Symbol		EURUSD (Euro vs. United States Dollar)
Period		5 Minutes (M5) 2000.01.01 00:45 - 2010.08.12 11:35 (2000.01.01 - 2010.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TakeProfit=500; StopLoss=225; UseTrailingStop=true; TrailingStop=5; Lots=0.1; MM=false; Risk=0.09; SignalMail=false; EachTickMode=true; Slippage=3; NFA=false; MagicNumber=77887;
Bars in test	785408	Ticks modelled	38040817	Modelling quality	n/a
Mismatched charts errors	430
Initial deposit	10000.00
Total net profit	420.70	Gross profit	5098.75	Gross loss	-4678.04
Profit factor	1.09	Expected payoff	4.62
Absolute drawdown	3982.68	Maximal drawdown	5412.38 (47.35%)	Relative drawdown	47.35% (5412.38)
Total trades	91	Short positions (won %)	45 (88.89%)	Long positions (won %)	46 (93.48%)
		Profit trades (% of total)	83 (91.21%)	Loss trades (% of total)	8 (8.79%)
Largest		profit trade	247.00	loss trade	-2253.50
Average		profit trade	61.43	loss trade	-584.76
Maximum		consecutive wins (profit in money)	24 (1567.68)	consecutive losses (loss in money)	1 (-2253.50)
Maximal		consecutive profit (count of wins)	1567.68 (24)	consecutive loss (count of losses)	-2253.50 (1)
Average		consecutive wins	10	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2000.01.20 19:44	buy	1	0.10	1.01406	0.00000	0.00000
2	2000.01.21 12:47	close	1	0.10	1.01420	0.00000	0.00000	1.25	10001.25
3	2000.01.24 02:01	sell	2	0.10	1.00280	0.00000	0.00000
4	2000.01.28 21:11	close	2	0.10	0.97920	0.00000	0.00000	236.00	10237.25
5	2000.02.29 02:56	sell	3	0.10	0.96686	0.00000	0.00000
6	2000.03.02 20:57	close	3	0.10	0.96700	0.00000	0.00000	-1.40	10235.85
7	2000.03.10 14:29	sell	4	0.10	0.96350	0.00000	0.00000
8	2000.03.22 13:38	close	4	0.10	0.96289	0.00000	0.00000	6.10	10241.95
9	2000.04.05 09:23	sell	5	0.10	0.95940	0.00000	0.00000
10	2000.04.07 18:00	close	5	0.10	0.95933	0.00000	0.00000	0.70	10242.65
11	2000.04.21 10:38	sell	6	0.10	0.93730	0.00000	0.00000
12	2000.04.25 22:27	close	6	0.10	0.92170	0.00000	0.00000	156.00	10398.65
13	2000.04.26 03:25	sell	7	0.10	0.91770	0.00000	0.00000
14	2000.04.28 01:17	close	7	0.10	0.91140	0.00000	0.00000	63.00	10461.65
15	2000.05.01 14:49	sell	8	0.10	0.90990	0.00000	0.00000
16	2000.05.02 22:33	close	8	0.10	0.90929	0.00000	0.00000	6.10	10467.75
17	2000.05.18 08:44	sell	9	0.10	0.89230	0.00000	0.00000
18	2000.05.19 15:58	close	9	0.10	0.89010	0.00000	0.00000	22.00	10489.75
19	2000.05.31 03:54	buy	10	0.10	0.93276	0.00000	0.00000
20	2000.06.01 11:54	close	10	0.10	0.93317	0.00000	0.00000	3.64	10493.39
21	2000.06.06 08:49	buy	11	0.10	0.94818	0.00000	0.00000
22	2000.06.06 19:46	close	11	0.10	0.95470	0.00000	0.00000	65.20	10558.59
