Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		1 Hour (H1) 2007.01.02 02:00 - 2007.03.30 23:00 (2007.01.01 - 2007.03.31)
Model		Control points (based on the nearest less timeframe with fractal interpolation of 12 control points)
Parameters		StartingBalance=500; TakeProfit=40; StopLoss=15; TrailingStop=35; ShortEma1=18; LongEma1=28; ShortEma2=5; LongEma2=8; MaxRisk=2;
Bars in test	6463	Ticks modelled	21356	Modelling quality	50.00%
Initial deposit	5000.00
Total net profit	564726.62	Gross profit	869543.65	Gross loss	-304817.03
Profit factor	2.85	Expected payoff	7148.44
Absolute drawdown	0.00	Maximal drawdown	53134.55 (12.96%)	Relative drawdown	47.00% (10217.51)
Total trades	79	Short positions (won %)	37 (59.46%)	Long positions (won %)	42 (52.38%)
		Profit trades (% of total)	44 (55.70%)	Loss trades (% of total)	35 (44.30%)
Largest		profit trade	28464.49	loss trade	-10638.54
Average		profit trade	19762.36	loss trade	-8709.06
Maximum		consecutive wins (profit in money)	6 (132035.83)	consecutive losses (loss in money)	6 (-53134.55)
Maximal		consecutive profit (count of wins)	132035.83 (6)	consecutive loss (count of losses)	-53134.55 (6)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Lots	Price	S / L	T / P	Profit	Balance
1	2007.01.02 02:00	sell	1	10.00	118.98	119.13	118.58
2	2007.01.02 03:45	t/p	1	10.00	118.58	119.13	118.58	2541.46	7541.46
3	2007.01.02 04:00	buy	2	15.10	118.61	118.46	119.01
4	2007.01.03 11:45	modify	2	15.10	118.61	118.64	119.01
5	2007.01.03 12:10	t/p	2	15.10	119.01	118.64	119.01	3991.77	11533.23
6	2007.01.04 23:00	buy	3	23.10	119.09	118.94	119.49
7	2007.01.05 01:29	s/l	3	23.10	118.94	118.94	119.49	-1967.75	9565.47
8	2007.01.05 16:45	sell	4	19.10	118.78	118.93	118.38
9	2007.01.05 16:50	t/p	4	19.10	118.38	118.93	118.38	4854.18	14419.65
10	2007.01.05 16:50	buy	5	28.80	118.13	117.98	118.53
11	2007.01.05 16:59	t/p	5	28.80	118.53	117.98	118.53	7321.26	21740.91
12	2007.01.05 16:59	sell	6	43.50	118.67	118.82	118.27
13	2007.01.05 17:05	s/l	6	43.50	118.82	118.82	118.27	-4145.76	17595.15
14	2007.01.08 03:10	buy	7	35.20	118.50	118.35	118.90
15	2007.01.08 03:50	s/l	7	35.20	118.35	118.35	118.90	-3355.57	14239.58
16	2007.01.08 13:35	sell	8	28.50	118.46	118.61	118.06
17	2007.01.08 14:05	s/l	8	28.50	118.61	118.61	118.06	-2716.18	11523.40
18	2007.01.08 20:05	buy	9	23.00	118.41	118.26	118.81
19	2007.01.08 22:20	t/p	9	23.00	118.81	118.26	118.81	5846.83	17370.23
20	2007.01.15 05:10	buy	10	34.70	120.18	120.03	120.58
21	2007.01.15 12:20	modify	10	34.70	120.18	120.21	120.58
22	2007.01.15 12:50	modify	10	34.70	120.18	120.22	120.58
