Symbol		GBPJPY (Great Britain Pound 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)
Bars in test	56101	Ticks modelled	1119090	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	11592.53	Gross profit	19668.32	Gross loss	-8075.80
Profit factor	2.44	Expected payoff	123.32
Absolute drawdown	0.00	Maximal drawdown	1581.02 (7.86%)	Relative drawdown	10.02% (1480.20)
Total trades	94	Short positions (won %)	41 (82.93%)	Long positions (won %)	53 (83.02%)
		Profit trades (% of total)	78 (82.98%)	Loss trades (% of total)	16 (17.02%)
Largest		profit trade	311.47	loss trade	-553.11
Average		profit trade	252.16	loss trade	-504.74
Maximum		consecutive wins (profit in money)	19 (4771.13)	consecutive losses (loss in money)	2 (-1022.35)
Maximal		consecutive profit (count of wins)	4771.13 (19)	consecutive loss (count of losses)	-1022.35 (2)
Average		consecutive wins	7	consecutive losses	1

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.03.21 02:30	buy	1	1.00	204.05	203.21	204.47
2	2006.03.21 03:47	t/p	1	1.00	204.47	203.21	204.47	251.43	10251.43
3	2006.03.21 09:00	buy	2	1.00	204.14	203.30	204.56
4	2006.03.21 17:26	t/p	2	1.00	204.56	203.30	204.56	251.43	10502.86
5	2006.03.23 01:45	buy	3	1.00	204.18	203.34	204.60
6	2006.03.23 20:53	t/p	3	1.00	204.60	203.34	204.60	251.43	10754.29
7	2006.03.24 09:00	buy	4	1.00	204.48	203.64	204.90
8	2006.03.24 10:19	t/p	4	1.00	204.90	203.64	204.90	251.43	11005.72
9	2006.03.27 10:45	sell	5	1.00	204.08	204.92	203.66
10	2006.03.27 13:43	t/p	5	1.00	203.66	204.92	203.66	251.34	11257.06
11	2006.03.27 21:15	sell	6	1.00	203.83	204.67	203.41
12	2006.03.28 01:44	t/p	6	1.00	203.41	204.67	203.41	234.55	11491.61
13	2006.03.28 12:45	buy	7	1.00	204.05	203.21	204.47
14	2006.03.28 15:14	t/p	7	1.00	204.47	203.21	204.47	251.43	11743.04
15	2006.03.29 04:30	sell	8	1.00	205.48	206.32	205.06
16	2006.03.29 09:20	t/p	8	1.00	205.06	206.32	205.06	251.35	11994.39
17	2006.03.30 02:15	sell	9	1.00	204.58	205.42	204.16
18	2006.03.30 11:42	t/p	9	1.00	204.16	205.42	204.16	251.34	12245.73
19	2006.04.03 10:15	buy	10	1.00	204.61	203.77	205.03
20	2006.04.03 17:37	t/p	10	1.00	205.03	203.77	205.03	251.44	12497.17
21	2006.04.05 10:15	sell	11	1.00	205.87	206.71	205.45
22	2006.04.05 10:39	t/p	11	1.00	205.45	206.71	205.45	251.34	12748.51
23	2006.04.06 00:30	buy	12	1.00	205.84	205.00	206.26
24	2006.04.06 10:12	t/p	12	1.00	206.26	205.00	206.26	251.43	12999.94
25	2006.04.06 23:15	sell	13	1.00	206.39	207.23	205.97
26	2006.04.07 09:00	t/p	13	1.00	205.97	207.23	205.97	234.55	13234.48
