| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2010.01.29 22:55 (2010.01.01 - 2010.02.01) | ||||
| 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=101; BarsBack2=111; | ||||
| Bars in test | 6711 | Ticks modelled | 983549 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5574.97 | Gross profit | 8778.73 | Gross loss | -3203.76 |
| Profit factor | 2.74 | Expected payoff | 206.48 | ||
| Absolute drawdown | 317.50 | Maximal drawdown | 1375.79 (10.63%) | Relative drawdown | 10.72% (1364.70) |
| Total trades | 27 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
| Largest | profit trade | 917.25 | loss trade | -680.00 | |
| Average | profit trade | 462.04 | loss trade | -400.47 | |
| Maximum | consecutive wins (profit in money) | 7 (2543.59) | consecutive losses (loss in money) | 2 (-930.95) | |
| Maximal | consecutive profit (count of wins) | 2543.59 (7) | consecutive loss (count of losses) | -930.95 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 03:25 | buy | 1 | 0.50 | 1.61189 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 03:30 | modify | 1 | 0.50 | 1.61189 | 1.60189 | 0.00000 | ||
| 3 | 2010.01.04 03:30 | modify | 1 | 0.50 | 1.61189 | 1.60189 | 1.66189 | ||
| 4 | 2010.01.04 13:20 | close | 1 | 0.50 | 1.61619 | 1.60189 | 1.66189 | 215.00 | 10215.00 |
| 5 | 2010.01.04 13:25 | sell | 2 | 0.51 | 1.61641 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.04 13:30 | modify | 2 | 0.51 | 1.61641 | 1.62641 | 0.00000 | ||
| 7 | 2010.01.04 13:30 | modify | 2 | 0.51 | 1.61641 | 1.62641 | 1.56641 | ||
| 8 | 2010.01.04 20:50 | close | 2 | 0.51 | 1.61156 | 1.62641 | 1.56641 | 247.35 | 10462.35 |
| 9 | 2010.01.04 22:20 | buy | 3 | 0.52 | 1.61042 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.04 22:25 | modify | 3 | 0.52 | 1.61042 | 1.60042 | 0.00000 | ||
| 11 | 2010.01.04 22:25 | modify | 3 | 0.52 | 1.61042 | 1.60042 | 1.66042 | ||
| 12 | 2010.01.05 08:10 | close | 3 | 0.52 | 1.61304 | 1.60042 | 1.66042 | 136.86 | 10599.21 |
| 13 | 2010.01.05 08:15 | sell | 4 | 0.53 | 1.61231 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.05 08:20 | modify | 4 | 0.53 | 1.61231 | 1.62231 | 0.00000 | ||
| 15 | 2010.01.05 08:20 | modify | 4 | 0.53 | 1.61231 | 1.62231 | 1.56231 | ||
| 16 | 2010.01.05 20:10 | close | 4 | 0.53 | 1.59901 | 1.62231 | 1.56231 | 704.90 | 11304.11 |
| 17 | 2010.01.05 20:15 | buy | 5 | 0.57 | 1.59907 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.05 20:20 | modify | 5 | 0.57 | 1.59907 | 1.58907 | 0.00000 | ||
