Symbol		GBPUSD (Great Britain Dollar vs. United States Dollar)
Period		1 Hour (H1) 2006.06.01 00:00 - 2006.11.01 00:00 (2006.06.01 - 2006.11.01)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test	14724	Ticks modelled	625010	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	101838.46	Gross profit	194370.13	Gross loss	-92531.67
Profit factor	2.10	Expected payoff	901.23
Absolute drawdown	0.00	Maximal drawdown	14235.78 (15.84%)	Relative drawdown	16.84% (4800.00)
Total trades	113	Short positions (won %)	56 (62.50%)	Long positions (won %)	57 (54.39%)
		Profit trades (% of total)	66 (58.41%)	Loss trades (% of total)	47 (41.59%)
Largest		profit trade	10871.97	loss trade	-6120.00
Average		profit trade	2945.00	loss trade	-1968.76
Maximum		consecutive wins (profit in money)	6 (5397.03)	consecutive losses (loss in money)	3 (-12775.99)
Maximal		consecutive profit (count of wins)	24538.00 (4)	consecutive loss (count of losses)	-12775.99 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.06.01 00:00	sell	1	1.00	1.8716	1.8776	1.8526
2	2006.06.01 09:32	close	1	0.90	1.8615	1.8776	1.8526	909.00	10909.00
3	2006.06.01 09:32	sell	2	0.10	1.8716	1.8776	1.8526
4	2006.06.01 17:00	close	2	0.10	1.8684	1.8776	1.8526	32.00	10941.00
5	2006.06.02 00:00	sell	3	1.10	1.8662	1.8722	1.8472
6	2006.06.02 14:30	s/l	3	1.10	1.8722	1.8722	1.8472	-660.00	10281.00
7	2006.06.05 00:00	sell	4	1.00	1.8830	1.8890	1.8640
8	2006.06.05 17:00	close	4	1.00	1.8772	1.8890	1.8640	580.01	10861.01
9	2006.06.06 00:00	sell	5	1.10	1.8720	1.8780	1.8530
10	2006.06.06 17:00	close	5	1.10	1.8601	1.8780	1.8530	1309.00	12170.01
11	2006.06.07 00:00	sell	6	1.20	1.8604	1.8664	1.8414
12	2006.06.07 17:00	close	6	1.20	1.8550	1.8664	1.8414	648.01	12818.02
13	2006.06.08 00:00	sell	7	1.30	1.8571	1.8631	1.8381
14	2006.06.08 14:33	t/p	7	1.30	1.8381	1.8631	1.8381	2470.00	15288.02
15	2006.06.09 00:00	sell	8	1.50	1.8435	1.8495	1.8245
16	2006.06.09 17:00	close	8	1.50	1.8431	1.8495	1.8245	60.00	15348.02
17	2006.06.12 00:00	buy	9	1.50	1.8400	1.8340	1.8590
18	2006.06.12 17:00	close	9	1.50	1.8422	1.8340	1.8590	330.01	15678.03
19	2006.06.13 00:00	buy	10	1.60	1.8425	1.8365	1.8615
20	2006.06.13 14:33	s/l	10	1.60	1.8365	1.8365	1.8615	-960.00	14718.03
21	2006.06.14 00:00	sell	11	1.50	1.8341	1.8401	1.8151
22	2006.06.14 08:49	s/l	11	1.50	1.8401	1.8401	1.8151	-900.00	13818.03
23	2006.06.15 00:00	buy	12	1.40	1.8436	1.8376	1.8626
24	2006.06.15 17:00	close	12	1.40	1.8492	1.8376	1.8626	784.00	14602.03
25	2006.06.16 00:00	buy	13	1.50	1.8490	1.8430	1.8680
