Symbol		GBPJPY (Great Britain Pound vs Japanese Yen)
Period		1 Hour (H1) 2009.05.03 22:00 - 2009.06.12 19:00 (2009.05.03 - 2009.06.13)
Model		Every tick (the most precise method based on all available least timeframes)
Bars in test	1709	Ticks modelled	1171774	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	9278.25	Gross profit	17835.58	Gross loss	-8557.33
Profit factor	2.08	Expected payoff	128.86
Absolute drawdown	642.31	Maximal drawdown	5156.76 (31.19%)	Relative drawdown	31.19% (5156.76)
Total trades	72	Short positions (won %)	30 (80.00%)	Long positions (won %)	42 (85.71%)
		Profit trades (% of total)	60 (83.33%)	Loss trades (% of total)	12 (16.67%)
Largest		profit trade	1679.81	loss trade	-768.44
Average		profit trade	297.26	loss trade	-713.11
Maximum		consecutive wins (profit in money)	27 (7185.91)	consecutive losses (loss in money)	3 (-2305.32)
Maximal		consecutive profit (count of wins)	7185.91 (27)	consecutive loss (count of losses)	-2305.32 (3)
Average		consecutive wins	12	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.05.04 14:00	buy	1	0.30	148.49	0.00	0.00
2	2009.05.04 14:00	modify	1	0.30	148.49	146.92	148.99
3	2009.05.04 14:00	buy	2	0.30	148.49	0.00	0.00
4	2009.05.04 14:00	modify	2	0.30	148.49	146.92	149.45
5	2009.05.04 14:00	buy	3	0.30	148.49	0.00	0.00
6	2009.05.04 14:00	modify	3	0.30	148.49	146.92	0.00
7	2009.05.05 06:48	t/p	1	0.30	148.99	146.92	148.99	151.90	10151.90
8	2009.05.05 06:48	modify	2	0.30	148.49	148.59	149.45
9	2009.05.05 06:48	modify	3	0.30	148.49	148.59	0.00
10	2009.05.05 06:51	s/l	2	0.30	148.59	148.59	149.45	29.90	10181.79
11	2009.05.05 06:51	s/l	3	0.30	148.59	148.59	0.00	29.90	10211.69
12	2009.05.06 06:00	buy	4	0.31	147.82	0.00	0.00
13	2009.05.06 06:00	modify	4	0.31	147.82	146.25	148.52
14	2009.05.06 06:00	buy	5	0.31	147.82	0.00	0.00
15	2009.05.06 06:00	modify	5	0.31	147.82	146.25	149.00
16	2009.05.06 06:00	buy	6	0.31	147.82	0.00	0.00
17	2009.05.06 06:00	modify	6	0.31	147.82	146.25	0.00
18	2009.05.06 08:28	t/p	4	0.31	148.52	146.25	148.52	220.62	10432.31
19	2009.05.06 08:28	modify	5	0.31	147.82	147.92	149.00
20	2009.05.06 08:28	modify	6	0.31	147.82	147.92	0.00
21	2009.05.06 11:10	s/l	5	0.31	147.92	147.92	149.00	31.51	10463.82
22	2009.05.06 11:10	s/l	6	0.31	147.92	147.92	0.00	31.51	10495.33
23	2009.05.07 12:00	sell	7	0.31	149.90	0.00	0.00
24	2009.05.07 12:00	modify	7	0.31	149.90	151.47	149.15
25	2009.05.07 12:00	sell	8	0.31	149.90	0.00	0.00
26	2009.05.07 12:00	modify	8	0.31	149.90	151.47	148.60
27	2009.05.07 12:00	sell	9	0.31	149.90	0.00	0.00
28	2009.05.07 12:00	modify	9	0.31	149.90	151.47	0.00
29	2009.05.07 13:31	t/p	7	0.31	149.15	151.47	149.15	236.30	10731.63
