| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.05.03 00:00 - 2010.05.31 23:55 (2010.05.01 - 2010.06.01) | ||||
| 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=12; BarsBack2=24; | ||||
| Bars in test | 7002 | Ticks modelled | 1261326 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6168.70 | Gross profit | 13311.42 | Gross loss | -7142.72 |
| Profit factor | 1.86 | Expected payoff | 246.75 | ||
| Absolute drawdown | 557.76 | Maximal drawdown | 3391.96 (20.00%) | Relative drawdown | 20.00% (3391.96) |
| Total trades | 25 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 16 (64.00%) | Loss trades (% of total) | 9 (36.00%) | ||
| Largest | profit trade | 2823.19 | loss trade | -956.32 | |
| Average | profit trade | 831.96 | loss trade | -793.64 | |
| Maximum | consecutive wins (profit in money) | 3 (2518.74) | consecutive losses (loss in money) | 2 (-1785.62) | |
| Maximal | consecutive profit (count of wins) | 3391.55 (2) | consecutive loss (count of losses) | -1785.62 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 04:10 | buy | 1 | 0.50 | 124.252 | 0.000 | 0.000 | ||
| 2 | 2010.05.03 04:15 | modify | 1 | 0.50 | 124.252 | 123.252 | 0.000 | ||
| 3 | 2010.05.03 04:15 | modify | 1 | 0.50 | 124.252 | 123.252 | 129.252 | ||
| 4 | 2010.05.04 01:15 | close | 1 | 0.50 | 124.869 | 123.252 | 129.252 | 355.75 | 10355.75 |
| 5 | 2010.05.05 08:45 | sell | 2 | 0.52 | 123.165 | 0.000 | 0.000 | ||
| 6 | 2010.05.05 08:50 | modify | 2 | 0.52 | 123.165 | 124.165 | 0.000 | ||
| 7 | 2010.05.05 08:50 | modify | 2 | 0.52 | 123.165 | 124.165 | 118.165 | ||
| 8 | 2010.05.05 15:35 | close | 2 | 0.52 | 121.515 | 124.165 | 118.165 | 988.28 | 11344.03 |
| 9 | 2010.05.05 15:40 | buy | 3 | 0.57 | 121.065 | 0.000 | 0.000 | ||
| 10 | 2010.05.05 15:45 | modify | 3 | 0.57 | 121.065 | 120.065 | 0.000 | ||
| 11 | 2010.05.05 15:45 | modify | 3 | 0.57 | 121.065 | 120.065 | 126.065 | ||
| 12 | 2010.05.05 20:47 | s/l | 3 | 0.57 | 120.065 | 120.065 | 126.065 | -656.76 | 10687.27 |
| 13 | 2010.05.06 11:25 | sell | 4 | 0.53 | 119.836 | 0.000 | 0.000 | ||
| 14 | 2010.05.06 11:30 | modify | 4 | 0.53 | 119.836 | 120.836 | 0.000 | ||
| 15 | 2010.05.06 11:30 | modify | 4 | 0.53 | 119.836 | 120.836 | 114.836 | ||
| 16 | 2010.05.06 15:35 | close | 4 | 0.53 | 119.104 | 120.836 | 114.836 | 446.87 | 11134.14 |
| 17 | 2010.05.06 18:05 | buy | 5 | 0.56 | 117.292 | 0.000 | 0.000 | ||
| 18 | 2010.05.06 18:10 | modify | 5 | 0.56 | 117.292 | 116.292 | 0.000 | ||
| 19 | 2010.05.06 18:10 | modify | 5 | 0.56 | 117.292 | 116.292 | 122.292 | ||
| 20 | 2010.05.06 19:42 | s/l | 5 | 0.56 | 116.292 | 116.292 | 122.292 | -645.24 | 10488.90 |
| 21 | 2010.05.07 02:10 | sell | 6 | 0.52 | 114.997 | 0.000 | 0.000 | ||
| 22 | 2010.05.07 02:15 | modify | 6 | 0.52 | 114.997 | 115.997 | 0.000 | ||
| 23 | 2010.05.07 02:15 | modify | 6 | 0.52 | 114.997 | 115.997 | 109.997 | ||
| 24 | 2010.05.07 03:12 | s/l | 6 | 0.52 | 115.997 | 115.997 | 109.997 | -598.95 | 9889.95 |
| 25 | 2010.05.07 16:55 | buy | 7 | 0.49 | 115.779 | 0.000 | 0.000 | ||