27	2006.04.07 15:00	sell	14	1.00	206.15	206.99	205.73
28	2006.04.07 15:24	t/p	14	1.00	205.73	206.99	205.73	251.35	13485.83
29	2006.04.10 03:15	buy	15	1.00	206.02	205.18	206.44
30	2006.04.10 10:05	t/p	15	1.00	206.44	205.18	206.44	251.43	13737.26
31	2006.04.10 17:30	buy	16	1.00	206.35	205.51	206.77
32	2006.04.11 11:52	t/p	16	1.00	206.77	205.51	206.77	266.44	14003.70
33	2006.04.13 01:15	buy	17	1.00	207.26	206.42	207.68
34	2006.04.13 09:19	t/p	17	1.00	207.68	206.42	207.68	251.43	14255.13
35	2006.04.13 16:45	buy	18	1.00	207.62	206.78	208.04
36	2006.04.17 12:05	t/p	18	1.00	208.04	206.78	208.04	281.45	14536.58
37	2006.04.18 09:45	sell	19	1.00	209.05	209.89	208.63
38	2006.04.19 00:49	t/p	19	1.00	208.63	209.89	208.63	234.55	14771.13
39	2006.04.19 09:15	sell	20	1.00	208.58	209.42	208.16
40	2006.04.19 14:39	s/l	20	1.00	209.42	209.42	208.16	-502.69	14268.44
41	2006.04.20 11:00	buy	21	1.00	209.88	209.04	210.30
42	2006.04.20 15:54	s/l	21	1.00	209.04	209.04	210.30	-502.86	13765.58
43	2006.04.21 03:00	sell	22	1.00	209.22	210.06	208.80
44	2006.04.21 11:24	t/p	22	1.00	208.80	210.06	208.80	251.34	14016.92
45	2006.04.25 01:30	sell	23	1.00	204.88	205.72	204.46
46	2006.04.25 02:21	t/p	23	1.00	204.46	205.72	204.46	251.35	14268.27
47	2006.04.26 09:15	buy	24	1.00	205.38	204.54	205.80
48	2006.04.27 08:07	s/l	24	1.00	204.54	204.54	205.80	-457.84	13810.43
49	2006.05.01 14:30	sell	25	1.00	206.60	207.44	206.18
50	2006.05.02 00:15	s/l	25	1.00	207.44	207.44	206.18	-519.50	13290.92
51	2006.05.03 10:15	buy	26	1.00	208.29	207.45	208.71
52	2006.05.03 12:17	t/p	26	1.00	208.71	207.45	208.71	251.43	13542.35
53	2006.05.04 05:45	buy	27	1.00	209.31	208.47	209.73
54	2006.05.04 08:07	t/p	27	1.00	209.73	208.47	209.73	251.43	13793.78
55	2006.05.04 09:45	buy	28	1.00	209.34	208.50	209.76
56	2006.05.04 10:31	t/p	28	1.00	209.76	208.50	209.76	251.43	14045.21
57	2006.05.05 04:45	sell	29	1.00	210.49	211.33	210.07
58	2006.05.05 15:13	t/p	29	1.00	210.07	211.33	210.07	251.35	14296.56
59	2006.05.10 03:15	sell	30	1.00	207.40	208.24	206.98
60	2006.05.10 05:55	t/p	30	1.00	206.98	208.24	206.98	251.35	14547.91
61	2006.05.10 21:00	buy	31	1.00	205.82	204.98	206.24
62	2006.05.10 23:54	t/p	31	1.00	206.24	204.98	206.24	251.43	14799.34
63	2006.05.11 08:30	sell	32	1.00	206.46	207.30	206.04
64	2006.05.11 09:06	t/p	32	1.00	206.04	207.30	206.04	251.34	15050.68
65	2006.05.15 16:15	sell	33	1.00	207.61	208.45	207.19
66	2006.05.15 19:41	t/p	33	1.00	207.19	208.45	207.19	251.35	15302.03
67	2006.05.16 15:15	sell	34	1.00	207.44	208.28	207.02
