| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.05.01 00:00 - 2009.05.29 22:55 (2009.05.01 - 2009.06.01) | ||||
| 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=62; BarsBack2=219; | ||||
| Bars in test | 6977 | Ticks modelled | 1373531 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5392.21 | Gross profit | 8924.75 | Gross loss | -3532.54 |
| Profit factor | 2.53 | Expected payoff | 283.80 | ||
| Absolute drawdown | 424.10 | Maximal drawdown | 1586.80 (9.78%) | Relative drawdown | 9.78% (1586.80) |
| Total trades | 19 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 9 (100.00%) |
| Profit trades (% of total) | 14 (73.68%) | Loss trades (% of total) | 5 (26.32%) | ||
| Largest | profit trade | 1053.28 | loss trade | -810.00 | |
| Average | profit trade | 637.48 | loss trade | -706.51 | |
| Maximum | consecutive wins (profit in money) | 5 (3918.32) | consecutive losses (loss in money) | 1 (-810.00) | |
| Maximal | consecutive profit (count of wins) | 3918.32 (5) | consecutive loss (count of losses) | -810.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.05.01 13:20 | sell | 1 | 0.50 | 1.48969 | 0.00000 | 0.00000 | ||
| 2 | 2009.05.01 13:25 | modify | 1 | 0.50 | 1.48969 | 1.49969 | 0.00000 | ||
| 3 | 2009.05.01 13:25 | modify | 1 | 0.50 | 1.48969 | 1.49969 | 1.43969 | ||
| 4 | 2009.05.04 14:30 | close | 1 | 0.50 | 1.48592 | 1.49969 | 1.43969 | 187.90 | 10187.90 |
| 5 | 2009.05.04 14:35 | buy | 2 | 0.51 | 1.48673 | 0.00000 | 0.00000 | ||
| 6 | 2009.05.04 14:40 | modify | 2 | 0.51 | 1.48673 | 1.47673 | 0.00000 | ||
| 7 | 2009.05.04 14:40 | modify | 2 | 0.51 | 1.48673 | 1.47673 | 1.53673 | ||
| 8 | 2009.05.04 23:10 | close | 2 | 0.51 | 1.50180 | 1.47673 | 1.53673 | 768.57 | 10956.47 |
| 9 | 2009.05.04 23:50 | sell | 3 | 0.55 | 1.50263 | 0.00000 | 0.00000 | ||
| 10 | 2009.05.04 23:55 | modify | 3 | 0.55 | 1.50263 | 1.51263 | 0.00000 | ||
| 11 | 2009.05.04 23:55 | modify | 3 | 0.55 | 1.50263 | 1.51263 | 1.45263 | ||
| 12 | 2009.05.05 13:05 | s/l | 3 | 0.55 | 1.51263 | 1.51263 | 1.45263 | -550.66 | 10405.81 |
| 13 | 2009.05.06 04:30 | buy | 4 | 0.52 | 1.50209 | 0.00000 | 0.00000 | ||
| 14 | 2009.05.06 04:35 | modify | 4 | 0.52 | 1.50209 | 1.49209 | 0.00000 | ||
| 15 | 2009.05.06 04:35 | modify | 4 | 0.52 | 1.50209 | 1.49209 | 1.55209 | ||
| 16 | 2009.05.06 21:30 | close | 4 | 0.52 | 1.51227 | 1.49209 | 1.55209 | 529.36 | 10935.17 |
| 17 | 2009.05.06 21:35 | sell | 5 | 0.55 | 1.51248 | 0.00000 | 0.00000 | ||