30	2009.05.07 13:31	modify	8	0.31	149.90	149.80	148.60
31	2009.05.07 13:31	modify	9	0.31	149.90	149.80	0.00
32	2009.05.07 15:13	t/p	8	0.31	148.60	149.80	148.60	409.59	11141.22
33	2009.05.08 09:42	s/l	9	0.31	149.80	149.80	0.00	29.88	11171.10
34	2009.05.11 16:00	buy	10	0.34	147.61	0.00	0.00
35	2009.05.11 16:00	modify	10	0.34	147.61	146.04	148.58
36	2009.05.11 16:00	buy	11	0.34	147.61	0.00	0.00
37	2009.05.11 16:00	modify	11	0.34	147.61	146.04	149.19
38	2009.05.11 16:00	buy	12	0.34	147.61	0.00	0.00
39	2009.05.11 16:00	modify	12	0.34	147.61	146.04	0.00
40	2009.05.12 08:16	t/p	10	0.34	148.58	146.04	148.58	334.62	11505.72
41	2009.05.12 08:16	modify	11	0.34	147.61	147.71	149.19
42	2009.05.12 08:16	modify	12	0.34	147.61	147.71	0.00
43	2009.05.12 09:05	t/p	11	0.34	149.19	147.71	149.19	545.47	12051.18
44	2009.05.12 13:00	close	12	0.34	148.34	147.71	0.00	251.66	12302.84
45	2009.05.12 13:00	sell	13	0.37	148.34	0.00	0.00
46	2009.05.12 13:00	modify	13	0.37	148.34	149.91	147.38
47	2009.05.12 13:00	sell	14	0.37	148.34	0.00	0.00
48	2009.05.12 13:00	modify	14	0.37	148.34	149.91	146.73
49	2009.05.12 13:00	sell	15	0.37	148.34	0.00	0.00
50	2009.05.12 13:00	modify	15	0.37	148.34	149.91	0.00
51	2009.05.12 14:05	t/p	13	0.37	147.38	149.91	147.38	361.01	12663.85
52	2009.05.12 14:05	modify	14	0.37	148.34	148.24	146.73
53	2009.05.12 14:05	modify	15	0.37	148.34	148.24	0.00
54	2009.05.12 16:30	t/p	14	0.37	146.73	148.24	146.73	605.45	13269.30
55	2009.05.13 17:00	close	15	0.37	145.20	148.24	0.00	1178.87	14448.17
56	2009.05.13 17:00	buy	16	0.43	145.20	0.00	0.00
57	2009.05.13 17:00	modify	16	0.43	145.20	143.63	146.18
58	2009.05.13 17:00	buy	17	0.43	145.20	0.00	0.00
59	2009.05.13 17:00	modify	17	0.43	145.20	143.63	146.80
60	2009.05.13 17:00	buy	18	0.43	145.20	0.00	0.00
61	2009.05.13 17:00	modify	18	0.43	145.20	143.63	0.00
62	2009.05.14 10:34	s/l	16	0.43	143.63	143.63	146.18	-688.94	13759.23
63	2009.05.14 10:34	s/l	17	0.43	143.63	143.63	146.80	-688.94	13070.29
64	2009.05.14 10:34	s/l	18	0.43	143.63	143.63	0.00	-688.94	12381.35
65	2009.05.15 02:00	sell	19	0.37	145.82	0.00	0.00
66	2009.05.15 02:00	modify	19	0.37	145.82	147.39	144.55
67	2009.05.15 02:00	sell	20	0.37	145.82	0.00	0.00
68	2009.05.15 02:00	modify	20	0.37	145.82	147.39	143.76
69	2009.05.15 02:00	sell	21	0.37	145.82	0.00	0.00
70	2009.05.15 02:00	modify	21	0.37	145.82	147.39	0.00
71	2009.05.15 08:47	t/p	19	0.37	144.55	147.39	144.55	477.59	12858.94
72	2009.05.15 08:47	modify	20	0.37	145.82	145.72	143.76
73	2009.05.15 08:47	modify	21	0.37	145.82	145.72	0.00
74	2009.05.15 09:37	t/p	20	0.37	143.76	145.72	143.76	774.67	13633.61
75	2009.05.15 13:18	s/l	21	0.37	145.72	145.72	0.00	37.60	13671.21
