| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2011.10.23 21:00 - 2012.01.03 23:59 (2011.12.01 - 2012.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=0.05; StopLoss=0.01; StopStep=0.0025; MaxSpread=0.0025; MaxSlippage=0.0025; BarsBack1=15; BarsBack2=20; | ||||
| Bars in test | 15001 | Ticks modelled | 4557105 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5559.49 | Gross profit | 6728.49 | Gross loss | -1169.00 |
| Profit factor | 5.76 | Expected payoff | 185.32 | ||
| Absolute drawdown | 63.50 | Maximal drawdown | 1013.34 (6.39%) | Relative drawdown | 6.39% (1013.34) |
| Total trades | 30 | Short positions (won %) | 15 (86.67%) | Long positions (won %) | 15 (86.67%) |
| Profit trades (% of total) | 26 (86.67%) | Loss trades (% of total) | 4 (13.33%) | ||
| Largest | profit trade | 856.29 | loss trade | -790.00 | |
| Average | profit trade | 258.79 | loss trade | -292.25 | |
| Maximum | consecutive wins (profit in money) | 14 (4711.16) | consecutive losses (loss in money) | 1 (-790.00) | |
| Maximal | consecutive profit (count of wins) | 4711.16 (14) | consecutive loss (count of losses) | -790.00 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.12.01 13:35 | sell | 1 | 0.50 | 1.35022 | 0.00000 | 0.00000 | ||
| 2 | 2011.12.01 13:40 | modify | 1 | 0.50 | 1.35022 | 1.36022 | 0.00000 | ||
| 3 | 2011.12.01 13:40 | modify | 1 | 0.50 | 1.35022 | 1.36022 | 1.30022 | ||
| 4 | 2011.12.02 04:00 | close | 1 | 0.50 | 1.34614 | 1.36022 | 1.30022 | 203.45 | 10203.45 |
| 5 | 2011.12.02 04:05 | buy | 2 | 0.51 | 1.34573 | 0.00000 | 0.00000 | ||
| 6 | 2011.12.02 04:10 | modify | 2 | 0.51 | 1.34573 | 1.33573 | 0.00000 | ||
| 7 | 2011.12.02 04:10 | modify | 2 | 0.51 | 1.34573 | 1.33573 | 1.39573 | ||
| 8 | 2011.12.02 07:00 | close | 2 | 0.51 | 1.34630 | 1.33573 | 1.39573 | 29.07 | 10232.52 |
| 9 | 2011.12.02 13:05 | sell | 3 | 0.51 | 1.35163 | 0.00000 | 0.00000 | ||
| 10 | 2011.12.02 13:10 | modify | 3 | 0.51 | 1.35163 | 1.36163 | 0.00000 | ||
| 11 | 2011.12.02 13:10 | modify | 3 | 0.51 | 1.35163 | 1.36163 | 1.30163 | ||
| 12 | 2011.12.02 16:35 | close | 3 | 0.51 | 1.33929 | 1.36163 | 1.30163 | 629.34 | 10861.86 |
| 13 | 2011.12.02 16:40 | buy | 4 | 0.54 | 1.33870 | 0.00000 | 0.00000 | ||
| 14 | 2011.12.02 16:45 | modify | 4 | 0.54 | 1.33870 | 1.32870 | 0.00000 | ||
| 15 | 2011.12.02 16:45 | modify | 4 | 0.54 | 1.33870 | 1.32870 | 1.38870 | ||
| 16 | 2011.12.05 08:15 | close | 4 | 0.54 | 1.34325 | 1.32870 | 1.38870 | 245.00 | 11106.86 |
| 17 | 2011.12.05 15:10 | sell | 5 | 0.56 | 1.34603 | 0.00000 | 0.00000 | ||
| 18 | 2011.12.05 15:15 | modify | 5 | 0.56 | 1.34603 | 1.35603 | 0.00000 | ||
| 19 | 2011.12.05 15:15 | modify | 5 | 0.56 | 1.34603 | 1.35603 | 1.29603 | ||
| 20 | 2011.12.05 19:40 | close | 5 | 0.56 | 1.33991 | 1.35603 | 1.29603 | 342.72 | 11449.58 |
