Symbol		GBPUSD (Great Britain Dollar vs. United States Dollar)
Period		1 Hour (H1) 2004.07.01 00:00 - 2007.02.28 00:00 (2004.07.01 - 2007.02.28)
Model		Every tick (based on all available least timeframes with fractal interpolation of every tick)
Parameters		risk_percent=0.05; fixlots=1; slowma=96; fastma=34; currency_momentum=58; trend_momentum=38; maxpipfromEMA=35;
Bars in test	17398	Ticks modelled	3589494	Modelling quality	90.00%
Initial deposit	10000.00
Total net profit	23894.94	Gross profit	59756.79	Gross loss	-35861.85
Profit factor	1.67	Expected payoff	213.35
Absolute drawdown	3048.47	Maximal drawdown	7319.20 (51.29%)	Relative drawdown	51.29% (7319.20)
Total trades	112	Short positions (won %)	43 (41.86%)	Long positions (won %)	69 (52.17%)
		Profit trades (% of total)	54 (48.21%)	Loss trades (% of total)	58 (51.79%)
Largest		profit trade	5115.80	loss trade	-2072.84
Average		profit trade	1106.61	loss trade	-618.31
Maximum		consecutive wins (profit in money)	9 (14617.89)	consecutive losses (loss in money)	5 (-3523.31)
Maximal		consecutive profit (count of wins)	14617.89 (9)	consecutive loss (count of losses)	-3523.31 (5)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2004.07.01 19:00	buy	1	1.00	1.8186	0.0000	0.0000
2	2004.07.06 00:00	close	1	1.00	1.8283	0.0000	0.0000	965.74	10965.74
3	2004.07.06 07:00	buy	2	1.00	1.8343	0.0000	0.0000
4	2004.07.08 12:00	close	2	1.00	1.8483	0.0000	0.0000	1394.32	12360.06
5	2004.07.09 07:00	buy	3	1.00	1.8554	0.0000	0.0000
6	2004.07.09 11:00	close	3	1.00	1.8514	0.0000	0.0000	-400.00	11960.06
7	2004.07.09 18:00	buy	4	1.00	1.8561	0.0000	0.0000
8	2004.07.13 03:00	close	4	1.00	1.8580	0.0000	0.0000	187.16	12147.22
9	2004.07.14 12:00	sell	5	1.00	1.8548	0.0000	0.0000
10	2004.07.16 11:00	close	5	1.00	1.8552	0.0000	0.0000	-43.79	12103.44
11	2004.07.16 11:22	buy	6	1.00	1.8539	0.0000	0.0000
12	2004.07.20 01:00	close	6	1.00	1.8679	0.0000	0.0000	1397.16	13500.60
13	2004.08.02 22:00	buy	7	1.00	1.8285	0.0000	0.0000
14	2004.08.04 11:00	close	7	1.00	1.8205	0.0000	0.0000	-802.84	12697.76
15	2004.08.04 22:00	buy	8	1.00	1.8260	0.0000	0.0000
16	2004.08.10 10:00	close	8	1.00	1.8392	0.0000	0.0000	1311.48	14009.24
17	2004.08.12 03:00	buy	9	1.00	1.8319	0.0000	0.0000
18	2004.08.12 20:00	close	9	1.00	1.8228	0.0000	0.0000	-910.00	13099.24
19	2004.09.08 17:00	buy	10	1.00	1.7841	0.0000	0.0000
20	2004.09.14 12:00	close	10	1.00	1.7959	0.0000	0.0000	1171.48	14270.73
21	2004.09.14 15:00	buy	11	1.00	1.8011	0.0000	0.0000
22	2004.09.14 21:00	close	11	1.00	1.7974	0.0000	0.0000	-370.00	13900.73