76	2009.05.15 18:00	buy	22	0.41	144.38	0.00	0.00
77	2009.05.15 18:00	modify	22	0.41	144.38	142.81	145.10
78	2009.05.15 18:00	buy	23	0.41	144.38	0.00	0.00
79	2009.05.15 18:00	modify	23	0.41	144.38	142.81	145.67
80	2009.05.15 18:00	buy	24	0.41	144.38	0.00	0.00
81	2009.05.15 18:00	modify	24	0.41	144.38	142.81	0.00
82	2009.05.18 08:18	t/p	22	0.41	145.10	142.81	145.10	299.30	13970.50
83	2009.05.18 08:18	modify	23	0.41	144.38	144.48	145.67
84	2009.05.18 08:18	modify	24	0.41	144.38	144.48	0.00
85	2009.05.18 08:44	t/p	23	0.41	145.67	144.48	145.67	536.90	14507.40
86	2009.05.18 22:00	close	24	0.41	147.61	144.48	0.00	1345.56	15852.95
87	2009.05.18 22:00	sell	25	0.48	147.61	0.00	0.00
88	2009.05.18 22:00	modify	25	0.48	147.61	149.18	146.07
89	2009.05.18 22:00	sell	26	0.48	147.61	0.00	0.00
90	2009.05.18 22:00	modify	26	0.48	147.61	149.18	145.08
91	2009.05.18 22:00	sell	27	0.48	147.61	0.00	0.00
92	2009.05.18 22:00	modify	27	0.48	147.61	149.18	0.00
93	2009.05.19 06:41	s/l	25	0.48	149.18	149.18	146.07	-768.44	15084.51
94	2009.05.19 06:41	s/l	26	0.48	149.18	149.18	145.08	-768.44	14316.07
95	2009.05.19 06:41	s/l	27	0.48	149.18	149.18	0.00	-768.44	13547.63
96	2009.05.20 07:00	buy	28	0.41	148.20	0.00	0.00
97	2009.05.20 07:00	modify	28	0.41	148.20	146.63	149.69
98	2009.05.20 07:00	buy	29	0.41	148.20	0.00	0.00
99	2009.05.20 07:00	modify	29	0.41	148.20	146.63	150.53
100	2009.05.20 07:00	buy	30	0.41	148.20	0.00	0.00
101	2009.05.20 07:00	modify	30	0.41	148.20	146.63	0.00
102	2009.05.20 15:28	t/p	28	0.41	149.69	146.63	149.69	621.09	14168.72
103	2009.05.20 15:28	modify	29	0.41	148.20	148.30	150.53
104	2009.05.20 15:28	modify	30	0.41	148.20	148.30	0.00
105	2009.05.21 08:26	s/l	29	0.41	148.30	148.30	150.53	39.22	14207.94
106	2009.05.21 08:26	s/l	30	0.41	148.30	148.30	0.00	39.22	14247.16
107	2009.05.21 11:00	buy	31	0.43	148.82	0.00	0.00
108	2009.05.21 11:00	modify	31	0.43	148.82	147.25	148.89
109	2009.05.21 11:00	buy	32	0.43	148.82	0.00	0.00
110	2009.05.21 11:00	modify	32	0.43	148.82	147.25	149.31
111	2009.05.21 11:00	buy	33	0.43	148.82	0.00	0.00
112	2009.05.21 11:00	modify	33	0.43	148.82	147.25	0.00
113	2009.05.21 12:16	t/p	31	0.43	148.89	147.25	148.89	30.60	14277.76
114	2009.05.21 15:24	modify	32	0.43	148.82	148.92	149.31
115	2009.05.21 15:24	modify	33	0.43	148.82	148.92	0.00
116	2009.05.21 15:38	t/p	32	0.43	149.31	148.92	149.31	214.21	14491.97
117	2009.05.22 04:24	s/l	33	0.43	148.92	148.92	0.00	42.85	14534.81
118	2009.05.24 23:00	sell	34	0.44	150.79	0.00	0.00
119	2009.05.24 23:00	modify	34	0.44	150.79	152.36	149.97
120	2009.05.24 23:00	sell	35	0.44	150.79	0.00	0.00
