| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.03.01 00:00 - 2010.03.31 23:55 (2010.03.01 - 2010.04.01) | ||||
| 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=18; BarsBack2=25; | ||||
| Bars in test | 4987 | Ticks modelled | 712026 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3453.77 | Gross profit | 5123.79 | Gross loss | -1670.02 |
| Profit factor | 3.07 | Expected payoff | 138.15 | ||
| Absolute drawdown | 189.13 | Maximal drawdown | 1007.65 (8.84%) | Relative drawdown | 8.84% (1007.65) |
| Total trades | 25 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 12 (91.67%) |
| Profit trades (% of total) | 20 (80.00%) | Loss trades (% of total) | 5 (20.00%) | ||
| Largest | profit trade | 627.81 | loss trade | -652.23 | |
| Average | profit trade | 256.19 | loss trade | -334.00 | |
| Maximum | consecutive wins (profit in money) | 9 (1384.65) | consecutive losses (loss in money) | 1 (-652.23) | |
| Maximal | consecutive profit (count of wins) | 1894.35 (5) | consecutive loss (count of losses) | -652.23 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 09:35 | sell | 1 | 0.50 | 121.553 | 0.000 | 0.000 | ||
| 2 | 2010.03.01 09:40 | modify | 1 | 0.50 | 121.553 | 122.553 | 0.000 | ||
| 3 | 2010.03.01 09:40 | modify | 1 | 0.50 | 121.553 | 122.553 | 116.553 | ||
| 4 | 2010.03.01 13:40 | close | 1 | 0.50 | 120.867 | 122.553 | 116.553 | 372.83 | 10372.83 |
| 5 | 2010.03.01 13:45 | buy | 2 | 0.52 | 120.754 | 0.000 | 0.000 | ||
| 6 | 2010.03.01 13:50 | modify | 2 | 0.52 | 120.754 | 119.754 | 0.000 | ||
| 7 | 2010.03.01 13:50 | modify | 2 | 0.52 | 120.754 | 119.754 | 125.754 | ||
| 8 | 2010.03.01 21:00 | close | 2 | 0.52 | 120.878 | 119.754 | 125.754 | 70.10 | 10442.93 |
| 9 | 2010.03.02 00:15 | sell | 3 | 0.52 | 120.950 | 0.000 | 0.000 | ||
| 10 | 2010.03.02 00:20 | modify | 3 | 0.52 | 120.950 | 121.950 | 0.000 | ||
| 11 | 2010.03.02 00:20 | modify | 3 | 0.52 | 120.950 | 121.950 | 115.950 | ||
| 12 | 2010.03.02 02:55 | close | 3 | 0.52 | 120.782 | 121.950 | 115.950 | 94.96 | 10537.89 |
| 13 | 2010.03.02 03:00 | buy | 4 | 0.53 | 120.742 | 0.000 | 0.000 | ||
| 14 | 2010.03.02 03:05 | modify | 4 | 0.53 | 120.742 | 119.742 | 0.000 | ||
| 15 | 2010.03.02 03:05 | modify | 4 | 0.53 | 120.742 | 119.742 | 125.742 | ||
| 16 | 2010.03.02 15:00 | close | 4 | 0.53 | 121.154 | 119.742 | 125.742 | 237.38 | 10775.27 |
| 17 | 2010.03.02 15:05 | sell | 5 | 0.54 | 121.091 | 0.000 | 0.000 | ||
| 18 | 2010.03.02 15:10 | modify | 5 | 0.54 | 121.091 | 122.091 | 0.000 | ||
| 19 | 2010.03.02 15:10 | modify | 5 | 0.54 | 121.091 | 122.091 | 116.091 | ||
| 20 | 2010.03.03 09:30 | close | 5 | 0.54 | 120.913 | 122.091 | 116.091 | 103.78 | 10879.05 |
| 21 | 2010.03.03 09:35 | buy | 6 | 0.54 | 120.843 | 0.000 | 0.000 | ||
| 22 | 2010.03.03 09:40 | modify | 6 | 0.54 | 120.843 | 119.843 | 0.000 | ||
| 23 | 2010.03.03 09:40 | modify | 6 | 0.54 | 120.843 | 119.843 | 125.843 | ||
| 24 | 2010.03.04 11:35 | close | 6 | 0.54 | 120.879 | 119.843 | 125.843 | 21.31 | 10900.37 |
| 25 | 2010.03.04 11:40 | sell | 7 | 0.55 | 120.967 | 0.000 | 0.000 | ||