| 21 | 2011.12.06 14:20 | buy | 6 | 0.57 | 1.33701 | 0.00000 | 0.00000 | ||
| 22 | 2011.12.06 14:25 | modify | 6 | 0.57 | 1.33701 | 1.32701 | 0.00000 | ||
| 23 | 2011.12.06 14:25 | modify | 6 | 0.57 | 1.33701 | 1.32701 | 1.38701 | ||
| 24 | 2011.12.07 17:30 | close | 6 | 0.57 | 1.34111 | 1.32701 | 1.38701 | 232.96 | 11682.54 |
| 25 | 2011.12.07 18:20 | sell | 7 | 0.58 | 1.34165 | 0.00000 | 0.00000 | ||
| 26 | 2011.12.07 18:25 | modify | 7 | 0.58 | 1.34165 | 1.35165 | 0.00000 | ||
| 27 | 2011.12.07 18:25 | modify | 7 | 0.58 | 1.34165 | 1.35165 | 1.29165 | ||
| 28 | 2011.12.08 00:25 | close | 7 | 0.58 | 1.34031 | 1.35165 | 1.29165 | 75.81 | 11758.34 |
| 29 | 2011.12.08 00:30 | buy | 8 | 0.59 | 1.34050 | 0.00000 | 0.00000 | ||
| 30 | 2011.12.08 00:35 | modify | 8 | 0.59 | 1.34050 | 1.33050 | 0.00000 | ||
| 31 | 2011.12.08 00:35 | modify | 8 | 0.59 | 1.34050 | 1.33050 | 1.39050 | ||
| 32 | 2011.12.08 07:50 | close | 8 | 0.59 | 1.34143 | 1.33050 | 1.39050 | 54.87 | 11813.21 |
| 33 | 2011.12.08 07:55 | sell | 9 | 0.59 | 1.34158 | 0.00000 | 0.00000 | ||
| 34 | 2011.12.08 08:00 | modify | 9 | 0.59 | 1.34158 | 1.35158 | 0.00000 | ||
| 35 | 2011.12.08 08:00 | modify | 9 | 0.59 | 1.34158 | 1.35158 | 1.29158 | ||
| 36 | 2011.12.08 16:00 | close | 9 | 0.59 | 1.33142 | 1.35158 | 1.29158 | 599.44 | 12412.65 |
| 37 | 2011.12.08 16:25 | buy | 10 | 0.62 | 1.33071 | 0.00000 | 0.00000 | ||
| 38 | 2011.12.08 16:30 | modify | 10 | 0.62 | 1.33071 | 1.32071 | 0.00000 | ||
| 39 | 2011.12.08 16:30 | modify | 10 | 0.62 | 1.33071 | 1.32071 | 1.38071 | ||
| 40 | 2011.12.09 11:25 | close | 10 | 0.62 | 1.34081 | 1.32071 | 1.38071 | 625.39 | 13038.05 |
| 41 | 2011.12.09 11:30 | sell | 11 | 0.65 | 1.34131 | 0.00000 | 0.00000 | ||
| 42 | 2011.12.09 11:35 | modify | 11 | 0.65 | 1.34131 | 1.35131 | 0.00000 | ||
| 43 | 2011.12.09 11:35 | modify | 11 | 0.65 | 1.34131 | 1.35131 | 1.29131 | ||
| 44 | 2011.12.09 14:20 | close | 11 | 0.65 | 1.33430 | 1.35131 | 1.29131 | 455.65 | 13493.70 |
| 45 | 2011.12.09 14:25 | buy | 12 | 0.67 | 1.33403 | 0.00000 | 0.00000 | ||
| 46 | 2011.12.09 14:30 | modify | 12 | 0.67 | 1.33403 | 1.32403 | 0.00000 | ||
| 47 | 2011.12.09 14:30 | modify | 12 | 0.67 | 1.33403 | 1.32403 | 1.38403 | ||
| 48 | 2011.12.11 22:15 | close | 12 | 0.67 | 1.33760 | 1.32403 | 1.38403 | 239.19 | 13732.89 |
| 49 | 2011.12.13 11:40 | sell | 13 | 0.69 | 1.32135 | 0.00000 | 0.00000 | ||
| 50 | 2011.12.13 11:45 | modify | 13 | 0.69 | 1.32135 | 1.33135 | 0.00000 | ||
| 51 | 2011.12.13 11:45 | modify | 13 | 0.69 | 1.32135 | 1.33135 | 1.27135 | ||
| 52 | 2011.12.13 16:30 | close | 13 | 0.69 | 1.30894 | 1.33135 | 1.27135 | 856.29 | 14589.18 |
| 53 | 2011.12.14 12:00 | buy | 14 | 0.73 | 1.29925 | 0.00000 | 0.00000 | ||