121	2009.05.24 23:00	modify	35	0.44	150.79	152.36	149.51
122	2009.05.24 23:00	sell	36	0.44	150.79	0.00	0.00
123	2009.05.24 23:00	modify	36	0.44	150.79	152.36	0.00
124	2009.05.25 02:41	t/p	34	0.44	149.97	152.36	149.97	364.41	14899.22
125	2009.05.25 02:41	modify	35	0.44	150.79	150.69	149.51
126	2009.05.25 02:41	modify	36	0.44	150.79	150.69	0.00
127	2009.05.25 05:07	s/l	35	0.44	150.69	150.69	149.51	42.42	14941.64
128	2009.05.25 05:07	s/l	36	0.44	150.69	150.69	0.00	42.42	14984.06
129	2009.05.26 06:00	buy	37	0.45	151.14	0.00	0.00
130	2009.05.26 06:00	modify	37	0.45	151.14	149.57	151.21
131	2009.05.26 06:00	buy	38	0.45	151.14	0.00	0.00
132	2009.05.26 06:00	modify	38	0.45	151.14	149.57	151.57
133	2009.05.26 06:00	buy	39	0.45	151.14	0.00	0.00
134	2009.05.26 06:00	modify	39	0.45	151.14	149.57	0.00
135	2009.05.26 08:42	s/l	37	0.45	149.57	149.57	151.21	-718.28	14265.78
136	2009.05.26 08:42	s/l	38	0.45	149.57	149.57	151.57	-718.28	13547.50
137	2009.05.26 08:42	s/l	39	0.45	149.57	149.57	0.00	-718.28	12829.22
138	2009.05.26 10:00	buy	40	0.38	150.34	0.00	0.00
139	2009.05.26 10:00	modify	40	0.38	150.34	148.77	150.94
140	2009.05.26 10:00	buy	41	0.38	150.34	0.00	0.00
141	2009.05.26 10:00	modify	41	0.38	150.34	148.77	151.39
142	2009.05.26 10:00	buy	42	0.38	150.34	0.00	0.00
143	2009.05.26 10:00	modify	42	0.38	150.34	148.77	0.00
144	2009.05.26 14:04	t/p	40	0.38	150.94	148.77	150.94	231.80	13061.02
145	2009.05.26 14:04	modify	41	0.38	150.34	150.44	151.39
146	2009.05.26 14:04	modify	42	0.38	150.34	150.44	0.00
147	2009.05.26 17:48	t/p	41	0.38	151.39	150.44	151.39	405.65	13466.67
148	2009.05.27 06:00	close	42	0.38	152.04	150.44	0.00	656.01	14122.68
149	2009.05.27 06:00	sell	43	0.42	152.04	0.00	0.00
150	2009.05.27 06:00	modify	43	0.42	152.04	153.61	151.55
151	2009.05.27 06:00	sell	44	0.42	152.04	0.00	0.00
152	2009.05.27 06:00	modify	44	0.42	152.04	153.61	151.11
153	2009.05.27 06:00	sell	45	0.42	152.04	0.00	0.00
154	2009.05.27 06:00	modify	45	0.42	152.04	153.61	0.00
155	2009.05.28 04:10	s/l	43	0.42	153.61	153.61	151.55	-676.78	13445.90
156	2009.05.28 04:10	s/l	44	0.42	153.61	153.61	151.11	-676.78	12769.12
157	2009.05.28 04:10	s/l	45	0.42	153.61	153.61	0.00	-676.78	12092.34
158	2009.05.28 12:00	sell	46	0.36	154.29	0.00	0.00
159	2009.05.28 12:00	modify	46	0.36	154.29	155.86	154.11
160	2009.05.28 12:00	sell	47	0.36	154.29	0.00	0.00
161	2009.05.28 12:00	modify	47	0.36	154.29	155.86	153.77
162	2009.05.28 12:00	sell	48	0.36	154.29	0.00	0.00
163	2009.05.28 12:00	modify	48	0.36	154.29	155.86	0.00
164	2009.05.28 14:07	t/p	46	0.36	154.11	155.86	154.11	65.86	12158.20
165	2009.05.28 14:08	modify	47	0.36	154.29	154.19	153.77
166	2009.05.28 14:08	modify	48	0.36	154.29	154.19	0.00
