Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		5 Minutes (M5) 2009.12.01 00:00 - 2009.12.31 18:55 (2009.12.01 - 2010.01.01)
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=26; BarsBack2=50;
Bars in test	7179	Ticks modelled	736523	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3269.34	Gross profit	6746.09	Gross loss	-3476.75
Profit factor	1.94	Expected payoff	65.39
Absolute drawdown	137.96	Maximal drawdown	1132.12 (7.90%)	Relative drawdown	7.90% (1132.12)
Total trades	50	Short positions (won %)	25 (76.00%)	Long positions (won %)	25 (68.00%)
		Profit trades (% of total)	36 (72.00%)	Loss trades (% of total)	14 (28.00%)
Largest		profit trade	545.93	loss trade	-666.85
Average		profit trade	187.39	loss trade	-248.34
Maximum		consecutive wins (profit in money)	8 (2091.01)	consecutive losses (loss in money)	3 (-324.34)
Maximal		consecutive profit (count of wins)	2091.01 (8)	consecutive loss (count of losses)	-666.85 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 03:40	sell	1	0.50	1.05535	0.00000	0.00000
2	2009.12.01 03:45	modify	1	0.50	1.05535	1.06535	0.00000
3	2009.12.01 03:45	modify	1	0.50	1.05535	1.06535	1.00535
4	2009.12.01 10:20	close	1	0.50	1.04599	1.06535	1.00535	447.42	10447.42
5	2009.12.01 10:25	buy	2	0.52	1.04607	0.00000	0.00000
6	2009.12.01 10:30	modify	2	0.52	1.04607	1.03607	0.00000
7	2009.12.01 10:30	modify	2	0.52	1.04607	1.03607	1.09607
8	2009.12.01 22:15	close	2	0.52	1.04631	1.03607	1.09607	11.93	10459.35
9	2009.12.01 22:20	sell	3	0.52	1.04653	0.00000	0.00000
10	2009.12.01 22:25	modify	3	0.52	1.04653	1.05653	0.00000
11	2009.12.01 22:25	modify	3	0.52	1.04653	1.05653	0.99653
12	2009.12.02 05:10	close	3	0.52	1.04511	1.05653	0.99653	70.50	10529.85
13	2009.12.02 05:15	buy	4	0.53	1.04543	0.00000	0.00000
14	2009.12.02 05:20	modify	4	0.53	1.04543	1.03543	0.00000
15	2009.12.02 05:20	modify	4	0.53	1.04543	1.03543	1.09543
16	2009.12.02 13:35	close	4	0.53	1.04587	1.03543	1.09543	22.30	10552.15
17	2009.12.02 13:40	sell	5	0.53	1.04595	0.00000	0.00000
18	2009.12.02 13:45	modify	5	0.53	1.04595	1.05595	0.00000
19	2009.12.02 13:45	modify	5	0.53	1.04595	1.05595	0.99595
20	2009.12.03 01:40	close	5	0.53	1.04945	1.05595	0.99595	-177.21	10374.94
21	2009.12.03 01:45	buy	6	0.52	1.04931	0.00000	0.00000
22	2009.12.03 01:50	modify	6	0.52	1.04931	1.03931	0.00000
23	2009.12.03 01:50	modify	6	0.52	1.04931	1.03931	1.09931
24	2009.12.03 07:05	close	6	0.52	1.05037	1.03931	1.09931	52.48	10427.42
25	2009.12.03 07:10	sell	7	0.52	1.05090	0.00000	0.00000
26	2009.12.03 07:15	modify	7	0.52	1.05090	1.06090	0.00000
27	2009.12.03 07:15	modify	7	0.52	1.05090	1.06090	1.00090
28	2009.12.03 09:10	close	7	0.52	1.04774	1.06090	1.00090	156.83	10584.25
