Symbol		CHFJPY (Swiss Franc vs Japanese Yen)
Period		15 Minutes (M15) 2006.03.21 00:00 - 2006.09.21 00:00 (2006.03.21 - 2006.09.21)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false; MM=false; AccountIsMicro=false; TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=30; SMA2Bars=4; Percent=0.012; EnvelopePeriod=20; OSMAFast=7; OSMASlow=45; OSMASignal=8; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=52; Fast_Price=1; Slow_Period=29; Slow_Price=1; DVBuySell=0.0016; DVStayOut=0.034;
Bars in test	56020	Ticks modelled	620030	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	14596.56	Gross profit	18191.14	Gross loss	-3594.59
Profit factor	5.06	Expected payoff	256.08
Absolute drawdown	0.00	Maximal drawdown	1076.25 (7.35%)	Relative drawdown	7.35% (1076.25)
Total trades	57	Short positions (won %)	25 (84.00%)	Long positions (won %)	32 (93.75%)
		Profit trades (% of total)	51 (89.47%)	Loss trades (% of total)	6 (10.53%)
Largest		profit trade	369.07	loss trade	-720.94
Average		profit trade	356.69	loss trade	-599.10
Maximum		consecutive wins (profit in money)	20 (7145.91)	consecutive losses (loss in money)	1 (-720.94)
Maximal		consecutive profit (count of wins)	7145.91 (20)	consecutive loss (count of losses)	-720.94 (1)
Average		consecutive wins	9	consecutive losses	1

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.03.21 04:30	sell	1	1.00	90.09	90.93	89.67
2	2006.03.22 17:51	t/p	1	1.00	89.67	90.93	89.67	360.32	10360.32
3	2006.03.23 16:30	buy	2	1.00	89.32	88.48	89.74
4	2006.03.24 10:05	t/p	2	1.00	89.74	88.48	89.74	356.62	10716.95
5	2006.03.24 10:05	sell	3	1.00	89.74	90.58	89.32
6	2006.03.27 03:02	t/p	3	1.00	89.32	90.58	89.32	360.32	11077.27
7	2006.03.27 03:02	buy	4	1.00	89.32	88.48	89.74
8	2006.03.28 14:02	t/p	4	1.00	89.74	88.48	89.74	356.62	11433.89
9	2006.03.29 06:00	buy	5	1.00	90.04	89.20	90.46
10	2006.03.30 20:25	t/p	5	1.00	90.46	89.20	90.46	351.49	11785.39
11	2006.03.31 09:15	buy	6	1.00	90.37	89.53	90.79
12	2006.04.04 14:05	t/p	6	1.00	90.79	89.53	90.79	354.06	12139.45
13	2006.04.05 03:15	buy	7	1.00	90.91	90.07	91.33
14	2006.04.05 14:24	t/p	7	1.00	91.33	90.07	91.33	359.19	12498.64
15	2006.04.06 02:00	sell	8	1.00	91.52	92.36	91.10
16	2006.04.07 05:58	t/p	8	1.00	91.10	92.36	91.10	360.31	12858.95
17	2006.04.07 06:00	buy	9	1.00	91.10	90.26	91.52
18	2006.04.17 03:05	t/p	9	1.00	91.52	90.26	91.52	338.67	13197.61
19	2006.04.17 03:05	sell	10	1.00	91.52	92.36	91.10
20	2006.04.18 10:48	s/l	10	1.00	92.36	92.36	91.10	-716.89	12480.73
21	2006.04.18 10:48	sell	11	1.00	92.32	93.16	91.90
22	2006.04.20 16:06	t/p	11	1.00	91.90	93.16	91.90	364.07	12844.80
23	2006.04.21 10:15	sell	12	1.00	92.07	92.91	91.65
