| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.06.01 00:00 - 2009.06.30 23:55 (2009.06.01 - 2009.07.01) | ||||
| 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=107; BarsBack2=229; | ||||
| Bars in test | 7288 | Ticks modelled | 1598551 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6206.18 | Gross profit | 8878.43 | Gross loss | -2672.25 |
| Profit factor | 3.32 | Expected payoff | 282.10 | ||
| Absolute drawdown | 63.00 | Maximal drawdown | 1730.56 (10.94%) | Relative drawdown | 12.79% (1679.00) |
| Total trades | 22 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
| Largest | profit trade | 1125.84 | loss trade | -779.84 | |
| Average | profit trade | 522.26 | loss trade | -534.45 | |
| Maximum | consecutive wins (profit in money) | 6 (3580.20) | consecutive losses (loss in money) | 2 (-1250.26) | |
| Maximal | consecutive profit (count of wins) | 3580.20 (6) | consecutive loss (count of losses) | -1250.26 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.06.01 10:25 | sell | 1 | 0.50 | 1.42343 | 0.00000 | 0.00000 | ||
| 2 | 2009.06.01 10:30 | modify | 1 | 0.50 | 1.42343 | 1.43343 | 0.00000 | ||
| 3 | 2009.06.01 10:30 | modify | 1 | 0.50 | 1.42343 | 1.43343 | 1.37343 | ||
| 4 | 2009.06.02 09:45 | close | 1 | 0.50 | 1.41161 | 1.43343 | 1.37343 | 591.10 | 10591.10 |
| 5 | 2009.06.02 09:50 | buy | 2 | 0.53 | 1.41226 | 0.00000 | 0.00000 | ||
| 6 | 2009.06.02 09:55 | modify | 2 | 0.53 | 1.41226 | 1.40226 | 0.00000 | ||
| 7 | 2009.06.02 09:55 | modify | 2 | 0.53 | 1.41226 | 1.40226 | 1.46226 | ||
| 8 | 2009.06.02 18:35 | close | 2 | 0.53 | 1.42624 | 1.40226 | 1.46226 | 740.94 | 11332.04 |
| 9 | 2009.06.02 18:40 | sell | 3 | 0.57 | 1.42800 | 0.00000 | 0.00000 | ||
| 10 | 2009.06.02 18:45 | modify | 3 | 0.57 | 1.42800 | 1.43800 | 0.00000 | ||
| 11 | 2009.06.02 18:45 | modify | 3 | 0.57 | 1.42800 | 1.43800 | 1.37800 | ||
| 12 | 2009.06.03 14:35 | close | 3 | 0.57 | 1.42199 | 1.43800 | 1.37800 | 342.68 | 11674.72 |
| 13 | 2009.06.03 14:40 | buy | 4 | 0.58 | 1.42083 | 0.00000 | 0.00000 | ||
| 14 | 2009.06.03 14:45 | modify | 4 | 0.58 | 1.42083 | 1.41083 | 0.00000 | ||
| 15 | 2009.06.03 14:45 | modify | 4 | 0.58 | 1.42083 | 1.41083 | 1.47083 | ||
| 16 | 2009.06.04 10:20 | close | 4 | 0.58 | 1.42171 | 1.41083 | 1.47083 | 50.34 | 11725.07 |
| 17 | 2009.06.04 10:25 | sell | 5 | 0.59 | 1.42107 | 0.00000 | 0.00000 | ||
| 18 | 2009.06.04 10:30 | modify | 5 | 0.59 | 1.42107 | 1.43107 | 0.00000 | ||
| 19 | 2009.06.04 10:30 | modify | 5 | 0.59 | 1.42107 | 1.43107 | 1.37107 | ||
| 20 | 2009.06.05 19:00 | close | 5 | 0.59 | 1.40199 | 1.43107 | 1.37107 | 1125.84 | 12850.91 |
| 21 | 2009.06.05 19:05 | buy | 6 | 0.64 | 1.40170 | 0.00000 | 0.00000 | ||
| 22 | 2009.06.05 19:10 | modify | 6 | 0.64 | 1.40170 | 1.39170 | 0.00000 | ||
