| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2011.10.23 21:00 - 2012.01.03 23:59 (2011.11.01 - 2011.12.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=5; StopLoss=1; StopStep=0.25; MaxSpread=0.25; MaxSlippage=0.25; BarsBack1=25; BarsBack2=100; | ||||
| Bars in test | 15001 | Ticks modelled | 3917181 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2848.19 | Gross profit | 5604.78 | Gross loss | -2756.59 |
| Profit factor | 2.03 | Expected payoff | 101.72 | ||
| Absolute drawdown | 723.57 | Maximal drawdown | 1113.39 (9.59%) | Relative drawdown | 9.59% (1113.39) |
| Total trades | 28 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 23 (82.14%) | Loss trades (% of total) | 5 (17.86%) | ||
| Largest | profit trade | 663.69 | loss trade | -779.81 | |
| Average | profit trade | 243.69 | loss trade | -551.32 | |
| Maximum | consecutive wins (profit in money) | 8 (1939.57) | consecutive losses (loss in money) | 1 (-779.81) | |
| Maximal | consecutive profit (count of wins) | 1939.57 (8) | consecutive loss (count of losses) | -779.81 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.11.01 05:15 | buy | 1 | 0.50 | 107.818 | 0.000 | 0.000 | ||
| 2 | 2011.11.01 05:20 | modify | 1 | 0.50 | 107.818 | 106.818 | 0.000 | ||
| 3 | 2011.11.01 05:20 | modify | 1 | 0.50 | 107.818 | 106.818 | 112.818 | ||
| 4 | 2011.11.01 08:28 | s/l | 1 | 0.50 | 106.818 | 106.818 | 112.818 | -649.92 | 9350.08 |
| 5 | 2011.11.01 18:40 | sell | 2 | 0.47 | 107.487 | 0.000 | 0.000 | ||
| 6 | 2011.11.01 18:45 | modify | 2 | 0.47 | 107.487 | 108.487 | 0.000 | ||
| 7 | 2011.11.01 18:45 | modify | 2 | 0.47 | 107.487 | 108.487 | 102.487 | ||
| 8 | 2011.11.02 00:20 | close | 2 | 0.47 | 107.112 | 108.487 | 102.487 | 228.28 | 9578.36 |
| 9 | 2011.11.02 23:55 | buy | 3 | 0.48 | 107.079 | 0.000 | 0.000 | ||
| 10 | 2011.11.03 00:00 | modify | 3 | 0.48 | 107.079 | 106.079 | 0.000 | ||
| 11 | 2011.11.03 00:00 | modify | 3 | 0.48 | 107.079 | 106.079 | 112.079 | ||
| 12 | 2011.11.03 09:50 | close | 3 | 0.48 | 107.260 | 106.079 | 112.079 | 112.37 | 9690.72 |
| 13 | 2011.11.03 09:55 | sell | 4 | 0.48 | 107.478 | 0.000 | 0.000 | ||
| 14 | 2011.11.03 10:00 | modify | 4 | 0.48 | 107.478 | 108.478 | 0.000 | ||
| 15 | 2011.11.03 10:00 | modify | 4 | 0.48 | 107.478 | 108.478 | 102.478 | ||
| 16 | 2011.11.04 03:45 | close | 4 | 0.48 | 107.704 | 108.478 | 102.478 | -141.80 | 9548.92 |
| 17 | 2011.11.04 03:50 | buy | 5 | 0.48 | 107.722 | 0.000 | 0.000 | ||
| 18 | 2011.11.04 03:55 | modify | 5 | 0.48 | 107.722 | 106.722 | 0.000 | ||
