| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.12.01 00:00 - 2009.12.31 18:55 (2009.12.01 - 2010.01.01) | ||||
| 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=80; BarsBack2=132; | ||||
| Bars in test | 7179 | Ticks modelled | 974653 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 8045.38 | Gross profit | 11343.09 | Gross loss | -3297.71 |
| Profit factor | 3.44 | Expected payoff | 309.44 | ||
| Absolute drawdown | 84.00 | Maximal drawdown | 1504.46 (11.05%) | Relative drawdown | 11.05% (1504.46) |
| Total trades | 26 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 19 (73.08%) | Loss trades (% of total) | 7 (26.92%) | ||
| Largest | profit trade | 1487.90 | loss trade | -953.13 | |
| Average | profit trade | 597.00 | loss trade | -471.10 | |
| Maximum | consecutive wins (profit in money) | 6 (4607.06) | consecutive losses (loss in money) | 1 (-953.13) | |
| Maximal | consecutive profit (count of wins) | 4607.06 (6) | consecutive loss (count of losses) | -953.13 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 08:05 | buy | 1 | 0.50 | 1.64486 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 08:10 | modify | 1 | 0.50 | 1.64486 | 1.63486 | 0.00000 | ||
| 3 | 2009.12.01 08:10 | modify | 1 | 0.50 | 1.64486 | 1.63486 | 1.69486 | ||
| 4 | 2009.12.01 13:05 | close | 1 | 0.50 | 1.65608 | 1.63486 | 1.69486 | 561.00 | 10561.00 |
| 5 | 2009.12.01 13:10 | sell | 2 | 0.53 | 1.65679 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 13:15 | modify | 2 | 0.53 | 1.65679 | 1.66679 | 0.00000 | ||
| 7 | 2009.12.01 13:15 | modify | 2 | 0.53 | 1.65679 | 1.66679 | 1.60679 | ||
| 8 | 2009.12.02 08:35 | close | 2 | 0.53 | 1.65684 | 1.66679 | 1.60679 | -3.23 | 10557.77 |
| 9 | 2009.12.02 08:40 | buy | 3 | 0.53 | 1.65725 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.02 08:45 | modify | 3 | 0.53 | 1.65725 | 1.64725 | 0.00000 | ||
| 11 | 2009.12.02 08:45 | modify | 3 | 0.53 | 1.65725 | 1.64725 | 1.70725 | ||
| 12 | 2009.12.02 14:45 | close | 3 | 0.53 | 1.66847 | 1.64725 | 1.70725 | 594.66 | 11152.43 |
| 13 | 2009.12.02 14:50 | sell | 4 | 0.56 | 1.66779 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.02 14:55 | modify | 4 | 0.56 | 1.66779 | 1.67779 | 0.00000 | ||
| 15 | 2009.12.02 14:55 | modify | 4 | 0.56 | 1.66779 | 1.67779 | 1.61779 | ||
| 16 | 2009.12.03 15:30 | close | 4 | 0.56 | 1.66023 | 1.67779 | 1.61779 | 421.51 | 11573.94 |
| 17 | 2009.12.03 15:35 | buy | 5 | 0.58 | 1.66009 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.03 15:40 | modify | 5 | 0.58 | 1.66009 | 1.65009 | 0.00000 | ||
| 19 | 2009.12.03 15:40 | modify | 5 | 0.58 | 1.66009 | 1.65009 | 1.71009 | ||
| 20 | 2009.12.04 13:25 | close | 5 | 0.58 | 1.66590 | 1.65009 | 1.71009 | 337.44 | 11911.38 |
| 21 | 2009.12.04 13:30 | sell | 6 | 0.60 | 1.66587 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.04 13:35 | modify | 6 | 0.60 | 1.66587 | 1.67587 | 0.00000 | ||
| 23 | 2009.12.04 13:35 | modify | 6 | 0.60 | 1.66587 | 1.67587 | 1.61587 | ||
| 24 | 2009.12.04 20:35 | close | 6 | 0.60 | 1.64521 | 1.67587 | 1.61587 | 1239.60 | 13150.98 |
| 25 | 2009.12.04 20:40 | buy | 7 | 0.66 | 1.64448 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.04 20:45 | modify | 7 | 0.66 | 1.64448 | 1.63448 | 0.00000 | ||
| 27 | 2009.12.04 20:45 | modify | 7 | 0.66 | 1.64448 | 1.63448 | 1.69448 | ||
