Symbol		GBPCHF (Great Britain Pound vs Swiss Franc)
Period		15 Minutes (M15) 2009.01.02 06:00 - 2010.01.28 23:45 (2009.01.01 - 2010.01.29)
Model		Every tick (the most precise method based on all available least timeframes)
Bars in test	27369	Ticks modelled	17649466	Modelling quality	50.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	503.88	Gross profit	686.74	Gross loss	-182.86
Profit factor	3.76	Expected payoff	5.48
Absolute drawdown	68.87	Maximal drawdown	127.72 (1.27%)	Relative drawdown	1.27% (127.72)
Total trades	92	Short positions (won %)	44 (86.36%)	Long positions (won %)	48 (95.83%)
		Profit trades (% of total)	84 (91.30%)	Loss trades (% of total)	8 (8.70%)
Largest		profit trade	15.51	loss trade	-84.12
Average		profit trade	8.18	loss trade	-22.86
Maximum		consecutive wins (profit in money)	32 (278.56)	consecutive losses (loss in money)	1 (-84.12)
Maximal		consecutive profit (count of wins)	278.56 (32)	consecutive loss (count of losses)	-84.12 (1)
Average		consecutive wins	11	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.05 23:42	sell	1	0.10	1.63331	0.00000	0.00000
2	2009.01.05 23:42	modify	1	0.10	1.63331	1.64136	1.62861
3	2009.01.05 23:56	close	1	0.10	1.63238	1.64136	1.62861	8.83	10008.83
4	2009.01.06 22:00	buy	2	0.10	1.66665	1.65110	1.67165
5	2009.01.06 22:01	close	2	0.10	1.66768	1.65110	1.67165	9.78	10018.61
6	2009.01.06 22:15	buy	3	0.10	1.66605	1.65050	1.67105
7	2009.01.07 00:08	close	3	0.10	1.66610	1.65050	1.67105	0.57	10019.18
8	2009.01.07 22:02	buy	4	0.10	1.66500	1.64945	1.67000
9	2009.01.07 22:03	close	4	0.10	1.66600	1.64945	1.67000	9.50	10028.68
10	2009.01.07 22:15	buy	5	0.10	1.66545	1.64990	1.67045
11	2009.01.07 22:47	close	5	0.10	1.66646	1.64990	1.67045	9.58	10038.26
12	2009.01.14 22:28	buy	6	0.10	1.62731	1.61651	1.63231
13	2009.01.14 22:30	close	6	0.10	1.62835	1.61651	1.63231	9.87	10048.13
14	2009.01.15 23:18	sell	7	0.10	1.64788	0.00000	0.00000
15	2009.01.15 23:18	modify	7	0.10	1.64788	1.65593	1.64318
16	2009.01.15 23:48	close	7	0.10	1.64704	1.65593	1.64318	7.98	10056.11
17	2009.01.19 23:03	buy	8	0.10	1.63511	0.00000	0.00000
18	2009.01.19 23:03	modify	8	0.10	1.63511	1.62706	1.63981
19	2009.01.20 01:28	s/l	8	0.10	1.62706	1.62706	1.63981	-76.35	9979.75
20	2009.01.20 23:02	buy	9	0.10	1.59332	0.00000	0.00000
21	2009.01.20 23:02	modify	9	0.10	1.59332	1.58527	1.59802
22	2009.01.20 23:17	close	9	0.10	1.59414	1.58527	1.59802	7.78	9987.53
23	2009.01.27 23:27	sell	10	0.10	1.61583	0.00000	0.00000
24	2009.01.27 23:27	modify	10	0.10	1.61583	1.62388	1.61113
25	2009.01.28 01:57	close	10	0.10	1.61502	1.62388	1.61113	7.41	9994.94
