| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2011.10.23 21:00 - 2012.01.03 23:59 (2011.12.01 - 2012.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=5; StopLoss=1; StopStep=0.25; MaxSpread=0.25; MaxSlippage=0.25; BarsBack1=49; BarsBack2=52; | ||||
| Bars in test | 15001 | Ticks modelled | 3917181 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2433.41 | Gross profit | 5206.23 | Gross loss | -2772.81 |
| Profit factor | 1.88 | Expected payoff | 71.57 | ||
| Absolute drawdown | 514.27 | Maximal drawdown | 1876.73 (14.45%) | Relative drawdown | 14.45% (1876.73) |
| Total trades | 34 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 26 (76.47%) | Loss trades (% of total) | 8 (23.53%) | ||
| Largest | profit trade | 587.53 | loss trade | -872.06 | |
| Average | profit trade | 200.24 | loss trade | -346.60 | |
| Maximum | consecutive wins (profit in money) | 14 (3079.32) | consecutive losses (loss in money) | 1 (-872.06) | |
| Maximal | consecutive profit (count of wins) | 3079.32 (14) | consecutive loss (count of losses) | -872.06 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.12.01 01:05 | sell | 1 | 0.50 | 104.287 | 0.000 | 0.000 | ||
| 2 | 2011.12.01 01:10 | modify | 1 | 0.50 | 104.287 | 105.287 | 0.000 | ||
| 3 | 2011.12.01 01:10 | modify | 1 | 0.50 | 104.287 | 105.287 | 99.287 | ||
| 4 | 2011.12.01 17:15 | close | 1 | 0.50 | 104.640 | 105.287 | 99.287 | -229.50 | 9770.50 |
| 5 | 2011.12.01 17:20 | buy | 2 | 0.49 | 104.659 | 0.000 | 0.000 | ||
| 6 | 2011.12.01 17:25 | modify | 2 | 0.49 | 104.659 | 103.659 | 0.000 | ||
| 7 | 2011.12.01 17:25 | modify | 2 | 0.49 | 104.659 | 103.659 | 109.659 | ||
| 8 | 2011.12.02 02:10 | close | 2 | 0.49 | 104.873 | 103.659 | 109.659 | 136.18 | 9906.68 |
| 9 | 2011.12.02 02:15 | sell | 3 | 0.50 | 104.873 | 0.000 | 0.000 | ||
| 10 | 2011.12.02 02:20 | modify | 3 | 0.50 | 104.873 | 105.873 | 0.000 | ||
| 11 | 2011.12.02 02:20 | modify | 3 | 0.50 | 104.873 | 105.873 | 99.873 | ||
| 12 | 2011.12.02 05:40 | close | 3 | 0.50 | 104.726 | 105.873 | 99.873 | 95.57 | 10002.25 |
| 13 | 2011.12.02 05:45 | buy | 4 | 0.50 | 104.724 | 0.000 | 0.000 | ||
| 14 | 2011.12.02 05:50 | modify | 4 | 0.50 | 104.724 | 103.724 | 0.000 | ||
| 15 | 2011.12.02 05:50 | modify | 4 | 0.50 | 104.724 | 103.724 | 109.724 | ||
| 16 | 2011.12.02 09:10 | close | 4 | 0.50 | 104.875 | 103.724 | 109.724 | 98.18 | 10100.43 |
| 17 | 2011.12.02 10:20 | sell | 5 | 0.51 | 105.003 | 0.000 | 0.000 | ||
