| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.02.01 00:00 - 2010.02.26 22:55 (2010.02.01 - 2010.03.01) | ||||
| 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=50; BarsBack2=54; | ||||
| Bars in test | 6712 | Ticks modelled | 1033429 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6965.49 | Gross profit | 9106.02 | Gross loss | -2140.53 |
| Profit factor | 4.25 | Expected payoff | 240.19 | ||
| Absolute drawdown | 347.75 | Maximal drawdown | 1879.15 (10.73%) | Relative drawdown | 10.73% (1879.15) |
| Total trades | 29 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 15 (80.00%) |
| Profit trades (% of total) | 23 (79.31%) | Loss trades (% of total) | 6 (20.69%) | ||
| Largest | profit trade | 933.93 | loss trade | -859.74 | |
| Average | profit trade | 395.91 | loss trade | -356.75 | |
| Maximum | consecutive wins (profit in money) | 14 (5503.89) | consecutive losses (loss in money) | 2 (-1466.13) | |
| Maximal | consecutive profit (count of wins) | 5503.89 (14) | consecutive loss (count of losses) | -1466.13 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.02.01 04:20 | buy | 1 | 0.50 | 1.59469 | 0.00000 | 0.00000 | ||
| 2 | 2010.02.01 04:25 | modify | 1 | 0.50 | 1.59469 | 1.58469 | 0.00000 | ||
| 3 | 2010.02.01 04:25 | modify | 1 | 0.50 | 1.59469 | 1.58469 | 1.64469 | ||
| 4 | 2010.02.01 08:40 | close | 1 | 0.50 | 1.59534 | 1.58469 | 1.64469 | 32.50 | 10032.50 |
| 5 | 2010.02.01 16:05 | sell | 2 | 0.50 | 1.59027 | 0.00000 | 0.00000 | ||
| 6 | 2010.02.01 16:10 | modify | 2 | 0.50 | 1.59027 | 1.60027 | 0.00000 | ||
| 7 | 2010.02.01 16:10 | modify | 2 | 0.50 | 1.59027 | 1.60027 | 1.54027 | ||
| 8 | 2010.02.02 05:50 | close | 2 | 0.50 | 1.59288 | 1.60027 | 1.54027 | -131.75 | 9900.75 |
| 9 | 2010.02.02 05:55 | buy | 3 | 0.50 | 1.59330 | 0.00000 | 0.00000 | ||
| 10 | 2010.02.02 06:00 | modify | 3 | 0.50 | 1.59330 | 1.58330 | 0.00000 | ||
| 11 | 2010.02.02 06:00 | modify | 3 | 0.50 | 1.59330 | 1.58330 | 1.64330 | ||
| 12 | 2010.02.03 08:10 | close | 3 | 0.50 | 1.60278 | 1.58330 | 1.64330 | 474.05 | 10374.80 |
| 13 | 2010.02.03 08:15 | sell | 4 | 0.52 | 1.60237 | 0.00000 | 0.00000 | ||
| 14 | 2010.02.03 08:20 | modify | 4 | 0.52 | 1.60237 | 1.61237 | 0.00000 | ||
| 15 | 2010.02.03 08:20 | modify | 4 | 0.52 | 1.60237 | 1.61237 | 1.55237 | ||
| 16 | 2010.02.03 14:00 | close | 4 | 0.52 | 1.59687 | 1.61237 | 1.55237 | 286.00 | 10660.80 |
| 17 | 2010.02.03 14:10 | buy | 5 | 0.53 | 1.59699 | 0.00000 | 0.00000 | ||
| 18 | 2010.02.03 14:15 | modify | 5 | 0.53 | 1.59699 | 1.58699 | 0.00000 | ||
| 19 | 2010.02.03 14:15 | modify | 5 | 0.53 | 1.59699 | 1.58699 | 1.64699 | ||
| 20 | 2010.02.04 04:35 | close | 5 | 0.53 | 1.59084 | 1.58699 | 1.64699 | -325.79 | 10335.01 |
