| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2011.10.03 00:00 - 2011.10.10 02:40 (2011.10.01 - 2011.11.01) | ||||
| 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=16; BarsBack2=21; | ||||
| Bars in test | 2474 | Ticks modelled | 468904 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3648.58 | Gross profit | 4044.12 | Gross loss | -395.54 |
| Profit factor | 10.22 | Expected payoff | 304.05 | ||
| Absolute drawdown | 249.00 | Maximal drawdown | 820.10 (6.13%) | Relative drawdown | 6.13% (820.10) |
| Total trades | 12 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 6 (100.00%) |
| Profit trades (% of total) | 11 (91.67%) | Loss trades (% of total) | 1 (8.33%) | ||
| Largest | profit trade | 1019.52 | loss trade | -395.54 | |
| Average | profit trade | 367.65 | loss trade | -395.54 | |
| Maximum | consecutive wins (profit in money) | 9 (3200.05) | consecutive losses (loss in money) | 1 (-395.54) | |
| Maximal | consecutive profit (count of wins) | 3200.05 (9) | consecutive loss (count of losses) | -395.54 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.10.03 00:35 | buy | 1 | 0.50 | 1.55688 | 0.00000 | 0.00000 | ||
| 2 | 2011.10.03 00:40 | modify | 1 | 0.50 | 1.55688 | 1.54688 | 0.00000 | ||
| 3 | 2011.10.03 00:40 | modify | 1 | 0.50 | 1.55688 | 1.54688 | 1.60688 | ||
| 4 | 2011.10.03 02:45 | close | 1 | 0.50 | 1.55776 | 1.54688 | 1.60688 | 44.00 | 10044.00 |
| 5 | 2011.10.03 10:15 | sell | 2 | 0.50 | 1.55205 | 0.00000 | 0.00000 | ||
| 6 | 2011.10.03 10:20 | modify | 2 | 0.50 | 1.55205 | 1.56205 | 0.00000 | ||
| 7 | 2011.10.03 10:20 | modify | 2 | 0.50 | 1.55205 | 1.56205 | 1.50205 | ||
| 8 | 2011.10.04 00:40 | close | 2 | 0.50 | 1.54290 | 1.56205 | 1.50205 | 455.85 | 10499.85 |
| 9 | 2011.10.04 00:45 | buy | 3 | 0.52 | 1.54355 | 0.00000 | 0.00000 | ||
| 10 | 2011.10.04 00:50 | modify | 3 | 0.52 | 1.54355 | 1.53355 | 0.00000 | ||
| 11 | 2011.10.04 00:50 | modify | 3 | 0.52 | 1.54355 | 1.53355 | 1.59355 | ||
| 12 | 2011.10.04 09:15 | close | 3 | 0.52 | 1.54534 | 1.53355 | 1.59355 | 93.08 | 10592.93 |
| 13 | 2011.10.04 09:20 | sell | 4 | 0.53 | 1.54607 | 0.00000 | 0.00000 | ||
| 14 | 2011.10.04 09:25 | modify | 4 | 0.53 | 1.54607 | 1.55607 | 0.00000 | ||
| 15 | 2011.10.04 09:25 | modify | 4 | 0.53 | 1.54607 | 1.55607 | 1.49607 | ||
| 16 | 2011.10.04 11:20 | close | 4 | 0.53 | 1.54124 | 1.55607 | 1.49607 | 255.99 | 10848.92 |
| 17 | 2011.10.04 14:05 | buy | 5 | 0.54 | 1.53799 | 0.00000 | 0.00000 | ||
| 18 | 2011.10.04 14:10 | modify | 5 | 0.54 | 1.53799 | 1.52799 | 0.00000 | ||