68	2006.05.17 01:04	t/p	34	1.00	207.02	208.28	207.02	234.54	15536.57
69	2006.05.17 10:30	buy	35	1.00	206.96	206.12	207.38
70	2006.05.17 12:23	t/p	35	1.00	207.38	206.12	207.38	251.43	15788.00
71	2006.05.23 15:15	buy	36	1.00	209.52	208.68	209.94
72	2006.05.23 21:54	t/p	36	1.00	209.94	208.68	209.94	251.43	16039.43
73	2006.05.24 12:00	buy	37	1.00	210.75	209.91	211.17
74	2006.05.24 20:47	t/p	37	1.00	211.17	209.91	211.17	251.43	16290.86
75	2006.05.26 10:45	buy	38	1.00	209.60	208.76	210.02
76	2006.05.26 15:32	t/p	38	1.00	210.02	208.76	210.02	251.44	16542.30
77	2006.05.29 10:00	sell	39	1.00	208.99	209.83	208.57
78	2006.05.30 10:49	s/l	39	1.00	209.83	209.83	208.57	-519.50	16022.80
79	2006.06.02 00:15	buy	40	1.00	210.15	209.31	210.57
80	2006.06.02 11:46	t/p	40	1.00	210.57	209.31	210.57	251.44	16274.24
81	2006.06.02 16:00	buy	41	1.00	210.11	209.27	210.53
82	2006.06.05 09:39	t/p	41	1.00	210.53	209.27	210.53	266.44	16540.68
83	2006.06.05 14:30	buy	42	1.00	210.10	209.26	210.52
84	2006.06.06 08:41	t/p	42	1.00	210.52	209.26	210.52	266.44	16807.12
85	2006.06.06 11:00	buy	43	1.00	210.15	209.31	210.57
86	2006.06.06 15:57	t/p	43	1.00	210.57	209.31	210.57	251.43	17058.55
87	2006.06.07 09:45	buy	44	1.00	210.50	209.66	210.92
88	2006.06.07 15:33	t/p	44	1.00	210.92	209.66	210.92	251.44	17309.99
89	2006.06.08 01:45	buy	45	1.00	210.62	209.78	211.04
90	2006.06.08 08:11	t/p	45	1.00	211.04	209.78	211.04	251.43	17561.42
91	2006.06.09 08:45	buy	46	1.00	209.90	209.06	210.32
92	2006.06.12 05:58	t/p	46	1.00	210.32	209.06	210.32	266.44	17827.86
93	2006.06.13 06:00	sell	47	1.00	210.73	211.57	210.31
94	2006.06.13 16:05	s/l	47	1.00	211.57	211.57	210.31	-502.69	17325.17
95	2006.06.13 23:45	buy	48	1.00	211.51	210.67	211.93
96	2006.06.14 10:08	t/p	48	1.00	211.93	210.67	211.93	266.44	17591.61
97	2006.06.14 22:15	buy	49	1.00	211.92	211.08	212.34
98	2006.06.15 11:44	t/p	49	1.00	212.34	211.08	212.34	296.47	17888.07
99	2006.06.16 18:00	buy	50	1.00	212.86	212.02	213.28
100	2006.06.19 00:00	t/p	50	1.00	213.28	212.02	213.28	266.44	18154.51
101	2006.06.19 14:00	sell	51	1.00	213.29	214.13	212.87
102	2006.06.19 16:07	t/p	51	1.00	212.87	214.13	212.87	251.35	18405.86
103	2006.06.20 05:30	sell	52	1.00	212.51	213.35	212.09
104	2006.06.20 08:03	t/p	52	1.00	212.09	213.35	212.09	251.35	18657.21
105	2006.06.20 17:15	buy	53	1.00	211.72	210.88	212.14
106	2006.06.21 14:33	t/p	53	1.00	212.14	210.88	212.14	266.44	18923.65
107	2006.06.22 02:45	buy	54	1.00	211.77	210.93	212.19
108	2006.06.22 18:10	t/p	54	1.00	212.19	210.93	212.19	251.43	19175.08
