| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.07.08 11:05 - 2010.07.23 22:55 (2010.07.01 - 2010.08.01) | ||||
| 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=36; BarsBack2=138; | ||||
| Bars in test | 4288 | Ticks modelled | 597939 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5717.44 | Gross profit | 7137.91 | Gross loss | -1420.48 |
| Profit factor | 5.03 | Expected payoff | 317.64 | ||
| Absolute drawdown | 187.22 | Maximal drawdown | 1307.49 (7.72%) | Relative drawdown | 7.73% (1026.05) |
| Total trades | 18 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 9 (100.00%) |
| Profit trades (% of total) | 15 (83.33%) | Loss trades (% of total) | 3 (16.67%) | ||
| Largest | profit trade | 911.85 | loss trade | -950.48 | |
| Average | profit trade | 475.86 | loss trade | -473.49 | |
| Maximum | consecutive wins (profit in money) | 7 (3654.70) | consecutive losses (loss in money) | 1 (-950.48) | |
| Maximal | consecutive profit (count of wins) | 3654.70 (7) | consecutive loss (count of losses) | -950.48 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.07.08 13:05 | buy | 1 | 0.50 | 111.633 | 0.000 | 0.000 | ||
| 2 | 2010.07.08 13:10 | modify | 1 | 0.50 | 111.633 | 110.633 | 0.000 | ||
| 3 | 2010.07.08 13:10 | modify | 1 | 0.50 | 111.633 | 110.633 | 116.633 | ||
| 4 | 2010.07.09 06:10 | close | 1 | 0.50 | 112.486 | 110.633 | 116.633 | 494.41 | 10494.41 |
| 5 | 2010.07.09 06:15 | sell | 2 | 0.52 | 112.450 | 0.000 | 0.000 | ||
| 6 | 2010.07.09 06:20 | modify | 2 | 0.52 | 112.450 | 113.450 | 0.000 | ||
| 7 | 2010.07.09 06:20 | modify | 2 | 0.52 | 112.450 | 113.450 | 107.450 | ||
| 8 | 2010.07.09 15:05 | close | 2 | 0.52 | 111.723 | 113.450 | 107.450 | 438.19 | 10932.60 |
| 9 | 2010.07.09 15:10 | buy | 3 | 0.55 | 111.765 | 0.000 | 0.000 | ||
| 10 | 2010.07.09 15:15 | modify | 3 | 0.55 | 111.765 | 110.765 | 0.000 | ||
| 11 | 2010.07.09 15:15 | modify | 3 | 0.55 | 111.765 | 110.765 | 116.765 | ||
| 12 | 2010.07.12 03:00 | close | 3 | 0.55 | 112.276 | 110.765 | 116.765 | 325.80 | 11258.40 |
| 13 | 2010.07.12 03:05 | sell | 4 | 0.56 | 112.315 | 0.000 | 0.000 | ||
| 14 | 2010.07.12 03:10 | modify | 4 | 0.56 | 112.315 | 113.315 | 0.000 | ||
| 15 | 2010.07.12 03:10 | modify | 4 | 0.56 | 112.315 | 113.315 | 107.315 | ||
| 16 | 2010.07.12 10:20 | close | 4 | 0.56 | 111.896 | 113.315 | 107.315 | 271.98 | 11530.38 |
| 17 | 2010.07.12 10:25 | buy | 5 | 0.58 | 111.865 | 0.000 | 0.000 | ||
| 18 | 2010.07.12 10:30 | modify | 5 | 0.58 | 111.865 | 110.865 | 0.000 | ||
| 19 | 2010.07.12 10:30 | modify | 5 | 0.58 | 111.865 | 110.865 | 116.865 | ||
| 20 | 2010.07.13 02:40 | close | 5 | 0.58 | 111.924 | 110.865 | 116.865 | 39.67 | 11570.05 |
| 21 | 2010.07.13 02:45 | sell | 6 | 0.58 | 111.967 | 0.000 | 0.000 | ||
| 22 | 2010.07.13 02:50 | modify | 6 | 0.58 | 111.967 | 112.967 | 0.000 | ||
| 23 | 2010.07.13 02:50 | modify | 6 | 0.58 | 111.967 | 112.967 | 106.967 | ||
| 24 | 2010.07.13 09:05 | close | 6 | 0.58 | 111.326 | 112.967 | 106.967 | 430.94 | 12000.99 |
| 25 | 2010.07.13 10:40 | buy | 7 | 0.60 | 110.980 | 0.000 | 0.000 | ||
| 26 | 2010.07.13 10:45 | modify | 7 | 0.60 | 110.980 | 109.980 | 0.000 | ||
| 27 | 2010.07.13 10:45 | modify | 7 | 0.60 | 110.980 | 109.980 | 115.980 | ||
| 28 | 2010.07.13 18:35 | close | 7 | 0.60 | 112.291 | 109.980 | 115.980 | 911.85 | 12912.84 |
| 29 | 2010.07.13 18:40 | sell | 8 | 0.65 | 112.306 | 0.000 | 0.000 | ||
| 30 | 2010.07.13 18:45 | modify | 8 | 0.65 | 112.306 | 113.306 | 0.000 | ||
