Symbol		CHFJPY (Swiss Franc vs Japanese Yen)
Period		5 Minutes (M5) 2013.07.07 22:15 - 2013.09.15 23:55 (2013.07.06 - 2013.09.16)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Primary_Long_15min_Filter=7; Secondary_Long_15min_Filter=11; Primary_Long_1hr_Filter=5; Secondary_Long_1hr_Filter=21; Primary_Long_4hr_Filter=7; Secondary_Long_4hr_Filter=17; Primary_Long_Daily_Filter=7; Secondary_Long_Daily_Filter=9; Long_Entry_LWMA=8; Long_FMA=11; Long_SMA=35; BuyLots27=0.1; BuySlippage27=4; BuyStoploss27=40; BuyTakeprofit27=30; Visual_Support_Level=65; Primary_Short_15min_Filter=3; Secondary_Short_15min_Filter=15; Primary_Short_1hr_Filter=3; Secondary_Short_1hr_Filter=21; Primary_Short_4hr_Filter=8; Secondary_Short_4hr_Filter=21; Primary_Short_Daily_Filter=3; Secondary_Short_Daily_Filter=9; Short_Entry_LWMA=4; Short_FMA=3; Short_SMA=31; SellLots26=0.1; SellSlippage26=4; SellStoploss26=65; SellTakeprofit26=25; Visual_Resistance_Leve=65;
Bars in test	15384	Ticks modelled	4336514	Modelling quality	n/a
Mismatched charts errors	471
Initial deposit	1000.00
Total net profit	1160.50	Gross profit	1243.57	Gross loss	-83.07
Profit factor	14.97	Expected payoff	24.69
Absolute drawdown	12.90	Maximal drawdown	68.69 (3.33%)	Relative drawdown	4.53% (46.89)
Total trades	47	Short positions (won %)	23 (100.00%)	Long positions (won %)	24 (91.67%)
		Profit trades (% of total)	45 (95.74%)	Loss trades (% of total)	2 (4.26%)
Largest		profit trade	30.45	loss trade	-42.47
Average		profit trade	27.63	loss trade	-41.54
Maximum		consecutive wins (profit in money)	34 (948.39)	consecutive losses (loss in money)	1 (-42.47)
Maximal		consecutive profit (count of wins)	948.39 (34)	consecutive loss (count of losses)	-42.47 (1)
Average		consecutive wins	23	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2013.07.08 04:20	sell	1	0.10	104.810	105.460	104.560
2	2013.07.08 07:07	t/p	1	0.10	104.560	105.460	104.560	25.37	1025.37
3	2013.07.09 00:30	sell	2	0.10	104.649	105.299	104.399
4	2013.07.09 14:01	t/p	2	0.10	104.399	105.299	104.399	25.37	1050.74
5	2013.07.09 17:25	sell	3	0.10	103.874	104.524	103.624
6	2013.07.09 18:32	t/p	3	0.10	103.624	104.524	103.624	25.37	1076.11
7	2013.07.10 03:00	sell	4	0.10	103.821	104.471	103.571
8	2013.07.10 05:54	t/p	4	0.10	103.571	104.471	103.571	25.37	1101.48
9	2013.07.10 07:25	sell	5	0.10	103.506	104.156	103.256
10	2013.07.10 09:05	t/p	5	0.10	103.256	104.156	103.256	25.37	1126.85
11	2013.07.15 03:15	buy	6	0.10	104.854	104.454	105.154
12	2013.07.15 09:31	t/p	6	0.10	105.154	104.454	105.154	30.45	1157.30
13	2013.07.15 10:10	buy	7	0.10	104.927	104.527	105.227
14	2013.07.15 12:46	t/p	7	0.10	105.227	104.527	105.227	30.45	1187.75
15	2013.07.15 17:50	buy	8	0.10	105.164	104.764	105.464
16	2013.07.16 08:14	t/p	8	0.10	105.464	104.764	105.464	29.98	1217.73
17	2013.07.16 13:45	buy	9	0.10	105.427	105.027	105.727
18	2013.07.17 08:05	t/p	9	0.10	105.727	105.027	105.727	29.98	1247.71
19	2013.07.18 04:00	buy	10	0.10	105.892	105.492	106.192
20	2013.07.18 08:01	t/p	10	0.10	106.192	105.492	106.192	30.45	1278.16
21	2013.07.18 13:35	buy	11	0.10	106.065	105.665	106.365
22	2013.07.18 18:43	t/p	11	0.10	106.365	105.665	106.365	30.45	1308.61
23	2013.07.18 21:45	buy	12	0.10	106.320	105.920	106.620
24	2013.07.19 01:20	t/p	12	0.10	106.620	105.920	106.620	29.98	1338.60
25	2013.07.19 20:15	buy	13	0.10	106.561	106.161	106.861
26	2013.07.19 21:55	t/p	13	0.10	106.861	106.161	106.861	30.45	1369.05
27	2013.07.24 03:00	buy	14	0.10	106.474	106.074	106.774
28	2013.07.24 08:29	t/p	14	0.10	106.774	106.074	106.774	30.45	1399.50
29	2013.07.24 11:25	buy	15	0.10	106.850	106.450	107.150
30	2013.07.24 14:59	t/p	15	0.10	107.150	106.450	107.150	30.45	1429.95
31	2013.07.26 16:45	sell	16	0.10	105.707	106.357	105.457
32	2013.07.29 00:10	t/p	16	0.10	105.457	106.357	105.457	24.90	1454.85
33	2013.07.29 04:50	sell	17	0.10	105.397	106.047	105.147