23	2007.01.15 13:50	t/p	10	34.70	120.58	120.22	120.58	8821.10	26191.33
24	2007.01.16 12:35	buy	11	52.40	120.30	120.15	120.70
25	2007.01.16 16:20	t/p	11	52.40	120.70	120.15	120.70	13320.62	39511.95
26	2007.01.17 20:15	buy	12	79.00	120.54	120.39	120.94
27	2007.01.18 09:15	t/p	12	79.00	120.94	120.39	120.94	22486.95	61998.91
28	2007.01.23 15:40	buy	13	100.00	121.13	120.98	121.53
29	2007.01.23 19:35	t/p	13	100.00	121.53	120.98	121.53	25421.03	87419.94
30	2007.01.23 20:00	sell	14	100.00	121.51	121.66	121.11
31	2007.01.23 21:15	s/l	14	100.00	121.66	121.66	121.11	-9530.46	77889.48
32	2007.01.24 09:35	buy	15	100.00	121.05	120.90	121.45
33	2007.01.24 09:45	modify	15	100.00	121.05	121.09	121.45
34	2007.01.24 09:50	s/l	15	100.00	121.09	121.09	121.45	2542.11	80431.59
35	2007.01.24 09:50	buy	16	100.00	120.86	120.71	121.26
36	2007.01.24 11:15	s/l	16	100.00	120.71	120.71	121.26	-9532.89	70898.70
37	2007.01.24 14:15	sell	17	100.00	121.50	121.65	121.10
38	2007.01.24 18:05	t/p	17	100.00	121.10	121.65	121.10	25414.57	96313.27
39	2007.01.24 18:05	buy	18	100.00	120.95	120.80	121.35
40	2007.01.24 18:10	t/p	18	100.00	121.35	120.80	121.35	25421.04	121734.31
41	2007.01.24 18:10	sell	19	100.00	121.48	121.63	121.08
42	2007.01.24 18:15	t/p	19	100.00	121.08	121.63	121.08	25414.58	147148.89
43	2007.01.24 18:15	buy	20	100.00	120.81	120.66	121.21
44	2007.01.25 00:50	modify	20	100.00	120.81	120.82	121.21
45	2007.01.25 01:20	modify	20	100.00	120.81	120.84	121.21
46	2007.01.25 03:20	s/l	20	100.00	120.84	120.84	121.21	4950.04	152098.93
47	2007.01.25 14:40	sell	21	100.00	120.86	121.01	120.46
48	2007.01.25 14:45	t/p	21	100.00	120.46	121.01	120.46	25414.57	177513.50
49	2007.01.25 14:45	buy	22	100.00	120.43	120.28	120.83
50	2007.01.25 14:50	modify	22	100.00	120.43	120.46	120.83
51	2007.01.25 15:50	t/p	22	100.00	120.83	120.46	120.83	25421.03	202934.53
52	2007.01.30 19:00	buy	23	100.00	121.55	121.40	121.95
53	2007.01.31 09:10	s/l	23	100.00	121.40	121.40	121.95	-8518.40	194416.13
54	2007.01.31 15:10	sell	24	100.00	121.52	121.67	121.12
55	2007.01.31 16:45	s/l	24	100.00	121.67	121.67	121.12	-9530.47	184885.66
56	2007.01.31 16:50	buy	25	100.00	121.45	121.30	121.85
57	2007.01.31 18:10	s/l	25	100.00	121.30	121.30	121.85	-9532.89	175352.77
58	2007.01.31 18:10	buy	26	100.00	121.34	121.19	121.74
59	2007.01.31 18:35	s/l	26	100.00	121.19	121.19	121.74	-9532.89	165819.88
60	2007.02.01 19:29	sell	27	100.00	120.69	120.84	120.29
61	2007.02.02 00:45	s/l	27	100.00	120.84	120.84	120.29	-10638.54	155181.33
62	2007.02.02 08:05	buy	28	100.00	120.69	120.54	121.09
63	2007.02.02 15:20	modify	28	100.00	120.69	120.70	121.09
