| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.03.01 00:00 - 2010.03.31 23:55 (2010.03.01 - 2010.04.01) | ||||
| 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=13; BarsBack2=22; | ||||
| Bars in test | 5007 | Ticks modelled | 485561 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5996.80 | Gross profit | 6575.50 | Gross loss | -578.70 |
| Profit factor | 11.36 | Expected payoff | 374.80 | ||
| Absolute drawdown | 44.50 | Maximal drawdown | 805.20 (4.86%) | Relative drawdown | 5.50% (590.42) |
| Total trades | 16 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 13 (81.25%) | Loss trades (% of total) | 3 (18.75%) | ||
| Largest | profit trade | 3192.51 | loss trade | -416.56 | |
| Average | profit trade | 505.81 | loss trade | -192.90 | |
| Maximum | consecutive wins (profit in money) | 12 (6203.18) | consecutive losses (loss in money) | 2 (-463.76) | |
| Maximal | consecutive profit (count of wins) | 6203.18 (12) | consecutive loss (count of losses) | -463.76 (2) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 10:40 | sell | 1 | 0.50 | 1.36404 | 0.00000 | 0.00000 | ||
| 2 | 2010.03.01 10:45 | modify | 1 | 0.50 | 1.36404 | 1.37404 | 0.00000 | ||
| 3 | 2010.03.01 10:45 | modify | 1 | 0.50 | 1.36404 | 1.37404 | 1.31404 | ||
| 4 | 2010.03.01 13:05 | close | 1 | 0.50 | 1.35499 | 1.37404 | 1.31404 | 452.50 | 10452.50 |
| 5 | 2010.03.01 13:30 | buy | 2 | 0.52 | 1.35324 | 0.00000 | 0.00000 | ||
| 6 | 2010.03.01 13:35 | modify | 2 | 0.52 | 1.35324 | 1.34324 | 0.00000 | ||
| 7 | 2010.03.01 13:35 | modify | 2 | 0.52 | 1.35324 | 1.34324 | 1.40324 | ||
| 8 | 2010.03.01 20:05 | close | 2 | 0.52 | 1.35499 | 1.34324 | 1.40324 | 91.00 | 10543.50 |
| 9 | 2010.03.01 20:25 | sell | 3 | 0.53 | 1.35596 | 0.00000 | 0.00000 | ||
| 10 | 2010.03.01 20:30 | modify | 3 | 0.53 | 1.35596 | 1.36596 | 0.00000 | ||
| 11 | 2010.03.01 20:30 | modify | 3 | 0.53 | 1.35596 | 1.36596 | 1.30596 | ||
| 12 | 2010.03.02 02:40 | close | 3 | 0.53 | 1.35363 | 1.36596 | 1.30596 | 123.01 | 10666.51 |
| 13 | 2010.03.02 02:45 | buy | 4 | 0.53 | 1.35324 | 0.00000 | 0.00000 | ||
| 14 | 2010.03.02 02:50 | modify | 4 | 0.53 | 1.35324 | 1.34324 | 0.00000 | ||
| 15 | 2010.03.02 02:50 | modify | 4 | 0.53 | 1.35324 | 1.34324 | 1.40324 | ||
| 16 | 2010.03.02 19:15 | close | 4 | 0.53 | 1.36038 | 1.34324 | 1.40324 | 378.42 | 11044.93 |
| 17 | 2010.03.03 01:50 | sell | 5 | 0.55 | 1.36345 | 0.00000 | 0.00000 | ||
| 18 | 2010.03.03 01:55 | modify | 5 | 0.55 | 1.36345 | 1.37345 | 0.00000 | ||
| 19 | 2010.03.03 01:55 | modify | 5 | 0.55 | 1.36345 | 1.37345 | 1.31345 | ||
| 20 | 2010.03.03 08:45 | close | 5 | 0.55 | 1.36205 | 1.37345 | 1.31345 | 77.00 | 11121.93 |
| 21 | 2010.03.04 16:50 | buy | 6 | 0.56 | 1.36107 | 0.00000 | 0.00000 | ||
| 22 | 2010.03.04 16:55 | modify | 6 | 0.56 | 1.36107 | 1.35107 | 0.00000 | ||
| 23 | 2010.03.04 16:55 | modify | 6 | 0.56 | 1.36107 | 1.35107 | 1.41107 | ||
| 24 | 2010.03.08 16:00 | close | 6 | 0.56 | 1.36739 | 1.35107 | 1.41107 | 353.25 | 11475.18 |
| 25 | 2010.03.09 19:45 | sell | 7 | 0.57 | 1.36001 | 0.00000 | 0.00000 | ||
| 26 | 2010.03.09 19:50 | modify | 7 | 0.57 | 1.36001 | 1.37001 | 0.00000 | ||