23	2004.10.27 18:00	sell	12	1.00	1.8321	0.0000	0.0000
24	2004.11.01 00:00	close	12	1.00	1.8396	0.0000	0.0000	-754.73	13145.99
25	2004.11.02 01:00	sell	13	1.00	1.8325	0.0000	0.0000
26	2004.11.02 18:00	close	13	1.00	1.8377	0.0000	0.0000	-520.00	12625.99
27	2004.11.03 07:00	sell	14	1.00	1.8348	0.0000	0.0000
28	2004.11.03 10:00	close	14	1.00	1.8380	0.0000	0.0000	-320.00	12305.99
29	2004.11.10 17:00	sell	15	1.00	1.8493	0.0000	0.0000
30	2004.11.12 07:00	close	15	1.00	1.8484	0.0000	0.0000	86.21	12392.21
31	2004.11.12 07:00	buy	16	1.00	1.8482	0.0000	0.0000
32	2004.11.12 15:00	close	16	1.00	1.8437	0.0000	0.0000	-450.00	11942.21
33	2004.11.12 18:00	buy	17	1.00	1.8501	0.0000	0.0000
34	2004.11.15 19:00	close	17	1.00	1.8474	0.0000	0.0000	-271.42	11670.79
35	2004.11.15 19:00	sell	18	1.00	1.8474	0.0000	0.0000
36	2004.11.16 22:00	close	18	1.00	1.8538	0.0000	0.0000	-640.95	11029.84
37	2004.11.19 06:00	sell	19	1.00	1.8514	0.0000	0.0000
38	2004.11.22 18:00	close	19	1.00	1.8577	0.0000	0.0000	-630.95	10398.90
39	2004.11.23 08:00	sell	20	1.00	1.8550	0.0000	0.0000
40	2004.11.23 18:00	close	20	1.00	1.8703	0.0000	0.0000	-1530.00	8868.90
41	2004.12.21 11:00	sell	21	1.00	1.9379	0.0000	0.0000
42	2004.12.23 12:00	close	21	1.00	1.9226	0.0000	0.0000	1526.21	10395.11
43	2004.12.30 20:00	buy	22	1.00	1.9255	0.0000	0.0000
44	2005.01.03 07:00	close	22	1.00	1.9048	0.0000	0.0000	-2072.84	8322.27
45	2005.01.11 19:00	buy	23	1.00	1.8803	0.0000	0.0000
46	2005.01.12 11:00	close	23	1.00	1.8708	0.0000	0.0000	-951.42	7370.85
47	2005.01.19 10:00	buy	24	1.00	1.8710	0.0000	0.0000
48	2005.01.25 15:00	close	24	1.00	1.8735	0.0000	0.0000	241.48	7612.34
49	2005.02.01 10:00	sell	25	1.00	1.8826	0.0000	0.0000
50	2005.02.02 04:00	close	25	1.00	1.8853	0.0000	0.0000	-270.95	7341.39
51	2005.02.03 21:00	sell	26	1.00	1.8805	0.0000	0.0000
52	2005.02.09 10:00	close	26	1.00	1.8590	0.0000	0.0000	2146.21	9487.60
53	2005.03.02 21:00	sell	27	1.00	1.9117	0.0000	0.0000
54	2005.03.04 16:00	close	27	1.00	1.9125	0.0000	0.0000	-83.79	9403.82
55	2005.03.04 16:00	buy	28	1.00	1.9123	0.0000	0.0000
56	2005.03.07 15:00	close	28	1.00	1.9144	0.0000	0.0000	208.58	9612.40
57	2005.03.07 15:00	sell	29	1.00	1.9143	0.0000	0.0000
58	2005.03.08 16:00	close	29	1.00	1.9241	0.0000	0.0000	-980.94	8631.46
59	2005.03.14 15:00	sell	30	1.00	1.9188	0.0000	0.0000
60	2005.03.15 14:00	close	30	1.00	1.9217	0.0000	0.0000	-290.95	8340.52
61	2005.03.15 14:00	buy	31	1.00	1.9214	0.0000	0.0000
62	2005.03.15 22:00	close	31	1.00	1.9126	0.0000	0.0000	-880.00	7460.52
63	2005.04.01 18:00	sell	32	1.00	1.8782	0.0000	0.0000