| 28 | 2009.12.07 09:41 | s/l | 7 | 0.66 | 1.63448 | 1.63448 | 1.69448 | -659.47 | 12491.51 |
| 29 | 2009.12.07 20:20 | sell | 8 | 0.62 | 1.64590 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.07 20:25 | modify | 8 | 0.62 | 1.64590 | 1.65590 | 0.00000 | ||
| 31 | 2009.12.07 20:25 | modify | 8 | 0.62 | 1.64590 | 1.65590 | 1.59590 | ||
| 32 | 2009.12.08 09:35 | close | 8 | 0.62 | 1.63700 | 1.65590 | 1.59590 | 551.12 | 13042.63 |
| 33 | 2009.12.08 09:40 | buy | 9 | 0.65 | 1.63775 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.08 09:45 | modify | 9 | 0.65 | 1.63775 | 1.62775 | 0.00000 | ||
| 35 | 2009.12.08 09:45 | modify | 9 | 0.65 | 1.63775 | 1.62775 | 1.68775 | ||
| 36 | 2009.12.08 14:25 | s/l | 9 | 0.65 | 1.62775 | 1.62775 | 1.68775 | -650.00 | 12392.63 |
| 37 | 2009.12.10 02:30 | sell | 10 | 0.62 | 1.63028 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.10 02:35 | modify | 10 | 0.62 | 1.63028 | 1.64028 | 0.00000 | ||
| 39 | 2009.12.10 02:35 | modify | 10 | 0.62 | 1.63028 | 1.64028 | 1.58028 | ||
| 40 | 2009.12.11 17:05 | close | 10 | 0.62 | 1.62286 | 1.64028 | 1.58028 | 459.36 | 12851.99 |
| 41 | 2009.12.11 17:10 | buy | 11 | 0.64 | 1.62390 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.11 17:15 | modify | 11 | 0.64 | 1.62390 | 1.61390 | 0.00000 | ||
| 43 | 2009.12.11 17:15 | modify | 11 | 0.64 | 1.62390 | 1.61390 | 1.67390 | ||
| 44 | 2009.12.14 19:20 | close | 11 | 0.64 | 1.62932 | 1.61390 | 1.67390 | 347.39 | 13199.38 |
| 45 | 2009.12.14 19:25 | sell | 12 | 0.66 | 1.62976 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.14 19:30 | modify | 12 | 0.66 | 1.62976 | 1.63976 | 0.00000 | ||
| 47 | 2009.12.14 19:30 | modify | 12 | 0.66 | 1.62976 | 1.63976 | 1.57976 | ||
| 48 | 2009.12.15 08:00 | close | 12 | 0.66 | 1.62843 | 1.63976 | 1.57976 | 87.05 | 13286.43 |
| 49 | 2009.12.15 08:05 | buy | 13 | 0.66 | 1.62891 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.15 08:10 | modify | 13 | 0.66 | 1.62891 | 1.61891 | 0.00000 | ||
| 51 | 2009.12.15 08:10 | modify | 13 | 0.66 | 1.62891 | 1.61891 | 1.67891 | ||
| 52 | 2009.12.15 22:55 | close | 13 | 0.66 | 1.62642 | 1.61891 | 1.67891 | -164.34 | 13122.09 |
| 53 | 2009.12.15 23:00 | sell | 14 | 0.66 | 1.62658 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.15 23:05 | modify | 14 | 0.66 | 1.62658 | 1.63658 | 0.00000 | ||
| 55 | 2009.12.15 23:05 | modify | 14 | 0.66 | 1.62658 | 1.63658 | 1.57658 | ||
| 56 | 2009.12.16 07:15 | close | 14 | 0.66 | 1.62471 | 1.63658 | 1.57658 | 122.69 | 13244.79 |
| 57 | 2009.12.16 07:20 | buy | 15 | 0.66 | 1.62584 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.16 07:25 | modify | 15 | 0.66 | 1.62584 | 1.61584 | 0.00000 | ||
| 59 | 2009.12.16 07:25 | modify | 15 | 0.66 | 1.62584 | 1.61584 | 1.67584 | ||
| 60 | 2009.12.16 13:50 | close | 15 | 0.66 | 1.63602 | 1.61584 | 1.67584 | 671.88 | 13916.67 |
| 61 | 2009.12.16 13:55 | sell | 16 | 0.70 | 1.63647 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.16 14:00 | modify | 16 | 0.70 | 1.63647 | 1.64647 | 0.00000 | ||
| 63 | 2009.12.16 14:00 | modify | 16 | 0.70 | 1.63647 | 1.64647 | 1.58647 | ||
| 64 | 2009.12.17 04:40 | close | 16 | 0.70 | 1.62768 | 1.64647 | 1.58647 | 612.99 | 14529.66 |
