| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.07.08 08:35 - 2010.07.23 22:55 (2010.07.01 - 2010.08.01) | ||||
| 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=10; BarsBack2=36; | ||||
| Bars in test | 4318 | Ticks modelled | 444220 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2803.28 | Gross profit | 4415.19 | Gross loss | -1611.92 |
| Profit factor | 2.74 | Expected payoff | 200.23 | ||
| Absolute drawdown | 202.92 | Maximal drawdown | 1262.89 (11.30%) | Relative drawdown | 11.30% (1262.89) |
| Total trades | 14 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 11 (78.57%) | Loss trades (% of total) | 3 (21.43%) | ||
| Largest | profit trade | 1090.21 | loss trade | -551.49 | |
| Average | profit trade | 401.38 | loss trade | -537.31 | |
| Maximum | consecutive wins (profit in money) | 6 (2886.11) | consecutive losses (loss in money) | 2 (-1071.49) | |
| Maximal | consecutive profit (count of wins) | 2886.11 (6) | consecutive loss (count of losses) | -1071.49 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.07.08 09:25 | sell | 1 | 0.50 | 1.51860 | 0.00000 | 0.00000 | ||
| 2 | 2010.07.08 09:30 | modify | 1 | 0.50 | 1.51860 | 1.52860 | 0.00000 | ||
| 3 | 2010.07.08 09:30 | modify | 1 | 0.50 | 1.51860 | 1.52860 | 1.46860 | ||
| 4 | 2010.07.08 13:05 | close | 1 | 0.50 | 1.51415 | 1.52860 | 1.46860 | 222.50 | 10222.50 |
| 5 | 2010.07.09 03:15 | buy | 2 | 0.51 | 1.51413 | 0.00000 | 0.00000 | ||
| 6 | 2010.07.09 03:20 | modify | 2 | 0.51 | 1.51413 | 1.50413 | 0.00000 | ||
| 7 | 2010.07.09 03:20 | modify | 2 | 0.51 | 1.51413 | 1.50413 | 1.56413 | ||
| 8 | 2010.07.09 08:20 | close | 2 | 0.51 | 1.51654 | 1.50413 | 1.56413 | 122.91 | 10345.41 |
| 9 | 2010.07.09 08:25 | sell | 3 | 0.52 | 1.51686 | 0.00000 | 0.00000 | ||
| 10 | 2010.07.09 08:30 | modify | 3 | 0.52 | 1.51686 | 1.52686 | 0.00000 | ||
| 11 | 2010.07.09 08:30 | modify | 3 | 0.52 | 1.51686 | 1.52686 | 1.46686 | ||
| 12 | 2010.07.09 14:55 | close | 3 | 0.52 | 1.50946 | 1.52686 | 1.46686 | 384.80 | 10730.21 |
| 13 | 2010.07.09 15:00 | buy | 4 | 0.54 | 1.50975 | 0.00000 | 0.00000 | ||
| 14 | 2010.07.09 15:05 | modify | 4 | 0.54 | 1.50975 | 1.49975 | 0.00000 | ||
| 15 | 2010.07.09 15:05 | modify | 4 | 0.54 | 1.50975 | 1.49975 | 1.55975 | ||
| 16 | 2010.07.12 08:04 | s/l | 4 | 0.54 | 1.49975 | 1.49975 | 1.55975 | -540.43 | 10189.78 |
| 17 | 2010.07.12 13:00 | sell | 5 | 0.51 | 1.50083 | 0.00000 | 0.00000 | ||
| 18 | 2010.07.12 13:05 | modify | 5 | 0.51 | 1.50083 | 1.51083 | 0.00000 | ||
| 19 | 2010.07.12 13:05 | modify | 5 | 0.51 | 1.50083 | 1.51083 | 1.45083 | ||
| 20 | 2010.07.13 08:50 | close | 5 | 0.51 | 1.49820 | 1.51083 | 1.45083 | 132.75 | 10322.53 |
| 21 | 2010.07.13 08:55 | buy | 6 | 0.52 | 1.49812 | 0.00000 | 0.00000 | ||
| 22 | 2010.07.13 09:00 | modify | 6 | 0.52 | 1.49812 | 1.48812 | 0.00000 | ||
