| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2011.10.23 21:00 - 2012.01.03 23:59 (2011.11.01 - 2011.12.01) | ||||
| 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=70; BarsBack2=160; | ||||
| Bars in test | 14998 | Ticks modelled | 4459364 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6677.81 | Gross profit | 9961.46 | Gross loss | -3283.65 |
| Profit factor | 3.03 | Expected payoff | 303.54 | ||
| Absolute drawdown | 621.92 | Maximal drawdown | 1431.40 (10.70%) | Relative drawdown | 10.70% (1431.40) |
| Total trades | 22 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
| Largest | profit trade | 2183.76 | loss trade | -760.00 | |
| Average | profit trade | 585.97 | loss trade | -656.73 | |
| Maximum | consecutive wins (profit in money) | 7 (3753.38) | consecutive losses (loss in money) | 1 (-760.00) | |
| Maximal | consecutive profit (count of wins) | 3753.38 (7) | consecutive loss (count of losses) | -760.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.11.01 00:00 | buy | 1 | 0.50 | 1.05443 | 0.00000 | 0.00000 | ||
| 2 | 2011.11.01 00:05 | modify | 1 | 0.50 | 1.05443 | 1.04443 | 0.00000 | ||
| 3 | 2011.11.01 00:05 | modify | 1 | 0.50 | 1.05443 | 1.04443 | 1.10443 | ||
| 4 | 2011.11.01 05:09 | s/l | 1 | 0.50 | 1.04443 | 1.04443 | 1.10443 | -500.00 | 9500.00 |
| 5 | 2011.11.02 07:25 | sell | 2 | 0.48 | 1.04036 | 0.00000 | 0.00000 | ||
| 6 | 2011.11.02 07:30 | modify | 2 | 0.48 | 1.04036 | 1.05036 | 0.00000 | ||
| 7 | 2011.11.02 07:30 | modify | 2 | 0.48 | 1.04036 | 1.05036 | 0.99036 | ||
| 8 | 2011.11.03 00:30 | close | 2 | 0.48 | 1.02397 | 1.05036 | 0.99036 | 767.14 | 10267.14 |
| 9 | 2011.11.03 00:35 | buy | 3 | 0.51 | 1.02491 | 0.00000 | 0.00000 | ||
| 10 | 2011.11.03 00:40 | modify | 3 | 0.51 | 1.02491 | 1.01491 | 0.00000 | ||
| 11 | 2011.11.03 00:40 | modify | 3 | 0.51 | 1.02491 | 1.01491 | 1.07491 | ||
| 12 | 2011.11.03 13:05 | close | 3 | 0.51 | 1.04244 | 1.01491 | 1.07491 | 894.03 | 11161.17 |
| 13 | 2011.11.03 13:10 | sell | 4 | 0.56 | 1.04154 | 0.00000 | 0.00000 | ||
| 14 | 2011.11.03 13:15 | modify | 4 | 0.56 | 1.04154 | 1.05154 | 0.00000 | ||
| 15 | 2011.11.03 13:15 | modify | 4 | 0.56 | 1.04154 | 1.05154 | 0.99154 | ||
| 16 | 2011.11.07 08:45 | close | 4 | 0.56 | 1.03074 | 1.05154 | 0.99154 | 589.57 | 11750.73 |
| 17 | 2011.11.07 08:50 | buy | 5 | 0.59 | 1.03023 | 0.00000 | 0.00000 | ||
| 18 | 2011.11.07 08:55 | modify | 5 | 0.59 | 1.03023 | 1.02023 | 0.00000 | ||
| 19 | 2011.11.07 08:55 | modify | 5 | 0.59 | 1.03023 | 1.02023 | 1.08023 | ||
| 20 | 2011.11.07 23:05 | close | 5 | 0.59 | 1.03754 | 1.02023 | 1.08023 | 431.29 | 12182.02 |
| 21 | 2011.11.07 23:10 | sell | 6 | 0.61 | 1.03748 | 0.00000 | 0.00000 | ||
| 22 | 2011.11.07 23:15 | modify | 6 | 0.61 | 1.03748 | 1.04748 | 0.00000 | ||
