| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2011.10.23 21:00 - 2012.01.03 23:59 (2011.12.01 - 2012.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=0.05; StopLoss=0.01; StopStep=0.0025; MaxSpread=0.0025; MaxSlippage=0.0025; BarsBack1=28; BarsBack2=408; | ||||
| Bars in test | 14998 | Ticks modelled | 4459364 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3920.46 | Gross profit | 5174.98 | Gross loss | -1254.52 |
| Profit factor | 4.13 | Expected payoff | 301.57 | ||
| Absolute drawdown | 310.50 | Maximal drawdown | 1152.52 (9.11%) | Relative drawdown | 9.11% (1152.52) |
| Total trades | 13 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 11 (84.62%) | Loss trades (% of total) | 2 (15.38%) | ||
| Largest | profit trade | 993.38 | loss trade | -630.00 | |
| Average | profit trade | 470.45 | loss trade | -627.26 | |
| Maximum | consecutive wins (profit in money) | 5 (2518.55) | consecutive losses (loss in money) | 1 (-630.00) | |
| Maximal | consecutive profit (count of wins) | 2518.55 (5) | consecutive loss (count of losses) | -630.00 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.12.02 10:40 | sell | 1 | 0.50 | 1.02644 | 0.00000 | 0.00000 | ||
| 2 | 2011.12.02 10:45 | modify | 1 | 0.50 | 1.02644 | 1.03644 | 0.00000 | ||
| 3 | 2011.12.02 10:45 | modify | 1 | 0.50 | 1.02644 | 1.03644 | 0.97644 | ||
| 4 | 2011.12.05 05:40 | close | 1 | 0.50 | 1.02230 | 1.03644 | 0.97644 | 200.20 | 10200.20 |
| 5 | 2011.12.05 05:55 | buy | 2 | 0.51 | 1.02041 | 0.00000 | 0.00000 | ||
| 6 | 2011.12.05 06:00 | modify | 2 | 0.51 | 1.02041 | 1.01041 | 0.00000 | ||
| 7 | 2011.12.05 06:00 | modify | 2 | 0.51 | 1.02041 | 1.01041 | 1.07041 | ||
| 8 | 2011.12.05 16:25 | close | 2 | 0.51 | 1.02913 | 1.01041 | 1.07041 | 444.72 | 10644.92 |
| 9 | 2011.12.05 16:30 | sell | 3 | 0.53 | 1.02944 | 0.00000 | 0.00000 | ||
| 10 | 2011.12.05 16:35 | modify | 3 | 0.53 | 1.02944 | 1.03944 | 0.00000 | ||
| 11 | 2011.12.05 16:35 | modify | 3 | 0.53 | 1.02944 | 1.03944 | 0.97944 | ||
| 12 | 2011.12.06 05:45 | close | 3 | 0.53 | 1.01735 | 1.03944 | 0.97944 | 633.56 | 11278.48 |
| 13 | 2011.12.06 05:50 | buy | 4 | 0.56 | 1.01806 | 0.00000 | 0.00000 | ||
| 14 | 2011.12.06 05:55 | modify | 4 | 0.56 | 1.01806 | 1.00806 | 0.00000 | ||
| 15 | 2011.12.06 05:55 | modify | 4 | 0.56 | 1.01806 | 1.00806 | 1.06806 | ||
| 16 | 2011.12.07 07:40 | close | 4 | 0.56 | 1.02924 | 1.00806 | 1.06806 | 630.95 | 11909.43 |
| 17 | 2011.12.07 07:45 | sell | 5 | 0.60 | 1.02919 | 0.00000 | 0.00000 | ||
| 18 | 2011.12.07 07:50 | modify | 5 | 0.60 | 1.02919 | 1.03919 | 0.00000 | ||
| 19 | 2011.12.07 07:50 | modify | 5 | 0.60 | 1.02919 | 1.03919 | 0.97919 | ||