34	2013.07.29 13:47	t/p	17	0.10	105.147	106.047	105.147	25.37	1480.22
35	2013.07.29 15:15	sell	18	0.10	105.219	105.869	104.969
36	2013.07.29 18:58	t/p	18	0.10	104.969	105.869	104.969	25.37	1505.59
37	2013.07.30 12:50	sell	19	0.10	105.336	105.986	105.086
38	2013.07.31 11:47	t/p	19	0.10	105.086	105.986	105.086	24.90	1530.49
39	2013.08.06 18:05	sell	20	0.10	105.555	106.205	105.305
40	2013.08.07 00:10	t/p	20	0.10	105.305	106.205	105.305	24.90	1555.39
41	2013.08.07 03:30	sell	21	0.10	105.096	105.746	104.846
42	2013.08.07 06:59	t/p	21	0.10	104.846	105.746	104.846	25.37	1580.76
43	2013.08.07 15:25	sell	22	0.10	104.723	105.373	104.473
44	2013.08.07 21:59	t/p	22	0.10	104.473	105.373	104.473	25.37	1606.13
45	2013.08.07 22:45	sell	23	0.10	104.548	105.198	104.298
46	2013.08.08 13:57	t/p	23	0.10	104.298	105.198	104.298	23.97	1630.10
47	2013.08.09 20:10	sell	24	0.10	104.486	105.136	104.236
48	2013.08.09 21:55	t/p	24	0.10	104.236	105.136	104.236	25.37	1655.47
49	2013.08.11 22:45	sell	25	0.10	104.336	104.986	104.086
50	2013.08.12 00:50	t/p	25	0.10	104.086	104.986	104.086	24.90	1680.37
51	2013.08.12 11:20	sell	26	0.10	104.373	105.023	104.123
52	2013.08.12 14:59	t/p	26	0.10	104.123	105.023	104.123	25.37	1705.74
53	2013.08.16 03:55	buy	27	0.10	105.093	104.693	105.393
54	2013.08.16 13:42	t/p	27	0.10	105.393	104.693	105.393	30.44	1736.18
55	2013.08.19 00:55	buy	28	0.10	105.342	104.942	105.642
56	2013.08.19 11:04	t/p	28	0.10	105.642	104.942	105.642	30.45	1766.63
57	2013.08.20 11:50	buy	29	0.10	105.703	105.303	106.003
58	2013.08.20 13:30	t/p	29	0.10	106.003	105.303	106.003	30.45	1797.08
59	2013.08.20 21:35	buy	30	0.10	105.992	105.592	106.292
60	2013.08.21 01:20	t/p	30	0.10	106.292	105.592	106.292	29.98	1827.06
61	2013.08.22 08:30	buy	31	0.10	106.319	105.919	106.619
62	2013.08.22 10:09	t/p	31	0.10	106.619	105.919	106.619	30.45	1857.51
63	2013.08.22 13:15	buy	32	0.10	106.416	106.016	106.716
64	2013.08.22 15:54	t/p	32	0.10	106.716	106.016	106.716	30.45	1887.96
65	2013.08.22 18:15	buy	33	0.10	106.680	106.280	106.980
66	2013.08.22 22:47	t/p	33	0.10	106.980	106.280	106.980	30.45	1918.41
67	2013.08.22 23:30	buy	34	0.10	106.908	106.508	107.208
68	2013.08.25 23:57	t/p	34	0.10	107.208	106.508	107.208	29.98	1948.39
69	2013.08.26 01:55	buy	35	0.10	107.140	106.740	107.440
70	2013.08.26 07:36	s/l	35	0.10	106.740	106.740	107.440	-40.60	1907.79
71	2013.08.27 17:05	sell	36	0.10	105.882	106.532	105.632
72	2013.08.28 00:53	t/p	36	0.10	105.632	106.532	105.632	24.90	1932.70
73	2013.08.28 22:45	sell	37	0.10	105.911	106.561	105.661
74	2013.08.29 03:55	t/p	37	0.10	105.661	106.561	105.661	23.97	1956.66
75	2013.08.29 04:35	sell	38	0.10	105.762	106.412	105.512
76	2013.08.29 18:54	t/p	38	0.10	105.512	106.412	105.512	25.37	1982.03
77	2013.08.29 21:10	sell	39	0.10	105.523	106.173	105.273
78	2013.08.30 08:09	t/p	39	0.10	105.273	106.173	105.273	24.90	2006.93
79	2013.08.30 15:05	sell	40	0.10	105.486	106.136	105.236
80	2013.08.30 15:50	t/p	40	0.10	105.236	106.136	105.236	25.37	2032.30
81	2013.09.04 01:10	buy	41	0.10	106.345	105.945	106.645
82	2013.09.05 13:28	t/p	41	0.10	106.645	105.945	106.645	29.05	2061.35
83	2013.09.06 07:55	sell	42	0.10	105.657	106.307	105.407
84	2013.09.06 08:53	t/p	42	0.10	105.407	106.307	105.407	25.37	2086.72
85	2013.09.06 09:50	sell	43	0.10	105.520	106.170	105.270
86	2013.09.06 13:27	t/p	43	0.10	105.270	106.170	105.270	25.37	2112.09
87	2013.09.09 06:35	buy	44	0.10	106.145	105.745	106.445
88	2013.09.09 14:13	t/p	44	0.10	106.445	105.745	106.445	30.45	2142.54
89	2013.09.09 18:50	buy	45	0.10	106.895	106.495	107.195
90	2013.09.10 08:45	t/p	45	0.10	107.195	106.495	107.195	29.98	2172.52
91	2013.09.10 13:10	buy	46	0.10	107.154	106.754	107.454
92	2013.09.10 15:27	t/p	46	0.10	107.454	106.754	107.454	30.45	2202.97
93	2013.09.10 22:35	buy	47	0.10	107.346	106.946	107.646
94	2013.09.12 02:45	s/l	47	0.10	106.946	106.946	107.646	-42.47	2160.50