| Symbol | GBPUSD (Great Britain Pound 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=11; BarsBack2=238; | ||||
| Bars in test | 14992 | Ticks modelled | 3819841 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3704.89 | Gross profit | 4925.93 | Gross loss | -1221.04 |
| Profit factor | 4.03 | Expected payoff | 308.74 | ||
| Absolute drawdown | 216.50 | Maximal drawdown | 1283.29 (9.87%) | Relative drawdown | 9.87% (1283.29) |
| Total trades | 12 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 10 (83.33%) | Loss trades (% of total) | 2 (16.67%) | ||
| Largest | profit trade | 1143.90 | loss trade | -640.00 | |
| Average | profit trade | 492.59 | loss trade | -610.52 | |
| Maximum | consecutive wins (profit in money) | 4 (1646.88) | consecutive losses (loss in money) | 1 (-640.00) | |
| Maximal | consecutive profit (count of wins) | 1828.23 (3) | consecutive loss (count of losses) | -640.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.11.01 10:35 | buy | 1 | 0.50 | 1.59335 | 0.00000 | 0.00000 | ||
| 2 | 2011.11.01 10:40 | modify | 1 | 0.50 | 1.59335 | 1.58335 | 0.00000 | ||
| 3 | 2011.11.01 10:40 | modify | 1 | 0.50 | 1.59335 | 1.58335 | 1.64335 | ||
| 4 | 2011.11.02 08:45 | close | 1 | 0.50 | 1.60078 | 1.58335 | 1.64335 | 371.20 | 10371.20 |
| 5 | 2011.11.02 08:55 | sell | 2 | 0.52 | 1.60169 | 0.00000 | 0.00000 | ||
| 6 | 2011.11.02 09:00 | modify | 2 | 0.52 | 1.60169 | 1.61169 | 0.00000 | ||
| 7 | 2011.11.02 09:00 | modify | 2 | 0.52 | 1.60169 | 1.61169 | 1.55169 | ||
| 8 | 2011.11.02 23:50 | close | 2 | 0.52 | 1.59149 | 1.61169 | 1.55169 | 530.40 | 10901.60 |
| 9 | 2011.11.02 23:55 | buy | 3 | 0.55 | 1.59099 | 0.00000 | 0.00000 | ||
| 10 | 2011.11.03 00:00 | modify | 3 | 0.55 | 1.59099 | 1.58099 | 0.00000 | ||
| 11 | 2011.11.03 00:00 | modify | 3 | 0.55 | 1.59099 | 1.58099 | 1.64099 | ||
| 12 | 2011.11.03 12:45 | close | 3 | 0.55 | 1.60101 | 1.58099 | 1.64099 | 550.11 | 11451.71 |
| 13 | 2011.11.03 12:50 | sell | 4 | 0.57 | 1.60260 | 0.00000 | 0.00000 | ||
| 14 | 2011.11.03 12:55 | modify | 4 | 0.57 | 1.60260 | 1.61260 | 0.00000 | ||
| 15 | 2011.11.03 12:55 | modify | 4 | 0.57 | 1.60260 | 1.61260 | 1.55260 | ||
| 16 | 2011.11.04 15:15 | close | 4 | 0.57 | 1.59914 | 1.61260 | 1.55260 | 195.17 | 11646.88 |
| 17 | 2011.11.09 10:30 | buy | 5 | 0.58 | 1.60003 | 0.00000 | 0.00000 | ||
| 18 | 2011.11.09 10:35 | modify | 5 | 0.58 | 1.60003 | 1.59003 | 0.00000 | ||
