Symbol		EURUSDm (Euro vs US Dollar)
Period		5 Minutes (M5) 2006.04.04 00:20 - 2006.06.23 20:00 (2004.01.01 - 2006.06.25)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		TrailingStop=5; TrailingStopTrigger=19; StopLoss=20; TakeProfit=250; Lots=0.4;
Bars in test	16734	Ticks modelled	238735	Modelling quality	41.09%
Initial deposit	500.00
Total net profit	-100.80	Gross profit	251.20	Gross loss	-352.00
Profit factor	0.71	Expected payoff	-1.26
Absolute drawdown	100.80	Maximal drawdown (%)	112.40 (22.0%)
Total trades	80	Short positions (won %)	49 (38.78%)	Long positions (won %)	31 (54.84%)
		Profit trades (% of total)	36 (45.00%)	Loss trades (% of total)	44 (55.00%)
Largest		profit trade	12.40	loss trade	-8.00
Average		profit trade	6.98	loss trade	-8.00
Maximum		consecutive wins (profit in money)	5 (40.00)	consecutive losses (loss in money)	4 (-32.00)
Maximal		consecutive profit (count of wins)	40.00 (5)	consecutive loss (count of losses)	-32.00 (4)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.04.04 00:27	buy	1	0.40	1.2138	1.2118	1.2388
2	2006.04.04 04:36	modify	1	0.40	1.2138	1.2152	1.2388
3	2006.04.04 04:37	s/l	1	0.40	1.2152	1.2152	1.2388	5.60	505.60
4	2006.04.04 05:00	sell	2	0.40	1.2155	1.2175	1.1905
5	2006.04.04 06:35	modify	2	0.40	1.2155	1.2140	1.1905
6	2006.04.04 06:36	s/l	2	0.40	1.2140	1.2140	1.1905	6.00	511.60
7	2006.04.04 06:42	buy	3	0.40	1.2144	1.2124	1.2394
8	2006.04.04 06:55	s/l	3	0.40	1.2124	1.2124	1.2394	-8.00	503.60
9	2006.04.04 07:10	buy	4	0.40	1.2131	1.2111	1.2381
10	2006.04.04 07:46	modify	4	0.40	1.2131	1.2148	1.2381
11	2006.04.04 07:46	modify	4	0.40	1.2131	1.2150	1.2381
12	2006.04.04 07:47	s/l	4	0.40	1.2150	1.2150	1.2381	7.60	511.20
13	2006.04.04 08:08	sell	5	0.40	1.2154	1.2174	1.1904
14	2006.04.04 09:37	s/l	5	0.40	1.2174	1.2174	1.1904	-8.00	503.20
15	2006.04.04 09:51	sell	6	0.40	1.2174	1.2194	1.1924
16	2006.04.04 12:01	s/l	6	0.40	1.2194	1.2194	1.1924	-8.00	495.20
17	2006.04.04 12:40	sell	7	0.40	1.2234	1.2254	1.1984
18	2006.04.04 13:42	s/l	7	0.40	1.2254	1.2254	1.1984	-8.00	487.20
19	2006.04.04 14:05	sell	8	0.40	1.2260	1.2280	1.2010
20	2006.04.05 03:24	s/l	8	0.40	1.2280	1.2280	1.2010	-8.00	479.20
21	2006.04.05 03:25	sell	9	0.40	1.2269	1.2289	1.2019
22	2006.04.05 09:35	modify	9	0.40	1.2269	1.2255	1.2019
23	2006.04.05 09:36	s/l	9	0.40	1.2255	1.2255	1.2019	5.60	484.80
24	2006.04.05 09:41	buy	10	0.40	1.2257	1.2237	1.2507
25	2006.04.05 12:20	modify	10	0.40	1.2257	1.2271	1.2507