24	2006.04.21 14:26	t/p	12	1.00	91.65	92.91	91.65	359.07	13203.87
25	2006.04.25 03:00	buy	13	1.00	90.15	89.31	90.57
26	2006.04.25 15:36	t/p	13	1.00	90.57	89.31	90.57	359.19	13563.06
27	2006.04.26 05:30	sell	14	1.00	90.65	91.49	90.23
28	2006.04.27 09:58	t/p	14	1.00	90.23	91.49	90.23	362.82	13925.88
29	2006.04.27 11:30	buy	15	1.00	90.27	89.43	90.69
30	2006.04.28 02:12	t/p	15	1.00	90.69	89.43	90.69	356.62	14282.50
31	2006.05.01 06:45	buy	16	1.00	91.42	90.58	91.84
32	2006.05.02 11:33	t/p	16	1.00	91.84	90.58	91.84	356.62	14639.13
33	2006.05.03 06:45	sell	17	1.00	91.70	92.54	91.28
34	2006.05.04 20:10	s/l	17	1.00	92.54	92.54	91.28	-714.38	13924.75
35	2006.05.05 06:45	sell	18	1.00	92.63	93.47	92.21
36	2006.05.05 15:19	t/p	18	1.00	92.21	93.47	92.21	359.06	14283.81
37	2006.05.05 15:19	buy	19	1.00	92.20	91.36	92.62
38	2006.05.08 02:48	s/l	19	1.00	91.36	91.36	92.62	-720.94	13562.87
39	2006.05.09 02:15	buy	20	1.00	90.76	89.92	91.18
40	2006.05.11 20:00	t/p	20	1.00	91.18	89.92	91.18	348.93	13911.80
41	2006.05.12 05:30	buy	21	1.00	90.98	90.14	91.40
42	2006.05.12 14:34	t/p	21	1.00	91.40	90.14	91.40	359.19	14270.99
43	2006.05.15 22:00	buy	22	1.00	91.07	90.23	91.49
44	2006.05.18 00:19	t/p	22	1.00	91.49	90.23	91.49	346.36	14617.36
45	2006.05.18 08:15	buy	23	1.00	91.24	90.40	91.66
46	2006.05.18 18:11	t/p	23	1.00	91.66	90.40	91.66	359.19	14976.55
47	2006.05.19 08:30	buy	24	1.00	91.79	90.95	92.21
48	2006.05.22 08:25	t/p	24	1.00	92.21	90.95	92.21	356.62	15333.17
49	2006.05.22 23:15	sell	25	1.00	92.69	93.53	92.27
50	2006.05.23 07:54	t/p	25	1.00	92.27	93.53	92.27	360.31	15693.48
51	2006.05.23 09:30	buy	26	1.00	92.24	91.40	92.66
52	2006.05.23 22:48	t/p	26	1.00	92.66	91.40	92.66	359.19	16052.67
53	2006.05.23 23:15	sell	27	1.00	92.61	93.45	92.19
54	2006.05.25 13:43	t/p	27	1.00	92.19	93.45	92.19	364.07	16416.75
55	2006.05.25 13:43	buy	28	1.00	92.18	91.34	92.60
56	2006.05.30 17:36	t/p	28	1.00	92.60	91.34	92.60	351.49	16768.24
57	2006.05.31 05:15	buy	29	1.00	92.56	91.72	92.98
58	2006.06.06 00:41	t/p	29	1.00	92.98	91.72	92.98	343.80	17112.04
59	2006.06.06 00:45	sell	30	1.00	92.96	93.80	92.54
60	2006.06.09 00:21	t/p	30	1.00	92.54	93.80	92.54	365.32	17477.36
61	2006.06.09 13:30	sell	31	1.00	92.53	93.37	92.11
62	2006.06.13 16:20	s/l	31	1.00	93.37	93.37	92.11	-715.64	16761.72
63	2006.06.13 16:20	sell	32	1.00	93.30	94.14	92.88
64	2006.06.19 17:53	t/p	32	1.00	92.88	94.14	92.88	366.56	17128.29
65	2006.06.20 08:15	buy	33	1.00	92.84	92.00	93.26
66	2006.06.22 17:38	t/p	33	1.00	93.26	92.00	93.26	348.93	17477.22
67	2006.06.23 06:00	buy	34	1.00	93.39	92.55	93.81
68	2006.07.04 23:53	t/p	34	1.00	93.81	92.55	93.81	336.10	17813.32
69	2006.07.05 00:00	sell	35	1.00	93.86	94.70	93.44
