| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2011.10.23 21:00 - 2012.01.03 23:59 (2011.11.01 - 2011.12.01) | ||||
| 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=112; BarsBack2=254; | ||||
| Bars in test | 15001 | Ticks modelled | 4557105 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5896.08 | Gross profit | 8969.42 | Gross loss | -3073.34 |
| Profit factor | 2.92 | Expected payoff | 310.32 | ||
| Absolute drawdown | 814.40 | Maximal drawdown | 2069.03 (15.62%) | Relative drawdown | 15.62% (2069.03) |
| Total trades | 19 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 14 (73.68%) | Loss trades (% of total) | 5 (26.32%) | ||
| Largest | profit trade | 1400.01 | loss trade | -700.00 | |
| Average | profit trade | 640.67 | loss trade | -614.67 | |
| Maximum | consecutive wins (profit in money) | 5 (3620.00) | consecutive losses (loss in money) | 3 (-1873.34) | |
| Maximal | consecutive profit (count of wins) | 3620.00 (5) | consecutive loss (count of losses) | -1873.34 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.11.01 00:00 | buy | 1 | 0.50 | 1.38607 | 0.00000 | 0.00000 | ||
| 2 | 2011.11.01 00:05 | modify | 1 | 0.50 | 1.38607 | 1.37607 | 0.00000 | ||
| 3 | 2011.11.01 00:05 | modify | 1 | 0.50 | 1.38607 | 1.37607 | 1.43607 | ||
| 4 | 2011.11.01 07:06 | s/l | 1 | 0.50 | 1.37607 | 1.37607 | 1.43607 | -500.00 | 9500.00 |
| 5 | 2011.11.02 08:45 | sell | 2 | 0.48 | 1.37642 | 0.00000 | 0.00000 | ||
| 6 | 2011.11.02 08:50 | modify | 2 | 0.48 | 1.37642 | 1.38642 | 0.00000 | ||
| 7 | 2011.11.02 08:50 | modify | 2 | 0.48 | 1.37642 | 1.38642 | 1.32642 | ||
| 8 | 2011.11.03 02:20 | close | 2 | 0.48 | 1.36876 | 1.38642 | 1.32642 | 366.10 | 9866.10 |
| 9 | 2011.11.03 02:25 | buy | 3 | 0.49 | 1.36869 | 0.00000 | 0.00000 | ||
| 10 | 2011.11.03 02:30 | modify | 3 | 0.49 | 1.36869 | 1.35869 | 0.00000 | ||
| 11 | 2011.11.03 02:30 | modify | 3 | 0.49 | 1.36869 | 1.35869 | 1.41869 | ||
| 12 | 2011.11.03 18:20 | close | 3 | 0.49 | 1.38268 | 1.35869 | 1.41869 | 685.51 | 10551.61 |
| 13 | 2011.11.03 20:00 | sell | 4 | 0.53 | 1.38123 | 0.00000 | 0.00000 | ||
| 14 | 2011.11.03 20:05 | modify | 4 | 0.53 | 1.38123 | 1.39123 | 0.00000 | ||
| 15 | 2011.11.03 20:05 | modify | 4 | 0.53 | 1.38123 | 1.39123 | 1.33123 | ||
| 16 | 2011.11.07 08:50 | close | 4 | 0.53 | 1.37236 | 1.39123 | 1.33123 | 468.94 | 11020.55 |
| 17 | 2011.11.07 08:55 | buy | 5 | 0.55 | 1.37146 | 0.00000 | 0.00000 | ||
