| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.07.08 09:00 - 2010.07.23 22:55 (2010.07.01 - 2010.08.01) | ||||
| 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=18; BarsBack2=21; | ||||
| Bars in test | 4313 | Ticks modelled | 436541 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2653.17 | Gross profit | 4064.78 | Gross loss | -1411.61 |
| Profit factor | 2.88 | Expected payoff | 106.13 | ||
| Absolute drawdown | 583.92 | Maximal drawdown | 1130.65 (10.72%) | Relative drawdown | 10.72% (1130.65) |
| Total trades | 25 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 20 (80.00%) | Loss trades (% of total) | 5 (20.00%) | ||
| Largest | profit trade | 551.50 | loss trade | -510.00 | |
| Average | profit trade | 203.24 | loss trade | -282.32 | |
| Maximum | consecutive wins (profit in money) | 10 (2865.43) | consecutive losses (loss in money) | 4 (-901.61) | |
| Maximal | consecutive profit (count of wins) | 2865.43 (10) | consecutive loss (count of losses) | -901.61 (4) | |
| Average | consecutive wins | 7 | consecutive losses | 3 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.07.08 15:50 | sell | 1 | 0.50 | 1.26877 | 0.00000 | 0.00000 | ||
| 2 | 2010.07.08 15:55 | modify | 1 | 0.50 | 1.26877 | 1.27877 | 0.00000 | ||
| 3 | 2010.07.08 15:55 | modify | 1 | 0.50 | 1.26877 | 1.27877 | 1.21877 | ||
| 4 | 2010.07.08 18:15 | close | 1 | 0.50 | 1.26645 | 1.27877 | 1.21877 | 116.00 | 10116.00 |
| 5 | 2010.07.08 18:20 | buy | 2 | 0.51 | 1.26642 | 0.00000 | 0.00000 | ||
| 6 | 2010.07.08 18:25 | modify | 2 | 0.51 | 1.26642 | 1.25642 | 0.00000 | ||
| 7 | 2010.07.08 18:25 | modify | 2 | 0.51 | 1.26642 | 1.25642 | 1.31642 | ||
| 8 | 2010.07.08 20:15 | close | 2 | 0.51 | 1.26696 | 1.25642 | 1.31642 | 27.54 | 10143.54 |
| 9 | 2010.07.08 22:30 | sell | 3 | 0.51 | 1.26985 | 0.00000 | 0.00000 | ||
| 10 | 2010.07.08 22:35 | modify | 3 | 0.51 | 1.26985 | 1.27985 | 0.00000 | ||
| 11 | 2010.07.08 22:35 | modify | 3 | 0.51 | 1.26985 | 1.27985 | 1.21985 | ||
| 12 | 2010.07.09 03:30 | close | 3 | 0.51 | 1.26802 | 1.27985 | 1.21985 | 92.46 | 10236.00 |
| 13 | 2010.07.09 03:35 | buy | 4 | 0.51 | 1.26888 | 0.00000 | 0.00000 | ||
| 14 | 2010.07.09 03:40 | modify | 4 | 0.51 | 1.26888 | 1.25888 | 0.00000 | ||
| 15 | 2010.07.09 03:40 | modify | 4 | 0.51 | 1.26888 | 1.25888 | 1.31888 | ||