| 65 | 2009.12.17 04:45 | buy | 17 | 0.73 | 1.62770 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.17 04:50 | modify | 17 | 0.73 | 1.62770 | 1.61770 | 0.00000 | ||
| 67 | 2009.12.17 04:50 | modify | 17 | 0.73 | 1.62770 | 1.61770 | 1.67770 | ||
| 68 | 2009.12.17 10:30 | s/l | 17 | 0.73 | 1.61770 | 1.61770 | 1.67770 | -730.00 | 13799.66 |
| 69 | 2009.12.18 04:05 | sell | 18 | 0.69 | 1.61934 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.18 04:10 | modify | 18 | 0.69 | 1.61934 | 1.62934 | 0.00000 | ||
| 71 | 2009.12.18 04:10 | modify | 18 | 0.69 | 1.61934 | 1.62934 | 1.56934 | ||
| 72 | 2009.12.18 18:40 | close | 18 | 0.69 | 1.60877 | 1.62934 | 1.56934 | 729.33 | 14528.99 |
| 73 | 2009.12.18 18:45 | buy | 19 | 0.73 | 1.60933 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.18 18:50 | modify | 19 | 0.73 | 1.60933 | 1.59933 | 0.00000 | ||
| 75 | 2009.12.18 18:50 | modify | 19 | 0.73 | 1.60933 | 1.59933 | 1.65933 | ||
| 76 | 2009.12.22 09:10 | close | 19 | 0.73 | 1.60743 | 1.59933 | 1.65933 | -137.53 | 14391.45 |
| 77 | 2009.12.22 09:15 | sell | 20 | 0.72 | 1.60850 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.22 09:20 | modify | 20 | 0.72 | 1.60850 | 1.61850 | 0.00000 | ||
| 79 | 2009.12.22 09:20 | modify | 20 | 0.72 | 1.60850 | 1.61850 | 1.55850 | ||
| 80 | 2009.12.22 17:15 | close | 20 | 0.72 | 1.59435 | 1.61850 | 1.55850 | 1018.80 | 15410.25 |
| 81 | 2009.12.22 17:20 | buy | 21 | 0.77 | 1.59432 | 0.00000 | 0.00000 | ||
| 82 | 2009.12.22 17:25 | modify | 21 | 0.77 | 1.59432 | 1.58432 | 0.00000 | ||
| 83 | 2009.12.22 17:25 | modify | 21 | 0.77 | 1.59432 | 1.58432 | 1.64432 | ||
| 84 | 2009.12.24 08:40 | close | 21 | 0.77 | 1.60092 | 1.58432 | 1.64432 | 510.66 | 15920.92 |
| 85 | 2009.12.24 08:45 | sell | 22 | 0.80 | 1.60003 | 0.00000 | 0.00000 | ||
| 86 | 2009.12.24 08:50 | modify | 22 | 0.80 | 1.60003 | 1.61003 | 0.00000 | ||
| 87 | 2009.12.24 08:50 | modify | 22 | 0.80 | 1.60003 | 1.61003 | 1.55003 | ||
| 88 | 2009.12.24 18:20 | close | 22 | 0.80 | 1.59417 | 1.61003 | 1.55003 | 468.80 | 16389.72 |
| 89 | 2009.12.24 18:25 | buy | 23 | 0.82 | 1.59363 | 0.00000 | 0.00000 | ||
| 90 | 2009.12.24 18:30 | modify | 23 | 0.82 | 1.59363 | 1.58363 | 0.00000 | ||
| 91 | 2009.12.24 18:30 | modify | 23 | 0.82 | 1.59363 | 1.58363 | 1.64363 | ||
| 92 | 2009.12.28 10:55 | close | 23 | 0.82 | 1.59786 | 1.58363 | 1.64363 | 348.17 | 16737.89 |
| 93 | 2009.12.28 11:00 | sell | 24 | 0.84 | 1.59769 | 0.00000 | 0.00000 | ||
| 94 | 2009.12.28 11:05 | modify | 24 | 0.84 | 1.59769 | 1.60769 | 0.00000 | ||
| 95 | 2009.12.28 11:05 | modify | 24 | 0.84 | 1.59769 | 1.60769 | 1.54769 | ||
| 96 | 2009.12.29 17:50 | close | 24 | 0.84 | 1.58848 | 1.60769 | 1.54769 | 772.72 | 17510.61 |
| 97 | 2009.12.29 17:55 | buy | 25 | 0.88 | 1.58886 | 0.00000 | 0.00000 | ||
| 98 | 2009.12.29 18:00 | modify | 25 | 0.88 | 1.58886 | 1.57886 | 0.00000 | ||
| 99 | 2009.12.29 18:00 | modify | 25 | 0.88 | 1.58886 | 1.57886 | 1.63886 | ||
| 100 | 2009.12.30 19:40 | close | 25 | 0.88 | 1.60576 | 1.57886 | 1.63886 | 1487.90 | 18998.51 |
| 101 | 2009.12.30 19:45 | sell | 26 | 0.95 | 1.60565 | 0.00000 | 0.00000 | ||
| 102 | 2009.12.30 19:50 | modify | 26 | 0.95 | 1.60565 | 1.61565 | 0.00000 | ||
| 103 | 2009.12.30 19:50 | modify | 26 | 0.95 | 1.60565 | 1.61565 | 1.55565 | ||
| 104 | 2009.12.31 12:05 | s/l | 26 | 0.95 | 1.61565 | 1.61565 | 1.55565 | -953.13 | 18045.38 |