64	2005.04.05 21:00	close	32	1.00	1.8785	0.0000	0.0000	-31.89	7428.62
65	2005.04.08 19:00	buy	33	1.00	1.8826	0.0000	0.0000
66	2005.04.12 18:00	close	33	1.00	1.8856	0.0000	0.0000	297.16	7725.79
67	2005.04.13 01:00	buy	34	1.00	1.8921	0.0000	0.0000
68	2005.04.13 16:00	close	34	1.00	1.8884	0.0000	0.0000	-370.00	7355.79
69	2005.04.13 19:00	buy	35	1.00	1.8933	0.0000	0.0000
70	2005.04.14 06:00	close	35	1.00	1.8893	0.0000	0.0000	-404.26	6951.53
71	2005.04.15 15:00	buy	36	1.00	1.8882	0.0000	0.0000
72	2005.04.21 11:00	close	36	1.00	1.9160	0.0000	0.0000	2771.48	9723.01
73	2005.04.29 22:00	sell	37	1.00	1.9064	0.0000	0.0000
74	2005.05.04 05:00	close	37	1.00	1.8999	0.0000	0.0000	647.16	10370.17
75	2005.05.04 06:00	buy	38	1.00	1.9015	0.0000	0.0000
76	2005.05.06 06:00	close	38	1.00	1.9019	0.0000	0.0000	34.32	10404.49
77	2005.05.25 17:00	buy	39	1.00	1.8329	0.0000	0.0000
78	2005.05.26 12:00	close	39	1.00	1.8265	0.0000	0.0000	-644.26	9760.23
79	2005.05.31 17:00	buy	40	1.00	1.8241	0.0000	0.0000
80	2005.05.31 22:00	close	40	1.00	1.8177	0.0000	0.0000	-640.00	9120.23
81	2005.06.03 04:00	buy	41	1.00	1.8190	0.0000	0.0000
82	2005.06.06 00:00	close	41	1.00	1.8131	0.0000	0.0000	-591.42	8528.81
83	2005.06.06 07:00	buy	42	1.00	1.8181	0.0000	0.0000
84	2005.06.08 21:00	close	42	1.00	1.8287	0.0000	0.0000	1057.16	9585.98
85	2005.06.22 17:00	sell	43	1.00	1.8191	0.0000	0.0000
86	2005.06.24 13:00	close	43	1.00	1.8217	0.0000	0.0000	-263.79	9322.19
87	2005.07.25 20:00	buy	44	1.00	1.7462	0.0000	0.0000
88	2005.07.26 07:00	close	44	1.00	1.7424	0.0000	0.0000	-381.42	8940.77
89	2005.07.27 17:00	buy	45	1.00	1.7420	0.0000	0.0000
90	2005.08.03 04:00	close	45	1.00	1.7681	0.0000	0.0000	2600.06	11540.83
91	2005.08.03 12:00	buy	46	1.00	1.7748	0.0000	0.0000
92	2005.08.04 12:00	close	46	1.00	1.7747	0.0000	0.0000	-14.26	11526.57
93	2005.08.04 14:00	buy	47	1.00	1.7789	0.0000	0.0000
94	2005.08.04 16:00	close	47	1.00	1.7760	0.0000	0.0000	-290.00	11236.57
95	2005.08.04 19:00	buy	48	1.00	1.7801	0.0000	0.0000
96	2005.08.05 08:00	close	48	1.00	1.7754	0.0000	0.0000	-471.42	10765.16
97	2005.08.05 15:00	buy	49	1.00	1.7811	0.0000	0.0000
98	2005.08.05 16:00	close	49	1.00	1.7735	0.0000	0.0000	-760.00	10005.16
99	2005.08.10 00:00	buy	50	1.00	1.7879	0.0000	0.0000
100	2005.08.15 13:00	close	50	1.00	1.8108	0.0000	0.0000	2282.90	12288.06
101	2005.08.17 20:00	sell	51	1.00	1.8050	0.0000	0.0000
102	2005.08.22 00:00	close	51	1.00	1.7967	0.0000	0.0000	825.27	13113.33
103	2005.08.29 15:00	sell	52	1.00	1.8025	0.0000	0.0000
104	2005.08.31 18:00	close	52	1.00	1.7993	0.0000	0.0000	318.11	13431.43
