Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		5 Minutes (M5) 2010.04.01 00:00 - 2010.04.30 22:55 (2010.04.01 - 2010.05.01)
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=13; BarsBack2=21;
Bars in test	7274	Ticks modelled	559067	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1960.74	Gross profit	3800.93	Gross loss	-1840.19
Profit factor	2.07	Expected payoff	75.41
Absolute drawdown	446.05	Maximal drawdown	911.76 (7.37%)	Relative drawdown	7.37% (911.76)
Total trades	26	Short positions (won %)	13 (84.62%)	Long positions (won %)	13 (61.54%)
		Profit trades (% of total)	19 (73.08%)	Loss trades (% of total)	7 (26.92%)
Largest		profit trade	829.19	loss trade	-607.83
Average		profit trade	200.05	loss trade	-262.88
Maximum		consecutive wins (profit in money)	8 (2173.39)	consecutive losses (loss in money)	1 (-607.83)
Maximal		consecutive profit (count of wins)	2173.39 (8)	consecutive loss (count of losses)	-607.83 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 02:35	buy	1	0.50	1.01386	0.00000	0.00000
2	2010.04.01 02:40	modify	1	0.50	1.01386	1.00386	0.00000
3	2010.04.01 02:40	modify	1	0.50	1.01386	1.00386	1.06386
4	2010.04.02 02:35	close	1	0.50	1.01041	1.00386	1.06386	-171.96	9828.04
5	2010.04.02 02:40	sell	2	0.49	1.01038	0.00000	0.00000
6	2010.04.02 02:45	modify	2	0.49	1.01038	1.02038	0.00000
7	2010.04.02 02:45	modify	2	0.49	1.01038	1.02038	0.96038
8	2010.04.02 15:05	close	2	0.49	1.00948	1.02038	0.96038	43.69	9871.73
9	2010.04.05 11:20	buy	3	0.49	1.00578	0.00000	0.00000
10	2010.04.05 11:25	modify	3	0.49	1.00578	0.99578	0.00000
11	2010.04.05 11:25	modify	3	0.49	1.00578	0.99578	1.05578
12	2010.04.05 22:00	close	3	0.49	1.00289	0.99578	1.05578	-141.20	9730.53
13	2010.04.06 02:45	sell	4	0.49	1.00300	0.00000	0.00000
14	2010.04.06 02:50	modify	4	0.49	1.00300	1.01300	0.00000
15	2010.04.06 02:50	modify	4	0.49	1.00300	1.01300	0.95300
16	2010.04.07 05:00	close	4	0.49	0.99969	1.01300	0.95300	162.29	9892.82
17	2010.04.07 05:10	buy	5	0.49	0.99975	0.00000	0.00000
18	2010.04.07 05:15	modify	5	0.49	0.99975	0.98975	0.00000
19	2010.04.07 05:15	modify	5	0.49	0.99975	0.98975	1.04975
20	2010.04.07 14:15	close	5	0.49	1.00178	0.98975	1.04975	99.29	9992.11
21	2010.04.07 14:20	sell	6	0.50	1.00185	0.00000	0.00000
22	2010.04.07 14:25	modify	6	0.50	1.00185	1.01185	0.00000
23	2010.04.07 14:25	modify	6	0.50	1.00185	1.01185	0.95185
24	2010.04.08 18:05	close	6	0.50	1.00270	1.01185	0.95185	-42.24	9949.87
25	2010.04.08 18:10	buy	7	0.50	1.00246	0.00000	0.00000
26	2010.04.08 18:15	modify	7	0.50	1.00246	0.99246	0.00000
27	2010.04.08 18:15	modify	7	0.50	1.00246	0.99246	1.05246
28	2010.04.12 13:40	close	7	0.50	1.00819	0.99246	1.05246	281.69	10231.56
29	2010.04.12 13:45	sell	8	0.51	1.00839	0.00000	0.00000
30	2010.04.12 13:50	modify	8	0.51	1.00839	1.01839	0.00000
31	2010.04.12 13:50	modify	8	0.51	1.00839	1.01839	0.95839
32	2010.04.12 17:20	close	8	0.51	1.00220	1.01839	0.95839	315.00	10546.56
33	2010.04.12 17:25	buy	9	0.53	1.00216	0.00000	0.00000
34	2010.04.12 17:30	modify	9	0.53	1.00216	0.99216	0.00000
35	2010.04.12 17:30	modify	9	0.53	1.00216	0.99216	1.05216
36	2010.04.12 20:50	close	9	0.53	1.00323	0.99216	1.05216	56.53	10603.09
37	2010.04.13 16:55	sell	10	0.53	1.00543	0.00000	0.00000
38	2010.04.13 17:00	modify	10	0.53	1.00543	1.01543	0.00000
39	2010.04.13 17:00	modify	10	0.53	1.00543	1.01543	0.95543
40	2010.04.15 05:35	close	10	0.53	0.99725	1.01543	0.95543	434.95	11038.04
41	2010.04.15 05:40	buy	11	0.55	0.99723	0.00000	0.00000
42	2010.04.15 05:45	modify	11	0.55	0.99723	0.98723	0.00000
43	2010.04.15 05:45	modify	11	0.55	0.99723	0.98723	1.04723
44	2010.04.15 09:55	close	11	0.55	0.99820	0.98723	1.04723	53.45	11091.49
45	2010.04.16 03:05	sell	12	0.55	1.00383	0.00000	0.00000
