| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.04.01 00:00 - 2009.04.30 23:55 (2009.04.01 - 2009.05.01) | ||||
| 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=9; BarsBack2=10; | ||||
| Bars in test | 7270 | Ticks modelled | 938929 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5034.99 | Gross profit | 7785.21 | Gross loss | -2750.22 |
| Profit factor | 2.83 | Expected payoff | 209.79 | ||
| Absolute drawdown | 625.56 | Maximal drawdown | 1116.00 (7.16%) | Relative drawdown | 9.88% (1065.14) |
| Total trades | 24 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 18 (75.00%) | Loss trades (% of total) | 6 (25.00%) | ||
| Largest | profit trade | 1208.84 | loss trade | -720.00 | |
| Average | profit trade | 432.51 | loss trade | -458.37 | |
| Maximum | consecutive wins (profit in money) | 6 (3280.19) | consecutive losses (loss in money) | 2 (-711.36) | |
| Maximal | consecutive profit (count of wins) | 3280.19 (6) | consecutive loss (count of losses) | -720.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.04.01 03:15 | buy | 1 | 0.50 | 1.43065 | 0.00000 | 0.00000 | ||
| 2 | 2009.04.01 03:20 | modify | 1 | 0.50 | 1.43065 | 1.42065 | 0.00000 | ||
| 3 | 2009.04.01 03:20 | modify | 1 | 0.50 | 1.43065 | 1.42065 | 1.48065 | ||
| 4 | 2009.04.01 09:30 | close | 1 | 0.50 | 1.43335 | 1.42065 | 1.48065 | 135.00 | 10135.00 |
| 5 | 2009.04.01 10:15 | sell | 2 | 0.51 | 1.43653 | 0.00000 | 0.00000 | ||
| 6 | 2009.04.01 10:20 | modify | 2 | 0.51 | 1.43653 | 1.44653 | 0.00000 | ||
| 7 | 2009.04.01 10:20 | modify | 2 | 0.51 | 1.43653 | 1.44653 | 1.38653 | ||
| 8 | 2009.04.01 22:53 | s/l | 2 | 0.51 | 1.44653 | 1.44653 | 1.38653 | -510.00 | 9625.00 |
| 9 | 2009.04.03 07:20 | buy | 3 | 0.48 | 1.47001 | 0.00000 | 0.00000 | ||
| 10 | 2009.04.03 07:25 | modify | 3 | 0.48 | 1.47001 | 1.46001 | 0.00000 | ||
| 11 | 2009.04.03 07:25 | modify | 3 | 0.48 | 1.47001 | 1.46001 | 1.52001 | ||
| 12 | 2009.04.06 00:10 | close | 3 | 0.48 | 1.48801 | 1.46001 | 1.52001 | 864.48 | 10489.48 |
| 13 | 2009.04.06 00:15 | sell | 4 | 0.52 | 1.48869 | 0.00000 | 0.00000 | ||
| 14 | 2009.04.06 00:20 | modify | 4 | 0.52 | 1.48869 | 1.49869 | 0.00000 | ||
| 15 | 2009.04.06 00:20 | modify | 4 | 0.52 | 1.48869 | 1.49869 | 1.43869 | ||
| 16 | 2009.04.06 15:30 | close | 4 | 0.52 | 1.48395 | 1.49869 | 1.43869 | 246.48 | 10735.96 |
| 17 | 2009.04.06 16:05 | buy | 5 | 0.54 | 1.48365 | 0.00000 | 0.00000 | ||
| 18 | 2009.04.06 16:10 | modify | 5 | 0.54 | 1.48365 | 1.47365 | 0.00000 | ||
| 19 | 2009.04.06 16:10 | modify | 5 | 0.54 | 1.48365 | 1.47365 | 1.53365 | ||
| 20 | 2009.04.06 17:13 | s/l | 5 | 0.54 | 1.47365 | 1.47365 | 1.53365 | -540.00 | 10195.96 |
| 21 | 2009.04.07 15:50 | sell | 6 | 0.51 | 1.47017 | 0.00000 | 0.00000 | ||
| 22 | 2009.04.07 15:55 | modify | 6 | 0.51 | 1.47017 | 1.48017 | 0.00000 | ||
| 23 | 2009.04.07 15:55 | modify | 6 | 0.51 | 1.47017 | 1.48017 | 1.42017 | ||
| 24 | 2009.04.07 19:45 | close | 6 | 0.51 | 1.47353 | 1.48017 | 1.42017 | -171.36 | 10024.60 |
