Symbol		USDCHF (United States Dollar vs. Swiss Franc)
Period		1 Hour (H1) 2006.01.03 08:00 - 2006.08.11 23:00 (2006.01.02 - 2006.08.12)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		Lots=1; UseCloseSignal=true; TakeProfit=50; StopLoss=100; TrailingStop=50;
Bars in test	17063	Ticks modelled	550970	Modelling quality	80.40%
Initial deposit	5000.00
Total net profit	560.32	Gross profit	6459.68	Gross loss	-5899.35
Profit factor	1.09	Expected payoff	21.55
Absolute drawdown	1887.20	Maximal drawdown	2388.10 (30.04%)	Relative drawdown	42.17% (2269.47)
Total trades	26	Short positions (won %)	14 (50.00%)	Long positions (won %)	12 (58.33%)
		Profit trades (% of total)	14 (53.85%)	Loss trades (% of total)	12 (46.15%)
Largest		profit trade	829.45	loss trade	-945.33
Average		profit trade	461.41	loss trade	-491.61
Maximum		consecutive wins (profit in money)	8 (3974.46)	consecutive losses (loss in money)	5 (-2388.10)
Maximal		consecutive profit (count of wins)	3974.46 (8)	consecutive loss (count of losses)	-2388.10 (5)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.01.09 10:04	buy	1	1.00	1.2769	1.2646	0.0000
2	2006.01.10 15:30	modify	1	1.00	1.2769	1.2817	0.0000
3	2006.01.10 15:45	s/l	1	1.00	1.2817	1.2817	0.0000	382.27	5382.27
4	2006.01.12 16:00	buy	2	1.00	1.2838	1.2721	0.0000
5	2006.01.18 09:00	close	2	1.00	1.2775	1.2721	0.0000	-462.86	4919.41
6	2006.01.18 18:03	buy	3	1.00	1.2832	1.2718	0.0000
7	2006.01.19 15:00	modify	3	1.00	1.2832	1.2879	0.0000
8	2006.01.19 15:01	s/l	3	1.00	1.2879	1.2879	0.0000	387.71	5307.11
9	2006.01.25 11:00	sell	4	1.00	1.2583	1.2700	0.0000
10	2006.01.26 20:00	s/l	4	1.00	1.2700	1.2700	0.0000	-945.33	4361.78
11	2006.02.07 17:00	buy	5	1.00	1.3016	1.2902	0.0000
12	2006.02.09 02:02	close	5	1.00	1.2964	1.2902	0.0000	-370.82	3990.96
13	2006.02.15 16:15	sell	6	1.00	1.3037	1.3147	0.0000
14	2006.02.15 17:02	close	6	1.00	1.3094	1.3147	0.0000	-435.31	3555.65
15	2006.02.23 12:00	sell	7	1.00	1.3039	1.3137	0.0000
16	2006.02.23 16:22	close	7	1.00	1.3097	1.3137	0.0000	-442.85	3112.80
17	2006.02.24 10:18	buy	8	1.00	1.3114	1.3017	0.0000
18	2006.02.24 17:00	modify	8	1.00	1.3114	1.3165	0.0000
19	2006.02.24 17:06	s/l	8	1.00	1.3165	1.3165	0.0000	387.39	3500.19
20	2006.03.13 21:18	sell	9	1.00	1.3115	1.3211	0.0000
21	2006.03.14 17:00	modify	9	1.00	1.3115	1.3033	0.0000
22	2006.03.14 17:00	s/l	9	1.00	1.3033	1.3033	0.0000	620.05	4120.24
23	2006.03.17 18:00	sell	10	1.00	1.2894	1.2993	0.0000
24	2006.03.21 02:59	close	10	1.00	1.2937	1.2993	0.0000	-350.52	3769.72
25	2006.05.02 11:00	sell	11	1.00	1.2378	1.2498	0.0000