46	2010.04.16 03:10	modify	12	0.55	1.00383	1.01383	0.00000
47	2010.04.16 03:10	modify	12	0.55	1.00383	1.01383	0.95383
48	2010.04.16 11:30	close	12	0.55	1.00096	1.01383	0.95383	157.70	11249.19
49	2010.04.16 11:35	buy	13	0.56	1.00099	0.00000	0.00000
50	2010.04.16 11:40	modify	13	0.56	1.00099	0.99099	0.00000
51	2010.04.16 11:40	modify	13	0.56	1.00099	0.99099	1.05099
52	2010.04.19 06:05	close	13	0.56	1.01606	0.99099	1.05099	829.19	12078.39
53	2010.04.19 09:30	sell	14	0.60	1.01698	0.00000	0.00000
54	2010.04.19 09:35	modify	14	0.60	1.01698	1.02698	0.00000
55	2010.04.19 09:35	modify	14	0.60	1.01698	1.02698	0.96698
56	2010.04.19 16:40	close	14	0.60	1.01622	1.02698	0.96698	44.87	12123.26
57	2010.04.19 16:45	buy	15	0.61	1.01609	0.00000	0.00000
58	2010.04.19 16:50	modify	15	0.61	1.01609	1.00609	0.00000
59	2010.04.19 16:50	modify	15	0.61	1.01609	1.00609	1.06609
60	2010.04.20 15:01	s/l	15	0.61	1.00609	1.00609	1.06609	-607.83	11515.43
61	2010.04.21 21:05	sell	16	0.58	1.00017	0.00000	0.00000
62	2010.04.21 21:10	modify	16	0.58	1.00017	1.01017	0.00000
63	2010.04.21 21:10	modify	16	0.58	1.00017	1.01017	0.95017
64	2010.04.22 07:10	close	16	0.58	0.99826	1.01017	0.95017	111.14	11626.57
65	2010.04.22 07:15	buy	17	0.58	0.99825	0.00000	0.00000
66	2010.04.22 07:20	modify	17	0.58	0.99825	0.98825	0.00000
67	2010.04.22 07:20	modify	17	0.58	0.99825	0.98825	1.04825
68	2010.04.22 16:10	close	17	0.58	1.00264	0.98825	1.04825	253.95	11880.52
69	2010.04.22 16:15	sell	18	0.59	1.00264	0.00000	0.00000
70	2010.04.22 16:20	modify	18	0.59	1.00264	1.01264	0.00000
71	2010.04.22 16:20	modify	18	0.59	1.00264	1.01264	0.95264
72	2010.04.23 10:10	close	18	0.59	0.99979	1.01264	0.95264	168.25	12048.77
73	2010.04.23 21:05	buy	19	0.60	1.00051	0.00000	0.00000
74	2010.04.23 21:10	modify	19	0.60	1.00051	0.99051	0.00000
75	2010.04.23 21:10	modify	19	0.60	1.00051	0.99051	1.05051
76	2010.04.26 11:50	close	19	0.60	0.99962	0.99051	1.05051	-54.91	11993.86
77	2010.04.26 21:40	sell	20	0.60	1.00129	0.00000	0.00000
78	2010.04.26 21:45	modify	20	0.60	1.00129	1.01129	0.00000
79	2010.04.26 21:45	modify	20	0.60	1.00129	1.01129	0.95129
80	2010.04.27 00:40	close	20	0.60	1.00070	1.01129	0.95129	35.44	12029.30
81	2010.04.28 02:50	buy	21	0.60	1.01535	0.00000	0.00000
82	2010.04.28 02:55	modify	21	0.60	1.01535	1.00535	0.00000
83	2010.04.28 02:55	modify	21	0.60	1.01535	1.00535	1.06535
84	2010.04.29 00:55	close	21	0.60	1.01034	1.00535	1.06535	-301.97	11727.33
85	2010.04.29 01:00	sell	22	0.59	1.01042	0.00000	0.00000
86	2010.04.29 01:05	modify	22	0.59	1.01042	1.02042	0.00000
87	2010.04.29 01:05	modify	22	0.59	1.01042	1.02042	0.96042
88	2010.04.29 11:20	close	22	0.59	1.00645	1.02042	0.96042	232.73	11960.06
89	2010.04.29 12:30	buy	23	0.60	1.00297	0.00000	0.00000
90	2010.04.29 12:35	modify	23	0.60	1.00297	0.99297	0.00000
91	2010.04.29 12:35	modify	23	0.60	1.00297	0.99297	1.05297
92	2010.04.29 17:45	close	23	0.60	1.00514	0.99297	1.05297	129.53	12089.59
93	2010.04.29 17:50	sell	24	0.60	1.00568	0.00000	0.00000
94	2010.04.29 17:55	modify	24	0.60	1.00568	1.01568	0.00000
95	2010.04.29 17:55	modify	24	0.60	1.00568	1.01568	0.95568
96	2010.04.29 20:35	close	24	0.60	1.00479	1.01568	0.95568	53.15	12142.74
97	2010.04.30 09:20	buy	25	0.61	1.00302	0.00000	0.00000
98	2010.04.30 09:25	modify	25	0.61	1.00302	0.99302	0.00000
99	2010.04.30 09:25	modify	25	0.61	1.00302	0.99302	1.05302
100	2010.04.30 15:50	close	25	0.61	1.00861	0.99302	1.05302	338.08	12480.82
101	2010.04.30 15:55	sell	26	0.62	1.00954	0.00000	0.00000
102	2010.04.30 16:00	modify	26	0.62	1.00954	1.01954	0.00000
103	2010.04.30 16:00	modify	26	0.62	1.00954	1.01954	0.95954
104	2010.04.30 22:59	close at stop	26	0.62	1.01808	1.01954	0.95954	-520.08	11960.74