| 25 | 2009.04.08 03:15 | buy | 7 | 0.50 | 1.46963 | 0.00000 | 0.00000 | ||
| 26 | 2009.04.08 03:20 | modify | 7 | 0.50 | 1.46963 | 1.45963 | 0.00000 | ||
| 27 | 2009.04.08 03:20 | modify | 7 | 0.50 | 1.46963 | 1.45963 | 1.51963 | ||
| 28 | 2009.04.08 19:00 | close | 7 | 0.50 | 1.47063 | 1.45963 | 1.51963 | 50.00 | 10074.60 |
| 29 | 2009.04.09 06:00 | sell | 8 | 0.50 | 1.47138 | 0.00000 | 0.00000 | ||
| 30 | 2009.04.09 06:05 | modify | 8 | 0.50 | 1.47138 | 1.48138 | 0.00000 | ||
| 31 | 2009.04.09 06:05 | modify | 8 | 0.50 | 1.47138 | 1.48138 | 1.42138 | ||
| 32 | 2009.04.09 17:35 | close | 8 | 0.50 | 1.46165 | 1.48138 | 1.42138 | 486.50 | 10561.10 |
| 33 | 2009.04.09 17:40 | buy | 9 | 0.53 | 1.46105 | 0.00000 | 0.00000 | ||
| 34 | 2009.04.09 17:45 | modify | 9 | 0.53 | 1.46105 | 1.45105 | 0.00000 | ||
| 35 | 2009.04.09 17:45 | modify | 9 | 0.53 | 1.46105 | 1.45105 | 1.51105 | ||
| 36 | 2009.04.10 21:55 | close | 9 | 0.53 | 1.46541 | 1.45105 | 1.51105 | 231.61 | 10792.71 |
| 37 | 2009.04.10 22:25 | sell | 10 | 0.54 | 1.46563 | 0.00000 | 0.00000 | ||
| 38 | 2009.04.10 22:30 | modify | 10 | 0.54 | 1.46563 | 1.47563 | 0.00000 | ||
| 39 | 2009.04.10 22:30 | modify | 10 | 0.54 | 1.46563 | 1.47563 | 1.41563 | ||
| 40 | 2009.04.13 12:00 | close | 10 | 0.54 | 1.46967 | 1.47563 | 1.41563 | -218.86 | 10573.85 |
| 41 | 2009.04.14 09:15 | buy | 11 | 0.53 | 1.48454 | 0.00000 | 0.00000 | ||
| 42 | 2009.04.14 09:20 | modify | 11 | 0.53 | 1.48454 | 1.47454 | 0.00000 | ||
| 43 | 2009.04.14 09:20 | modify | 11 | 0.53 | 1.48454 | 1.47454 | 1.53454 | ||
| 44 | 2009.04.15 11:15 | close | 11 | 0.53 | 1.49443 | 1.47454 | 1.53454 | 524.70 | 11098.55 |
| 45 | 2009.04.16 03:10 | sell | 12 | 0.55 | 1.50512 | 0.00000 | 0.00000 | ||
| 46 | 2009.04.16 03:15 | modify | 12 | 0.55 | 1.50512 | 1.51512 | 0.00000 | ||
| 47 | 2009.04.16 03:15 | modify | 12 | 0.55 | 1.50512 | 1.51512 | 1.45512 | ||
| 48 | 2009.04.16 05:00 | close | 12 | 0.55 | 1.49978 | 1.51512 | 1.45512 | 293.70 | 11392.25 |
| 49 | 2009.04.16 11:55 | buy | 13 | 0.57 | 1.48978 | 0.00000 | 0.00000 | ||
| 50 | 2009.04.16 12:00 | modify | 13 | 0.57 | 1.48978 | 1.47978 | 0.00000 | ||
| 51 | 2009.04.16 12:00 | modify | 13 | 0.57 | 1.48978 | 1.47978 | 1.53978 | ||
| 52 | 2009.04.16 14:55 | close | 13 | 0.57 | 1.49227 | 1.47978 | 1.53978 | 141.93 | 11534.18 |
| 53 | 2009.04.16 15:15 | sell | 14 | 0.58 | 1.49236 | 0.00000 | 0.00000 | ||
| 54 | 2009.04.16 15:20 | modify | 14 | 0.58 | 1.49236 | 1.50236 | 0.00000 | ||
| 55 | 2009.04.16 15:20 | modify | 14 | 0.58 | 1.49236 | 1.50236 | 1.44236 | ||
| 56 | 2009.04.17 03:30 | close | 14 | 0.58 | 1.48849 | 1.50236 | 1.44236 | 223.71 | 11757.88 |
| 57 | 2009.04.17 03:35 | buy | 15 | 0.59 | 1.48971 | 0.00000 | 0.00000 | ||
| 58 | 2009.04.17 03:40 | modify | 15 | 0.59 | 1.48971 | 1.47971 | 0.00000 | ||
| 59 | 2009.04.17 03:40 | modify | 15 | 0.59 | 1.48971 | 1.47971 | 1.53971 | ||
| 60 | 2009.04.17 08:08 | s/l | 15 | 0.59 | 1.47971 | 1.47971 | 1.53971 | -590.00 | 11167.88 |
