| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.07.08 08:20 - 2010.07.23 22:55 (2010.07.01 - 2010.08.01) | ||||
| 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=47; BarsBack2=76; | ||||
| Bars in test | 4321 | Ticks modelled | 431239 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2340.12 | Gross profit | 3126.55 | Gross loss | -786.44 |
| Profit factor | 3.98 | Expected payoff | 106.37 | ||
| Absolute drawdown | 241.50 | Maximal drawdown | 915.93 (7.10%) | Relative drawdown | 7.10% (915.93) |
| Total trades | 22 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 16 (72.73%) | Loss trades (% of total) | 6 (27.27%) | ||
| Largest | profit trade | 504.02 | loss trade | -640.00 | |
| Average | profit trade | 195.41 | loss trade | -131.07 | |
| Maximum | consecutive wins (profit in money) | 8 (1411.49) | consecutive losses (loss in money) | 2 (-73.54) | |
| Maximal | consecutive profit (count of wins) | 1411.49 (8) | consecutive loss (count of losses) | -640.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.07.08 10:05 | buy | 1 | 0.50 | 0.87398 | 0.00000 | 0.00000 | ||
| 2 | 2010.07.08 10:10 | modify | 1 | 0.50 | 0.87398 | 0.86398 | 0.00000 | ||
| 3 | 2010.07.08 10:10 | modify | 1 | 0.50 | 0.87398 | 0.86398 | 0.92398 | ||
| 4 | 2010.07.08 23:15 | close | 1 | 0.50 | 0.87720 | 0.86398 | 0.92398 | 161.00 | 10161.00 |
| 5 | 2010.07.08 23:20 | sell | 2 | 0.51 | 0.87722 | 0.00000 | 0.00000 | ||
| 6 | 2010.07.08 23:25 | modify | 2 | 0.51 | 0.87722 | 0.88722 | 0.00000 | ||
| 7 | 2010.07.08 23:25 | modify | 2 | 0.51 | 0.87722 | 0.88722 | 0.82722 | ||
| 8 | 2010.07.12 04:35 | close | 2 | 0.51 | 0.87441 | 0.88722 | 0.82722 | 129.85 | 10290.85 |
| 9 | 2010.07.12 04:40 | buy | 3 | 0.51 | 0.87441 | 0.00000 | 0.00000 | ||
| 10 | 2010.07.12 04:45 | modify | 3 | 0.51 | 0.87441 | 0.86441 | 0.00000 | ||
| 11 | 2010.07.12 04:45 | modify | 3 | 0.51 | 0.87441 | 0.86441 | 0.92441 | ||
| 12 | 2010.07.12 14:35 | close | 3 | 0.51 | 0.87336 | 0.86441 | 0.92441 | -53.55 | 10237.30 |
| 13 | 2010.07.12 14:40 | sell | 4 | 0.51 | 0.87329 | 0.00000 | 0.00000 | ||
| 14 | 2010.07.12 14:45 | modify | 4 | 0.51 | 0.87329 | 0.88329 | 0.00000 | ||
| 15 | 2010.07.12 14:45 | modify | 4 | 0.51 | 0.87329 | 0.88329 | 0.82329 | ||
| 16 | 2010.07.13 06:35 | close | 4 | 0.51 | 0.87355 | 0.88329 | 0.82329 | -19.99 | 10217.30 |
| 17 | 2010.07.13 06:40 | buy | 5 | 0.51 | 0.87352 | 0.00000 | 0.00000 | ||
| 18 | 2010.07.13 06:45 | modify | 5 | 0.51 | 0.87352 | 0.86352 | 0.00000 | ||
| 19 | 2010.07.13 06:45 | modify | 5 | 0.51 | 0.87352 | 0.86352 | 0.92352 | ||
| 20 | 2010.07.13 18:30 | close | 5 | 0.51 | 0.88234 | 0.86352 | 0.92352 | 449.82 | 10667.12 |
| 21 | 2010.07.13 18:35 | sell | 6 | 0.53 | 0.88160 | 0.00000 | 0.00000 | ||