| 26 | 2010.03.04 11:45 | modify | 7 | 0.55 | 120.967 | 121.967 | 0.000 | ||
| 27 | 2010.03.04 11:45 | modify | 7 | 0.55 | 120.967 | 121.967 | 115.967 | ||
| 28 | 2010.03.04 18:30 | close | 7 | 0.55 | 120.916 | 121.967 | 115.967 | 30.49 | 10930.86 |
| 29 | 2010.03.08 10:10 | buy | 8 | 0.55 | 123.409 | 0.000 | 0.000 | ||
| 30 | 2010.03.08 10:15 | modify | 8 | 0.55 | 123.409 | 122.409 | 0.000 | ||
| 31 | 2010.03.08 10:15 | modify | 8 | 0.55 | 123.409 | 122.409 | 128.409 | ||
| 32 | 2010.03.08 16:05 | close | 8 | 0.55 | 123.544 | 122.409 | 128.409 | 80.71 | 11011.57 |
| 33 | 2010.03.08 16:10 | sell | 9 | 0.55 | 123.565 | 0.000 | 0.000 | ||
| 34 | 2010.03.08 16:15 | modify | 9 | 0.55 | 123.565 | 124.565 | 0.000 | ||
| 35 | 2010.03.08 16:15 | modify | 9 | 0.55 | 123.565 | 124.565 | 118.565 | ||
| 36 | 2010.03.08 18:05 | close | 9 | 0.55 | 122.941 | 124.565 | 118.565 | 373.08 | 11384.65 |
| 37 | 2010.03.08 18:10 | buy | 10 | 0.57 | 123.021 | 0.000 | 0.000 | ||
| 38 | 2010.03.08 18:15 | modify | 10 | 0.57 | 123.021 | 122.021 | 0.000 | ||
| 39 | 2010.03.08 18:15 | modify | 10 | 0.57 | 123.021 | 122.021 | 128.021 | ||
| 40 | 2010.03.09 10:06 | s/l | 10 | 0.57 | 122.021 | 122.021 | 128.021 | -619.59 | 10765.06 |
| 41 | 2010.03.09 19:40 | sell | 11 | 0.54 | 122.357 | 0.000 | 0.000 | ||
| 42 | 2010.03.09 19:45 | modify | 11 | 0.54 | 122.357 | 123.357 | 0.000 | ||
| 43 | 2010.03.09 19:45 | modify | 11 | 0.54 | 122.357 | 123.357 | 117.357 | ||
| 44 | 2010.03.10 09:15 | close | 11 | 0.54 | 122.057 | 123.357 | 117.357 | 175.41 | 10940.47 |
| 45 | 2010.03.10 09:20 | buy | 12 | 0.55 | 122.043 | 0.000 | 0.000 | ||
| 46 | 2010.03.10 09:25 | modify | 12 | 0.55 | 122.043 | 121.043 | 0.000 | ||
| 47 | 2010.03.10 09:25 | modify | 12 | 0.55 | 122.043 | 121.043 | 127.043 | ||
| 48 | 2010.03.10 12:55 | close | 12 | 0.55 | 123.093 | 121.043 | 127.043 | 627.81 | 11568.28 |
| 49 | 2010.03.10 13:00 | sell | 13 | 0.58 | 123.057 | 0.000 | 0.000 | ||
| 50 | 2010.03.10 13:05 | modify | 13 | 0.58 | 123.057 | 124.057 | 0.000 | ||
| 51 | 2010.03.10 13:05 | modify | 13 | 0.58 | 123.057 | 124.057 | 118.057 | ||
| 52 | 2010.03.11 05:05 | close | 13 | 0.58 | 123.080 | 124.057 | 118.057 | -16.76 | 11551.52 |
| 53 | 2010.03.11 05:10 | buy | 14 | 0.58 | 123.198 | 0.000 | 0.000 | ||
| 54 | 2010.03.11 05:15 | modify | 14 | 0.58 | 123.198 | 122.198 | 0.000 | ||
| 55 | 2010.03.11 05:15 | modify | 14 | 0.58 | 123.198 | 122.198 | 128.198 | ||
| 56 | 2010.03.11 10:20 | close | 14 | 0.58 | 123.455 | 122.198 | 128.198 | 162.05 | 11713.57 |
| 57 | 2010.03.11 10:25 | sell | 15 | 0.59 | 123.473 | 0.000 | 0.000 | ||
| 58 | 2010.03.11 10:30 | modify | 15 | 0.59 | 123.473 | 124.473 | 0.000 | ||
| 59 | 2010.03.11 10:30 | modify | 15 | 0.59 | 123.473 | 124.473 | 118.473 | ||
| 60 | 2010.03.11 15:35 | close | 15 | 0.59 | 123.387 | 124.473 | 118.473 | 55.16 | 11768.73 |
| 61 | 2010.03.11 15:40 | buy | 16 | 0.59 | 123.352 | 0.000 | 0.000 | ||
| 62 | 2010.03.11 15:45 | modify | 16 | 0.59 | 123.352 | 122.352 | 0.000 | ||
| 63 | 2010.03.11 15:45 | modify | 16 | 0.59 | 123.352 | 122.352 | 128.352 | ||