| 23 | 2010.07.13 09:00 | modify | 6 | 0.52 | 1.49812 | 1.48812 | 1.54812 | ||
| 24 | 2010.07.13 11:50 | close | 6 | 0.52 | 1.51093 | 1.48812 | 1.54812 | 666.12 | 10988.65 |
| 25 | 2010.07.13 11:55 | sell | 7 | 0.55 | 1.51043 | 0.00000 | 0.00000 | ||
| 26 | 2010.07.13 12:00 | modify | 7 | 0.55 | 1.51043 | 1.52043 | 0.00000 | ||
| 27 | 2010.07.13 12:00 | modify | 7 | 0.55 | 1.51043 | 1.52043 | 1.46043 | ||
| 28 | 2010.07.14 02:11 | s/l | 7 | 0.55 | 1.52043 | 1.52043 | 1.46043 | -551.49 | 10437.17 |
| 29 | 2010.07.16 02:30 | buy | 8 | 0.52 | 1.54227 | 0.00000 | 0.00000 | ||
| 30 | 2010.07.16 02:35 | modify | 8 | 0.52 | 1.54227 | 1.53227 | 0.00000 | ||
| 31 | 2010.07.16 02:35 | modify | 8 | 0.52 | 1.54227 | 1.53227 | 1.59227 | ||
| 32 | 2010.07.16 16:06 | s/l | 8 | 0.52 | 1.53227 | 1.53227 | 1.59227 | -520.00 | 9917.17 |
| 33 | 2010.07.20 08:45 | sell | 9 | 0.50 | 1.53008 | 0.00000 | 0.00000 | ||
| 34 | 2010.07.20 08:50 | modify | 9 | 0.50 | 1.53008 | 1.54008 | 0.00000 | ||
| 35 | 2010.07.20 08:50 | modify | 9 | 0.50 | 1.53008 | 1.54008 | 1.48008 | ||
| 36 | 2010.07.20 12:05 | close | 9 | 0.50 | 1.51987 | 1.54008 | 1.48008 | 510.50 | 10427.67 |
| 37 | 2010.07.20 12:25 | buy | 10 | 0.52 | 1.51905 | 0.00000 | 0.00000 | ||
| 38 | 2010.07.20 12:30 | modify | 10 | 0.52 | 1.51905 | 1.50905 | 0.00000 | ||
| 39 | 2010.07.20 12:30 | modify | 10 | 0.52 | 1.51905 | 1.50905 | 1.56905 | ||
| 40 | 2010.07.20 17:40 | close | 10 | 0.52 | 1.52676 | 1.50905 | 1.56905 | 400.92 | 10828.59 |
| 41 | 2010.07.20 19:50 | sell | 11 | 0.54 | 1.52856 | 0.00000 | 0.00000 | ||
| 42 | 2010.07.20 19:55 | modify | 11 | 0.54 | 1.52856 | 1.53856 | 0.00000 | ||
| 43 | 2010.07.20 19:55 | modify | 11 | 0.54 | 1.52856 | 1.53856 | 1.47856 | ||
| 44 | 2010.07.21 16:20 | close | 11 | 0.54 | 1.52096 | 1.53856 | 1.47856 | 408.94 | 11237.53 |
| 45 | 2010.07.21 16:25 | buy | 12 | 0.56 | 1.52084 | 0.00000 | 0.00000 | ||
| 46 | 2010.07.21 16:30 | modify | 12 | 0.56 | 1.52084 | 1.51084 | 0.00000 | ||
| 47 | 2010.07.21 16:30 | modify | 12 | 0.56 | 1.52084 | 1.51084 | 1.57084 | ||
| 48 | 2010.07.23 11:15 | close | 12 | 0.56 | 1.54034 | 1.51084 | 1.57084 | 1090.21 | 12327.74 |
| 49 | 2010.07.23 11:30 | sell | 13 | 0.62 | 1.53932 | 0.00000 | 0.00000 | ||
| 50 | 2010.07.23 11:35 | modify | 13 | 0.62 | 1.53932 | 1.54932 | 0.00000 | ||
| 51 | 2010.07.23 11:35 | modify | 13 | 0.62 | 1.53932 | 1.54932 | 1.48932 | ||
| 52 | 2010.07.23 15:55 | close | 13 | 0.62 | 1.53769 | 1.54932 | 1.48932 | 101.06 | 12428.80 |
| 53 | 2010.07.23 16:00 | buy | 14 | 0.62 | 1.53649 | 0.00000 | 0.00000 | ||
| 54 | 2010.07.23 16:05 | modify | 14 | 0.62 | 1.53649 | 1.52649 | 0.00000 | ||
| 55 | 2010.07.23 16:05 | modify | 14 | 0.62 | 1.53649 | 1.52649 | 1.58649 | ||
| 56 | 2010.07.23 22:59 | close at stop | 14 | 0.62 | 1.54253 | 1.52649 | 1.58649 | 374.48 | 12803.28 |