Symbol		USDJPY (United States Dollar vs. Japanese Yen)
Period		1 Hour (H1) 2006.01.03 15:00 - 2006.08.11 22:00 (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=0;
Bars in test	17186	Ticks modelled	531790	Modelling quality	81.61%
Initial deposit	5000.00
Total net profit	2830.25	Gross profit	8208.40	Gross loss	-5378.15
Profit factor	1.53	Expected payoff	128.65
Absolute drawdown	0.00	Maximal drawdown	1798.52 (20.45%)	Relative drawdown	20.45% (1798.52)
Total trades	22	Short positions (won %)	10 (50.00%)	Long positions (won %)	12 (33.33%)
		Profit trades (% of total)	9 (40.91%)	Loss trades (% of total)	13 (59.09%)
Largest		profit trade	2503.41	loss trade	-838.03
Average		profit trade	912.04	loss trade	-413.70
Maximum		consecutive wins (profit in money)	3 (1414.76)	consecutive losses (loss in money)	3 (-1798.52)
Maximal		consecutive profit (count of wins)	2503.41 (1)	consecutive loss (count of losses)	-1798.52 (3)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.01.03 16:00	sell	1	1.00	117.07	118.18	0.00
2	2006.01.09 08:03	close	1	1.00	114.21	118.18	0.00	2503.41	7503.41
3	2006.01.11 07:00	buy	2	1.00	114.84	113.65	0.00
4	2006.01.11 12:13	close	2	1.00	114.47	113.65	0.00	-323.23	7180.18
5	2006.01.17 11:04	buy	3	1.00	115.07	114.01	0.00
6	2006.01.18 09:00	close	3	1.00	115.25	114.01	0.00	156.29	7336.46
7	2006.01.18 10:45	sell	4	1.00	114.92	115.98	0.00
8	2006.01.18 17:42	close	4	1.00	115.36	115.98	0.00	-381.41	6955.05
9	2006.01.19 20:00	buy	5	1.00	115.50	114.45	0.00
10	2006.01.20 09:00	close	5	1.00	115.34	114.45	0.00	-138.61	6816.44
11	2006.01.25 00:03	buy	6	1.00	114.91	113.92	0.00
12	2006.01.27 01:16	close	6	1.00	116.20	113.92	0.00	1110.58	7927.03
13	2006.02.13 17:12	sell	7	1.00	117.68	118.71	0.00
14	2006.02.15 01:02	close	7	1.00	117.65	118.71	0.00	25.25	7952.28
15	2006.02.17 03:00	buy	8	1.00	118.12	117.12	0.00
16	2006.02.22 03:00	close	8	1.00	118.45	117.12	0.00	278.93	8231.20
17	2006.03.09 19:00	buy	9	1.00	118.23	117.26	0.00
18	2006.03.15 16:02	s/l	9	1.00	117.26	117.26	0.00	-826.05	7405.16
19	2006.03.23 07:01	buy	10	1.00	117.16	116.16	0.00
20	2006.03.23 09:00	close	10	1.00	116.87	116.16	0.00	-248.14	7157.02
21	2006.03.30 11:43	sell	11	1.00	117.32	118.36	0.00
22	2006.03.30 15:42	close	11	1.00	117.66	118.36	0.00	-288.97	6868.05
23	2006.04.17 01:54	sell	12	1.00	118.35	119.25	0.00
24	2006.04.18 10:04	close	12	1.00	118.10	119.25	0.00	211.55	7079.60
25	2006.04.19 16:00	buy	13	1.00	117.75	116.82	0.00
26	2006.04.19 19:00	close	13	1.00	117.38	116.82	0.00	-315.22	6764.38
27	2006.05.04 17:02	sell	14	1.00	113.44	114.37	0.00
28	2006.05.08 15:23	close	14	1.00	111.35	114.37	0.00	1876.71	8641.09
29	2006.05.17 18:00	buy	15	1.00	110.60	109.41	0.00
30	2006.05.19 02:00	close	15	1.00	110.48	109.41	0.00	-108.19	8532.90
31	2006.06.02 16:00	sell	16	1.00	111.55	112.86	0.00
32	2006.06.05 21:00	close	16	1.00	112.07	112.86	0.00	-464.13	8068.78
33	2006.06.20 09:00	sell	17	1.00	114.74	115.75	0.00
34	2006.06.20 12:00	close	17	1.00	115.30	115.75	0.00	-485.69	7583.09
35	2006.06.29 16:02	sell	18	1.00	116.14	117.04	0.00
36	2006.07.04 22:00	close	18	1.00	114.75	117.04	0.00	1210.95	8794.04
37	2006.07.05 16:00	buy	19	1.00	115.43	114.56	0.00
38	2006.07.06 15:21	close	19	1.00	115.26	114.56	0.00	-147.16	8646.88
39	2006.07.24 04:28	buy	20	1.00	116.74	115.80	0.00
40	2006.07.27 11:49	s/l	20	1.00	115.80	115.80	0.00	-813.33	7833.55
41	2006.08.04 16:12	sell	21	1.00	114.30	115.27	0.00
42	2006.08.08 09:01	s/l	21	1.00	115.27	115.27	0.00	-838.03	6995.52
43	2006.08.08 23:48	buy	22	1.00	115.31	114.36	0.00
44	2006.08.11 22:59	close at stop	22	1.00	116.28	114.36	0.00	834.73	7830.25