| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.09.01 00:00 - 2009.09.30 23:55 (2009.09.01 - 2009.10.01) | ||||
| 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=21; BarsBack2=875; | ||||
| Bars in test | 7286 | Ticks modelled | 788770 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4899.21 | Gross profit | 5832.13 | Gross loss | -932.92 |
| Profit factor | 6.25 | Expected payoff | 489.92 | ||
| Absolute drawdown | 144.90 | Maximal drawdown | 765.93 (6.96%) | Relative drawdown | 6.96% (765.93) |
| Total trades | 10 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 8 (80.00%) | Loss trades (% of total) | 2 (20.00%) | ||
| Largest | profit trade | 1260.98 | loss trade | -540.00 | |
| Average | profit trade | 729.02 | loss trade | -466.46 | |
| Maximum | consecutive wins (profit in money) | 7 (5003.63) | consecutive losses (loss in money) | 1 (-540.00) | |
| Maximal | consecutive profit (count of wins) | 5003.63 (7) | consecutive loss (count of losses) | -540.00 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.09.01 19:25 | buy | 1 | 0.50 | 0.82691 | 0.00000 | 0.00000 | ||
| 2 | 2009.09.01 19:30 | modify | 1 | 0.50 | 0.82691 | 0.81691 | 0.00000 | ||
| 3 | 2009.09.01 19:30 | modify | 1 | 0.50 | 0.82691 | 0.81691 | 0.87691 | ||
| 4 | 2009.09.04 14:15 | close | 1 | 0.50 | 0.84307 | 0.81691 | 0.87691 | 828.50 | 10828.50 |
| 5 | 2009.09.04 14:20 | sell | 2 | 0.54 | 0.84317 | 0.00000 | 0.00000 | ||
| 6 | 2009.09.04 14:25 | modify | 2 | 0.54 | 0.84317 | 0.85317 | 0.00000 | ||
| 7 | 2009.09.04 14:25 | modify | 2 | 0.54 | 0.84317 | 0.85317 | 0.79317 | ||
| 8 | 2009.09.04 19:23 | s/l | 2 | 0.54 | 0.85317 | 0.85317 | 0.79317 | -540.00 | 10288.50 |
| 9 | 2009.09.10 12:45 | buy | 3 | 0.51 | 0.85596 | 0.00000 | 0.00000 | ||
| 10 | 2009.09.10 12:50 | modify | 3 | 0.51 | 0.85596 | 0.84596 | 0.00000 | ||
| 11 | 2009.09.10 12:50 | modify | 3 | 0.51 | 0.85596 | 0.84596 | 0.90596 | ||
| 12 | 2009.09.11 05:45 | close | 3 | 0.51 | 0.86378 | 0.84596 | 0.90596 | 403.00 | 10691.50 |
| 13 | 2009.09.11 05:50 | sell | 4 | 0.53 | 0.86376 | 0.00000 | 0.00000 | ||
| 14 | 2009.09.11 05:55 | modify | 4 | 0.53 | 0.86376 | 0.87376 | 0.00000 | ||
| 15 | 2009.09.11 05:55 | modify | 4 | 0.53 | 0.86376 | 0.87376 | 0.81376 | ||
| 16 | 2009.09.14 04:05 | close | 4 | 0.53 | 0.85752 | 0.87376 | 0.81376 | 325.95 | 11017.45 |
| 17 | 2009.09.14 11:55 | buy | 5 | 0.55 | 0.85643 | 0.00000 | 0.00000 | ||
| 18 | 2009.09.14 12:00 | modify | 5 | 0.55 | 0.85643 | 0.84643 | 0.00000 | ||
| 19 | 2009.09.14 12:00 | modify | 5 | 0.55 | 0.85643 | 0.84643 | 0.90643 | ||
| 20 | 2009.09.16 10:05 | close | 5 | 0.55 | 0.87023 | 0.84643 | 0.90643 | 768.02 | 11785.47 |
| 21 | 2009.09.16 10:10 | sell | 6 | 0.59 | 0.86994 | 0.00000 | 0.00000 | ||
| 22 | 2009.09.16 10:15 | modify | 6 | 0.59 | 0.86994 | 0.87994 | 0.00000 | ||
| 23 | 2009.09.16 10:15 | modify | 6 | 0.59 | 0.86994 | 0.87994 | 0.81994 | ||
| 24 | 2009.09.21 08:50 | close | 6 | 0.59 | 0.86272 | 0.87994 | 0.81994 | 399.43 | 12184.90 |
| 25 | 2009.09.21 08:55 | buy | 7 | 0.61 | 0.86245 | 0.00000 | 0.00000 | ||
| 26 | 2009.09.21 09:00 | modify | 7 | 0.61 | 0.86245 | 0.85245 | 0.00000 | ||
| 27 | 2009.09.21 09:00 | modify | 7 | 0.61 | 0.86245 | 0.85245 | 0.91245 | ||
| 28 | 2009.09.23 06:05 | close | 7 | 0.61 | 0.87659 | 0.85245 | 0.91245 | 872.54 | 13057.45 |
| 29 | 2009.09.23 06:10 | sell | 8 | 0.65 | 0.87619 | 0.00000 | 0.00000 | ||
| 30 | 2009.09.23 06:15 | modify | 8 | 0.65 | 0.87619 | 0.88619 | 0.00000 | ||
| 31 | 2009.09.23 06:15 | modify | 8 | 0.65 | 0.87619 | 0.88619 | 0.82619 | ||
| 32 | 2009.09.28 04:25 | close | 8 | 0.65 | 0.86076 | 0.88619 | 0.82619 | 973.70 | 14031.15 |
| 33 | 2009.09.28 04:30 | buy | 9 | 0.70 | 0.86077 | 0.00000 | 0.00000 | ||
| 34 | 2009.09.28 04:35 | modify | 9 | 0.70 | 0.86077 | 0.85077 | 0.00000 | ||
| 35 | 2009.09.28 04:35 | modify | 9 | 0.70 | 0.86077 | 0.85077 | 0.91077 | ||
| 36 | 2009.09.30 04:30 | close | 9 | 0.70 | 0.87862 | 0.85077 | 0.91077 | 1260.98 | 15292.13 |
| 37 | 2009.09.30 04:35 | sell | 10 | 0.76 | 0.87876 | 0.00000 | 0.00000 | ||
| 38 | 2009.09.30 04:40 | modify | 10 | 0.76 | 0.87876 | 0.88876 | 0.00000 | ||
| 39 | 2009.09.30 04:40 | modify | 10 | 0.76 | 0.87876 | 0.88876 | 0.82876 | ||
| 40 | 2009.09.30 23:58 | close at stop | 10 | 0.76 | 0.88393 | 0.88876 | 0.82876 | -392.92 | 14899.21 |