167	2009.05.28 14:13	s/l	47	0.36	154.19	154.19	153.77	36.59	12194.79
168	2009.05.28 14:13	s/l	48	0.36	154.19	154.19	0.00	36.59	12231.38
169	2009.05.29 05:00	buy	49	0.37	154.28	0.00	0.00
170	2009.05.29 05:00	modify	49	0.37	154.28	152.71	154.66
171	2009.05.29 05:00	buy	50	0.37	154.28	0.00	0.00
172	2009.05.29 05:00	modify	50	0.37	154.28	152.71	155.04
173	2009.05.29 05:00	buy	51	0.37	154.28	0.00	0.00
174	2009.05.29 05:00	modify	51	0.37	154.28	152.71	0.00
175	2009.05.29 06:00	t/p	49	0.37	154.66	152.71	154.66	142.94	12374.32
176	2009.05.29 06:00	modify	50	0.37	154.28	154.38	155.04
177	2009.05.29 06:00	modify	51	0.37	154.28	154.38	0.00
178	2009.05.29 06:18	t/p	50	0.37	155.04	154.38	155.04	285.89	12660.21
179	2009.05.29 09:24	s/l	51	0.37	154.38	154.38	0.00	37.62	12697.83
180	2009.05.29 16:00	buy	52	0.38	154.43	0.00	0.00
181	2009.05.29 16:00	modify	52	0.38	154.43	152.86	155.01
182	2009.05.29 16:00	buy	53	0.38	154.43	0.00	0.00
183	2009.05.29 16:00	modify	53	0.38	154.43	152.86	155.44
184	2009.05.29 16:00	buy	54	0.38	154.43	0.00	0.00
185	2009.05.29 16:00	modify	54	0.38	154.43	152.86	0.00
186	2009.06.01 07:28	t/p	52	0.38	155.01	152.86	155.01	223.32	12921.14
187	2009.06.01 07:28	modify	53	0.38	154.43	154.53	155.44
188	2009.06.01 07:28	modify	54	0.38	154.43	154.53	0.00
189	2009.06.01 08:16	t/p	53	0.38	155.44	154.53	155.44	389.44	13310.58
190	2009.06.01 22:00	close	54	0.38	158.78	154.53	0.00	1679.81	14990.39
191	2009.06.01 22:00	sell	55	0.45	158.78	0.00	0.00
192	2009.06.01 22:00	modify	55	0.45	158.78	160.35	157.14
193	2009.06.01 22:00	sell	56	0.45	158.78	0.00	0.00
194	2009.06.01 22:00	modify	56	0.45	158.78	160.35	156.15
195	2009.06.01 22:00	sell	57	0.45	158.78	0.00	0.00
196	2009.06.01 22:00	modify	57	0.45	158.78	160.35	0.00
197	2009.06.02 09:37	t/p	55	0.45	157.14	160.35	157.14	747.72	15738.10
198	2009.06.02 09:37	modify	56	0.45	158.78	158.68	156.15
199	2009.06.02 09:37	modify	57	0.45	158.78	158.68	0.00
200	2009.06.02 14:05	s/l	56	0.45	158.68	158.68	156.15	43.38	15781.48
201	2009.06.02 14:05	s/l	57	0.45	158.68	158.68	0.00	43.38	15824.85
202	2009.06.03 21:00	buy	58	0.47	156.66	0.00	0.00
203	2009.06.03 21:00	modify	58	0.47	156.66	155.09	157.52
204	2009.06.03 21:00	buy	59	0.47	156.66	0.00	0.00
205	2009.06.03 21:00	modify	59	0.47	156.66	155.09	158.21
206	2009.06.03 21:00	buy	60	0.47	156.66	0.00	0.00
207	2009.06.03 21:00	modify	60	0.47	156.66	155.09	0.00
208	2009.06.04 07:31	t/p	58	0.47	157.52	155.09	157.52	408.11	16232.96
209	2009.06.04 07:31	modify	59	0.47	156.66	156.76	158.21
210	2009.06.04 07:31	modify	60	0.47	156.66	156.76	0.00
211	2009.06.04 08:39	t/p	59	0.47	158.21	156.76	158.21	737.82	16970.78
