| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.04.01 00:00 - 2010.04.30 22:55 (2010.04.01 - 2010.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=5; MaxSpread=25; MaxSlippage=25; MaxDrawDown=50; BarsBack1=10; BarsBack2=12; | ||||
| Bars in test | 7274 | Ticks modelled | 617460 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3213.41 | Gross profit | 4182.78 | Gross loss | -969.37 |
| Profit factor | 4.31 | Expected payoff | 128.54 | ||
| Absolute drawdown | 31.50 | Maximal drawdown | 879.92 (7.13%) | Relative drawdown | 7.13% (879.92) |
| Total trades | 25 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 16 (64.00%) | Loss trades (% of total) | 9 (36.00%) | ||
| Largest | profit trade | 919.15 | loss trade | -317.69 | |
| Average | profit trade | 261.42 | loss trade | -107.71 | |
| Maximum | consecutive wins (profit in money) | 4 (1153.69) | consecutive losses (loss in money) | 3 (-445.28) | |
| Maximal | consecutive profit (count of wins) | 1364.83 (2) | consecutive loss (count of losses) | -445.28 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 04:40 | buy | 1 | 0.50 | 0.91594 | 0.00000 | 0.00000 | ||
| 2 | 2010.04.01 04:45 | modify | 1 | 0.50 | 0.91594 | 0.90594 | 0.00000 | ||
| 3 | 2010.04.01 04:45 | modify | 1 | 0.50 | 0.91594 | 0.90594 | 0.96594 | ||
| 4 | 2010.04.01 16:50 | close | 1 | 0.50 | 0.92031 | 0.90594 | 0.96594 | 218.50 | 10218.50 |
| 5 | 2010.04.01 16:55 | sell | 2 | 0.51 | 0.92024 | 0.00000 | 0.00000 | ||
| 6 | 2010.04.01 17:00 | modify | 2 | 0.51 | 0.92024 | 0.93024 | 0.00000 | ||
| 7 | 2010.04.01 17:00 | modify | 2 | 0.51 | 0.92024 | 0.93024 | 0.87024 | ||
| 8 | 2010.04.01 20:20 | close | 2 | 0.51 | 0.92036 | 0.93024 | 0.87024 | -6.12 | 10212.38 |
| 9 | 2010.04.01 21:05 | buy | 3 | 0.51 | 0.91968 | 0.00000 | 0.00000 | ||
| 10 | 2010.04.01 21:10 | modify | 3 | 0.51 | 0.91968 | 0.90968 | 0.00000 | ||
| 11 | 2010.04.01 21:10 | modify | 3 | 0.51 | 0.91968 | 0.90968 | 0.96968 | ||
| 12 | 2010.04.05 01:20 | close | 3 | 0.51 | 0.91991 | 0.90968 | 0.96968 | 20.09 | 10232.47 |
| 13 | 2010.04.06 17:55 | sell | 4 | 0.51 | 0.92513 | 0.00000 | 0.00000 | ||
| 14 | 2010.04.06 18:00 | modify | 4 | 0.51 | 0.92513 | 0.93513 | 0.00000 | ||
| 15 | 2010.04.06 18:00 | modify | 4 | 0.51 | 0.92513 | 0.93513 | 0.87513 | ||
| 16 | 2010.04.07 21:30 | close | 4 | 0.51 | 0.92707 | 0.93513 | 0.87513 | -105.37 | 10127.11 |