26	2006.06.16 17:00	close	13	1.50	1.8501	1.8430	1.8680	165.01	14767.04
27	2006.06.19 00:00	sell	14	1.50	1.8516	1.8576	1.8326
28	2006.06.19 17:00	close	14	1.50	1.8378	1.8576	1.8326	2070.02	16837.06
29	2006.06.20 00:00	sell	15	1.70	1.8402	1.8462	1.8212
30	2006.06.20 17:00	close	15	1.70	1.8419	1.8462	1.8212	-289.02	16548.04
31	2006.06.21 00:00	sell	16	1.70	1.8422	1.8482	1.8232
32	2006.06.21 17:00	close	16	1.70	1.8436	1.8482	1.8232	-237.98	16310.06
33	2006.06.22 00:00	buy	17	1.60	1.8460	1.8400	1.8650
34	2006.06.22 10:17	s/l	17	1.60	1.8400	1.8400	1.8650	-960.00	15350.06
35	2006.06.23 00:00	sell	18	1.50	1.8279	1.8339	1.8089
36	2006.06.23 17:00	close	18	1.50	1.8193	1.8339	1.8089	1290.01	16640.07
37	2006.06.26 00:00	buy	19	1.70	1.8189	1.8129	1.8379
38	2006.06.26 17:00	close	19	1.70	1.8177	1.8129	1.8379	-204.01	16436.06
39	2006.06.27 00:00	buy	20	1.60	1.8235	1.8175	1.8425
40	2006.06.27 17:00	close	20	1.60	1.8235	1.8175	1.8425	0.01	16436.07
41	2006.06.28 00:00	buy	21	1.60	1.8213	1.8153	1.8403
42	2006.06.28 16:35	s/l	21	1.60	1.8153	1.8153	1.8403	-960.00	15476.07
43	2006.06.29 00:00	sell	22	1.50	1.8181	1.8241	1.7991
44	2006.06.29 17:00	close	22	1.50	1.8129	1.8241	1.7991	780.00	16256.07
45	2006.06.30 00:00	buy	23	1.60	1.8277	1.8217	1.8467
46	2006.06.30 16:38	t/p	23	1.60	1.8467	1.8217	1.8467	3040.00	19296.07
47	2006.07.03 00:00	sell	24	1.90	1.8473	1.8533	1.8283
48	2006.07.03 17:00	close	24	1.90	1.8443	1.8533	1.8283	570.02	19866.09
49	2006.07.04 00:00	sell	25	2.00	1.8415	1.8475	1.8225
50	2006.07.04 14:39	s/l	25	2.00	1.8475	1.8475	1.8225	-1200.00	18666.09
51	2006.07.05 00:00	sell	26	1.90	1.8441	1.8501	1.8251
52	2006.07.05 17:00	close	26	1.90	1.8335	1.8501	1.8251	2014.01	20680.10
53	2006.07.06 00:00	buy	27	2.10	1.8347	1.8287	1.8537
54	2006.07.06 17:00	close	27	2.10	1.8363	1.8287	1.8537	335.99	21016.09
55	2006.07.07 00:00	sell	28	2.10	1.8372	1.8432	1.8182
56	2006.07.07 14:30	s/l	28	2.10	1.8432	1.8432	1.8182	-1260.00	19756.09
57	2006.07.10 00:00	sell	29	2.00	1.8501	1.8561	1.8311
58	2006.07.10 14:53	close	29	1.80	1.8399	1.8561	1.8311	1836.02	21592.11
59	2006.07.10 14:53	sell	30	0.20	1.8501	1.8561	1.8311
60	2006.07.10 17:00	close	30	0.20	1.8411	1.8561	1.8311	180.00	21772.11
61	2006.07.11 00:00	sell	31	2.20	1.8420	1.8480	1.8230
62	2006.07.11 17:00	close	31	2.20	1.8427	1.8480	1.8230	-154.01	21618.10
63	2006.07.12 00:00	sell	32	2.20	1.8443	1.8503	1.8253
64	2006.07.12 17:00	close	32	2.20	1.8325	1.8503	1.8253	2596.00	24214.10
65	2006.07.13 00:00	buy	33	2.40	1.8344	1.8284	1.8534
66	2006.07.13 17:00	close	33	2.40	1.8426	1.8284	1.8534	1968.00	26182.10