| 18 | 2009.05.06 21:40 | modify | 5 | 0.55 | 1.51248 | 1.52248 | 0.00000 | ||
| 19 | 2009.05.06 21:40 | modify | 5 | 0.55 | 1.51248 | 1.52248 | 1.46248 | ||
| 20 | 2009.05.07 17:40 | close | 5 | 0.55 | 1.50150 | 1.52248 | 1.46248 | 601.92 | 11537.09 |
| 21 | 2009.05.07 17:45 | buy | 6 | 0.58 | 1.50135 | 0.00000 | 0.00000 | ||
| 22 | 2009.05.07 17:50 | modify | 6 | 0.58 | 1.50135 | 1.49135 | 0.00000 | ||
| 23 | 2009.05.07 17:50 | modify | 6 | 0.58 | 1.50135 | 1.49135 | 1.55135 | ||
| 24 | 2009.05.08 14:40 | close | 6 | 0.58 | 1.50945 | 1.49135 | 1.55135 | 470.32 | 12007.41 |
| 25 | 2009.05.08 14:45 | sell | 7 | 0.60 | 1.50878 | 0.00000 | 0.00000 | ||
| 26 | 2009.05.08 14:50 | modify | 7 | 0.60 | 1.50878 | 1.51878 | 0.00000 | ||
| 27 | 2009.05.08 14:50 | modify | 7 | 0.60 | 1.50878 | 1.51878 | 1.45878 | ||
| 28 | 2009.05.08 20:40 | s/l | 7 | 0.60 | 1.51878 | 1.51878 | 1.45878 | -600.00 | 11407.41 |
| 29 | 2009.05.11 16:15 | buy | 8 | 0.57 | 1.50992 | 0.00000 | 0.00000 | ||
| 30 | 2009.05.11 16:20 | modify | 8 | 0.57 | 1.50992 | 1.49992 | 0.00000 | ||
| 31 | 2009.05.11 16:20 | modify | 8 | 0.57 | 1.50992 | 1.49992 | 1.55992 | ||
| 32 | 2009.05.12 12:45 | close | 8 | 0.57 | 1.52815 | 1.49992 | 1.55992 | 1039.62 | 12447.04 |
| 33 | 2009.05.12 12:50 | sell | 9 | 0.62 | 1.52827 | 0.00000 | 0.00000 | ||
| 34 | 2009.05.12 12:55 | modify | 9 | 0.62 | 1.52827 | 1.53827 | 0.00000 | ||
| 35 | 2009.05.12 12:55 | modify | 9 | 0.62 | 1.52827 | 1.53827 | 1.47827 | ||
| 36 | 2009.05.13 14:35 | close | 9 | 0.62 | 1.51234 | 1.53827 | 1.47827 | 986.92 | 13433.95 |
| 37 | 2009.05.13 14:40 | buy | 10 | 0.67 | 1.51068 | 0.00000 | 0.00000 | ||
| 38 | 2009.05.13 14:45 | modify | 10 | 0.67 | 1.51068 | 1.50068 | 0.00000 | ||
| 39 | 2009.05.13 14:45 | modify | 10 | 0.67 | 1.51068 | 1.50068 | 1.56068 | ||
| 40 | 2009.05.14 20:05 | close | 10 | 0.67 | 1.52042 | 1.50068 | 1.56068 | 654.39 | 14088.34 |
| 41 | 2009.05.14 21:00 | sell | 11 | 0.70 | 1.52321 | 0.00000 | 0.00000 | ||
| 42 | 2009.05.14 21:05 | modify | 11 | 0.70 | 1.52321 | 1.53321 | 0.00000 | ||
| 43 | 2009.05.14 21:05 | modify | 11 | 0.70 | 1.52321 | 1.53321 | 1.47321 | ||
| 44 | 2009.05.15 12:50 | close | 11 | 0.70 | 1.51696 | 1.53321 | 1.47321 | 436.66 | 14525.00 |
| 45 | 2009.05.15 12:55 | buy | 12 | 0.73 | 1.51752 | 0.00000 | 0.00000 | ||
| 46 | 2009.05.15 13:00 | modify | 12 | 0.73 | 1.51752 | 1.50752 | 0.00000 | ||
| 47 | 2009.05.15 13:00 | modify | 12 | 0.73 | 1.51752 | 1.50752 | 1.56752 | ||
