| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.11.02 00:00 - 2009.11.30 23:55 (2009.11.01 - 2009.12.01) | ||||
| 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=46; BarsBack2=318; | ||||
| Bars in test | 7002 | Ticks modelled | 1053121 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5217.67 | Gross profit | 7763.81 | Gross loss | -2546.15 |
| Profit factor | 3.05 | Expected payoff | 260.88 | ||
| Absolute drawdown | 166.50 | Maximal drawdown | 2027.59 (12.16%) | Relative drawdown | 12.16% (2027.59) |
| Total trades | 20 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%) | ||
| Largest | profit trade | 1086.82 | loss trade | -830.00 | |
| Average | profit trade | 517.59 | loss trade | -509.23 | |
| Maximum | consecutive wins (profit in money) | 8 (3498.13) | consecutive losses (loss in money) | 2 (-1620.24) | |
| Maximal | consecutive profit (count of wins) | 3498.13 (8) | consecutive loss (count of losses) | -1620.24 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.02 00:00 | buy | 1 | 0.50 | 1.47365 | 0.00000 | 0.00000 | ||
| 2 | 2009.11.02 00:05 | modify | 1 | 0.50 | 1.47365 | 1.46365 | 0.00000 | ||
| 3 | 2009.11.02 00:05 | modify | 1 | 0.50 | 1.47365 | 1.46365 | 1.52365 | ||
| 4 | 2009.11.02 16:35 | modify | 1 | 0.50 | 1.47365 | 1.47376 | 1.52365 | ||
| 5 | 2009.11.02 17:20 | close | 1 | 0.50 | 1.48184 | 1.47376 | 1.52365 | 409.50 | 10409.50 |
| 6 | 2009.11.02 17:25 | sell | 2 | 0.52 | 1.48231 | 0.00000 | 0.00000 | ||
| 7 | 2009.11.02 17:30 | modify | 2 | 0.52 | 1.48231 | 1.49231 | 0.00000 | ||
| 8 | 2009.11.02 17:30 | modify | 2 | 0.52 | 1.48231 | 1.49231 | 1.43231 | ||
| 9 | 2009.11.03 10:35 | modify | 2 | 0.52 | 1.48231 | 1.48173 | 1.43231 | ||
| 10 | 2009.11.03 12:00 | close | 2 | 0.52 | 1.46438 | 1.48173 | 1.43231 | 932.41 | 11341.91 |
| 11 | 2009.11.03 12:05 | buy | 3 | 0.57 | 1.46402 | 0.00000 | 0.00000 | ||
| 12 | 2009.11.03 12:10 | modify | 3 | 0.57 | 1.46402 | 1.45402 | 0.00000 | ||
| 13 | 2009.11.03 12:10 | modify | 3 | 0.57 | 1.46402 | 1.45402 | 1.51402 | ||
| 14 | 2009.11.04 07:50 | modify | 3 | 0.57 | 1.46402 | 1.46414 | 1.51402 | ||
| 15 | 2009.11.04 16:25 | close | 3 | 0.57 | 1.48309 | 1.46414 | 1.51402 | 1086.82 | 12428.73 |
| 16 | 2009.11.04 16:30 | sell | 4 | 0.62 | 1.48293 | 0.00000 | 0.00000 | ||
| 17 | 2009.11.04 16:35 | modify | 4 | 0.62 | 1.48293 | 1.49293 | 0.00000 | ||
| 18 | 2009.11.04 16:35 | modify | 4 | 0.62 | 1.48293 | 1.49293 | 1.43293 | ||
| 19 | 2009.11.06 20:40 | close | 4 | 0.62 | 1.48450 | 1.49293 | 1.43293 | -97.09 | 12331.64 |
| 20 | 2009.11.06 21:45 | buy | 5 | 0.62 | 1.48463 | 0.00000 | 0.00000 | ||
| 21 | 2009.11.06 21:50 | modify | 5 | 0.62 | 1.48463 | 1.47463 | 0.00000 | ||