| 23 | 2011.11.07 23:15 | modify | 6 | 0.61 | 1.03748 | 1.04748 | 0.98748 | ||
| 24 | 2011.11.08 06:30 | close | 6 | 0.61 | 1.03153 | 1.04748 | 0.98748 | 354.65 | 12536.68 |
| 25 | 2011.11.08 06:35 | buy | 7 | 0.63 | 1.03237 | 0.00000 | 0.00000 | ||
| 26 | 2011.11.08 06:40 | modify | 7 | 0.63 | 1.03237 | 1.02237 | 0.00000 | ||
| 27 | 2011.11.08 06:40 | modify | 7 | 0.63 | 1.03237 | 1.02237 | 1.08237 | ||
| 28 | 2011.11.08 20:10 | close | 7 | 0.63 | 1.03815 | 1.02237 | 1.08237 | 364.14 | 12900.82 |
| 29 | 2011.11.08 21:20 | sell | 8 | 0.65 | 1.03919 | 0.00000 | 0.00000 | ||
| 30 | 2011.11.08 21:25 | modify | 8 | 0.65 | 1.03919 | 1.04919 | 0.00000 | ||
| 31 | 2011.11.08 21:25 | modify | 8 | 0.65 | 1.03919 | 1.04919 | 0.98919 | ||
| 32 | 2011.11.09 08:40 | close | 8 | 0.65 | 1.03363 | 1.04919 | 0.98919 | 352.56 | 13253.38 |
| 33 | 2011.11.09 08:45 | buy | 9 | 0.66 | 1.03417 | 0.00000 | 0.00000 | ||
| 34 | 2011.11.09 08:50 | modify | 9 | 0.66 | 1.03417 | 1.02417 | 0.00000 | ||
| 35 | 2011.11.09 08:50 | modify | 9 | 0.66 | 1.03417 | 1.02417 | 1.08417 | ||
| 36 | 2011.11.09 09:54 | s/l | 9 | 0.66 | 1.02417 | 1.02417 | 1.08417 | -660.00 | 12593.38 |
| 37 | 2011.11.11 17:20 | sell | 10 | 0.63 | 1.02880 | 0.00000 | 0.00000 | ||
| 38 | 2011.11.11 17:25 | modify | 10 | 0.63 | 1.02880 | 1.03880 | 0.00000 | ||
| 39 | 2011.11.11 17:25 | modify | 10 | 0.63 | 1.02880 | 1.03880 | 0.97880 | ||
| 40 | 2011.11.14 10:10 | close | 10 | 0.63 | 1.02646 | 1.03880 | 0.97880 | 138.85 | 12732.23 |
| 41 | 2011.11.14 10:15 | buy | 11 | 0.64 | 1.02664 | 0.00000 | 0.00000 | ||
| 42 | 2011.11.14 10:20 | modify | 11 | 0.64 | 1.02664 | 1.01664 | 0.00000 | ||
| 43 | 2011.11.14 10:20 | modify | 11 | 0.64 | 1.02664 | 1.01664 | 1.07664 | ||
| 44 | 2011.11.14 17:25 | s/l | 11 | 0.64 | 1.01664 | 1.01664 | 1.07664 | -640.00 | 12092.23 |
| 45 | 2011.11.15 19:20 | sell | 12 | 0.60 | 1.01769 | 0.00000 | 0.00000 | ||
| 46 | 2011.11.15 19:25 | modify | 12 | 0.60 | 1.01769 | 1.02769 | 0.00000 | ||
| 47 | 2011.11.15 19:25 | modify | 12 | 0.60 | 1.01769 | 1.02769 | 0.96769 | ||
| 48 | 2011.11.16 03:40 | close | 12 | 0.60 | 1.00829 | 1.02769 | 0.96769 | 555.84 | 12648.07 |
| 49 | 2011.11.16 03:45 | buy | 13 | 0.63 | 1.00810 | 0.00000 | 0.00000 | ||
| 50 | 2011.11.16 03:50 | modify | 13 | 0.63 | 1.00810 | 0.99810 | 0.00000 | ||
| 51 | 2011.11.16 03:50 | modify | 13 | 0.63 | 1.00810 | 0.99810 | 1.05810 | ||
| 52 | 2011.11.16 19:50 | close | 13 | 0.63 | 1.01549 | 0.99810 | 1.05810 | 465.57 | 13113.64 |
| 53 | 2011.11.16 19:55 | sell | 14 | 0.66 | 1.01505 | 0.00000 | 0.00000 | ||
| 54 | 2011.11.16 20:00 | modify | 14 | 0.66 | 1.01505 | 1.02505 | 0.00000 | ||
| 55 | 2011.11.16 20:00 | modify | 14 | 0.66 | 1.01505 | 1.02505 | 0.96505 | ||