26	2006.05.03 09:00	modify	11	1.00	1.2378	1.2319	0.0000
27	2006.05.03 09:06	s/l	11	1.00	1.2319	1.2319	0.0000	469.79	4239.51
28	2006.05.04 17:00	sell	12	1.00	1.2304	1.2422	0.0000
29	2006.05.05 15:00	modify	12	1.00	1.2304	1.2258	0.0000
30	2006.05.05 15:51	s/l	12	1.00	1.2258	1.2258	0.0000	366.19	4605.69
31	2006.05.09 16:00	sell	13	1.00	1.2230	1.2349	0.0000
32	2006.05.10 09:00	modify	13	1.00	1.2230	1.2177	0.0000
33	2006.05.10 09:05	s/l	13	1.00	1.2177	1.2177	0.0000	426.18	5031.87
34	2006.05.11 17:00	sell	14	1.00	1.2146	1.2267	0.0000
35	2006.05.12 09:00	modify	14	1.00	1.2146	1.2093	0.0000
36	2006.05.12 10:19	modify	14	1.00	1.2146	1.2045	0.0000
37	2006.05.12 10:23	s/l	14	1.00	1.2045	1.2045	0.0000	829.45	5861.32
38	2006.05.17 17:00	buy	15	1.00	1.2126	1.1992	0.0000
39	2006.05.17 18:01	modify	15	1.00	1.2126	1.2173	0.0000
40	2006.05.17 18:01	s/l	15	1.00	1.2173	1.2173	0.0000	386.17	6247.49
41	2006.05.19 10:00	buy	16	1.00	1.2167	1.2029	0.0000
42	2006.05.19 15:00	modify	16	1.00	1.2167	1.2217	0.0000
43	2006.05.19 15:14	s/l	16	1.00	1.2217	1.2217	0.0000	409.26	6656.75
44	2006.05.24 17:00	buy	17	1.00	1.2175	1.2027	0.0000
45	2006.05.26 16:00	modify	17	1.00	1.2175	1.2250	0.0000
46	2006.05.26 16:03	s/l	17	1.00	1.2250	1.2250	0.0000	642.58	7299.33
47	2006.05.30 05:00	sell	18	1.00	1.2192	1.2331	0.0000
48	2006.05.30 10:01	modify	18	1.00	1.2192	1.2138	0.0000
49	2006.05.30 10:07	s/l	18	1.00	1.2138	1.2138	0.0000	444.85	7744.18
50	2006.06.06 09:02	sell	19	1.00	1.2053	1.2193	0.0000
51	2006.06.06 13:27	close	19	1.00	1.2114	1.2193	0.0000	-503.55	7240.63
52	2006.06.26 20:00	sell	20	1.00	1.2414	1.2525	0.0000
53	2006.06.29 21:00	modify	20	1.00	1.2414	1.2366	0.0000
54	2006.06.29 21:01	s/l	20	1.00	1.2366	1.2366	0.0000	342.78	7583.41
55	2006.07.05 10:00	buy	21	1.00	1.2291	1.2193	0.0000
56	2006.07.05 16:11	modify	21	1.00	1.2291	1.2336	0.0000
57	2006.07.05 16:59	s/l	21	1.00	1.2336	1.2336	0.0000	365.02	7948.43
58	2006.07.05 16:59	buy	22	1.00	1.2330	1.2230	0.0000
59	2006.07.07 15:00	s/l	22	1.00	1.2230	1.2230	0.0000	-785.50	7162.92
60	2006.07.25 18:11	buy	23	1.00	1.2508	1.2409	0.0000
61	2006.07.26 23:49	s/l	23	1.00	1.2409	1.2409	0.0000	-794.14	6368.78
62	2006.08.01 19:09	sell	24	1.00	1.2292	1.2393	0.0000
63	2006.08.02 18:07	close	24	1.00	1.2303	1.2393	0.0000	-98.48	6270.30
64	2006.08.03 18:13	buy	25	1.00	1.2345	1.2244	0.0000
65	2006.08.04 15:29	close	25	1.00	1.2307	1.2244	0.0000	-301.20	5969.11
66	2006.08.04 16:51	sell	26	1.00	1.2210	1.2315	0.0000
67	2006.08.07 20:53	close	26	1.00	1.2259	1.2315	0.0000	-408.78	5560.32