| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2009.11.02 00:00 - 2009.11.30 23:55 (2009.11.01 - 2009.12.01) | ||||
| 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=38; BarsBack2=278; | ||||
| Bars in test | 7002 | Ticks modelled | 1413525 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 7673.48 | Gross profit | 9359.80 | Gross loss | -1686.31 |
| Profit factor | 5.55 | Expected payoff | 548.11 | ||
| Absolute drawdown | 68.18 | Maximal drawdown | 2597.02 (13.58%) | Relative drawdown | 13.58% (2597.02) |
| Total trades | 14 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 12 (85.71%) | Loss trades (% of total) | 2 (14.29%) | ||
| Largest | profit trade | 1187.64 | loss trade | -988.57 | |
| Average | profit trade | 779.98 | loss trade | -843.16 | |
| Maximum | consecutive wins (profit in money) | 8 (6049.16) | consecutive losses (loss in money) | 1 (-988.57) | |
| Maximal | consecutive profit (count of wins) | 6049.16 (8) | consecutive loss (count of losses) | -988.57 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.02 01:05 | buy | 1 | 0.50 | 132.261 | 0.000 | 0.000 | ||
| 2 | 2009.11.02 01:10 | modify | 1 | 0.50 | 132.261 | 131.261 | 0.000 | ||
| 3 | 2009.11.02 01:10 | modify | 1 | 0.50 | 132.261 | 131.261 | 137.261 | ||
| 4 | 2009.11.02 18:20 | close | 1 | 0.50 | 134.049 | 131.261 | 137.261 | 959.86 | 10959.86 |
| 5 | 2009.11.02 18:25 | sell | 2 | 0.55 | 134.056 | 0.000 | 0.000 | ||
| 6 | 2009.11.02 18:30 | modify | 2 | 0.55 | 134.056 | 135.056 | 0.000 | ||
| 7 | 2009.11.02 18:30 | modify | 2 | 0.55 | 134.056 | 135.056 | 129.056 | ||
| 8 | 2009.11.03 11:30 | close | 2 | 0.55 | 132.044 | 135.056 | 129.056 | 1187.64 | 12147.50 |
| 9 | 2009.11.03 11:35 | buy | 3 | 0.61 | 132.093 | 0.000 | 0.000 | ||
| 10 | 2009.11.03 11:40 | modify | 3 | 0.61 | 132.093 | 131.093 | 0.000 | ||
| 11 | 2009.11.03 11:40 | modify | 3 | 0.61 | 132.093 | 131.093 | 137.093 | ||
| 12 | 2009.11.04 08:45 | close | 3 | 0.61 | 133.479 | 131.093 | 137.093 | 907.62 | 13055.12 |
| 13 | 2009.11.04 08:50 | sell | 4 | 0.65 | 133.470 | 0.000 | 0.000 | ||
| 14 | 2009.11.04 08:55 | modify | 4 | 0.65 | 133.470 | 134.470 | 0.000 | ||
| 15 | 2009.11.04 08:55 | modify | 4 | 0.65 | 133.470 | 134.470 | 128.470 | ||
| 16 | 2009.11.04 14:26 | s/l | 4 | 0.65 | 134.470 | 134.470 | 128.470 | -697.74 | 12357.38 |
| 17 | 2009.11.05 10:35 | buy | 5 | 0.62 | 133.973 | 0.000 | 0.000 | ||
| 18 | 2009.11.05 10:40 | modify | 5 | 0.62 | 133.973 | 132.973 | 0.000 | ||
| 19 | 2009.11.05 10:40 | modify | 5 | 0.62 | 133.973 | 132.973 | 138.973 | ||
| 20 | 2009.11.05 22:40 | close | 5 | 0.62 | 134.947 | 132.973 | 138.973 | 648.37 | 13005.75 |
| 21 | 2009.11.05 22:45 | sell | 6 | 0.65 | 134.884 | 0.000 | 0.000 | ||
| 22 | 2009.11.05 22:50 | modify | 6 | 0.65 | 134.884 | 135.884 | 0.000 | ||