105	2005.09.22 05:00	buy	53	1.00	1.8080	0.0000	0.0000
106	2005.09.22 20:00	close	53	1.00	1.7916	0.0000	0.0000	-1640.00	11791.43
107	2005.10.06 00:00	buy	54	1.00	1.7674	0.0000	0.0000
108	2005.10.07 11:00	close	54	1.00	1.7700	0.0000	0.0000	258.58	12050.01
109	2005.10.13 20:00	buy	55	1.00	1.7540	0.0000	0.0000
110	2005.10.17 13:00	close	55	1.00	1.7580	0.0000	0.0000	397.16	12447.17
111	2005.10.19 12:00	buy	56	1.00	1.7552	0.0000	0.0000
112	2005.10.21 19:00	close	56	1.00	1.7668	0.0000	0.0000	1154.32	13601.50
113	2005.10.24 18:00	buy	57	1.00	1.7710	0.0000	0.0000
114	2005.10.24 21:00	close	57	1.00	1.7664	0.0000	0.0000	-460.00	13141.50
115	2005.10.25 00:00	buy	58	1.00	1.7696	0.0000	0.0000
116	2005.10.25 02:00	close	58	1.00	1.7662	0.0000	0.0000	-340.00	12801.50
117	2005.10.25 05:00	sell	59	1.00	1.7658	0.0000	0.0000
118	2005.10.25 14:00	close	59	1.00	1.7779	0.0000	0.0000	-1210.00	11591.50
119	2005.10.31 15:00	sell	60	1.00	1.7736	0.0000	0.0000
120	2005.11.02 15:00	close	60	1.00	1.7698	0.0000	0.0000	378.11	11969.60
121	2005.11.22 21:00	buy	61	1.00	1.7220	0.0000	0.0000
122	2005.11.25 00:00	close	61	1.00	1.7220	0.0000	0.0000	-7.10	11962.51
123	2005.12.15 17:00	sell	62	1.00	1.7631	0.0000	0.0000
124	2005.12.16 15:00	close	62	1.00	1.7682	0.0000	0.0000	-510.95	11451.56
125	2005.12.19 10:00	sell	63	1.00	1.7673	0.0000	0.0000
126	2005.12.28 10:00	close	63	1.00	1.7399	0.0000	0.0000	2731.48	14183.04
127	2005.12.28 10:00	buy	64	1.00	1.7400	0.0000	0.0000
128	2005.12.28 18:00	close	64	1.00	1.7270	0.0000	0.0000	-1300.00	12883.04
129	2006.01.03 09:00	buy	65	1.00	1.7283	0.0000	0.0000
130	2006.01.05 13:00	close	65	1.00	1.7503	0.0000	0.0000	2194.32	15077.36
131	2006.01.06 15:00	buy	66	1.00	1.7566	0.0000	0.0000
132	2006.01.09 18:00	close	66	1.00	1.7637	0.0000	0.0000	708.58	15785.95
133	2006.01.10 13:00	buy	67	1.00	1.7687	0.0000	0.0000
134	2006.01.10 16:00	close	67	1.00	1.7644	0.0000	0.0000	-430.00	15355.95
135	2006.01.12 18:00	sell	68	1.00	1.7617	0.0000	0.0000
136	2006.01.13 15:00	close	68	1.00	1.7653	0.0000	0.0000	-360.95	14995.00
137	2006.02.16 23:00	buy	69	1.00	1.7395	0.0000	0.0000
138	2006.02.17 05:00	close	69	1.00	1.7356	0.0000	0.0000	-391.42	14603.58
139	2006.02.17 18:00	buy	70	1.00	1.7408	0.0000	0.0000
140	2006.02.21 12:00	close	70	1.00	1.7423	0.0000	0.0000	147.16	14750.74
141	2006.02.21 15:00	buy	71	1.00	1.7474	0.0000	0.0000
142	2006.02.22 11:00	close	71	1.00	1.7435	0.0000	0.0000	-391.42	14359.32
143	2006.02.27 10:00	sell	72	1.00	1.7415	0.0000	0.0000
144	2006.02.28 13:00	close	72	1.00	1.7472	0.0000	0.0000	-570.95	13788.37