64	2007.02.02 15:50	modify	28	100.00	120.69	120.72	121.09
65	2007.02.02 16:20	t/p	28	100.00	121.09	120.72	121.09	25421.04	180602.37
66	2007.02.05 10:05	buy	29	100.00	120.69	120.54	121.09
67	2007.02.05 10:35	s/l	29	100.00	120.54	120.54	121.09	-9532.89	171069.48
68	2007.02.06 08:50	sell	30	100.00	120.31	120.46	119.91
69	2007.02.06 10:20	s/l	30	100.00	120.46	120.46	119.91	-9530.47	161539.01
70	2007.02.06 14:20	buy	31	100.00	120.24	120.09	120.64
71	2007.02.06 15:15	s/l	31	100.00	120.09	120.09	120.64	-9532.88	152006.13
72	2007.02.06 18:40	sell	32	100.00	120.47	120.62	120.07
73	2007.02.06 18:50	modify	32	100.00	120.47	120.46	120.07
74	2007.02.06 18:59	s/l	32	100.00	120.46	120.46	120.07	635.36	152641.49
75	2007.02.06 18:59	sell	33	100.00	120.45	120.60	120.05
76	2007.02.06 21:45	modify	33	100.00	120.45	120.43	120.05
77	2007.02.06 23:10	modify	33	100.00	120.45	120.42	120.05
78	2007.02.06 23:15	modify	33	100.00	120.45	120.40	120.05
79	2007.02.07 01:05	t/p	33	100.00	120.05	120.40	120.05	24306.50	176947.99
80	2007.02.07 05:15	sell	34	100.00	120.18	120.33	119.78
81	2007.02.07 09:05	s/l	34	100.00	120.33	120.33	119.78	-9530.46	167417.53
82	2007.02.13 06:00	buy	35	100.00	121.49	121.34	121.89
83	2007.02.13 07:10	s/l	35	100.00	121.34	121.34	121.89	-9532.89	157884.64
84	2007.02.14 03:00	sell	36	100.00	121.26	121.41	120.86
85	2007.02.14 12:10	modify	36	100.00	121.26	121.23	120.86
86	2007.02.14 15:45	s/l	36	100.00	121.23	121.23	120.86	1906.09	159790.73
87	2007.02.14 16:00	sell	37	100.00	121.19	121.34	120.79
88	2007.02.14 18:15	t/p	37	100.00	120.79	121.34	120.79	25414.58	185205.31
89	2007.02.15 13:00	sell	38	100.00	120.25	120.40	119.85
90	2007.02.15 17:05	modify	38	100.00	120.25	120.22	119.85
91	2007.02.15 18:30	modify	38	100.00	120.25	120.21	119.85
92	2007.02.15 18:40	t/p	38	100.00	119.85	120.21	119.85	25414.58	210619.89
93	2007.02.16 07:35	sell	39	100.00	119.54	119.69	119.14
94	2007.02.16 16:15	t/p	39	100.00	119.14	119.69	119.14	25414.58	236034.47
95	2007.02.16 18:20	sell	40	100.00	119.43	119.58	119.03
96	2007.02.19 03:10	s/l	40	100.00	119.58	119.58	119.03	-10638.53	225395.93
97	2007.02.19 10:10	buy	41	100.00	119.36	119.21	119.76
98	2007.02.19 12:50	modify	41	100.00	119.36	119.37	119.76
99	2007.02.20 04:10	t/p	41	100.00	119.76	119.37	119.76	26435.53	251831.46
100	2007.02.23 20:00	buy	42	100.00	121.12	120.97	121.52
101	2007.02.23 20:35	s/l	42	100.00	120.97	120.97	121.52	-9532.89	242298.57
102	2007.02.26 20:00	sell	43	100.00	120.77	120.92	120.37
103	2007.02.27 04:50	t/p	43	100.00	120.37	120.92	120.37	24306.51	266605.08
104	2007.02.28 05:20	sell	44	100.00	118.58	118.73	118.18