| 19 | 2011.11.04 03:55 | modify | 5 | 0.48 | 107.722 | 106.722 | 112.722 | ||
| 20 | 2011.11.04 10:35 | close | 5 | 0.48 | 108.013 | 106.722 | 112.722 | 181.56 | 9730.48 |
| 21 | 2011.11.04 10:40 | sell | 6 | 0.49 | 108.032 | 0.000 | 0.000 | ||
| 22 | 2011.11.04 10:45 | modify | 6 | 0.49 | 108.032 | 109.032 | 0.000 | ||
| 23 | 2011.11.04 10:45 | modify | 6 | 0.49 | 108.032 | 109.032 | 103.032 | ||
| 24 | 2011.11.04 14:40 | close | 6 | 0.49 | 107.348 | 109.032 | 103.032 | 435.60 | 10166.08 |
| 25 | 2011.11.04 14:45 | buy | 7 | 0.51 | 107.376 | 0.000 | 0.000 | ||
| 26 | 2011.11.04 14:50 | modify | 7 | 0.51 | 107.376 | 106.376 | 0.000 | ||
| 27 | 2011.11.04 14:50 | modify | 7 | 0.51 | 107.376 | 106.376 | 112.376 | ||
| 28 | 2011.11.06 23:10 | close | 7 | 0.51 | 107.878 | 106.376 | 112.376 | 332.78 | 10498.86 |
| 29 | 2011.11.06 23:15 | sell | 8 | 0.52 | 107.907 | 0.000 | 0.000 | ||
| 30 | 2011.11.06 23:20 | modify | 8 | 0.52 | 107.907 | 108.907 | 0.000 | ||
| 31 | 2011.11.06 23:20 | modify | 8 | 0.52 | 107.907 | 108.907 | 102.907 | ||
| 32 | 2011.11.07 02:30 | close | 8 | 0.52 | 107.664 | 108.907 | 102.907 | 163.35 | 10662.21 |
| 33 | 2011.11.07 08:45 | buy | 9 | 0.53 | 107.146 | 0.000 | 0.000 | ||
| 34 | 2011.11.07 08:50 | modify | 9 | 0.53 | 107.146 | 106.146 | 0.000 | ||
| 35 | 2011.11.07 08:50 | modify | 9 | 0.53 | 107.146 | 106.146 | 112.146 | ||
| 36 | 2011.11.07 15:30 | close | 9 | 0.53 | 107.474 | 106.146 | 112.146 | 225.96 | 10888.17 |
| 37 | 2011.11.07 15:35 | sell | 10 | 0.54 | 107.495 | 0.000 | 0.000 | ||
| 38 | 2011.11.07 15:40 | modify | 10 | 0.54 | 107.495 | 108.495 | 0.000 | ||
| 39 | 2011.11.07 15:40 | modify | 10 | 0.54 | 107.495 | 108.495 | 102.495 | ||
| 40 | 2011.11.08 05:15 | close | 10 | 0.54 | 107.311 | 108.495 | 102.495 | 128.23 | 11016.40 |
| 41 | 2011.11.08 05:20 | buy | 11 | 0.55 | 107.302 | 0.000 | 0.000 | ||
| 42 | 2011.11.08 05:25 | modify | 11 | 0.55 | 107.302 | 106.302 | 0.000 | ||
| 43 | 2011.11.08 05:25 | modify | 11 | 0.55 | 107.302 | 106.302 | 112.302 | ||
| 44 | 2011.11.08 10:05 | close | 11 | 0.55 | 107.419 | 106.302 | 112.302 | 83.65 | 11100.05 |
| 45 | 2011.11.11 17:20 | sell | 12 | 0.56 | 106.270 | 0.000 | 0.000 | ||
| 46 | 2011.11.11 17:25 | modify | 12 | 0.56 | 106.270 | 107.270 | 0.000 | ||
| 47 | 2011.11.11 17:25 | modify | 12 | 0.56 | 106.270 | 107.270 | 101.270 | ||
| 48 | 2011.11.14 09:00 | close | 12 | 0.56 | 105.735 | 107.270 | 101.270 | 388.44 | 11488.50 |
| 49 | 2011.11.14 09:05 | buy | 13 | 0.57 | 105.724 | 0.000 | 0.000 | ||
| 50 | 2011.11.14 09:10 | modify | 13 | 0.57 | 105.724 | 104.724 | 0.000 | ||