| 64 | 2010.03.11 21:50 | close | 16 | 0.59 | 123.844 | 122.352 | 128.352 | 315.57 | 12084.30 |
| 65 | 2010.03.12 00:55 | sell | 17 | 0.60 | 124.022 | 0.000 | 0.000 | ||
| 66 | 2010.03.12 01:00 | modify | 17 | 0.60 | 124.022 | 125.022 | 0.000 | ||
| 67 | 2010.03.12 01:00 | modify | 17 | 0.60 | 124.022 | 125.022 | 119.022 | ||
| 68 | 2010.03.12 14:32 | s/l | 17 | 0.60 | 125.022 | 125.022 | 119.022 | -652.23 | 11432.07 |
| 69 | 2010.03.26 08:25 | buy | 18 | 0.57 | 123.446 | 0.000 | 0.000 | ||
| 70 | 2010.03.26 08:30 | modify | 18 | 0.57 | 123.446 | 122.446 | 0.000 | ||
| 71 | 2010.03.26 08:30 | modify | 18 | 0.57 | 123.446 | 122.446 | 128.446 | ||
| 72 | 2010.03.29 00:55 | close | 18 | 0.57 | 124.267 | 122.446 | 128.446 | 508.79 | 11940.86 |
| 73 | 2010.03.29 04:30 | sell | 19 | 0.60 | 124.432 | 0.000 | 0.000 | ||
| 74 | 2010.03.29 04:35 | modify | 19 | 0.60 | 124.432 | 125.432 | 0.000 | ||
| 75 | 2010.03.29 04:35 | modify | 19 | 0.60 | 124.432 | 125.432 | 119.432 | ||
| 76 | 2010.03.29 13:50 | close | 19 | 0.60 | 124.635 | 125.432 | 119.432 | -132.41 | 11808.45 |
| 77 | 2010.03.29 15:45 | buy | 20 | 0.59 | 124.488 | 0.000 | 0.000 | ||
| 78 | 2010.03.29 15:50 | modify | 20 | 0.59 | 124.488 | 123.488 | 0.000 | ||
| 79 | 2010.03.29 15:50 | modify | 20 | 0.59 | 124.488 | 123.488 | 129.488 | ||
| 80 | 2010.03.29 17:50 | close | 20 | 0.59 | 124.760 | 123.488 | 129.488 | 174.46 | 11982.91 |
| 81 | 2010.03.29 17:55 | sell | 21 | 0.60 | 124.757 | 0.000 | 0.000 | ||
| 82 | 2010.03.29 18:00 | modify | 21 | 0.60 | 124.757 | 125.757 | 0.000 | ||
| 83 | 2010.03.29 18:00 | modify | 21 | 0.60 | 124.757 | 125.757 | 119.757 | ||
| 84 | 2010.03.30 03:10 | close | 21 | 0.60 | 124.289 | 125.757 | 119.757 | 304.48 | 12287.40 |
| 85 | 2010.03.30 03:15 | buy | 22 | 0.61 | 124.350 | 0.000 | 0.000 | ||
| 86 | 2010.03.30 03:20 | modify | 22 | 0.61 | 124.350 | 123.350 | 0.000 | ||
| 87 | 2010.03.30 03:20 | modify | 22 | 0.61 | 124.350 | 123.350 | 129.350 | ||
| 88 | 2010.03.30 09:00 | close | 22 | 0.61 | 125.274 | 123.350 | 129.350 | 612.78 | 12900.18 |
| 89 | 2010.03.30 09:05 | sell | 23 | 0.65 | 125.343 | 0.000 | 0.000 | ||
| 90 | 2010.03.30 09:10 | modify | 23 | 0.65 | 125.343 | 126.343 | 0.000 | ||
| 91 | 2010.03.30 09:10 | modify | 23 | 0.65 | 125.343 | 126.343 | 120.343 | ||
| 92 | 2010.03.30 18:05 | close | 23 | 0.65 | 124.500 | 126.343 | 120.343 | 595.69 | 13495.87 |
| 93 | 2010.03.30 18:10 | buy | 24 | 0.67 | 124.517 | 0.000 | 0.000 | ||
| 94 | 2010.03.30 18:15 | modify | 24 | 0.67 | 124.517 | 123.517 | 0.000 | ||
| 95 | 2010.03.30 18:15 | modify | 24 | 0.67 | 124.517 | 123.517 | 129.517 | ||
| 96 | 2010.03.31 01:50 | close | 24 | 0.67 | 124.801 | 123.517 | 129.517 | 206.94 | 13702.81 |
| 97 | 2010.03.31 02:10 | sell | 25 | 0.69 | 124.741 | 0.000 | 0.000 | ||
| 98 | 2010.03.31 02:15 | modify | 25 | 0.69 | 124.741 | 125.741 | 0.000 | ||
| 99 | 2010.03.31 02:15 | modify | 25 | 0.69 | 124.741 | 125.741 | 119.741 | ||
| 100 | 2010.03.31 08:40 | close | 25 | 0.69 | 125.073 | 125.741 | 119.741 | -249.04 | 13453.77 |