| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.09.01 00:00 - 2009.09.30 23:55 (2009.09.01 - 2009.10.01) | ||||
| 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=51; BarsBack2=130; | ||||
| Bars in test | 7287 | Ticks modelled | 952840 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4889.28 | Gross profit | 6702.21 | Gross loss | -1812.93 |
| Profit factor | 3.70 | Expected payoff | 195.57 | ||
| Absolute drawdown | 132.00 | Maximal drawdown | 1311.77 (10.28%) | Relative drawdown | 10.28% (1311.77) |
| Total trades | 25 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 12 (91.67%) |
| Profit trades (% of total) | 20 (80.00%) | Loss trades (% of total) | 5 (20.00%) | ||
| Largest | profit trade | 834.60 | loss trade | -630.00 | |
| Average | profit trade | 335.11 | loss trade | -362.59 | |
| Maximum | consecutive wins (profit in money) | 8 (3341.97) | consecutive losses (loss in money) | 2 (-654.54) | |
| Maximal | consecutive profit (count of wins) | 3341.97 (8) | consecutive loss (count of losses) | -654.54 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.09.01 07:20 | sell | 1 | 0.50 | 1.43528 | 0.00000 | 0.00000 | ||
| 2 | 2009.09.01 07:25 | modify | 1 | 0.50 | 1.43528 | 1.44528 | 0.00000 | ||
| 3 | 2009.09.01 07:25 | modify | 1 | 0.50 | 1.43528 | 1.44528 | 1.38528 | ||
| 4 | 2009.09.01 18:30 | close | 1 | 0.50 | 1.42265 | 1.44528 | 1.38528 | 631.50 | 10631.50 |
| 5 | 2009.09.01 18:35 | buy | 2 | 0.53 | 1.42330 | 0.00000 | 0.00000 | ||
| 6 | 2009.09.01 18:40 | modify | 2 | 0.53 | 1.42330 | 1.41330 | 0.00000 | ||
| 7 | 2009.09.01 18:40 | modify | 2 | 0.53 | 1.42330 | 1.41330 | 1.47330 | ||
| 8 | 2009.09.02 20:05 | close | 2 | 0.53 | 1.42697 | 1.41330 | 1.47330 | 194.35 | 10825.85 |
| 9 | 2009.09.02 20:10 | sell | 3 | 0.54 | 1.42695 | 0.00000 | 0.00000 | ||
| 10 | 2009.09.02 20:15 | modify | 3 | 0.54 | 1.42695 | 1.43695 | 0.00000 | ||
| 11 | 2009.09.02 20:15 | modify | 3 | 0.54 | 1.42695 | 1.43695 | 1.37695 | ||
| 12 | 2009.09.03 21:10 | close | 3 | 0.54 | 1.42534 | 1.43695 | 1.37695 | 87.10 | 10912.95 |
| 13 | 2009.09.03 21:15 | buy | 4 | 0.55 | 1.42522 | 0.00000 | 0.00000 | ||
| 14 | 2009.09.03 21:20 | modify | 4 | 0.55 | 1.42522 | 1.41522 | 0.00000 | ||
| 15 | 2009.09.03 21:20 | modify | 4 | 0.55 | 1.42522 | 1.41522 | 1.47522 | ||
