| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.12.01 00:00 - 2009.12.31 18:55 (2009.12.01 - 2010.01.01) | ||||
| 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=78; BarsBack2=128; | ||||
| Bars in test | 7179 | Ticks modelled | 852882 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5711.15 | Gross profit | 8002.20 | Gross loss | -2291.05 |
| Profit factor | 3.49 | Expected payoff | 211.52 | ||
| Absolute drawdown | 285.00 | Maximal drawdown | 1304.47 (8.07%) | Relative drawdown | 8.07% (1304.47) |
| Total trades | 27 | Short positions (won %) | 14 (92.86%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 21 (77.78%) | Loss trades (% of total) | 6 (22.22%) | ||
| Largest | profit trade | 970.02 | loss trade | -720.00 | |
| Average | profit trade | 381.06 | loss trade | -381.84 | |
| Maximum | consecutive wins (profit in money) | 5 (2486.48) | consecutive losses (loss in money) | 1 (-720.00) | |
| Maximal | consecutive profit (count of wins) | 2486.48 (5) | consecutive loss (count of losses) | -720.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 12:45 | sell | 1 | 0.50 | 1.50610 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 12:50 | modify | 1 | 0.50 | 1.50610 | 1.51610 | 0.00000 | ||
| 3 | 2009.12.01 12:50 | modify | 1 | 0.50 | 1.50610 | 1.51610 | 1.45610 | ||
| 4 | 2009.12.02 18:20 | close | 1 | 0.50 | 1.50400 | 1.51610 | 1.45610 | 105.10 | 10105.10 |
| 5 | 2009.12.02 19:20 | buy | 2 | 0.51 | 1.50445 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 19:25 | modify | 2 | 0.51 | 1.50445 | 1.49445 | 0.00000 | ||
| 7 | 2009.12.02 19:25 | modify | 2 | 0.51 | 1.50445 | 1.49445 | 1.55445 | ||
| 8 | 2009.12.03 03:45 | close | 2 | 0.51 | 1.50834 | 1.49445 | 1.55445 | 197.78 | 10302.88 |
| 9 | 2009.12.03 05:15 | sell | 3 | 0.52 | 1.50849 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 05:20 | modify | 3 | 0.52 | 1.50849 | 1.51849 | 0.00000 | ||
| 11 | 2009.12.03 05:20 | modify | 3 | 0.52 | 1.50849 | 1.51849 | 1.45849 | ||
| 12 | 2009.12.03 19:05 | close | 3 | 0.52 | 1.50828 | 1.51849 | 1.45849 | 10.92 | 10313.80 |
| 13 | 2009.12.03 19:20 | buy | 4 | 0.52 | 1.50845 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.03 19:25 | modify | 4 | 0.52 | 1.50845 | 1.49845 | 0.00000 | ||
| 15 | 2009.12.03 19:25 | modify | 4 | 0.52 | 1.50845 | 1.49845 | 1.55845 | ||
| 16 | 2009.12.04 09:25 | close | 4 | 0.52 | 1.50694 | 1.49845 | 1.55845 | -78.73 | 10235.07 |
| 17 | 2009.12.04 09:30 | sell | 5 | 0.51 | 1.50662 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.04 09:35 | modify | 5 | 0.51 | 1.50662 | 1.51662 | 0.00000 | ||
| 19 | 2009.12.04 09:35 | modify | 5 | 0.51 | 1.50662 | 1.51662 | 1.45662 | ||
| 20 | 2009.12.04 17:30 | close | 5 | 0.51 | 1.48760 | 1.51662 | 1.45662 | 970.02 | 11205.09 |
| 21 | 2009.12.04 17:50 | buy | 6 | 0.56 | 1.48787 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.04 17:55 | modify | 6 | 0.56 | 1.48787 | 1.47787 | 0.00000 | ||
| 23 | 2009.12.04 17:55 | modify | 6 | 0.56 | 1.48787 | 1.47787 | 1.53787 | ||
| 24 | 2009.12.07 06:00 | close | 6 | 0.56 | 1.48857 | 1.47787 | 1.53787 | 38.98 | 11244.07 |
| 25 | 2009.12.07 06:05 | sell | 7 | 0.56 | 1.48864 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.07 06:10 | modify | 7 | 0.56 | 1.48864 | 1.49864 | 0.00000 | ||
| 27 | 2009.12.07 06:10 | modify | 7 | 0.56 | 1.48864 | 1.49864 | 1.43864 | ||
| 28 | 2009.12.07 14:05 | close | 7 | 0.56 | 1.47928 | 1.49864 | 1.43864 | 524.16 | 11768.23 |