26	2006.04.05 12:20	modify	10	0.40	1.2257	1.2272	1.2507
27	2006.04.05 12:21	s/l	10	0.40	1.2272	1.2272	1.2507	6.00	490.80
28	2006.04.05 12:46	sell	11	0.40	1.2282	1.2302	1.2032
29	2006.04.05 13:38	s/l	11	0.40	1.2302	1.2302	1.2032	-8.00	482.80
30	2006.04.05 13:45	sell	12	0.40	1.2290	1.2310	1.2040
31	2006.04.05 14:05	modify	12	0.40	1.2290	1.2276	1.2040
32	2006.04.05 14:05	s/l	12	0.40	1.2276	1.2276	1.2040	5.60	488.40
33	2006.04.05 14:17	buy	13	0.40	1.2284	1.2264	1.2534
34	2006.04.05 14:25	s/l	13	0.40	1.2264	1.2264	1.2534	-8.00	480.40
35	2006.04.05 14:48	buy	14	0.40	1.2272	1.2252	1.2522
36	2006.04.05 17:30	modify	14	0.40	1.2272	1.2289	1.2522
37	2006.04.05 17:31	s/l	14	0.40	1.2289	1.2289	1.2522	6.80	487.20
38	2006.04.05 17:31	sell	15	0.40	1.2289	1.2309	1.2039
39	2006.04.06 07:20	s/l	15	0.40	1.2309	1.2309	1.2039	-8.00	479.20
40	2006.04.06 07:30	sell	16	0.40	1.2299	1.2319	1.2049
41	2006.04.06 08:57	s/l	16	0.40	1.2319	1.2319	1.2049	-8.00	471.20
42	2006.04.06 09:16	sell	17	0.40	1.2314	1.2334	1.2064
43	2006.04.06 12:39	modify	17	0.40	1.2314	1.2297	1.2064
44	2006.04.06 12:40	modify	17	0.40	1.2314	1.2296	1.2064
45	2006.04.06 12:44	modify	17	0.40	1.2314	1.2287	1.2064
46	2006.04.06 12:44	modify	17	0.40	1.2314	1.2283	1.2064
47	2006.04.06 12:44	s/l	17	0.40	1.2283	1.2283	1.2064	12.40	483.60
48	2006.04.06 13:45	buy	18	0.40	1.2226	1.2206	1.2476
49	2006.04.06 14:03	s/l	18	0.40	1.2206	1.2206	1.2476	-8.00	475.60
50	2006.04.06 14:10	buy	19	0.40	1.2219	1.2199	1.2469
51	2006.04.06 14:14	s/l	19	0.40	1.2199	1.2199	1.2469	-8.00	467.60
52	2006.04.06 14:14	buy	20	0.40	1.2215	1.2195	1.2465
53	2006.04.06 14:25	modify	20	0.40	1.2215	1.2229	1.2465
54	2006.04.06 14:25	s/l	20	0.40	1.2229	1.2229	1.2465	5.60	473.20
55	2006.04.06 14:44	sell	21	0.40	1.2229	1.2249	1.1979
56	2006.04.06 15:57	modify	21	0.40	1.2229	1.2215	1.1979
57	2006.04.06 15:59	s/l	21	0.40	1.2215	1.2215	1.1979	5.60	478.80
58	2006.04.06 15:59	buy	22	0.40	1.2217	1.2197	1.2467
59	2006.04.06 23:52	s/l	22	0.40	1.2197	1.2197	1.2467	-8.00	470.80
60	2006.04.06 23:55	buy	23	0.40	1.2205	1.2185	1.2455
61	2006.04.07 01:28	s/l	23	0.40	1.2185	1.2185	1.2455	-8.00	462.80
62	2006.04.07 01:28	sell	24	0.40	1.2184	1.2204	1.1934
63	2006.04.07 02:30	s/l	24	0.40	1.2204	1.2204	1.1934	-8.00	454.80
64	2006.04.07 02:46	sell	25	0.40	1.2200	1.2220	1.1950
65	2006.04.07 07:19	modify	25	0.40	1.2200	1.2185	1.1950
66	2006.04.07 07:19	modify	25	0.40	1.2200	1.2181	1.1950
