| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.09.01 00:00 - 2009.09.30 23:55 (2009.09.01 - 2009.10.01) | ||||
| 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=125; BarsBack2=261; | ||||
| Bars in test | 7287 | Ticks modelled | 1064690 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3610.40 | Gross profit | 6453.10 | Gross loss | -2842.71 |
| Profit factor | 2.27 | Expected payoff | 277.72 | ||
| Absolute drawdown | 93.00 | Maximal drawdown | 2461.04 (15.31%) | Relative drawdown | 15.31% (2461.04) |
| Total trades | 13 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 9 (69.23%) | Loss trades (% of total) | 4 (30.77%) | ||
| Largest | profit trade | 1295.82 | loss trade | -790.00 | |
| Average | profit trade | 717.01 | loss trade | -710.68 | |
| Maximum | consecutive wins (profit in money) | 7 (4801.56) | consecutive losses (loss in money) | 3 (-2260.79) | |
| Maximal | consecutive profit (count of wins) | 4801.56 (7) | consecutive loss (count of losses) | -2260.79 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.09.01 09:40 | sell | 1 | 0.50 | 1.63606 | 0.00000 | 0.00000 | ||
| 2 | 2009.09.01 09:45 | modify | 1 | 0.50 | 1.63606 | 1.64606 | 0.00000 | ||
| 3 | 2009.09.01 09:45 | modify | 1 | 0.50 | 1.63606 | 1.64606 | 1.58606 | ||
| 4 | 2009.09.01 20:05 | close | 1 | 0.50 | 1.61516 | 1.64606 | 1.58606 | 1045.00 | 11045.00 |
| 5 | 2009.09.01 20:10 | buy | 2 | 0.55 | 1.61476 | 0.00000 | 0.00000 | ||
| 6 | 2009.09.01 20:15 | modify | 2 | 0.55 | 1.61476 | 1.60476 | 0.00000 | ||
| 7 | 2009.09.01 20:15 | modify | 2 | 0.55 | 1.61476 | 1.60476 | 1.66476 | ||
| 8 | 2009.09.02 18:10 | close | 2 | 0.55 | 1.62578 | 1.60476 | 1.66476 | 606.54 | 11651.54 |
| 9 | 2009.09.02 18:15 | sell | 3 | 0.58 | 1.62525 | 0.00000 | 0.00000 | ||
| 10 | 2009.09.02 18:20 | modify | 3 | 0.58 | 1.62525 | 1.63525 | 0.00000 | ||
| 11 | 2009.09.02 18:20 | modify | 3 | 0.58 | 1.62525 | 1.63525 | 1.57525 | ||
| 12 | 2009.09.03 10:41 | s/l | 3 | 0.58 | 1.63525 | 1.63525 | 1.57525 | -581.91 | 11069.63 |
| 13 | 2009.09.07 23:30 | buy | 4 | 0.55 | 1.63521 | 0.00000 | 0.00000 | ||
| 14 | 2009.09.07 23:35 | modify | 4 | 0.55 | 1.63521 | 1.62521 | 0.00000 | ||
| 15 | 2009.09.07 23:35 | modify | 4 | 0.55 | 1.63521 | 1.62521 | 1.68521 | ||
| 16 | 2009.09.08 14:30 | close | 4 | 0.55 | 1.65542 | 1.62521 | 1.68521 | 1111.99 | 12181.62 |
| 17 | 2009.09.08 14:35 | sell | 5 | 0.61 | 1.65583 | 0.00000 | 0.00000 | ||
| 18 | 2009.09.08 14:40 | modify | 5 | 0.61 | 1.65583 | 1.66583 | 0.00000 | ||
| 19 | 2009.09.08 14:40 | modify | 5 | 0.61 | 1.65583 | 1.66583 | 1.60583 | ||
| 20 | 2009.09.10 12:40 | close | 5 | 0.61 | 1.65099 | 1.66583 | 1.60583 | 292.56 | 12474.17 |