| 51 | 2011.11.14 09:10 | modify | 13 | 0.57 | 105.724 | 104.724 | 110.724 | ||
| 52 | 2011.11.15 06:18 | s/l | 13 | 0.57 | 104.724 | 104.724 | 110.724 | -741.11 | 10747.38 |
| 53 | 2011.11.16 09:55 | sell | 14 | 0.54 | 104.051 | 0.000 | 0.000 | ||
| 54 | 2011.11.16 10:00 | modify | 14 | 0.54 | 104.051 | 105.051 | 0.000 | ||
| 55 | 2011.11.16 10:00 | modify | 14 | 0.54 | 104.051 | 105.051 | 99.051 | ||
| 56 | 2011.11.16 23:15 | close | 14 | 0.54 | 103.620 | 105.051 | 99.051 | 302.49 | 11049.87 |
| 57 | 2011.11.16 23:20 | buy | 15 | 0.55 | 103.598 | 0.000 | 0.000 | ||
| 58 | 2011.11.16 23:25 | modify | 15 | 0.55 | 103.598 | 102.598 | 0.000 | ||
| 59 | 2011.11.16 23:25 | modify | 15 | 0.55 | 103.598 | 102.598 | 108.598 | ||
| 60 | 2011.11.17 06:05 | close | 15 | 0.55 | 103.929 | 102.598 | 108.598 | 235.99 | 11285.86 |
| 61 | 2011.11.17 06:10 | sell | 16 | 0.56 | 103.973 | 0.000 | 0.000 | ||
| 62 | 2011.11.17 06:15 | modify | 16 | 0.56 | 103.973 | 104.973 | 0.000 | ||
| 63 | 2011.11.17 06:15 | modify | 16 | 0.56 | 103.973 | 104.973 | 98.973 | ||
| 64 | 2011.11.21 03:15 | close | 16 | 0.56 | 103.953 | 104.973 | 98.973 | 12.66 | 11298.52 |
| 65 | 2011.11.21 03:20 | buy | 17 | 0.56 | 103.916 | 0.000 | 0.000 | ||
| 66 | 2011.11.21 03:25 | modify | 17 | 0.56 | 103.916 | 102.916 | 0.000 | ||
| 67 | 2011.11.21 03:25 | modify | 17 | 0.56 | 103.916 | 102.916 | 108.916 | ||
| 68 | 2011.11.21 17:15 | close | 17 | 0.56 | 104.130 | 102.916 | 108.916 | 155.77 | 11454.29 |
| 69 | 2011.11.21 17:20 | sell | 18 | 0.57 | 104.064 | 0.000 | 0.000 | ||
| 70 | 2011.11.21 17:25 | modify | 18 | 0.57 | 104.064 | 105.064 | 0.000 | ||
| 71 | 2011.11.21 17:25 | modify | 18 | 0.57 | 104.064 | 105.064 | 99.064 | ||
| 72 | 2011.11.23 03:00 | close | 18 | 0.57 | 103.705 | 105.064 | 99.064 | 264.03 | 11718.32 |
| 73 | 2011.11.23 03:05 | buy | 19 | 0.59 | 103.757 | 0.000 | 0.000 | ||
| 74 | 2011.11.23 03:10 | modify | 19 | 0.59 | 103.757 | 102.757 | 0.000 | ||
| 75 | 2011.11.23 03:10 | modify | 19 | 0.59 | 103.757 | 102.757 | 108.757 | ||
| 76 | 2011.11.24 08:10 | close | 19 | 0.59 | 103.179 | 102.757 | 108.757 | -443.95 | 11274.37 |
| 77 | 2011.11.25 02:05 | sell | 20 | 0.56 | 103.118 | 0.000 | 0.000 | ||
| 78 | 2011.11.25 02:10 | modify | 20 | 0.56 | 103.118 | 104.118 | 0.000 | ||
| 79 | 2011.11.25 02:10 | modify | 20 | 0.56 | 103.118 | 104.118 | 98.118 | ||
| 80 | 2011.11.25 09:55 | close | 20 | 0.56 | 102.750 | 104.118 | 98.118 | 267.84 | 11542.21 |
| 81 | 2011.11.25 10:00 | buy | 21 | 0.58 | 102.726 | 0.000 | 0.000 | ||