| 54 | 2011.12.14 12:05 | modify | 14 | 0.73 | 1.29925 | 1.28925 | 0.00000 | ||
| 55 | 2011.12.14 12:05 | modify | 14 | 0.73 | 1.29925 | 1.28925 | 1.34925 | ||
| 56 | 2011.12.15 08:05 | close | 14 | 0.73 | 1.30096 | 1.28925 | 1.34925 | 121.98 | 14711.16 |
| 57 | 2011.12.15 08:10 | sell | 15 | 0.74 | 1.30077 | 0.00000 | 0.00000 | ||
| 58 | 2011.12.15 08:15 | modify | 15 | 0.74 | 1.30077 | 1.31077 | 0.00000 | ||
| 59 | 2011.12.15 08:15 | modify | 15 | 0.74 | 1.30077 | 1.31077 | 1.25077 | ||
| 60 | 2011.12.19 02:10 | close | 15 | 0.74 | 1.30220 | 1.31077 | 1.25077 | -107.45 | 14603.71 |
| 61 | 2011.12.19 04:15 | buy | 16 | 0.73 | 1.29873 | 0.00000 | 0.00000 | ||
| 62 | 2011.12.19 04:20 | modify | 16 | 0.73 | 1.29873 | 1.28873 | 0.00000 | ||
| 63 | 2011.12.19 04:20 | modify | 16 | 0.73 | 1.29873 | 1.28873 | 1.34873 | ||
| 64 | 2011.12.19 06:55 | close | 16 | 0.73 | 1.30134 | 1.28873 | 1.34873 | 190.53 | 14794.24 |
| 65 | 2011.12.19 07:00 | sell | 17 | 0.74 | 1.30121 | 0.00000 | 0.00000 | ||
| 66 | 2011.12.19 07:05 | modify | 17 | 0.74 | 1.30121 | 1.31121 | 0.00000 | ||
| 67 | 2011.12.19 07:05 | modify | 17 | 0.74 | 1.30121 | 1.31121 | 1.25121 | ||
| 68 | 2011.12.19 21:10 | close | 17 | 0.74 | 1.29985 | 1.31121 | 1.25121 | 100.64 | 14894.88 |
| 69 | 2011.12.20 17:10 | buy | 18 | 0.74 | 1.30761 | 0.00000 | 0.00000 | ||
| 70 | 2011.12.20 17:15 | modify | 18 | 0.74 | 1.30761 | 1.29761 | 0.00000 | ||
| 71 | 2011.12.20 17:15 | modify | 18 | 0.74 | 1.30761 | 1.29761 | 1.35761 | ||
| 72 | 2011.12.21 00:40 | close | 18 | 0.74 | 1.31098 | 1.29761 | 1.35761 | 248.42 | 15143.30 |
| 73 | 2011.12.21 00:45 | sell | 19 | 0.76 | 1.31075 | 0.00000 | 0.00000 | ||
| 74 | 2011.12.21 00:50 | modify | 19 | 0.76 | 1.31075 | 1.32075 | 0.00000 | ||
| 75 | 2011.12.21 00:50 | modify | 19 | 0.76 | 1.31075 | 1.32075 | 1.26075 | ||
| 76 | 2011.12.21 12:40 | close | 19 | 0.76 | 1.30939 | 1.32075 | 1.26075 | 103.36 | 15246.66 |
| 77 | 2011.12.21 13:45 | buy | 20 | 0.76 | 1.30467 | 0.00000 | 0.00000 | ||
| 78 | 2011.12.21 13:50 | modify | 20 | 0.76 | 1.30467 | 1.29467 | 0.00000 | ||
| 79 | 2011.12.21 13:50 | modify | 20 | 0.76 | 1.30467 | 1.29467 | 1.35467 | ||
| 80 | 2011.12.22 09:00 | close | 20 | 0.76 | 1.30965 | 1.29467 | 1.35467 | 375.52 | 15622.18 |
| 81 | 2011.12.23 03:20 | sell | 21 | 0.78 | 1.30720 | 0.00000 | 0.00000 | ||
| 82 | 2011.12.23 03:25 | modify | 21 | 0.78 | 1.30720 | 1.31720 | 0.00000 | ||
| 83 | 2011.12.23 03:25 | modify | 21 | 0.78 | 1.30720 | 1.31720 | 1.25720 | ||
| 84 | 2011.12.23 10:00 | close | 21 | 0.78 | 1.30689 | 1.31720 | 1.25720 | 24.18 | 15646.36 |
| 85 | 2011.12.26 06:55 | buy | 22 | 0.78 | 1.30569 | 0.00000 | 0.00000 | ||
| 86 | 2011.12.26 07:00 | modify | 22 | 0.78 | 1.30569 | 1.29569 | 0.00000 | ||
| 87 | 2011.12.26 07:00 | modify | 22 | 0.78 | 1.30569 | 1.29569 | 1.35569 | ||