| 16 | 2010.07.09 09:10 | close | 4 | 0.51 | 1.27067 | 1.25888 | 1.31888 | 91.29 | 10327.29 |
| 17 | 2010.07.09 09:15 | sell | 5 | 0.52 | 1.27008 | 0.00000 | 0.00000 | ||
| 18 | 2010.07.09 09:20 | modify | 5 | 0.52 | 1.27008 | 1.28008 | 0.00000 | ||
| 19 | 2010.07.09 09:20 | modify | 5 | 0.52 | 1.27008 | 1.28008 | 1.22008 | ||
| 20 | 2010.07.09 11:45 | close | 5 | 0.52 | 1.26708 | 1.28008 | 1.22008 | 156.00 | 10483.29 |
| 21 | 2010.07.09 11:50 | buy | 6 | 0.52 | 1.26710 | 0.00000 | 0.00000 | ||
| 22 | 2010.07.09 11:55 | modify | 6 | 0.52 | 1.26710 | 1.25710 | 0.00000 | ||
| 23 | 2010.07.09 11:55 | modify | 6 | 0.52 | 1.26710 | 1.25710 | 1.31710 | ||
| 24 | 2010.07.12 06:35 | close | 6 | 0.52 | 1.25988 | 1.25710 | 1.31710 | -375.75 | 10107.54 |
| 25 | 2010.07.12 19:50 | sell | 7 | 0.51 | 1.25896 | 0.00000 | 0.00000 | ||
| 26 | 2010.07.12 19:55 | modify | 7 | 0.51 | 1.25896 | 1.26896 | 0.00000 | ||
| 27 | 2010.07.12 19:55 | modify | 7 | 0.51 | 1.25896 | 1.26896 | 1.20896 | ||
| 28 | 2010.07.13 06:00 | close | 7 | 0.51 | 1.25909 | 1.26896 | 1.20896 | -7.50 | 10100.04 |
| 29 | 2010.07.13 06:05 | buy | 8 | 0.51 | 1.25880 | 0.00000 | 0.00000 | ||
| 30 | 2010.07.13 06:10 | modify | 8 | 0.51 | 1.25880 | 1.24880 | 0.00000 | ||
| 31 | 2010.07.13 06:10 | modify | 8 | 0.51 | 1.25880 | 1.24880 | 1.30880 | ||
| 32 | 2010.07.13 12:20 | close | 8 | 0.51 | 1.25844 | 1.24880 | 1.30880 | -18.36 | 10081.68 |
| 33 | 2010.07.13 12:25 | sell | 9 | 0.50 | 1.25832 | 0.00000 | 0.00000 | ||
| 34 | 2010.07.13 12:30 | modify | 9 | 0.50 | 1.25832 | 1.26832 | 0.00000 | ||
| 35 | 2010.07.13 12:30 | modify | 9 | 0.50 | 1.25832 | 1.26832 | 1.20832 | ||
| 36 | 2010.07.13 17:06 | s/l | 9 | 0.50 | 1.26832 | 1.26832 | 1.20832 | -500.00 | 9581.68 |
| 37 | 2010.07.14 01:20 | buy | 10 | 0.48 | 1.27167 | 0.00000 | 0.00000 | ||
| 38 | 2010.07.14 01:25 | modify | 10 | 0.48 | 1.27167 | 1.26167 | 0.00000 | ||
| 39 | 2010.07.14 01:25 | modify | 10 | 0.48 | 1.27167 | 1.26167 | 1.32167 | ||
| 40 | 2010.07.14 18:00 | close | 10 | 0.48 | 1.27528 | 1.26167 | 1.32167 | 173.28 | 9754.96 |
| 41 | 2010.07.14 18:05 | sell | 11 | 0.49 | 1.27576 | 0.00000 | 0.00000 | ||
| 42 | 2010.07.14 18:10 | modify | 11 | 0.49 | 1.27576 | 1.28576 | 0.00000 | ||
| 43 | 2010.07.14 18:10 | modify | 11 | 0.49 | 1.27576 | 1.28576 | 1.22576 | ||
| 44 | 2010.07.14 21:05 | close | 11 | 0.49 | 1.27352 | 1.28576 | 1.22576 | 109.76 | 9864.72 |