67	2006.07.14 00:00	sell	34	2.60	1.8435	1.8495	1.8245
68	2006.07.14 17:00	close	34	2.60	1.8346	1.8495	1.8245	2313.99	28496.09
69	2006.07.17 00:00	buy	35	2.80	1.8381	1.8321	1.8571
70	2006.07.17 10:00	s/l	35	2.80	1.8321	1.8321	1.8571	-1680.00	26816.09
71	2006.07.18 00:00	sell	36	2.70	1.8196	1.8256	1.8006
72	2006.07.18 10:31	s/l	36	2.70	1.8256	1.8256	1.8006	-1620.00	25196.09
73	2006.07.19 00:00	sell	37	2.50	1.8264	1.8324	1.8074
74	2006.07.19 16:00	s/l	37	2.50	1.8324	1.8324	1.8074	-1500.00	23696.09
75	2006.07.20 00:00	buy	38	2.40	1.8424	1.8364	1.8614
76	2006.07.20 17:00	close	38	2.40	1.8508	1.8364	1.8614	2016.01	25712.10
77	2006.07.21 00:00	buy	39	2.60	1.8487	1.8427	1.8677
78	2006.07.21 17:00	close	39	2.60	1.8590	1.8427	1.8677	2678.00	28390.10
79	2006.07.24 00:00	sell	40	2.80	1.8591	1.8651	1.8401
80	2006.07.24 17:00	close	40	2.80	1.8503	1.8651	1.8401	2464.00	30854.10
81	2006.07.25 00:00	sell	41	3.10	1.8513	1.8573	1.8323
82	2006.07.25 17:00	close	41	3.10	1.8474	1.8573	1.8323	1209.00	32063.10
83	2006.07.26 00:00	sell	42	3.20	1.8402	1.8462	1.8212
84	2006.07.26 16:15	s/l	42	3.20	1.8462	1.8462	1.8212	-1920.00	30143.10
85	2006.07.27 00:00	buy	43	3.00	1.8545	1.8485	1.8735
86	2006.07.27 15:08	close	43	2.70	1.8645	1.8485	1.8735	2700.00	32843.10
87	2006.07.27 15:08	buy	44	0.30	1.8545	1.8485	1.8735
88	2006.07.27 17:00	close	44	0.30	1.8643	1.8485	1.8735	294.00	33137.10
89	2006.07.28 00:00	buy	45	3.30	1.8584	1.8524	1.8774
90	2006.07.28 17:00	close	45	3.30	1.8652	1.8524	1.8774	2244.00	35381.10
91	2006.07.31 00:00	sell	46	3.50	1.8625	1.8685	1.8435
92	2006.07.31 15:00	s/l	46	3.50	1.8685	1.8685	1.8435	-2100.00	33281.10
93	2006.08.01 00:00	buy	47	3.30	1.8680	1.8620	1.8870
94	2006.08.01 17:00	close	47	3.30	1.8674	1.8620	1.8870	-197.97	33083.13
95	2006.08.02 00:00	buy	48	3.30	1.8764	1.8704	1.8954
96	2006.08.02 17:00	close	48	3.30	1.8782	1.8704	1.8954	594.00	33677.13
97	2006.08.03 00:00	buy	49	3.40	1.8775	1.8715	1.8965
98	2006.08.03 11:30	s/l	49	3.40	1.8715	1.8715	1.8965	-2040.00	31637.13
99	2006.08.04 00:00	buy	50	3.20	1.8882	1.8822	1.9072
100	2006.08.04 14:57	t/p	50	3.20	1.9072	1.8822	1.9072	6080.00	37717.13
101	2006.08.07 00:00	sell	51	3.80	1.9073	1.9133	1.8883
102	2006.08.07 17:00	close	51	3.80	1.9101	1.9133	1.8883	-1064.01	36653.12
103	2006.08.08 00:00	sell	52	3.70	1.9040	1.9100	1.8850
104	2006.08.08 17:00	close	52	3.70	1.9075	1.9100	1.8850	-1294.97	35358.15
105	2006.08.09 00:00	buy	53	3.50	1.9066	1.9006	1.9256
106	2006.08.09 00:49	s/l	53	3.50	1.9006	1.9006	1.9256	-2100.00	33258.15
107	2006.08.10 00:00	sell	54	3.30	1.9047	1.9107	1.8857