109	2006.06.23 02:00	buy	55	1.00	212.14	211.30	212.56
110	2006.06.23 14:54	s/l	55	1.00	211.30	211.30	212.56	-502.87	18672.21
111	2006.06.27 07:45	sell	56	1.00	211.89	212.73	211.47
112	2006.06.28 09:18	t/p	56	1.00	211.47	212.73	211.47	234.55	18906.76
113	2006.06.28 21:00	sell	57	1.00	211.66	212.50	211.24
114	2006.06.29 11:45	t/p	57	1.00	211.24	212.50	211.24	200.94	19107.70
115	2006.06.30 00:00	buy	58	1.00	210.28	209.44	210.70
116	2006.06.30 03:36	t/p	58	1.00	210.70	209.44	210.70	251.43	19359.13
117	2006.06.30 08:15	buy	59	1.00	210.24	209.40	210.66
118	2006.06.30 14:17	t/p	59	1.00	210.66	209.40	210.66	251.43	19610.56
119	2006.07.03 15:00	sell	60	1.00	211.61	212.45	211.19
120	2006.07.03 18:48	t/p	60	1.00	211.19	212.45	211.19	251.34	19861.90
121	2006.07.06 10:00	sell	61	1.00	212.08	212.92	211.66
122	2006.07.06 15:21	t/p	61	1.00	211.66	212.92	211.66	251.34	20113.24
123	2006.07.07 06:30	buy	62	1.00	211.63	210.79	212.05
124	2006.07.07 17:13	s/l	62	1.00	210.79	210.79	212.05	-502.87	19610.37
125	2006.07.11 04:15	buy	63	1.00	210.28	209.44	210.70
126	2006.07.11 15:07	t/p	63	1.00	210.70	209.44	210.70	251.43	19861.80
127	2006.07.12 22:15	sell	64	1.00	211.79	212.63	211.37
128	2006.07.13 19:42	s/l	64	1.00	212.63	212.63	211.37	-553.10	19308.70
129	2006.07.17 10:00	sell	65	1.00	213.71	214.55	213.29
130	2006.07.17 10:07	t/p	65	1.00	213.29	214.55	213.29	251.35	19560.05
131	2006.07.17 10:07	sell	66	1.00	213.21	214.05	212.79
132	2006.07.18 08:01	t/p	66	1.00	212.79	214.05	212.79	234.54	19794.58
133	2006.07.24 07:45	buy	67	1.00	216.00	215.16	216.42
134	2006.07.26 09:29	s/l	67	1.00	215.16	215.16	216.42	-472.84	19321.74
135	2006.07.27 04:15	buy	68	1.00	215.58	214.74	216.00
136	2006.07.28 05:26	s/l	68	1.00	214.74	214.74	216.00	-487.85	18833.89
137	2006.07.31 14:00	buy	69	1.00	213.24	212.40	213.66
138	2006.07.31 17:08	t/p	69	1.00	213.66	212.40	213.66	251.44	19085.33
139	2006.08.02 11:00	sell	70	1.00	214.81	215.65	214.39
140	2006.08.03 13:00	s/l	70	1.00	215.65	215.65	214.39	-553.11	18532.22
141	2006.08.03 22:30	buy	71	1.00	216.99	216.15	217.41
142	2006.08.04 09:07	t/p	71	1.00	217.41	216.15	217.41	266.44	18798.66
143	2006.08.04 21:00	sell	72	1.00	218.28	219.12	217.86
144	2006.08.07 01:16	t/p	72	1.00	217.86	219.12	217.86	234.55	19033.21
145	2006.08.07 19:45	buy	73	1.00	219.32	218.48	219.74
146	2006.08.08 20:23	t/p	73	1.00	219.74	218.48	219.74	266.44	19299.65
147	2006.08.09 05:30	sell	74	1.00	219.74	220.58	219.32
148	2006.08.09 13:01	t/p	74	1.00	219.32	220.58	219.32	251.35	19551.00
