Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		Daily (D1) 2006.06.01 00:00 - 2007.01.01 00:00 (2006.06.01 - 2007.01.01)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		daysBefore=5; takeProfit=12; offsetPrice=30;
Bars in test	1990	Ticks modelled	729609	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	-821.35	Gross profit	2092.15	Gross loss	-2913.50
Profit factor	0.72	Expected payoff	-24.89
Absolute drawdown	1414.39	Maximal drawdown	1521.16 (15.05%)	Relative drawdown	15.05% (1521.16)
Total trades	33	Short positions (won %)	20 (60.00%)	Long positions (won %)	13 (69.23%)
		Profit trades (% of total)	21 (63.64%)	Loss trades (% of total)	12 (36.36%)
Largest		profit trade	106.77	loss trade	-264.16
Average		profit trade	99.63	loss trade	-242.79
Maximum		consecutive wins (profit in money)	9 (846.68)	consecutive losses (loss in money)	3 (-755.18)
Maximal		consecutive profit (count of wins)	846.68 (9)	consecutive loss (count of losses)	-755.18 (3)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.06.01 09:14	sell stop	1	1.00	112.51	112.81	112.39
2	2006.06.01 16:50	sell	1	1.00	112.51	112.81	112.39
3	2006.06.01 16:56	t/p	1	1.00	112.39	112.81	112.39	106.77	10106.77
4	2006.06.06 16:47	sell stop	2	1.00	113.07	113.37	112.95
5	2006.06.07 00:00	delete	2	1.00	113.07	113.37	112.95
6	2006.06.07 15:32	sell stop	3	1.00	113.27	113.57	113.15
7	2006.06.07 18:02	sell	3	1.00	113.27	113.57	113.15
8	2006.06.07 22:44	s/l	3	1.00	113.57	113.57	113.15	-264.16	9842.61
9	2006.06.08 03:25	sell stop	4	1.00	113.38	113.68	113.26
10	2006.06.09 00:00	delete	4	1.00	113.38	113.68	113.26
11	2006.06.13 09:05	sell stop	5	1.00	114.41	114.71	114.29
12	2006.06.13 09:25	sell	5	1.00	114.41	114.71	114.29
13	2006.06.13 14:21	s/l	5	1.00	114.71	114.71	114.29	-261.53	9581.08
14	2006.06.19 02:54	sell stop	6	1.00	115.14	115.44	115.02
15	2006.06.20 00:00	delete	6	1.00	115.14	115.44	115.02
16	2006.06.21 04:33	buy stop	7	1.00	114.76	114.46	114.88
17	2006.06.21 06:05	buy	7	1.00	114.76	114.46	114.88
18	2006.06.21 12:19	t/p	7	1.00	114.88	114.46	114.88	104.46	9685.54
19	2006.06.22 15:20	sell stop	8	1.00	115.47	115.77	115.35
20	2006.06.23 00:00	delete	8	1.00	115.47	115.77	115.35
21	2006.06.23 11:36	sell stop	9	1.00	116.00	116.30	115.88
22	2006.06.23 15:51	sell	9	1.00	116.00	116.30	115.88
23	2006.06.23 17:35	s/l	9	1.00	116.30	116.30	115.88	-257.93	9427.61
24	2006.06.27 12:20	sell stop	10	1.00	116.29	116.59	116.17
25	2006.06.27 14:52	sell	10	1.00	116.29	116.59	116.17
26	2006.06.27 15:07	t/p	10	1.00	116.17	116.59	116.17	103.30	9530.91
27	2006.06.29 20:20	buy stop	11	1.00	116.06	115.76	116.18
28	2006.06.30 00:00	delete	11	1.00	116.06	115.76	116.18
29	2006.06.30 04:28	buy stop	12	1.00	115.14	114.84	115.26
30	2006.07.02 00:00	delete	12	1.00	115.14	114.84	115.26
31	2006.07.03 01:51	buy stop	13	1.00	114.47	114.17	114.59
32	2006.07.03 03:02	buy	13	1.00	114.47	114.17	114.59
33	2006.07.03 03:16	t/p	13	1.00	114.59	114.17	114.59	104.71	9635.62
34	2006.07.07 14:35	buy stop	14	1.00	114.39	114.09	114.51
35	2006.07.09 00:00	delete	14	1.00	114.39	114.09	114.51
36	2006.07.10 04:05	buy stop	15	1.00	114.11	113.81	114.23