| 23 | 2009.06.05 19:10 | modify | 6 | 0.64 | 1.40170 | 1.39170 | 1.45170 | ||
| 24 | 2009.06.08 09:13 | s/l | 6 | 0.64 | 1.39170 | 1.39170 | 1.45170 | -640.26 | 12210.65 |
| 25 | 2009.06.09 16:10 | sell | 7 | 0.61 | 1.39864 | 0.00000 | 0.00000 | ||
| 26 | 2009.06.09 16:15 | modify | 7 | 0.61 | 1.39864 | 1.40864 | 0.00000 | ||
| 27 | 2009.06.09 16:15 | modify | 7 | 0.61 | 1.39864 | 1.40864 | 1.34864 | ||
| 28 | 2009.06.09 20:28 | s/l | 7 | 0.61 | 1.40864 | 1.40864 | 1.34864 | -610.00 | 11600.65 |
| 29 | 2009.06.10 21:00 | buy | 8 | 0.58 | 1.39693 | 0.00000 | 0.00000 | ||
| 30 | 2009.06.10 21:05 | modify | 8 | 0.58 | 1.39693 | 1.38693 | 0.00000 | ||
| 31 | 2009.06.10 21:05 | modify | 8 | 0.58 | 1.39693 | 1.38693 | 1.44693 | ||
| 32 | 2009.06.11 17:25 | close | 8 | 0.58 | 1.40828 | 1.38693 | 1.44693 | 657.60 | 12258.25 |
| 33 | 2009.06.11 17:30 | sell | 9 | 0.61 | 1.40960 | 0.00000 | 0.00000 | ||
| 34 | 2009.06.11 17:35 | modify | 9 | 0.61 | 1.40960 | 1.41960 | 0.00000 | ||
| 35 | 2009.06.11 17:35 | modify | 9 | 0.61 | 1.40960 | 1.41960 | 1.35960 | ||
| 36 | 2009.06.12 12:10 | close | 9 | 0.61 | 1.40344 | 1.41960 | 1.35960 | 375.88 | 12634.14 |
| 37 | 2009.06.12 12:15 | buy | 10 | 0.63 | 1.40386 | 0.00000 | 0.00000 | ||
| 38 | 2009.06.12 12:20 | modify | 10 | 0.63 | 1.40386 | 1.39386 | 0.00000 | ||
| 39 | 2009.06.12 12:20 | modify | 10 | 0.63 | 1.40386 | 1.39386 | 1.45386 | ||
| 40 | 2009.06.12 16:00 | s/l | 10 | 0.63 | 1.39386 | 1.39386 | 1.45386 | -630.00 | 12004.14 |
| 41 | 2009.06.16 11:40 | sell | 11 | 0.60 | 1.38981 | 0.00000 | 0.00000 | ||
| 42 | 2009.06.16 11:45 | modify | 11 | 0.60 | 1.38981 | 1.39981 | 0.00000 | ||
| 43 | 2009.06.16 11:45 | modify | 11 | 0.60 | 1.38981 | 1.39981 | 1.33981 | ||
| 44 | 2009.06.17 02:15 | close | 11 | 0.60 | 1.38350 | 1.39981 | 1.33981 | 378.72 | 12382.86 |
| 45 | 2009.06.17 02:20 | buy | 12 | 0.62 | 1.38326 | 0.00000 | 0.00000 | ||
| 46 | 2009.06.17 02:25 | modify | 12 | 0.62 | 1.38326 | 1.37326 | 0.00000 | ||
| 47 | 2009.06.17 02:25 | modify | 12 | 0.62 | 1.38326 | 1.37326 | 1.43326 | ||
| 48 | 2009.06.18 02:40 | close | 12 | 0.62 | 1.39577 | 1.37326 | 1.43326 | 774.88 | 13157.73 |
| 49 | 2009.06.18 02:45 | sell | 13 | 0.66 | 1.39579 | 0.00000 | 0.00000 | ||
| 50 | 2009.06.18 02:50 | modify | 13 | 0.66 | 1.39579 | 1.40579 | 0.00000 | ||
| 51 | 2009.06.18 02:50 | modify | 13 | 0.66 | 1.39579 | 1.40579 | 1.34579 | ||
| 52 | 2009.06.18 21:05 | close | 13 | 0.66 | 1.38998 | 1.40579 | 1.34579 | 383.46 | 13541.19 |
| 53 | 2009.06.18 21:10 | buy | 14 | 0.68 | 1.39025 | 0.00000 | 0.00000 | ||
| 54 | 2009.06.18 21:15 | modify | 14 | 0.68 | 1.39025 | 1.38025 | 0.00000 | ||
| 55 | 2009.06.18 21:15 | modify | 14 | 0.68 | 1.39025 | 1.38025 | 1.44025 | ||