| 22 | 2009.11.06 21:50 | modify | 5 | 0.62 | 1.48463 | 1.47463 | 1.53463 | ||
| 23 | 2009.11.09 05:50 | close | 5 | 0.62 | 1.49339 | 1.47463 | 1.53463 | 542.93 | 12874.57 |
| 24 | 2009.11.09 05:55 | sell | 6 | 0.64 | 1.49371 | 0.00000 | 0.00000 | ||
| 25 | 2009.11.09 06:00 | modify | 6 | 0.64 | 1.49371 | 1.50371 | 0.00000 | ||
| 26 | 2009.11.09 06:00 | modify | 6 | 0.64 | 1.49371 | 1.50371 | 1.44371 | ||
| 27 | 2009.11.10 18:05 | close | 6 | 0.64 | 1.49588 | 1.50371 | 1.44371 | -138.82 | 12735.76 |
| 28 | 2009.11.10 18:10 | buy | 7 | 0.64 | 1.49512 | 0.00000 | 0.00000 | ||
| 29 | 2009.11.10 18:15 | modify | 7 | 0.64 | 1.49512 | 1.48512 | 0.00000 | ||
| 30 | 2009.11.10 18:15 | modify | 7 | 0.64 | 1.49512 | 1.48512 | 1.54512 | ||
| 31 | 2009.11.11 11:15 | close | 7 | 0.64 | 1.50321 | 1.48512 | 1.54512 | 517.57 | 13253.33 |
| 32 | 2009.11.11 11:20 | sell | 8 | 0.66 | 1.50294 | 0.00000 | 0.00000 | ||
| 33 | 2009.11.11 11:25 | modify | 8 | 0.66 | 1.50294 | 1.51294 | 0.00000 | ||
| 34 | 2009.11.11 11:25 | modify | 8 | 0.66 | 1.50294 | 1.51294 | 1.45294 | ||
| 35 | 2009.11.12 10:55 | close | 8 | 0.66 | 1.49469 | 1.51294 | 1.45294 | 544.70 | 13798.02 |
| 36 | 2009.11.12 11:00 | buy | 9 | 0.69 | 1.49390 | 0.00000 | 0.00000 | ||
| 37 | 2009.11.12 11:05 | modify | 9 | 0.69 | 1.49390 | 1.48390 | 0.00000 | ||
| 38 | 2009.11.12 11:05 | modify | 9 | 0.69 | 1.49390 | 1.48390 | 1.54390 | ||
| 39 | 2009.11.12 21:30 | s/l | 9 | 0.69 | 1.48390 | 1.48390 | 1.54390 | -690.00 | 13108.02 |
| 40 | 2009.11.13 19:50 | sell | 10 | 0.66 | 1.49188 | 0.00000 | 0.00000 | ||
| 41 | 2009.11.13 19:55 | modify | 10 | 0.66 | 1.49188 | 1.50188 | 0.00000 | ||
| 42 | 2009.11.13 19:55 | modify | 10 | 0.66 | 1.49188 | 1.50188 | 1.44188 | ||
| 43 | 2009.11.17 12:30 | close | 10 | 0.66 | 1.49077 | 1.50188 | 1.44188 | 73.39 | 13181.42 |
| 44 | 2009.11.17 12:35 | buy | 11 | 0.66 | 1.49037 | 0.00000 | 0.00000 | ||
| 45 | 2009.11.17 12:40 | modify | 11 | 0.66 | 1.49037 | 1.48037 | 0.00000 | ||
| 46 | 2009.11.17 12:40 | modify | 11 | 0.66 | 1.49037 | 1.48037 | 1.54037 | ||
| 47 | 2009.11.18 13:15 | close | 11 | 0.66 | 1.49541 | 1.48037 | 1.54037 | 332.44 | 13513.86 |
| 48 | 2009.11.18 13:20 | sell | 12 | 0.68 | 1.49558 | 0.00000 | 0.00000 | ||
| 49 | 2009.11.18 13:25 | modify | 12 | 0.68 | 1.49558 | 1.50558 | 0.00000 | ||
| 50 | 2009.11.18 13:25 | modify | 12 | 0.68 | 1.49558 | 1.50558 | 1.44558 | ||
| 51 | 2009.11.19 10:00 | close | 12 | 0.68 | 1.48758 | 1.50558 | 1.44558 | 544.20 | 14058.06 |
| 52 | 2009.11.19 10:05 | buy | 13 | 0.70 | 1.48797 | 0.00000 | 0.00000 | ||
| 53 | 2009.11.19 10:10 | modify | 13 | 0.70 | 1.48797 | 1.47797 | 0.00000 | ||