26	2009.01.28 22:00	buy	11	0.10	1.63655	1.62100	1.64155
27	2009.01.28 22:12	close	11	0.10	1.63756	1.62100	1.64155	9.59	10004.53
28	2009.01.28 22:15	buy	12	0.10	1.63775	1.62220	1.64275
29	2009.01.28 22:27	close	12	0.10	1.63876	1.62220	1.64275	9.59	10014.12
30	2009.02.05 22:18	buy	13	0.10	1.71104	1.69549	1.71604
31	2009.02.05 22:32	close	13	0.10	1.71208	1.69549	1.71604	9.87	10023.99
32	2009.02.05 22:57	buy	14	0.10	1.71062	1.69507	1.71562
33	2009.02.05 23:05	close	14	0.10	1.71171	1.69507	1.71562	10.35	10034.34
34	2009.02.05 23:07	sell	15	0.10	1.71380	0.00000	0.00000
35	2009.02.05 23:07	modify	15	0.10	1.71380	1.72185	1.70910
36	2009.02.05 23:30	close	15	0.10	1.71299	1.72185	1.70910	7.69	10042.03
37	2009.02.05 23:55	sell	16	0.10	1.71464	0.00000	0.00000
38	2009.02.05 23:55	modify	16	0.10	1.71464	1.72269	1.70994
39	2009.02.06 00:03	close	16	0.10	1.71382	1.72269	1.70994	7.50	10049.52
40	2009.02.09 23:07	sell	17	0.10	1.73550	0.00000	0.00000
41	2009.02.09 23:07	modify	17	0.10	1.73550	1.74355	1.73080
42	2009.02.09 23:13	close	17	0.10	1.73459	1.74355	1.73080	8.64	10058.16
43	2009.02.09 23:16	sell	18	0.10	1.73556	0.00000	0.00000
44	2009.02.09 23:16	modify	18	0.10	1.73556	1.74361	1.73086
45	2009.02.09 23:17	close	18	0.10	1.73473	1.74361	1.73086	7.88	10066.04
46	2009.02.11 22:58	sell	19	0.10	1.66730	1.68285	1.66230
47	2009.02.11 23:59	close	19	0.10	1.66706	1.68285	1.66230	2.28	10068.32
48	2009.02.17 22:00	buy	20	0.10	1.66565	1.65540	1.67065
49	2009.02.17 22:03	buy	21	0.10	1.66336	1.64781	1.66936
50	2009.02.17 22:32	close	21	0.10	1.66486	1.64781	1.66936	14.25	10082.57
51	2009.02.17 23:32	close	20	0.10	1.66572	1.65540	1.67065	0.66	10083.23
52	2009.02.19 23:08	buy	22	0.10	1.67569	0.00000	0.00000
53	2009.02.19 23:08	modify	22	0.10	1.67569	1.66764	1.68039
54	2009.02.20 00:30	close	22	0.10	1.67651	1.66764	1.68039	7.87	10091.10
55	2009.02.23 22:50	buy	23	0.10	1.69060	1.67505	1.69560
56	2009.02.23 22:55	close	23	0.10	1.69172	1.67505	1.69560	10.64	10101.74
57	2009.02.26 22:00	buy	24	0.10	1.66535	1.65560	1.67035
58	2009.02.26 22:12	close	24	0.10	1.66640	1.65560	1.67035	9.97	10111.71
59	2009.02.26 22:27	buy	25	0.10	1.66535	1.65560	1.67035
60	2009.02.26 22:42	close	25	0.10	1.66635	1.65560	1.67035	9.49	10121.20
61	2009.03.04 22:56	buy	26	0.10	1.65776	1.65120	1.66276
62	2009.03.04 23:18	buy	27	0.10	1.65472	0.00000	0.00000
63	2009.03.04 23:18	modify	27	0.10	1.65472	1.64667	1.65942
64	2009.03.04 23:20	close	27	0.10	1.65558	1.64667	1.65942	8.16	10129.36
65	2009.03.04 23:22	buy	28	0.10	1.65467	0.00000	0.00000
66	2009.03.04 23:22	modify	28	0.10	1.65467	1.64662	1.65937