37	2006.07.10 14:53	buy	15	1.00	114.11	113.81	114.23
38	2006.07.10 15:39	t/p	15	1.00	114.23	113.81	114.23	105.03	9740.65
39	2006.07.12 16:07	sell stop	16	1.00	115.40	115.70	115.28
40	2006.07.12 18:05	sell	16	1.00	115.40	115.70	115.28
41	2006.07.13 00:00	close	16	1.00	115.46	115.70	115.28	-89.31	9651.34
42	2006.07.14 03:21	sell stop	17	1.00	115.42	115.72	115.30
43	2006.07.16 00:00	delete	17	1.00	115.42	115.72	115.30
44	2006.07.17 07:53	sell stop	18	1.00	116.09	116.39	115.97
45	2006.07.18 00:00	delete	18	1.00	116.09	116.39	115.97
46	2006.07.18 16:38	sell stop	19	1.00	116.97	117.27	116.85
47	2006.07.19 00:00	delete	19	1.00	116.97	117.27	116.85
48	2006.07.19 11:14	sell stop	20	1.00	117.28	117.58	117.16
49	2006.07.19 16:06	sell	20	1.00	117.28	117.58	117.16
50	2006.07.19 16:08	t/p	20	1.00	117.16	117.58	117.16	102.42	9753.76
51	2006.07.21 10:07	buy stop	21	1.00	116.44	116.14	116.56
52	2006.07.21 17:44	buy	21	1.00	116.44	116.14	116.56
53	2006.07.23 00:00	s/l	21	1.00	116.14	116.14	116.56	-258.37	9495.39
54	2006.07.27 10:49	buy stop	22	1.00	116.11	115.81	116.23
55	2006.07.28 00:00	delete	22	1.00	116.11	115.81	116.23
56	2006.07.28 11:45	buy stop	23	1.00	115.59	115.29	115.71
57	2006.07.28 12:53	buy	23	1.00	115.59	115.29	115.71
58	2006.07.28 13:42	t/p	23	1.00	115.71	115.29	115.71	103.71	9599.10
59	2006.07.31 04:46	buy stop	24	1.00	114.87	114.57	114.99
60	2006.08.01 00:00	delete	24	1.00	114.87	114.57	114.99
61	2006.08.04 11:18	sell stop	25	1.00	115.07	115.37	114.95
62	2006.08.04 14:30	sell	25	1.00	115.07	115.37	114.95
63	2006.08.04 14:30	t/p	25	1.00	114.95	115.37	114.95	104.39	9703.49
64	2006.08.04 15:02	buy stop	26	1.00	114.48	114.18	114.60
65	2006.08.06 00:00	delete	26	1.00	114.48	114.18	114.60
66	2006.08.09 00:30	sell stop	27	1.00	115.24	115.54	115.12
67	2006.08.09 08:14	sell	27	1.00	115.24	115.54	115.12
68	2006.08.09 10:18	t/p	27	1.00	115.12	115.54	115.12	104.24	9807.73
69	2006.08.11 08:21	sell stop	28	1.00	115.42	115.72	115.30
70	2006.08.13 00:00	delete	28	1.00	115.42	115.72	115.30
71	2006.08.14 09:11	sell stop	29	1.00	116.13	116.43	116.01
72	2006.08.15 00:00	delete	29	1.00	116.13	116.43	116.01
73	2006.08.22 14:13	sell stop	30	1.00	116.05	116.35	115.93
74	2006.08.23 00:00	delete	30	1.00	116.05	116.35	115.93
75	2006.08.25 07:48	sell stop	31	1.00	116.54	116.84	116.42
76	2006.08.27 00:00	delete	31	1.00	116.54	116.84	116.42
77	2006.08.31 05:43	sell stop	32	1.00	117.11	117.41	116.99
78	2006.08.31 11:26	sell	32	1.00	117.11	117.41	116.99
79	2006.08.31 14:55	t/p	32	1.00	116.99	117.41	116.99	102.57	9910.30
80	2006.09.04 06:39	buy stop	33	1.00	116.82	116.52	116.94
81	2006.09.05 00:00	delete	33	1.00	116.82	116.52	116.94
82	2006.09.05 02:11	buy stop	34	1.00	116.18	115.88	116.30
83	2006.09.05 16:49	buy	34	1.00	116.18	115.88	116.30
84	2006.09.05 22:12	s/l	34	1.00	115.88	115.88	116.30	-258.89	9651.41
85	2006.09.11 00:31	sell stop	35	1.00	116.73	117.03	116.61
86	2006.09.11 02:12	sell	35	1.00	116.73	117.03	116.61
87	2006.09.11 08:15	s/l	35	1.00	117.03	117.03	116.61	-256.34	9395.07
88	2006.09.12 16:10	sell stop	36	1.00	117.46	117.76	117.34
89	2006.09.13 00:00	delete	36	1.00	117.46	117.76	117.34
90	2006.09.18 11:05	sell stop	37	1.00	117.83	118.13	117.71