105	2007.02.28 08:40	t/p	44	100.00	118.18	118.73	118.18	25414.58	292019.66
106	2007.02.28 10:35	sell	45	100.00	118.68	118.83	118.28
107	2007.02.28 12:05	modify	45	100.00	118.68	118.67	118.28
108	2007.02.28 13:05	s/l	45	100.00	118.67	118.67	118.28	635.37	292655.03
109	2007.02.28 16:20	buy	46	100.00	118.33	118.18	118.73
110	2007.02.28 16:45	s/l	46	100.00	118.18	118.18	118.73	-9532.89	283122.14
111	2007.02.28 16:45	buy	47	100.00	118.19	118.04	118.59
112	2007.02.28 17:50	s/l	47	100.00	118.04	118.04	118.59	-9532.88	273589.26
113	2007.02.28 18:35	sell	48	100.00	118.81	118.96	118.41
114	2007.02.28 18:45	t/p	48	100.00	118.41	118.96	118.41	25414.58	299003.84
115	2007.02.28 18:45	buy	49	100.00	118.21	118.06	118.61
116	2007.02.28 19:05	t/p	49	100.00	118.61	118.06	118.61	25421.03	324424.87
117	2007.02.28 19:05	sell	50	100.00	118.75	118.90	118.35
118	2007.02.28 19:35	t/p	50	100.00	118.35	118.90	118.35	25414.58	349839.45
119	2007.02.28 19:35	buy	51	100.00	118.31	118.16	118.71
120	2007.03.01 02:15	modify	51	100.00	118.31	118.33	118.71
121	2007.03.01 02:40	t/p	51	100.00	118.71	118.33	118.71	28464.49	378303.94
122	2007.03.01 05:15	buy	52	100.00	118.37	118.22	118.77
123	2007.03.01 07:10	s/l	52	100.00	118.22	118.22	118.77	-9532.89	368771.05
124	2007.03.02 02:35	sell	53	100.00	117.80	117.95	117.40
125	2007.03.02 13:50	modify	53	100.00	117.80	117.78	117.40
126	2007.03.02 14:10	modify	53	100.00	117.80	117.77	117.40
127	2007.03.02 14:15	t/p	53	100.00	117.40	117.77	117.40	25414.57	394185.62
128	2007.03.05 17:35	sell	54	100.00	115.77	115.92	115.37
129	2007.03.05 17:40	s/l	54	100.00	115.92	115.92	115.37	-9530.47	384655.15
130	2007.03.05 17:45	buy	55	100.00	115.59	115.44	115.99
131	2007.03.05 18:05	t/p	55	100.00	115.99	115.44	115.99	25421.04	410076.19
132	2007.03.06 00:15	buy	56	100.00	115.61	115.46	116.01
133	2007.03.06 00:40	s/l	56	100.00	115.46	115.46	116.01	-9532.89	400543.30
134	2007.03.06 03:35	sell	57	100.00	115.95	116.10	115.55
135	2007.03.06 04:10	s/l	57	100.00	116.10	116.10	115.55	-9530.47	391012.83
136	2007.03.07 23:35	buy	58	100.00	116.25	116.10	116.65
137	2007.03.07 23:45	s/l	58	100.00	116.10	116.10	116.65	-9532.89	381479.94
138	2007.03.07 23:45	buy	59	100.00	116.03	115.88	116.43
139	2007.03.08 01:40	s/l	59	100.00	115.88	115.88	116.43	-6489.43	374990.51
140	2007.03.08 06:20	sell	60	100.00	116.31	116.46	115.91
141	2007.03.08 06:50	s/l	60	100.00	116.46	116.46	115.91	-9530.47	365460.04
142	2007.03.12 21:00	buy	61	100.00	117.66	117.51	118.06
143	2007.03.13 01:05	s/l	61	100.00	117.51	117.51	118.06	-8518.40	356941.64