| 16 | 2009.09.04 21:05 | close | 4 | 0.55 | 1.43050 | 1.41522 | 1.47522 | 290.23 | 11203.19 |
| 17 | 2009.09.04 21:10 | sell | 5 | 0.56 | 1.42990 | 0.00000 | 0.00000 | ||
| 18 | 2009.09.04 21:15 | modify | 5 | 0.56 | 1.42990 | 1.43990 | 0.00000 | ||
| 19 | 2009.09.04 21:15 | modify | 5 | 0.56 | 1.42990 | 1.43990 | 1.37990 | ||
| 20 | 2009.09.08 09:42 | s/l | 5 | 0.56 | 1.43990 | 1.43990 | 1.37990 | -559.89 | 10643.30 |
| 21 | 2009.09.09 10:00 | buy | 6 | 0.53 | 1.44863 | 0.00000 | 0.00000 | ||
| 22 | 2009.09.09 10:05 | modify | 6 | 0.53 | 1.44863 | 1.43863 | 0.00000 | ||
| 23 | 2009.09.09 10:05 | modify | 6 | 0.53 | 1.44863 | 1.43863 | 1.49863 | ||
| 24 | 2009.09.09 15:30 | close | 6 | 0.53 | 1.45678 | 1.43863 | 1.49863 | 431.95 | 11075.25 |
| 25 | 2009.09.09 15:35 | sell | 7 | 0.55 | 1.45619 | 0.00000 | 0.00000 | ||
| 26 | 2009.09.09 15:40 | modify | 7 | 0.55 | 1.45619 | 1.46619 | 0.00000 | ||
| 27 | 2009.09.09 15:40 | modify | 7 | 0.55 | 1.45619 | 1.46619 | 1.40619 | ||
| 28 | 2009.09.10 13:35 | close | 7 | 0.55 | 1.45408 | 1.46619 | 1.40619 | 116.22 | 11191.47 |
| 29 | 2009.09.10 13:40 | buy | 8 | 0.56 | 1.45436 | 0.00000 | 0.00000 | ||
| 30 | 2009.09.10 13:45 | modify | 8 | 0.56 | 1.45436 | 1.44436 | 0.00000 | ||
| 31 | 2009.09.10 13:45 | modify | 8 | 0.56 | 1.45436 | 1.44436 | 1.50436 | ||
| 32 | 2009.09.10 20:35 | close | 8 | 0.56 | 1.45867 | 1.44436 | 1.50436 | 241.36 | 11432.83 |
| 33 | 2009.09.10 20:40 | sell | 9 | 0.57 | 1.45868 | 0.00000 | 0.00000 | ||
| 34 | 2009.09.10 20:45 | modify | 9 | 0.57 | 1.45868 | 1.46868 | 0.00000 | ||
| 35 | 2009.09.10 20:45 | modify | 9 | 0.57 | 1.45868 | 1.46868 | 1.40868 | ||
| 36 | 2009.09.14 03:25 | close | 9 | 0.57 | 1.45384 | 1.46868 | 1.40868 | 275.99 | 11708.82 |
| 37 | 2009.09.14 03:30 | buy | 10 | 0.59 | 1.45300 | 0.00000 | 0.00000 | ||
| 38 | 2009.09.14 03:35 | modify | 10 | 0.59 | 1.45300 | 1.44300 | 0.00000 | ||
| 39 | 2009.09.14 03:35 | modify | 10 | 0.59 | 1.45300 | 1.44300 | 1.50300 | ||
| 40 | 2009.09.14 16:25 | close | 10 | 0.59 | 1.46103 | 1.44300 | 1.50300 | 473.77 | 12182.59 |
| 41 | 2009.09.14 16:30 | sell | 11 | 0.61 | 1.46091 | 0.00000 | 0.00000 | ||
| 42 | 2009.09.14 16:35 | modify | 11 | 0.61 | 1.46091 | 1.47091 | 0.00000 | ||
| 43 | 2009.09.14 16:35 | modify | 11 | 0.61 | 1.46091 | 1.47091 | 1.41091 | ||
| 44 | 2009.09.15 10:20 | close | 11 | 0.61 | 1.46080 | 1.47091 | 1.41091 | 6.77 | 12189.36 |
