Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		5 Minutes (M5) 2013.09.12 00:00 - 2014.09.11 23:59 (2013.09.12 - 2014.09.11)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Starting_Lot=0.1; Increasing_Lot=false; Risk=0.05; comment="KelnerPro"; MagicNumber=12780; Slip=3; MaxOpenOrders=3;
Bars in test	74696	Ticks modelled	11537832	Modelling quality	99.90%
Mismatched charts errors	0
Initial deposit	4000.00			Spread	3
Total net profit	352.46	Gross profit	630.74	Gross loss	-278.28
Profit factor	2.27	Expected payoff	9.79
Absolute drawdown	44.74	Maximal drawdown	111.35 (2.64%)	Relative drawdown	2.64% (111.35)
Total trades	36	Short positions (won %)	18 (50.00%)	Long positions (won %)	18 (44.44%)
		Profit trades (% of total)	17 (47.22%)	Loss trades (% of total)	19 (52.78%)
Largest		profit trade	52.78	loss trade	-23.52
Average		profit trade	37.10	loss trade	-14.65
Maximum		consecutive wins (profit in money)	4 (132.42)	consecutive losses (loss in money)	5 (-33.20)
Maximal		consecutive profit (count of wins)	137.42 (3)	consecutive loss (count of losses)	-72.17 (4)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2013.09.12 00:05	buy	1	0.10	0.93051	0.00000	0.00000
2	2013.09.12 00:05	modify	1	0.10	0.93051	0.92945	0.93065
3	2013.09.12 00:06	close	1	0.10	0.93032	0.92945	0.93065	-2.04	3997.96
4	2013.09.12 00:10	buy	2	0.10	0.93061	0.00000	0.00000
5	2013.09.12 00:10	modify	2	0.10	0.93061	0.92954	0.93078
6	2013.09.12 00:10	close	2	0.10	0.93040	0.92954	0.93078	-2.26	3995.70
7	2013.09.12 00:15	buy	3	0.10	0.93031	0.00000	0.00000
8	2013.09.12 00:15	modify	3	0.10	0.93031	0.92924	0.93048
9	2013.09.12 00:16	close	3	0.10	0.93009	0.92924	0.93048	-2.37	3993.33
10	2013.09.12 00:20	sell	4	0.10	0.92988	0.00000	0.00000
11	2013.09.12 00:20	modify	4	0.10	0.92988	0.93101	0.92958
12	2013.09.12 00:21	close	4	0.10	0.93016	0.93101	0.92958	-3.01	3990.32
13	2013.09.18 18:05	sell	5	0.10	0.91791	0.00000	0.00000
14	2013.09.18 18:05	modify	5	0.10	0.91791	0.92070	0.91368
15	2013.09.18 18:10	sell	6	0.10	0.91621	0.00000	0.00000
16	2013.09.18 18:10	modify	6	0.10	0.91621	0.91925	0.91139
17	2013.09.18 18:15	sell	7	0.10	0.91819	0.00000	0.00000
18	2013.09.18 18:15	modify	7	0.10	0.91819	0.92123	0.91337
19	2013.09.18 18:29	close	6	0.10	0.91837	0.91925	0.91139	-23.52	3966.80
20	2013.09.18 18:59	t/p	5	0.10	0.91368	0.92070	0.91368	46.30	4013.10
21	2013.09.18 18:59	t/p	7	0.10	0.91337	0.92123	0.91337	52.78	4065.88
22	2013.10.17 07:40	sell	8	0.10	0.90601	0.00000	0.00000
23	2013.10.17 07:40	modify	8	0.10	0.90601	0.90847	0.90255
24	2013.10.17 12:05	t/p	8	0.10	0.90255	0.90847	0.90255	38.34	4104.22
