| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2009.08.03 00:00 - 2009.08.31 23:55 (2009.08.01 - 2009.09.01) | ||||
| 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=6; BarsBack2=705; | ||||
| Bars in test | 6991 | Ticks modelled | 699115 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4461.52 | Gross profit | 4961.65 | Gross loss | -500.12 |
| Profit factor | 9.92 | Expected payoff | 892.30 | ||
| Absolute drawdown | 230.91 | Maximal drawdown | 706.16 (6.32%) | Relative drawdown | 6.32% (706.16) |
| Total trades | 5 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
| Largest | profit trade | 1533.18 | loss trade | -500.12 | |
| Average | profit trade | 1240.41 | loss trade | -500.12 | |
| Maximum | consecutive wins (profit in money) | 3 (3968.74) | consecutive losses (loss in money) | 1 (-500.12) | |
| Maximal | consecutive profit (count of wins) | 3968.74 (3) | consecutive loss (count of losses) | -500.12 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 14:15 | buy | 1 | 0.50 | 1.06809 | 0.00000 | 0.00000 | ||
| 2 | 2009.08.03 14:20 | modify | 1 | 0.50 | 1.06809 | 1.05809 | 0.00000 | ||
| 3 | 2009.08.03 14:20 | modify | 1 | 0.50 | 1.06809 | 1.05809 | 1.11809 | ||
| 4 | 2009.08.10 19:45 | close | 1 | 0.50 | 1.08973 | 1.05809 | 1.11809 | 992.91 | 10992.91 |
| 5 | 2009.08.10 19:50 | sell | 2 | 0.55 | 1.09018 | 0.00000 | 0.00000 | ||
| 6 | 2009.08.10 19:55 | modify | 2 | 0.55 | 1.09018 | 1.10018 | 0.00000 | ||
| 7 | 2009.08.10 19:55 | modify | 2 | 0.55 | 1.09018 | 1.10018 | 1.04018 | ||
| 8 | 2009.08.11 15:13 | s/l | 2 | 0.55 | 1.10018 | 1.10018 | 1.04018 | -500.12 | 10492.79 |
| 9 | 2009.08.13 14:15 | buy | 3 | 0.52 | 1.08129 | 0.00000 | 0.00000 | ||
| 10 | 2009.08.13 14:20 | modify | 3 | 0.52 | 1.08129 | 1.07129 | 0.00000 | ||
| 11 | 2009.08.13 14:20 | modify | 3 | 0.52 | 1.08129 | 1.07129 | 1.13129 | ||
| 12 | 2009.08.17 03:55 | close | 3 | 0.52 | 1.10427 | 1.07129 | 1.13129 | 1082.13 | 11574.92 |
| 13 | 2009.08.17 10:25 | sell | 4 | 0.58 | 1.10891 | 0.00000 | 0.00000 | ||
| 14 | 2009.08.17 10:30 | modify | 4 | 0.58 | 1.10891 | 1.11891 | 0.00000 | ||
| 15 | 2009.08.17 10:30 | modify | 4 | 0.58 | 1.10891 | 1.11891 | 1.05891 | ||
| 16 | 2009.08.21 12:25 | close | 4 | 0.58 | 1.08360 | 1.11891 | 1.05891 | 1353.43 | 12928.34 |
| 17 | 2009.08.28 13:40 | buy | 5 | 0.65 | 1.08125 | 0.00000 | 0.00000 | ||
| 18 | 2009.08.28 13:45 | modify | 5 | 0.65 | 1.08125 | 1.07125 | 0.00000 | ||
| 19 | 2009.08.28 13:45 | modify | 5 | 0.65 | 1.08125 | 1.07125 | 1.13125 | ||
| 20 | 2009.08.31 14:55 | close | 5 | 0.65 | 1.10737 | 1.07125 | 1.13125 | 1533.18 | 14461.52 |