| 21 | 2009.09.10 12:45 | buy | 6 | 0.62 | 1.65193 | 0.00000 | 0.00000 | ||
| 22 | 2009.09.10 12:50 | modify | 6 | 0.62 | 1.65193 | 1.64193 | 0.00000 | ||
| 23 | 2009.09.10 12:50 | modify | 6 | 0.62 | 1.65193 | 1.64193 | 1.70193 | ||
| 24 | 2009.09.10 20:50 | close | 6 | 0.62 | 1.66665 | 1.64193 | 1.70193 | 912.64 | 13386.81 |
| 25 | 2009.09.10 20:55 | sell | 7 | 0.67 | 1.66651 | 0.00000 | 0.00000 | ||
| 26 | 2009.09.10 21:00 | modify | 7 | 0.67 | 1.66651 | 1.67651 | 0.00000 | ||
| 27 | 2009.09.10 21:00 | modify | 7 | 0.67 | 1.66651 | 1.67651 | 1.61651 | ||
| 28 | 2009.09.14 03:25 | close | 7 | 0.67 | 1.66137 | 1.67651 | 1.61651 | 342.91 | 13729.72 |
| 29 | 2009.09.14 03:30 | buy | 8 | 0.69 | 1.66071 | 0.00000 | 0.00000 | ||
| 30 | 2009.09.14 03:35 | modify | 8 | 0.69 | 1.66071 | 1.65071 | 0.00000 | ||
| 31 | 2009.09.14 03:35 | modify | 8 | 0.69 | 1.66071 | 1.65071 | 1.71071 | ||
| 32 | 2009.09.15 03:15 | close | 8 | 0.69 | 1.66126 | 1.65071 | 1.71071 | 38.50 | 13768.22 |
| 33 | 2009.09.15 03:20 | sell | 9 | 0.69 | 1.66169 | 0.00000 | 0.00000 | ||
| 34 | 2009.09.15 03:25 | modify | 9 | 0.69 | 1.66169 | 1.67169 | 0.00000 | ||
| 35 | 2009.09.15 03:25 | modify | 9 | 0.69 | 1.66169 | 1.67169 | 1.61169 | ||
| 36 | 2009.09.15 18:30 | close | 9 | 0.69 | 1.64291 | 1.67169 | 1.61169 | 1295.82 | 15064.04 |
| 37 | 2009.09.15 18:35 | buy | 10 | 0.75 | 1.64324 | 0.00000 | 0.00000 | ||
| 38 | 2009.09.15 18:40 | modify | 10 | 0.75 | 1.64324 | 1.63324 | 0.00000 | ||
| 39 | 2009.09.15 18:40 | modify | 10 | 0.75 | 1.64324 | 1.63324 | 1.69324 | ||
| 40 | 2009.09.17 13:15 | close | 10 | 0.75 | 1.65397 | 1.63324 | 1.69324 | 807.15 | 15871.19 |
| 41 | 2009.09.22 03:50 | sell | 11 | 0.79 | 1.62387 | 0.00000 | 0.00000 | ||
| 42 | 2009.09.22 03:55 | modify | 11 | 0.79 | 1.62387 | 1.63387 | 0.00000 | ||
| 43 | 2009.09.22 03:55 | modify | 11 | 0.79 | 1.62387 | 1.63387 | 1.57387 | ||
| 44 | 2009.09.22 10:31 | s/l | 11 | 0.79 | 1.63387 | 1.63387 | 1.57387 | -790.00 | 15081.19 |
| 45 | 2009.09.24 05:50 | buy | 12 | 0.75 | 1.63551 | 0.00000 | 0.00000 | ||
| 46 | 2009.09.24 05:55 | modify | 12 | 0.75 | 1.63551 | 1.62551 | 0.00000 | ||
| 47 | 2009.09.24 05:55 | modify | 12 | 0.75 | 1.63551 | 1.62551 | 1.68551 | ||
| 48 | 2009.09.24 09:53 | s/l | 12 | 0.75 | 1.62551 | 1.62551 | 1.68551 | -750.00 | 14331.19 |
| 49 | 2009.09.29 06:15 | sell | 13 | 0.72 | 1.59177 | 0.00000 | 0.00000 | ||
| 50 | 2009.09.29 06:20 | modify | 13 | 0.72 | 1.59177 | 1.60177 | 0.00000 | ||
| 51 | 2009.09.29 06:20 | modify | 13 | 0.72 | 1.59177 | 1.60177 | 1.54177 | ||
| 52 | 2009.09.30 04:02 | s/l | 13 | 0.72 | 1.60177 | 1.60177 | 1.54177 | -720.79 | 13610.40 |