| 19 | 2011.10.04 14:10 | modify | 5 | 0.54 | 1.53799 | 1.52799 | 1.58799 | ||
| 20 | 2011.10.04 23:40 | close | 5 | 0.54 | 1.54644 | 1.52799 | 1.58799 | 456.30 | 11305.22 |
| 21 | 2011.10.04 23:45 | sell | 6 | 0.57 | 1.54643 | 0.00000 | 0.00000 | ||
| 22 | 2011.10.04 23:50 | modify | 6 | 0.57 | 1.54643 | 1.55643 | 0.00000 | ||
| 23 | 2011.10.04 23:50 | modify | 6 | 0.57 | 1.54643 | 1.55643 | 1.49643 | ||
| 24 | 2011.10.06 06:35 | close | 6 | 0.57 | 1.54258 | 1.55643 | 1.49643 | 211.93 | 11517.15 |
| 25 | 2011.10.06 06:40 | buy | 7 | 0.58 | 1.54333 | 0.00000 | 0.00000 | ||
| 26 | 2011.10.06 06:45 | modify | 7 | 0.58 | 1.54333 | 1.53333 | 0.00000 | ||
| 27 | 2011.10.06 06:45 | modify | 7 | 0.58 | 1.54333 | 1.53333 | 1.59333 | ||
| 28 | 2011.10.06 12:00 | close | 7 | 0.58 | 1.54818 | 1.53333 | 1.59333 | 281.30 | 11798.45 |
| 29 | 2011.10.06 12:05 | sell | 8 | 0.59 | 1.54870 | 0.00000 | 0.00000 | ||
| 30 | 2011.10.06 12:10 | modify | 8 | 0.59 | 1.54870 | 1.55870 | 0.00000 | ||
| 31 | 2011.10.06 12:10 | modify | 8 | 0.59 | 1.54870 | 1.55870 | 1.49870 | ||
| 32 | 2011.10.06 14:35 | close | 8 | 0.59 | 1.53142 | 1.55870 | 1.49870 | 1019.52 | 12817.97 |
| 33 | 2011.10.06 14:40 | buy | 9 | 0.64 | 1.53194 | 0.00000 | 0.00000 | ||
| 34 | 2011.10.06 14:45 | modify | 9 | 0.64 | 1.53194 | 1.52194 | 0.00000 | ||
| 35 | 2011.10.06 14:45 | modify | 9 | 0.64 | 1.53194 | 1.52194 | 1.58194 | ||
| 36 | 2011.10.06 17:50 | close | 9 | 0.64 | 1.53791 | 1.52194 | 1.58194 | 382.08 | 13200.05 |
| 37 | 2011.10.06 17:55 | sell | 10 | 0.66 | 1.53794 | 0.00000 | 0.00000 | ||
| 38 | 2011.10.06 18:00 | modify | 10 | 0.66 | 1.53794 | 1.54794 | 0.00000 | ||
| 39 | 2011.10.06 18:00 | modify | 10 | 0.66 | 1.53794 | 1.54794 | 1.48794 | ||
| 40 | 2011.10.07 09:15 | close | 10 | 0.66 | 1.54390 | 1.54794 | 1.48794 | -395.54 | 12804.51 |
| 41 | 2011.10.07 09:20 | buy | 11 | 0.64 | 1.54426 | 0.00000 | 0.00000 | ||
| 42 | 2011.10.07 09:25 | modify | 11 | 0.64 | 1.54426 | 1.53426 | 0.00000 | ||
| 43 | 2011.10.07 09:25 | modify | 11 | 0.64 | 1.54426 | 1.53426 | 1.59426 | ||
| 44 | 2011.10.07 15:45 | close | 11 | 0.64 | 1.55589 | 1.53426 | 1.59426 | 744.32 | 13548.83 |
| 45 | 2011.10.07 15:50 | sell | 12 | 0.68 | 1.55628 | 0.00000 | 0.00000 | ||
| 46 | 2011.10.07 15:55 | modify | 12 | 0.68 | 1.55628 | 1.56628 | 0.00000 | ||
| 47 | 2011.10.07 15:55 | modify | 12 | 0.68 | 1.55628 | 1.56628 | 1.50628 | ||
| 48 | 2011.10.10 02:42 | close at stop | 12 | 0.68 | 1.55478 | 1.56628 | 1.50628 | 99.76 | 13648.58 |