| 18 | 2011.12.02 10:25 | modify | 5 | 0.51 | 105.003 | 106.003 | 0.000 | ||
| 19 | 2011.12.02 10:25 | modify | 5 | 0.51 | 105.003 | 106.003 | 100.003 | ||
| 20 | 2011.12.02 16:35 | close | 5 | 0.51 | 104.296 | 106.003 | 100.003 | 468.85 | 10569.28 |
| 21 | 2011.12.02 16:40 | buy | 6 | 0.53 | 104.260 | 0.000 | 0.000 | ||
| 22 | 2011.12.02 16:45 | modify | 6 | 0.53 | 104.260 | 103.260 | 0.000 | ||
| 23 | 2011.12.02 16:45 | modify | 6 | 0.53 | 104.260 | 103.260 | 109.260 | ||
| 24 | 2011.12.04 23:45 | close | 6 | 0.53 | 104.735 | 103.260 | 109.260 | 327.38 | 10896.66 |
| 25 | 2011.12.05 00:50 | sell | 7 | 0.54 | 104.684 | 0.000 | 0.000 | ||
| 26 | 2011.12.05 00:55 | modify | 7 | 0.54 | 104.684 | 105.684 | 0.000 | ||
| 27 | 2011.12.05 00:55 | modify | 7 | 0.54 | 104.684 | 105.684 | 99.684 | ||
| 28 | 2011.12.05 05:45 | close | 7 | 0.54 | 104.516 | 105.684 | 99.684 | 117.97 | 11014.63 |
| 29 | 2011.12.05 06:10 | buy | 8 | 0.55 | 104.549 | 0.000 | 0.000 | ||
| 30 | 2011.12.05 06:15 | modify | 8 | 0.55 | 104.549 | 103.549 | 0.000 | ||
| 31 | 2011.12.05 06:15 | modify | 8 | 0.55 | 104.549 | 103.549 | 109.549 | ||
| 32 | 2011.12.05 11:30 | close | 8 | 0.55 | 104.826 | 103.549 | 109.549 | 198.12 | 11212.75 |
| 33 | 2011.12.06 12:40 | sell | 9 | 0.56 | 104.200 | 0.000 | 0.000 | ||
| 34 | 2011.12.06 12:45 | modify | 9 | 0.56 | 104.200 | 105.200 | 0.000 | ||
| 35 | 2011.12.06 12:45 | modify | 9 | 0.56 | 104.200 | 105.200 | 99.200 | ||
| 36 | 2011.12.07 11:00 | close | 9 | 0.56 | 104.095 | 105.200 | 99.200 | 75.50 | 11288.25 |
| 37 | 2011.12.07 11:05 | buy | 10 | 0.56 | 104.098 | 0.000 | 0.000 | ||
| 38 | 2011.12.07 11:10 | modify | 10 | 0.56 | 104.098 | 103.098 | 0.000 | ||
| 39 | 2011.12.07 11:10 | modify | 10 | 0.56 | 104.098 | 103.098 | 109.098 | ||
| 40 | 2011.12.07 17:40 | close | 10 | 0.56 | 104.129 | 103.098 | 109.098 | 22.57 | 11310.82 |
| 41 | 2011.12.07 19:10 | sell | 11 | 0.57 | 104.093 | 0.000 | 0.000 | ||
| 42 | 2011.12.07 19:15 | modify | 11 | 0.57 | 104.093 | 105.093 | 0.000 | ||
| 43 | 2011.12.07 19:15 | modify | 11 | 0.57 | 104.093 | 105.093 | 99.093 | ||
| 44 | 2011.12.08 11:55 | close | 11 | 0.57 | 103.673 | 105.093 | 99.093 | 308.40 | 11619.22 |
| 45 | 2011.12.08 12:00 | buy | 12 | 0.58 | 103.624 | 0.000 | 0.000 | ||
| 46 | 2011.12.08 12:05 | modify | 12 | 0.58 | 103.624 | 102.624 | 0.000 | ||
| 47 | 2011.12.08 12:05 | modify | 12 | 0.58 | 103.624 | 102.624 | 108.624 | ||