149	2006.08.10 01:00	sell	75	1.00	219.78	220.62	219.36
150	2006.08.10 06:25	t/p	75	1.00	219.36	220.62	219.36	251.34	19802.34
151	2006.08.14 00:30	sell	76	1.00	220.03	220.87	219.61
152	2006.08.16 01:23	t/p	76	1.00	219.61	220.87	219.61	217.73	20020.07
153	2006.08.16 14:00	sell	77	1.00	219.90	220.74	219.48
154	2006.08.17 03:12	t/p	77	1.00	219.48	220.74	219.48	200.93	20221.00
155	2006.08.18 07:45	buy	78	1.00	218.64	217.80	219.06
156	2006.08.18 11:44	s/l	78	1.00	217.80	217.80	219.06	-502.86	19718.14
157	2006.08.18 20:00	sell	79	1.00	217.96	218.80	217.54
158	2006.08.21 10:05	s/l	79	1.00	218.80	218.80	217.54	-519.49	19198.64
159	2006.08.22 13:45	buy	80	1.00	219.75	218.91	220.17
160	2006.08.22 17:43	t/p	80	1.00	220.17	218.91	220.17	251.44	19450.08
161	2006.08.23 21:15	buy	81	1.00	220.32	219.48	220.74
162	2006.08.25 08:25	t/p	81	1.00	220.74	219.48	220.74	311.47	19761.55
163	2006.08.25 21:15	buy	82	1.00	221.22	220.38	221.64
164	2006.08.28 09:25	t/p	82	1.00	221.64	220.38	221.64	266.44	20027.99
165	2006.08.29 14:15	buy	83	1.00	221.74	220.90	222.16
166	2006.08.30 08:57	t/p	83	1.00	222.16	220.90	222.16	266.44	20294.43
167	2006.08.31 01:00	buy	84	1.00	223.00	222.16	223.42
168	2006.08.31 02:15	t/p	84	1.00	223.42	222.16	223.42	251.44	20545.87
169	2006.08.31 02:30	sell	85	1.00	223.37	224.21	222.95
170	2006.08.31 16:03	t/p	85	1.00	222.95	224.21	222.95	251.34	20797.21
171	2006.09.07 10:45	sell	86	1.00	220.21	221.05	219.79
172	2006.09.07 10:52	t/p	86	1.00	219.79	221.05	219.79	251.35	21048.56
173	2006.09.07 10:52	sell	87	1.00	219.70	220.54	219.28
174	2006.09.07 10:52	t/p	87	1.00	219.28	220.54	219.28	251.35	21299.91
175	2006.09.07 10:52	sell	88	1.00	219.13	219.97	218.71
176	2006.09.07 11:10	t/p	88	1.00	218.71	219.97	218.71	251.34	21551.25
177	2006.09.12 10:15	buy	89	1.00	219.54	218.70	219.96
178	2006.09.12 10:30	t/p	89	1.00	219.96	218.70	219.96	251.44	21802.69
179	2006.09.13 00:30	buy	90	1.00	220.91	220.07	221.33
180	2006.09.14 10:30	t/p	90	1.00	221.33	220.07	221.33	296.46	22099.15
181	2006.09.14 21:30	buy	91	1.00	221.80	220.96	222.22
182	2006.09.15 15:30	s/l	91	1.00	220.96	220.96	222.22	-487.86	21611.29
183	2006.09.15 21:45	sell	92	1.00	221.16	222.00	220.74
184	2006.09.18 00:00	t/p	92	1.00	220.74	222.00	220.74	234.55	21845.84
185	2006.09.18 22:30	sell	93	1.00	221.69	222.53	221.27
186	2006.09.19 09:54	t/p	93	1.00	221.27	222.53	221.27	234.54	22080.38
187	2006.09.19 10:00	buy	94	1.00	221.24	220.40	221.66
188	2006.09.20 09:21	s/l	94	1.00	220.40	220.40	221.66	-487.85	21592.52