| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.12.01 00:00 - 2009.12.31 18:55 (2009.12.01 - 2010.01.01) | ||||
| 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=86; BarsBack2=103; | ||||
| Bars in test | 7179 | Ticks modelled | 715179 | Modelling quality | 90.00% |
| Mismatched charts errors | 85 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2602.02 | Gross profit | 5010.16 | Gross loss | -2408.14 |
| Profit factor | 2.08 | Expected payoff | 100.08 | ||
| Absolute drawdown | 592.64 | Maximal drawdown | 859.64 (8.37%) | Relative drawdown | 8.37% (859.64) |
| Total trades | 26 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 15 (57.69%) | Loss trades (% of total) | 11 (42.31%) | ||
| Largest | profit trade | 621.42 | loss trade | -610.00 | |
| Average | profit trade | 334.01 | loss trade | -218.92 | |
| Maximum | consecutive wins (profit in money) | 5 (1800.66) | consecutive losses (loss in money) | 4 (-466.56) | |
| Maximal | consecutive profit (count of wins) | 1800.66 (5) | consecutive loss (count of losses) | -610.00 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:40 | sell | 1 | 0.50 | 0.91612 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 01:45 | modify | 1 | 0.50 | 0.91612 | 0.92612 | 0.00000 | ||
| 3 | 2009.12.01 01:45 | modify | 1 | 0.50 | 0.91612 | 0.92612 | 0.86612 | ||
| 4 | 2009.12.01 17:18 | s/l | 1 | 0.50 | 0.92612 | 0.92612 | 0.86612 | -500.00 | 9500.00 |
| 5 | 2009.12.02 19:10 | buy | 2 | 0.48 | 0.92500 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 19:15 | modify | 2 | 0.48 | 0.92500 | 0.91500 | 0.00000 | ||
| 7 | 2009.12.02 19:15 | modify | 2 | 0.48 | 0.92500 | 0.91500 | 0.97500 | ||
| 8 | 2009.12.03 02:30 | close | 2 | 0.48 | 0.92858 | 0.91500 | 0.97500 | 184.08 | 9684.08 |
| 9 | 2009.12.03 02:35 | sell | 3 | 0.48 | 0.92912 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 02:40 | modify | 3 | 0.48 | 0.92912 | 0.93912 | 0.00000 | ||
| 11 | 2009.12.03 02:40 | modify | 3 | 0.48 | 0.92912 | 0.93912 | 0.87912 | ||
| 12 | 2009.12.03 15:55 | close | 3 | 0.48 | 0.92790 | 0.93912 | 0.87912 | 58.56 | 9742.64 |
| 13 | 2009.12.03 16:00 | buy | 4 | 0.49 | 0.92713 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.03 16:05 | modify | 4 | 0.49 | 0.92713 | 0.91713 | 0.00000 | ||
| 15 | 2009.12.03 16:05 | modify | 4 | 0.49 | 0.92713 | 0.91713 | 0.97713 | ||
| 16 | 2009.12.04 09:15 | close | 4 | 0.49 | 0.92575 | 0.91713 | 0.97713 | -63.46 | 9679.18 |
| 17 | 2009.12.04 09:20 | sell | 5 | 0.48 | 0.92576 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.04 09:25 | modify | 5 | 0.48 | 0.92576 | 0.93576 | 0.00000 | ||
| 19 | 2009.12.04 09:25 | modify | 5 | 0.48 | 0.92576 | 0.93576 | 0.87576 | ||
| 20 | 2009.12.04 19:10 | close | 5 | 0.48 | 0.91500 | 0.93576 | 0.87576 | 516.48 | 10195.66 |
| 21 | 2009.12.04 20:30 | buy | 6 | 0.51 | 0.91198 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.04 20:35 | modify | 6 | 0.51 | 0.91198 | 0.90198 | 0.00000 | ||
| 23 | 2009.12.04 20:35 | modify | 6 | 0.51 | 0.91198 | 0.90198 | 0.96198 | ||
| 24 | 2009.12.07 04:25 | close | 6 | 0.51 | 0.91535 | 0.90198 | 0.96198 | 176.21 | 10371.87 |
| 25 | 2009.12.07 04:30 | sell | 7 | 0.52 | 0.91517 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.07 04:36 | modify | 7 | 0.52 | 0.91517 | 0.92517 | 0.00000 | ||