| 22 | 2010.07.13 18:40 | modify | 6 | 0.53 | 0.88160 | 0.89160 | 0.00000 | ||
| 23 | 2010.07.13 18:40 | modify | 6 | 0.53 | 0.88160 | 0.89160 | 0.83160 | ||
| 24 | 2010.07.14 06:25 | close | 6 | 0.53 | 0.88237 | 0.89160 | 0.83160 | -47.81 | 10619.32 |
| 25 | 2010.07.14 06:30 | buy | 7 | 0.53 | 0.88218 | 0.00000 | 0.00000 | ||
| 26 | 2010.07.14 06:35 | modify | 7 | 0.53 | 0.88218 | 0.87218 | 0.00000 | ||
| 27 | 2010.07.14 06:35 | modify | 7 | 0.53 | 0.88218 | 0.87218 | 0.93218 | ||
| 28 | 2010.07.15 13:30 | close | 7 | 0.53 | 0.88241 | 0.87218 | 0.93218 | 25.86 | 10645.18 |
| 29 | 2010.07.15 13:35 | sell | 8 | 0.53 | 0.88218 | 0.00000 | 0.00000 | ||
| 30 | 2010.07.15 13:40 | modify | 8 | 0.53 | 0.88218 | 0.89218 | 0.00000 | ||
| 31 | 2010.07.15 13:40 | modify | 8 | 0.53 | 0.88218 | 0.89218 | 0.83218 | ||
| 32 | 2010.07.16 05:15 | close | 8 | 0.53 | 0.87837 | 0.89218 | 0.83218 | 194.93 | 10840.12 |
| 33 | 2010.07.16 05:20 | buy | 9 | 0.54 | 0.87867 | 0.00000 | 0.00000 | ||
| 34 | 2010.07.16 05:25 | modify | 9 | 0.54 | 0.87867 | 0.86867 | 0.00000 | ||
| 35 | 2010.07.16 05:25 | modify | 9 | 0.54 | 0.87867 | 0.86867 | 0.92867 | ||
| 36 | 2010.07.16 13:40 | close | 9 | 0.54 | 0.87975 | 0.86867 | 0.92867 | 58.32 | 10898.44 |
| 37 | 2010.07.16 13:45 | sell | 10 | 0.54 | 0.87907 | 0.00000 | 0.00000 | ||
| 38 | 2010.07.16 13:50 | modify | 10 | 0.54 | 0.87907 | 0.88907 | 0.00000 | ||
| 39 | 2010.07.16 13:50 | modify | 10 | 0.54 | 0.87907 | 0.88907 | 0.82907 | ||
| 40 | 2010.07.16 17:25 | close | 10 | 0.54 | 0.87085 | 0.88907 | 0.82907 | 443.88 | 11342.32 |
| 41 | 2010.07.16 17:30 | buy | 11 | 0.57 | 0.87134 | 0.00000 | 0.00000 | ||
| 42 | 2010.07.16 17:35 | modify | 11 | 0.57 | 0.87134 | 0.86134 | 0.00000 | ||
| 43 | 2010.07.16 17:35 | modify | 11 | 0.57 | 0.87134 | 0.86134 | 0.92134 | ||
| 44 | 2010.07.19 10:50 | close | 11 | 0.57 | 0.87089 | 0.86134 | 0.92134 | -20.75 | 11321.57 |
| 45 | 2010.07.19 10:55 | sell | 12 | 0.57 | 0.87048 | 0.00000 | 0.00000 | ||
| 46 | 2010.07.19 11:00 | modify | 12 | 0.57 | 0.87048 | 0.88048 | 0.00000 | ||
| 47 | 2010.07.19 11:00 | modify | 12 | 0.57 | 0.87048 | 0.88048 | 0.82048 | ||
| 48 | 2010.07.19 15:00 | close | 12 | 0.57 | 0.86805 | 0.88048 | 0.82048 | 138.51 | 11460.08 |
| 49 | 2010.07.19 15:05 | buy | 13 | 0.57 | 0.86793 | 0.00000 | 0.00000 | ||
| 50 | 2010.07.19 15:10 | modify | 13 | 0.57 | 0.86793 | 0.85793 | 0.00000 | ||
| 51 | 2010.07.19 15:10 | modify | 13 | 0.57 | 0.86793 | 0.85793 | 0.91793 | ||
| 52 | 2010.07.19 21:30 | close | 13 | 0.57 | 0.86998 | 0.85793 | 0.91793 | 116.85 | 11576.93 |
| 53 | 2010.07.19 21:35 | sell | 14 | 0.58 | 0.87006 | 0.00000 | 0.00000 | ||
| 54 | 2010.07.19 21:40 | modify | 14 | 0.58 | 0.87006 | 0.88006 | 0.00000 | ||
| 55 | 2010.07.19 21:40 | modify | 14 | 0.58 | 0.87006 | 0.88006 | 0.82006 | ||
