Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2010.09.21 10:30 - 2010.10.27 00:00
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Lots=0.01; mfactor=4; MovingPeriod=12; MovingShift=6; TakeProfit=50; StopLoss=50; magic=true;
Bars in test	2517	Ticks modelled	1886281	Modelling quality	28.07%
Mismatched charts errors	2
Initial deposit	100.00
Total net profit	280.56	Gross profit	404.26	Gross loss	-123.71
Profit factor	3.27	Expected payoff	9.35
Absolute drawdown	48.70	Maximal drawdown	104.40 (31.63%)	Relative drawdown	58.39% (72.00)
Total trades	30	Short positions (won %)	10 (50.00%)	Long positions (won %)	20 (50.00%)
		Profit trades (% of total)	15 (50.00%)	Loss trades (% of total)	15 (50.00%)
Largest		profit trade	80.00	loss trade	-21.20
Average		profit trade	26.95	loss trade	-8.25
Maximum		consecutive wins (profit in money)	3 (90.00)	consecutive losses (loss in money)	2 (-26.50)
Maximal		consecutive profit (count of wins)	90.00 (3)	consecutive loss (count of losses)	-26.50 (2)
Average		consecutive wins	1	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.09.21 11:45	buy	1	0.01	1.5550	1.5497	1.5600
2	2010.09.21 21:25	t/p	1	0.01	1.5600	1.5497	1.5600	5.00	105.00
3	2010.09.22 12:15	buy	2	0.01	1.5693	1.5640	1.5743
4	2010.09.22 15:05	s/l	2	0.01	1.5640	1.5640	1.5743	-5.30	99.70
5	2010.09.23 11:15	buy	3	0.04	1.5665	1.5612	1.5715
6	2010.09.23 11:54	s/l	3	0.04	1.5612	1.5612	1.5715	-21.20	78.50
7	2010.09.23 12:45	buy	4	0.16	1.5677	1.5624	1.5727
8	2010.09.23 17:39	t/p	4	0.16	1.5727	1.5624	1.5727	80.00	158.50
9	2010.09.24 10:45	buy	5	0.01	1.5688	1.5635	1.5738
10	2010.09.24 15:23	t/p	5	0.01	1.5738	1.5635	1.5738	5.00	163.50
11	2010.09.27 10:30	buy	6	0.01	1.5838	1.5785	1.5888
12	2010.09.28 09:23	s/l	6	0.01	1.5785	1.5785	1.5888	-5.32	158.18
13	2010.09.28 11:45	buy	7	0.04	1.5824	1.5771	1.5874
14	2010.09.28 12:36	t/p	7	0.04	1.5874	1.5771	1.5874	20.00	178.18
15	2010.09.29 10:00	buy	8	0.01	1.5849	1.5796	1.5899
16	2010.09.29 12:53	s/l	8	0.01	1.5796	1.5796	1.5899	-5.30	172.88
17	2010.09.29 15:15	buy	9	0.04	1.5791	1.5738	1.5841
18	2010.09.30 06:24	t/p	9	0.04	1.5841	1.5738	1.5841	19.72	192.60
19	2010.09.30 10:15	buy	10	0.01	1.5859	1.5806	1.5909
20	2010.09.30 13:48	t/p	10	0.01	1.5909	1.5806	1.5909	5.00	197.60
21	2010.10.01 09:00	sell	11	0.01	1.5724	1.5777	1.5674
22	2010.10.01 10:38	s/l	11	0.01	1.5777	1.5777	1.5674	-5.30	192.30
23	2010.10.01 14:00	sell	12	0.04	1.5823	1.5876	1.5773
24	2010.10.04 10:06	t/p	12	0.04	1.5773	1.5876	1.5773	19.82	212.12
25	2010.10.06 09:00	buy	13	0.01	1.5917	1.5864	1.5967
26	2010.10.06 14:08	s/l	13	0.01	1.5864	1.5864	1.5967	-5.30	206.82
27	2010.10.06 15:30	buy	14	0.04	1.5879	1.5826	1.5929
28	2010.10.07 11:21	t/p	14	0.04	1.5929	1.5826	1.5929	19.72	226.54
29	2010.10.07 14:30	buy	15	0.01	1.6012	1.5959	1.6062
30	2010.10.07 15:23	s/l	15	0.01	1.5959	1.5959	1.6062	-5.30	221.24
31	2010.10.08 11:45	buy	16	0.04	1.5846	1.5793	1.5896
32	2010.10.08 15:36	t/p	16	0.04	1.5896	1.5793	1.5896	20.00	241.24
33	2010.10.11 10:15	buy	17	0.01	1.5939	1.5886	1.5989
34	2010.10.11 18:54	s/l	17	0.01	1.5886	1.5886	1.5989	-5.30	235.94
35	2010.10.12 13:00	buy	18	0.04	1.5829	1.5776	1.5879
36	2010.10.12 20:06	s/l	18	0.04	1.5776	1.5776	1.5879	-21.20	214.74
37	2010.10.13 15:45	buy	19	0.16	1.5847	1.5794	1.5897
38	2010.10.13 21:06	t/p	19	0.16	1.5897	1.5794	1.5897	80.00	294.74
39	2010.10.15 13:00	buy	20	0.01	1.6062	1.6009	1.6112
40	2010.10.15 17:21	s/l	20	0.01	1.6009	1.6009	1.6112	-5.30	289.44
41	2010.10.18 12:30	buy	21	0.04	1.5882	1.5829	1.5932
42	2010.10.18 19:45	t/p	21	0.04	1.5932	1.5829	1.5932	20.00	309.44
43	2010.10.19 09:45	buy	22	0.01	1.5864	1.5811	1.5914
44	2010.10.19 12:15	s/l	22	0.01	1.5811	1.5811	1.5914	-5.30	304.14
45	2010.10.19 12:30	sell	23	0.04	1.5822	1.5875	1.5772
46	2010.10.19 13:17	t/p	23	0.04	1.5772	1.5875	1.5772	20.00	324.14
47	2010.10.20 10:15	sell	24	0.01	1.5731	1.5784	1.5681
48	2010.10.20 16:38	s/l	24	0.01	1.5784	1.5784	1.5681	-5.30	318.84
49	2010.10.21 10:15	sell	25	0.04	1.5757	1.5810	1.5707
50	2010.10.21 11:21	s/l	25	0.04	1.5810	1.5810	1.5707	-21.20	297.64
51	2010.10.21 15:00	sell	26	0.16	1.5747	1.5800	1.5697
52	2010.10.21 21:06	t/p	26	0.16	1.5697	1.5800	1.5697	80.00	377.64
53	2010.10.22 10:15	sell	27	0.01	1.5720	1.5773	1.5670
54	2010.10.22 10:38	t/p	27	0.01	1.5670	1.5773	1.5670	5.00	382.64
55	2010.10.25 09:45	sell	28	0.01	1.5757	1.5810	1.5707
56	2010.10.25 15:47	t/p	28	0.01	1.5707	1.5810	1.5707	5.00	387.64
57	2010.10.26 11:00	sell	29	0.01	1.5755	1.5808	1.5705
58	2010.10.26 11:30	s/l	29	0.01	1.5808	1.5808	1.5705	-5.30	382.34
59	2010.10.26 15:30	sell	30	0.04	1.5845	1.5898	1.5795
60	2010.10.27 00:09	close at stop	30	0.04	1.5849	1.5898	1.5795	-1.78	380.56