| 19 | 2011.11.09 10:35 | modify | 5 | 0.58 | 1.60003 | 1.59003 | 1.65003 | ||
| 20 | 2011.11.10 07:00 | s/l | 5 | 0.58 | 1.59003 | 1.59003 | 1.65003 | -581.04 | 11065.83 |
| 21 | 2011.11.11 15:50 | sell | 6 | 0.55 | 1.60709 | 0.00000 | 0.00000 | ||
| 22 | 2011.11.11 15:55 | modify | 6 | 0.55 | 1.60709 | 1.61709 | 0.00000 | ||
| 23 | 2011.11.11 15:55 | modify | 6 | 0.55 | 1.60709 | 1.61709 | 1.55709 | ||
| 24 | 2011.11.15 05:25 | close | 6 | 0.55 | 1.58835 | 1.61709 | 1.55709 | 1026.74 | 12092.57 |
| 25 | 2011.11.16 02:50 | buy | 7 | 0.60 | 1.57765 | 0.00000 | 0.00000 | ||
| 26 | 2011.11.16 02:55 | modify | 7 | 0.60 | 1.57765 | 1.56765 | 0.00000 | ||
| 27 | 2011.11.16 02:55 | modify | 7 | 0.60 | 1.57765 | 1.56765 | 1.62765 | ||
| 28 | 2011.11.18 10:30 | close | 7 | 0.60 | 1.58303 | 1.56765 | 1.62765 | 321.36 | 12413.93 |
| 29 | 2011.11.18 10:35 | sell | 8 | 0.62 | 1.58317 | 0.00000 | 0.00000 | ||
| 30 | 2011.11.18 10:40 | modify | 8 | 0.62 | 1.58317 | 1.59317 | 0.00000 | ||
| 31 | 2011.11.18 10:40 | modify | 8 | 0.62 | 1.58317 | 1.59317 | 1.53317 | ||
| 32 | 2011.11.21 01:25 | close | 8 | 0.62 | 1.57539 | 1.59317 | 1.53317 | 480.13 | 12894.06 |
| 33 | 2011.11.21 01:30 | buy | 9 | 0.64 | 1.57495 | 0.00000 | 0.00000 | ||
| 34 | 2011.11.21 01:35 | modify | 9 | 0.64 | 1.57495 | 1.56495 | 0.00000 | ||
| 35 | 2011.11.21 01:35 | modify | 9 | 0.64 | 1.57495 | 1.56495 | 1.62495 | ||
| 36 | 2011.11.21 11:21 | s/l | 9 | 0.64 | 1.56495 | 1.56495 | 1.62495 | -640.00 | 12254.06 |
| 37 | 2011.11.28 10:35 | sell | 10 | 0.61 | 1.55714 | 0.00000 | 0.00000 | ||
| 38 | 2011.11.28 10:40 | modify | 10 | 0.61 | 1.55714 | 1.56714 | 0.00000 | ||
| 39 | 2011.11.28 10:40 | modify | 10 | 0.61 | 1.55714 | 1.56714 | 1.50714 | ||
| 40 | 2011.11.30 07:25 | close | 10 | 0.61 | 1.55518 | 1.56714 | 1.50714 | 115.17 | 12369.23 |
| 41 | 2011.11.30 07:30 | buy | 11 | 0.62 | 1.55528 | 0.00000 | 0.00000 | ||
| 42 | 2011.11.30 07:35 | modify | 11 | 0.62 | 1.55528 | 1.54528 | 0.00000 | ||
| 43 | 2011.11.30 07:35 | modify | 11 | 0.62 | 1.55528 | 1.54528 | 1.60528 | ||
| 44 | 2011.11.30 14:20 | close | 11 | 0.62 | 1.57373 | 1.54528 | 1.60528 | 1143.90 | 13513.13 |
| 45 | 2011.11.30 14:25 | sell | 12 | 0.68 | 1.57333 | 0.00000 | 0.00000 | ||
| 46 | 2011.11.30 14:30 | modify | 12 | 0.68 | 1.57333 | 1.58333 | 0.00000 | ||
| 47 | 2011.11.30 14:30 | modify | 12 | 0.68 | 1.57333 | 1.58333 | 1.52333 | ||
| 48 | 2011.11.30 23:59 | close at stop | 12 | 0.68 | 1.57051 | 1.58333 | 1.52333 | 191.76 | 13704.89 |