| 56 | 2009.06.19 18:30 | close | 14 | 0.68 | 1.39753 | 1.38025 | 1.44025 | 494.77 | 14035.96 |
| 57 | 2009.06.19 18:35 | sell | 15 | 0.70 | 1.39601 | 0.00000 | 0.00000 | ||
| 58 | 2009.06.19 18:40 | modify | 15 | 0.70 | 1.39601 | 1.40601 | 0.00000 | ||
| 59 | 2009.06.19 18:40 | modify | 15 | 0.70 | 1.39601 | 1.40601 | 1.34601 | ||
| 60 | 2009.06.22 09:05 | close | 15 | 0.70 | 1.38683 | 1.40601 | 1.34601 | 642.74 | 14678.70 |
| 61 | 2009.06.22 09:10 | buy | 16 | 0.73 | 1.38683 | 0.00000 | 0.00000 | ||
| 62 | 2009.06.22 09:15 | modify | 16 | 0.73 | 1.38683 | 1.37683 | 0.00000 | ||
| 63 | 2009.06.22 09:15 | modify | 16 | 0.73 | 1.38683 | 1.37683 | 1.43683 | ||
| 64 | 2009.06.23 15:20 | close | 16 | 0.73 | 1.39924 | 1.37683 | 1.43683 | 905.64 | 15584.34 |
| 65 | 2009.06.23 15:25 | sell | 17 | 0.78 | 1.40102 | 0.00000 | 0.00000 | ||
| 66 | 2009.06.23 15:30 | modify | 17 | 0.78 | 1.40102 | 1.41102 | 0.00000 | ||
| 67 | 2009.06.23 15:30 | modify | 17 | 0.78 | 1.40102 | 1.41102 | 1.35102 | ||
| 68 | 2009.06.24 08:29 | s/l | 17 | 0.78 | 1.41102 | 1.41102 | 1.35102 | -779.84 | 14804.49 |
| 69 | 2009.06.24 19:15 | buy | 18 | 0.74 | 1.39863 | 0.00000 | 0.00000 | ||
| 70 | 2009.06.24 19:20 | modify | 18 | 0.74 | 1.39863 | 1.38863 | 0.00000 | ||
| 71 | 2009.06.24 19:20 | modify | 18 | 0.74 | 1.39863 | 1.38863 | 1.44863 | ||
| 72 | 2009.06.26 02:55 | close | 18 | 0.74 | 1.40272 | 1.38863 | 1.44863 | 301.48 | 15105.97 |
| 73 | 2009.06.26 03:00 | sell | 19 | 0.76 | 1.40292 | 0.00000 | 0.00000 | ||
| 74 | 2009.06.26 03:05 | modify | 19 | 0.76 | 1.40292 | 1.41292 | 0.00000 | ||
| 75 | 2009.06.26 03:05 | modify | 19 | 0.76 | 1.40292 | 1.41292 | 1.35292 | ||
| 76 | 2009.06.29 09:00 | close | 19 | 0.76 | 1.40124 | 1.41292 | 1.35292 | 127.83 | 15233.80 |
| 77 | 2009.06.29 09:05 | buy | 20 | 0.76 | 1.39978 | 0.00000 | 0.00000 | ||
| 78 | 2009.06.29 09:10 | modify | 20 | 0.76 | 1.39978 | 1.38978 | 0.00000 | ||
| 79 | 2009.06.29 09:10 | modify | 20 | 0.76 | 1.39978 | 1.38978 | 1.44978 | ||
| 80 | 2009.06.29 20:10 | close | 20 | 0.76 | 1.40846 | 1.38978 | 1.44978 | 659.68 | 15893.48 |
| 81 | 2009.06.29 20:15 | sell | 21 | 0.79 | 1.40809 | 0.00000 | 0.00000 | ||
| 82 | 2009.06.29 20:20 | modify | 21 | 0.79 | 1.40809 | 1.41809 | 0.00000 | ||
| 83 | 2009.06.29 20:20 | modify | 21 | 0.79 | 1.40809 | 1.41809 | 1.35809 | ||
| 84 | 2009.06.30 20:40 | close | 21 | 0.79 | 1.40398 | 1.41809 | 1.35809 | 324.85 | 16218.33 |
| 85 | 2009.06.30 20:45 | buy | 22 | 0.81 | 1.40367 | 0.00000 | 0.00000 | ||
| 86 | 2009.06.30 20:50 | modify | 22 | 0.81 | 1.40367 | 1.39367 | 0.00000 | ||
| 87 | 2009.06.30 20:50 | modify | 22 | 0.81 | 1.40367 | 1.39367 | 1.45367 | ||
| 88 | 2009.06.30 23:59 | close at stop | 22 | 0.81 | 1.40352 | 1.39367 | 1.45367 | -12.15 | 16206.18 |