| 45 | 2009.09.15 10:25 | buy | 12 | 0.61 | 1.46065 | 0.00000 | 0.00000 | ||
| 46 | 2009.09.15 10:30 | modify | 12 | 0.61 | 1.46065 | 1.45065 | 0.00000 | ||
| 47 | 2009.09.15 10:30 | modify | 12 | 0.61 | 1.46065 | 1.45065 | 1.51065 | ||
| 48 | 2009.09.15 20:55 | close | 12 | 0.61 | 1.46619 | 1.45065 | 1.51065 | 337.94 | 12527.30 |
| 49 | 2009.09.15 21:00 | sell | 13 | 0.63 | 1.46577 | 0.00000 | 0.00000 | ||
| 50 | 2009.09.15 21:05 | modify | 13 | 0.63 | 1.46577 | 1.47577 | 0.00000 | ||
| 51 | 2009.09.15 21:05 | modify | 13 | 0.63 | 1.46577 | 1.47577 | 1.41577 | ||
| 52 | 2009.09.16 16:55 | close | 13 | 0.63 | 1.46833 | 1.47577 | 1.41577 | -161.22 | 12366.08 |
| 53 | 2009.09.18 10:30 | buy | 14 | 0.62 | 1.46713 | 0.00000 | 0.00000 | ||
| 54 | 2009.09.18 10:35 | modify | 14 | 0.62 | 1.46713 | 1.45713 | 0.00000 | ||
| 55 | 2009.09.18 10:35 | modify | 14 | 0.62 | 1.46713 | 1.45713 | 1.51713 | ||
| 56 | 2009.09.22 04:15 | close | 14 | 0.62 | 1.47154 | 1.45713 | 1.51713 | 273.05 | 12639.13 |
| 57 | 2009.09.22 04:20 | sell | 15 | 0.63 | 1.47163 | 0.00000 | 0.00000 | ||
| 58 | 2009.09.22 04:25 | modify | 15 | 0.63 | 1.47163 | 1.48163 | 0.00000 | ||
| 59 | 2009.09.22 04:25 | modify | 15 | 0.63 | 1.47163 | 1.48163 | 1.42163 | ||
| 60 | 2009.09.22 12:03 | s/l | 15 | 0.63 | 1.48163 | 1.48163 | 1.42163 | -630.00 | 12009.13 |
| 61 | 2009.09.23 12:55 | buy | 16 | 0.60 | 1.47790 | 0.00000 | 0.00000 | ||
| 62 | 2009.09.23 13:00 | modify | 16 | 0.60 | 1.47790 | 1.46790 | 0.00000 | ||
| 63 | 2009.09.23 13:00 | modify | 16 | 0.60 | 1.47790 | 1.46790 | 1.52790 | ||
| 64 | 2009.09.24 12:10 | close | 16 | 0.60 | 1.47750 | 1.46790 | 1.52790 | -24.54 | 11984.59 |
| 65 | 2009.09.24 12:15 | sell | 17 | 0.60 | 1.47775 | 0.00000 | 0.00000 | ||
| 66 | 2009.09.24 12:20 | modify | 17 | 0.60 | 1.47775 | 1.48775 | 0.00000 | ||
| 67 | 2009.09.24 12:20 | modify | 17 | 0.60 | 1.47775 | 1.48775 | 1.42775 | ||
| 68 | 2009.09.24 20:30 | close | 17 | 0.60 | 1.46384 | 1.48775 | 1.42775 | 834.60 | 12819.19 |
| 69 | 2009.09.24 20:35 | buy | 18 | 0.64 | 1.46474 | 0.00000 | 0.00000 | ||
| 70 | 2009.09.24 20:40 | modify | 18 | 0.64 | 1.46474 | 1.45474 | 0.00000 | ||
| 71 | 2009.09.24 20:40 | modify | 18 | 0.64 | 1.46474 | 1.45474 | 1.51474 | ||
| 72 | 2009.09.25 08:55 | close | 18 | 0.64 | 1.46816 | 1.45474 | 1.51474 | 218.69 | 13037.88 |