25	2013.10.22 12:35	sell	9	0.10	0.89800	0.00000	0.00000
26	2013.10.22 12:35	modify	9	0.10	0.89800	0.90043	0.89462
27	2013.10.22 12:40	sell	10	0.10	0.89803	0.00000	0.00000
28	2013.10.22 12:40	modify	10	0.10	0.89803	0.90046	0.89465
29	2013.10.22 12:45	sell	11	0.10	0.89903	0.00000	0.00000
30	2013.10.22 12:45	modify	11	0.10	0.89903	0.90146	0.89565
31	2013.10.22 12:48	close	9	0.10	0.89946	0.90043	0.89462	-16.23	4087.99
32	2013.10.22 12:49	close	10	0.10	0.90002	0.90046	0.89465	-22.11	4065.88
33	2013.10.22 12:50	sell	12	0.10	0.89952	0.00000	0.00000
34	2013.10.22 12:50	modify	12	0.10	0.89952	0.90195	0.89614
35	2013.10.22 12:55	sell	13	0.10	0.89987	0.00000	0.00000
36	2013.10.22 12:55	modify	13	0.10	0.89987	0.90230	0.89649
37	2013.10.22 14:25	t/p	13	0.10	0.89649	0.90230	0.89649	37.70	4103.58
38	2013.10.22 14:35	t/p	12	0.10	0.89614	0.90195	0.89614	37.72	4141.30
39	2013.10.22 14:40	t/p	11	0.10	0.89565	0.90146	0.89565	37.74	4179.04
40	2013.10.30 18:20	buy	14	0.10	0.90059	0.00000	0.00000
41	2013.10.30 18:20	modify	14	0.10	0.90059	0.89849	0.90319
42	2013.10.30 18:25	buy	15	0.10	0.90094	0.00000	0.00000
43	2013.10.30 18:25	modify	15	0.10	0.90094	0.89880	0.90363
44	2013.10.30 18:58	close	15	0.10	0.89977	0.89880	0.90363	-13.00	4166.04
45	2013.10.30 19:06	close	14	0.10	0.89926	0.89849	0.90319	-14.79	4151.25
46	2013.11.07 12:50	buy	16	0.10	0.92143	0.00000	0.00000
47	2013.11.07 12:50	modify	16	0.10	0.92143	0.91856	0.92587
48	2013.11.07 12:55	buy	17	0.10	0.92068	0.00000	0.00000
49	2013.11.07 12:55	modify	17	0.10	0.92068	0.91771	0.92535
50	2013.11.07 13:00	buy	18	0.10	0.92000	0.00000	0.00000
51	2013.11.07 13:00	modify	18	0.10	0.92000	0.91703	0.92467
52	2013.11.07 13:10	close	16	0.10	0.91951	0.91856	0.92587	-20.88	4130.37
53	2013.11.07 13:35	t/p	18	0.10	0.92467	0.91703	0.92467	50.50	4180.87
54	2013.11.07 15:59	close	17	0.10	0.91862	0.91771	0.92535	-22.42	4158.45
55	2013.11.20 15:40	buy	19	0.10	0.91506	0.00000	0.00000
56	2013.11.20 15:40	modify	19	0.10	0.91506	0.91299	0.91759
57	2013.11.20 15:45	buy	20	0.10	0.91468	0.00000	0.00000
58	2013.11.20 15:45	modify	20	0.10	0.91468	0.91261	0.91721
59	2013.11.20 15:50	close	19	0.10	0.91379	0.91299	0.91759	-13.90	4144.55
60	2013.11.20 18:12	t/p	20	0.10	0.91721	0.91261	0.91721	27.58	4172.13
61	2014.01.10 13:35	sell	21	0.10	0.90314	0.00000	0.00000
62	2014.01.10 13:35	modify	21	0.10	0.90314	0.90526	0.90049
63	2014.01.10 13:39	close	21	0.10	0.90463	0.90526	0.90049	-16.47	4155.66
64	2014.01.10 13:40	sell	22	0.10	0.90521	0.00000	0.00000
65	2014.01.10 13:40	modify	22	0.10	0.90521	0.90745	0.90228
66	2014.01.10 13:45	sell	23	0.10	0.90538	0.00000	0.00000