| 31 | 2010.07.13 18:45 | modify | 8 | 0.65 | 112.306 | 113.306 | 107.306 | ||
| 32 | 2010.07.14 14:00 | close | 8 | 0.65 | 112.528 | 113.306 | 107.306 | -168.62 | 12744.22 |
| 33 | 2010.07.14 14:05 | buy | 9 | 0.64 | 112.497 | 0.000 | 0.000 | ||
| 34 | 2010.07.14 14:10 | modify | 9 | 0.64 | 112.497 | 111.497 | 0.000 | ||
| 35 | 2010.07.14 14:10 | modify | 9 | 0.64 | 112.497 | 111.497 | 117.497 | ||
| 36 | 2010.07.15 13:25 | close | 9 | 0.64 | 112.868 | 111.497 | 117.497 | 275.25 | 13019.47 |
| 37 | 2010.07.15 13:30 | sell | 10 | 0.65 | 112.951 | 0.000 | 0.000 | ||
| 38 | 2010.07.15 13:35 | modify | 10 | 0.65 | 112.951 | 113.951 | 0.000 | ||
| 39 | 2010.07.15 13:35 | modify | 10 | 0.65 | 112.951 | 113.951 | 107.951 | ||
| 40 | 2010.07.16 07:50 | close | 10 | 0.65 | 112.318 | 113.951 | 107.951 | 475.57 | 13495.05 |
| 41 | 2010.07.16 17:30 | buy | 11 | 0.67 | 111.857 | 0.000 | 0.000 | ||
| 42 | 2010.07.16 17:35 | modify | 11 | 0.67 | 111.857 | 110.857 | 0.000 | ||
| 43 | 2010.07.16 17:35 | modify | 11 | 0.67 | 111.857 | 110.857 | 116.857 | ||
| 44 | 2010.07.19 11:30 | close | 11 | 0.67 | 112.841 | 110.857 | 116.857 | 764.26 | 14259.31 |
| 45 | 2010.07.19 11:35 | sell | 12 | 0.71 | 112.716 | 0.000 | 0.000 | ||
| 46 | 2010.07.19 11:40 | modify | 12 | 0.71 | 112.716 | 113.716 | 0.000 | ||
| 47 | 2010.07.19 11:40 | modify | 12 | 0.71 | 112.716 | 113.716 | 107.716 | ||
| 48 | 2010.07.19 23:45 | close | 12 | 0.71 | 112.330 | 113.716 | 107.716 | 317.67 | 14576.98 |
| 49 | 2010.07.19 23:50 | buy | 13 | 0.73 | 112.316 | 0.000 | 0.000 | ||
| 50 | 2010.07.19 23:55 | modify | 13 | 0.73 | 112.316 | 111.316 | 0.000 | ||
| 51 | 2010.07.19 23:55 | modify | 13 | 0.73 | 112.316 | 111.316 | 117.316 | ||
| 52 | 2010.07.20 06:10 | close | 13 | 0.73 | 112.930 | 111.316 | 117.316 | 519.59 | 15096.57 |
| 53 | 2010.07.20 06:15 | sell | 14 | 0.75 | 112.894 | 0.000 | 0.000 | ||
| 54 | 2010.07.20 06:20 | modify | 14 | 0.75 | 112.894 | 113.894 | 0.000 | ||
| 55 | 2010.07.20 06:20 | modify | 14 | 0.75 | 112.894 | 113.894 | 107.894 | ||
| 56 | 2010.07.20 13:35 | close | 14 | 0.75 | 112.068 | 113.894 | 107.894 | 718.08 | 15814.65 |
| 57 | 2010.07.20 13:40 | buy | 15 | 0.79 | 112.078 | 0.000 | 0.000 | ||
| 58 | 2010.07.20 13:45 | modify | 15 | 0.79 | 112.078 | 111.078 | 0.000 | ||
| 59 | 2010.07.20 13:45 | modify | 15 | 0.79 | 112.078 | 111.078 | 117.078 | ||
| 60 | 2010.07.20 23:20 | close | 15 | 0.79 | 112.716 | 111.078 | 117.078 | 584.28 | 16398.93 |
| 61 | 2010.07.22 12:00 | sell | 16 | 0.82 | 111.184 | 0.000 | 0.000 | ||
| 62 | 2010.07.22 12:05 | modify | 16 | 0.82 | 111.184 | 112.184 | 0.000 | ||
| 63 | 2010.07.22 12:05 | modify | 16 | 0.82 | 111.184 | 112.184 | 106.184 | ||
| 64 | 2010.07.22 16:03 | s/l | 16 | 0.82 | 112.184 | 112.184 | 106.184 | -950.48 | 15448.45 |
| 65 | 2010.07.23 06:05 | buy | 17 | 0.77 | 111.949 | 0.000 | 0.000 | ||
| 66 | 2010.07.23 06:10 | modify | 17 | 0.77 | 111.949 | 110.949 | 0.000 | ||
| 67 | 2010.07.23 06:10 | modify | 17 | 0.77 | 111.949 | 110.949 | 116.949 | ||
| 68 | 2010.07.23 13:25 | close | 17 | 0.77 | 112.588 | 110.949 | 116.949 | 570.37 | 16018.82 |
| 69 | 2010.07.23 13:30 | sell | 18 | 0.80 | 112.586 | 0.000 | 0.000 | ||
| 70 | 2010.07.23 13:35 | modify | 18 | 0.80 | 112.586 | 113.586 | 0.000 | ||
| 71 | 2010.07.23 13:35 | modify | 18 | 0.80 | 112.586 | 113.586 | 107.586 | ||
| 72 | 2010.07.23 22:59 | close at stop | 18 | 0.80 | 112.911 | 113.586 | 107.586 | -301.38 | 15717.44 |