67	2006.04.07 07:19	modify	25	0.40	1.2200	1.2180	1.1950
68	2006.04.07 07:19	s/l	25	0.40	1.2180	1.2180	1.1950	8.00	462.80
69	2006.04.07 07:31	buy	26	0.40	1.2180	1.2160	1.2430
70	2006.04.07 08:25	modify	26	0.40	1.2180	1.2194	1.2430
71	2006.04.07 08:25	modify	26	0.40	1.2180	1.2196	1.2430
72	2006.04.07 08:27	s/l	26	0.40	1.2196	1.2196	1.2430	6.40	469.20
73	2006.04.07 08:33	sell	27	0.40	1.2193	1.2213	1.1943
74	2006.04.07 12:31	s/l	27	0.40	1.2213	1.2213	1.1943	-8.00	461.20
75	2006.04.07 12:32	sell	28	0.40	1.2181	1.2201	1.1931
76	2006.04.07 12:34	s/l	28	0.40	1.2201	1.2201	1.1931	-8.00	453.20
77	2006.04.07 12:37	sell	29	0.40	1.2189	1.2209	1.1939
78	2006.04.07 12:44	s/l	29	0.40	1.2209	1.2209	1.1939	-8.00	445.20
79	2006.04.07 12:52	sell	30	0.40	1.2198	1.2218	1.1948
80	2006.04.07 13:13	modify	30	0.40	1.2198	1.2183	1.1948
81	2006.04.07 13:13	modify	30	0.40	1.2198	1.2181	1.1948
82	2006.04.07 13:13	s/l	30	0.40	1.2181	1.2181	1.1948	6.80	452.00
83	2006.04.07 13:50	buy	31	0.40	1.2160	1.2140	1.2410
84	2006.04.07 14:06	s/l	31	0.40	1.2140	1.2140	1.2410	-8.00	444.00
85	2006.04.07 14:42	buy	32	0.40	1.2127	1.2107	1.2377
86	2006.04.07 15:57	s/l	32	0.40	1.2107	1.2107	1.2377	-8.00	436.00
87	2006.04.07 16:20	buy	33	0.40	1.2108	1.2088	1.2358
88	2006.04.10 07:46	modify	33	0.40	1.2108	1.2122	1.2358
89	2006.04.10 07:46	s/l	33	0.40	1.2122	1.2122	1.2358	5.60	441.60
90	2006.04.10 07:53	sell	34	0.40	1.2119	1.2139	1.1869
91	2006.04.10 11:44	modify	34	0.40	1.2119	1.2105	1.1869
92	2006.04.10 11:50	s/l	34	0.40	1.2105	1.2105	1.1869	5.60	447.20
93	2006.04.10 11:55	buy	35	0.40	1.2105	1.2085	1.2355
94	2006.04.10 16:28	s/l	35	0.40	1.2085	1.2085	1.2355	-8.00	439.20
95	2006.04.10 16:28	sell	36	0.40	1.2085	1.2105	1.1835
96	2006.04.10 19:38	s/l	36	0.40	1.2105	1.2105	1.1835	-8.00	431.20
97	2006.04.10 20:00	sell	37	0.40	1.2102	1.2122	1.1852
98	2006.04.11 05:32	s/l	37	0.40	1.2122	1.2122	1.1852	-8.00	423.20
99	2006.04.11 05:32	buy	38	0.40	1.2122	1.2102	1.2372
100	2006.04.11 07:40	modify	38	0.40	1.2122	1.2136	1.2372
101	2006.04.11 07:50	s/l	38	0.40	1.2136	1.2136	1.2372	5.60	428.80
102	2006.04.11 07:50	sell	39	0.40	1.2135	1.2155	1.1885
103	2006.04.11 10:00	modify	39	0.40	1.2135	1.2121	1.1885
104	2006.04.11 10:00	s/l	39	0.40	1.2121	1.2121	1.1885	5.60	434.40
105	2006.04.11 10:35	buy	40	0.40	1.2109	1.2089	1.2359
106	2006.04.11 13:54	modify	40	0.40	1.2109	1.2128	1.2359
107	2006.04.11 13:54	modify	40	0.40	1.2109	1.2129	1.2359