67	2014.01.10 13:45	modify	23	0.10	0.90538	0.90762	0.90245
68	2014.01.10 13:50	sell	24	0.10	0.90515	0.00000	0.00000
69	2014.01.10 13:50	modify	24	0.10	0.90515	0.90739	0.90222
70	2014.01.10 14:51	t/p	23	0.10	0.90245	0.90762	0.90245	32.47	4188.13
71	2014.01.10 14:55	t/p	22	0.10	0.90228	0.90745	0.90228	32.47	4220.60
72	2014.01.10 14:55	t/p	24	0.10	0.90222	0.90739	0.90222	32.48	4253.08
73	2014.01.24 11:30	sell	25	0.10	0.89061	0.00000	0.00000
74	2014.01.24 11:30	modify	25	0.10	0.89061	0.89317	0.88691
75	2014.01.24 11:33	close	25	0.10	0.89245	0.89317	0.88691	-20.62	4232.46
76	2014.01.24 11:35	sell	26	0.10	0.89210	0.00000	0.00000
77	2014.01.24 11:35	modify	26	0.10	0.89210	0.89466	0.88840
78	2014.01.24 12:27	close	26	0.10	0.89367	0.89466	0.88840	-17.57	4214.89
79	2014.02.06 13:50	sell	27	0.10	0.89900	0.00000	0.00000
80	2014.02.06 13:50	modify	27	0.10	0.89900	0.90144	0.89560
81	2014.02.06 13:55	sell	28	0.10	0.89916	0.00000	0.00000
82	2014.02.06 13:55	modify	28	0.10	0.89916	0.90166	0.89561
83	2014.02.06 18:30	close	27	0.10	0.90052	0.90144	0.89560	-16.88	4198.01
84	2014.02.06 18:36	close	28	0.10	0.90070	0.90166	0.89561	-17.10	4180.91
85	2014.03.19 18:20	buy	29	0.10	0.87994	0.00000	0.00000
86	2014.03.19 18:20	modify	29	0.10	0.87994	0.87771	0.88286
87	2014.03.19 18:25	buy	30	0.10	0.87964	0.00000	0.00000
88	2014.03.19 18:25	modify	30	0.10	0.87964	0.87741	0.88257
89	2014.03.19 19:03	t/p	30	0.10	0.88257	0.87741	0.88257	33.20	4214.11
90	2014.03.19 19:03	t/p	29	0.10	0.88286	0.87771	0.88286	33.08	4247.19
91	2014.05.08 13:05	buy	31	0.10	0.87651	0.00000	0.00000
92	2014.05.08 13:05	modify	31	0.10	0.87651	0.87435	0.87925
93	2014.05.08 13:15	buy	32	0.10	0.87721	0.00000	0.00000
94	2014.05.08 13:15	modify	32	0.10	0.87721	0.87491	0.88029
95	2014.05.08 14:04	t/p	31	0.10	0.87925	0.87435	0.87925	31.16	4278.35
96	2014.05.08 20:15	t/p	32	0.10	0.88029	0.87491	0.88029	34.98	4313.33
97	2014.09.04 11:50	buy	33	0.10	0.92534	0.00000	0.00000
98	2014.09.04 11:50	modify	33	0.10	0.92534	0.92292	0.92869
99	2014.09.04 11:53	close	33	0.10	0.92388	0.92292	0.92869	-15.80	4297.53
100	2014.09.04 11:55	buy	34	0.10	0.92407	0.00000	0.00000
101	2014.09.04 11:55	modify	34	0.10	0.92407	0.92165	0.92742
102	2014.09.04 12:00	buy	35	0.10	0.92411	0.00000	0.00000
103	2014.09.04 12:00	modify	35	0.10	0.92411	0.92169	0.92746
104	2014.09.04 12:05	buy	36	0.10	0.92590	0.00000	0.00000
105	2014.09.04 12:05	modify	36	0.10	0.92590	0.92335	0.92957
106	2014.09.04 12:29	close	36	0.10	0.92430	0.92335	0.92957	-17.31	4280.22
107	2014.09.04 14:09	t/p	34	0.10	0.92742	0.92165	0.92742	36.12	4316.34
108	2014.09.04 14:10	t/p	35	0.10	0.92746	0.92169	0.92746	36.12	4352.46