| 45 | 2010.07.15 03:05 | buy | 12 | 0.49 | 1.27176 | 0.00000 | 0.00000 | ||
| 46 | 2010.07.15 03:10 | modify | 12 | 0.49 | 1.27176 | 1.26176 | 0.00000 | ||
| 47 | 2010.07.15 03:10 | modify | 12 | 0.49 | 1.27176 | 1.26176 | 1.32176 | ||
| 48 | 2010.07.15 05:05 | close | 12 | 0.49 | 1.27475 | 1.26176 | 1.32176 | 146.51 | 10011.23 |
| 49 | 2010.07.15 05:10 | sell | 13 | 0.50 | 1.27455 | 0.00000 | 0.00000 | ||
| 50 | 2010.07.15 05:15 | modify | 13 | 0.50 | 1.27455 | 1.28455 | 0.00000 | ||
| 51 | 2010.07.15 05:15 | modify | 13 | 0.50 | 1.27455 | 1.28455 | 1.22455 | ||
| 52 | 2010.07.15 07:15 | close | 13 | 0.50 | 1.27426 | 1.28455 | 1.22455 | 14.50 | 10025.73 |
| 53 | 2010.07.15 09:05 | buy | 14 | 0.50 | 1.27332 | 0.00000 | 0.00000 | ||
| 54 | 2010.07.15 09:10 | modify | 14 | 0.50 | 1.27332 | 1.26332 | 0.00000 | ||
| 55 | 2010.07.15 09:10 | modify | 14 | 0.50 | 1.27332 | 1.26332 | 1.32332 | ||
| 56 | 2010.07.15 11:05 | close | 14 | 0.50 | 1.27876 | 1.26332 | 1.32332 | 272.00 | 10297.73 |
| 57 | 2010.07.15 11:10 | sell | 15 | 0.51 | 1.27898 | 0.00000 | 0.00000 | ||
| 58 | 2010.07.15 11:15 | modify | 15 | 0.51 | 1.27898 | 1.28898 | 0.00000 | ||
| 59 | 2010.07.15 11:15 | modify | 15 | 0.51 | 1.27898 | 1.28898 | 1.22898 | ||
| 60 | 2010.07.15 15:54 | s/l | 15 | 0.51 | 1.28898 | 1.28898 | 1.22898 | -510.00 | 9787.73 |
| 61 | 2010.07.16 01:25 | buy | 16 | 0.49 | 1.29242 | 0.00000 | 0.00000 | ||
| 62 | 2010.07.16 01:30 | modify | 16 | 0.49 | 1.29242 | 1.28242 | 0.00000 | ||
| 63 | 2010.07.16 01:30 | modify | 16 | 0.49 | 1.29242 | 1.28242 | 1.34242 | ||
| 64 | 2010.07.16 10:20 | close | 16 | 0.49 | 1.29305 | 1.28242 | 1.34242 | 30.87 | 9818.60 |
| 65 | 2010.07.16 11:55 | sell | 17 | 0.49 | 1.29779 | 0.00000 | 0.00000 | ||
| 66 | 2010.07.16 12:00 | modify | 17 | 0.49 | 1.29779 | 1.30779 | 0.00000 | ||
| 67 | 2010.07.16 12:00 | modify | 17 | 0.49 | 1.29779 | 1.30779 | 1.24779 | ||
| 68 | 2010.07.16 16:55 | close | 17 | 0.49 | 1.29392 | 1.30779 | 1.24779 | 189.63 | 10008.23 |
| 69 | 2010.07.16 17:00 | buy | 18 | 0.50 | 1.29519 | 0.00000 | 0.00000 | ||
| 70 | 2010.07.16 17:05 | modify | 18 | 0.50 | 1.29519 | 1.28519 | 0.00000 | ||
| 71 | 2010.07.16 17:05 | modify | 18 | 0.50 | 1.29519 | 1.28519 | 1.34519 | ||
| 72 | 2010.07.20 05:15 | close | 18 | 0.50 | 1.29641 | 1.28519 | 1.34519 | 60.40 | 10068.63 |