67	2009.03.04 23:27	close	28	0.10	1.65549	1.64662	1.65937	7.79	10137.15
68	2009.03.04 23:53	close	26	0.10	1.65880	1.65120	1.66276	9.87	10147.02
69	2009.03.11 22:03	buy	29	0.10	1.59831	1.59010	1.60331
70	2009.03.11 22:28	close	29	0.10	1.59931	1.59010	1.60331	9.49	10156.51
71	2009.03.18 22:22	sell	30	0.10	1.63164	1.64719	1.62664
72	2009.03.18 22:27	close	30	0.10	1.63060	1.64719	1.62664	9.87	10166.38
73	2009.03.19 22:17	buy	31	0.10	1.62901	1.62110	1.63401
74	2009.03.19 22:24	close	31	0.10	1.63003	1.62110	1.63401	9.68	10176.06
75	2009.04.01 23:01	sell	32	0.10	1.65775	0.00000	0.00000
76	2009.04.01 23:01	modify	32	0.10	1.65775	1.66580	1.65305
77	2009.04.01 23:57	close	32	0.10	1.65692	1.66580	1.65305	7.87	10183.93
78	2009.04.02 22:48	buy	33	0.10	1.66905	1.65432	1.67405
79	2009.04.02 22:49	close	33	0.10	1.67020	1.65432	1.67405	10.91	10194.84
80	2009.04.06 22:53	sell	34	0.10	1.67739	1.68835	1.67239
81	2009.04.06 23:27	close	34	0.10	1.67633	1.68835	1.67239	10.05	10204.89
82	2009.04.07 22:01	buy	35	0.10	1.68249	1.66694	1.68749
83	2009.04.07 22:22	close	35	0.10	1.68350	1.66694	1.68749	9.58	10214.47
84	2009.04.08 23:23	sell	36	0.10	1.68793	0.00000	0.00000
85	2009.04.08 23:23	modify	36	0.10	1.68793	1.69598	1.68323
86	2009.04.08 23:27	close	36	0.10	1.68707	1.69598	1.68323	8.16	10222.63
87	2009.04.14 22:18	buy	37	0.10	1.69436	1.68122	1.69936
88	2009.04.14 22:42	close	37	0.10	1.69544	1.68122	1.69936	10.25	10232.88
89	2009.04.16 22:07	sell	38	0.10	1.71315	1.71865	1.70815
90	2009.04.16 22:23	close	38	0.10	1.71213	1.71865	1.70815	9.68	10242.56
91	2009.04.16 23:36	sell	39	0.10	1.71362	0.00000	0.00000
92	2009.04.16 23:36	modify	39	0.10	1.71362	1.72167	1.70892
93	2009.04.16 23:37	close	39	0.10	1.71280	1.72167	1.70892	7.78	10250.34
94	2009.04.20 23:15	buy	40	0.10	1.69823	0.00000	0.00000
95	2009.04.20 23:15	modify	40	0.10	1.69823	1.69018	1.70293
96	2009.04.20 23:58	close	40	0.10	1.69907	1.69018	1.70293	7.97	10258.31
97	2009.05.04 22:05	sell	41	0.10	1.69073	1.69895	1.68573
98	2009.05.05 06:22	close	41	0.10	1.69071	1.69895	1.68573	-0.10	10258.21
99	2009.05.05 22:52	buy	42	0.10	1.70728	1.69173	1.71228
100	2009.05.05 23:02	close	42	0.10	1.70832	1.69173	1.71228	9.87	10268.08
101	2009.05.07 22:03	sell	43	0.10	1.69717	1.71272	1.69217
102	2009.05.07 22:38	close	43	0.10	1.69616	1.71272	1.69217	9.59	10277.67
103	2009.05.07 23:08	sell	44	0.10	1.70090	0.00000	0.00000
104	2009.05.07 23:08	modify	44	0.10	1.70090	1.70895	1.69620
105	2009.05.07 23:13	close	44	0.10	1.70010	1.70895	1.69620	7.59	10285.26
106	2009.05.20 22:55	buy	45	0.10	1.73260	1.71705	1.73760
