| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2009.04.01 00:00 - 2009.04.30 23:55 (2009.04.01 - 2009.05.01) | ||||
| 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=5; BarsBack2=11; | ||||
| Bars in test | 7241 | Ticks modelled | 555556 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2700.85 | Gross profit | 3530.11 | Gross loss | -829.26 |
| Profit factor | 4.26 | Expected payoff | 337.61 | ||
| Absolute drawdown | 507.69 | Maximal drawdown | 720.25 (6.21%) | Relative drawdown | 6.59% (692.88) |
| Total trades | 8 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
| Largest | profit trade | 1243.56 | loss trade | -427.85 | |
| Average | profit trade | 588.35 | loss trade | -414.63 | |
| Maximum | consecutive wins (profit in money) | 4 (2792.53) | consecutive losses (loss in money) | 1 (-427.85) | |
| Maximal | consecutive profit (count of wins) | 2792.53 (4) | consecutive loss (count of losses) | -427.85 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.04.06 14:40 | sell | 1 | 0.50 | 1.23553 | 0.00000 | 0.00000 | ||
| 2 | 2009.04.06 14:45 | modify | 1 | 0.50 | 1.23553 | 1.24553 | 0.00000 | ||
| 3 | 2009.04.06 14:45 | modify | 1 | 0.50 | 1.23553 | 1.24553 | 1.18553 | ||
| 4 | 2009.04.07 02:00 | s/l | 1 | 0.50 | 1.24553 | 1.24553 | 1.18553 | -401.41 | 9598.59 |
| 5 | 2009.04.07 17:35 | buy | 2 | 0.48 | 1.23566 | 0.00000 | 0.00000 | ||
| 6 | 2009.04.07 17:40 | modify | 2 | 0.48 | 1.23566 | 1.22566 | 0.00000 | ||
| 7 | 2009.04.07 17:40 | modify | 2 | 0.48 | 1.23566 | 1.22566 | 1.28566 | ||
| 8 | 2009.04.08 03:10 | close | 2 | 0.48 | 1.23977 | 1.22566 | 1.28566 | 159.09 | 9757.68 |
| 9 | 2009.04.08 03:15 | sell | 3 | 0.49 | 1.24013 | 0.00000 | 0.00000 | ||
| 10 | 2009.04.08 03:20 | modify | 3 | 0.49 | 1.24013 | 1.25013 | 0.00000 | ||
| 11 | 2009.04.08 03:20 | modify | 3 | 0.49 | 1.24013 | 1.25013 | 1.19013 | ||
| 12 | 2009.04.09 15:05 | close | 3 | 0.49 | 1.22566 | 1.25013 | 1.19013 | 578.49 | 10336.17 |
| 13 | 2009.04.13 04:45 | buy | 4 | 0.52 | 1.22553 | 0.00000 | 0.00000 | ||
| 14 | 2009.04.13 04:51 | modify | 4 | 0.52 | 1.22553 | 1.21553 | 0.00000 | ||
| 15 | 2009.04.13 04:51 | modify | 4 | 0.52 | 1.22553 | 1.21553 | 1.27553 | ||
| 16 | 2009.04.14 13:03 | s/l | 4 | 0.52 | 1.21553 | 1.21553 | 1.27553 | -427.85 | 9908.32 |
| 17 | 2009.04.15 03:40 | sell | 5 | 0.50 | 1.21683 | 0.00000 | 0.00000 | ||
| 18 | 2009.04.15 03:45 | modify | 5 | 0.50 | 1.21683 | 1.22683 | 0.00000 | ||
| 19 | 2009.04.15 03:45 | modify | 5 | 0.50 | 1.21683 | 1.22683 | 1.16683 | ||
| 20 | 2009.04.16 21:30 | close | 5 | 0.50 | 1.20986 | 1.22683 | 1.16683 | 288.05 | 10196.37 |
| 21 | 2009.04.20 06:56 | buy | 6 | 0.51 | 1.21586 | 0.00000 | 0.00000 | ||
| 22 | 2009.04.20 07:00 | modify | 6 | 0.51 | 1.21586 | 1.20586 | 0.00000 | ||
| 23 | 2009.04.20 07:00 | modify | 6 | 0.51 | 1.21586 | 1.20586 | 1.26586 | ||
| 24 | 2009.04.22 15:20 | close | 6 | 0.51 | 1.24625 | 1.20586 | 1.26586 | 1243.56 | 11439.93 |
| 25 | 2009.04.27 20:00 | sell | 7 | 0.57 | 1.22071 | 0.00000 | 0.00000 | ||
| 26 | 2009.04.27 20:05 | modify | 7 | 0.57 | 1.22071 | 1.23071 | 0.00000 | ||
| 27 | 2009.04.27 20:05 | modify | 7 | 0.57 | 1.22071 | 1.23071 | 1.17071 | ||
| 28 | 2009.04.30 02:30 | close | 7 | 0.57 | 1.20055 | 1.23071 | 1.17071 | 957.16 | 12397.09 |
| 29 | 2009.04.30 09:50 | buy | 8 | 0.62 | 1.18817 | 0.00000 | 0.00000 | ||
| 30 | 2009.04.30 09:55 | modify | 8 | 0.62 | 1.18817 | 1.17817 | 0.00000 | ||
| 31 | 2009.04.30 09:55 | modify | 8 | 0.62 | 1.18817 | 1.17817 | 1.23817 | ||
| 32 | 2009.04.30 23:59 | close at stop | 8 | 0.62 | 1.19402 | 1.17817 | 1.23817 | 303.76 | 12700.85 |