| 19 | 2010.01.05 20:20 | modify | 5 | 0.57 | 1.59907 | 1.58907 | 1.64907 | ||
| 20 | 2010.01.06 10:05 | close | 5 | 0.57 | 1.60474 | 1.58907 | 1.64907 | 323.87 | 11627.99 |
| 21 | 2010.01.06 10:10 | sell | 6 | 0.58 | 1.60401 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.06 10:15 | modify | 6 | 0.58 | 1.60401 | 1.61401 | 0.00000 | ||
| 23 | 2010.01.06 10:15 | modify | 6 | 0.58 | 1.60401 | 1.61401 | 1.55401 | ||
| 24 | 2010.01.07 10:40 | close | 6 | 0.58 | 1.59528 | 1.61401 | 1.55401 | 503.73 | 12131.72 |
| 25 | 2010.01.07 10:45 | buy | 7 | 0.61 | 1.59484 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.07 10:50 | modify | 7 | 0.61 | 1.59484 | 1.58484 | 0.00000 | ||
| 27 | 2010.01.07 10:50 | modify | 7 | 0.61 | 1.59484 | 1.58484 | 1.64484 | ||
| 28 | 2010.01.08 11:45 | close | 7 | 0.61 | 1.60158 | 1.58484 | 1.64484 | 411.87 | 12543.59 |
| 29 | 2010.01.08 11:50 | sell | 8 | 0.63 | 1.60095 | 0.00000 | 0.00000 | ||
| 30 | 2010.01.08 11:55 | modify | 8 | 0.63 | 1.60095 | 1.61095 | 0.00000 | ||
| 31 | 2010.01.08 11:55 | modify | 8 | 0.63 | 1.60095 | 1.61095 | 1.55095 | ||
| 32 | 2010.01.08 14:55 | s/l | 8 | 0.63 | 1.61095 | 1.61095 | 1.55095 | -630.00 | 11913.59 |
| 33 | 2010.01.11 20:40 | buy | 9 | 0.60 | 1.61162 | 0.00000 | 0.00000 | ||
| 34 | 2010.01.11 20:45 | modify | 9 | 0.60 | 1.61162 | 1.60162 | 0.00000 | ||
| 35 | 2010.01.11 20:45 | modify | 9 | 0.60 | 1.61162 | 1.60162 | 1.66162 | ||
| 36 | 2010.01.12 11:45 | close | 9 | 0.60 | 1.61418 | 1.60162 | 1.66162 | 154.32 | 12067.91 |
| 37 | 2010.01.12 11:50 | sell | 10 | 0.60 | 1.61436 | 0.00000 | 0.00000 | ||
| 38 | 2010.01.12 11:55 | modify | 10 | 0.60 | 1.61436 | 1.62436 | 0.00000 | ||
| 39 | 2010.01.12 11:55 | modify | 10 | 0.60 | 1.61436 | 1.62436 | 1.56436 | ||
| 40 | 2010.01.13 10:11 | s/l | 10 | 0.60 | 1.62436 | 1.62436 | 1.56436 | -600.90 | 11467.01 |
| 41 | 2010.01.14 13:35 | buy | 11 | 0.57 | 1.62690 | 0.00000 | 0.00000 | ||
| 42 | 2010.01.14 13:40 | modify | 11 | 0.57 | 1.62690 | 1.61690 | 0.00000 | ||
| 43 | 2010.01.14 13:40 | modify | 11 | 0.57 | 1.62690 | 1.61690 | 1.67690 | ||
| 44 | 2010.01.14 20:20 | close | 11 | 0.57 | 1.63294 | 1.61690 | 1.67690 | 344.28 | 11811.29 |
| 45 | 2010.01.14 20:25 | sell | 12 | 0.59 | 1.63263 | 0.00000 | 0.00000 | ||
| 46 | 2010.01.14 20:30 | modify | 12 | 0.59 | 1.63263 | 1.64263 | 0.00000 | ||
| 47 | 2010.01.14 20:30 | modify | 12 | 0.59 | 1.63263 | 1.64263 | 1.58263 | ||
| 48 | 2010.01.15 17:55 | close | 12 | 0.59 | 1.62335 | 1.64263 | 1.58263 | 546.63 | 12357.92 |