| 54 | 2009.11.19 10:10 | modify | 13 | 0.70 | 1.48797 | 1.47797 | 1.53797 | ||
| 55 | 2009.11.20 07:05 | close | 13 | 0.70 | 1.49225 | 1.47797 | 1.53797 | 299.39 | 14357.45 |
| 56 | 2009.11.20 07:55 | sell | 14 | 0.72 | 1.49115 | 0.00000 | 0.00000 | ||
| 57 | 2009.11.20 08:00 | modify | 14 | 0.72 | 1.49115 | 1.50115 | 0.00000 | ||
| 58 | 2009.11.20 08:00 | modify | 14 | 0.72 | 1.49115 | 1.50115 | 1.44115 | ||
| 59 | 2009.11.20 13:40 | modify | 14 | 0.72 | 1.49115 | 1.49112 | 1.44115 | ||
| 60 | 2009.11.20 14:30 | close | 14 | 0.72 | 1.48258 | 1.49112 | 1.44115 | 617.04 | 14974.49 |
| 61 | 2009.11.20 14:35 | buy | 15 | 0.75 | 1.48366 | 0.00000 | 0.00000 | ||
| 62 | 2009.11.20 14:40 | modify | 15 | 0.75 | 1.48366 | 1.47366 | 0.00000 | ||
| 63 | 2009.11.20 14:40 | modify | 15 | 0.75 | 1.48366 | 1.47366 | 1.53366 | ||
| 64 | 2009.11.23 05:00 | modify | 15 | 0.75 | 1.48366 | 1.48375 | 1.53366 | ||
| 65 | 2009.11.23 06:05 | close | 15 | 0.75 | 1.49388 | 1.48375 | 1.53366 | 766.27 | 15740.77 |
| 66 | 2009.11.23 06:10 | sell | 16 | 0.79 | 1.49371 | 0.00000 | 0.00000 | ||
| 67 | 2009.11.23 06:15 | modify | 16 | 0.79 | 1.49371 | 1.50371 | 0.00000 | ||
| 68 | 2009.11.23 06:15 | modify | 16 | 0.79 | 1.49371 | 1.50371 | 1.44371 | ||
| 69 | 2009.11.24 08:50 | close | 16 | 0.79 | 1.49046 | 1.50371 | 1.44371 | 256.83 | 15997.60 |
| 70 | 2009.11.24 08:55 | buy | 17 | 0.80 | 1.49082 | 0.00000 | 0.00000 | ||
| 71 | 2009.11.24 09:00 | modify | 17 | 0.80 | 1.49082 | 1.48082 | 0.00000 | ||
| 72 | 2009.11.24 09:00 | modify | 17 | 0.80 | 1.49082 | 1.48082 | 1.54082 | ||
| 73 | 2009.11.25 05:15 | close | 17 | 0.80 | 1.49843 | 1.48082 | 1.54082 | 608.56 | 16606.15 |
| 74 | 2009.11.25 05:20 | sell | 18 | 0.83 | 1.49858 | 0.00000 | 0.00000 | ||
| 75 | 2009.11.25 05:25 | modify | 18 | 0.83 | 1.49858 | 1.50858 | 0.00000 | ||
| 76 | 2009.11.25 05:25 | modify | 18 | 0.83 | 1.49858 | 1.50858 | 1.44858 | ||
| 77 | 2009.11.25 12:39 | s/l | 18 | 0.83 | 1.50858 | 1.50858 | 1.44858 | -830.00 | 15776.15 |
| 78 | 2009.11.26 16:55 | buy | 19 | 0.79 | 1.50117 | 0.00000 | 0.00000 | ||
| 79 | 2009.11.26 17:00 | modify | 19 | 0.79 | 1.50117 | 1.49117 | 0.00000 | ||
| 80 | 2009.11.26 17:00 | modify | 19 | 0.79 | 1.50117 | 1.49117 | 1.55117 | ||
| 81 | 2009.11.27 06:39 | s/l | 19 | 0.79 | 1.49117 | 1.49117 | 1.55117 | -790.24 | 14985.92 |
| 82 | 2009.11.30 03:10 | sell | 20 | 0.75 | 1.50404 | 0.00000 | 0.00000 | ||
| 83 | 2009.11.30 03:15 | modify | 20 | 0.75 | 1.50404 | 1.51404 | 0.00000 | ||
| 84 | 2009.11.30 03:15 | modify | 20 | 0.75 | 1.50404 | 1.51404 | 1.45404 | ||
| 85 | 2009.11.30 23:59 | close at stop | 20 | 0.75 | 1.50095 | 1.51404 | 1.45404 | 231.75 | 15217.67 |