108	2006.04.11 13:54	modify	40	0.40	1.2109	1.2130	1.2359
109	2006.04.11 13:55	s/l	40	0.40	1.2130	1.2130	1.2359	8.40	442.80
110	2006.04.11 14:00	sell	41	0.40	1.2128	1.2148	1.1878
111	2006.04.11 19:50	s/l	41	0.40	1.2148	1.2148	1.1878	-8.00	434.80
112	2006.04.11 20:21	sell	42	0.40	1.2148	1.2168	1.1898
113	2006.04.12 12:29	modify	42	0.40	1.2148	1.2126	1.1898
114	2006.04.12 12:29	modify	42	0.40	1.2148	1.2125	1.1898
115	2006.04.12 12:31	modify	42	0.40	1.2148	1.2124	1.1898
116	2006.04.12 12:31	modify	42	0.40	1.2148	1.2122	1.1898
117	2006.04.12 12:32	modify	42	0.40	1.2148	1.2121	1.1898
118	2006.04.12 12:32	modify	42	0.40	1.2148	1.2120	1.1898
119	2006.04.12 12:32	modify	42	0.40	1.2148	1.2119	1.1898
120	2006.04.12 12:32	modify	42	0.40	1.2148	1.2118	1.1898
121	2006.04.12 12:32	s/l	42	0.40	1.2118	1.2118	1.1898	12.00	446.80
122	2006.04.12 12:55	buy	43	0.40	1.2088	1.2068	1.2338
123	2006.04.12 13:40	modify	43	0.40	1.2088	1.2107	1.2338
124	2006.04.12 13:43	s/l	43	0.40	1.2107	1.2107	1.2338	7.60	454.40
125	2006.04.12 14:22	sell	44	0.40	1.2118	1.2138	1.1868
126	2006.04.12 17:11	modify	44	0.40	1.2118	1.2104	1.1868
127	2006.04.12 17:11	modify	44	0.40	1.2118	1.2103	1.1868
128	2006.04.12 17:11	s/l	44	0.40	1.2103	1.2103	1.1868	6.00	460.40
129	2006.04.12 17:20	buy	45	0.40	1.2101	1.2081	1.2351
130	2006.04.13 07:03	modify	45	0.40	1.2101	1.2115	1.2351
131	2006.04.13 07:03	modify	45	0.40	1.2101	1.2116	1.2351
132	2006.04.13 07:03	s/l	45	0.40	1.2116	1.2116	1.2351	6.00	466.40
133	2006.04.13 07:31	sell	46	0.40	1.2125	1.2145	1.1875
134	2006.04.13 10:41	modify	46	0.40	1.2125	1.2106	1.1875
135	2006.04.13 10:42	modify	46	0.40	1.2125	1.2104	1.1875
136	2006.04.13 10:42	s/l	46	0.40	1.2104	1.2104	1.1875	8.40	474.80
137	2006.04.13 10:46	buy	47	0.40	1.2106	1.2086	1.2356
138	2006.04.13 12:57	s/l	47	0.40	1.2086	1.2086	1.2356	-8.00	466.80
139	2006.04.13 13:20	buy	48	0.40	1.2085	1.2065	1.2335
140	2006.04.13 14:05	modify	48	0.40	1.2085	1.2100	1.2335
141	2006.04.13 14:05	s/l	48	0.40	1.2100	1.2100	1.2335	6.00	472.80
142	2006.04.13 14:13	sell	49	0.40	1.2089	1.2109	1.1839
143	2006.04.13 17:20	s/l	49	0.40	1.2109	1.2109	1.1839	-8.00	464.80
144	2006.04.13 17:22	sell	50	0.40	1.2103	1.2123	1.1853
145	2006.04.16 21:50	s/l	50	0.40	1.2123	1.2123	1.1853	-8.00	456.80
146	2006.04.16 22:01	sell	51	0.40	1.2119	1.2139	1.1869
147	2006.04.16 23:58	s/l	51	0.40	1.2139	1.2139	1.1869	-8.00	448.80
148	2006.04.17 00:40	sell	52	0.40	1.2161	1.2181	1.1911