| 21 | 2010.02.08 18:10 | sell | 6 | 0.52 | 1.56448 | 0.00000 | 0.00000 | ||
| 22 | 2010.02.08 18:15 | modify | 6 | 0.52 | 1.56448 | 1.57448 | 0.00000 | ||
| 23 | 2010.02.08 18:15 | modify | 6 | 0.52 | 1.56448 | 1.57448 | 1.51448 | ||
| 24 | 2010.02.08 23:30 | close | 6 | 0.52 | 1.55781 | 1.57448 | 1.51448 | 346.84 | 10681.85 |
| 25 | 2010.02.08 23:35 | buy | 7 | 0.53 | 1.55786 | 0.00000 | 0.00000 | ||
| 26 | 2010.02.08 23:40 | modify | 7 | 0.53 | 1.55786 | 1.54786 | 0.00000 | ||
| 27 | 2010.02.08 23:40 | modify | 7 | 0.53 | 1.55786 | 1.54786 | 1.60786 | ||
| 28 | 2010.02.09 06:50 | close | 7 | 0.53 | 1.56229 | 1.54786 | 1.60786 | 234.84 | 10916.69 |
| 29 | 2010.02.09 06:55 | sell | 8 | 0.55 | 1.56112 | 0.00000 | 0.00000 | ||
| 30 | 2010.02.09 07:00 | modify | 8 | 0.55 | 1.56112 | 1.57112 | 0.00000 | ||
| 31 | 2010.02.09 07:00 | modify | 8 | 0.55 | 1.56112 | 1.57112 | 1.51112 | ||
| 32 | 2010.02.09 12:05 | close | 8 | 0.55 | 1.55679 | 1.57112 | 1.51112 | 238.15 | 11154.84 |
| 33 | 2010.02.09 12:10 | buy | 9 | 0.56 | 1.55779 | 0.00000 | 0.00000 | ||
| 34 | 2010.02.09 12:15 | modify | 9 | 0.56 | 1.55779 | 1.54779 | 0.00000 | ||
| 35 | 2010.02.09 12:15 | modify | 9 | 0.56 | 1.55779 | 1.54779 | 1.60779 | ||
| 36 | 2010.02.09 18:55 | close | 9 | 0.56 | 1.56893 | 1.54779 | 1.60779 | 623.84 | 11778.68 |
| 37 | 2010.02.09 19:00 | sell | 10 | 0.59 | 1.57009 | 0.00000 | 0.00000 | ||
| 38 | 2010.02.09 19:05 | modify | 10 | 0.59 | 1.57009 | 1.58009 | 0.00000 | ||
| 39 | 2010.02.09 19:05 | modify | 10 | 0.59 | 1.57009 | 1.58009 | 1.52009 | ||
| 40 | 2010.02.10 04:30 | close | 10 | 0.59 | 1.56843 | 1.58009 | 1.52009 | 96.47 | 11875.15 |
| 41 | 2010.02.10 04:35 | buy | 11 | 0.59 | 1.56743 | 0.00000 | 0.00000 | ||
| 42 | 2010.02.10 04:40 | modify | 11 | 0.59 | 1.56743 | 1.55743 | 0.00000 | ||
| 43 | 2010.02.10 04:40 | modify | 11 | 0.59 | 1.56743 | 1.55743 | 1.61743 | ||
| 44 | 2010.02.10 11:15 | close | 11 | 0.59 | 1.57499 | 1.55743 | 1.61743 | 446.04 | 12321.19 |
| 45 | 2010.02.10 11:20 | sell | 12 | 0.62 | 1.57481 | 0.00000 | 0.00000 | ||
| 46 | 2010.02.10 11:25 | modify | 12 | 0.62 | 1.57481 | 1.58481 | 0.00000 | ||
| 47 | 2010.02.10 11:25 | modify | 12 | 0.62 | 1.57481 | 1.58481 | 1.52481 | ||
| 48 | 2010.02.10 17:40 | close | 12 | 0.62 | 1.55996 | 1.58481 | 1.52481 | 920.70 | 13241.89 |
| 49 | 2010.02.10 22:40 | buy | 13 | 0.66 | 1.55933 | 0.00000 | 0.00000 | ||
| 50 | 2010.02.10 22:45 | modify | 13 | 0.66 | 1.55933 | 1.54933 | 0.00000 | ||
| 51 | 2010.02.10 22:45 | modify | 13 | 0.66 | 1.55933 | 1.54933 | 1.60933 | ||
| 52 | 2010.02.11 01:40 | close | 13 | 0.66 | 1.56243 | 1.54933 | 1.60933 | 204.80 | 13446.69 |
