| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2010.01.29 22:55 (2010.01.01 - 2010.02.01) | ||||
| 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=98; BarsBack2=329; | ||||
| Bars in test | 6713 | Ticks modelled | 1232931 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5514.52 | Gross profit | 8112.34 | Gross loss | -2597.82 |
| Profit factor | 3.12 | Expected payoff | 424.19 | ||
| Absolute drawdown | 75.29 | Maximal drawdown | 2229.91 (18.02%) | Relative drawdown | 18.02% (2229.91) |
| Total trades | 13 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 9 (69.23%) | Loss trades (% of total) | 4 (30.77%) | ||
| Largest | profit trade | 1102.40 | loss trade | -714.44 | |
| Average | profit trade | 901.37 | loss trade | -649.46 | |
| Maximum | consecutive wins (profit in money) | 3 (3151.18) | consecutive losses (loss in money) | 2 (-1267.86) | |
| Maximal | consecutive profit (count of wins) | 3151.18 (3) | consecutive loss (count of losses) | -1267.86 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 15:35 | sell | 1 | 0.50 | 133.609 | 0.000 | 0.000 | ||
| 2 | 2010.01.04 15:40 | modify | 1 | 0.50 | 133.609 | 134.609 | 0.000 | ||
| 3 | 2010.01.04 15:40 | modify | 1 | 0.50 | 133.609 | 134.609 | 128.609 | ||
| 4 | 2010.01.05 16:10 | close | 1 | 0.50 | 131.800 | 134.609 | 128.609 | 993.44 | 10993.44 |
| 5 | 2010.01.05 16:15 | buy | 2 | 0.55 | 131.865 | 0.000 | 0.000 | ||
| 6 | 2010.01.05 16:20 | modify | 2 | 0.55 | 131.865 | 130.865 | 0.000 | ||
| 7 | 2010.01.05 16:20 | modify | 2 | 0.55 | 131.865 | 130.865 | 136.865 | ||
| 8 | 2010.01.06 17:15 | close | 2 | 0.55 | 133.207 | 130.865 | 136.865 | 811.27 | 11804.71 |
| 9 | 2010.01.06 17:20 | sell | 3 | 0.59 | 133.271 | 0.000 | 0.000 | ||
| 10 | 2010.01.06 17:25 | modify | 3 | 0.59 | 133.271 | 134.271 | 0.000 | ||
| 11 | 2010.01.06 17:25 | modify | 3 | 0.59 | 133.271 | 134.271 | 128.271 | ||
| 12 | 2010.01.11 10:53 | s/l | 3 | 0.59 | 134.271 | 134.271 | 128.271 | -652.34 | 11152.37 |
| 13 | 2010.01.12 03:15 | buy | 4 | 0.56 | 133.435 | 0.000 | 0.000 | ||
| 14 | 2010.01.12 03:20 | modify | 4 | 0.56 | 133.435 | 132.435 | 0.000 | ||
| 15 | 2010.01.12 03:20 | modify | 4 | 0.56 | 133.435 | 132.435 | 138.435 | ||
| 16 | 2010.01.12 14:11 | s/l | 4 | 0.56 | 132.435 | 132.435 | 138.435 | -615.52 | 10536.85 |
| 17 | 2010.01.13 15:55 | sell | 5 | 0.53 | 132.970 | 0.000 | 0.000 | ||
| 18 | 2010.01.13 16:00 | modify | 5 | 0.53 | 132.970 | 133.970 | 0.000 | ||
| 19 | 2010.01.13 16:00 | modify | 5 | 0.53 | 132.970 | 133.970 | 127.970 | ||
| 20 | 2010.01.14 21:00 | close | 5 | 0.53 | 131.956 | 133.970 | 127.970 | 588.56 | 11125.41 |