149	2006.04.17 01:08	s/l	52	0.40	1.2181	1.2181	1.1911	-8.00	440.80
150	2006.04.17 01:41	sell	53	0.40	1.2190	1.2210	1.1940
151	2006.04.17 05:40	modify	53	0.40	1.2190	1.2176	1.1940
152	2006.04.17 06:00	s/l	53	0.40	1.2176	1.2176	1.1940	5.60	446.40
153	2006.04.17 06:15	sell	54	0.40	1.2176	1.2196	1.1926
154	2006.04.17 10:15	s/l	54	0.40	1.2196	1.2196	1.1926	-8.00	438.40
155	2006.04.17 10:20	sell	55	0.40	1.2189	1.2209	1.1939
156	2006.04.17 11:42	s/l	55	0.40	1.2209	1.2209	1.1939	-8.00	430.40
157	2006.04.17 12:35	sell	56	0.40	1.2244	1.2264	1.1994
158	2006.04.17 13:00	modify	56	0.40	1.2244	1.2221	1.1994
159	2006.04.17 13:00	modify	56	0.40	1.2244	1.2220	1.1994
160	2006.04.17 13:00	s/l	56	0.40	1.2220	1.2220	1.1994	9.60	440.00
161	2006.04.17 13:00	sell	57	0.40	1.2220	1.2240	1.1970
162	2006.04.17 13:01	s/l	57	0.40	1.2240	1.2240	1.1970	-8.00	432.00
163	2006.04.17 13:01	sell	58	0.40	1.2239	1.2259	1.1989
164	2006.04.17 13:04	modify	58	0.40	1.2239	1.2224	1.1989
165	2006.04.17 13:05	modify	58	0.40	1.2239	1.2223	1.1989
166	2006.04.17 13:05	modify	58	0.40	1.2239	1.2222	1.1989
167	2006.04.17 13:08	s/l	58	0.40	1.2222	1.2222	1.1989	6.80	438.80
168	2006.04.17 13:13	buy	59	0.40	1.2238	1.2218	1.2488
169	2006.04.17 14:32	modify	59	0.40	1.2238	1.2252	1.2488
170	2006.04.17 14:32	s/l	59	0.40	1.2252	1.2252	1.2488	5.60	444.40
171	2006.04.17 15:05	sell	60	0.40	1.2274	1.2294	1.2024
172	2006.04.17 19:52	modify	60	0.40	1.2274	1.2260	1.2024
173	2006.04.17 20:15	modify	60	0.40	1.2274	1.2259	1.2024
174	2006.04.17 20:17	modify	60	0.40	1.2274	1.2258	1.2024
175	2006.04.17 20:18	modify	60	0.40	1.2274	1.2257	1.2024
176	2006.04.17 20:21	modify	60	0.40	1.2274	1.2256	1.2024
177	2006.04.17 20:21	modify	60	0.40	1.2274	1.2255	1.2024
178	2006.04.17 20:40	s/l	60	0.40	1.2255	1.2255	1.2024	7.60	452.00
179	2006.04.17 20:52	sell	61	0.40	1.2252	1.2272	1.2002
180	2006.04.18 01:16	s/l	61	0.40	1.2272	1.2272	1.2002	-8.00	444.00
181	2006.04.18 01:20	sell	62	0.40	1.2266	1.2286	1.2016
182	2006.04.18 06:58	modify	62	0.40	1.2266	1.2247	1.2016
183	2006.04.18 06:59	modify	62	0.40	1.2266	1.2246	1.2016
184	2006.04.18 06:59	modify	62	0.40	1.2266	1.2244	1.2016
185	2006.04.18 07:01	s/l	62	0.40	1.2244	1.2244	1.2016	8.80	452.80
186	2006.04.18 07:05	buy	63	0.40	1.2250	1.2230	1.2500
187	2006.04.18 08:03	s/l	63	0.40	1.2230	1.2230	1.2500	-8.00	444.80
188	2006.04.18 08:25	buy	64	0.40	1.2235	1.2215	1.2485
189	2006.04.18 09:10	modify	64	0.40	1.2235	1.2249	1.2485
190	2006.04.18 09:10	modify	64	0.40	1.2235	1.2250	1.2485