| 20 | 2011.12.08 16:55 | close | 5 | 0.60 | 1.01863 | 1.03919 | 0.97919 | 609.12 | 12518.55 |
| 21 | 2011.12.08 17:00 | buy | 6 | 0.63 | 1.01878 | 0.00000 | 0.00000 | ||
| 22 | 2011.12.08 17:05 | modify | 6 | 0.63 | 1.01878 | 1.00878 | 0.00000 | ||
| 23 | 2011.12.08 17:05 | modify | 6 | 0.63 | 1.01878 | 1.00878 | 1.06878 | ||
| 24 | 2011.12.09 06:44 | s/l | 6 | 0.63 | 1.00878 | 1.00878 | 1.06878 | -624.52 | 11894.04 |
| 25 | 2011.12.16 02:30 | sell | 7 | 0.59 | 0.99632 | 0.00000 | 0.00000 | ||
| 26 | 2011.12.16 02:35 | modify | 7 | 0.59 | 0.99632 | 1.00632 | 0.00000 | ||
| 27 | 2011.12.16 02:35 | modify | 7 | 0.59 | 0.99632 | 1.00632 | 0.94632 | ||
| 28 | 2011.12.19 04:55 | close | 7 | 0.59 | 0.99140 | 1.00632 | 0.94632 | 282.26 | 12176.29 |
| 29 | 2011.12.19 05:00 | buy | 8 | 0.61 | 0.99093 | 0.00000 | 0.00000 | ||
| 30 | 2011.12.19 05:05 | modify | 8 | 0.61 | 0.99093 | 0.98093 | 0.00000 | ||
| 31 | 2011.12.19 05:05 | modify | 8 | 0.61 | 0.99093 | 0.98093 | 1.04093 | ||
| 32 | 2011.12.20 10:25 | close | 8 | 0.61 | 0.99894 | 0.98093 | 1.04093 | 493.92 | 12670.21 |
| 33 | 2011.12.20 10:30 | sell | 9 | 0.63 | 0.99895 | 0.00000 | 0.00000 | ||
| 34 | 2011.12.20 10:35 | modify | 9 | 0.63 | 0.99895 | 1.00895 | 0.00000 | ||
| 35 | 2011.12.20 10:35 | modify | 9 | 0.63 | 0.99895 | 1.00895 | 0.94895 | ||
| 36 | 2011.12.20 14:42 | s/l | 9 | 0.63 | 1.00895 | 1.00895 | 0.94895 | -630.00 | 12040.21 |
| 37 | 2011.12.28 00:05 | buy | 10 | 0.60 | 1.01515 | 0.00000 | 0.00000 | ||
| 38 | 2011.12.28 00:10 | modify | 10 | 0.60 | 1.01515 | 1.00515 | 0.00000 | ||
| 39 | 2011.12.28 00:10 | modify | 10 | 0.60 | 1.01515 | 1.00515 | 1.06515 | ||
| 40 | 2011.12.28 10:10 | close | 10 | 0.60 | 1.01743 | 1.00515 | 1.06515 | 136.80 | 12177.01 |
| 41 | 2011.12.28 10:15 | sell | 11 | 0.61 | 1.01763 | 0.00000 | 0.00000 | ||
| 42 | 2011.12.28 10:20 | modify | 11 | 0.61 | 1.01763 | 1.02763 | 0.00000 | ||
| 43 | 2011.12.28 10:20 | modify | 11 | 0.61 | 1.01763 | 1.02763 | 0.96763 | ||
| 44 | 2011.12.28 17:00 | close | 11 | 0.61 | 1.00928 | 1.02763 | 0.96763 | 509.35 | 12686.36 |
| 45 | 2011.12.28 17:05 | buy | 12 | 0.63 | 1.00933 | 0.00000 | 0.00000 | ||
| 46 | 2011.12.28 17:10 | modify | 12 | 0.63 | 1.00933 | 0.99933 | 0.00000 | ||
| 47 | 2011.12.28 17:10 | modify | 12 | 0.63 | 1.00933 | 0.99933 | 1.05933 | ||
| 48 | 2011.12.30 16:05 | close | 12 | 0.63 | 1.02475 | 0.99933 | 1.05933 | 993.38 | 13679.74 |
| 49 | 2011.12.30 16:10 | sell | 13 | 0.68 | 1.02479 | 0.00000 | 0.00000 | ||
| 50 | 2011.12.30 16:15 | modify | 13 | 0.68 | 1.02479 | 1.03479 | 0.00000 | ||
| 51 | 2011.12.30 16:15 | modify | 13 | 0.68 | 1.02479 | 1.03479 | 0.97479 | ||
| 52 | 2011.12.30 21:59 | close at stop | 13 | 0.68 | 1.02125 | 1.03479 | 0.97479 | 240.72 | 13920.46 |