29	2009.12.03 09:15	buy	8	0.53	1.04860	0.00000	0.00000
30	2009.12.03 09:20	modify	8	0.53	1.04860	1.03860	0.00000
31	2009.12.03 09:20	modify	8	0.53	1.04860	1.03860	1.09860
32	2009.12.03 15:50	close	8	0.53	1.05336	1.03860	1.09860	239.50	10823.75
33	2009.12.03 15:55	sell	9	0.54	1.05440	0.00000	0.00000
34	2009.12.03 16:00	modify	9	0.54	1.05440	1.06440	0.00000
35	2009.12.03 16:00	modify	9	0.54	1.05440	1.06440	1.00440
36	2009.12.04 14:00	close	9	0.54	1.04728	1.06440	1.00440	366.97	11190.72
37	2009.12.04 14:05	buy	10	0.56	1.04727	0.00000	0.00000
38	2009.12.04 14:10	modify	10	0.56	1.04727	1.03727	0.00000
39	2009.12.04 14:10	modify	10	0.56	1.04727	1.03727	1.09727
40	2009.12.04 20:30	close	10	0.56	1.05758	1.03727	1.09727	545.93	11736.65
41	2009.12.04 20:35	sell	11	0.59	1.05697	0.00000	0.00000
42	2009.12.04 20:40	modify	11	0.59	1.05697	1.06697	0.00000
43	2009.12.04 20:40	modify	11	0.59	1.05697	1.06697	1.00697
44	2009.12.07 02:00	close	11	0.59	1.05602	1.06697	1.00697	52.91	11789.57
45	2009.12.07 02:05	buy	12	0.59	1.05574	0.00000	0.00000
46	2009.12.07 02:10	modify	12	0.59	1.05574	1.04574	0.00000
47	2009.12.07 02:10	modify	12	0.59	1.05574	1.04574	1.10574
48	2009.12.07 10:15	close	12	0.59	1.06187	1.04574	1.10574	340.60	12130.17
49	2009.12.07 10:20	sell	13	0.61	1.06126	0.00000	0.00000
50	2009.12.07 10:25	modify	13	0.61	1.06126	1.07126	0.00000
51	2009.12.07 10:25	modify	13	0.61	1.06126	1.07126	1.01126
52	2009.12.07 15:20	close	13	0.61	1.05545	1.07126	1.01126	335.79	12465.96
53	2009.12.07 15:25	buy	14	0.62	1.05650	0.00000	0.00000
54	2009.12.07 15:30	modify	14	0.62	1.05650	1.04650	0.00000
55	2009.12.07 15:30	modify	14	0.62	1.05650	1.04650	1.10650
56	2009.12.07 21:55	close	14	0.62	1.05271	1.04650	1.10650	-223.21	12242.75
57	2009.12.07 22:00	sell	15	0.61	1.05282	0.00000	0.00000
58	2009.12.07 22:05	modify	15	0.61	1.05282	1.06282	0.00000
59	2009.12.07 22:05	modify	15	0.61	1.05282	1.06282	1.00282
60	2009.12.08 03:00	close	15	0.61	1.04977	1.06282	1.00282	177.06	12419.80
61	2009.12.08 03:05	buy	16	0.62	1.05057	0.00000	0.00000
62	2009.12.08 03:10	modify	16	0.62	1.05057	1.04057	0.00000
63	2009.12.08 03:10	modify	16	0.62	1.05057	1.04057	1.10057
64	2009.12.08 09:15	close	16	0.62	1.05403	1.04057	1.10057	203.52	12623.32
65	2009.12.08 09:20	sell	17	0.63	1.05400	0.00000	0.00000
66	2009.12.08 09:25	modify	17	0.63	1.05400	1.06400	0.00000
67	2009.12.08 09:25	modify	17	0.63	1.05400	1.06400	1.00400
68	2009.12.08 11:40	close	17	0.63	1.05053	1.06400	1.00400	208.09	12831.41
69	2009.12.08 11:45	buy	18	0.64	1.05074	0.00000	0.00000
70	2009.12.08 11:50	modify	18	0.64	1.05074	1.04074	0.00000
71	2009.12.08 11:50	modify	18	0.64	1.05074	1.04074	1.10074
72	2009.12.08 15:00	close	18	0.64	1.05746	1.04074	1.10074	406.71	13238.12