145	2006.03.01 21:00	sell	73	1.00	1.7492	0.0000	0.0000
146	2006.03.02 22:00	close	73	1.00	1.7541	0.0000	0.0000	-492.84	13295.54
147	2006.03.22 00:00	sell	74	1.00	1.7476	0.0000	0.0000
148	2006.03.24 19:00	close	74	1.00	1.7429	0.0000	0.0000	466.21	13761.75
149	2006.05.17 19:00	sell	75	1.00	1.8819	0.0000	0.0000
150	2006.05.18 13:00	close	75	1.00	1.8888	0.0000	0.0000	-692.84	13068.91
151	2006.05.30 07:00	buy	76	1.00	1.8678	0.0000	0.0000
152	2006.05.31 17:00	close	76	1.00	1.8734	0.0000	0.0000	558.58	13627.49
153	2006.06.19 04:00	sell	77	1.00	1.8477	0.0000	0.0000
154	2006.06.21 02:00	close	77	1.00	1.8436	0.0000	0.0000	408.11	14035.60
155	2006.06.21 03:00	buy	78	1.00	1.8452	0.0000	0.0000
156	2006.06.22 19:00	close	78	1.00	1.8297	0.0000	0.0000	-1554.26	12481.34
157	2006.07.06 07:00	sell	79	1.00	1.8354	0.0000	0.0000
158	2006.07.07 21:00	close	79	1.00	1.8530	0.0000	0.0000	-1760.95	10720.39
159	2006.07.26 18:00	buy	80	1.00	1.8471	0.0000	0.0000
160	2006.08.01 08:00	close	80	1.00	1.8638	0.0000	0.0000	1661.48	12381.88
161	2006.08.01 14:00	buy	81	1.00	1.8677	0.0000	0.0000
162	2006.08.01 16:00	close	81	1.00	1.8648	0.0000	0.0000	-290.00	12091.88
163	2006.08.01 18:00	buy	82	1.00	1.8678	0.0000	0.0000
164	2006.08.03 09:00	close	82	1.00	1.8745	0.0000	0.0000	664.32	12756.20
165	2006.08.03 15:00	buy	83	1.00	1.8851	0.0000	0.0000
166	2006.08.08 03:00	close	83	1.00	1.9045	0.0000	0.0000	1935.74	14691.94
167	2006.08.08 22:00	buy	84	1.00	1.9105	0.0000	0.0000
168	2006.08.09 02:00	close	84	1.00	1.8978	0.0000	0.0000	-1271.42	13420.52
169	2006.08.09 02:01	sell	85	1.00	1.8979	0.0000	0.0000
170	2006.08.09 12:00	close	85	1.00	1.9087	0.0000	0.0000	-1080.00	12340.52
171	2006.08.10 11:00	sell	86	1.00	1.9009	0.0000	0.0000
172	2006.08.15 08:00	close	86	1.00	1.8909	0.0000	0.0000	997.16	13337.68
173	2006.08.15 12:00	sell	87	1.00	1.8869	0.0000	0.0000
174	2006.08.15 16:00	close	87	1.00	1.8948	0.0000	0.0000	-790.00	12547.68
175	2006.08.15 16:00	buy	88	1.00	1.8949	0.0000	0.0000
176	2006.08.16 14:00	close	88	1.00	1.8892	0.0000	0.0000	-571.42	11976.26
177	2006.09.14 00:00	buy	89	1.00	1.8765	0.0000	0.0000
178	2006.09.15 14:00	close	89	1.00	1.8820	0.0000	0.0000	548.58	12524.84
179	2006.09.27 07:00	sell	90	1.00	1.8953	0.0000	0.0000
180	2006.10.02 13:00	close	90	1.00	1.8734	0.0000	0.0000	2185.27	14710.11
181	2006.10.02 21:00	buy	91	1.00	1.8875	0.0000	0.0000
182	2006.10.04 08:00	close	91	1.00	1.8843	0.0000	0.0000	-322.84	14387.27
183	2006.10.16 11:00	buy	92	1.00	1.8598	0.0000	0.0000
184	2006.10.18 18:00	close	92	1.00	1.8674	0.0000	0.0000	757.16	15144.43