107	2009.05.20 23:50	close	45	0.10	1.73364	1.71705	1.73760	9.86	10295.12
108	2009.05.27 22:00	buy	46	0.10	1.74097	1.72737	1.74597
109	2009.05.27 22:02	close	46	0.10	1.74198	1.72737	1.74597	9.58	10304.70
110	2009.06.02 23:03	sell	47	0.10	1.76038	0.00000	0.00000
111	2009.06.02 23:03	modify	47	0.10	1.76038	1.76843	1.75568
112	2009.06.02 23:40	close	47	0.10	1.75952	1.76843	1.75568	8.15	10312.85
113	2009.06.03 22:50	sell	48	0.10	1.74639	1.76194	1.74139
114	2009.06.03 23:03	close	48	0.10	1.74536	1.76194	1.74139	9.76	10322.61
115	2009.06.09 23:01	buy	49	0.10	1.75862	0.00000	0.00000
116	2009.06.09 23:01	modify	49	0.10	1.75862	1.75057	1.76332
117	2009.06.09 23:38	close	49	0.10	1.75946	1.75057	1.76332	7.97	10330.58
118	2009.06.09 23:57	buy	50	0.10	1.75831	0.00000	0.00000
119	2009.06.09 23:57	modify	50	0.10	1.75831	1.75026	1.76301
120	2009.06.10 00:38	close	50	0.10	1.75914	1.75026	1.76301	7.97	10338.55
121	2009.06.16 22:21	buy	51	0.10	1.78580	1.77124	1.79080
122	2009.06.17 01:15	close	51	0.10	1.78581	1.77124	1.79080	0.18	10338.72
123	2009.06.18 22:36	buy	52	0.10	1.77457	1.75902	1.77957
124	2009.06.19 00:00	close	52	0.10	1.77470	1.75902	1.77957	1.32	10340.04
125	2009.06.23 22:06	sell	53	0.10	1.75579	1.76278	1.74979
126	2009.06.24 00:37	close	53	0.10	1.75429	1.76278	1.74979	13.95	10353.98
127	2009.06.24 22:00	buy	54	0.10	1.80164	1.78609	1.80664
128	2009.06.24 22:05	close	54	0.10	1.80264	1.78609	1.80664	9.49	10363.47
129	2009.06.24 22:39	buy	55	0.10	1.80173	1.78618	1.80673
130	2009.06.24 23:48	close	55	0.10	1.80217	1.78618	1.80673	4.18	10367.65
131	2009.07.02 23:22	sell	56	0.10	1.77899	0.00000	0.00000
132	2009.07.02 23:22	modify	56	0.10	1.77899	1.78704	1.77429
133	2009.07.03 00:16	close	56	0.10	1.77817	1.78704	1.77429	7.50	10375.15
134	2009.07.06 22:00	sell	57	0.10	1.76670	1.77527	1.76070
135	2009.07.06 22:00	sell	58	0.10	1.76691	1.77407	1.76191
136	2009.07.06 22:13	close	58	0.10	1.76591	1.77407	1.76191	9.49	10384.64
137	2009.07.07 00:45	close	57	0.10	1.76519	1.77527	1.76070	14.05	10398.68
138	2009.07.13 23:43	sell	59	0.10	1.75788	0.00000	0.00000
139	2009.07.13 23:43	modify	59	0.10	1.75788	1.76593	1.75318
140	2009.07.14 07:47	close	59	0.10	1.75884	1.76593	1.75318	-9.39	10389.29
141	2009.07.14 23:17	sell	60	0.10	1.77793	0.00000	0.00000
142	2009.07.14 23:17	modify	60	0.10	1.77793	1.78598	1.77323
143	2009.07.14 23:22	close	60	0.10	1.77706	1.78598	1.77323	8.26	10397.55
144	2009.07.15 22:31	sell	61	0.10	1.76536	1.77828	1.76036
145	2009.07.15 22:55	close	61	0.10	1.76435	1.77828	1.76036	9.58	10407.13
146	2009.07.16 23:03	buy	62	0.10	1.76336	0.00000	0.00000
