.37%)	Loss trades (% of total)	43 (79.63%)
Largest		profit trade	500.00	loss trade	-300.00
Average		profit trade	457.27	loss trade	-300.00
Maximum		consecutive wins (profit in money)	2 (1000.00)	consecutive losses (loss in money)	12 (-3600.00)
Maximal		consecutive profit (count of wins)	1000.00 (2)	consecutive loss (count of losses)	-3600.00 (12)
Average		consecutive wins	1	consecutive losses	5

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.02.10 01:04	sell	1	1.00	1.7422	1.7452	1.7372
2	2006.02.10 01:07	sell	2	1.00	1.7424	1.7454	1.7374
3	2006.02.10 01:08	sell	3	1.00	1.7424	1.7454	1.7374
4	2006.02.10 01:09	sell	4	1.00	1.7423	1.7453	1.7373
5	2006.02.10 01:10	sell	5	1.00	1.7422	1.7452	1.7372
6	2006.02.10 04:16	s/l	1	1.00	1.7452	1.7452	1.7372	-300.00	9700.00
7	2006.02.10 04:16	s/l	5	1.00	1.7452	1.7452	1.7372	-300.00	9400.00
8	2006.02.10 04:16	sell	6	1.00	1.7448	1.7478	1.7398
9	2006.02.10 04:16	s/l	4	1.00	1.7453	1.7453	1.7373	-300.00	9100.00
10	2006.02.10 04:16	sell	7	1.00	1.7449	1.7479	1.7399
11	2006.02.10 04:16	s/l	2	1.00	1.7454	1.7454	1.7374	-300.00	8800.00
12	2006.02.10 04:16	s/l	3	1.00	1.7454	1.7454	1.7374	-300.00	8500.00
13	2006.02.10 04:16	sell	8	1.00	1.7450	1.7480	1.7400
14	2006.02.10 04:17	sell	9	1.00	1.7450	1.7480	1.7400
15	2006.02.10 05:31	s/l	6	1.00	1.7478	1.7478	1.7398	-300.00	8200.00
16	2006.02.10 05:31	s/l	7	1.00	1.7479	1.7479	1.7399	-300.00	7900.00
17	2006.02.10 05:31	sell	10	1.00	1.7475	1.7505	1.7425
18	2006.02.10 05:31	s/l	8	1.00	1.7480	1.7480	1.7400	-300.00	7600.00
19	2006.02.10 05:31	s/l	9	1.00	1.7480	1.7480	1.7400	-300.00	7300.00
20	2006.02.10 05:31	sell	11	1.00	1.7477	1.7507	1.7427
21	2006.02.10 05:32	sell	12	1.00	1.7479	1.7509	1.7429
22	2006.02.10 05:32	sell	13	1.00	1.7482	1.7512	1.7432
23	2006.02.10 08:48	t/p	13	1.00	1.7432	1.7512	1.7432	500.00	7800.00
24	2006.02.10 08:53	t/p	12	1.00	1.7429	1.7509	1.7429	500.00	8300.00
25	2006.02.10 12:58	sell	14	1.00	1.7491	1.7521	1.7441
26	2006.02.10 12:58	sell	15	1.00	1.7494	1.7524	1.7444
27	2006.02.10 13:07	s/l	10	1.00	1.7505	1.7505	1.7425	-300.00	8000.00
28	2006.02.10 13:07	sell	16	1.00	1.7501	1.7531	1.7451
29	2006.02.10 13:07	s/l	11	1.00	1.7507	1.7507	1.7427	-300.00	7700.00
30	2006.02.10 13:07	sell	17	1.00	1.7503	1.7533	1.7453
31	2006.02.10 13:36	s/l	14	1.00	1.7521	1.7521	1.7441	-300.00	7400.00
32	2006.02.10 13:37	s/l	15	1.00	1.7524	1.7524	1.7444	-300.00	7100.00