| 48 | 2009.05.18 14:25 | close | 12 | 0.73 | 1.52848 | 1.50752 | 1.56752 | 800.74 | 15325.74 |
| 49 | 2009.05.18 14:30 | sell | 13 | 0.77 | 1.52794 | 0.00000 | 0.00000 | ||
| 50 | 2009.05.18 14:35 | modify | 13 | 0.77 | 1.52794 | 1.53794 | 0.00000 | ||
| 51 | 2009.05.18 14:35 | modify | 13 | 0.77 | 1.52794 | 1.53794 | 1.47794 | ||
| 52 | 2009.05.19 08:32 | s/l | 13 | 0.77 | 1.53794 | 1.53794 | 1.47794 | -770.92 | 14554.81 |
| 53 | 2009.05.25 10:45 | buy | 14 | 0.73 | 1.58709 | 0.00000 | 0.00000 | ||
| 54 | 2009.05.25 10:50 | modify | 14 | 0.73 | 1.58709 | 1.57709 | 0.00000 | ||
| 55 | 2009.05.25 10:50 | modify | 14 | 0.73 | 1.58709 | 1.57709 | 1.63709 | ||
| 56 | 2009.05.25 21:40 | close | 14 | 0.73 | 1.59101 | 1.57709 | 1.63709 | 286.16 | 14840.97 |
| 57 | 2009.05.25 21:46 | sell | 15 | 0.74 | 1.59106 | 0.00000 | 0.00000 | ||
| 58 | 2009.05.25 21:50 | modify | 15 | 0.74 | 1.59106 | 1.60106 | 0.00000 | ||
| 59 | 2009.05.25 21:50 | modify | 15 | 0.74 | 1.59106 | 1.60106 | 1.54106 | ||
| 60 | 2009.05.26 09:55 | close | 15 | 0.74 | 1.58508 | 1.60106 | 1.54106 | 441.63 | 15282.60 |
| 61 | 2009.05.26 10:00 | buy | 16 | 0.76 | 1.58436 | 0.00000 | 0.00000 | ||
| 62 | 2009.05.26 10:05 | modify | 16 | 0.76 | 1.58436 | 1.57436 | 0.00000 | ||
| 63 | 2009.05.26 10:05 | modify | 16 | 0.76 | 1.58436 | 1.57436 | 1.63436 | ||
| 64 | 2009.05.26 20:50 | close | 16 | 0.76 | 1.59314 | 1.57436 | 1.63436 | 667.28 | 15949.88 |
| 65 | 2009.05.26 20:55 | sell | 17 | 0.80 | 1.59200 | 0.00000 | 0.00000 | ||
| 66 | 2009.05.26 21:00 | modify | 17 | 0.80 | 1.59200 | 1.60200 | 0.00000 | ||
| 67 | 2009.05.26 21:00 | modify | 17 | 0.80 | 1.59200 | 1.60200 | 1.54200 | ||
| 68 | 2009.05.27 11:18 | s/l | 17 | 0.80 | 1.60200 | 1.60200 | 1.54200 | -800.96 | 15148.92 |
| 69 | 2009.05.28 06:10 | buy | 18 | 0.76 | 1.59200 | 0.00000 | 0.00000 | ||
| 70 | 2009.05.28 06:15 | modify | 18 | 0.76 | 1.59200 | 1.58200 | 0.00000 | ||
| 71 | 2009.05.28 06:15 | modify | 18 | 0.76 | 1.59200 | 1.58200 | 1.64200 | ||
| 72 | 2009.05.29 09:10 | close | 18 | 0.76 | 1.60585 | 1.58200 | 1.64200 | 1053.28 | 16202.21 |
| 73 | 2009.05.29 09:20 | sell | 19 | 0.81 | 1.60544 | 0.00000 | 0.00000 | ||
| 74 | 2009.05.29 09:25 | modify | 19 | 0.81 | 1.60544 | 1.61544 | 0.00000 | ||
| 75 | 2009.05.29 09:25 | modify | 19 | 0.81 | 1.60544 | 1.61544 | 1.55544 | ||
| 76 | 2009.05.29 12:38 | s/l | 19 | 0.81 | 1.61544 | 1.61544 | 1.55544 | -810.00 | 15392.21 |