Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		15 Minutes (M15) 2006.09.18 08:00 - 2007.02.09 21:45
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		dLots=1; dStopLossUSD=350; dTakeProfitUSD=850; iBBPeriodFast=21; iBBPeriodSlow=100; iBBDeviation=2; magicNumber=202228;
Bars in test	9838	Ticks modelled	200477	Modelling quality	65.68%
Initial deposit	10000.00
Total net profit	1147.70	Gross profit	9300.02	Gross loss	-8152.32
Profit factor	1.14	Expected payoff	38.26
Absolute drawdown	0.00	Maximal drawdown	3050.60 (23.27%)	Relative drawdown	23.27% (3050.60)
Total trades	30	Short positions (won %)	30 (36.67%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	11 (36.67%)	Loss trades (% of total)	19 (63.33%)
Largest		profit trade	995.10	loss trade	-578.69
Average		profit trade	845.46	loss trade	-429.07
Maximum		consecutive wins (profit in money)	2 (1812.31)	consecutive losses (loss in money)	4 (-1967.62)
Maximal		consecutive profit (count of wins)	1812.31 (2)	consecutive loss (count of losses)	-1967.62 (4)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2006.09.18 08:00	sell	1	1.00	1.2535	0.0000	0.0000
2	2006.09.21 19:15	close	1	1.00	1.2427	0.0000	0.0000	817.21	10817.21
3	2006.09.21 20:00	sell	2	1.00	1.2430	0.0000	0.0000
4	2006.09.25 05:00	close	2	1.00	1.2305	0.0000	0.0000	995.10	11812.31
5	2006.09.25 13:30	sell	3	1.00	1.2365	0.0000	0.0000
6	2006.09.26 09:00	close	3	1.00	1.2417	0.0000	0.0000	-429.15	11383.16
7	2006.09.26 18:00	sell	4	1.00	1.2444	0.0000	0.0000
8	2006.09.29 06:30	close	4	1.00	1.2490	0.0000	0.0000	-420.16	10963.00
9	2006.09.29 15:15	sell	5	1.00	1.2531	0.0000	0.0000
10	2006.10.02 14:30	close	5	1.00	1.2417	0.0000	0.0000	907.73	11870.72
11	2006.10.04 16:30	sell	6	1.00	1.2517	0.0000	0.0000
12	2006.10.06 12:45	close	6	1.00	1.2566	0.0000	0.0000	-431.44	11439.29
13	2006.10.11 12:00	sell	7	1.00	1.2697	0.0000	0.0000
14	2006.10.13 13:00	close	7	1.00	1.2745	0.0000	0.0000	-418.12	11021.17
15	2006.10.18 20:45	sell	8	1.00	1.2707	0.0000	0.0000
16	2006.10.19 17:15	close	8	1.00	1.2596	0.0000	0.0000	850.11	11871.28
17	2006.10.23 16:00	sell	9	1.00	1.2680	0.0000	0.0000
18	2006.10.26 08:30	close	9	1.00	1.2570	0.0000	0.0000	823.23	12694.51
19	2006.10.27 15:30	sell	10	1.00	1.2501	0.0000	0.0000
20	2006.11.03 13:45	close	10	1.00	1.2552	0.0000	0.0000	-478.93	12215.58
21	2006.11.08 19:30	sell	11	1.00	1.2501	0.0000	0.0000
22	2006.11.10 02:15	close	11	1.00	1.2385	0.0000	0.0000	895.12	13110.71
23	2006.11.13 20:15	sell	12	1.00	1.2448	0.0000	0.0000
24	2006.11.15 10:30	close	12	1.00	1.2495	0.0000	0.0000	-396.90	12713.81
25	2006.11.15 18:30	sell	13	1.00	1.2471	0.0000	0.0000
26	2006.11.17 10:00	close	13	1.00	1.2518	0.0000	0.0000	-416.96	12296.85
27	2006.11.24 10:30	sell	14	1.00	1.2092	0.0000	0.0000
28	2006.11.30 15:30	close	14	1.00	1.1990	0.0000	0.0000	788.47	13085.32
29	2006.12.04 17:15	sell	15	1.00	1.1943	0.0000	0.0000
30	2006.12.08 13:30	close	15	1.00	1.2005	0.0000	0.0000	-578.69	12506.62
31	2006.12.12 22:45	sell	16	1.00	1.1996	0.0000	0.0000
32	2006.12.13 13:45	close	16	1.00	1.2063	0.0000	0.0000	-565.79	11940.83
33	2006.12.13 20:00	sell	17	1.00	1.2068	0.0000	0.0000
34	2006.12.14 11:45	close	17	1.00	1.2118	0.0000	0.0000	-443.73	11497.10
35	2006.12.14 19:45	sell	18	1.00	1.2149	0.0000	0.0000
36	2006.12.15 10:00	close	18	1.00	1.2194	0.0000	0.0000	-379.40	11117.69
37	2006.12.18 22:30	sell	19	1.00	1.2223	0.0000	0.0000
38	2006.12.20 03:45	close	19	1.00	1.2118	0.0000	0.0000	845.73	11963.43
39	2006.12.21 20:15	sell	20	1.00	1.2166	0.0000	0.0000
40	2006.12.22 17:15	close	20	1.00	1.2214	0.0000	0.0000	-403.36	11560.06
41	2006.12.27 04:15	sell	21	1.00	1.2202	0.0000	0.0000
42	2006.12.27 15:30	close	21	1.00	1.2253	0.0000	0.0000	-416.22	11143.84
43	2006.12.27 20:00	sell	22	1.00	1.2255	0.0000	0.0000
44	2007.01.02 07:00	close	22	1.00	1.2149	0.0000	0.0000	810.26	11954.10
45	2007.01.03 21:15	sell	23	1.00	1.2263	0.0000	0.0000
46	2007.01.04 09:45	close	23	1.00	1.2317	0.0000	0.0000	-469.54	11484.56
47	2007.01.04 13:30	sell	24	1.00	1.2308	0.0000	0.0000
48	2007.01.05 13:45	close	24	1.00	1.2376	0.0000	0.0000	-559.82	10924.73
49	2007.01.08 19:30	sell	25	1.00	1.2361	0.0000	0.0000
50	2007.01.09 14:00	close	25	1.00	1.2406	0.0000	0.0000	-373.10	10551.63
51	2007.01.09 20:30	sell	26	1.00	1.2410	0.0000	0.0000
52	2007.01.10 15:15	close	26	1.00	1.2470	0.0000	0.0000	-491.52	10060.10
53	2007.01.11 22:15	sell	27	1.00	1.2495	0.0000	0.0000
54	2007.01.23 15:30	close	27	1.00	1.2387	0.0000	0.0000	768.14	10828.24
55	2007.01.25 23:45	sell	28	1.00	1.2476	0.0000	0.0000
56	2007.01.26 10:45	close	28	1.00	1.2531	0.0000	0.0000	-449.28	10378.96
57	2007.01.26 17:00	sell	29	1.00	1.2532	0.0000	0.0000
58	2007.02.01 13:15	close	29	1.00	1.2425	0.0000	0.0000	798.93	11177.89
59	2007.02.05 18:00	sell	30	1.00	1.2480	0.0000	0.0000
60	2007.02.09 21:59	close at stop	30	1.00	1.2476	0.0000	0.0000	-30.18	11147.70