23	2000.06.12 03:33	sell	12	0.10	0.94950	0.00000	0.00000
24	2000.06.22 16:21	close	12	0.10	0.94390	0.00000	0.00000	56.00	10614.59
25	2000.07.14 03:51	sell	13	0.10	0.93390	0.00000	0.00000
26	2000.07.19 22:16	close	13	0.10	0.92464	0.00000	0.00000	92.60	10707.19
27	2000.08.07 10:02	sell	14	0.10	0.90640	0.00000	0.00000
28	2000.08.10 00:11	close	14	0.10	0.90180	0.00000	0.00000	46.00	10753.19
29	2000.08.16 05:59	buy	15	0.10	0.91431	0.00000	0.00000
30	2000.12.22 14:08	close	15	0.10	0.92120	0.00000	0.00000	49.12	10802.31
31	2000.12.25 09:43	buy	16	0.10	0.92609	0.00000	0.00000
32	2000.12.27 10:30	close	16	0.10	0.92830	0.00000	0.00000	21.80	10824.11
33	2000.12.29 10:41	buy	17	0.10	0.93090	0.00000	0.00000
34	2001.01.02 04:03	close	17	0.10	0.93789	0.00000	0.00000	69.60	10893.70
35	2001.01.10 03:49	sell	18	0.10	0.94160	0.00000	0.00000
36	2001.01.11 10:05	close	18	0.10	0.94300	0.00000	0.00000	-14.00	10879.70
37	2001.02.19 12:22	buy	19	0.10	0.91671	0.00000	0.00000
38	2001.02.20 10:11	close	19	0.10	0.91880	0.00000	0.00000	20.75	10900.45
39	2001.03.16 16:04	buy	20	0.10	0.89908	0.00000	0.00000
40	2001.03.20 14:00	close	20	0.10	0.90090	0.00000	0.00000	17.90	10918.35
41	2001.03.23 07:37	buy	21	0.10	0.88960	0.00000	0.00000
42	2001.03.23 16:17	close	21	0.10	0.89160	0.00000	0.00000	20.00	10938.35
43	2001.03.27 17:17	buy	22	0.10	0.89902	0.00000	0.00000
44	2001.04.04 18:21	close	22	0.10	0.90020	0.00000	0.00000	10.58	10948.93
45	2001.04.18 18:01	sell	23	0.10	0.87080	0.00000	0.00000
46	2001.05.23 18:15	close	23	0.10	0.86200	0.00000	0.00000	88.00	11036.93
47	2001.05.25 03:23	buy	24	0.10	0.85990	0.00000	0.00000
48	2001.06.15 16:54	close	24	0.10	0.86210	0.00000	0.00000	18.80	11055.73
49	2001.08.07 09:33	sell	25	0.10	0.87770	0.00000	0.00000
50	2002.01.28 19:07	close	25	0.10	0.86240	0.00000	0.00000	153.00	11208.73
51	2002.02.08 14:06	buy	26	0.10	0.87580	0.00000	0.00000
52	2002.03.07 14:23	close	26	0.10	0.87620	0.00000	0.00000	-0.11	11208.63
53	2002.03.14 05:47	buy	27	0.10	0.87785	0.00000	0.00000
54	2002.03.15 17:16	close	27	0.10	0.88130	0.00000	0.00000	34.35	11242.97
55	2002.03.26 17:19	buy	28	0.10	0.87780	0.00000	0.00000
56	2002.04.04 17:18	close	28	0.10	0.88060	0.00000	0.00000	26.33	11269.30
57	2002.04.11 15:54	buy	29	0.10	0.88200	0.00000	0.00000
58	2002.04.18 19:18	close	29	0.10	0.88711	0.00000	0.00000	50.03	11319.34
59	2002.05.30 20:08	buy	30	0.10	0.94150	0.00000	0.00000
60	2002.06.07 13:16	close	30	0.10	0.94380	0.00000	0.00000	21.78	11341.12
61	2002.06.24 06:46	sell	31	0.10	0.96820	0.00000	0.00000
62	2002.08.06 22:37	close	31	0.10	0.96750	0.00000	0.00000	7.00	11348.12