| 29 | 2009.12.07 14:15 | buy | 8 | 0.59 | 1.47864 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.07 14:20 | modify | 8 | 0.59 | 1.47864 | 1.46864 | 0.00000 | ||
| 31 | 2009.12.07 14:20 | modify | 8 | 0.59 | 1.47864 | 1.46864 | 1.52864 | ||
| 32 | 2009.12.07 20:10 | close | 8 | 0.59 | 1.48516 | 1.46864 | 1.52864 | 384.68 | 12152.91 |
| 33 | 2009.12.07 20:15 | sell | 9 | 0.61 | 1.48499 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.07 20:20 | modify | 9 | 0.61 | 1.48499 | 1.49499 | 0.00000 | ||
| 35 | 2009.12.07 20:20 | modify | 9 | 0.61 | 1.48499 | 1.49499 | 1.43499 | ||
| 36 | 2009.12.08 14:50 | close | 9 | 0.61 | 1.47567 | 1.49499 | 1.43499 | 568.64 | 12721.55 |
| 37 | 2009.12.08 14:55 | buy | 10 | 0.64 | 1.47545 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.08 15:00 | modify | 10 | 0.64 | 1.47545 | 1.46545 | 0.00000 | ||
| 39 | 2009.12.08 15:00 | modify | 10 | 0.64 | 1.47545 | 1.46545 | 1.52545 | ||
| 40 | 2009.12.09 05:30 | close | 10 | 0.64 | 1.47215 | 1.46545 | 1.52545 | -211.46 | 12510.09 |
| 41 | 2009.12.09 05:35 | sell | 11 | 0.63 | 1.47242 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.09 05:40 | modify | 11 | 0.63 | 1.47242 | 1.48242 | 0.00000 | ||
| 43 | 2009.12.09 05:40 | modify | 11 | 0.63 | 1.47242 | 1.48242 | 1.42242 | ||
| 44 | 2009.12.09 19:25 | close | 11 | 0.63 | 1.46914 | 1.48242 | 1.42242 | 206.64 | 12716.73 |
| 45 | 2009.12.09 19:30 | buy | 12 | 0.64 | 1.46932 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.09 19:35 | modify | 12 | 0.64 | 1.46932 | 1.45932 | 0.00000 | ||
| 47 | 2009.12.09 19:35 | modify | 12 | 0.64 | 1.46932 | 1.45932 | 1.51932 | ||
| 48 | 2009.12.10 02:30 | close | 12 | 0.64 | 1.47439 | 1.45932 | 1.51932 | 323.71 | 13040.44 |
| 49 | 2009.12.10 02:35 | sell | 13 | 0.65 | 1.47399 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.10 02:40 | modify | 13 | 0.65 | 1.47399 | 1.48399 | 0.00000 | ||
| 51 | 2009.12.10 02:40 | modify | 13 | 0.65 | 1.47399 | 1.48399 | 1.42399 | ||
| 52 | 2009.12.11 18:55 | close | 13 | 0.65 | 1.46171 | 1.48399 | 1.42399 | 798.33 | 13838.77 |
| 53 | 2009.12.11 19:00 | buy | 14 | 0.69 | 1.46251 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.11 19:05 | modify | 14 | 0.69 | 1.46251 | 1.45251 | 0.00000 | ||
| 55 | 2009.12.11 19:05 | modify | 14 | 0.69 | 1.46251 | 1.45251 | 1.51251 | ||
| 56 | 2009.12.14 06:40 | close | 14 | 0.69 | 1.46791 | 1.45251 | 1.51251 | 372.32 | 14211.10 |
| 57 | 2009.12.14 07:35 | sell | 15 | 0.71 | 1.46717 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.14 07:40 | modify | 15 | 0.71 | 1.46717 | 1.47717 | 0.00000 | ||
| 59 | 2009.12.14 07:40 | modify | 15 | 0.71 | 1.46717 | 1.47717 | 1.41717 | ||
| 60 | 2009.12.15 07:20 | close | 15 | 0.71 | 1.46441 | 1.47717 | 1.41717 | 196.10 | 14407.20 |
| 61 | 2009.12.15 07:25 | buy | 16 | 0.72 | 1.46376 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.15 07:30 | modify | 16 | 0.72 | 1.46376 | 1.45376 | 0.00000 | ||
| 63 | 2009.12.15 07:30 | modify | 16 | 0.72 | 1.46376 | 1.45376 | 1.51376 | ||
| 64 | 2009.12.15 10:30 | s/l | 16 | 0.72 | 1.45376 | 1.45376 | 1.51376 | -720.00 | 13687.20 |
| 65 | 2009.12.16 13:50 | sell | 17 | 0.68 | 1.45661 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.16 13:55 | modify | 17 | 0.68 | 1.45661 | 1.46661 | 0.00000 | ||
| 67 | 2009.12.16 13:55 | modify | 17 | 0.68 | 1.45661 | 1.46661 | 1.40661 | ||
| 68 | 2009.12.17 03:40 | close | 17 | 0.68 | 1.44658 | 1.46661 | 1.40661 | 682.45 | 14369.65 |