108	2006.08.10 17:00	close	54	3.30	1.8919	1.9107	1.8857	4224.01	37482.16
109	2006.08.11 00:00	sell	55	3.70	1.8937	1.8997	1.8747
110	2006.08.11 17:00	close	55	3.70	1.8969	1.8997	1.8747	-1184.00	36298.16
111	2006.08.14 00:00	buy	56	3.60	1.8900	1.8840	1.9090
112	2006.08.14 17:00	close	56	3.60	1.8921	1.8840	1.9090	755.98	37054.14
113	2006.08.15 00:00	sell	57	3.70	1.8886	1.8946	1.8696
114	2006.08.15 14:30	s/l	57	3.70	1.8946	1.8946	1.8696	-2220.00	34834.14
115	2006.08.16 00:00	buy	58	3.50	1.8940	1.8880	1.9130
116	2006.08.16 13:03	s/l	58	3.50	1.8880	1.8880	1.9130	-2100.00	32734.14
117	2006.08.17 00:00	buy	59	3.30	1.8967	1.8907	1.9157
118	2006.08.17 17:00	close	59	3.30	1.8928	1.8907	1.9157	-1287.00	31447.14
119	2006.08.18 00:00	sell	60	3.10	1.8854	1.8914	1.8664
120	2006.08.18 17:00	close	60	3.10	1.8797	1.8914	1.8664	1767.02	33214.16
121	2006.08.21 00:00	buy	61	3.30	1.8817	1.8757	1.9007
122	2006.08.21 17:00	close	61	3.30	1.8969	1.8757	1.9007	5016.03	38230.19
123	2006.08.22 00:00	buy	62	3.80	1.8927	1.8867	1.9117
124	2006.08.22 17:00	close	62	3.80	1.8885	1.8867	1.9117	-1596.01	36634.18
125	2006.08.23 00:00	sell	63	3.70	1.8877	1.8937	1.8687
126	2006.08.23 14:42	s/l	63	3.70	1.8937	1.8937	1.8687	-2220.00	34414.18
127	2006.08.24 00:00	buy	64	3.40	1.8933	1.8873	1.9123
128	2006.08.24 17:00	close	64	3.40	1.8913	1.8873	1.9123	-680.01	33734.17
129	2006.08.25 00:00	sell	65	3.40	1.8873	1.8933	1.8683
130	2006.08.25 17:00	close	65	3.40	1.8864	1.8933	1.8683	305.99	34040.16
131	2006.08.28 00:00	buy	66	3.40	1.8878	1.8818	1.9068
132	2006.08.28 17:00	close	66	3.40	1.8968	1.8818	1.9068	3060.00	37100.16
133	2006.08.29 00:00	buy	67	3.70	1.8938	1.8878	1.9128
134	2006.08.29 17:00	close	67	3.70	1.8925	1.8878	1.9128	-480.96	36619.20
135	2006.08.30 00:00	buy	68	3.70	1.8996	1.8936	1.9186
136	2006.08.30 17:00	close	68	3.70	1.9056	1.8936	1.9186	2219.99	38839.19
137	2006.08.31 00:00	buy	69	3.90	1.9040	1.8980	1.9230
138	2006.08.31 17:00	close	69	3.90	1.9019	1.8980	1.9230	-818.97	38020.22
139	2006.09.01 00:00	buy	70	3.80	1.9040	1.8980	1.9230
140	2006.09.01 14:31	s/l	70	3.80	1.8980	1.8980	1.9230	-2280.00	35740.22
141	2006.09.04 00:00	sell	71	3.60	1.9064	1.9124	1.8874
142	2006.09.04 17:00	close	71	3.60	1.9047	1.9124	1.8874	612.00	36352.22
143	2006.09.05 00:00	sell	72	3.60	1.9056	1.9116	1.8866
144	2006.09.05 17:00	close	72	3.60	1.8925	1.9116	1.8866	4715.99	41068.21
145	2006.09.06 00:00	sell	73	4.10	1.8935	1.8995	1.8745
146	2006.09.06 17:00	close	73	4.10	1.8809	1.8995	1.8745	5166.01	46234.22
147	2006.09.07 00:00	sell	74	4.60	1.8852	1.8912	1.8662