| 17 | 2010.04.07 21:35 | buy | 5 | 0.51 | 0.92657 | 0.00000 | 0.00000 | ||
| 18 | 2010.04.07 21:40 | modify | 5 | 0.51 | 0.92657 | 0.91657 | 0.00000 | ||
| 19 | 2010.04.07 21:40 | modify | 5 | 0.51 | 0.92657 | 0.91657 | 0.97657 | ||
| 20 | 2010.04.08 04:40 | close | 5 | 0.51 | 0.92765 | 0.91657 | 0.97657 | 67.63 | 10194.73 |
| 21 | 2010.04.08 04:45 | sell | 6 | 0.51 | 0.92746 | 0.00000 | 0.00000 | ||
| 22 | 2010.04.08 04:50 | modify | 6 | 0.51 | 0.92746 | 0.93746 | 0.00000 | ||
| 23 | 2010.04.08 04:50 | modify | 6 | 0.51 | 0.92746 | 0.93746 | 0.87746 | ||
| 24 | 2010.04.08 10:35 | close | 6 | 0.51 | 0.92364 | 0.93746 | 0.87746 | 194.82 | 10389.55 |
| 25 | 2010.04.08 14:30 | buy | 7 | 0.52 | 0.92394 | 0.00000 | 0.00000 | ||
| 26 | 2010.04.08 14:35 | modify | 7 | 0.52 | 0.92394 | 0.91394 | 0.00000 | ||
| 27 | 2010.04.08 14:35 | modify | 7 | 0.52 | 0.92394 | 0.91394 | 0.97394 | ||
| 28 | 2010.04.12 00:16 | close | 7 | 0.52 | 0.93660 | 0.91394 | 0.97394 | 666.85 | 11056.40 |
| 29 | 2010.04.12 00:45 | sell | 8 | 0.55 | 0.93616 | 0.00000 | 0.00000 | ||
| 30 | 2010.04.12 00:50 | modify | 8 | 0.55 | 0.93616 | 0.94616 | 0.00000 | ||
| 31 | 2010.04.12 00:50 | modify | 8 | 0.55 | 0.93616 | 0.94616 | 0.88616 | ||
| 32 | 2010.04.12 08:25 | close | 8 | 0.55 | 0.93208 | 0.94616 | 0.88616 | 224.40 | 11280.80 |
| 33 | 2010.04.12 08:40 | buy | 9 | 0.56 | 0.93121 | 0.00000 | 0.00000 | ||
| 34 | 2010.04.12 08:45 | modify | 9 | 0.56 | 0.93121 | 0.92121 | 0.00000 | ||
| 35 | 2010.04.12 08:45 | modify | 9 | 0.56 | 0.93121 | 0.92121 | 0.98121 | ||
| 36 | 2010.04.12 18:05 | close | 9 | 0.56 | 0.92962 | 0.92121 | 0.98121 | -89.04 | 11191.76 |
| 37 | 2010.04.13 08:35 | sell | 10 | 0.56 | 0.92497 | 0.00000 | 0.00000 | ||
| 38 | 2010.04.13 08:40 | modify | 10 | 0.56 | 0.92497 | 0.93497 | 0.00000 | ||
| 39 | 2010.04.13 08:40 | modify | 10 | 0.56 | 0.92497 | 0.93497 | 0.87497 | ||
| 40 | 2010.04.13 16:45 | close | 10 | 0.56 | 0.92574 | 0.93497 | 0.87497 | -43.12 | 11148.64 |
| 41 | 2010.04.13 16:55 | buy | 11 | 0.56 | 0.92589 | 0.00000 | 0.00000 | ||
| 42 | 2010.04.13 17:00 | modify | 11 | 0.56 | 0.92589 | 0.91589 | 0.00000 | ||
| 43 | 2010.04.13 17:00 | modify | 11 | 0.56 | 0.92589 | 0.91589 | 0.97589 | ||
| 44 | 2010.04.13 18:30 | close | 11 | 0.56 | 0.92693 | 0.91589 | 0.97589 | 58.24 | 11206.88 |
