| Symbol | GBPCHF (Great Britain Pound vs Swiss Franc) | ||||
| Period | Daily (D1) 2004.12.15 00:00 - 2006.11.14 00:00 (2004.12.15 - 2006.11.14) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Expert_Name="FozzyExpert_v1.2"; Magic=10000; Slippage=6; Main_data=" Trade Volume & Trade Method"; Lots=1; TakeProfit=200; InitialStop=55; TrailingStop=50; BreakEven=40; SessionStart=1; SessionEnd=24; Inputs=" BBRSI & MA parameters "; TimeFrame=1440; Price=0; RSIPeriod=8; MAPeriod=12; BBPeriod=20; K=1; Mode=1; MM_inputs=" MoneyManagement by L.Williams "; MM=false; MMRisk=0.15; MaxLoss=1000; | ||||
| Bars in test | 630 | Ticks modelled | 4516602 | Modelling quality | 90.00% |
| Initial deposit | 25000.00 | ||||
| Total net profit | 4163.37 | Gross profit | 8042.25 | Gross loss | -3878.88 |
| Profit factor | 2.07 | Expected payoff | 208.17 | ||
| Absolute drawdown | 630.94 | Maximal drawdown | 1354.74 (4.63%) | Relative drawdown | 4.63% (1354.74) |
| Total trades | 20 | Short positions (won %) | 9 (22.22%) | Long positions (won %) | 11 (45.45%) |
| Profit trades (% of total) | 7 (35.00%) | Loss trades (% of total) | 13 (65.00%) | ||
| Largest | profit trade | 1232.58 | loss trade | -315.60 | |
| Average | profit trade | 1148.89 | loss trade | -298.38 | |
| Maximum | consecutive wins (profit in money) | 2 (2070.46) | consecutive losses (loss in money) | 5 (-1354.74) | |
| Maximal | consecutive profit (count of wins) | 2070.46 (2) | consecutive loss (count of losses) | -1354.74 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2005.01.18 01:00 | sell | 1 | 1.00 | 2.1997 | 2.2052 | 2.1797 | ||
| 2 | 2005.01.18 01:31 | s/l | 1 | 1.00 | 2.2052 | 2.2052 | 2.1797 | -315.47 | 24684.53 |
| 3 | 2005.02.09 01:00 | sell | 2 | 1.00 | 2.2633 | 2.2688 | 2.2433 | ||
| 4 | 2005.02.09 05:43 | s/l | 2 | 1.00 | 2.2688 | 2.2688 | 2.2433 | -315.47 | 24369.06 |
| 5 | 2005.03.01 01:00 | buy | 3 | 1.00 | 2.2346 | 2.2291 | 2.2546 | ||
| 6 | 2005.03.04 14:24 | t/p | 3 | 1.00 | 2.2546 | 2.2291 | 2.2546 | 1200.74 | 25569.79 |
| 7 | 2005.04.08 01:00 | sell | 4 | 1.00 | 2.2588 | 2.2643 | 2.2388 | ||
| 8 | 2005.04.08 03:11 | s/l | 4 | 1.00 | 2.2643 | 2.2643 | 2.2388 | -315.47 | 25254.32 |
| 9 | 2005.05.23 01:00 | buy | 5 | 1.00 | 2.2534 | 2.2479 | 2.2734 | ||
| 10 | 2005.05.23 16:33 | s/l | 5 | 1.00 | 2.2479 | 2.2479 | 2.2734 | -315.60 | 24938.72 |
| 11 | 2005.07.14 01:00 | buy | 6 | 1.00 | 2.2776 | 2.2721 | 2.2976 | ||