63	2002.08.20 15:24	buy	32	0.10	0.98070	0.00000	0.00000
64	2002.08.29 17:44	close	32	0.10	0.98360	0.00000	0.00000	27.33	11375.45
65	2002.09.03 17:02	buy	33	0.10	0.99440	0.00000	0.00000
66	2002.11.01 21:27	close	33	0.10	0.99540	0.00000	0.00000	0.72	11376.16
67	2002.11.14 00:28	buy	34	0.10	1.00890	0.00000	0.00000
68	2002.11.19 20:05	close	34	0.10	1.00910	0.00000	0.00000	1.54	11377.71
69	2002.12.09 11:03	sell	35	0.10	1.00890	0.00000	0.00000
70	2003.12.16 07:06	close	35	0.10	1.23425	0.00000	0.00000	-2253.50	9124.21
71	2003.12.31 10:52	buy	36	0.10	1.26124	0.00000	0.00000
72	2004.01.05 11:43	close	36	0.10	1.26450	0.00000	0.00000	31.84	9156.05
73	2004.01.28 22:17	sell	37	0.10	1.25626	0.00000	0.00000
74	2004.01.28 22:53	close	37	0.10	1.25130	0.00000	0.00000	49.60	9205.65
75	2004.02.17 10:11	buy	38	0.10	1.27970	0.00000	0.00000
76	2004.02.17 17:01	close	38	0.10	1.28278	0.00000	0.00000	30.80	9236.45
77	2004.02.20 07:59	sell	39	0.10	1.27150	0.00000	0.00000
78	2004.02.20 13:56	close	39	0.10	1.26740	0.00000	0.00000	41.00	9277.45
79	2004.02.24 04:09	sell	40	0.10	1.25340	0.00000	0.00000
80	2004.02.26 16:31	close	40	0.10	1.24690	0.00000	0.00000	65.00	9342.45
81	2004.03.05 16:35	buy	41	0.10	1.22850	0.00000	0.00000
82	2004.03.05 19:30	close	41	0.10	1.23823	0.00000	0.00000	97.30	9439.75
83	2004.03.08 21:52	buy	42	0.10	1.24185	0.00000	0.00000
84	2004.10.15 15:46	close	42	0.10	1.24356	0.00000	0.00000	-16.83	9422.92
85	2004.10.20 05:05	sell	43	0.10	1.25030	0.00000	0.00000
86	2005.05.31 17:22	close	43	0.10	1.23630	0.00000	0.00000	140.00	9562.92
87	2005.06.02 07:33	sell	44	0.10	1.21840	0.00000	0.00000
88	2005.06.13 07:53	close	44	0.10	1.21191	0.00000	0.00000	64.90	9627.82
89	2005.06.20 01:01	sell	45	0.10	1.21880	0.00000	0.00000
90	2005.06.21 16:18	close	45	0.10	1.21220	0.00000	0.00000	66.00	9693.82
91	2005.06.22 12:14	sell	46	0.10	1.21470	0.00000	0.00000
92	2005.06.24 07:14	close	46	0.10	1.20400	0.00000	0.00000	107.00	9800.82
93	2005.07.08 15:32	sell	47	0.10	1.18909	0.00000	0.00000
94	2005.11.07 12:13	close	47	0.10	1.18353	0.00000	0.00000	55.60	9856.42
95	2005.11.28 02:01	sell	48	0.10	1.17050	0.00000	0.00000
96	2007.09.18 21:17	close	48	0.10	1.39577	0.00000	0.00000	-2252.70	7603.72
97	2007.10.01 01:01	buy	49	0.10	1.42830	0.00000	0.00000
98	2007.10.22 11:31	close	49	0.10	1.42966	0.00000	0.00000	10.40	7614.12
99	2007.11.05 06:10	sell	50	0.10	1.44782	0.00000	0.00000
100	2007.12.17 15:02	close	50	0.10	1.43850	0.00000	0.00000	93.20	7707.32
101	2007.12.20 11:13	sell	51	0.10	1.43500	0.00000	0.00000
102	2008.09.05 01:58	close	51	0.10	1.42640	0.00000	0.00000	86.00	7793.32