185	2006.10.19 11:00	buy	93	1.00	1.8734	0.0000	0.0000
186	2006.10.23 11:00	close	93	1.00	1.8780	0.0000	0.0000	457.16	15601.59
187	2006.11.03 21:00	sell	94	1.00	1.9007	0.0000	0.0000
188	2006.11.07 05:00	close	94	1.00	1.9016	0.0000	0.0000	-91.89	15509.70
189	2006.11.13 12:00	sell	95	1.00	1.9071	0.0000	0.0000
190	2006.11.16 19:00	close	95	1.00	1.8906	0.0000	0.0000	1645.27	17154.97
191	2006.11.17 05:00	sell	96	1.00	1.8871	0.0000	0.0000
192	2006.11.17 17:00	close	96	1.00	1.8916	0.0000	0.0000	-450.00	16704.97
193	2006.11.17 18:00	buy	97	1.00	1.8947	0.0000	0.0000
194	2006.11.29 21:00	close	97	1.00	1.9460	0.0000	0.0000	5115.80	21820.77
195	2006.11.30 10:00	buy	98	1.00	1.9533	0.0000	0.0000
196	2006.12.05 06:00	close	98	1.00	1.9764	0.0000	0.0000	2305.74	24126.52
197	2006.12.07 06:00	sell	99	1.00	1.9665	0.0000	0.0000
198	2006.12.11 20:00	close	99	1.00	1.9585	0.0000	0.0000	798.11	24924.62
199	2006.12.13 20:00	sell	100	1.00	1.9643	0.0000	0.0000
200	2006.12.19 10:00	close	100	1.00	1.9534	0.0000	0.0000	1084.32	26008.94
201	2006.12.19 11:00	buy	101	1.00	1.9623	0.0000	0.0000
202	2006.12.20 21:00	close	101	1.00	1.9643	0.0000	0.0000	198.58	26207.53
203	2007.01.03 13:00	sell	102	1.00	1.9626	0.0000	0.0000
204	2007.01.08 18:00	close	102	1.00	1.9349	0.0000	0.0000	2765.27	28972.79
205	2007.01.11 12:00	buy	103	1.00	1.9397	0.0000	0.0000
206	2007.01.16 17:00	close	103	1.00	1.9612	0.0000	0.0000	2145.74	31118.53
207	2007.01.17 10:00	buy	104	1.00	1.9649	0.0000	0.0000
208	2007.01.18 16:00	close	104	1.00	1.9668	0.0000	0.0000	185.74	31304.28
209	2007.01.18 20:00	buy	105	1.00	1.9722	0.0000	0.0000
210	2007.01.19 17:00	close	105	1.00	1.9724	0.0000	0.0000	18.58	31322.86
211	2007.01.19 19:00	buy	106	1.00	1.9760	0.0000	0.0000
212	2007.01.22 12:00	close	106	1.00	1.9720	0.0000	0.0000	-401.42	30921.44
213	2007.01.22 16:00	buy	107	1.00	1.9761	0.0000	0.0000
214	2007.01.24 09:00	close	107	1.00	1.9774	0.0000	0.0000	127.16	31048.60
215	2007.01.24 10:00	sell	108	1.00	1.9742	0.0000	0.0000
216	2007.01.30 00:00	close	108	1.00	1.9612	0.0000	0.0000	1294.32	32342.92
217	2007.01.31 21:00	buy	109	1.00	1.9620	0.0000	0.0000
218	2007.02.05 01:00	close	109	1.00	1.9654	0.0000	0.0000	332.90	32675.82
219	2007.02.08 11:00	sell	110	1.00	1.9668	0.0000	0.0000
220	2007.02.13 10:00	close	110	1.00	1.9518	0.0000	0.0000	1497.16	34172.98
221	2007.02.13 12:00	sell	111	1.00	1.9427	0.0000	0.0000
222	2007.02.14 00:00	close	111	1.00	1.9471	0.0000	0.0000	-440.95	33732.04
223	2007.02.19 22:00	buy	112	1.00	1.9513	0.0000	0.0000
224	2007.02.22 05:00	close	112	1.00	1.9530	0.0000	0.0000	162.90	33894.94