| 18 | 2011.11.07 09:00 | modify | 5 | 0.55 | 1.37146 | 1.36146 | 0.00000 | ||
| 19 | 2011.11.07 09:00 | modify | 5 | 0.55 | 1.37146 | 1.36146 | 1.42146 | ||
| 20 | 2011.11.08 20:35 | close | 5 | 0.55 | 1.38419 | 1.36146 | 1.42146 | 699.43 | 11719.99 |
| 21 | 2011.11.08 20:40 | sell | 6 | 0.59 | 1.38402 | 0.00000 | 0.00000 | ||
| 22 | 2011.11.08 20:45 | modify | 6 | 0.59 | 1.38402 | 1.39402 | 0.00000 | ||
| 23 | 2011.11.08 20:45 | modify | 6 | 0.59 | 1.38402 | 1.39402 | 1.33402 | ||
| 24 | 2011.11.09 14:15 | close | 6 | 0.59 | 1.36028 | 1.39402 | 1.33402 | 1400.01 | 13120.00 |
| 25 | 2011.11.09 14:20 | buy | 7 | 0.66 | 1.36030 | 0.00000 | 0.00000 | ||
| 26 | 2011.11.09 14:25 | modify | 7 | 0.66 | 1.36030 | 1.35030 | 0.00000 | ||
| 27 | 2011.11.09 14:25 | modify | 7 | 0.66 | 1.36030 | 1.35030 | 1.41030 | ||
| 28 | 2011.11.10 07:00 | s/l | 7 | 0.66 | 1.35030 | 1.35030 | 1.41030 | -662.57 | 12457.42 |
| 29 | 2011.11.11 05:00 | sell | 8 | 0.62 | 1.36240 | 0.00000 | 0.00000 | ||
| 30 | 2011.11.11 05:05 | modify | 8 | 0.62 | 1.36240 | 1.37240 | 0.00000 | ||
| 31 | 2011.11.11 05:05 | modify | 8 | 0.62 | 1.36240 | 1.37240 | 1.31240 | ||
| 32 | 2011.11.11 15:37 | s/l | 8 | 0.62 | 1.37240 | 1.37240 | 1.31240 | -620.00 | 11837.42 |
| 33 | 2011.11.14 13:10 | buy | 9 | 0.59 | 1.36590 | 0.00000 | 0.00000 | ||
| 34 | 2011.11.14 13:15 | modify | 9 | 0.59 | 1.36590 | 1.35590 | 0.00000 | ||
| 35 | 2011.11.14 13:15 | modify | 9 | 0.59 | 1.36590 | 1.35590 | 1.41590 | ||
| 36 | 2011.11.15 09:04 | s/l | 9 | 0.59 | 1.35590 | 1.35590 | 1.41590 | -590.77 | 11246.66 |
| 37 | 2011.11.16 19:25 | sell | 10 | 0.56 | 1.35292 | 0.00000 | 0.00000 | ||
| 38 | 2011.11.16 19:30 | modify | 10 | 0.56 | 1.35292 | 1.36292 | 0.00000 | ||
| 39 | 2011.11.16 19:30 | modify | 10 | 0.56 | 1.35292 | 1.36292 | 1.30292 | ||
| 40 | 2011.11.18 01:20 | close | 10 | 0.56 | 1.34657 | 1.36292 | 1.30292 | 353.14 | 11599.79 |
| 41 | 2011.11.18 01:25 | buy | 11 | 0.58 | 1.34651 | 0.00000 | 0.00000 | ||
| 42 | 2011.11.18 01:30 | modify | 11 | 0.58 | 1.34651 | 1.33651 | 0.00000 | ||
| 43 | 2011.11.18 01:30 | modify | 11 | 0.58 | 1.34651 | 1.33651 | 1.39651 | ||
| 44 | 2011.11.18 12:55 | close | 11 | 0.58 | 1.35842 | 1.33651 | 1.39651 | 690.78 | 12290.57 |
| 45 | 2011.11.18 13:00 | sell | 12 | 0.61 | 1.35813 | 0.00000 | 0.00000 | ||
| 46 | 2011.11.18 13:05 | modify | 12 | 0.61 | 1.35813 | 1.36813 | 0.00000 | ||
| 47 | 2011.11.18 13:05 | modify | 12 | 0.61 | 1.35813 | 1.36813 | 1.30813 | ||