| 53 | 2010.02.11 01:45 | sell | 14 | 0.67 | 1.56301 | 0.00000 | 0.00000 | ||
| 54 | 2010.02.11 01:50 | modify | 14 | 0.67 | 1.56301 | 1.57301 | 0.00000 | ||
| 55 | 2010.02.11 01:50 | modify | 14 | 0.67 | 1.56301 | 1.57301 | 1.51301 | ||
| 56 | 2010.02.11 10:35 | close | 14 | 0.67 | 1.55719 | 1.57301 | 1.51301 | 389.94 | 13836.63 |
| 57 | 2010.02.11 10:40 | buy | 15 | 0.69 | 1.55796 | 0.00000 | 0.00000 | ||
| 58 | 2010.02.11 10:45 | modify | 15 | 0.69 | 1.55796 | 1.54796 | 0.00000 | ||
| 59 | 2010.02.11 10:45 | modify | 15 | 0.69 | 1.55796 | 1.54796 | 1.60796 | ||
| 60 | 2010.02.11 19:20 | close | 15 | 0.69 | 1.56823 | 1.54796 | 1.60796 | 708.63 | 14545.26 |
| 61 | 2010.02.11 19:25 | sell | 16 | 0.73 | 1.56965 | 0.00000 | 0.00000 | ||
| 62 | 2010.02.11 19:30 | modify | 16 | 0.73 | 1.56965 | 1.57965 | 0.00000 | ||
| 63 | 2010.02.11 19:30 | modify | 16 | 0.73 | 1.56965 | 1.57965 | 1.51965 | ||
| 64 | 2010.02.12 13:10 | close | 16 | 0.73 | 1.56245 | 1.57965 | 1.51965 | 523.77 | 15069.03 |
| 65 | 2010.02.12 13:15 | buy | 17 | 0.75 | 1.56270 | 0.00000 | 0.00000 | ||
| 66 | 2010.02.12 13:20 | modify | 17 | 0.75 | 1.56270 | 1.55270 | 0.00000 | ||
| 67 | 2010.02.12 13:20 | modify | 17 | 0.75 | 1.56270 | 1.55270 | 1.61270 | ||
| 68 | 2010.02.12 19:00 | close | 17 | 0.75 | 1.56681 | 1.55270 | 1.61270 | 308.25 | 15377.28 |
| 69 | 2010.02.12 19:05 | sell | 18 | 0.77 | 1.56706 | 0.00000 | 0.00000 | ||
| 70 | 2010.02.12 19:10 | modify | 18 | 0.77 | 1.56706 | 1.57706 | 0.00000 | ||
| 71 | 2010.02.12 19:10 | modify | 18 | 0.77 | 1.56706 | 1.57706 | 1.51706 | ||
| 72 | 2010.02.15 06:45 | close | 18 | 0.77 | 1.56567 | 1.57706 | 1.51706 | 105.11 | 15482.39 |
| 73 | 2010.02.15 08:25 | buy | 19 | 0.77 | 1.56296 | 0.00000 | 0.00000 | ||
| 74 | 2010.02.15 08:30 | modify | 19 | 0.77 | 1.56296 | 1.55296 | 0.00000 | ||
| 75 | 2010.02.15 08:30 | modify | 19 | 0.77 | 1.56296 | 1.55296 | 1.61296 | ||
| 76 | 2010.02.15 11:25 | close | 19 | 0.77 | 1.56759 | 1.55296 | 1.61296 | 356.51 | 15838.90 |
| 77 | 2010.02.15 11:30 | sell | 20 | 0.79 | 1.56750 | 0.00000 | 0.00000 | ||
| 78 | 2010.02.15 11:35 | modify | 20 | 0.79 | 1.56750 | 1.57750 | 0.00000 | ||
| 79 | 2010.02.15 11:35 | modify | 20 | 0.79 | 1.56750 | 1.57750 | 1.51750 | ||
| 80 | 2010.02.16 14:45 | close | 20 | 0.79 | 1.56834 | 1.57750 | 1.51750 | -68.33 | 15770.56 |
| 81 | 2010.02.16 14:50 | buy | 21 | 0.79 | 1.56780 | 0.00000 | 0.00000 | ||
| 82 | 2010.02.16 14:55 | modify | 21 | 0.79 | 1.56780 | 1.55780 | 0.00000 | ||
| 83 | 2010.02.16 14:55 | modify | 21 | 0.79 | 1.56780 | 1.55780 | 1.61780 | ||
| 84 | 2010.02.16 19:45 | close | 21 | 0.79 | 1.57849 | 1.55780 | 1.61780 | 844.51 | 16615.07 |