103	2008.09.08 01:00	buy	52	0.10	1.43800	0.00000	0.00000
104	2008.09.15 07:03	close	52	0.10	1.44303	0.00000	0.00000	49.23	7842.56
105	2008.09.29 01:01	sell	53	0.10	1.45180	0.00000	0.00000
106	2008.09.29 11:12	close	53	0.10	1.43612	0.00000	0.00000	156.80	7999.36
107	2008.09.29 12:35	sell	54	0.10	1.43020	0.00000	0.00000
108	2008.09.30 18:12	close	54	0.10	1.40627	0.00000	0.00000	239.30	8238.66
109	2008.10.07 06:48	buy	55	0.10	1.35765	0.00000	0.00000
110	2008.10.07 15:29	close	55	0.10	1.35849	0.00000	0.00000	8.40	8247.06
111	2008.10.23 06:47	sell	56	0.10	1.27340	0.00000	0.00000
112	2008.10.24 11:45	close	56	0.10	1.25850	0.00000	0.00000	149.00	8396.06
113	2008.11.05 18:09	buy	57	0.10	1.30094	0.00000	0.00000
114	2008.11.05 18:45	close	57	0.10	1.30640	0.00000	0.00000	54.60	8450.66
115	2008.11.06 15:04	sell	58	0.10	1.28115	0.00000	0.00000
116	2008.11.06 16:20	close	58	0.10	1.27990	0.00000	0.00000	12.50	8463.16
117	2008.11.21 07:23	buy	59	0.10	1.25006	0.00000	0.00000
118	2008.11.21 14:49	close	59	0.10	1.25744	0.00000	0.00000	73.80	8536.96
119	2008.12.01 03:03	sell	60	0.10	1.26600	0.00000	0.00000
120	2008.12.01 17:38	close	60	0.10	1.26390	0.00000	0.00000	21.00	8557.96
121	2008.12.17 07:46	buy	61	0.10	1.41402	0.00000	0.00000
122	2008.12.17 18:15	close	61	0.10	1.43870	0.00000	0.00000	246.80	8804.76
123	2008.12.19 04:07	sell	62	0.10	1.42120	0.00000	0.00000
124	2008.12.19 12:41	close	62	0.10	1.41050	0.00000	0.00000	107.00	8911.76
125	2008.12.22 08:38	buy	63	0.10	1.40330	0.00000	0.00000
126	2008.12.22 10:57	close	63	0.10	1.40520	0.00000	0.00000	19.00	8930.76
127	2008.12.26 10:00	buy	64	0.10	1.40510	0.00000	0.00000
128	2008.12.26 17:29	close	64	0.10	1.40660	0.00000	0.00000	15.00	8945.76
129	2008.12.31 09:54	buy	65	0.10	1.41253	0.00000	0.00000
130	2009.06.01 14:39	close	65	0.10	1.41952	0.00000	0.00000	46.77	8992.53
131	2009.06.05 15:33	buy	66	0.10	1.42448	0.00000	0.00000
132	2009.07.27 16:35	close	66	0.10	1.42467	0.00000	0.00000	-5.71	8986.82
133	2009.08.31 17:08	buy	67	0.10	1.43149	0.00000	0.00000
134	2009.08.31 22:25	close	67	0.10	1.43167	0.00000	0.00000	1.80	8988.62
135	2009.09.22 03:39	buy	68	0.10	1.47029	0.00000	0.00000
136	2009.09.22 17:34	close	68	0.10	1.47702	0.00000	0.00000	67.30	9055.92
137	2009.09.23 02:23	buy	69	0.10	1.48145	0.00000	0.00000
138	2009.10.13 16:11	close	69	0.10	1.48237	0.00000	0.00000	6.16	9062.08
139	2009.11.02 18:03	buy	70	0.10	1.48072	0.00000	0.00000
140	2009.11.04 22:20	close	70	0.10	1.48496	0.00000	0.00000	42.10	9104.18
141	2009.11.09 03:59	buy	71	0.10	1.48986	0.00000	0.00000
142	2009.11.10 04:48	close	71	0.10	1.49694	0.00000	0.00000	70.65	9174.82
