| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.02.01 00:00 - 2010.02.26 22:55 (2010.02.01 - 2010.03.01) | ||||
| 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=38; BarsBack2=300; | ||||
| Bars in test | 6712 | Ticks modelled | 794420 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4089.97 | Gross profit | 5170.54 | Gross loss | -1080.57 |
| Profit factor | 4.79 | Expected payoff | 255.62 | ||
| Absolute drawdown | 278.00 | Maximal drawdown | 1100.30 (7.44%) | Relative drawdown | 7.44% (1100.30) |
| Total trades | 16 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 13 (81.25%) | Loss trades (% of total) | 3 (18.75%) | ||
| Largest | profit trade | 799.60 | loss trade | -560.42 | |
| Average | profit trade | 397.73 | loss trade | -360.19 | |
| Maximum | consecutive wins (profit in money) | 7 (3137.95) | consecutive losses (loss in money) | 1 (-560.42) | |
| Maximal | consecutive profit (count of wins) | 3137.95 (7) | consecutive loss (count of losses) | -560.42 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.02.01 00:35 | buy | 1 | 0.50 | 0.88433 | 0.00000 | 0.00000 | ||
| 2 | 2010.02.01 00:40 | modify | 1 | 0.50 | 0.88433 | 0.87433 | 0.00000 | ||
| 3 | 2010.02.01 00:40 | modify | 1 | 0.50 | 0.88433 | 0.87433 | 0.93433 | ||
| 4 | 2010.02.01 20:15 | close | 1 | 0.50 | 0.88927 | 0.87433 | 0.93433 | 247.00 | 10247.00 |
| 5 | 2010.02.01 20:20 | sell | 2 | 0.51 | 0.88963 | 0.00000 | 0.00000 | ||
| 6 | 2010.02.01 20:25 | modify | 2 | 0.51 | 0.88963 | 0.89963 | 0.00000 | ||
| 7 | 2010.02.01 20:25 | modify | 2 | 0.51 | 0.88963 | 0.89963 | 0.83963 | ||
| 8 | 2010.02.02 07:30 | close | 2 | 0.51 | 0.88172 | 0.89963 | 0.83963 | 397.39 | 10644.39 |
| 9 | 2010.02.02 07:35 | buy | 3 | 0.53 | 0.88118 | 0.00000 | 0.00000 | ||
| 10 | 2010.02.02 07:40 | modify | 3 | 0.53 | 0.88118 | 0.87118 | 0.00000 | ||
| 11 | 2010.02.02 07:40 | modify | 3 | 0.53 | 0.88118 | 0.87118 | 0.93118 | ||
| 12 | 2010.02.03 09:15 | close | 3 | 0.53 | 0.88840 | 0.87118 | 0.93118 | 385.63 | 11030.02 |
| 13 | 2010.02.03 09:20 | sell | 4 | 0.55 | 0.88897 | 0.00000 | 0.00000 | ||
| 14 | 2010.02.03 09:25 | modify | 4 | 0.55 | 0.88897 | 0.89897 | 0.00000 | ||
| 15 | 2010.02.03 09:25 | modify | 4 | 0.55 | 0.88897 | 0.89897 | 0.83897 | ||
| 16 | 2010.02.03 18:50 | close | 4 | 0.55 | 0.88236 | 0.89897 | 0.83897 | 363.55 | 11393.57 |
| 17 | 2010.02.03 18:55 | buy | 5 | 0.57 | 0.88329 | 0.00000 | 0.00000 | ||
| 18 | 2010.02.03 19:00 | modify | 5 | 0.57 | 0.88329 | 0.87329 | 0.00000 | ||
| 19 | 2010.02.03 19:00 | modify | 5 | 0.57 | 0.88329 | 0.87329 | 0.93329 | ||
| 20 | 2010.02.04 16:10 | s/l | 5 | 0.57 | 0.87329 | 0.87329 | 0.93329 | -560.42 | 10833.15 |
| 21 | 2010.02.08 10:50 | sell | 6 | 0.54 | 0.86858 | 0.00000 | 0.00000 | ||
| 22 | 2010.02.08 10:55 | modify | 6 | 0.54 | 0.86858 | 0.87858 | 0.00000 | ||
| 23 | 2010.02.08 10:55 | modify | 6 | 0.54 | 0.86858 | 0.87858 | 0.81858 | ||
| 24 | 2010.02.09 00:05 | close | 6 | 0.54 | 0.86388 | 0.87858 | 0.81858 | 247.43 | 11080.57 |
| 25 | 2010.02.09 00:10 | buy | 7 | 0.55 | 0.86382 | 0.00000 | 0.00000 | ||
| 26 | 2010.02.09 00:15 | modify | 7 | 0.55 | 0.86382 | 0.85382 | 0.00000 | ||