| 85 | 2010.02.16 23:00 | sell | 22 | 0.83 | 1.57913 | 0.00000 | 0.00000 | ||
| 86 | 2010.02.16 23:05 | modify | 22 | 0.83 | 1.57913 | 1.58913 | 0.00000 | ||
| 87 | 2010.02.16 23:05 | modify | 22 | 0.83 | 1.57913 | 1.58913 | 1.52913 | ||
| 88 | 2010.02.17 03:20 | close | 22 | 0.83 | 1.57749 | 1.58913 | 1.52913 | 134.05 | 16749.11 |
| 89 | 2010.02.17 03:25 | buy | 23 | 0.84 | 1.57735 | 0.00000 | 0.00000 | ||
| 90 | 2010.02.17 03:30 | modify | 23 | 0.84 | 1.57735 | 1.56735 | 0.00000 | ||
| 91 | 2010.02.17 03:30 | modify | 23 | 0.84 | 1.57735 | 1.56735 | 1.62735 | ||
| 92 | 2010.02.17 09:45 | close | 23 | 0.84 | 1.58009 | 1.56735 | 1.62735 | 230.16 | 16979.27 |
| 93 | 2010.02.17 09:50 | sell | 24 | 0.85 | 1.58054 | 0.00000 | 0.00000 | ||
| 94 | 2010.02.17 09:55 | modify | 24 | 0.85 | 1.58054 | 1.59054 | 0.00000 | ||
| 95 | 2010.02.17 09:55 | modify | 24 | 0.85 | 1.58054 | 1.59054 | 1.53054 | ||
| 96 | 2010.02.17 13:10 | close | 24 | 0.85 | 1.57710 | 1.59054 | 1.53054 | 292.40 | 17271.67 |
| 97 | 2010.02.17 18:00 | buy | 25 | 0.86 | 1.57063 | 0.00000 | 0.00000 | ||
| 98 | 2010.02.17 18:05 | modify | 25 | 0.86 | 1.57063 | 1.56063 | 0.00000 | ||
| 99 | 2010.02.17 18:05 | modify | 25 | 0.86 | 1.57063 | 1.56063 | 1.62063 | ||
| 100 | 2010.02.18 09:20 | s/l | 25 | 0.86 | 1.56063 | 1.56063 | 1.62063 | -859.74 | 16411.93 |
| 101 | 2010.02.19 16:05 | sell | 26 | 0.82 | 1.54071 | 0.00000 | 0.00000 | ||
| 102 | 2010.02.19 16:10 | modify | 26 | 0.82 | 1.54071 | 1.55071 | 0.00000 | ||
| 103 | 2010.02.19 16:10 | modify | 26 | 0.82 | 1.54071 | 1.55071 | 1.49071 | ||
| 104 | 2010.02.22 08:30 | close | 26 | 0.82 | 1.54808 | 1.55071 | 1.49071 | -606.39 | 15805.54 |
| 105 | 2010.02.22 19:50 | buy | 27 | 0.79 | 1.54803 | 0.00000 | 0.00000 | ||
| 106 | 2010.02.22 19:55 | modify | 27 | 0.79 | 1.54803 | 1.53803 | 0.00000 | ||
| 107 | 2010.02.22 19:55 | modify | 27 | 0.79 | 1.54803 | 1.53803 | 1.59803 | ||
| 108 | 2010.02.23 06:30 | close | 27 | 0.79 | 1.55277 | 1.53803 | 1.59803 | 374.54 | 16180.08 |
| 109 | 2010.02.23 06:35 | sell | 28 | 0.81 | 1.55291 | 0.00000 | 0.00000 | ||
| 110 | 2010.02.23 06:40 | modify | 28 | 0.81 | 1.55291 | 1.56291 | 0.00000 | ||
| 111 | 2010.02.23 06:40 | modify | 28 | 0.81 | 1.55291 | 1.56291 | 1.50291 | ||
| 112 | 2010.02.23 12:30 | close | 28 | 0.81 | 1.54138 | 1.56291 | 1.50291 | 933.93 | 17114.01 |
| 113 | 2010.02.24 15:35 | buy | 29 | 0.86 | 1.54251 | 0.00000 | 0.00000 | ||
| 114 | 2010.02.24 15:40 | modify | 29 | 0.86 | 1.54251 | 1.53251 | 0.00000 | ||
| 115 | 2010.02.24 15:40 | modify | 29 | 0.86 | 1.54251 | 1.53251 | 1.59251 | ||
| 116 | 2010.02.25 01:20 | close | 29 | 0.86 | 1.54078 | 1.53251 | 1.59251 | -148.52 | 16965.49 |