| 45 | 2010.04.16 11:15 | sell | 12 | 0.56 | 0.93288 | 0.00000 | 0.00000 | ||
| 46 | 2010.04.16 11:20 | modify | 12 | 0.56 | 0.93288 | 0.94288 | 0.00000 | ||
| 47 | 2010.04.16 11:20 | modify | 12 | 0.56 | 0.93288 | 0.94288 | 0.88288 | ||
| 48 | 2010.04.16 18:20 | close | 12 | 0.56 | 0.92519 | 0.94288 | 0.88288 | 430.64 | 11637.52 |
| 49 | 2010.04.16 22:55 | buy | 13 | 0.58 | 0.92502 | 0.00000 | 0.00000 | ||
| 50 | 2010.04.19 00:00 | modify | 13 | 0.58 | 0.92502 | 0.91502 | 0.00000 | ||
| 51 | 2010.04.19 00:00 | modify | 13 | 0.58 | 0.92502 | 0.91502 | 0.97502 | ||
| 52 | 2010.04.19 02:40 | close | 13 | 0.58 | 0.92322 | 0.91502 | 0.97502 | -99.64 | 11537.88 |
| 53 | 2010.04.19 02:45 | sell | 14 | 0.58 | 0.92350 | 0.00000 | 0.00000 | ||
| 54 | 2010.04.19 02:50 | modify | 14 | 0.58 | 0.92350 | 0.93350 | 0.00000 | ||
| 55 | 2010.04.19 02:50 | modify | 14 | 0.58 | 0.92350 | 0.93350 | 0.87350 | ||
| 56 | 2010.04.19 04:40 | close | 14 | 0.58 | 0.92089 | 0.93350 | 0.87350 | 151.38 | 11689.26 |
| 57 | 2010.04.20 08:20 | buy | 15 | 0.58 | 0.92708 | 0.00000 | 0.00000 | ||
| 58 | 2010.04.20 08:25 | modify | 15 | 0.58 | 0.92708 | 0.91708 | 0.00000 | ||
| 59 | 2010.04.20 08:25 | modify | 15 | 0.58 | 0.92708 | 0.91708 | 0.97708 | ||
| 60 | 2010.04.21 08:30 | close | 15 | 0.58 | 0.93302 | 0.91708 | 0.97708 | 349.28 | 12038.53 |
| 61 | 2010.04.21 08:35 | sell | 16 | 0.60 | 0.93298 | 0.00000 | 0.00000 | ||
| 62 | 2010.04.21 08:40 | modify | 16 | 0.60 | 0.93298 | 0.94298 | 0.00000 | ||
| 63 | 2010.04.21 08:40 | modify | 16 | 0.60 | 0.93298 | 0.94298 | 0.88298 | ||
| 64 | 2010.04.21 13:40 | close | 16 | 0.60 | 0.93017 | 0.94298 | 0.88298 | 168.60 | 12207.13 |
| 65 | 2010.04.21 13:45 | buy | 17 | 0.61 | 0.93043 | 0.00000 | 0.00000 | ||
| 66 | 2010.04.21 13:50 | modify | 17 | 0.61 | 0.93043 | 0.92043 | 0.00000 | ||
| 67 | 2010.04.21 13:50 | modify | 17 | 0.61 | 0.93043 | 0.92043 | 0.98043 | ||
| 68 | 2010.04.22 01:10 | close | 17 | 0.61 | 0.92722 | 0.92043 | 0.98043 | -180.80 | 12026.33 |
| 69 | 2010.04.22 01:15 | sell | 18 | 0.60 | 0.92740 | 0.00000 | 0.00000 | ||
| 70 | 2010.04.22 01:20 | modify | 18 | 0.60 | 0.92740 | 0.93740 | 0.00000 | ||
| 71 | 2010.04.22 01:20 | modify | 18 | 0.60 | 0.92740 | 0.93740 | 0.87740 | ||
| 72 | 2010.04.22 03:25 | close | 18 | 0.60 | 0.92623 | 0.93740 | 0.87740 | 70.20 | 12096.53 |