| 12 | 2005.07.14 01:46 | s/l | 6 | 1.00 | 2.2721 | 2.2721 | 2.2976 | -315.59 | 24623.13 |
| 13 | 2005.08.25 01:00 | sell | 7 | 1.00 | 2.2749 | 2.2804 | 2.2549 | ||
| 14 | 2005.09.02 11:08 | t/p | 7 | 1.00 | 2.2549 | 2.2804 | 2.2549 | 1027.78 | 25650.91 |
| 15 | 2005.09.22 01:00 | sell | 8 | 1.00 | 2.2980 | 2.3035 | 2.2780 | ||
| 16 | 2005.09.29 21:19 | t/p | 8 | 1.00 | 2.2780 | 2.3035 | 2.2780 | 1042.68 | 26693.60 |
| 17 | 2005.10.05 01:00 | buy | 9 | 1.00 | 2.2897 | 2.2842 | 2.3097 | ||
| 18 | 2005.10.05 15:23 | s/l | 9 | 1.00 | 2.2842 | 2.2842 | 2.3097 | -315.59 | 26378.01 |
| 19 | 2005.10.14 01:00 | buy | 10 | 1.00 | 2.2635 | 2.2580 | 2.2835 | ||
| 20 | 2005.10.19 18:06 | t/p | 10 | 1.00 | 2.2835 | 2.2580 | 2.2835 | 1179.49 | 27557.49 |
| 21 | 2005.10.28 01:00 | sell | 11 | 1.00 | 2.2703 | 2.2758 | 2.2503 | ||
| 22 | 2005.10.28 14:32 | s/l | 11 | 1.00 | 2.2758 | 2.2758 | 2.2503 | -315.48 | 27242.01 |
| 23 | 2005.11.30 01:00 | buy | 12 | 1.00 | 2.2580 | 2.2525 | 2.2780 | ||
| 24 | 2005.11.30 18:16 | t/p | 12 | 1.00 | 2.2780 | 2.2525 | 2.2780 | 1147.63 | 28389.64 |
| 25 | 2006.01.24 01:00 | sell | 13 | 1.00 | 2.2464 | 2.2519 | 2.2264 | ||
| 26 | 2006.01.24 10:44 | s/l | 13 | 1.00 | 2.2519 | 2.2519 | 2.2264 | -315.47 | 28074.17 |
| 27 | 2006.03.17 01:00 | buy | 14 | 1.00 | 2.2653 | 2.2598 | 2.2853 | ||
| 28 | 2006.03.23 17:20 | t/p | 14 | 1.00 | 2.2853 | 2.2598 | 2.2853 | 1211.35 | 29285.53 |
| 29 | 2006.03.31 01:00 | sell | 15 | 1.00 | 2.2647 | 2.2702 | 2.2447 | ||
| 30 | 2006.03.31 14:22 | s/l | 15 | 1.00 | 2.2702 | 2.2702 | 2.2447 | -315.47 | 28970.06 |
| 31 | 2006.06.13 01:04 | buy | 16 | 1.00 | 2.2721 | 2.2666 | 2.2921 | ||
| 32 | 2006.06.26 01:01 | s/l | 16 | 1.00 | 2.2666 | 2.2666 | 2.2921 | -177.55 | 28792.50 |
| 33 | 2006.07.07 01:00 | buy | 17 | 1.00 | 2.2614 | 2.2559 | 2.2814 | ||
| 34 | 2006.07.07 12:29 | s/l | 17 | 1.00 | 2.2559 | 2.2559 | 2.2814 | -315.60 | 28476.90 |
| 35 | 2006.07.28 01:01 | sell | 18 | 1.00 | 2.3008 | 2.3063 | 2.2808 | ||
| 36 | 2006.07.28 21:34 | s/l | 18 | 1.00 | 2.3063 | 2.3063 | 2.2808 | -315.47 | 28161.43 |
| 37 | 2006.08.29 01:32 | buy | 19 | 1.00 | 2.3327 | 2.3272 | 2.3527 | ||
| 38 | 2006.09.06 00:07 | s/l | 19 | 1.00 | 2.3272 | 2.3272 | 2.3527 | -230.65 | 27930.79 |
| 39 | 2006.10.09 01:00 | buy | 20 | 1.00 | 2.3540 | 2.3485 | 2.3740 | ||
| 40 | 2006.10.17 12:30 | t/p | 20 | 1.00 | 2.3740 | 2.3485 | 2.3740 | 1232.58 | 29163.37 |