148	2006.09.07 17:00	close	74	4.60	1.8743	1.8912	1.8662	5013.98	51248.20
149	2006.09.08 00:00	sell	75	5.10	1.8762	1.8822	1.8572
150	2006.09.08 17:00	close	75	5.10	1.8653	1.8822	1.8572	5558.98	56807.18
151	2006.09.11 00:00	buy	76	5.70	1.8656	1.8596	1.8846
152	2006.09.11 17:00	close	76	5.70	1.8622	1.8596	1.8846	-1937.88	54869.30
153	2006.09.12 00:00	sell	77	5.50	1.8644	1.8704	1.8454
154	2006.09.12 10:30	s/l	77	5.50	1.8704	1.8704	1.8454	-3300.00	51569.30
155	2006.09.13 00:00	buy	78	5.20	1.8742	1.8682	1.8932
156	2006.09.13 17:00	close	78	5.20	1.8745	1.8682	1.8932	156.00	51725.30
157	2006.09.14 00:00	buy	79	5.20	1.8777	1.8717	1.8967
158	2006.09.14 17:00	close	79	5.20	1.8909	1.8717	1.8967	6864.00	58589.30
159	2006.09.15 00:00	buy	80	5.90	1.8867	1.8807	1.9057
160	2006.09.15 12:58	s/l	80	5.90	1.8807	1.8807	1.9057	-3540.00	55049.30
161	2006.09.18 00:00	buy	81	5.50	1.8780	1.8720	1.8970
162	2006.09.18 17:00	close	81	5.50	1.8765	1.8720	1.8970	-824.97	54224.33
163	2006.09.19 00:00	buy	82	5.40	1.8810	1.8750	1.9000
164	2006.09.19 17:00	close	82	5.40	1.8865	1.8750	1.9000	2970.01	57194.34
165	2006.09.20 00:00	buy	83	5.70	1.8815	1.8755	1.9005
166	2006.09.20 17:00	close	83	5.70	1.8889	1.8755	1.9005	4217.99	61412.33
167	2006.09.21 00:00	buy	84	6.10	1.8873	1.8813	1.9063
168	2006.09.21 17:00	close	84	6.10	1.8967	1.8813	1.9063	5734.05	67146.38
169	2006.09.22 00:00	buy	85	6.70	1.9028	1.8968	1.9218
170	2006.09.22 17:00	close	85	6.70	1.9023	1.8968	1.9218	-335.01	66811.37
171	2006.09.25 00:00	buy	86	6.70	1.9011	1.8951	1.9201
172	2006.09.25 17:00	close	86	6.70	1.8989	1.8951	1.9201	-1473.96	65337.41
173	2006.09.26 00:00	sell	87	6.50	1.9001	1.9061	1.8811
174	2006.09.26 17:00	close	87	6.50	1.8953	1.9061	1.8811	3120.02	68457.43
175	2006.09.27 00:00	sell	88	6.80	1.8942	1.9002	1.8752
176	2006.09.27 17:00	close	88	6.80	1.8887	1.9002	1.8752	3740.02	72197.45
177	2006.09.28 00:00	sell	89	7.20	1.8887	1.8947	1.8697
178	2006.09.28 17:00	close	89	7.20	1.8736	1.8947	1.8697	10871.97	83069.42
179	2006.09.29 00:00	sell	90	8.30	1.8756	1.8816	1.8566
180	2006.09.29 17:00	close	90	8.30	1.8674	1.8816	1.8566	6805.99	89875.41
181	2006.10.02 00:00	buy	91	9.00	1.8750	1.8690	1.8940
182	2006.10.02 03:55	s/l	91	9.00	1.8690	1.8690	1.8940	-5400.00	84475.41
183	2006.10.03 00:00	buy	92	8.40	1.8867	1.8807	1.9057
184	2006.10.03 17:00	close	92	8.40	1.8890	1.8807	1.9057	1932.08	86407.49
185	2006.10.04 00:00	buy	93	8.60	1.8878	1.8818	1.9068
186	2006.10.04 10:59	s/l	93	8.60	1.8818	1.8818	1.9068	-5160.00	81247.49
187	2006.10.05 00:00	sell	94	8.10	1.8866	1.8926	1.8676