| 88 | 2011.12.26 08:30 | close | 22 | 0.78 | 1.30633 | 1.29569 | 1.35569 | 49.92 | 15696.28 |
| 89 | 2011.12.27 04:05 | sell | 23 | 0.78 | 1.30715 | 0.00000 | 0.00000 | ||
| 90 | 2011.12.27 04:10 | modify | 23 | 0.78 | 1.30715 | 1.31715 | 0.00000 | ||
| 91 | 2011.12.27 04:10 | modify | 23 | 0.78 | 1.30715 | 1.31715 | 1.25715 | ||
| 92 | 2011.12.27 12:55 | close | 23 | 0.78 | 1.30648 | 1.31715 | 1.25715 | 52.26 | 15748.54 |
| 93 | 2011.12.28 05:15 | buy | 24 | 0.79 | 1.30655 | 0.00000 | 0.00000 | ||
| 94 | 2011.12.28 05:20 | modify | 24 | 0.79 | 1.30655 | 1.29655 | 0.00000 | ||
| 95 | 2011.12.28 05:20 | modify | 24 | 0.79 | 1.30655 | 1.29655 | 1.35655 | ||
| 96 | 2011.12.28 15:27 | s/l | 24 | 0.79 | 1.29655 | 1.29655 | 1.35655 | -790.00 | 14958.54 |
| 97 | 2011.12.29 03:40 | sell | 25 | 0.75 | 1.29305 | 0.00000 | 0.00000 | ||
| 98 | 2011.12.29 03:45 | modify | 25 | 0.75 | 1.29305 | 1.30305 | 0.00000 | ||
| 99 | 2011.12.29 03:45 | modify | 25 | 0.75 | 1.29305 | 1.30305 | 1.24305 | ||
| 100 | 2011.12.29 11:00 | close | 25 | 0.75 | 1.29066 | 1.30305 | 1.24305 | 179.25 | 15137.79 |
| 101 | 2011.12.29 12:30 | buy | 26 | 0.76 | 1.28826 | 0.00000 | 0.00000 | ||
| 102 | 2011.12.29 12:35 | modify | 26 | 0.76 | 1.28826 | 1.27826 | 0.00000 | ||
| 103 | 2011.12.29 12:35 | modify | 26 | 0.76 | 1.28826 | 1.27826 | 1.33826 | ||
| 104 | 2011.12.29 14:50 | close | 26 | 0.76 | 1.29049 | 1.27826 | 1.33826 | 169.48 | 15307.27 |
| 105 | 2011.12.29 15:15 | sell | 27 | 0.77 | 1.29105 | 0.00000 | 0.00000 | ||
| 106 | 2011.12.29 15:20 | modify | 27 | 0.77 | 1.29105 | 1.30105 | 0.00000 | ||
| 107 | 2011.12.29 15:20 | modify | 27 | 0.77 | 1.29105 | 1.30105 | 1.24105 | ||
| 108 | 2011.12.30 06:00 | close | 27 | 0.77 | 1.29412 | 1.30105 | 1.24105 | -237.24 | 15070.03 |
| 109 | 2011.12.30 09:15 | buy | 28 | 0.75 | 1.29207 | 0.00000 | 0.00000 | ||
| 110 | 2011.12.30 09:20 | modify | 28 | 0.75 | 1.29207 | 1.28207 | 0.00000 | ||
| 111 | 2011.12.30 09:20 | modify | 28 | 0.75 | 1.29207 | 1.28207 | 1.34207 | ||
| 112 | 2011.12.30 15:20 | close | 28 | 0.75 | 1.29737 | 1.28207 | 1.34207 | 397.50 | 15467.53 |
| 113 | 2011.12.30 15:25 | sell | 29 | 0.77 | 1.29772 | 0.00000 | 0.00000 | ||
| 114 | 2011.12.30 15:30 | modify | 29 | 0.77 | 1.29772 | 1.30772 | 0.00000 | ||
| 115 | 2011.12.30 15:30 | modify | 29 | 0.77 | 1.29772 | 1.30772 | 1.24772 | ||
| 116 | 2011.12.30 18:35 | close | 29 | 0.77 | 1.29608 | 1.30772 | 1.24772 | 126.28 | 15593.81 |
| 117 | 2011.12.30 18:40 | buy | 30 | 0.78 | 1.29611 | 0.00000 | 0.00000 | ||
| 118 | 2011.12.30 18:45 | modify | 30 | 0.78 | 1.29611 | 1.28611 | 0.00000 | ||
| 119 | 2011.12.30 18:45 | modify | 30 | 0.78 | 1.29611 | 1.28611 | 1.34611 | ||
| 120 | 2011.12.30 21:59 | close at stop | 30 | 0.78 | 1.29567 | 1.28611 | 1.34611 | -34.32 | 15559.49 |