| 27 | 2010.03.09 19:50 | modify | 7 | 0.57 | 1.36001 | 1.37001 | 1.31001 | ||
| 28 | 2010.03.10 08:40 | close | 7 | 0.57 | 1.35748 | 1.37001 | 1.31001 | 143.70 | 11618.88 |
| 29 | 2010.03.10 08:45 | buy | 8 | 0.58 | 1.35748 | 0.00000 | 0.00000 | ||
| 30 | 2010.03.10 08:50 | modify | 8 | 0.58 | 1.35748 | 1.34748 | 0.00000 | ||
| 31 | 2010.03.10 08:50 | modify | 8 | 0.58 | 1.35748 | 1.34748 | 1.40748 | ||
| 32 | 2010.03.10 17:30 | close | 8 | 0.58 | 1.36651 | 1.34748 | 1.40748 | 523.74 | 12142.62 |
| 33 | 2010.03.10 17:35 | sell | 9 | 0.61 | 1.36610 | 0.00000 | 0.00000 | ||
| 34 | 2010.03.10 17:40 | modify | 9 | 0.61 | 1.36610 | 1.37610 | 0.00000 | ||
| 35 | 2010.03.10 17:40 | modify | 9 | 0.61 | 1.36610 | 1.37610 | 1.31610 | ||
| 36 | 2010.03.11 01:10 | close | 9 | 0.61 | 1.36536 | 1.37610 | 1.31610 | 43.49 | 12186.11 |
| 37 | 2010.03.11 02:15 | buy | 10 | 0.61 | 1.36429 | 0.00000 | 0.00000 | ||
| 38 | 2010.03.11 02:20 | modify | 10 | 0.61 | 1.36429 | 1.35429 | 0.00000 | ||
| 39 | 2010.03.11 02:20 | modify | 10 | 0.61 | 1.36429 | 1.35429 | 1.41429 | ||
| 40 | 2010.03.12 10:55 | close | 10 | 0.61 | 1.37481 | 1.35429 | 1.41429 | 641.35 | 12827.46 |
| 41 | 2010.03.12 11:20 | sell | 11 | 0.64 | 1.37706 | 0.00000 | 0.00000 | ||
| 42 | 2010.03.12 11:25 | modify | 11 | 0.64 | 1.37706 | 1.38706 | 0.00000 | ||
| 43 | 2010.03.12 11:25 | modify | 11 | 0.64 | 1.37706 | 1.38706 | 1.32706 | ||
| 44 | 2010.03.25 23:54 | t/p | 11 | 0.64 | 1.32706 | 1.38706 | 1.32706 | 3192.51 | 16019.98 |
| 45 | 2010.03.29 15:25 | buy | 12 | 0.80 | 1.34544 | 0.00000 | 0.00000 | ||
| 46 | 2010.03.29 15:30 | modify | 12 | 0.80 | 1.34544 | 1.33544 | 0.00000 | ||
| 47 | 2010.03.29 15:30 | modify | 12 | 0.80 | 1.34544 | 1.33544 | 1.39544 | ||
| 48 | 2010.03.29 22:15 | close | 12 | 0.80 | 1.34773 | 1.33544 | 1.39544 | 183.20 | 16203.18 |
| 49 | 2010.03.29 22:20 | sell | 13 | 0.81 | 1.34786 | 0.00000 | 0.00000 | ||
| 50 | 2010.03.29 22:25 | modify | 13 | 0.81 | 1.34786 | 1.35786 | 0.00000 | ||
| 51 | 2010.03.29 22:25 | modify | 13 | 0.81 | 1.34786 | 1.35786 | 1.29786 | ||
| 52 | 2010.03.30 11:00 | close | 13 | 0.81 | 1.34927 | 1.35786 | 1.29786 | -114.94 | 16088.24 |
| 53 | 2010.03.30 17:35 | buy | 14 | 0.80 | 1.34129 | 0.00000 | 0.00000 | ||
| 54 | 2010.03.30 17:40 | modify | 14 | 0.80 | 1.34129 | 1.33129 | 0.00000 | ||
| 55 | 2010.03.30 17:40 | modify | 14 | 0.80 | 1.34129 | 1.33129 | 1.39129 | ||
| 56 | 2010.03.31 11:35 | close | 14 | 0.80 | 1.34595 | 1.33129 | 1.39129 | 372.32 | 16460.56 |
| 57 | 2010.03.31 11:40 | sell | 15 | 0.82 | 1.34632 | 0.00000 | 0.00000 | ||
| 58 | 2010.03.31 11:45 | modify | 15 | 0.82 | 1.34632 | 1.35632 | 0.00000 | ||
| 59 | 2010.03.31 11:45 | modify | 15 | 0.82 | 1.34632 | 1.35632 | 1.29632 | ||
| 60 | 2010.03.31 21:20 | close | 15 | 0.82 | 1.35140 | 1.35632 | 1.29632 | -416.56 | 16044.00 |
| 61 | 2010.03.31 21:25 | buy | 16 | 0.80 | 1.35121 | 0.00000 | 0.00000 | ||
| 62 | 2010.03.31 21:30 | modify | 16 | 0.80 | 1.35121 | 1.34121 | 0.00000 | ||
| 63 | 2010.03.31 21:30 | modify | 16 | 0.80 | 1.35121 | 1.34121 | 1.40121 | ||
| 64 | 2010.03.31 23:59 | close at stop | 16 | 0.80 | 1.35062 | 1.34121 | 1.40121 | -47.20 | 15996.80 |