| 61 | 2009.04.21 05:45 | sell | 16 | 0.56 | 1.45412 | 0.00000 | 0.00000 | ||
| 62 | 2009.04.21 05:50 | modify | 16 | 0.56 | 1.45412 | 1.46412 | 0.00000 | ||
| 63 | 2009.04.21 05:50 | modify | 16 | 0.56 | 1.45412 | 1.46412 | 1.40412 | ||
| 64 | 2009.04.21 09:05 | close | 16 | 0.56 | 1.45151 | 1.46412 | 1.40412 | 146.16 | 11314.04 |
| 65 | 2009.04.22 10:05 | buy | 17 | 0.57 | 1.45766 | 0.00000 | 0.00000 | ||
| 66 | 2009.04.22 10:10 | modify | 17 | 0.57 | 1.45766 | 1.44766 | 0.00000 | ||
| 67 | 2009.04.22 10:10 | modify | 17 | 0.57 | 1.45766 | 1.44766 | 1.50766 | ||
| 68 | 2009.04.22 12:45 | close | 17 | 0.57 | 1.46152 | 1.44766 | 1.50766 | 220.02 | 11534.06 |
| 69 | 2009.04.23 07:55 | sell | 18 | 0.58 | 1.45805 | 0.00000 | 0.00000 | ||
| 70 | 2009.04.23 08:00 | modify | 18 | 0.58 | 1.45805 | 1.46805 | 0.00000 | ||
| 71 | 2009.04.23 08:00 | modify | 18 | 0.58 | 1.45805 | 1.46805 | 1.40805 | ||
| 72 | 2009.04.23 13:10 | close | 18 | 0.58 | 1.45343 | 1.46805 | 1.40805 | 267.96 | 11802.02 |
| 73 | 2009.04.24 02:35 | buy | 19 | 0.59 | 1.46688 | 0.00000 | 0.00000 | ||
| 74 | 2009.04.24 02:40 | modify | 19 | 0.59 | 1.46688 | 1.45688 | 0.00000 | ||
| 75 | 2009.04.24 02:40 | modify | 19 | 0.59 | 1.46688 | 1.45688 | 1.51688 | ||
| 76 | 2009.04.24 15:40 | close | 19 | 0.59 | 1.47441 | 1.45688 | 1.51688 | 444.27 | 12246.29 |
| 77 | 2009.04.24 15:45 | sell | 20 | 0.61 | 1.47370 | 0.00000 | 0.00000 | ||
| 78 | 2009.04.24 15:50 | modify | 20 | 0.61 | 1.47370 | 1.48370 | 0.00000 | ||
| 79 | 2009.04.24 15:50 | modify | 20 | 0.61 | 1.47370 | 1.48370 | 1.42370 | ||
| 80 | 2009.04.27 08:55 | close | 20 | 0.61 | 1.45387 | 1.48370 | 1.42370 | 1208.84 | 13455.13 |
| 81 | 2009.04.27 09:00 | buy | 21 | 0.67 | 1.45266 | 0.00000 | 0.00000 | ||
| 82 | 2009.04.27 09:05 | modify | 21 | 0.67 | 1.45266 | 1.44266 | 0.00000 | ||
| 83 | 2009.04.27 09:05 | modify | 21 | 0.67 | 1.45266 | 1.44266 | 1.50266 | ||
| 84 | 2009.04.27 18:00 | close | 21 | 0.67 | 1.46748 | 1.44266 | 1.50266 | 992.94 | 14448.07 |
| 85 | 2009.04.29 02:40 | sell | 22 | 0.72 | 1.46493 | 0.00000 | 0.00000 | ||
| 86 | 2009.04.29 02:45 | modify | 22 | 0.72 | 1.46493 | 1.47493 | 0.00000 | ||
| 87 | 2009.04.29 02:45 | modify | 22 | 0.72 | 1.46493 | 1.47493 | 1.41493 | ||
| 88 | 2009.04.29 11:01 | s/l | 22 | 0.72 | 1.47493 | 1.47493 | 1.41493 | -720.00 | 13728.07 |
| 89 | 2009.04.29 15:15 | buy | 23 | 0.69 | 1.47002 | 0.00000 | 0.00000 | ||
| 90 | 2009.04.29 15:20 | modify | 23 | 0.69 | 1.47002 | 1.46002 | 0.00000 | ||
| 91 | 2009.04.29 15:20 | modify | 23 | 0.69 | 1.47002 | 1.46002 | 1.52002 | ||
| 92 | 2009.04.30 02:40 | close | 23 | 0.69 | 1.48051 | 1.46002 | 1.52002 | 725.88 | 14453.95 |
| 93 | 2009.04.30 08:50 | sell | 24 | 0.72 | 1.48632 | 0.00000 | 0.00000 | ||
| 94 | 2009.04.30 08:55 | modify | 24 | 0.72 | 1.48632 | 1.49632 | 0.00000 | ||
| 95 | 2009.04.30 08:55 | modify | 24 | 0.72 | 1.48632 | 1.49632 | 1.43632 | ||
| 96 | 2009.04.30 23:59 | close at stop | 24 | 0.72 | 1.47825 | 1.49632 | 1.43632 | 581.04 | 15034.99 |