| 48 | 2011.12.09 02:45 | close | 12 | 0.58 | 103.741 | 102.624 | 108.624 | 88.01 | 11707.24 |
| 49 | 2011.12.09 02:50 | sell | 13 | 0.59 | 103.724 | 0.000 | 0.000 | ||
| 50 | 2011.12.09 02:55 | modify | 13 | 0.59 | 103.724 | 104.724 | 0.000 | ||
| 51 | 2011.12.09 02:55 | modify | 13 | 0.59 | 103.724 | 104.724 | 98.724 | ||
| 52 | 2011.12.09 04:50 | close | 13 | 0.59 | 103.472 | 104.724 | 98.724 | 193.32 | 11900.56 |
| 53 | 2011.12.09 04:55 | buy | 14 | 0.60 | 103.474 | 0.000 | 0.000 | ||
| 54 | 2011.12.09 05:00 | modify | 14 | 0.60 | 103.474 | 102.474 | 0.000 | ||
| 55 | 2011.12.09 05:00 | modify | 14 | 0.60 | 103.474 | 102.474 | 108.474 | ||
| 56 | 2011.12.09 11:20 | close | 14 | 0.60 | 104.227 | 102.474 | 108.474 | 587.53 | 12488.09 |
| 57 | 2011.12.09 11:25 | sell | 15 | 0.62 | 104.117 | 0.000 | 0.000 | ||
| 58 | 2011.12.09 11:30 | modify | 15 | 0.62 | 104.117 | 105.117 | 0.000 | ||
| 59 | 2011.12.09 11:30 | modify | 15 | 0.62 | 104.117 | 105.117 | 99.117 | ||
| 60 | 2011.12.12 02:35 | close | 15 | 0.62 | 103.667 | 105.117 | 99.117 | 361.73 | 12849.82 |
| 61 | 2011.12.12 03:45 | buy | 16 | 0.64 | 103.686 | 0.000 | 0.000 | ||
| 62 | 2011.12.12 03:50 | modify | 16 | 0.64 | 103.686 | 102.686 | 0.000 | ||
| 63 | 2011.12.12 03:50 | modify | 16 | 0.64 | 103.686 | 102.686 | 108.686 | ||
| 64 | 2011.12.12 16:49 | s/l | 16 | 0.64 | 102.686 | 102.686 | 108.686 | -832.27 | 12017.55 |
| 65 | 2011.12.13 03:15 | sell | 17 | 0.60 | 102.760 | 0.000 | 0.000 | ||
| 66 | 2011.12.13 03:20 | modify | 17 | 0.60 | 102.760 | 103.760 | 0.000 | ||
| 67 | 2011.12.13 03:20 | modify | 17 | 0.60 | 102.760 | 103.760 | 97.760 | ||
| 68 | 2011.12.13 08:30 | close | 17 | 0.60 | 102.650 | 103.760 | 97.760 | 85.82 | 12103.37 |
| 69 | 2011.12.13 08:45 | buy | 18 | 0.61 | 102.615 | 0.000 | 0.000 | ||
| 70 | 2011.12.13 08:50 | modify | 18 | 0.61 | 102.615 | 101.615 | 0.000 | ||
| 71 | 2011.12.13 08:50 | modify | 18 | 0.61 | 102.615 | 101.615 | 107.615 | ||
| 72 | 2011.12.13 19:37 | s/l | 18 | 0.61 | 101.615 | 101.615 | 107.615 | -793.26 | 11310.11 |
| 73 | 2011.12.14 10:15 | sell | 19 | 0.57 | 101.643 | 0.000 | 0.000 | ||
| 74 | 2011.12.14 10:20 | modify | 19 | 0.57 | 101.643 | 102.643 | 0.000 | ||
| 75 | 2011.12.14 10:20 | modify | 19 | 0.57 | 101.643 | 102.643 | 96.643 | ||
| 76 | 2011.12.14 13:15 | close | 19 | 0.57 | 101.458 | 102.643 | 96.643 | 137.12 | 11447.23 |
| 77 | 2011.12.14 13:20 | buy | 20 | 0.57 | 101.454 | 0.000 | 0.000 | ||