| 48 | 2011.11.21 09:00 | close | 12 | 0.61 | 1.34578 | 1.36813 | 1.30813 | 752.68 | 13043.25 |
| 49 | 2011.11.21 09:05 | buy | 13 | 0.65 | 1.34603 | 0.00000 | 0.00000 | ||
| 50 | 2011.11.21 09:10 | modify | 13 | 0.65 | 1.34603 | 1.33603 | 0.00000 | ||
| 51 | 2011.11.21 09:10 | modify | 13 | 0.65 | 1.34603 | 1.33603 | 1.39603 | ||
| 52 | 2011.11.22 09:00 | close | 13 | 0.65 | 1.35343 | 1.33603 | 1.39603 | 480.15 | 13523.41 |
| 53 | 2011.11.22 09:05 | sell | 14 | 0.68 | 1.35323 | 0.00000 | 0.00000 | ||
| 54 | 2011.11.22 09:10 | modify | 14 | 0.68 | 1.35323 | 1.36323 | 0.00000 | ||
| 55 | 2011.11.22 09:10 | modify | 14 | 0.68 | 1.35323 | 1.36323 | 1.30323 | ||
| 56 | 2011.11.23 03:05 | close | 14 | 0.68 | 1.34721 | 1.36323 | 1.30323 | 408.61 | 13932.02 |
| 57 | 2011.11.23 03:10 | buy | 15 | 0.70 | 1.34725 | 0.00000 | 0.00000 | ||
| 58 | 2011.11.23 03:15 | modify | 15 | 0.70 | 1.34725 | 1.33725 | 0.00000 | ||
| 59 | 2011.11.23 03:15 | modify | 15 | 0.70 | 1.34725 | 1.33725 | 1.39725 | ||
| 60 | 2011.11.23 12:27 | s/l | 15 | 0.70 | 1.33725 | 1.33725 | 1.39725 | -700.00 | 13232.02 |
| 61 | 2011.11.24 10:15 | sell | 16 | 0.66 | 1.33829 | 0.00000 | 0.00000 | ||
| 62 | 2011.11.24 10:20 | modify | 16 | 0.66 | 1.33829 | 1.34829 | 0.00000 | ||
| 63 | 2011.11.24 10:20 | modify | 16 | 0.66 | 1.33829 | 1.34829 | 1.28829 | ||
| 64 | 2011.11.24 20:25 | close | 16 | 0.66 | 1.33457 | 1.34829 | 1.28829 | 245.52 | 13477.54 |
| 65 | 2011.11.25 05:00 | buy | 17 | 0.67 | 1.33111 | 0.00000 | 0.00000 | ||
| 66 | 2011.11.25 05:05 | modify | 17 | 0.67 | 1.33111 | 1.32111 | 0.00000 | ||
| 67 | 2011.11.25 05:05 | modify | 17 | 0.67 | 1.33111 | 1.32111 | 1.38111 | ||
| 68 | 2011.11.28 10:40 | close | 17 | 0.67 | 1.33850 | 1.32111 | 1.38111 | 494.26 | 13971.80 |
| 69 | 2011.11.28 10:45 | sell | 18 | 0.70 | 1.33847 | 0.00000 | 0.00000 | ||
| 70 | 2011.11.28 10:50 | modify | 18 | 0.70 | 1.33847 | 1.34847 | 0.00000 | ||
| 71 | 2011.11.28 10:50 | modify | 18 | 0.70 | 1.33847 | 1.34847 | 1.28847 | ||
| 72 | 2011.11.30 08:05 | close | 18 | 0.70 | 1.32801 | 1.34847 | 1.28847 | 730.66 | 14702.46 |
| 73 | 2011.11.30 08:10 | buy | 19 | 0.74 | 1.32807 | 0.00000 | 0.00000 | ||
| 74 | 2011.11.30 08:15 | modify | 19 | 0.74 | 1.32807 | 1.31807 | 0.00000 | ||
| 75 | 2011.11.30 08:15 | modify | 19 | 0.74 | 1.32807 | 1.31807 | 1.37807 | ||
| 76 | 2011.11.30 23:59 | close at stop | 19 | 0.74 | 1.34420 | 1.31807 | 1.37807 | 1193.62 | 15896.08 |