91	2006.09.19 00:00	delete	37	1.00	117.83	118.13	117.71
92	2006.09.19 14:33	buy stop	38	1.00	117.56	117.26	117.68
93	2006.09.19 17:42	buy	38	1.00	117.56	117.26	117.68
94	2006.09.19 18:10	t/p	38	1.00	117.68	117.26	117.68	101.97	9497.04
95	2006.09.21 09:24	buy stop	39	1.00	117.28	116.98	117.40
96	2006.09.22 00:00	delete	39	1.00	117.28	116.98	117.40
97	2006.09.22 02:16	buy stop	40	1.00	116.51	116.21	116.63
98	2006.09.22 08:38	buy	40	1.00	116.51	116.21	116.63
99	2006.09.22 13:13	s/l	40	1.00	116.21	116.21	116.63	-258.15	9238.89
100	2006.09.27 16:00	sell stop	41	1.00	117.17	117.47	117.05
101	2006.09.28 00:00	delete	41	1.00	117.17	117.47	117.05
102	2006.09.28 08:34	sell stop	42	1.00	117.35	117.65	117.23
103	2006.09.29 00:00	delete	42	1.00	117.35	117.65	117.23
104	2006.09.29 08:25	sell stop	43	1.00	117.63	117.93	117.51
105	2006.10.01 00:00	delete	43	1.00	117.63	117.93	117.51
106	2006.10.02 02:03	sell stop	44	1.00	117.88	118.18	117.76
107	2006.10.02 15:31	sell	44	1.00	117.88	118.18	117.76
108	2006.10.02 15:51	t/p	44	1.00	117.76	118.18	117.76	101.90	9340.79
109	2006.10.06 14:56	sell stop	45	1.00	118.08	118.38	117.96
110	2006.10.08 00:00	delete	45	1.00	118.08	118.38	117.96
111	2006.10.09 04:48	sell stop	46	1.00	118.81	119.11	118.69
112	2006.10.10 00:00	delete	46	1.00	118.81	119.11	118.69
113	2006.10.10 04:58	sell stop	47	1.00	119.00	119.30	118.88
114	2006.10.10 08:18	sell	47	1.00	119.00	119.30	118.88
115	2006.10.10 10:09	s/l	47	1.00	119.30	119.30	118.88	-251.45	9089.34
116	2006.10.11 01:30	sell stop	48	1.00	119.46	119.76	119.34
117	2006.10.11 09:25	sell	48	1.00	119.46	119.76	119.34
118	2006.10.11 20:32	s/l	48	1.00	119.76	119.76	119.34	-250.46	8838.88
119	2006.10.13 16:41	sell stop	49	1.00	119.53	119.83	119.41
120	2006.10.15 00:00	delete	49	1.00	119.53	119.83	119.41
121	2006.10.17 00:55	buy stop	50	1.00	119.29	118.99	119.41
122	2006.10.18 00:00	delete	50	1.00	119.29	118.99	119.41
123	2006.10.18 00:01	buy stop	51	1.00	118.75	118.45	118.87
124	2006.10.18 02:41	buy	51	1.00	118.75	118.45	118.87
125	2006.10.18 08:04	s/l	51	1.00	118.45	118.45	118.87	-253.27	8585.61
126	2006.10.19 15:46	buy stop	52	1.00	118.64	118.34	118.76
127	2006.10.20 00:00	delete	52	1.00	118.64	118.34	118.76
128	2006.10.23 11:32	sell stop	53	1.00	118.87	119.17	118.75
129	2006.10.24 00:00	delete	53	1.00	118.87	119.17	118.75
130	2006.10.24 03:41	sell stop	54	1.00	119.08	119.38	118.96
131	2006.10.25 00:00	delete	54	1.00	119.08	119.38	118.96
132	2006.10.27 14:31	buy stop	55	1.00	118.58	118.28	118.70
133	2006.10.29 00:00	delete	55	1.00	118.58	118.28	118.70
134	2006.10.31 17:31	buy stop	56	1.00	117.46	117.16	117.58
135	2006.11.01 00:00	delete	56	1.00	117.46	117.16	117.58
136	2006.11.01 17:04	buy stop	57	1.00	116.92	116.62	117.04
137	2006.11.01 17:52	buy	57	1.00	116.92	116.62	117.04
138	2006.11.01 17:54	t/p	57	1.00	117.04	116.62	117.04	102.53	8688.14
139	2006.11.03 14:57	sell stop	58	1.00	117.73	118.03	117.61
140	2006.11.05 00:00	delete	58	1.00	117.73	118.03	117.61
141	2006.11.06 09:19	sell stop	59	1.00	117.89	118.19	117.77
142	2006.11.07 00:00	delete	59	1.00	117.89	118.19	117.77