147	2009.07.16 23:03	modify	62	0.10	1.76336	1.75531	1.76806
148	2009.07.16 23:22	close	62	0.10	1.76417	1.75531	1.76806	7.69	10414.82
149	2009.07.21 22:21	sell	63	0.10	1.75536	1.76115	1.74936
150	2009.07.21 23:33	close	63	0.10	1.75386	1.76115	1.74936	14.23	10429.05
151	2009.07.22 23:01	sell	64	0.10	1.75699	0.00000	0.00000
152	2009.07.22 23:01	modify	64	0.10	1.75699	1.76504	1.75229
153	2009.07.22 23:08	close	64	0.10	1.75612	1.76504	1.75229	8.25	10437.30
154	2009.07.27 23:33	buy	65	0.10	1.76453	0.00000	0.00000
155	2009.07.27 23:33	modify	65	0.10	1.76453	1.75648	1.76923
156	2009.07.28 07:02	close	65	0.10	1.76478	1.75648	1.76923	2.46	10439.75
157	2009.08.05 23:23	buy	66	0.10	1.80281	0.00000	0.00000
158	2009.08.05 23:23	modify	66	0.10	1.80281	1.79476	1.80751
159	2009.08.06 00:29	close	66	0.10	1.80364	1.79476	1.80751	8.13	10447.88
160	2009.08.06 23:58	buy	67	0.10	1.78630	0.00000	0.00000
161	2009.08.06 23:58	modify	67	0.10	1.78630	1.77825	1.79100
162	2009.08.07 00:48	close	67	0.10	1.78711	1.77825	1.79100	7.78	10455.66
163	2009.08.12 23:56	buy	68	0.10	1.77559	0.00000	0.00000
164	2009.08.12 23:56	modify	68	0.10	1.77559	1.76754	1.78029
165	2009.08.13 00:11	close	68	0.10	1.77640	1.76754	1.78029	7.94	10463.59
166	2009.08.19 22:27	sell	69	0.10	1.76169	1.77724	1.75669
167	2009.08.19 23:06	sell	70	0.10	1.76186	0.00000	0.00000
168	2009.08.19 23:06	modify	70	0.10	1.76186	1.76991	1.75716
169	2009.08.19 23:30	close	69	0.10	1.76158	1.77724	1.75669	1.05	10464.64
170	2009.08.20 00:08	close	70	0.10	1.76104	1.76991	1.75716	6.92	10471.57
171	2009.08.20 23:12	buy	71	0.10	1.75420	0.00000	0.00000
172	2009.08.20 23:12	modify	71	0.10	1.75420	1.74615	1.75890
173	2009.08.20 23:23	close	71	0.10	1.75501	1.74615	1.75890	7.69	10479.26
174	2009.08.24 22:00	sell	72	0.10	1.74264	1.75295	1.73764
175	2009.08.24 23:11	close	72	0.10	1.74178	1.75295	1.73764	8.15	10487.41
176	2009.10.01 23:03	buy	73	0.10	1.65979	0.00000	0.00000
177	2009.10.01 23:03	modify	73	0.10	1.65979	1.65174	1.66449
178	2009.10.01 23:17	close	73	0.10	1.66064	1.65174	1.66449	8.04	10495.45
179	2009.10.01 23:55	buy	74	0.10	1.65931	0.00000	0.00000
180	2009.10.01 23:55	modify	74	0.10	1.65931	1.65126	1.66401
181	2009.10.02 07:52	close	74	0.10	1.65839	1.65126	1.66401	-8.62	10486.82
182	2009.10.08 22:45	buy	75	0.10	1.64868	1.64364	1.65368
183	2009.10.08 23:48	buy	76	0.10	1.64839	0.00000	0.00000
184	2009.10.08 23:48	modify	76	0.10	1.64839	1.64034	1.65309
185	2009.10.09 00:22	close	75	0.10	1.64900	1.64364	1.65368	3.12	10489.94
186	2009.10.09 00:48	close	76	0.10	1.64921	1.64034	1.65309	7.86	10497.79
187	2009.10.12 22:00	sell	77	0.10	1.62273	1.63828	1.61773