| 73 | 2010.07.20 05:20 | sell | 19 | 0.50 | 1.29657 | 0.00000 | 0.00000 | ||
| 74 | 2010.07.20 05:25 | modify | 19 | 0.50 | 1.29657 | 1.30657 | 0.00000 | ||
| 75 | 2010.07.20 05:25 | modify | 19 | 0.50 | 1.29657 | 1.30657 | 1.24657 | ||
| 76 | 2010.07.20 14:25 | close | 19 | 0.50 | 1.28554 | 1.30657 | 1.24657 | 551.50 | 10620.13 |
| 77 | 2010.07.20 14:30 | buy | 20 | 0.53 | 1.28545 | 0.00000 | 0.00000 | ||
| 78 | 2010.07.20 14:35 | modify | 20 | 0.53 | 1.28545 | 1.27545 | 0.00000 | ||
| 79 | 2010.07.20 14:35 | modify | 20 | 0.53 | 1.28545 | 1.27545 | 1.33545 | ||
| 80 | 2010.07.20 17:40 | close | 20 | 0.53 | 1.29115 | 1.27545 | 1.33545 | 302.10 | 10922.23 |
| 81 | 2010.07.20 17:45 | sell | 21 | 0.55 | 1.29101 | 0.00000 | 0.00000 | ||
| 82 | 2010.07.20 17:50 | modify | 21 | 0.55 | 1.29101 | 1.30101 | 0.00000 | ||
| 83 | 2010.07.20 17:50 | modify | 21 | 0.55 | 1.29101 | 1.30101 | 1.24101 | ||
| 84 | 2010.07.21 12:25 | close | 21 | 0.55 | 1.28343 | 1.30101 | 1.24101 | 415.96 | 11338.20 |
| 85 | 2010.07.21 12:45 | buy | 22 | 0.57 | 1.28120 | 0.00000 | 0.00000 | ||
| 86 | 2010.07.21 12:50 | modify | 22 | 0.57 | 1.28120 | 1.27120 | 0.00000 | ||
| 87 | 2010.07.21 12:50 | modify | 22 | 0.57 | 1.28120 | 1.27120 | 1.33120 | ||
| 88 | 2010.07.22 13:20 | close | 22 | 0.57 | 1.28547 | 1.27120 | 1.33120 | 242.36 | 11580.56 |
| 89 | 2010.07.22 16:55 | sell | 23 | 0.58 | 1.29146 | 0.00000 | 0.00000 | ||
| 90 | 2010.07.22 17:00 | modify | 23 | 0.58 | 1.29146 | 1.30146 | 0.00000 | ||
| 91 | 2010.07.22 17:00 | modify | 23 | 0.58 | 1.29146 | 1.30146 | 1.24146 | ||
| 92 | 2010.07.23 15:40 | close | 23 | 0.58 | 1.28281 | 1.30146 | 1.24146 | 500.71 | 12081.28 |
| 93 | 2010.07.23 15:45 | buy | 24 | 0.60 | 1.28324 | 0.00000 | 0.00000 | ||
| 94 | 2010.07.23 15:50 | modify | 24 | 0.60 | 1.28324 | 1.27324 | 0.00000 | ||
| 95 | 2010.07.23 15:50 | modify | 24 | 0.60 | 1.28324 | 1.27324 | 1.33324 | ||
| 96 | 2010.07.23 21:10 | close | 24 | 0.60 | 1.29190 | 1.27324 | 1.33324 | 519.60 | 12600.88 |
| 97 | 2010.07.23 21:35 | sell | 25 | 0.63 | 1.29177 | 0.00000 | 0.00000 | ||
| 98 | 2010.07.23 21:40 | modify | 25 | 0.63 | 1.29177 | 1.30177 | 0.00000 | ||
| 99 | 2010.07.23 21:40 | modify | 25 | 0.63 | 1.29177 | 1.30177 | 1.24177 | ||
| 100 | 2010.07.23 22:59 | close at stop | 25 | 0.63 | 1.29094 | 1.30177 | 1.24177 | 52.29 | 12653.17 |