143	2009.11.11 10:57	buy	72	0.10	1.50105	0.00000	0.00000
144	2009.11.25 17:42	close	72	0.10	1.50444	0.00000	0.00000	31.77	9206.59
145	2009.11.27 02:18	sell	73	0.10	1.49805	0.00000	0.00000
146	2009.11.27 12:16	close	73	0.10	1.48822	0.00000	0.00000	98.30	9304.89
147	2009.12.04 00:41	sell	74	0.10	1.50578	0.00000	0.00000
148	2009.12.07 03:00	close	74	0.10	1.48740	0.00000	0.00000	183.80	9488.69
149	2009.12.24 09:28	buy	75	0.10	1.43580	0.00000	0.00000
150	2009.12.24 17:25	close	75	0.10	1.43668	0.00000	0.00000	8.80	9497.49
151	2010.01.06 09:45	sell	76	0.10	1.43280	0.00000	0.00000
152	2010.01.08 16:30	close	76	0.10	1.43176	0.00000	0.00000	10.40	9507.89
153	2010.01.26 05:54	sell	77	0.10	1.41380	0.00000	0.00000
154	2010.01.26 19:39	close	77	0.10	1.40963	0.00000	0.00000	41.70	9549.59
155	2010.02.19 00:35	sell	78	0.10	1.35551	0.00000	0.00000
156	2010.02.19 05:15	close	78	0.10	1.34977	0.00000	0.00000	57.40	9606.99
157	2010.03.05 09:21	sell	79	0.10	1.35682	0.00000	0.00000
158	2010.03.26 03:10	close	79	0.10	1.33212	0.00000	0.00000	247.00	9853.99
159	2010.03.29 11:07	buy	80	0.10	1.34759	0.00000	0.00000
160	2010.03.30 12:21	close	80	0.10	1.34866	0.00000	0.00000	10.55	9864.54
161	2010.04.01 03:04	buy	81	0.10	1.35331	0.00000	0.00000
162	2010.04.02 15:31	close	81	0.10	1.35399	0.00000	0.00000	6.65	9871.19
163	2010.04.20 08:48	sell	82	0.10	1.34592	0.00000	0.00000
164	2010.04.22 09:33	close	82	0.10	1.34122	0.00000	0.00000	47.00	9918.19
165	2010.05.03 03:39	sell	83	0.10	1.32740	0.00000	0.00000
166	2010.05.03 21:22	close	83	0.10	1.32081	0.00000	0.00000	65.90	9984.09
167	2010.05.04 08:39	sell	84	0.10	1.31780	0.00000	0.00000
168	2010.05.05 09:31	close	84	0.10	1.29900	0.00000	0.00000	188.00	10172.09
169	2010.05.11 02:11	sell	85	0.10	1.27458	0.00000	0.00000
170	2010.05.11 10:11	close	85	0.10	1.27322	0.00000	0.00000	13.60	10185.69
171	2010.05.18 03:23	sell	86	0.10	1.23480	0.00000	0.00000
172	2010.05.18 22:08	close	86	0.10	1.22140	0.00000	0.00000	134.00	10319.69
173	2010.06.14 09:21	buy	87	0.10	1.22058	0.00000	0.00000
174	2010.06.14 20:07	close	87	0.10	1.22477	0.00000	0.00000	41.90	10361.59
175	2010.06.21 00:00	buy	88	0.10	1.24520	0.00000	0.00000
176	2010.07.02 08:26	close	88	0.10	1.24897	0.00000	0.00000	35.72	10397.31
177	2010.07.09 09:38	buy	89	0.10	1.27151	0.00000	0.00000
178	2010.07.14 21:03	close	89	0.10	1.27270	0.00000	0.00000	11.44	10408.76
179	2010.07.15 05:15	buy	90	0.10	1.27580	0.00000	0.00000
180	2010.07.16 06:42	close	90	0.10	1.29039	0.00000	0.00000	145.75	10554.50
181	2010.07.21 21:09	sell	91	0.10	1.27712	0.00000	0.00000
182	2010.08.12 11:37	close at stop	91	0.10	1.29050	0.00000	0.00000	-133.80	10420.70