212	2009.06.04 11:57	s/l	60	0.47	156.76	156.76	0.00	44.95	17015.72
213	2009.06.07 23:00	sell	61	0.51	157.53	0.00	0.00
214	2009.06.07 23:00	modify	61	0.51	157.53	159.10	156.48
215	2009.06.07 23:00	sell	62	0.51	157.53	0.00	0.00
216	2009.06.07 23:00	modify	62	0.51	157.53	159.10	155.86
217	2009.06.07 23:00	sell	63	0.51	157.53	0.00	0.00
218	2009.06.07 23:00	modify	63	0.51	157.53	159.10	0.00
219	2009.06.08 06:09	t/p	61	0.51	156.48	159.10	156.48	541.59	17557.31
220	2009.06.08 06:09	modify	62	0.51	157.53	157.43	155.86
221	2009.06.08 06:09	modify	63	0.51	157.53	157.43	0.00
222	2009.06.08 08:31	t/p	62	0.51	155.86	157.43	155.86	862.96	18420.28
223	2009.06.08 14:26	s/l	63	0.51	157.43	157.43	0.00	49.16	18469.44
224	2009.06.10 13:00	sell	64	0.55	160.47	0.00	0.00
225	2009.06.10 13:00	modify	64	0.55	160.47	162.04	160.26
226	2009.06.10 13:00	sell	65	0.55	160.47	0.00	0.00
227	2009.06.10 13:00	modify	65	0.55	160.47	162.04	159.88
228	2009.06.10 13:00	sell	66	0.55	160.47	0.00	0.00
229	2009.06.10 13:00	modify	66	0.55	160.47	162.04	0.00
230	2009.06.10 13:53	t/p	64	0.55	160.26	162.04	160.26	117.39	18586.83
231	2009.06.10 13:54	modify	65	0.55	160.47	160.37	159.88
232	2009.06.10 13:54	modify	66	0.55	160.47	160.37	0.00
233	2009.06.10 13:56	s/l	65	0.55	160.37	160.37	159.88	55.90	18642.73
234	2009.06.10 13:56	s/l	66	0.55	160.37	160.37	0.00	55.90	18698.63
235	2009.06.11 09:00	buy	67	0.56	161.19	0.00	0.00
236	2009.06.11 09:00	modify	67	0.56	161.19	159.62	161.26
237	2009.06.11 09:00	buy	68	0.56	161.19	0.00	0.00
238	2009.06.11 09:00	modify	68	0.56	161.19	159.62	161.58
239	2009.06.11 09:00	buy	69	0.56	161.19	0.00	0.00
240	2009.06.11 09:00	modify	69	0.56	161.19	159.62	0.00
241	2009.06.11 10:27	t/p	67	0.56	161.26	159.62	161.26	39.86	18738.49
242	2009.06.11 11:43	modify	68	0.56	161.19	161.29	161.58
243	2009.06.11 11:43	modify	69	0.56	161.19	161.29	0.00
244	2009.06.11 11:47	t/p	68	0.56	161.58	161.29	161.58	222.04	18960.53
245	2009.06.11 12:33	s/l	69	0.56	161.29	161.29	0.00	56.94	19017.47
246	2009.06.12 15:00	buy	70	0.57	161.75	0.00	0.00
247	2009.06.12 15:00	modify	70	0.57	161.75	160.18	162.00
248	2009.06.12 15:00	buy	71	0.57	161.75	0.00	0.00
249	2009.06.12 15:00	modify	71	0.57	161.75	160.18	162.34
250	2009.06.12 15:00	buy	72	0.57	161.75	0.00	0.00
251	2009.06.12 15:00	modify	72	0.57	161.75	160.18	0.00
252	2009.06.12 15:13	t/p	70	0.57	162.00	160.18	162.00	144.88	19162.35
253	2009.06.12 15:13	modify	71	0.57	161.75	161.85	162.34
254	2009.06.12 15:13	modify	72	0.57	161.75	161.85	0.00
255	2009.06.12 15:43	s/l	71	0.57	161.85	161.85	162.34	57.95	19220.30
256	2009.06.12 15:43	s/l	72	0.57	161.85	161.85	0.00	57.95	19278.25