188	2006.10.05 17:00	close	94	8.10	1.8770	1.8926	1.8676	7775.99	89023.48
189	2006.10.06 00:00	sell	95	8.90	1.8786	1.8846	1.8596
190	2006.10.06 14:31	s/l	95	8.90	1.8846	1.8846	1.8596	-5340.00	83683.48
191	2006.10.09 00:00	buy	96	8.40	1.8693	1.8633	1.8883
192	2006.10.09 17:00	close	96	8.40	1.8652	1.8633	1.8883	-3443.91	80239.57
193	2006.10.10 00:00	sell	97	8.00	1.8667	1.8727	1.8477
194	2006.10.10 13:16	close	97	7.20	1.8566	1.8727	1.8477	7272.05	87511.62
195	2006.10.10 13:16	sell	98	0.80	1.8667	1.8727	1.8477
196	2006.10.10 17:00	close	98	0.80	1.8554	1.8727	1.8477	904.00	88415.62
197	2006.10.11 00:00	sell	99	8.80	1.8537	1.8597	1.8347
198	2006.10.11 17:00	close	99	8.80	1.8569	1.8597	1.8347	-2815.99	85599.63
199	2006.10.12 00:00	sell	100	8.60	1.8546	1.8606	1.8356
200	2006.10.12 09:08	s/l	100	8.60	1.8606	1.8606	1.8356	-5160.00	80439.63
201	2006.10.13 00:00	buy	101	8.00	1.8594	1.8534	1.8784
202	2006.10.13 16:06	s/l	101	8.00	1.8534	1.8534	1.8784	-4800.00	75639.63
203	2006.10.16 00:00	buy	102	7.60	1.8556	1.8496	1.8746
204	2006.10.16 17:00	close	102	7.60	1.8608	1.8496	1.8746	3951.98	79591.61
205	2006.10.17 00:00	buy	103	8.00	1.8624	1.8564	1.8814
206	2006.10.17 16:09	close	103	7.20	1.8724	1.8564	1.8814	7200.01	86791.62
207	2006.10.17 16:09	buy	104	0.80	1.8624	1.8564	1.8814
208	2006.10.17 17:00	close	104	0.80	1.8696	1.8564	1.8814	576.00	87367.62
209	2006.10.18 00:00	buy	105	8.70	1.8718	1.8658	1.8908
210	2006.10.18 17:00	close	105	8.70	1.8669	1.8658	1.8908	-4263.03	83104.59
211	2006.10.19 00:00	buy	106	8.30	1.8677	1.8617	1.8867
212	2006.10.19 17:00	close	106	8.30	1.8758	1.8617	1.8867	6722.98	89827.57
213	2006.10.20 00:00	buy	107	9.00	1.8776	1.8716	1.8966
214	2006.10.20 17:00	close	107	9.00	1.8800	1.8716	1.8966	2159.99	91987.56
215	2006.10.23 00:00	sell	108	9.20	1.8828	1.8888	1.8638
216	2006.10.23 17:00	close	108	9.20	1.8718	1.8888	1.8638	10119.98	102107.54
217	2006.10.24 00:00	sell	109	10.20	1.8726	1.8786	1.8536
218	2006.10.24 17:00	close	109	10.20	1.8724	1.8786	1.8536	203.98	102311.52
219	2006.10.25 00:00	sell	110	10.20	1.8724	1.8784	1.8534
220	2006.10.25 12:43	s/l	110	10.20	1.8784	1.8784	1.8534	-6120.00	96191.52
221	2006.10.26 00:00	buy	111	9.60	1.8782	1.8722	1.8972
222	2006.10.26 17:00	close	111	9.60	1.8872	1.8722	1.8972	8640.01	104831.53
223	2006.10.27 00:00	buy	112	10.50	1.8901	1.8841	1.9091
224	2006.10.27 17:00	close	112	10.50	1.8972	1.8841	1.9091	7454.93	112286.46
225	2006.10.31 00:00	buy	113	11.20	1.9015	1.8955	1.9205
226	2006.10.31 17:00	close	113	11.20	1.9011	1.8955	1.9205	-448.00	111838.46