73	2009.12.08 15:05	sell	19	0.66	1.05914	0.00000	0.00000
74	2009.12.08 15:10	modify	19	0.66	1.05914	1.06914	0.00000
75	2009.12.08 15:10	modify	19	0.66	1.05914	1.06914	1.00914
76	2009.12.09 04:00	close	19	0.66	1.06255	1.06914	1.00914	-212.00	13026.13
77	2009.12.09 04:05	buy	20	0.65	1.06254	0.00000	0.00000
78	2009.12.09 04:10	modify	20	0.65	1.06254	1.05254	0.00000
79	2009.12.09 04:10	modify	20	0.65	1.06254	1.05254	1.11254
80	2009.12.09 08:30	close	20	0.65	1.06296	1.05254	1.11254	25.68	13051.81
81	2009.12.09 08:35	sell	21	0.65	1.06277	0.00000	0.00000
82	2009.12.09 08:40	modify	21	0.65	1.06277	1.07277	0.00000
83	2009.12.09 08:40	modify	21	0.65	1.06277	1.07277	1.01277
84	2009.12.09 12:45	close	21	0.65	1.06045	1.07277	1.01277	142.20	13194.01
85	2009.12.09 12:50	buy	22	0.66	1.06118	0.00000	0.00000
86	2009.12.09 12:55	modify	22	0.66	1.06118	1.05118	0.00000
87	2009.12.09 12:55	modify	22	0.66	1.06118	1.05118	1.11118
88	2009.12.10 06:05	close	22	0.66	1.05700	1.05118	1.11118	-260.81	12933.19
89	2009.12.10 06:10	sell	23	0.65	1.05663	0.00000	0.00000
90	2009.12.10 06:15	modify	23	0.65	1.05663	1.06663	0.00000
91	2009.12.10 06:15	modify	23	0.65	1.05663	1.06663	1.00663
92	2009.12.10 12:55	close	23	0.65	1.05123	1.06663	1.00663	333.89	13267.08
93	2009.12.10 13:00	buy	24	0.66	1.05092	0.00000	0.00000
94	2009.12.10 13:05	modify	24	0.66	1.05092	1.04092	0.00000
95	2009.12.10 13:05	modify	24	0.66	1.05092	1.04092	1.10092
96	2009.12.11 16:20	close	24	0.66	1.05487	1.04092	1.10092	247.20	13514.29
97	2009.12.11 16:25	sell	25	0.68	1.05367	0.00000	0.00000
98	2009.12.11 16:30	modify	25	0.68	1.05367	1.06367	0.00000
99	2009.12.11 16:30	modify	25	0.68	1.05367	1.06367	1.00367
100	2009.12.14 07:25	close	25	0.68	1.05766	1.06367	1.00367	-256.72	13257.56
101	2009.12.14 07:30	buy	26	0.66	1.05785	0.00000	0.00000
102	2009.12.14 07:35	modify	26	0.66	1.05785	1.04785	0.00000
103	2009.12.14 07:35	modify	26	0.66	1.05785	1.04785	1.10785
104	2009.12.14 10:10	close	26	0.66	1.06220	1.04785	1.10785	270.29	13527.85
105	2009.12.14 10:15	sell	27	0.68	1.06205	0.00000	0.00000
106	2009.12.14 10:20	modify	27	0.68	1.06205	1.07205	0.00000
107	2009.12.14 10:20	modify	27	0.68	1.06205	1.07205	1.01205
108	2009.12.14 17:55	close	27	0.68	1.06054	1.07205	1.01205	96.82	13624.67
109	2009.12.14 18:00	buy	28	0.68	1.05946	0.00000	0.00000
110	2009.12.14 18:05	modify	28	0.68	1.05946	1.04946	0.00000
111	2009.12.14 18:05	modify	28	0.68	1.05946	1.04946	1.10946
112	2009.12.15 10:05	close	28	0.68	1.06073	1.04946	1.10946	81.48	13706.16
113	2009.12.15 10:10	sell	29	0.69	1.06072	0.00000	0.00000
114	2009.12.15 10:15	modify	29	0.69	1.06072	1.07072	0.00000
115	2009.12.15 10:15	modify	29	0.69	1.06072	1.07072	1.01072
