Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		5 Minutes (M5) 2010.07.01 00:00 - 2010.07.08 23:55 (2010.07.01 - 2010.07.09)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TakeProfit=200; Lots=0.02; MACDOpenLevel=0; MACDCloseLevel=0; MATrendPeriod=7; FastEMA=28; SlowEMA=60; SignalSMA=28; TrailingStop=200; SetHour=0; SetMinute=1;
Bars in test	2716	Ticks modelled	195083	Modelling quality	90.00%
Mismatched charts errors	65
Initial deposit	1000.00
Total net profit	52.05	Gross profit	64.05	Gross loss	-12.00
Profit factor	5.34	Expected payoff	2.26
Absolute drawdown	12.38	Maximal drawdown	16.40 (1.59%)	Relative drawdown	1.61% (16.14)
Total trades	23	Short positions (won %)	12 (66.67%)	Long positions (won %)	11 (81.82%)
		Profit trades (% of total)	17 (73.91%)	Loss trades (% of total)	6 (26.09%)
Largest		profit trade	4.00	loss trade	-5.14
Average		profit trade	3.77	loss trade	-2.00
Maximum		consecutive wins (profit in money)	6 (23.94)	consecutive losses (loss in money)	1 (-5.14)
Maximal		consecutive profit (count of wins)	23.94 (6)	consecutive loss (count of losses)	-5.14 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.07.01 05:48	buy	1	0.02	1.49346	0.00000	1.49546
2	2010.07.01 12:46	t/p	1	0.02	1.49546	0.00000	1.49546	4.00	1004.00
3	2010.07.01 18:00	sell	2	0.02	1.51241	0.00000	1.51041
4	2010.07.01 18:10	t/p	2	0.02	1.51041	0.00000	1.51041	4.00	1008.00
5	2010.07.01 23:10	sell	3	0.02	1.51748	0.00000	1.51548
6	2010.07.01 23:24	t/p	3	0.02	1.51548	0.00000	1.51548	4.00	1012.00
7	2010.07.02 03:00	sell	4	0.02	1.51626	0.00000	1.51426
8	2010.07.02 09:15	close	4	0.02	1.51883	0.00000	1.51426	-5.14	1006.86
9	2010.07.02 09:15	buy	5	0.02	1.51880	0.00000	1.52080
10	2010.07.02 11:21	t/p	5	0.02	1.52080	0.00000	1.52080	4.00	1010.86
11	2010.07.02 13:30	sell	6	0.02	1.51933	0.00000	1.51733
12	2010.07.02 14:40	t/p	6	0.02	1.51733	0.00000	1.51733	4.00	1014.86
13	2010.07.02 19:06	buy	7	0.02	1.51913	0.00000	1.52113
14	2010.07.02 22:50	close	7	0.02	1.51860	0.00000	1.52113	-1.06	1013.80
15	2010.07.02 22:50	sell	8	0.02	1.51856	0.00000	1.51656
16	2010.07.05 04:20	close	8	0.02	1.51848	0.00000	1.51656	0.11	1013.91
17	2010.07.05 04:21	buy	9	0.02	1.51850	0.00000	1.52050
18	2010.07.05 09:45	close	9	0.02	1.51746	0.00000	1.52050	-2.08	1011.83
19	2010.07.05 09:45	sell	10	0.02	1.51736	0.00000	1.51536
20	2010.07.05 10:49	t/p	10	0.02	1.51536	0.00000	1.51536	4.00	1015.83
21	2010.07.05 17:17	buy	11	0.02	1.51180	0.00000	1.51380
22	2010.07.05 21:11	t/p	11	0.02	1.51380	0.00000	1.51380	4.00	1019.83
23	2010.07.05 22:55	sell	12	0.02	1.51331	0.00000	1.51131
24	2010.07.06 01:28	t/p	12	0.02	1.51131	0.00000	1.51131	3.95	1023.77
25	2010.07.06 03:45	buy	13	0.02	1.51047	0.00000	1.51247
26	2010.07.06 03:57	t/p	13	0.02	1.51247	0.00000	1.51247	4.00	1027.77
27	2010.07.06 10:25	sell	14	0.02	1.51772	0.00000	1.51572
28	2010.07.06 19:44	t/p	14	0.02	1.51572	0.00000	1.51572	4.00	1031.77
29	2010.07.06 22:20	buy	15	0.02	1.51521	0.00000	1.51721
30	2010.07.07 15:37	t/p	15	0.02	1.51721	0.00000	1.51721	4.00	1035.77
31	2010.07.07 17:55	sell	16	0.02	1.51776	0.00000	1.51576
32	2010.07.08 01:45	close	16	0.02	1.51812	0.00000	1.51576	-0.88	1034.89
33	2010.07.08 01:45	buy	17	0.02	1.51810	0.00000	1.52010
34	2010.07.08 02:09	t/p	17	0.02	1.52010	0.00000	1.52010	4.00	1038.89
35	2010.07.08 05:05	sell	18	0.02	1.51932	0.00000	1.51732
36	2010.07.08 08:03	close	18	0.02	1.51999	0.00000	1.51732	-1.34	1037.55
37	2010.07.08 08:03	buy	19	0.02	1.52004	0.00000	1.52204
38	2010.07.08 08:26	t/p	19	0.02	1.52204	0.00000	1.52204	4.00	1041.55
39	2010.07.08 09:26	sell	20	0.02	1.51778	0.00000	1.51578
40	2010.07.08 10:20	t/p	20	0.02	1.51578	0.00000	1.51578	4.00	1045.55
41	2010.07.08 13:44	buy	21	0.02	1.51429	0.00000	1.51629
42	2010.07.08 14:39	t/p	21	0.02	1.51629	0.00000	1.51629	4.00	1049.55
43	2010.07.08 19:20	buy	22	0.02	1.51365	0.00000	1.51565
44	2010.07.08 21:44	t/p	22	0.02	1.51565	0.00000	1.51565	4.00	1053.55
45	2010.07.08 23:45	sell	23	0.02	1.51562	0.00000	1.51362
46	2010.07.08 23:59	close at stop	23	0.02	1.51637	0.00000	1.51362	-1.50	1052.05