| 23 | 2009.11.05 22:50 | modify | 6 | 0.65 | 134.884 | 135.884 | 129.884 | ||
| 24 | 2009.11.06 17:30 | close | 6 | 0.65 | 133.430 | 135.884 | 129.884 | 1014.23 | 14019.98 |
| 25 | 2009.11.06 17:35 | buy | 7 | 0.70 | 133.408 | 0.000 | 0.000 | ||
| 26 | 2009.11.06 17:40 | modify | 7 | 0.70 | 133.408 | 132.408 | 0.000 | ||
| 27 | 2009.11.06 17:40 | modify | 7 | 0.70 | 133.408 | 132.408 | 138.408 | ||
| 28 | 2009.11.09 09:35 | close | 7 | 0.70 | 134.913 | 132.408 | 138.408 | 1130.97 | 15150.95 |
| 29 | 2009.11.09 09:40 | sell | 8 | 0.76 | 134.890 | 0.000 | 0.000 | ||
| 30 | 2009.11.09 09:45 | modify | 8 | 0.76 | 134.890 | 135.890 | 0.000 | ||
| 31 | 2009.11.09 09:45 | modify | 8 | 0.76 | 134.890 | 135.890 | 129.890 | ||
| 32 | 2009.11.11 05:45 | close | 8 | 0.76 | 134.002 | 135.890 | 129.890 | 723.79 | 15874.74 |
| 33 | 2009.11.11 05:50 | buy | 9 | 0.79 | 133.967 | 0.000 | 0.000 | ||
| 34 | 2009.11.11 05:55 | modify | 9 | 0.79 | 133.967 | 132.967 | 0.000 | ||
| 35 | 2009.11.11 05:55 | modify | 9 | 0.79 | 133.967 | 132.967 | 138.967 | ||
| 36 | 2009.11.11 11:40 | close | 9 | 0.79 | 135.057 | 132.967 | 138.967 | 924.54 | 16799.28 |
| 37 | 2009.11.18 11:15 | sell | 10 | 0.84 | 133.102 | 0.000 | 0.000 | ||
| 38 | 2009.11.18 11:20 | modify | 10 | 0.84 | 133.102 | 134.102 | 0.000 | ||
| 39 | 2009.11.18 11:20 | modify | 10 | 0.84 | 133.102 | 134.102 | 128.102 | ||
| 40 | 2009.11.19 09:20 | close | 10 | 0.84 | 132.206 | 134.102 | 128.102 | 806.83 | 17606.11 |
| 41 | 2009.11.19 09:25 | buy | 11 | 0.88 | 132.294 | 0.000 | 0.000 | ||
| 42 | 2009.11.19 09:30 | modify | 11 | 0.88 | 132.294 | 131.294 | 0.000 | ||
| 43 | 2009.11.19 09:30 | modify | 11 | 0.88 | 132.294 | 131.294 | 137.294 | ||
| 44 | 2009.11.23 04:20 | close | 11 | 0.88 | 132.643 | 131.294 | 137.294 | 329.37 | 17935.48 |
| 45 | 2009.11.23 04:25 | sell | 12 | 0.90 | 132.666 | 0.000 | 0.000 | ||
| 46 | 2009.11.23 04:31 | modify | 12 | 0.90 | 132.666 | 133.666 | 0.000 | ||
| 47 | 2009.11.23 04:31 | modify | 12 | 0.90 | 132.666 | 133.666 | 127.666 | ||
| 48 | 2009.11.24 08:40 | close | 12 | 0.90 | 132.178 | 133.666 | 127.666 | 471.06 | 18406.54 |
| 49 | 2009.11.24 08:45 | buy | 13 | 0.92 | 132.115 | 0.000 | 0.000 | ||
| 50 | 2009.11.24 08:50 | modify | 13 | 0.92 | 132.115 | 131.115 | 0.000 | ||
| 51 | 2009.11.24 08:50 | modify | 13 | 0.92 | 132.115 | 131.115 | 137.115 | ||
| 52 | 2009.11.26 04:33 | s/l | 13 | 0.92 | 131.115 | 131.115 | 137.115 | -988.57 | 17417.97 |
| 53 | 2009.11.27 18:10 | sell | 14 | 0.87 | 129.881 | 0.000 | 0.000 | ||
| 54 | 2009.11.27 18:15 | modify | 14 | 0.87 | 129.881 | 130.881 | 0.000 | ||
| 55 | 2009.11.27 18:15 | modify | 14 | 0.87 | 129.881 | 130.881 | 124.881 | ||
| 56 | 2009.11.30 23:59 | close at stop | 14 | 0.87 | 129.607 | 130.881 | 124.881 | 255.51 | 17673.48 |