| 49 | 2010.01.15 18:00 | buy | 13 | 0.62 | 1.62457 | 0.00000 | 0.00000 | ||
| 50 | 2010.01.15 18:05 | modify | 13 | 0.62 | 1.62457 | 1.61457 | 0.00000 | ||
| 51 | 2010.01.15 18:05 | modify | 13 | 0.62 | 1.62457 | 1.61457 | 1.67457 | ||
| 52 | 2010.01.18 06:00 | close | 13 | 0.62 | 1.63076 | 1.61457 | 1.67457 | 384.52 | 12742.45 |
| 53 | 2010.01.18 06:05 | sell | 14 | 0.64 | 1.63122 | 0.00000 | 0.00000 | ||
| 54 | 2010.01.18 06:10 | modify | 14 | 0.64 | 1.63122 | 1.64122 | 0.00000 | ||
| 55 | 2010.01.18 06:10 | modify | 14 | 0.64 | 1.63122 | 1.64122 | 1.58122 | ||
| 56 | 2010.01.19 01:54 | s/l | 14 | 0.64 | 1.64122 | 1.64122 | 1.58122 | -640.96 | 12101.49 |
| 57 | 2010.01.20 03:35 | buy | 15 | 0.61 | 1.63304 | 0.00000 | 0.00000 | ||
| 58 | 2010.01.20 03:40 | modify | 15 | 0.61 | 1.63304 | 1.62304 | 0.00000 | ||
| 59 | 2010.01.20 03:40 | modify | 15 | 0.61 | 1.63304 | 1.62304 | 1.68304 | ||
| 60 | 2010.01.21 01:55 | close | 15 | 0.61 | 1.62825 | 1.62304 | 1.68304 | -289.99 | 11811.50 |
| 61 | 2010.01.21 02:00 | sell | 16 | 0.59 | 1.62839 | 0.00000 | 0.00000 | ||
| 62 | 2010.01.21 02:05 | modify | 16 | 0.59 | 1.62839 | 1.63839 | 0.00000 | ||
| 63 | 2010.01.21 02:05 | modify | 16 | 0.59 | 1.62839 | 1.63839 | 1.57839 | ||
| 64 | 2010.01.21 10:45 | close | 16 | 0.59 | 1.61706 | 1.63839 | 1.57839 | 668.47 | 12479.97 |
| 65 | 2010.01.21 10:50 | buy | 17 | 0.62 | 1.61763 | 0.00000 | 0.00000 | ||
| 66 | 2010.01.21 10:55 | modify | 17 | 0.62 | 1.61763 | 1.60763 | 0.00000 | ||
| 67 | 2010.01.21 10:55 | modify | 17 | 0.62 | 1.61763 | 1.60763 | 1.66763 | ||
| 68 | 2010.01.22 08:10 | close | 17 | 0.62 | 1.62334 | 1.60763 | 1.66763 | 354.76 | 12834.73 |
| 69 | 2010.01.22 08:15 | sell | 18 | 0.64 | 1.62392 | 0.00000 | 0.00000 | ||
| 70 | 2010.01.22 08:20 | modify | 18 | 0.64 | 1.62392 | 1.63392 | 0.00000 | ||
| 71 | 2010.01.22 08:20 | modify | 18 | 0.64 | 1.62392 | 1.63392 | 1.57392 | ||
| 72 | 2010.01.22 17:00 | close | 18 | 0.64 | 1.61314 | 1.63392 | 1.57392 | 689.92 | 13524.65 |
| 73 | 2010.01.22 17:05 | buy | 19 | 0.68 | 1.61315 | 0.00000 | 0.00000 | ||
| 74 | 2010.01.22 17:10 | modify | 19 | 0.68 | 1.61315 | 1.60315 | 0.00000 | ||
| 75 | 2010.01.22 17:10 | modify | 19 | 0.68 | 1.61315 | 1.60315 | 1.66315 | ||
| 76 | 2010.01.25 08:25 | close | 19 | 0.68 | 1.61284 | 1.60315 | 1.66315 | -20.26 | 13504.39 |
| 77 | 2010.01.25 10:45 | sell | 20 | 0.68 | 1.61511 | 0.00000 | 0.00000 | ||
| 78 | 2010.01.25 10:50 | modify | 20 | 0.68 | 1.61511 | 1.62511 | 0.00000 | ||