116	2009.12.15 15:55	close	29	0.69	1.06026	1.07072	1.01072	29.94	13736.10
117	2009.12.15 16:00	buy	30	0.69	1.06205	0.00000	0.00000
118	2009.12.15 16:05	modify	30	0.69	1.06205	1.05205	0.00000
119	2009.12.15 16:05	modify	30	0.69	1.06205	1.05205	1.11205
120	2009.12.16 21:10	close	30	0.69	1.06223	1.05205	1.11205	11.75	13747.85
121	2009.12.16 21:15	sell	31	0.69	1.06216	0.00000	0.00000
122	2009.12.16 21:20	modify	31	0.69	1.06216	1.07216	0.00000
123	2009.12.16 21:20	modify	31	0.69	1.06216	1.07216	1.01216
124	2009.12.17 09:50	close	31	0.69	1.06757	1.07216	1.01216	-350.24	13397.61
125	2009.12.17 09:55	buy	32	0.67	1.06748	0.00000	0.00000
126	2009.12.17 10:00	modify	32	0.67	1.06748	1.05748	0.00000
127	2009.12.17 10:00	modify	32	0.67	1.06748	1.05748	1.11748
128	2009.12.17 12:25	close	32	0.67	1.07317	1.05748	1.11748	355.24	13752.85
129	2009.12.17 12:30	sell	33	0.69	1.07335	0.00000	0.00000
130	2009.12.17 12:35	modify	33	0.69	1.07335	1.08335	0.00000
131	2009.12.17 12:35	modify	33	0.69	1.07335	1.08335	1.02335
132	2009.12.17 17:05	close	33	0.69	1.07013	1.08335	1.02335	207.62	13960.47
133	2009.12.17 17:10	buy	34	0.70	1.07080	0.00000	0.00000
134	2009.12.17 17:15	modify	34	0.70	1.07080	1.06080	0.00000
135	2009.12.17 17:15	modify	34	0.70	1.07080	1.06080	1.12080
136	2009.12.21 09:45	close	34	0.70	1.06894	1.06080	1.12080	-121.67	13838.80
137	2009.12.21 09:50	sell	35	0.69	1.06939	0.00000	0.00000
138	2009.12.21 09:55	modify	35	0.69	1.06939	1.07939	0.00000
139	2009.12.21 09:55	modify	35	0.69	1.06939	1.07939	1.01939
140	2009.12.21 12:20	close	35	0.69	1.06349	1.07939	1.01939	382.80	14221.60
141	2009.12.21 12:25	buy	36	0.71	1.06244	0.00000	0.00000
142	2009.12.21 12:30	modify	36	0.71	1.06244	1.05244	0.00000
143	2009.12.21 12:30	modify	36	0.71	1.06244	1.05244	1.11244
144	2009.12.21 18:20	close	36	0.71	1.05910	1.05244	1.11244	-223.91	13997.69
145	2009.12.21 19:55	sell	37	0.70	1.06172	0.00000	0.00000
146	2009.12.21 20:00	modify	37	0.70	1.06172	1.07172	0.00000
147	2009.12.21 20:00	modify	37	0.70	1.06172	1.07172	1.01172
148	2009.12.22 06:10	close	37	0.70	1.06261	1.07172	1.01172	-58.83	13938.86
149	2009.12.22 09:00	buy	38	0.70	1.06065	0.00000	0.00000
150	2009.12.22 09:05	modify	38	0.70	1.06065	1.05065	0.00000
151	2009.12.22 09:05	modify	38	0.70	1.06065	1.05065	1.11065
152	2009.12.22 17:10	close	38	0.70	1.06002	1.05065	1.11065	-41.60	13897.26
153	2009.12.22 17:15	sell	39	0.69	1.05942	0.00000	0.00000
154	2009.12.22 17:20	modify	39	0.69	1.05942	1.06942	0.00000
155	2009.12.22 17:20	modify	39	0.69	1.05942	1.06942	1.00942
156	2009.12.22 19:10	close	39	0.69	1.05706	1.06942	1.00942	154.05	14051.31
157	2009.12.23 02:45	buy	40	0.70	1.05647	0.00000	0.00000
158	2009.12.23 02:50	modify	40	0.70	1.05647	1.04647	0.00000