| 73 | 2010.04.22 03:55 | buy | 19 | 0.60 | 0.92624 | 0.00000 | 0.00000 | ||
| 74 | 2010.04.22 04:00 | modify | 19 | 0.60 | 0.92624 | 0.91624 | 0.00000 | ||
| 75 | 2010.04.22 04:00 | modify | 19 | 0.60 | 0.92624 | 0.91624 | 0.97624 | ||
| 76 | 2010.04.22 08:45 | close | 19 | 0.60 | 0.92778 | 0.91624 | 0.97624 | 92.40 | 12188.93 |
| 77 | 2010.04.22 08:50 | sell | 20 | 0.61 | 0.92794 | 0.00000 | 0.00000 | ||
| 78 | 2010.04.22 08:55 | modify | 20 | 0.61 | 0.92794 | 0.93794 | 0.00000 | ||
| 79 | 2010.04.22 08:55 | modify | 20 | 0.61 | 0.92794 | 0.93794 | 0.87794 | ||
| 80 | 2010.04.22 13:40 | close | 20 | 0.61 | 0.92622 | 0.93794 | 0.87794 | 104.92 | 12293.85 |
| 81 | 2010.04.22 23:05 | buy | 21 | 0.61 | 0.92790 | 0.00000 | 0.00000 | ||
| 82 | 2010.04.22 23:10 | modify | 21 | 0.61 | 0.92790 | 0.91790 | 0.00000 | ||
| 83 | 2010.04.22 23:10 | modify | 21 | 0.61 | 0.92790 | 0.91790 | 0.97790 | ||
| 84 | 2010.04.23 11:00 | close | 21 | 0.61 | 0.92261 | 0.91790 | 0.97790 | -317.69 | 11976.16 |
| 85 | 2010.04.23 11:05 | sell | 22 | 0.60 | 0.92320 | 0.00000 | 0.00000 | ||
| 86 | 2010.04.23 11:10 | modify | 22 | 0.60 | 0.92320 | 0.93320 | 0.00000 | ||
| 87 | 2010.04.23 11:10 | modify | 22 | 0.60 | 0.92320 | 0.93320 | 0.87320 | ||
| 88 | 2010.04.27 08:35 | close | 22 | 0.60 | 0.92475 | 0.93320 | 0.87320 | -108.12 | 11868.04 |
| 89 | 2010.04.27 08:40 | buy | 23 | 0.59 | 0.92421 | 0.00000 | 0.00000 | ||
| 90 | 2010.04.27 08:45 | modify | 23 | 0.59 | 0.92421 | 0.91421 | 0.00000 | ||
| 91 | 2010.04.27 08:45 | modify | 23 | 0.59 | 0.92421 | 0.91421 | 0.97421 | ||
| 92 | 2010.04.27 16:55 | close | 23 | 0.59 | 0.92388 | 0.91421 | 0.97421 | -19.47 | 11848.57 |
| 93 | 2010.04.27 17:00 | sell | 24 | 0.59 | 0.92480 | 0.00000 | 0.00000 | ||
| 94 | 2010.04.27 17:05 | modify | 24 | 0.59 | 0.92480 | 0.93480 | 0.00000 | ||
| 95 | 2010.04.27 17:05 | modify | 24 | 0.59 | 0.92480 | 0.93480 | 0.87480 | ||
| 96 | 2010.04.28 11:00 | close | 24 | 0.59 | 0.91712 | 0.93480 | 0.87480 | 445.69 | 12294.26 |
| 97 | 2010.04.28 11:05 | buy | 25 | 0.61 | 0.91655 | 0.00000 | 0.00000 | ||
| 98 | 2010.04.28 11:10 | modify | 25 | 0.61 | 0.91655 | 0.90655 | 0.00000 | ||
| 99 | 2010.04.28 11:10 | modify | 25 | 0.61 | 0.91655 | 0.90655 | 0.96655 | ||
| 100 | 2010.04.30 09:05 | close | 25 | 0.61 | 0.93129 | 0.90655 | 0.96655 | 919.15 | 13213.41 |