| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2011.10.23 21:00 - 2012.01.03 23:59 (2011.12.01 - 2012.01.01) | ||||
| 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=6; BarsBack2=49; | ||||
| Bars in test | 14992 | Ticks modelled | 3819841 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3356.85 | Gross profit | 4476.00 | Gross loss | -1119.15 |
| Profit factor | 4.00 | Expected payoff | 305.17 | ||
| Absolute drawdown | 103.50 | Maximal drawdown | 1460.35 (10.00%) | Relative drawdown | 10.00% (1460.35) |
| Total trades | 11 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 8 (72.73%) | Loss trades (% of total) | 3 (27.27%) | ||
| Largest | profit trade | 909.00 | loss trade | -721.30 | |
| Average | profit trade | 559.50 | loss trade | -373.05 | |
| Maximum | consecutive wins (profit in money) | 7 (3701.89) | consecutive losses (loss in money) | 2 (-1110.46) | |
| Maximal | consecutive profit (count of wins) | 3701.89 (7) | consecutive loss (count of losses) | -1110.46 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.12.01 10:55 | sell | 1 | 0.50 | 1.57371 | 0.00000 | 0.00000 | ||
| 2 | 2011.12.01 11:00 | modify | 1 | 0.50 | 1.57371 | 1.58371 | 0.00000 | ||
| 3 | 2011.12.01 11:00 | modify | 1 | 0.50 | 1.57371 | 1.58371 | 1.52371 | ||
| 4 | 2011.12.02 16:55 | close | 1 | 0.50 | 1.55931 | 1.58371 | 1.52371 | 718.20 | 10718.20 |
| 5 | 2011.12.06 17:10 | buy | 2 | 0.54 | 1.55803 | 0.00000 | 0.00000 | ||
| 6 | 2011.12.06 17:15 | modify | 2 | 0.54 | 1.55803 | 1.54803 | 0.00000 | ||
| 7 | 2011.12.06 17:15 | modify | 2 | 0.54 | 1.55803 | 1.54803 | 1.60803 | ||
| 8 | 2011.12.07 07:20 | close | 2 | 0.54 | 1.56295 | 1.54803 | 1.60803 | 265.36 | 10983.56 |
| 9 | 2011.12.09 11:55 | sell | 3 | 0.55 | 1.57128 | 0.00000 | 0.00000 | ||
| 10 | 2011.12.09 12:00 | modify | 3 | 0.55 | 1.57128 | 1.58128 | 0.00000 | ||
| 11 | 2011.12.09 12:00 | modify | 3 | 0.55 | 1.57128 | 1.58128 | 1.52128 | ||
| 12 | 2011.12.12 08:05 | close | 3 | 0.55 | 1.55649 | 1.58128 | 1.52128 | 811.47 | 11795.03 |
| 13 | 2011.12.12 08:10 | buy | 4 | 0.59 | 1.55645 | 0.00000 | 0.00000 | ||
| 14 | 2011.12.12 08:15 | modify | 4 | 0.59 | 1.55645 | 1.54645 | 0.00000 | ||
| 15 | 2011.12.12 08:15 | modify | 4 | 0.59 | 1.55645 | 1.54645 | 1.60645 | ||
| 16 | 2011.12.13 03:30 | close | 4 | 0.59 | 1.56079 | 1.54645 | 1.60645 | 255.71 | 12050.73 |
| 17 | 2011.12.13 03:45 | sell | 5 | 0.60 | 1.56145 | 0.00000 | 0.00000 | ||
| 18 | 2011.12.13 03:50 | modify | 5 | 0.60 | 1.56145 | 1.57145 | 0.00000 | ||
| 19 | 2011.12.13 03:50 | modify | 5 | 0.60 | 1.56145 | 1.57145 | 1.51145 | ||
| 20 | 2011.12.13 20:45 | close | 5 | 0.60 | 1.54630 | 1.57145 | 1.51145 | 909.00 | 12959.73 |
| 21 | 2011.12.13 20:50 | buy | 6 | 0.65 | 1.54728 | 0.00000 | 0.00000 | ||
| 22 | 2011.12.13 20:55 | modify | 6 | 0.65 | 1.54728 | 1.53728 | 0.00000 | ||
| 23 | 2011.12.13 20:55 | modify | 6 | 0.65 | 1.54728 | 1.53728 | 1.59728 | ||
| 24 | 2011.12.16 00:55 | close | 6 | 0.65 | 1.55254 | 1.53728 | 1.59728 | 339.95 | 13299.68 |
| 25 | 2011.12.16 01:15 | sell | 7 | 0.66 | 1.55361 | 0.00000 | 0.00000 | ||
| 26 | 2011.12.16 01:20 | modify | 7 | 0.66 | 1.55361 | 1.56361 | 0.00000 | ||
| 27 | 2011.12.16 01:20 | modify | 7 | 0.66 | 1.55361 | 1.56361 | 1.50361 | ||
| 28 | 2011.12.19 04:25 | close | 7 | 0.66 | 1.54748 | 1.56361 | 1.50361 | 402.20 | 13701.89 |
| 29 | 2011.12.23 17:00 | buy | 8 | 0.69 | 1.56155 | 0.00000 | 0.00000 | ||
| 30 | 2011.12.23 17:05 | modify | 8 | 0.69 | 1.56155 | 1.55155 | 0.00000 | ||
| 31 | 2011.12.23 17:05 | modify | 8 | 0.69 | 1.56155 | 1.55155 | 1.61155 | ||
| 32 | 2011.12.26 04:45 | close | 8 | 0.69 | 1.56143 | 1.55155 | 1.61155 | -8.69 | 13693.19 |
| 33 | 2011.12.27 06:40 | sell | 9 | 0.68 | 1.56337 | 0.00000 | 0.00000 | ||
| 34 | 2011.12.27 06:45 | modify | 9 | 0.68 | 1.56337 | 1.57337 | 0.00000 | ||
| 35 | 2011.12.27 06:45 | modify | 9 | 0.68 | 1.56337 | 1.57337 | 1.51337 | ||
| 36 | 2011.12.28 15:05 | close | 9 | 0.68 | 1.55195 | 1.57337 | 1.51337 | 774.11 | 14467.30 |
| 37 | 2011.12.28 15:10 | buy | 10 | 0.72 | 1.55168 | 0.00000 | 0.00000 | ||
| 38 | 2011.12.28 15:15 | modify | 10 | 0.72 | 1.55168 | 1.54168 | 0.00000 | ||
| 39 | 2011.12.28 15:15 | modify | 10 | 0.72 | 1.55168 | 1.54168 | 1.60168 | ||
| 40 | 2011.12.29 10:03 | s/l | 10 | 0.72 | 1.54168 | 1.54168 | 1.60168 | -721.30 | 13746.01 |
| 41 | 2011.12.30 13:05 | sell | 11 | 0.69 | 1.54863 | 0.00000 | 0.00000 | ||
| 42 | 2011.12.30 13:10 | modify | 11 | 0.69 | 1.54863 | 1.55863 | 0.00000 | ||
| 43 | 2011.12.30 13:10 | modify | 11 | 0.69 | 1.54863 | 1.55863 | 1.49863 | ||
| 44 | 2011.12.30 21:59 | close at stop | 11 | 0.69 | 1.55427 | 1.55863 | 1.49863 | -389.16 | 13356.85 |