| 82 | 2011.11.25 10:05 | modify | 21 | 0.58 | 102.726 | 101.726 | 0.000 | ||
| 83 | 2011.11.25 10:05 | modify | 21 | 0.58 | 102.726 | 101.726 | 107.726 | ||
| 84 | 2011.11.28 00:10 | close | 21 | 0.58 | 103.253 | 101.726 | 107.726 | 397.07 | 11939.28 |
| 85 | 2011.11.28 00:15 | sell | 22 | 0.60 | 103.218 | 0.000 | 0.000 | ||
| 86 | 2011.11.28 00:20 | modify | 22 | 0.60 | 103.218 | 104.218 | 0.000 | ||
| 87 | 2011.11.28 00:20 | modify | 22 | 0.60 | 103.218 | 104.218 | 98.218 | ||
| 88 | 2011.11.28 13:50 | s/l | 22 | 0.60 | 104.218 | 104.218 | 98.218 | -779.81 | 11159.47 |
| 89 | 2011.11.28 21:05 | buy | 23 | 0.56 | 103.773 | 0.000 | 0.000 | ||
| 90 | 2011.11.28 21:10 | modify | 23 | 0.56 | 103.773 | 102.773 | 0.000 | ||
| 91 | 2011.11.28 21:10 | modify | 23 | 0.56 | 103.773 | 102.773 | 108.773 | ||
| 92 | 2011.11.29 02:20 | close | 23 | 0.56 | 104.118 | 102.773 | 108.773 | 250.90 | 11410.37 |
| 93 | 2011.11.29 02:25 | sell | 24 | 0.57 | 104.128 | 0.000 | 0.000 | ||
| 94 | 2011.11.29 02:30 | modify | 24 | 0.57 | 104.128 | 105.128 | 0.000 | ||
| 95 | 2011.11.29 02:30 | modify | 24 | 0.57 | 104.128 | 105.128 | 99.128 | ||
| 96 | 2011.11.29 09:20 | close | 24 | 0.57 | 103.893 | 105.128 | 99.128 | 174.09 | 11584.46 |
| 97 | 2011.11.29 09:25 | buy | 25 | 0.58 | 103.944 | 0.000 | 0.000 | ||
| 98 | 2011.11.29 09:30 | modify | 25 | 0.58 | 103.944 | 102.944 | 0.000 | ||
| 99 | 2011.11.29 09:30 | modify | 25 | 0.58 | 103.944 | 102.944 | 108.944 | ||
| 100 | 2011.11.30 01:30 | close | 25 | 0.58 | 104.043 | 102.944 | 108.944 | 74.40 | 11658.87 |
| 101 | 2011.11.30 01:35 | sell | 26 | 0.58 | 104.085 | 0.000 | 0.000 | ||
| 102 | 2011.11.30 01:40 | modify | 26 | 0.58 | 104.085 | 105.085 | 0.000 | ||
| 103 | 2011.11.30 01:40 | modify | 26 | 0.58 | 104.085 | 105.085 | 99.085 | ||
| 104 | 2011.11.30 07:50 | close | 26 | 0.58 | 103.540 | 105.085 | 99.085 | 410.84 | 12069.71 |
| 105 | 2011.11.30 07:55 | buy | 27 | 0.60 | 103.575 | 0.000 | 0.000 | ||
| 106 | 2011.11.30 08:00 | modify | 27 | 0.60 | 103.575 | 102.575 | 0.000 | ||
| 107 | 2011.11.30 08:00 | modify | 27 | 0.60 | 103.575 | 102.575 | 108.575 | ||
| 108 | 2011.11.30 14:35 | close | 27 | 0.60 | 104.426 | 102.575 | 108.575 | 663.69 | 12733.40 |
| 109 | 2011.11.30 14:40 | sell | 28 | 0.64 | 104.458 | 0.000 | 0.000 | ||
| 110 | 2011.11.30 14:45 | modify | 28 | 0.64 | 104.458 | 105.458 | 0.000 | ||
| 111 | 2011.11.30 14:45 | modify | 28 | 0.64 | 104.458 | 105.458 | 99.458 | ||
| 112 | 2011.11.30 23:59 | close at stop | 28 | 0.64 | 104.320 | 105.458 | 99.458 | 114.79 | 12848.19 |