| 56 | 2010.07.20 01:30 | close | 14 | 0.58 | 0.86894 | 0.88006 | 0.82006 | 57.30 | 11634.23 |
| 57 | 2010.07.20 01:35 | buy | 15 | 0.58 | 0.86852 | 0.00000 | 0.00000 | ||
| 58 | 2010.07.20 01:40 | modify | 15 | 0.58 | 0.86852 | 0.85852 | 0.00000 | ||
| 59 | 2010.07.20 01:40 | modify | 15 | 0.58 | 0.86852 | 0.85852 | 0.91852 | ||
| 60 | 2010.07.20 05:50 | close | 15 | 0.58 | 0.87721 | 0.85852 | 0.91852 | 504.02 | 12138.25 |
| 61 | 2010.07.20 05:55 | sell | 16 | 0.61 | 0.87696 | 0.00000 | 0.00000 | ||
| 62 | 2010.07.20 06:00 | modify | 16 | 0.61 | 0.87696 | 0.88696 | 0.00000 | ||
| 63 | 2010.07.20 06:00 | modify | 16 | 0.61 | 0.87696 | 0.88696 | 0.82696 | ||
| 64 | 2010.07.20 14:45 | close | 16 | 0.61 | 0.87464 | 0.88696 | 0.82696 | 141.52 | 12279.77 |
| 65 | 2010.07.20 14:50 | buy | 17 | 0.61 | 0.87535 | 0.00000 | 0.00000 | ||
| 66 | 2010.07.20 14:55 | modify | 17 | 0.61 | 0.87535 | 0.86535 | 0.00000 | ||
| 67 | 2010.07.20 14:55 | modify | 17 | 0.61 | 0.87535 | 0.86535 | 0.92535 | ||
| 68 | 2010.07.20 20:05 | close | 17 | 0.61 | 0.88219 | 0.86535 | 0.92535 | 417.24 | 12697.01 |
| 69 | 2010.07.20 20:15 | sell | 18 | 0.63 | 0.88171 | 0.00000 | 0.00000 | ||
| 70 | 2010.07.20 20:20 | modify | 18 | 0.63 | 0.88171 | 0.89171 | 0.00000 | ||
| 71 | 2010.07.20 20:20 | modify | 18 | 0.63 | 0.88171 | 0.89171 | 0.83171 | ||
| 72 | 2010.07.21 16:05 | close | 18 | 0.63 | 0.88140 | 0.89171 | 0.83171 | 11.21 | 12708.23 |
| 73 | 2010.07.21 16:10 | buy | 19 | 0.64 | 0.88114 | 0.00000 | 0.00000 | ||
| 74 | 2010.07.21 16:15 | modify | 19 | 0.64 | 0.88114 | 0.87114 | 0.00000 | ||
| 75 | 2010.07.21 16:15 | modify | 19 | 0.64 | 0.88114 | 0.87114 | 0.93114 | ||
| 76 | 2010.07.22 10:15 | close | 19 | 0.64 | 0.88127 | 0.87114 | 0.93114 | 24.83 | 12733.06 |
| 77 | 2010.07.22 10:30 | sell | 20 | 0.64 | 0.88122 | 0.00000 | 0.00000 | ||
| 78 | 2010.07.22 10:35 | modify | 20 | 0.64 | 0.88122 | 0.89122 | 0.00000 | ||
| 79 | 2010.07.22 10:35 | modify | 20 | 0.64 | 0.88122 | 0.89122 | 0.83122 | ||
| 80 | 2010.07.22 15:45 | s/l | 20 | 0.64 | 0.89122 | 0.89122 | 0.83122 | -640.00 | 12093.06 |
| 81 | 2010.07.23 06:00 | buy | 21 | 0.60 | 0.89150 | 0.00000 | 0.00000 | ||
| 82 | 2010.07.23 06:05 | modify | 21 | 0.60 | 0.89150 | 0.88150 | 0.00000 | ||
| 83 | 2010.07.23 06:05 | modify | 21 | 0.60 | 0.89150 | 0.88150 | 0.94150 | ||
| 84 | 2010.07.23 10:50 | close | 21 | 0.60 | 0.89569 | 0.88150 | 0.94150 | 251.40 | 12344.46 |
| 85 | 2010.07.23 10:55 | sell | 22 | 0.62 | 0.89550 | 0.00000 | 0.00000 | ||
| 86 | 2010.07.23 11:00 | modify | 22 | 0.62 | 0.89550 | 0.90550 | 0.00000 | ||
| 87 | 2010.07.23 11:00 | modify | 22 | 0.62 | 0.89550 | 0.90550 | 0.84550 | ||
| 88 | 2010.07.23 22:59 | close at stop | 22 | 0.62 | 0.89557 | 0.90550 | 0.84550 | -4.34 | 12340.12 |