| 56 | 2011.11.17 00:55 | close | 14 | 0.66 | 1.00442 | 1.02505 | 0.96505 | 674.65 | 13788.29 |
| 57 | 2011.11.17 01:40 | buy | 15 | 0.69 | 1.00505 | 0.00000 | 0.00000 | ||
| 58 | 2011.11.17 01:45 | modify | 15 | 0.69 | 1.00505 | 0.99505 | 0.00000 | ||
| 59 | 2011.11.17 01:45 | modify | 15 | 0.69 | 1.00505 | 0.99505 | 1.05505 | ||
| 60 | 2011.11.18 13:15 | close | 15 | 0.69 | 1.00724 | 0.99505 | 1.05505 | 157.11 | 13945.41 |
| 61 | 2011.11.18 13:20 | sell | 16 | 0.70 | 1.00711 | 0.00000 | 0.00000 | ||
| 62 | 2011.11.18 13:25 | modify | 16 | 0.70 | 1.00711 | 1.01711 | 0.00000 | ||
| 63 | 2011.11.18 13:25 | modify | 16 | 0.70 | 1.00711 | 1.01711 | 0.95711 | ||
| 64 | 2011.11.20 23:50 | close | 16 | 0.70 | 0.99812 | 1.01711 | 0.95711 | 629.30 | 14574.71 |
| 65 | 2011.11.20 23:55 | buy | 17 | 0.73 | 0.99941 | 0.00000 | 0.00000 | ||
| 66 | 2011.11.21 00:00 | modify | 17 | 0.73 | 0.99941 | 0.98941 | 0.00000 | ||
| 67 | 2011.11.21 00:00 | modify | 17 | 0.73 | 0.99941 | 0.98941 | 1.04941 | ||
| 68 | 2011.11.21 10:46 | s/l | 17 | 0.73 | 0.98941 | 0.98941 | 1.04941 | -723.65 | 13851.06 |
| 69 | 2011.11.24 03:55 | sell | 18 | 0.69 | 0.97365 | 0.00000 | 0.00000 | ||
| 70 | 2011.11.24 04:00 | modify | 18 | 0.69 | 0.97365 | 0.98365 | 0.00000 | ||
| 71 | 2011.11.24 04:00 | modify | 18 | 0.69 | 0.97365 | 0.98365 | 0.92365 | ||
| 72 | 2011.11.25 01:05 | close | 18 | 0.69 | 0.97006 | 0.98365 | 0.92365 | 238.33 | 14089.38 |
| 73 | 2011.11.25 01:10 | buy | 19 | 0.70 | 0.97014 | 0.00000 | 0.00000 | ||
| 74 | 2011.11.25 01:15 | modify | 19 | 0.70 | 0.97014 | 0.96014 | 0.00000 | ||
| 75 | 2011.11.25 01:15 | modify | 19 | 0.70 | 0.97014 | 0.96014 | 1.02014 | ||
| 76 | 2011.11.28 02:10 | close | 19 | 0.70 | 0.98496 | 0.96014 | 1.02014 | 1043.49 | 15132.87 |
| 77 | 2011.11.28 02:15 | sell | 20 | 0.76 | 0.98428 | 0.00000 | 0.00000 | ||
| 78 | 2011.11.28 02:20 | modify | 20 | 0.76 | 0.98428 | 0.99428 | 0.00000 | ||
| 79 | 2011.11.28 02:20 | modify | 20 | 0.76 | 0.98428 | 0.99428 | 0.93428 | ||
| 80 | 2011.11.28 09:57 | s/l | 20 | 0.76 | 0.99428 | 0.99428 | 0.93428 | -760.00 | 14372.87 |
| 81 | 2011.11.30 08:35 | buy | 21 | 0.72 | 0.99621 | 0.00000 | 0.00000 | ||
| 82 | 2011.11.30 08:40 | modify | 21 | 0.72 | 0.99621 | 0.98621 | 0.00000 | ||
| 83 | 2011.11.30 08:40 | modify | 21 | 0.72 | 0.99621 | 0.98621 | 1.04621 | ||
| 84 | 2011.11.30 16:05 | close | 21 | 0.72 | 1.02654 | 0.98621 | 1.04621 | 2183.76 | 16556.63 |
| 85 | 2011.11.30 16:10 | sell | 22 | 0.83 | 1.02686 | 0.00000 | 0.00000 | ||
| 86 | 2011.11.30 16:15 | modify | 22 | 0.83 | 1.02686 | 1.03686 | 0.00000 | ||
| 87 | 2011.11.30 16:15 | modify | 22 | 0.83 | 1.02686 | 1.03686 | 0.97686 | ||
| 88 | 2011.11.30 23:59 | close at stop | 22 | 0.83 | 1.02540 | 1.03686 | 0.97686 | 121.18 | 16677.81 |