| 78 | 2011.12.14 13:25 | modify | 20 | 0.57 | 101.454 | 100.454 | 0.000 | ||
| 79 | 2011.12.14 13:25 | modify | 20 | 0.57 | 101.454 | 100.454 | 106.454 | ||
| 80 | 2011.12.15 00:35 | close | 20 | 0.57 | 101.415 | 100.454 | 106.454 | -29.58 | 11417.65 |
| 81 | 2011.12.15 00:40 | sell | 21 | 0.57 | 101.406 | 0.000 | 0.000 | ||
| 82 | 2011.12.15 00:45 | modify | 21 | 0.57 | 101.406 | 102.406 | 0.000 | ||
| 83 | 2011.12.15 00:45 | modify | 21 | 0.57 | 101.406 | 102.406 | 96.406 | ||
| 84 | 2011.12.16 17:15 | close | 21 | 0.57 | 101.227 | 102.406 | 96.406 | 131.71 | 11549.36 |
| 85 | 2011.12.16 17:20 | buy | 22 | 0.58 | 101.245 | 0.000 | 0.000 | ||
| 86 | 2011.12.16 17:25 | modify | 22 | 0.58 | 101.245 | 100.245 | 0.000 | ||
| 87 | 2011.12.16 17:25 | modify | 22 | 0.58 | 101.245 | 100.245 | 106.245 | ||
| 88 | 2011.12.19 10:50 | close | 22 | 0.58 | 101.455 | 100.245 | 106.245 | 158.17 | 11707.53 |
| 89 | 2011.12.19 10:55 | sell | 23 | 0.59 | 101.433 | 0.000 | 0.000 | ||
| 90 | 2011.12.19 11:00 | modify | 23 | 0.59 | 101.433 | 102.433 | 0.000 | ||
| 91 | 2011.12.19 11:00 | modify | 23 | 0.59 | 101.433 | 102.433 | 96.433 | ||
| 92 | 2011.12.20 05:00 | close | 23 | 0.59 | 101.434 | 102.433 | 96.433 | -1.76 | 11705.78 |
| 93 | 2011.12.20 05:05 | buy | 24 | 0.59 | 101.438 | 0.000 | 0.000 | ||
| 94 | 2011.12.20 05:10 | modify | 24 | 0.59 | 101.438 | 100.438 | 0.000 | ||
| 95 | 2011.12.20 05:10 | modify | 24 | 0.59 | 101.438 | 100.438 | 106.438 | ||
| 96 | 2011.12.20 10:50 | close | 24 | 0.59 | 102.058 | 100.438 | 106.438 | 475.69 | 12181.47 |
| 97 | 2011.12.20 10:55 | sell | 25 | 0.61 | 102.039 | 0.000 | 0.000 | ||
| 98 | 2011.12.20 11:00 | modify | 25 | 0.61 | 102.039 | 103.039 | 0.000 | ||
| 99 | 2011.12.20 11:00 | modify | 25 | 0.61 | 102.039 | 103.039 | 97.039 | ||
| 100 | 2011.12.20 18:00 | close | 25 | 0.61 | 101.818 | 103.039 | 97.039 | 175.29 | 12356.76 |
| 101 | 2011.12.21 05:40 | buy | 26 | 0.62 | 102.025 | 0.000 | 0.000 | ||
| 102 | 2011.12.21 05:45 | modify | 26 | 0.62 | 102.025 | 101.025 | 0.000 | ||
| 103 | 2011.12.21 05:45 | modify | 26 | 0.62 | 102.025 | 101.025 | 107.025 | ||
| 104 | 2011.12.21 09:20 | close | 26 | 0.62 | 102.196 | 101.025 | 107.025 | 137.87 | 12494.63 |
| 105 | 2011.12.21 09:25 | sell | 27 | 0.62 | 102.144 | 0.000 | 0.000 | ||
| 106 | 2011.12.21 09:30 | modify | 27 | 0.62 | 102.144 | 103.144 | 0.000 | ||
| 107 | 2011.12.21 09:30 | modify | 27 | 0.62 | 102.144 | 103.144 | 97.144 | ||