| 69 | 2009.12.17 03:45 | buy | 18 | 0.72 | 1.44673 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.17 03:50 | modify | 18 | 0.72 | 1.44673 | 1.43673 | 0.00000 | ||
| 71 | 2009.12.17 03:50 | modify | 18 | 0.72 | 1.44673 | 1.43673 | 1.49673 | ||
| 72 | 2009.12.17 10:45 | s/l | 18 | 0.72 | 1.43673 | 1.43673 | 1.49673 | -720.00 | 13649.65 |
| 73 | 2009.12.18 03:55 | sell | 19 | 0.68 | 1.43860 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.18 04:00 | modify | 19 | 0.68 | 1.43860 | 1.44860 | 0.00000 | ||
| 75 | 2009.12.18 04:00 | modify | 19 | 0.68 | 1.43860 | 1.44860 | 1.38860 | ||
| 76 | 2009.12.18 17:35 | close | 19 | 0.68 | 1.42852 | 1.44860 | 1.38860 | 685.44 | 14335.09 |
| 77 | 2009.12.18 17:40 | buy | 20 | 0.72 | 1.42828 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.18 17:45 | modify | 20 | 0.72 | 1.42828 | 1.41828 | 0.00000 | ||
| 79 | 2009.12.18 17:45 | modify | 20 | 0.72 | 1.42828 | 1.41828 | 1.47828 | ||
| 80 | 2009.12.22 07:25 | close | 20 | 0.72 | 1.42919 | 1.41828 | 1.47828 | 64.94 | 14400.03 |
| 81 | 2009.12.22 07:30 | sell | 21 | 0.72 | 1.42921 | 0.00000 | 0.00000 | ||
| 82 | 2009.12.22 07:35 | modify | 21 | 0.72 | 1.42921 | 1.43921 | 0.00000 | ||
| 83 | 2009.12.22 07:35 | modify | 21 | 0.72 | 1.42921 | 1.43921 | 1.37921 | ||
| 84 | 2009.12.22 17:40 | close | 21 | 0.72 | 1.42375 | 1.43921 | 1.37921 | 393.12 | 14793.15 |
| 85 | 2009.12.22 17:45 | buy | 22 | 0.74 | 1.42361 | 0.00000 | 0.00000 | ||
| 86 | 2009.12.22 17:50 | modify | 22 | 0.74 | 1.42361 | 1.41361 | 0.00000 | ||
| 87 | 2009.12.22 17:50 | modify | 22 | 0.74 | 1.42361 | 1.41361 | 1.47361 | ||
| 88 | 2009.12.23 17:30 | close | 22 | 0.74 | 1.43234 | 1.41361 | 1.47361 | 645.72 | 15438.88 |
| 89 | 2009.12.23 17:35 | sell | 23 | 0.77 | 1.43232 | 0.00000 | 0.00000 | ||
| 90 | 2009.12.23 17:40 | modify | 23 | 0.77 | 1.43232 | 1.44232 | 0.00000 | ||
| 91 | 2009.12.23 17:40 | modify | 23 | 0.77 | 1.43232 | 1.44232 | 1.38232 | ||
| 92 | 2009.12.28 21:30 | close | 23 | 0.77 | 1.43843 | 1.44232 | 1.38232 | -469.70 | 14969.18 |
| 93 | 2009.12.28 21:55 | buy | 24 | 0.75 | 1.43842 | 0.00000 | 0.00000 | ||
| 94 | 2009.12.28 22:00 | modify | 24 | 0.75 | 1.43842 | 1.42842 | 0.00000 | ||
| 95 | 2009.12.28 22:00 | modify | 24 | 0.75 | 1.43842 | 1.42842 | 1.48842 | ||
| 96 | 2009.12.29 11:05 | close | 24 | 0.75 | 1.44281 | 1.42842 | 1.48842 | 328.95 | 15298.13 |
| 97 | 2009.12.29 11:35 | sell | 25 | 0.76 | 1.44139 | 0.00000 | 0.00000 | ||
| 98 | 2009.12.29 11:40 | modify | 25 | 0.76 | 1.44139 | 1.45139 | 0.00000 | ||
| 99 | 2009.12.29 11:40 | modify | 25 | 0.76 | 1.44139 | 1.45139 | 1.39139 | ||
| 100 | 2009.12.29 21:25 | close | 25 | 0.76 | 1.43585 | 1.45139 | 1.39139 | 421.04 | 15719.17 |
| 101 | 2009.12.29 21:30 | buy | 26 | 0.79 | 1.43600 | 0.00000 | 0.00000 | ||
| 102 | 2009.12.29 21:35 | modify | 26 | 0.79 | 1.43600 | 1.42600 | 0.00000 | ||
| 103 | 2009.12.29 21:35 | modify | 26 | 0.79 | 1.43600 | 1.42600 | 1.48600 | ||
| 104 | 2009.12.30 12:15 | close | 26 | 0.79 | 1.43485 | 1.42600 | 1.48600 | -91.17 | 15628.00 |
| 105 | 2009.12.30 12:20 | sell | 27 | 0.78 | 1.43428 | 0.00000 | 0.00000 | ||
| 106 | 2009.12.30 12:25 | modify | 27 | 0.78 | 1.43428 | 1.44428 | 0.00000 | ||
| 107 | 2009.12.30 12:25 | modify | 27 | 0.78 | 1.43428 | 1.44428 | 1.38428 | ||
| 108 | 2009.12.31 18:59 | close at stop | 27 | 0.78 | 1.43322 | 1.44428 | 1.38428 | 83.15 | 15711.15 |