| 79 | 2010.01.25 10:50 | modify | 20 | 0.68 | 1.61511 | 1.62511 | 1.56511 | ||
| 80 | 2010.01.25 17:53 | s/l | 20 | 0.68 | 1.62511 | 1.62511 | 1.56511 | -680.00 | 12824.39 |
| 81 | 2010.01.26 12:20 | buy | 21 | 0.64 | 1.61181 | 0.00000 | 0.00000 | ||
| 82 | 2010.01.26 12:25 | modify | 21 | 0.64 | 1.61181 | 1.60181 | 0.00000 | ||
| 83 | 2010.01.26 12:25 | modify | 21 | 0.64 | 1.61181 | 1.60181 | 1.66181 | ||
| 84 | 2010.01.27 13:45 | close | 21 | 0.64 | 1.62314 | 1.60181 | 1.66181 | 725.89 | 13550.27 |
| 85 | 2010.01.27 13:50 | sell | 22 | 0.68 | 1.62298 | 0.00000 | 0.00000 | ||
| 86 | 2010.01.27 13:55 | modify | 22 | 0.68 | 1.62298 | 1.63298 | 0.00000 | ||
| 87 | 2010.01.27 13:55 | modify | 22 | 0.68 | 1.62298 | 1.63298 | 1.57298 | ||
| 88 | 2010.01.27 21:30 | close | 22 | 0.68 | 1.61643 | 1.63298 | 1.57298 | 445.40 | 13995.67 |
| 89 | 2010.01.27 21:45 | buy | 23 | 0.70 | 1.61688 | 0.00000 | 0.00000 | ||
| 90 | 2010.01.27 21:50 | modify | 23 | 0.70 | 1.61688 | 1.60688 | 0.00000 | ||
| 91 | 2010.01.27 21:50 | modify | 23 | 0.70 | 1.61688 | 1.60688 | 1.66688 | ||
| 92 | 2010.01.28 05:40 | close | 23 | 0.70 | 1.62036 | 1.60688 | 1.66688 | 246.12 | 14241.79 |
| 93 | 2010.01.28 09:35 | sell | 24 | 0.71 | 1.62567 | 0.00000 | 0.00000 | ||
| 94 | 2010.01.28 09:40 | modify | 24 | 0.71 | 1.62567 | 1.63567 | 0.00000 | ||
| 95 | 2010.01.28 09:40 | modify | 24 | 0.71 | 1.62567 | 1.63567 | 1.57567 | ||
| 96 | 2010.01.28 18:05 | close | 24 | 0.71 | 1.61500 | 1.63567 | 1.57567 | 757.57 | 14999.36 |
| 97 | 2010.01.28 18:10 | buy | 25 | 0.75 | 1.61481 | 0.00000 | 0.00000 | ||
| 98 | 2010.01.28 18:15 | modify | 25 | 0.75 | 1.61481 | 1.60481 | 0.00000 | ||
| 99 | 2010.01.28 18:15 | modify | 25 | 0.75 | 1.61481 | 1.60481 | 1.66481 | ||
| 100 | 2010.01.29 04:55 | close | 25 | 0.75 | 1.61394 | 1.60481 | 1.66481 | -64.35 | 14935.01 |
| 101 | 2010.01.29 05:00 | sell | 26 | 0.75 | 1.61454 | 0.00000 | 0.00000 | ||
| 102 | 2010.01.29 05:05 | modify | 26 | 0.75 | 1.61454 | 1.62454 | 0.00000 | ||
| 103 | 2010.01.29 05:05 | modify | 26 | 0.75 | 1.61454 | 1.62454 | 1.56454 | ||
| 104 | 2010.01.29 18:20 | close | 26 | 0.75 | 1.60231 | 1.62454 | 1.56454 | 917.25 | 15852.26 |
| 105 | 2010.01.29 18:25 | buy | 27 | 0.79 | 1.60178 | 0.00000 | 0.00000 | ||
| 106 | 2010.01.29 18:30 | modify | 27 | 0.79 | 1.60178 | 1.59178 | 0.00000 | ||
| 107 | 2010.01.29 18:30 | modify | 27 | 0.79 | 1.60178 | 1.59178 | 1.65178 | ||
| 108 | 2010.01.29 22:59 | close at stop | 27 | 0.79 | 1.59827 | 1.59178 | 1.65178 | -277.29 | 15574.97 |