70	2006.07.07 12:08	t/p	35	1.00	93.44	94.70	93.44	364.07	18177.39
71	2006.07.10 22:45	sell	36	1.00	92.84	93.68	92.42
72	2006.07.12 13:47	s/l	36	1.00	93.68	93.68	92.42	-715.63	17461.76
73	2006.07.13 05:15	buy	37	1.00	93.55	92.71	93.97
74	2006.07.14 03:21	t/p	37	1.00	93.97	92.71	93.97	356.62	17818.39
75	2006.07.14 14:15	sell	38	1.00	94.07	94.91	93.65
76	2006.07.18 08:04	t/p	38	1.00	93.65	94.91	93.65	361.57	18179.96
77	2006.07.18 18:15	sell	39	1.00	93.76	94.60	93.34
78	2006.07.26 09:54	t/p	39	1.00	93.34	94.60	93.34	369.07	18549.03
79	2006.07.26 09:54	buy	40	1.00	93.34	92.50	93.76
80	2006.07.26 23:51	t/p	40	1.00	93.76	92.50	93.76	359.19	18908.22
81	2006.07.27 07:15	sell	41	1.00	93.71	94.55	93.29
82	2006.07.28 06:52	t/p	41	1.00	93.29	94.55	93.29	360.32	19268.54
83	2006.07.28 06:52	buy	42	1.00	93.28	92.44	93.70
84	2006.08.07 06:18	t/p	42	1.00	93.70	92.44	93.70	338.67	19607.21
85	2006.08.07 06:18	sell	43	1.00	93.70	94.54	93.28
86	2006.08.10 16:37	t/p	43	1.00	93.28	94.54	93.28	365.32	19972.53
87	2006.08.11 02:30	buy	44	1.00	93.43	92.59	93.85
88	2006.08.11 11:14	t/p	44	1.00	93.85	92.59	93.85	359.19	20331.72
89	2006.08.11 21:00	buy	45	1.00	93.66	92.82	94.08
90	2006.08.16 13:31	t/p	45	1.00	94.08	92.82	94.08	351.49	20683.22
91	2006.08.17 02:00	buy	46	1.00	94.25	93.41	94.67
92	2006.08.21 14:20	t/p	46	1.00	94.67	93.41	94.67	354.06	21037.28
93	2006.08.22 01:45	buy	47	1.00	94.57	93.73	94.99
94	2006.08.29 08:51	t/p	47	1.00	94.99	93.73	94.99	341.23	21378.51
95	2006.08.29 09:15	sell	48	1.00	94.97	95.81	94.55
96	2006.08.29 16:45	t/p	48	1.00	94.55	95.81	94.55	359.07	21737.58
97	2006.08.29 16:45	buy	49	1.00	94.54	93.70	94.96
98	2006.08.29 20:36	t/p	49	1.00	94.96	93.70	94.96	359.19	22096.77
99	2006.08.30 00:15	sell	50	1.00	94.95	95.79	94.53
100	2006.09.04 10:03	t/p	50	1.00	94.53	95.79	94.53	365.32	22462.10
101	2006.09.04 23:45	sell	51	1.00	94.48	95.32	94.06
102	2006.09.05 02:55	t/p	51	1.00	94.06	95.32	94.06	360.32	22822.42
103	2006.09.05 21:15	sell	52	1.00	93.96	94.80	93.54
104	2006.09.07 13:14	t/p	52	1.00	93.54	94.80	93.54	364.07	23186.49
105	2006.09.08 04:30	buy	53	1.00	93.63	92.79	94.05
106	2006.09.11 09:18	t/p	53	1.00	94.05	92.79	94.05	356.62	23543.11
107	2006.09.11 22:45	sell	54	1.00	94.49	95.33	94.07
108	2006.09.13 02:15	t/p	54	1.00	94.07	95.33	94.07	361.57	23904.68
109	2006.09.13 12:15	buy	55	1.00	94.00	93.16	94.42
110	2006.09.14 12:30	t/p	55	1.00	94.42	93.16	94.42	351.49	24256.18
111	2006.09.14 20:15	buy	56	1.00	93.99	93.15	94.41
112	2006.09.19 02:51	t/p	56	1.00	94.41	93.15	94.41	351.49	24607.67
113	2006.09.19 10:45	buy	57	1.00	93.79	92.95	94.21
114	2006.09.20 23:59	close at stop	57	1.00	93.78	92.95	94.21	-11.12	24596.56