144	2007.03.13 03:45	sell	62	100.00	117.78	117.93	117.38
145	2007.03.13 07:20	modify	62	100.00	117.78	117.75	117.38
146	2007.03.13 08:40	t/p	62	100.00	117.38	117.75	117.38	25414.57	382356.21
147	2007.03.14 13:20	sell	63	100.00	116.34	116.49	115.94
148	2007.03.14 15:45	s/l	63	100.00	116.49	116.49	115.94	-9530.47	372825.74
149	2007.03.14 19:10	buy	64	100.00	116.06	115.91	116.46
150	2007.03.14 20:05	t/p	64	100.00	116.46	115.91	116.46	25421.03	398246.77
151	2007.03.14 20:05	sell	65	100.00	116.59	116.74	116.19
152	2007.03.14 20:20	t/p	65	100.00	116.19	116.74	116.19	25414.57	423661.34
153	2007.03.14 20:20	buy	66	100.00	116.17	116.02	116.57
154	2007.03.14 20:35	t/p	66	100.00	116.57	116.02	116.57	25421.04	449082.38
155	2007.03.16 10:00	buy	67	100.00	116.98	116.83	117.38
156	2007.03.16 10:15	s/l	67	100.00	116.83	116.83	117.38	-9532.89	439549.49
157	2007.03.16 17:20	sell	68	100.00	116.96	117.11	116.56
158	2007.03.19 02:00	t/p	68	100.00	116.56	117.11	116.56	24306.51	463855.99
159	2007.03.19 04:05	sell	69	100.00	117.44	117.59	117.04
160	2007.03.19 04:10	t/p	69	100.00	117.04	117.59	117.04	25414.58	489270.57
161	2007.03.19 04:10	buy	70	100.00	116.72	116.57	117.12
162	2007.03.19 04:20	t/p	70	100.00	117.12	116.57	117.12	25421.03	514691.60
163	2007.03.19 04:20	sell	71	100.00	117.20	117.35	116.80
164	2007.03.19 06:40	s/l	71	100.00	117.35	117.35	116.80	-9530.47	505161.13
165	2007.03.20 20:35	buy	72	100.00	116.96	116.81	117.36
166	2007.03.20 22:05	modify	72	100.00	116.96	116.98	117.36
167	2007.03.21 02:45	modify	72	100.00	116.96	116.99	117.36
168	2007.03.21 10:05	t/p	72	100.00	117.36	116.99	117.36	26435.53	531596.66
169	2007.03.22 09:10	buy	73	100.00	117.41	117.26	117.81
170	2007.03.22 09:35	s/l	73	100.00	117.26	117.26	117.81	-9532.88	522063.78
171	2007.03.22 09:40	sell	74	100.00	117.48	117.63	117.08
172	2007.03.22 12:45	s/l	74	100.00	117.63	117.63	117.08	-9530.47	512533.31
173	2007.03.23 16:00	buy	75	100.00	117.47	117.32	117.87
174	2007.03.23 17:05	t/p	75	100.00	117.87	117.32	117.87	25421.04	537954.35
175	2007.03.23 17:05	sell	76	100.00	117.90	118.05	117.50
176	2007.03.23 19:40	s/l	76	100.00	118.05	118.05	117.50	-9530.46	528423.89
177	2007.03.28 13:00	buy	77	100.00	117.41	117.26	117.81
178	2007.03.28 13:05	s/l	77	100.00	117.26	117.26	117.81	-9532.88	518891.01
179	2007.03.29 03:05	sell	78	100.00	117.11	117.26	116.71
180	2007.03.29 03:40	t/p	78	100.00	116.71	117.26	116.71	25414.57	544305.58
181	2007.03.29 03:40	buy	79	100.00	116.68	116.53	117.08
182	2007.03.29 04:45	modify	79	100.00	116.68	116.70	117.08
183	2007.03.29 06:10	t/p	79	100.00	117.08	116.70	117.08	25421.04	569726.62