188	2009.10.12 23:03	close	77	0.10	1.62212	1.63828	1.61773	5.78	10503.57
189	2009.10.15 22:50	buy	78	0.11	1.65097	1.63542	1.65597
190	2009.10.16 00:31	close	78	0.11	1.65102	1.63542	1.65597	0.61	10504.19
191	2009.10.19 22:57	sell	79	0.11	1.65981	1.66752	1.65481
192	2009.10.20 00:23	close	79	0.11	1.65979	1.66752	1.65481	-0.10	10504.08
193	2009.11.02 23:02	sell	80	0.11	1.67656	0.00000	0.00000
194	2009.11.02 23:02	modify	80	0.11	1.67656	1.68461	1.67186
195	2009.11.02 23:38	close	80	0.11	1.67574	1.68461	1.67186	8.53	10512.61
196	2009.11.04 23:08	buy	81	0.11	1.68082	0.00000	0.00000
197	2009.11.04 23:08	modify	81	0.11	1.68082	1.67277	1.68552
198	2009.11.05 00:52	close	81	0.11	1.68164	1.67277	1.68552	8.81	10521.43
199	2009.11.09 23:01	sell	82	0.11	1.68946	0.00000	0.00000
200	2009.11.09 23:01	modify	82	0.11	1.68946	1.69751	1.68476
201	2009.11.10 06:07	close	82	0.11	1.68897	1.69751	1.68476	4.79	10526.21
202	2009.11.17 23:42	buy	83	0.11	1.70812	0.00000	0.00000
203	2009.11.17 23:42	modify	83	0.11	1.70812	1.70007	1.71282
204	2009.11.18 00:02	close	83	0.11	1.70893	1.70007	1.71282	8.53	10534.75
205	2009.11.23 22:28	sell	84	0.11	1.67748	1.68412	1.67148
206	2009.11.24 01:47	close	84	0.11	1.67598	1.68412	1.67148	15.31	10550.05
207	2009.11.24 22:53	sell	85	0.11	1.67313	1.67696	1.66713
208	2009.11.25 04:57	close	85	0.11	1.67311	1.67696	1.66713	-0.10	10549.95
209	2009.11.26 22:31	sell	86	0.11	1.65668	1.66194	1.65068
210	2009.11.26 22:37	sell	87	0.10	1.65709	1.66978	1.65209
211	2009.11.26 23:21	close	87	0.10	1.65608	1.66978	1.65209	9.55	10559.50
212	2009.11.27 00:11	close	86	0.11	1.65516	1.66194	1.65068	15.51	10575.01
213	2009.12.09 23:03	sell	88	0.11	1.66996	0.00000	0.00000
214	2009.12.09 23:03	modify	88	0.11	1.66996	1.67801	1.66526
215	2009.12.10 07:45	close	88	0.11	1.66981	1.67801	1.66526	0.62	10575.63
216	2009.12.10 23:05	sell	89	0.11	1.67014	0.00000	0.00000
217	2009.12.10 23:05	modify	89	0.11	1.67014	1.67819	1.66544
218	2009.12.11 02:23	close	89	0.11	1.66932	1.67819	1.66544	8.22	10583.84
219	2009.12.28 23:32	sell	90	0.11	1.65604	0.00000	0.00000
220	2009.12.28 23:32	modify	90	0.11	1.65604	1.66409	1.65134
221	2009.12.29 07:52	close	90	0.11	1.65640	1.66409	1.65134	-4.06	10579.78
222	2010.01.07 23:13	sell	91	0.11	1.64778	0.00000	0.00000
223	2010.01.07 23:13	modify	91	0.11	1.64778	1.65583	1.64308
224	2010.01.08 03:33	close	91	0.11	1.64696	1.65583	1.64308	8.23	10588.01
225	2010.01.18 23:57	sell	92	0.11	1.67493	0.00000	0.00000
226	2010.01.18 23:57	modify	92	0.11	1.67493	1.68298	1.67023
227	2010.01.19 08:00	s/l	92	0.11	1.68298	1.68298	1.67023	-84.12	10503.88