| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.07.01 00:00 - 2009.07.31 22:55 (2009.07.01 - 2009.08.01) | ||||
| 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=490; | ||||
| Bars in test | 7560 | Ticks modelled | 1503420 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5248.13 | Gross profit | 7027.33 | Gross loss | -1779.20 |
| Profit factor | 3.95 | Expected payoff | 524.81 | ||
| Absolute drawdown | 1367.55 | Maximal drawdown | 1796.55 (17.23%) | Relative drawdown | 17.23% (1796.55) |
| Total trades | 10 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 7 (70.00%) | Loss trades (% of total) | 3 (30.00%) | ||
| Largest | profit trade | 1307.12 | loss trade | -800.00 | |
| Average | profit trade | 1003.90 | loss trade | -593.07 | |
| Maximum | consecutive wins (profit in money) | 7 (7027.33) | consecutive losses (loss in money) | 2 (-979.20) | |
| Maximal | consecutive profit (count of wins) | 7027.33 (7) | consecutive loss (count of losses) | -979.20 (2) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.07.02 10:20 | buy | 1 | 0.50 | 1.63456 | 0.00000 | 0.00000 | ||
| 2 | 2009.07.02 10:25 | modify | 1 | 0.50 | 1.63456 | 1.62456 | 0.00000 | ||
| 3 | 2009.07.02 10:25 | modify | 1 | 0.50 | 1.63456 | 1.62456 | 1.68456 | ||
| 4 | 2009.07.06 08:17 | s/l | 1 | 0.50 | 1.62456 | 1.62456 | 1.68456 | -499.20 | 9500.80 |
| 5 | 2009.07.09 12:25 | sell | 2 | 0.48 | 1.61949 | 0.00000 | 0.00000 | ||
| 6 | 2009.07.09 12:30 | modify | 2 | 0.48 | 1.61949 | 1.62949 | 0.00000 | ||
| 7 | 2009.07.09 12:30 | modify | 2 | 0.48 | 1.61949 | 1.62949 | 1.56949 | ||
| 8 | 2009.07.09 17:44 | s/l | 2 | 0.48 | 1.62949 | 1.62949 | 1.56949 | -480.00 | 9020.80 |
| 9 | 2009.07.13 07:30 | buy | 3 | 0.45 | 1.61189 | 0.00000 | 0.00000 | ||
| 10 | 2009.07.13 07:35 | modify | 3 | 0.45 | 1.61189 | 1.60189 | 0.00000 | ||
| 11 | 2009.07.13 07:35 | modify | 3 | 0.45 | 1.61189 | 1.60189 | 1.66189 | ||
| 12 | 2009.07.15 08:45 | close | 3 | 0.45 | 1.63748 | 1.60189 | 1.66189 | 1152.27 | 10173.07 |
| 13 | 2009.07.15 08:50 | sell | 4 | 0.51 | 1.63934 | 0.00000 | 0.00000 | ||
| 14 | 2009.07.15 08:55 | modify | 4 | 0.51 | 1.63934 | 1.64934 | 0.00000 | ||
| 15 | 2009.07.15 08:55 | modify | 4 | 0.51 | 1.63934 | 1.64934 | 1.58934 | ||
| 16 | 2009.07.17 09:30 | close | 4 | 0.51 | 1.63192 | 1.64934 | 1.58934 | 376.18 | 10549.25 |
| 17 | 2009.07.17 09:35 | buy | 5 | 0.53 | 1.63129 | 0.00000 | 0.00000 | ||
| 18 | 2009.07.17 09:40 | modify | 5 | 0.53 | 1.63129 | 1.62129 | 0.00000 | ||
| 19 | 2009.07.17 09:40 | modify | 5 | 0.53 | 1.63129 | 1.62129 | 1.68129 | ||
| 20 | 2009.07.20 10:35 | close | 5 | 0.53 | 1.64976 | 1.62129 | 1.68129 | 979.33 | 11528.58 |
| 21 | 2009.07.20 10:40 | sell | 6 | 0.58 | 1.64935 | 0.00000 | 0.00000 | ||
| 22 | 2009.07.20 10:45 | modify | 6 | 0.58 | 1.64935 | 1.65935 | 0.00000 | ||
| 23 | 2009.07.20 10:45 | modify | 6 | 0.58 | 1.64935 | 1.65935 | 1.59935 | ||
| 24 | 2009.07.22 09:35 | close | 6 | 0.58 | 1.63184 | 1.65935 | 1.59935 | 1014.30 | 12542.88 |
| 25 | 2009.07.22 09:40 | buy | 7 | 0.63 | 1.63290 | 0.00000 | 0.00000 | ||
| 26 | 2009.07.22 09:45 | modify | 7 | 0.63 | 1.63290 | 1.62290 | 0.00000 | ||
| 27 | 2009.07.22 09:45 | modify | 7 | 0.63 | 1.63290 | 1.62290 | 1.68290 | ||
| 28 | 2009.07.28 08:25 | close | 7 | 0.63 | 1.65360 | 1.62290 | 1.68290 | 1307.12 | 13850.01 |
| 29 | 2009.07.28 08:30 | sell | 8 | 0.69 | 1.65394 | 0.00000 | 0.00000 | ||
| 30 | 2009.07.28 08:35 | modify | 8 | 0.69 | 1.65394 | 1.66394 | 0.00000 | ||
| 31 | 2009.07.28 08:35 | modify | 8 | 0.69 | 1.65394 | 1.66394 | 1.60394 | ||
| 32 | 2009.07.29 09:00 | close | 8 | 0.69 | 1.63852 | 1.66394 | 1.60394 | 1063.22 | 14913.23 |
| 33 | 2009.07.29 09:05 | buy | 9 | 0.75 | 1.63905 | 0.00000 | 0.00000 | ||
| 34 | 2009.07.29 09:10 | modify | 9 | 0.75 | 1.63905 | 1.62905 | 0.00000 | ||
| 35 | 2009.07.29 09:10 | modify | 9 | 0.75 | 1.63905 | 1.62905 | 1.68905 | ||
| 36 | 2009.07.31 06:40 | close | 9 | 0.75 | 1.65415 | 1.62905 | 1.68905 | 1134.90 | 16048.13 |
| 37 | 2009.07.31 06:45 | sell | 10 | 0.80 | 1.65439 | 0.00000 | 0.00000 | ||
| 38 | 2009.07.31 06:50 | modify | 10 | 0.80 | 1.65439 | 1.66439 | 0.00000 | ||
| 39 | 2009.07.31 06:50 | modify | 10 | 0.80 | 1.65439 | 1.66439 | 1.60439 | ||
| 40 | 2009.07.31 17:21 | s/l | 10 | 0.80 | 1.66439 | 1.66439 | 1.60439 | -800.00 | 15248.13 |