33	2006.02.10 13:37	sell	18	1.00	1.7520	1.7550	1.7470
34	2006.02.10 13:41	s/l	16	1.00	1.7531	1.7531	1.7451	-300.00	6800.00
35	2006.02.10 13:41	sell	19	1.00	1.7527	1.7557	1.7477
36	2006.02.10 13:41	s/l	17	1.00	1.7533	1.7533	1.7453	-300.00	6500.00
37	2006.02.10 13:41	sell	20	1.00	1.7529	1.7559	1.7479
38	2006.02.10 13:51	s/l	18	1.00	1.7550	1.7550	1.7470	-300.00	6200.00
39	2006.02.10 13:51	sell	21	1.00	1.7546	1.7576	1.7496
40	2006.02.10 13:55	s/l	19	1.00	1.7557	1.7557	1.7477	-300.00	5900.00
41	2006.02.10 13:55	sell	22	1.00	1.7554	1.7584	1.7504
42	2006.02.10 13:55	s/l	20	1.00	1.7559	1.7559	1.7479	-300.00	5600.00
43	2006.02.10 13:55	sell	23	1.00	1.7555	1.7585	1.7505
44	2006.02.10 14:00	s/l	21	1.00	1.7576	1.7576	1.7496	-300.00	5300.00
45	2006.02.10 15:31	t/p	23	1.00	1.7505	1.7585	1.7505	500.00	5800.00
46	2006.02.10 15:31	t/p	22	1.00	1.7504	1.7584	1.7504	500.00	6300.00
47	2006.02.10 15:31	buy	24	1.00	1.7497	1.7467	1.7547
48	2006.02.10 15:32	buy	25	1.00	1.7496	1.7466	1.7546
49	2006.02.10 15:32	buy	26	1.00	1.7497	1.7467	1.7547
50	2006.02.10 15:53	s/l	24	1.00	1.7467	1.7467	1.7547	-300.00	6000.00
51	2006.02.10 15:53	s/l	25	1.00	1.7466	1.7466	1.7546	-300.00	5700.00
52	2006.02.10 15:53	s/l	26	1.00	1.7467	1.7467	1.7547	-300.00	5400.00
53	2006.02.10 15:53	buy	27	1.00	1.7463	1.7433	1.7513
54	2006.02.10 15:53	buy	28	1.00	1.7459	1.7429	1.7509
55	2006.02.10 15:53	buy	29	1.00	1.7456	1.7426	1.7506
56	2006.02.10 15:54	s/l	27	1.00	1.7433	1.7433	1.7513	-300.00	5100.00
57	2006.02.10 16:13	s/l	28	1.00	1.7429	1.7429	1.7509	-300.00	4800.00
58	2006.02.10 16:13	buy	30	1.00	1.7432	1.7402	1.7482
59	2006.02.13 00:24	s/l	29	1.00	1.7426	1.7426	1.7506	-300.00	4500.00
60	2006.02.13 01:00	buy	31	1.00	1.7432	1.7402	1.7482
61	2006.02.14 09:30	s/l	30	1.00	1.7402	1.7402	1.7482	-300.00	4200.00
62	2006.02.14 09:30	s/l	31	1.00	1.7402	1.7402	1.7482	-300.00	3900.00
63	2006.02.14 09:30	buy	32	1.00	1.7399	1.7369	1.7449
64	2006.02.14 09:30	buy	33	1.00	1.7397	1.7367	1.7447
65	2006.02.14 10:06	s/l	32	1.00	1.7369	1.7369	1.7449	-300.00	3600.00
66	2006.02.14 10:06	buy	34	1.00	1.7373	1.7343	1.7423
67	2006.02.14 10:06	s/l	33	1.00	1.7367	1.7367	1.7447	-300.00	3300.00
68	2006.02.14 10:06	buy	35	1.00	1.7371	1.7341	1.7421
69	2006.02.14 12:03	s/l	34	1.00	1.7343	1.7343	1.7423	-300.00	3000.00
70	2006.02.14 12:10	s/l	35	1.00	1.7341	1.7341	1.7421	-300.00	2700.00
