| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2011.10.03 00:00 - 2011.10.10 02:40 (2011.10.01 - 2011.11.01) | ||||
| 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=16; BarsBack2=25; | ||||
| Bars in test | 2474 | Ticks modelled | 407909 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2791.53 | Gross profit | 2894.22 | Gross loss | -102.69 |
| Profit factor | 28.18 | Expected payoff | 310.17 | ||
| Absolute drawdown | 45.00 | Maximal drawdown | 567.22 (5.13%) | Relative drawdown | 5.13% (567.22) |
| Total trades | 9 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
| Largest | profit trade | 1074.80 | loss trade | -102.69 | |
| Average | profit trade | 361.78 | loss trade | -102.69 | |
| Maximum | consecutive wins (profit in money) | 6 (2651.65) | consecutive losses (loss in money) | 1 (-102.69) | |
| Maximal | consecutive profit (count of wins) | 2651.65 (6) | consecutive loss (count of losses) | -102.69 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.10.03 02:45 | sell | 1 | 0.50 | 0.96783 | 0.00000 | 0.00000 | ||
| 2 | 2011.10.03 02:50 | modify | 1 | 0.50 | 0.96783 | 0.97783 | 0.00000 | ||
| 3 | 2011.10.03 02:50 | modify | 1 | 0.50 | 0.96783 | 0.97783 | 0.91783 | ||
| 4 | 2011.10.03 07:20 | close | 1 | 0.50 | 0.96043 | 0.97783 | 0.91783 | 370.00 | 10370.00 |
| 5 | 2011.10.03 07:25 | buy | 2 | 0.52 | 0.96091 | 0.00000 | 0.00000 | ||
| 6 | 2011.10.03 07:30 | modify | 2 | 0.52 | 0.96091 | 0.95091 | 0.00000 | ||
| 7 | 2011.10.03 07:30 | modify | 2 | 0.52 | 0.96091 | 0.95091 | 1.01091 | ||
| 8 | 2011.10.03 11:40 | close | 2 | 0.52 | 0.96423 | 0.95091 | 1.01091 | 172.64 | 10542.64 |
| 9 | 2011.10.04 09:30 | sell | 3 | 0.53 | 0.95141 | 0.00000 | 0.00000 | ||
| 10 | 2011.10.04 09:35 | modify | 3 | 0.53 | 0.95141 | 0.96141 | 0.00000 | ||
| 11 | 2011.10.04 09:35 | modify | 3 | 0.53 | 0.95141 | 0.96141 | 0.90141 | ||
| 12 | 2011.10.04 11:20 | close | 3 | 0.53 | 0.94513 | 0.96141 | 0.90141 | 332.84 | 10875.48 |
| 13 | 2011.10.04 11:25 | buy | 4 | 0.54 | 0.94599 | 0.00000 | 0.00000 | ||
| 14 | 2011.10.04 11:30 | modify | 4 | 0.54 | 0.94599 | 0.93599 | 0.00000 | ||
| 15 | 2011.10.04 11:30 | modify | 4 | 0.54 | 0.94599 | 0.93599 | 0.99599 | ||
| 16 | 2011.10.04 23:40 | close | 4 | 0.54 | 0.95498 | 0.93599 | 0.99599 | 485.46 | 11360.94 |
| 17 | 2011.10.04 23:45 | sell | 5 | 0.57 | 0.95479 | 0.00000 | 0.00000 | ||
| 18 | 2011.10.04 23:50 | modify | 5 | 0.57 | 0.95479 | 0.96479 | 0.00000 | ||
| 19 | 2011.10.04 23:50 | modify | 5 | 0.57 | 0.95479 | 0.96479 | 0.90479 | ||
| 20 | 2011.10.05 04:05 | close | 5 | 0.57 | 0.95086 | 0.96479 | 0.90479 | 215.92 | 11576.86 |
| 21 | 2011.10.05 04:10 | buy | 6 | 0.58 | 0.94924 | 0.00000 | 0.00000 | ||
| 22 | 2011.10.05 04:15 | modify | 6 | 0.58 | 0.94924 | 0.93924 | 0.00000 | ||
| 23 | 2011.10.05 04:15 | modify | 6 | 0.58 | 0.94924 | 0.93924 | 0.99924 | ||
| 24 | 2011.10.06 09:50 | close | 6 | 0.58 | 0.96751 | 0.93924 | 0.99924 | 1074.80 | 12651.65 |
| 25 | 2011.10.06 09:55 | sell | 7 | 0.63 | 0.96753 | 0.00000 | 0.00000 | ||
| 26 | 2011.10.06 10:00 | modify | 7 | 0.63 | 0.96753 | 0.97753 | 0.00000 | ||
| 27 | 2011.10.06 10:00 | modify | 7 | 0.63 | 0.96753 | 0.97753 | 0.91753 | ||
| 28 | 2011.10.06 15:45 | close | 7 | 0.63 | 0.96916 | 0.97753 | 0.91753 | -102.69 | 12548.96 |
| 29 | 2011.10.07 20:20 | buy | 8 | 0.63 | 0.97575 | 0.00000 | 0.00000 | ||
| 30 | 2011.10.07 20:25 | modify | 8 | 0.63 | 0.97575 | 0.96575 | 0.00000 | ||
| 31 | 2011.10.07 20:25 | modify | 8 | 0.63 | 0.97575 | 0.96575 | 1.02575 | ||
| 32 | 2011.10.07 22:55 | close | 8 | 0.63 | 0.97818 | 0.96575 | 1.02575 | 153.09 | 12702.05 |
| 33 | 2011.10.07 23:00 | sell | 9 | 0.64 | 0.97767 | 0.00000 | 0.00000 | ||
| 34 | 2011.10.07 23:05 | modify | 9 | 0.64 | 0.97767 | 0.98767 | 0.00000 | ||
| 35 | 2011.10.07 23:05 | modify | 9 | 0.64 | 0.97767 | 0.98767 | 0.92767 | ||
| 36 | 2011.10.10 02:41 | close at stop | 9 | 0.64 | 0.97613 | 0.98767 | 0.92767 | 89.47 | 12791.53 |