| 27 | 2010.02.09 00:15 | modify | 7 | 0.55 | 0.86382 | 0.85382 | 0.91382 | ||
| 28 | 2010.02.09 09:05 | close | 7 | 0.55 | 0.87094 | 0.85382 | 0.91382 | 391.60 | 11472.17 |
| 29 | 2010.02.09 09:10 | sell | 8 | 0.57 | 0.87058 | 0.00000 | 0.00000 | ||
| 30 | 2010.02.09 09:15 | modify | 8 | 0.57 | 0.87058 | 0.88058 | 0.00000 | ||
| 31 | 2010.02.09 09:15 | modify | 8 | 0.57 | 0.87058 | 0.88058 | 0.82058 | ||
| 32 | 2010.02.10 17:30 | close | 8 | 0.57 | 0.87312 | 0.88058 | 0.82058 | -151.51 | 11320.67 |
| 33 | 2010.02.10 17:35 | buy | 9 | 0.57 | 0.87386 | 0.00000 | 0.00000 | ||
| 34 | 2010.02.10 17:40 | modify | 9 | 0.57 | 0.87386 | 0.86386 | 0.00000 | ||
| 35 | 2010.02.10 17:40 | modify | 9 | 0.57 | 0.87386 | 0.86386 | 0.92386 | ||
| 36 | 2010.02.11 04:05 | close | 9 | 0.57 | 0.88772 | 0.86386 | 0.92386 | 799.60 | 12120.26 |
| 37 | 2010.02.11 04:10 | sell | 10 | 0.61 | 0.88673 | 0.00000 | 0.00000 | ||
| 38 | 2010.02.11 04:15 | modify | 10 | 0.61 | 0.88673 | 0.89673 | 0.00000 | ||
| 39 | 2010.02.11 04:15 | modify | 10 | 0.61 | 0.88673 | 0.89673 | 0.83673 | ||
| 40 | 2010.02.12 13:20 | close | 10 | 0.61 | 0.88262 | 0.89673 | 0.83673 | 243.51 | 12363.78 |
| 41 | 2010.02.17 20:50 | buy | 11 | 0.62 | 0.89901 | 0.00000 | 0.00000 | ||
| 42 | 2010.02.17 20:55 | modify | 11 | 0.62 | 0.89901 | 0.88901 | 0.00000 | ||
| 43 | 2010.02.17 20:55 | modify | 11 | 0.62 | 0.89901 | 0.88901 | 0.94901 | ||
| 44 | 2010.02.18 21:35 | close | 11 | 0.62 | 0.90117 | 0.88901 | 0.94901 | 144.34 | 12508.11 |
| 45 | 2010.02.18 21:40 | sell | 12 | 0.63 | 0.90156 | 0.00000 | 0.00000 | ||
| 46 | 2010.02.18 21:45 | modify | 12 | 0.63 | 0.90156 | 0.91156 | 0.00000 | ||
| 47 | 2010.02.18 21:45 | modify | 12 | 0.63 | 0.90156 | 0.91156 | 0.85156 | ||
| 48 | 2010.02.19 01:40 | close | 12 | 0.63 | 0.89370 | 0.91156 | 0.85156 | 487.75 | 12995.86 |
| 49 | 2010.02.19 01:45 | buy | 13 | 0.65 | 0.89282 | 0.00000 | 0.00000 | ||
| 50 | 2010.02.19 01:50 | modify | 13 | 0.65 | 0.89282 | 0.88282 | 0.00000 | ||
| 51 | 2010.02.19 01:50 | modify | 13 | 0.65 | 0.89282 | 0.88282 | 0.94282 | ||
| 52 | 2010.02.22 01:55 | close | 13 | 0.65 | 0.90128 | 0.88282 | 0.94282 | 553.54 | 13549.40 |
| 53 | 2010.02.22 02:00 | sell | 14 | 0.68 | 0.90102 | 0.00000 | 0.00000 | ||
| 54 | 2010.02.22 02:05 | modify | 14 | 0.68 | 0.90102 | 0.91102 | 0.00000 | ||
| 55 | 2010.02.22 02:05 | modify | 14 | 0.68 | 0.90102 | 0.91102 | 0.85102 | ||
| 56 | 2010.02.23 19:10 | close | 14 | 0.68 | 0.88967 | 0.91102 | 0.85102 | 763.78 | 14313.17 |
| 57 | 2010.02.23 19:15 | buy | 15 | 0.72 | 0.88903 | 0.00000 | 0.00000 | ||
| 58 | 2010.02.23 19:20 | modify | 15 | 0.72 | 0.88903 | 0.87903 | 0.00000 | ||
| 59 | 2010.02.23 19:20 | modify | 15 | 0.72 | 0.88903 | 0.87903 | 0.93903 | ||
| 60 | 2010.02.26 11:10 | close | 15 | 0.72 | 0.89077 | 0.87903 | 0.93903 | 145.44 | 14458.61 |
| 61 | 2010.02.26 11:15 | sell | 16 | 0.72 | 0.89056 | 0.00000 | 0.00000 | ||
| 62 | 2010.02.26 11:20 | modify | 16 | 0.72 | 0.89056 | 0.90056 | 0.00000 | ||
| 63 | 2010.02.26 11:20 | modify | 16 | 0.72 | 0.89056 | 0.90056 | 0.84056 | ||
| 64 | 2010.02.26 22:59 | close at stop | 16 | 0.72 | 0.89568 | 0.90056 | 0.84056 | -368.64 | 14089.97 |