| 26 | 2010.05.07 17:00 | modify | 7 | 0.49 | 115.779 | 114.779 | 0.000 | ||
| 27 | 2010.05.07 17:00 | modify | 7 | 0.49 | 115.779 | 114.779 | 120.779 | ||
| 28 | 2010.05.10 08:42 | t/p | 7 | 0.49 | 120.779 | 114.779 | 120.779 | 2823.19 | 12713.14 |
| 29 | 2010.05.11 00:20 | sell | 8 | 0.64 | 119.361 | 0.000 | 0.000 | ||
| 30 | 2010.05.11 00:25 | modify | 8 | 0.64 | 119.361 | 120.361 | 0.000 | ||
| 31 | 2010.05.11 00:25 | modify | 8 | 0.64 | 119.361 | 120.361 | 114.361 | ||
| 32 | 2010.05.11 01:55 | close | 8 | 0.64 | 118.590 | 120.361 | 114.361 | 568.36 | 13281.50 |
| 33 | 2010.05.11 06:30 | buy | 9 | 0.66 | 117.986 | 0.000 | 0.000 | ||
| 34 | 2010.05.11 06:35 | modify | 9 | 0.66 | 117.986 | 116.986 | 0.000 | ||
| 35 | 2010.05.11 06:35 | modify | 9 | 0.66 | 117.986 | 116.986 | 122.986 | ||
| 36 | 2010.05.11 11:33 | s/l | 9 | 0.66 | 116.986 | 116.986 | 122.986 | -760.45 | 12521.05 |
| 37 | 2010.05.11 19:30 | sell | 10 | 0.63 | 118.491 | 0.000 | 0.000 | ||
| 38 | 2010.05.11 19:35 | modify | 10 | 0.63 | 118.491 | 119.491 | 0.000 | ||
| 39 | 2010.05.11 19:35 | modify | 10 | 0.63 | 118.491 | 119.491 | 113.491 | ||
| 40 | 2010.05.11 23:20 | close | 10 | 0.63 | 117.274 | 119.491 | 113.491 | 883.12 | 13404.17 |
| 41 | 2010.05.12 00:15 | buy | 11 | 0.67 | 117.208 | 0.000 | 0.000 | ||
| 42 | 2010.05.12 00:20 | modify | 11 | 0.67 | 117.208 | 116.208 | 0.000 | ||
| 43 | 2010.05.12 00:20 | modify | 11 | 0.67 | 117.208 | 116.208 | 122.208 | ||
| 44 | 2010.05.12 10:35 | close | 11 | 0.67 | 118.017 | 116.208 | 122.208 | 624.53 | 14028.70 |
| 45 | 2010.05.12 10:40 | sell | 12 | 0.70 | 118.196 | 0.000 | 0.000 | ||
| 46 | 2010.05.12 10:45 | modify | 12 | 0.70 | 118.196 | 119.196 | 0.000 | ||
| 47 | 2010.05.12 10:45 | modify | 12 | 0.70 | 118.196 | 119.196 | 113.196 | ||
| 48 | 2010.05.13 11:40 | close | 12 | 0.70 | 116.936 | 119.196 | 113.196 | 1011.09 | 15039.79 |
| 49 | 2010.05.13 11:45 | buy | 13 | 0.75 | 117.218 | 0.000 | 0.000 | ||
| 50 | 2010.05.13 11:50 | modify | 13 | 0.75 | 117.218 | 116.218 | 0.000 | ||
| 51 | 2010.05.13 11:50 | modify | 13 | 0.75 | 117.218 | 116.218 | 122.218 | ||
| 52 | 2010.05.13 22:01 | s/l | 13 | 0.75 | 116.218 | 116.218 | 122.218 | -864.15 | 14175.64 |
| 53 | 2010.05.18 09:40 | sell | 14 | 0.71 | 114.976 | 0.000 | 0.000 | ||
| 54 | 2010.05.18 09:45 | modify | 14 | 0.71 | 114.976 | 115.976 | 0.000 | ||
| 55 | 2010.05.18 09:45 | modify | 14 | 0.71 | 114.976 | 115.976 | 109.976 | ||
| 56 | 2010.05.18 21:15 | close | 14 | 0.71 | 113.022 | 115.976 | 109.976 | 1597.99 | 15773.63 |
| 57 | 2010.05.19 00:00 | buy | 15 | 0.79 | 112.103 | 0.000 | 0.000 | ||
| 58 | 2010.05.19 00:05 | modify | 15 | 0.79 | 112.103 | 111.103 | 0.000 | ||
| 59 | 2010.05.19 00:05 | modify | 15 | 0.79 | 112.103 | 111.103 | 117.103 | ||
| 60 | 2010.05.19 05:25 | close | 15 | 0.79 | 112.348 | 111.103 | 117.103 | 223.01 | 15996.64 |
| 61 | 2010.05.19 15:20 | sell | 16 | 0.80 | 112.829 | 0.000 | 0.000 | ||
| 62 | 2010.05.19 15:25 | modify | 16 | 0.80 | 112.829 | 113.829 | 0.000 | ||
| 63 | 2010.05.19 15:25 | modify | 16 | 0.80 | 112.829 | 113.829 | 107.829 | ||