71	2006.02.14 12:14	sell	36	1.00	1.7346	1.7376	1.7296
72	2006.02.14 14:17	t/p	36	1.00	1.7296	1.7376	1.7296	500.00	3200.00
73	2006.02.14 14:20	sell	37	1.00	1.7299	1.7329	1.7249
74	2006.02.14 14:20	sell	38	1.00	1.7298	1.7328	1.7248
75	2006.02.14 16:20	s/l	38	1.00	1.7328	1.7328	1.7248	-300.00	2900.00
76	2006.02.14 16:20	s/l	37	1.00	1.7329	1.7329	1.7249	-300.00	2600.00
77	2006.02.14 16:20	sell	39	1.00	1.7330	1.7360	1.7280
78	2006.02.14 19:40	s/l	39	1.00	1.7360	1.7360	1.7280	-300.00	2300.00
79	2006.02.14 19:40	buy	40	1.00	1.7355	1.7325	1.7405
80	2006.02.15 11:24	t/p	40	1.00	1.7405	1.7325	1.7405	500.00	2800.00
81	2006.02.15 11:25	buy	41	1.00	1.7403	1.7373	1.7453
82	2006.02.15 14:00	t/p	41	1.00	1.7453	1.7373	1.7453	500.00	3300.00
83	2006.02.15 14:00	sell	42	1.00	1.7462	1.7492	1.7412
84	2006.02.15 14:00	sell	43	1.00	1.7463	1.7493	1.7413
85	2006.02.15 15:21	s/l	42	1.00	1.7492	1.7492	1.7412	-300.00	3000.00
86	2006.02.15 16:21	t/p	43	1.00	1.7413	1.7493	1.7413	500.00	3500.00
87	2006.02.15 16:23	buy	44	1.00	1.7406	1.7376	1.7456
88	2006.02.15 16:23	buy	45	1.00	1.7404	1.7374	1.7454
89	2006.02.15 18:20	s/l	44	1.00	1.7376	1.7376	1.7456	-300.00	3200.00
90	2006.02.15 18:20	s/l	45	1.00	1.7374	1.7374	1.7454	-300.00	2900.00
91	2006.02.15 18:23	sell	46	1.00	1.7380	1.7410	1.7330
92	2006.02.15 20:17	s/l	46	1.00	1.7410	1.7410	1.7330	-300.00	2600.00
93	2006.02.15 20:20	buy	47	1.00	1.7405	1.7375	1.7455
94	2006.02.16 08:13	s/l	47	1.00	1.7375	1.7375	1.7455	-300.00	2300.00
95	2006.02.16 08:15	sell	48	1.00	1.7380	1.7410	1.7330
96	2006.02.16 09:35	t/p	48	1.00	1.7330	1.7410	1.7330	500.00	2800.00
97	2006.02.16 09:38	sell	49	1.00	1.7330	1.7360	1.7280
98	2006.02.16 12:14	s/l	49	1.00	1.7360	1.7360	1.7280	-300.00	2500.00
99	2006.02.16 12:16	buy	50	1.00	1.7354	1.7324	1.7404
100	2006.02.16 13:30	s/l	50	1.00	1.7324	1.7324	1.7404	-300.00	2200.00
101	2006.02.16 13:30	sell	51	1.00	1.7329	1.7359	1.7279
102	2006.02.16 14:43	s/l	51	1.00	1.7359	1.7359	1.7279	-300.00	1900.00
103	2006.02.16 14:49	buy	52	1.00	1.7354	1.7324	1.7404
104	2006.02.19 00:00	t/p	52	1.00	1.7404	1.7324	1.7404	500.00	2400.00
105	2006.02.19 23:15	sell	53	1.00	1.7418	1.7448	1.7368
106	2006.02.20 02:20	s/l	53	1.00	1.7448	1.7448	1.7368	-300.00	2100.00
107	2006.02.20 02:21	sell	54	1.00	1.7450	1.7480	1.7400
108	2006.02.20 23:59	close at stop	54	1.00	1.7447	1.7480	1.7400	30.00	2130.00