| 21 | 2010.01.14 21:05 | buy | 6 | 0.56 | 131.944 | 0.000 | 0.000 | ||
| 22 | 2010.01.14 21:10 | modify | 6 | 0.56 | 131.944 | 130.944 | 0.000 | ||
| 23 | 2010.01.14 21:10 | modify | 6 | 0.56 | 131.944 | 130.944 | 136.944 | ||
| 24 | 2010.01.15 09:02 | s/l | 6 | 0.56 | 130.944 | 130.944 | 136.944 | -615.52 | 10509.89 |
| 25 | 2010.01.21 16:15 | sell | 7 | 0.53 | 129.225 | 0.000 | 0.000 | ||
| 26 | 2010.01.21 16:20 | modify | 7 | 0.53 | 129.225 | 130.225 | 0.000 | ||
| 27 | 2010.01.21 16:20 | modify | 7 | 0.53 | 129.225 | 130.225 | 124.225 | ||
| 28 | 2010.01.21 22:25 | close | 7 | 0.53 | 127.392 | 130.225 | 124.225 | 1067.68 | 11577.57 |
| 29 | 2010.01.21 22:30 | buy | 8 | 0.58 | 127.346 | 0.000 | 0.000 | ||
| 30 | 2010.01.21 22:35 | modify | 8 | 0.58 | 127.346 | 126.346 | 0.000 | ||
| 31 | 2010.01.21 22:35 | modify | 8 | 0.58 | 127.346 | 126.346 | 132.346 | ||
| 32 | 2010.01.25 12:55 | close | 8 | 0.58 | 127.970 | 126.346 | 132.346 | 397.81 | 11975.38 |
| 33 | 2010.01.25 13:00 | sell | 9 | 0.60 | 127.910 | 0.000 | 0.000 | ||
| 34 | 2010.01.25 13:05 | modify | 9 | 0.60 | 127.910 | 128.910 | 0.000 | ||
| 35 | 2010.01.25 13:05 | modify | 9 | 0.60 | 127.910 | 128.910 | 122.910 | ||
| 36 | 2010.01.26 11:30 | close | 9 | 0.60 | 126.237 | 128.910 | 122.910 | 1102.40 | 13077.78 |
| 37 | 2010.01.26 11:35 | buy | 10 | 0.65 | 126.253 | 0.000 | 0.000 | ||
| 38 | 2010.01.26 11:40 | modify | 10 | 0.65 | 126.253 | 125.253 | 0.000 | ||
| 39 | 2010.01.26 11:40 | modify | 10 | 0.65 | 126.253 | 125.253 | 131.253 | ||
| 40 | 2010.01.27 08:16 | s/l | 10 | 0.65 | 125.253 | 125.253 | 131.253 | -714.44 | 12363.34 |
| 41 | 2010.01.28 05:05 | sell | 11 | 0.62 | 126.656 | 0.000 | 0.000 | ||
| 42 | 2010.01.28 05:10 | modify | 11 | 0.62 | 126.656 | 127.656 | 0.000 | ||
| 43 | 2010.01.28 05:10 | modify | 11 | 0.62 | 126.656 | 127.656 | 121.656 | ||
| 44 | 2010.01.29 02:25 | close | 11 | 0.62 | 125.051 | 127.656 | 121.656 | 1092.80 | 13456.14 |
| 45 | 2010.01.29 02:30 | buy | 12 | 0.67 | 125.107 | 0.000 | 0.000 | ||
| 46 | 2010.01.29 02:35 | modify | 12 | 0.67 | 125.107 | 124.107 | 0.000 | ||
| 47 | 2010.01.29 02:35 | modify | 12 | 0.67 | 125.107 | 124.107 | 130.107 | ||
| 48 | 2010.01.29 15:45 | close | 12 | 0.67 | 126.444 | 124.107 | 130.107 | 984.60 | 14440.74 |
| 49 | 2010.01.29 15:50 | sell | 13 | 0.72 | 126.482 | 0.000 | 0.000 | ||
| 50 | 2010.01.29 15:55 | modify | 13 | 0.72 | 126.482 | 127.482 | 0.000 | ||
| 51 | 2010.01.29 15:55 | modify | 13 | 0.72 | 126.482 | 127.482 | 121.482 | ||
| 52 | 2010.01.29 22:59 | close at stop | 13 | 0.72 | 125.125 | 127.482 | 121.482 | 1073.78 | 15514.52 |