| 64 | 2010.05.19 22:41 | s/l | 16 | 0.80 | 113.829 | 113.829 | 107.829 | -921.47 | 15075.17 |
| 65 | 2010.05.20 03:45 | buy | 17 | 0.75 | 113.223 | 0.000 | 0.000 | ||
| 66 | 2010.05.20 03:50 | modify | 17 | 0.75 | 113.223 | 112.223 | 0.000 | ||
| 67 | 2010.05.20 03:50 | modify | 17 | 0.75 | 113.223 | 112.223 | 118.223 | ||
| 68 | 2010.05.20 08:25 | s/l | 17 | 0.75 | 112.223 | 112.223 | 118.223 | -864.15 | 14211.02 |
| 69 | 2010.05.21 06:05 | sell | 18 | 0.71 | 113.673 | 0.000 | 0.000 | ||
| 70 | 2010.05.21 06:10 | modify | 18 | 0.71 | 113.673 | 114.673 | 0.000 | ||
| 71 | 2010.05.21 06:10 | modify | 18 | 0.71 | 113.673 | 114.673 | 108.673 | ||
| 72 | 2010.05.21 10:20 | close | 18 | 0.71 | 112.369 | 114.673 | 108.673 | 1066.41 | 15277.43 |
| 73 | 2010.05.21 13:50 | buy | 19 | 0.76 | 112.144 | 0.000 | 0.000 | ||
| 74 | 2010.05.21 13:55 | modify | 19 | 0.76 | 112.144 | 111.144 | 0.000 | ||
| 75 | 2010.05.21 13:55 | modify | 19 | 0.76 | 112.144 | 111.144 | 117.144 | ||
| 76 | 2010.05.24 23:28 | s/l | 19 | 0.76 | 111.144 | 111.144 | 117.144 | -875.23 | 14402.20 |
| 77 | 2010.05.25 22:45 | sell | 20 | 0.72 | 111.269 | 0.000 | 0.000 | ||
| 78 | 2010.05.25 22:50 | modify | 20 | 0.72 | 111.269 | 112.269 | 0.000 | ||
| 79 | 2010.05.25 22:50 | modify | 20 | 0.72 | 111.269 | 112.269 | 106.269 | ||
| 80 | 2010.05.26 03:35 | close | 20 | 0.72 | 110.740 | 112.269 | 106.269 | 437.05 | 14839.25 |
| 81 | 2010.05.26 03:40 | buy | 21 | 0.74 | 110.696 | 0.000 | 0.000 | ||
| 82 | 2010.05.26 03:45 | modify | 21 | 0.74 | 110.696 | 109.696 | 0.000 | ||
| 83 | 2010.05.26 03:45 | modify | 21 | 0.74 | 110.696 | 109.696 | 115.696 | ||
| 84 | 2010.05.26 06:40 | close | 21 | 0.74 | 111.096 | 109.696 | 115.696 | 341.05 | 15180.30 |
| 85 | 2010.05.26 06:45 | sell | 22 | 0.76 | 111.067 | 0.000 | 0.000 | ||
| 86 | 2010.05.26 06:50 | modify | 22 | 0.76 | 111.067 | 112.067 | 0.000 | ||
| 87 | 2010.05.26 06:50 | modify | 22 | 0.76 | 111.067 | 112.067 | 106.067 | ||
| 88 | 2010.05.27 00:00 | close | 22 | 0.76 | 109.484 | 112.067 | 106.067 | 1380.51 | 16560.81 |
| 89 | 2010.05.28 13:40 | buy | 23 | 0.83 | 113.069 | 0.000 | 0.000 | ||
| 90 | 2010.05.28 13:45 | modify | 23 | 0.83 | 113.069 | 112.069 | 0.000 | ||
| 91 | 2010.05.28 13:45 | modify | 23 | 0.83 | 113.069 | 112.069 | 118.069 | ||
| 92 | 2010.05.28 15:43 | s/l | 23 | 0.83 | 112.069 | 112.069 | 118.069 | -956.32 | 15604.49 |
| 93 | 2010.05.31 02:35 | sell | 24 | 0.78 | 112.474 | 0.000 | 0.000 | ||
| 94 | 2010.05.31 02:40 | modify | 24 | 0.78 | 112.474 | 113.474 | 0.000 | ||
| 95 | 2010.05.31 02:40 | modify | 24 | 0.78 | 112.474 | 113.474 | 107.474 | ||
| 96 | 2010.05.31 17:10 | close | 24 | 0.78 | 112.004 | 113.474 | 107.474 | 422.26 | 16026.75 |
| 97 | 2010.05.31 17:15 | buy | 25 | 0.80 | 112.056 | 0.000 | 0.000 | ||
| 98 | 2010.05.31 17:20 | modify | 25 | 0.80 | 112.056 | 111.056 | 0.000 | ||
| 99 | 2010.05.31 17:20 | modify | 25 | 0.80 | 112.056 | 111.056 | 117.056 | ||
| 100 | 2010.05.31 23:59 | close at stop | 25 | 0.80 | 112.210 | 111.056 | 117.056 | 141.95 | 16168.70 |