| 108 | 2011.12.21 13:40 | close | 27 | 0.62 | 101.599 | 103.144 | 97.144 | 439.36 | 12933.99 |
| 109 | 2011.12.21 13:45 | buy | 28 | 0.65 | 101.621 | 0.000 | 0.000 | ||
| 110 | 2011.12.21 13:50 | modify | 28 | 0.65 | 101.621 | 100.621 | 0.000 | ||
| 111 | 2011.12.21 13:50 | modify | 28 | 0.65 | 101.621 | 100.621 | 106.621 | ||
| 112 | 2011.12.21 18:35 | close | 28 | 0.65 | 101.898 | 100.621 | 106.621 | 234.14 | 13168.13 |
| 113 | 2011.12.21 18:40 | sell | 29 | 0.66 | 101.898 | 0.000 | 0.000 | ||
| 114 | 2011.12.21 18:45 | modify | 29 | 0.66 | 101.898 | 102.898 | 0.000 | ||
| 115 | 2011.12.21 18:45 | modify | 29 | 0.66 | 101.898 | 102.898 | 96.898 | ||
| 116 | 2011.12.22 00:50 | close | 29 | 0.66 | 101.844 | 102.898 | 96.898 | 42.99 | 13211.12 |
| 117 | 2011.12.23 15:20 | buy | 30 | 0.66 | 101.876 | 0.000 | 0.000 | ||
| 118 | 2011.12.23 15:25 | modify | 30 | 0.66 | 101.876 | 100.876 | 0.000 | ||
| 119 | 2011.12.23 15:25 | modify | 30 | 0.66 | 101.876 | 100.876 | 106.876 | ||
| 120 | 2011.12.27 05:15 | close | 30 | 0.66 | 101.870 | 100.876 | 106.876 | -5.66 | 13205.45 |
| 121 | 2011.12.27 05:20 | sell | 31 | 0.66 | 101.875 | 0.000 | 0.000 | ||
| 122 | 2011.12.27 05:25 | modify | 31 | 0.66 | 101.875 | 102.875 | 0.000 | ||
| 123 | 2011.12.27 05:25 | modify | 31 | 0.66 | 101.875 | 102.875 | 96.875 | ||
| 124 | 2011.12.27 12:35 | close | 31 | 0.66 | 101.762 | 102.875 | 96.875 | 96.98 | 13302.43 |
| 125 | 2011.12.27 12:40 | buy | 32 | 0.67 | 101.754 | 0.000 | 0.000 | ||
| 126 | 2011.12.27 12:45 | modify | 32 | 0.67 | 101.754 | 100.754 | 0.000 | ||
| 127 | 2011.12.27 12:45 | modify | 32 | 0.67 | 101.754 | 100.754 | 106.754 | ||
| 128 | 2011.12.27 17:45 | close | 32 | 0.67 | 101.744 | 100.754 | 106.754 | -8.72 | 13293.71 |
| 129 | 2011.12.27 17:50 | sell | 33 | 0.66 | 101.732 | 0.000 | 0.000 | ||
| 130 | 2011.12.27 17:55 | modify | 33 | 0.66 | 101.732 | 102.732 | 0.000 | ||
| 131 | 2011.12.27 17:55 | modify | 33 | 0.66 | 101.732 | 102.732 | 96.732 | ||
| 132 | 2011.12.28 03:00 | close | 33 | 0.66 | 101.717 | 102.732 | 96.732 | 11.76 | 13305.48 |
| 133 | 2011.12.28 03:05 | buy | 34 | 0.67 | 101.721 | 0.000 | 0.000 | ||
| 134 | 2011.12.28 03:10 | modify | 34 | 0.67 | 101.721 | 100.721 | 0.000 | ||
| 135 | 2011.12.28 03:10 | modify | 34 | 0.67 | 101.721 | 100.721 | 106.721 | ||
| 136 | 2011.12.29 00:02 | s/l | 34 | 0.67 | 100.721 | 100.721 | 106.721 | -872.06 | 12433.41 |