| 73 | 2009.09.25 09:00 | sell | 19 | 0.65 | 1.46882 | 0.00000 | 0.00000 | ||
| 74 | 2009.09.25 09:05 | modify | 19 | 0.65 | 1.46882 | 1.47882 | 0.00000 | ||
| 75 | 2009.09.25 09:05 | modify | 19 | 0.65 | 1.46882 | 1.47882 | 1.41882 | ||
| 76 | 2009.09.28 06:10 | close | 19 | 0.65 | 1.45885 | 1.47882 | 1.41882 | 648.12 | 13685.99 |
| 77 | 2009.09.28 06:15 | buy | 20 | 0.68 | 1.45863 | 0.00000 | 0.00000 | ||
| 78 | 2009.09.28 06:20 | modify | 20 | 0.68 | 1.45863 | 1.44863 | 0.00000 | ||
| 79 | 2009.09.28 06:20 | modify | 20 | 0.68 | 1.45863 | 1.44863 | 1.50863 | ||
| 80 | 2009.09.28 14:40 | close | 20 | 0.68 | 1.46540 | 1.44863 | 1.50863 | 460.36 | 14146.35 |
| 81 | 2009.09.28 14:45 | sell | 21 | 0.71 | 1.46545 | 0.00000 | 0.00000 | ||
| 82 | 2009.09.28 14:50 | modify | 21 | 0.71 | 1.46545 | 1.47545 | 0.00000 | ||
| 83 | 2009.09.28 14:50 | modify | 21 | 0.71 | 1.46545 | 1.47545 | 1.41545 | ||
| 84 | 2009.09.28 21:55 | close | 21 | 0.71 | 1.46042 | 1.47545 | 1.41545 | 357.13 | 14503.48 |
| 85 | 2009.09.28 22:00 | buy | 22 | 0.73 | 1.46063 | 0.00000 | 0.00000 | ||
| 86 | 2009.09.28 22:05 | modify | 22 | 0.73 | 1.46063 | 1.45063 | 0.00000 | ||
| 87 | 2009.09.28 22:05 | modify | 22 | 0.73 | 1.46063 | 1.45063 | 1.51063 | ||
| 88 | 2009.09.29 07:45 | close | 22 | 0.73 | 1.46339 | 1.45063 | 1.51063 | 201.26 | 14704.74 |
| 89 | 2009.09.29 07:50 | sell | 23 | 0.74 | 1.46367 | 0.00000 | 0.00000 | ||
| 90 | 2009.09.29 07:55 | modify | 23 | 0.74 | 1.46367 | 1.47367 | 0.00000 | ||
| 91 | 2009.09.29 07:55 | modify | 23 | 0.74 | 1.46367 | 1.47367 | 1.41367 | ||
| 92 | 2009.09.29 13:25 | close | 23 | 0.74 | 1.45652 | 1.47367 | 1.41367 | 529.10 | 15233.84 |
| 93 | 2009.09.29 13:30 | buy | 24 | 0.76 | 1.45695 | 0.00000 | 0.00000 | ||
| 94 | 2009.09.29 13:35 | modify | 24 | 0.76 | 1.45695 | 1.44695 | 0.00000 | ||
| 95 | 2009.09.29 13:35 | modify | 24 | 0.76 | 1.45695 | 1.44695 | 1.50695 | ||
| 96 | 2009.09.29 23:45 | close | 24 | 0.76 | 1.45817 | 1.44695 | 1.50695 | 92.72 | 15326.56 |
| 97 | 2009.09.29 23:50 | sell | 25 | 0.77 | 1.45819 | 0.00000 | 0.00000 | ||
| 98 | 2009.09.29 23:55 | modify | 25 | 0.77 | 1.45819 | 1.46819 | 0.00000 | ||
| 99 | 2009.09.29 23:55 | modify | 25 | 0.77 | 1.45819 | 1.46819 | 1.40819 | ||
| 100 | 2009.09.30 23:59 | close at stop | 25 | 0.77 | 1.46387 | 1.46819 | 1.40819 | -437.28 | 14889.28 |