| 27 | 2009.12.07 04:36 | modify | 7 | 0.52 | 0.91517 | 0.92517 | 0.86517 | ||
| 28 | 2009.12.07 13:45 | close | 7 | 0.52 | 0.90908 | 0.92517 | 0.86517 | 316.68 | 10688.55 |
| 29 | 2009.12.08 09:15 | buy | 8 | 0.53 | 0.91080 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.08 09:20 | modify | 8 | 0.53 | 0.91080 | 0.90080 | 0.00000 | ||
| 31 | 2009.12.08 09:20 | modify | 8 | 0.53 | 0.91080 | 0.90080 | 0.96080 | ||
| 32 | 2009.12.09 05:10 | close | 8 | 0.53 | 0.90627 | 0.90080 | 0.96080 | -235.59 | 10452.96 |
| 33 | 2009.12.09 05:15 | sell | 9 | 0.52 | 0.90576 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.09 05:20 | modify | 9 | 0.52 | 0.90576 | 0.91576 | 0.00000 | ||
| 35 | 2009.12.09 05:20 | modify | 9 | 0.52 | 0.90576 | 0.91576 | 0.85576 | ||
| 36 | 2009.12.09 19:20 | close | 9 | 0.52 | 0.90479 | 0.91576 | 0.85576 | 50.44 | 10503.40 |
| 37 | 2009.12.09 19:25 | buy | 10 | 0.53 | 0.90402 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.09 19:30 | modify | 10 | 0.53 | 0.90402 | 0.89402 | 0.00000 | ||
| 39 | 2009.12.09 19:30 | modify | 10 | 0.53 | 0.90402 | 0.89402 | 0.95402 | ||
| 40 | 2009.12.10 02:35 | close | 10 | 0.53 | 0.91549 | 0.89402 | 0.95402 | 621.42 | 11124.83 |
| 41 | 2009.12.10 02:40 | sell | 11 | 0.56 | 0.91589 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.10 02:45 | modify | 11 | 0.56 | 0.91589 | 0.92589 | 0.00000 | ||
| 43 | 2009.12.10 02:45 | modify | 11 | 0.56 | 0.91589 | 0.92589 | 0.86589 | ||
| 44 | 2009.12.14 03:50 | close | 11 | 0.56 | 0.90772 | 0.92589 | 0.86589 | 447.78 | 11572.61 |
| 45 | 2009.12.14 03:55 | buy | 12 | 0.58 | 0.90777 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.14 04:00 | modify | 12 | 0.58 | 0.90777 | 0.89777 | 0.00000 | ||
| 47 | 2009.12.14 04:00 | modify | 12 | 0.58 | 0.90777 | 0.89777 | 0.95777 | ||
| 48 | 2009.12.14 19:30 | close | 12 | 0.58 | 0.91655 | 0.89777 | 0.95777 | 509.24 | 12081.85 |
| 49 | 2009.12.14 19:35 | sell | 13 | 0.60 | 0.91652 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.14 19:40 | modify | 13 | 0.60 | 0.91652 | 0.92652 | 0.00000 | ||
| 51 | 2009.12.14 19:40 | modify | 13 | 0.60 | 0.91652 | 0.92652 | 0.86652 | ||
| 52 | 2009.12.15 04:35 | close | 13 | 0.60 | 0.91357 | 0.92652 | 0.86652 | 171.78 | 12253.63 |
| 53 | 2009.12.15 04:40 | buy | 14 | 0.61 | 0.91366 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.15 04:45 | modify | 14 | 0.61 | 0.91366 | 0.90366 | 0.00000 | ||
| 55 | 2009.12.15 04:45 | modify | 14 | 0.61 | 0.91366 | 0.90366 | 0.96366 | ||
| 56 | 2009.12.15 19:41 | s/l | 14 | 0.61 | 0.90366 | 0.90366 | 0.96366 | -610.00 | 11643.63 |
| 57 | 2009.12.16 13:50 | sell | 15 | 0.58 | 0.89967 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.16 13:55 | modify | 15 | 0.58 | 0.89967 | 0.90967 | 0.00000 | ||
| 59 | 2009.12.16 13:55 | modify | 15 | 0.58 | 0.89967 | 0.90967 | 0.84967 | ||
| 60 | 2009.12.17 06:10 | close | 15 | 0.58 | 0.89004 | 0.90967 | 0.84967 | 543.40 | 12187.03 |
| 61 | 2009.12.17 06:15 | buy | 16 | 0.61 | 0.88978 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.17 06:20 | modify | 16 | 0.61 | 0.88978 | 0.87978 | 0.00000 | ||
| 63 | 2009.12.17 06:20 | modify | 16 | 0.61 | 0.88978 | 0.87978 | 0.93978 | ||
| 64 | 2009.12.18 07:40 | close | 16 | 0.61 | 0.88826 | 0.87978 | 0.93978 | -87.53 | 12099.49 |