159	2009.12.23 02:50	modify	40	0.70	1.05647	1.04647	1.10647
160	2009.12.24 06:55	close	40	0.70	1.04871	1.04647	1.10647	-517.77	13533.54
161	2009.12.24 16:10	sell	41	0.68	1.04818	0.00000	0.00000
162	2009.12.24 16:15	modify	41	0.68	1.04818	1.05818	0.00000
163	2009.12.24 16:15	modify	41	0.68	1.04818	1.05818	0.99818
164	2009.12.28 04:20	close	41	0.68	1.04678	1.05818	0.99818	90.57	13624.11
165	2009.12.28 04:25	buy	42	0.68	1.04679	0.00000	0.00000
166	2009.12.28 04:30	modify	42	0.68	1.04679	1.03679	0.00000
167	2009.12.28 04:30	modify	42	0.68	1.04679	1.03679	1.09679
168	2009.12.28 09:10	close	42	0.68	1.04840	1.03679	1.09679	104.43	13728.54
169	2009.12.28 09:15	sell	43	0.69	1.04866	0.00000	0.00000
170	2009.12.28 09:20	modify	43	0.69	1.04866	1.05866	0.00000
171	2009.12.28 09:20	modify	43	0.69	1.04866	1.05866	0.99866
172	2009.12.28 15:05	close	43	0.69	1.04580	1.05866	0.99866	188.70	13917.24
173	2009.12.28 15:10	buy	44	0.70	1.04573	0.00000	0.00000
174	2009.12.28 15:15	modify	44	0.70	1.04573	1.03573	0.00000
175	2009.12.28 15:15	modify	44	0.70	1.04573	1.03573	1.09573
176	2009.12.29 04:35	close	44	0.70	1.04387	1.03573	1.09573	-124.66	13792.57
177	2009.12.29 04:40	sell	45	0.69	1.04382	0.00000	0.00000
178	2009.12.29 04:45	modify	45	0.69	1.04382	1.05382	0.00000
179	2009.12.29 04:45	modify	45	0.69	1.04382	1.05382	0.99382
180	2009.12.29 09:20	close	45	0.69	1.04212	1.05382	0.99382	112.56	13905.13
181	2009.12.29 09:25	buy	46	0.70	1.04176	0.00000	0.00000
182	2009.12.29 09:30	modify	46	0.70	1.04176	1.03176	0.00000
183	2009.12.29 09:30	modify	46	0.70	1.04176	1.03176	1.09176
184	2009.12.29 17:55	close	46	0.70	1.04205	1.03176	1.09176	19.48	13924.61
185	2009.12.29 18:00	sell	47	0.70	1.04003	0.00000	0.00000
186	2009.12.29 18:05	modify	47	0.70	1.04003	1.05003	0.00000
187	2009.12.29 18:05	modify	47	0.70	1.04003	1.05003	0.99003
188	2009.12.30 04:44	s/l	47	0.70	1.05003	1.05003	0.99003	-666.85	13257.77
189	2009.12.31 03:00	buy	48	0.66	1.05197	0.00000	0.00000
190	2009.12.31 03:05	modify	48	0.66	1.05197	1.04197	0.00000
191	2009.12.31 03:05	modify	48	0.66	1.05197	1.04197	1.10197
192	2009.12.31 07:40	close	48	0.66	1.05255	1.04197	1.10197	36.37	13294.14
193	2009.12.31 07:45	sell	49	0.66	1.05226	0.00000	0.00000
194	2009.12.31 07:50	modify	49	0.66	1.05226	1.06226	0.00000
195	2009.12.31 07:50	modify	49	0.66	1.05226	1.06226	1.00226
196	2009.12.31 10:10	close	49	0.66	1.04882	1.06226	1.00226	216.47	13510.61
197	2009.12.31 10:15	buy	50	0.68	1.04934	0.00000	0.00000
198	2009.12.31 10:20	modify	50	0.68	1.04934	1.03934	0.00000
199	2009.12.31 10:20	modify	50	0.68	1.04934	1.03934	1.09934
200	2009.12.31 18:59	close at stop	50	0.68	1.04563	1.03934	1.09934	-241.27	13269.34