191	2006.04.18 09:13	s/l	64	0.40	1.2250	1.2250	1.2485	6.00	450.80
192	2006.04.18 09:40	sell	65	0.40	1.2261	1.2281	1.2011
193	2006.04.18 12:31	s/l	65	0.40	1.2281	1.2281	1.2011	-8.00	442.80
194	2006.04.18 12:31	buy	66	0.40	1.2282	1.2262	1.2532
195	2006.04.18 13:04	modify	66	0.40	1.2282	1.2297	1.2532
196	2006.04.18 13:05	s/l	66	0.40	1.2297	1.2297	1.2532	6.00	448.80
197	2006.04.18 13:08	sell	67	0.40	1.2287	1.2307	1.2037
198	2006.04.18 18:00	s/l	67	0.40	1.2307	1.2307	1.2037	-8.00	440.80
199	2006.04.18 18:00	buy	68	0.40	1.2312	1.2292	1.2562
200	2006.04.18 18:01	s/l	68	0.40	1.2292	1.2292	1.2562	-8.00	432.80
201	2006.04.18 18:01	buy	69	0.40	1.2294	1.2274	1.2544
202	2006.04.18 18:02	modify	69	0.40	1.2294	1.2313	1.2544
203	2006.04.18 18:03	s/l	69	0.40	1.2313	1.2313	1.2544	7.60	440.40
204	2006.04.18 18:03	buy	70	0.40	1.2315	1.2295	1.2565
205	2006.04.18 18:06	s/l	70	0.40	1.2295	1.2295	1.2565	-8.00	432.40
206	2006.04.18 18:06	sell	71	0.40	1.2292	1.2312	1.2042
207	2006.04.18 18:07	s/l	71	0.40	1.2312	1.2312	1.2042	-8.00	424.40
208	2006.04.18 18:30	sell	72	0.40	1.2310	1.2330	1.2060
209	2006.04.18 20:51	s/l	72	0.40	1.2330	1.2330	1.2060	-8.00	416.40
210	2006.04.18 21:30	sell	73	0.40	1.2354	1.2374	1.2104
211	2006.04.19 09:14	s/l	73	0.40	1.2374	1.2374	1.2104	-8.00	408.40
212	2006.04.19 09:25	sell	74	0.40	1.2363	1.2383	1.2113
213	2006.04.19 10:00	modify	74	0.40	1.2363	1.2342	1.2113
214	2006.04.19 10:00	s/l	74	0.40	1.2342	1.2342	1.2113	8.40	416.80
215	2006.04.19 10:26	buy	75	0.40	1.2346	1.2326	1.2596
216	2006.04.19 12:31	s/l	75	0.40	1.2326	1.2326	1.2596	-8.00	408.80
217	2006.04.19 12:31	sell	76	0.40	1.2324	1.2344	1.2074
218	2006.04.19 13:04	modify	76	0.40	1.2324	1.2307	1.2074
219	2006.04.19 13:04	modify	76	0.40	1.2324	1.2306	1.2074
220	2006.04.19 13:04	modify	76	0.40	1.2324	1.2302	1.2074
221	2006.04.19 13:04	s/l	76	0.40	1.2302	1.2302	1.2074	8.80	417.60
222	2006.04.19 13:30	buy	77	0.40	1.2300	1.2280	1.2550
223	2006.04.19 13:50	modify	77	0.40	1.2300	1.2314	1.2550
224	2006.04.19 13:53	s/l	77	0.40	1.2314	1.2314	1.2550	5.60	423.20
225	2006.04.19 14:22	sell	78	0.40	1.2329	1.2349	1.2079
226	2006.04.19 15:06	s/l	78	0.40	1.2349	1.2349	1.2079	-8.00	415.20
227	2006.04.19 15:16	sell	79	0.40	1.2342	1.2362	1.2092
228	2006.04.19 16:13	s/l	79	0.40	1.2362	1.2362	1.2092	-8.00	407.20
229	2006.04.19 16:31	sell	80	0.40	1.2363	1.2383	1.2113
230	2006.04.19 17:01	s/l	80	0.40	1.2383	1.2383	1.2113	-8.00	399.20