| 65 | 2009.12.18 22:20 | sell | 17 | 0.60 | 0.89014 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.18 22:25 | modify | 17 | 0.60 | 0.89014 | 0.90014 | 0.00000 | ||
| 67 | 2009.12.18 22:25 | modify | 17 | 0.60 | 0.89014 | 0.90014 | 0.84014 | ||
| 68 | 2009.12.21 10:30 | close | 17 | 0.60 | 0.88368 | 0.90014 | 0.84014 | 382.38 | 12481.87 |
| 69 | 2009.12.21 20:35 | buy | 18 | 0.62 | 0.88163 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.21 20:40 | modify | 18 | 0.62 | 0.88163 | 0.87163 | 0.00000 | ||
| 71 | 2009.12.21 20:40 | modify | 18 | 0.62 | 0.88163 | 0.87163 | 0.93163 | ||
| 72 | 2009.12.22 10:30 | close | 18 | 0.62 | 0.88103 | 0.87163 | 0.93163 | -31.93 | 12449.94 |
| 73 | 2009.12.22 10:35 | sell | 19 | 0.62 | 0.88130 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.22 10:40 | modify | 19 | 0.62 | 0.88130 | 0.89130 | 0.00000 | ||
| 75 | 2009.12.22 10:40 | modify | 19 | 0.62 | 0.88130 | 0.89130 | 0.83130 | ||
| 76 | 2009.12.23 00:15 | close | 19 | 0.62 | 0.87648 | 0.89130 | 0.83130 | 293.45 | 12743.39 |
| 77 | 2009.12.23 00:20 | buy | 20 | 0.64 | 0.87671 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.23 00:25 | modify | 20 | 0.64 | 0.87671 | 0.86671 | 0.00000 | ||
| 79 | 2009.12.23 00:25 | modify | 20 | 0.64 | 0.87671 | 0.86671 | 0.92671 | ||
| 80 | 2009.12.23 17:55 | close | 20 | 0.64 | 0.88071 | 0.86671 | 0.92671 | 256.00 | 12999.39 |
| 81 | 2009.12.23 18:00 | sell | 21 | 0.65 | 0.88079 | 0.00000 | 0.00000 | ||
| 82 | 2009.12.23 18:05 | modify | 21 | 0.65 | 0.88079 | 0.89079 | 0.00000 | ||
| 83 | 2009.12.23 18:05 | modify | 21 | 0.65 | 0.88079 | 0.89079 | 0.83079 | ||
| 84 | 2009.12.28 21:05 | close | 21 | 0.65 | 0.88671 | 0.89079 | 0.83079 | -413.07 | 12586.31 |
| 85 | 2009.12.28 21:10 | buy | 22 | 0.63 | 0.88688 | 0.00000 | 0.00000 | ||
| 86 | 2009.12.28 21:15 | modify | 22 | 0.63 | 0.88688 | 0.87688 | 0.00000 | ||
| 87 | 2009.12.28 21:15 | modify | 22 | 0.63 | 0.88688 | 0.87688 | 0.93688 | ||
| 88 | 2009.12.29 10:25 | close | 22 | 0.63 | 0.89445 | 0.87688 | 0.93688 | 482.27 | 13068.58 |
| 89 | 2009.12.29 10:30 | sell | 23 | 0.65 | 0.89434 | 0.00000 | 0.00000 | ||
| 90 | 2009.12.29 10:35 | modify | 23 | 0.65 | 0.89434 | 0.90434 | 0.00000 | ||
| 91 | 2009.12.29 10:35 | modify | 23 | 0.65 | 0.89434 | 0.90434 | 0.84434 | ||
| 92 | 2009.12.29 21:30 | close | 23 | 0.65 | 0.89495 | 0.90434 | 0.84434 | -39.65 | 13028.93 |
| 93 | 2009.12.29 21:35 | buy | 24 | 0.65 | 0.89521 | 0.00000 | 0.00000 | ||
| 94 | 2009.12.29 21:40 | modify | 24 | 0.65 | 0.89521 | 0.88521 | 0.00000 | ||
| 95 | 2009.12.29 21:40 | modify | 24 | 0.65 | 0.89521 | 0.88521 | 0.94521 | ||
| 96 | 2009.12.30 12:15 | close | 24 | 0.65 | 0.89364 | 0.88521 | 0.94521 | -96.52 | 12932.40 |
| 97 | 2009.12.30 12:35 | sell | 25 | 0.65 | 0.89371 | 0.00000 | 0.00000 | ||
| 98 | 2009.12.30 12:40 | modify | 25 | 0.65 | 0.89371 | 0.90371 | 0.00000 | ||
| 99 | 2009.12.30 12:40 | modify | 25 | 0.65 | 0.89371 | 0.90371 | 0.84371 | ||
| 100 | 2009.12.31 16:55 | close | 25 | 0.65 | 0.89673 | 0.90371 | 0.84371 | -213.27 | 12719.14 |
| 101 | 2009.12.31 17:00 | buy | 26 | 0.64 | 0.89930 | 0.00000 | 0.00000 | ||
| 102 | 2009.12.31 17:05 | modify | 26 | 0.64 | 0.89930 | 0.88930 | 0.00000 | ||
| 103 | 2009.12.31 17:05 | modify | 26 | 0.64 | 0.89930 | 0.88930 | 0.94930 | ||
| 104 | 2009.12.31 18:59 | close at stop | 26 | 0.64 | 0.89747 | 0.88930 | 0.94930 | -117.12 | 12602.02 |