143	2006.11.09 14:42	sell stop	60	1.00	118.15	118.45	118.03
144	2006.11.09 17:20	sell	60	1.00	118.15	118.45	118.03
145	2006.11.09 17:27	t/p	60	1.00	118.03	118.45	118.03	101.68	8789.82
146	2006.11.10 10:04	buy stop	61	1.00	117.56	117.26	117.68
147	2006.11.10 23:59	buy	61	1.00	117.56	117.26	117.68
148	2006.11.12 00:00	close	61	1.00	117.59	117.26	117.68	25.51	8815.33
149	2006.11.13 02:31	buy stop	62	1.00	117.48	117.18	117.60
150	2006.11.13 09:06	buy	62	1.00	117.48	117.18	117.60
151	2006.11.13 10:32	t/p	62	1.00	117.60	117.18	117.60	102.03	8917.36
152	2006.11.16 18:15	sell stop	63	1.00	117.99	118.29	117.87
153	2006.11.17 00:00	delete	63	1.00	117.99	118.29	117.87
154	2006.11.17 05:06	sell stop	64	1.00	118.03	118.33	117.91
155	2006.11.17 15:41	sell	64	1.00	118.03	118.33	117.91
156	2006.11.17 16:02	t/p	64	1.00	117.91	118.33	117.91	101.77	9019.13
157	2006.11.22 05:38	buy stop	65	1.00	117.82	117.52	117.94
158	2006.11.23 00:00	delete	65	1.00	117.82	117.52	117.94
159	2006.11.23 10:11	buy stop	66	1.00	116.67	116.37	116.79
160	2006.11.24 00:00	delete	66	1.00	116.67	116.37	116.79
161	2006.11.24 09:26	buy stop	67	1.00	116.33	116.03	116.45
162	2006.11.26 00:00	delete	67	1.00	116.33	116.03	116.45
163	2006.11.26 00:00	buy stop	68	1.00	115.89	115.59	116.01
164	2006.11.27 00:00	delete	68	1.00	115.89	115.59	116.01
165	2006.11.27 00:18	buy stop	69	1.00	115.70	115.40	115.82
166	2006.11.27 02:01	buy	69	1.00	115.70	115.40	115.82
167	2006.11.27 05:46	t/p	69	1.00	115.82	115.40	115.82	103.61	9122.74
168	2006.11.30 02:40	sell stop	70	1.00	116.18	116.48	116.06
169	2006.11.30 03:14	sell	70	1.00	116.18	116.48	116.06
170	2006.11.30 06:32	t/p	70	1.00	116.06	116.48	116.06	103.41	9226.15
171	2006.12.01 16:29	buy stop	71	1.00	115.69	115.39	115.81
172	2006.12.03 00:00	delete	71	1.00	115.69	115.39	115.81
173	2006.12.05 08:41	buy stop	72	1.00	115.26	114.96	115.38
174	2006.12.06 00:00	delete	72	1.00	115.26	114.96	115.38
175	2006.12.08 14:30	sell stop	73	1.00	115.52	115.82	115.40
176	2006.12.08 14:46	sell	73	1.00	115.52	115.82	115.40
177	2006.12.08 14:46	t/p	73	1.00	115.40	115.82	115.40	103.99	9330.14
178	2006.12.11 01:12	sell stop	74	1.00	116.15	116.45	116.03
179	2006.12.12 00:00	delete	74	1.00	116.15	116.45	116.03
180	2006.12.13 14:32	sell stop	75	1.00	116.94	117.24	116.82
181	2006.12.14 00:00	delete	75	1.00	116.94	117.24	116.82
182	2006.12.14 14:30	sell stop	76	1.00	117.35	117.65	117.23
183	2006.12.15 00:00	delete	76	1.00	117.35	117.65	117.23
184	2006.12.15 01:20	sell stop	77	1.00	117.60	117.90	117.48
185	2006.12.15 15:05	sell	77	1.00	117.60	117.90	117.48
186	2006.12.15 15:49	t/p	77	1.00	117.48	117.90	117.48	102.15	9432.29
187	2006.12.19 09:03	sell stop	78	1.00	117.98	118.28	117.86
188	2006.12.19 10:01	sell	78	1.00	117.98	118.28	117.86
189	2006.12.19 14:31	s/l	78	1.00	118.28	118.28	117.86	-253.64	9178.65
190	2006.12.20 16:51	sell stop	79	1.00	118.01	118.31	117.89
191	2006.12.21 00:00	delete	79	1.00	118.01	118.31	117.89
192	2006.12.22 15:20	sell stop	80	1.00	118.20	118.50	118.08
193	2006.12.25 00:00	delete	80	1.00	118.20	118.50	118.08
194	2006.12.26 14:58	sell stop	81	1.00	118.67	118.97	118.55
195	2006.12.27 00:00	delete	81	1.00	118.67	118.97	118.55