| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2011.10.23 21:06 - 2012.01.03 23:59 (2011.12.01 - 2012.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=0.05; StopLoss=0.01; StopStep=0.0025; MaxSpread=0.0025; MaxSlippage=0.0025; BarsBack1=149; BarsBack2=361; | ||||
| Bars in test | 14985 | Ticks modelled | 2918588 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3633.90 | Gross profit | 3809.32 | Gross loss | -175.42 |
| Profit factor | 21.72 | Expected payoff | 330.35 | ||
| Absolute drawdown | 320.15 | Maximal drawdown | 788.61 (5.98%) | Relative drawdown | 5.98% (788.61) |
| Total trades | 11 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 9 (81.82%) | Loss trades (% of total) | 2 (18.18%) | ||
| Largest | profit trade | 984.96 | loss trade | -147.84 | |
| Average | profit trade | 423.26 | loss trade | -87.71 | |
| Maximum | consecutive wins (profit in money) | 6 (2775.15) | consecutive losses (loss in money) | 1 (-147.84) | |
| Maximal | consecutive profit (count of wins) | 2775.15 (6) | consecutive loss (count of losses) | -147.84 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.12.01 22:40 | buy | 1 | 0.50 | 1.01433 | 0.00000 | 0.00000 | ||
| 2 | 2011.12.01 22:45 | modify | 1 | 0.50 | 1.01433 | 1.00433 | 0.00000 | ||
| 3 | 2011.12.01 22:45 | modify | 1 | 0.50 | 1.01433 | 1.00433 | 1.06433 | ||
| 4 | 2011.12.06 06:05 | close | 1 | 0.50 | 1.01895 | 1.00433 | 1.06433 | 221.70 | 10221.70 |
| 5 | 2011.12.06 06:10 | sell | 2 | 0.51 | 1.01911 | 0.00000 | 0.00000 | ||
| 6 | 2011.12.06 06:15 | modify | 2 | 0.51 | 1.01911 | 1.02911 | 0.00000 | ||
| 7 | 2011.12.06 06:15 | modify | 2 | 0.51 | 1.01911 | 1.02911 | 0.96911 | ||
| 8 | 2011.12.06 21:45 | close | 2 | 0.51 | 1.00979 | 1.02911 | 0.96911 | 470.71 | 10692.41 |
| 9 | 2011.12.06 21:50 | buy | 3 | 0.53 | 1.01026 | 0.00000 | 0.00000 | ||
| 10 | 2011.12.06 21:55 | modify | 3 | 0.53 | 1.01026 | 1.00026 | 0.00000 | ||
| 11 | 2011.12.06 21:55 | modify | 3 | 0.53 | 1.01026 | 1.00026 | 1.06026 | ||
| 12 | 2011.12.08 23:10 | close | 3 | 0.53 | 1.02312 | 1.00026 | 1.06026 | 659.12 | 11351.53 |
| 13 | 2011.12.08 23:15 | sell | 4 | 0.57 | 1.02314 | 0.00000 | 0.00000 | ||
| 14 | 2011.12.08 23:20 | modify | 4 | 0.57 | 1.02314 | 1.03314 | 0.00000 | ||
| 15 | 2011.12.08 23:20 | modify | 4 | 0.57 | 1.02314 | 1.03314 | 0.97314 | ||
| 16 | 2011.12.11 22:30 | close | 4 | 0.57 | 1.01995 | 1.03314 | 0.97314 | 178.61 | 11530.13 |
| 17 | 2011.12.15 18:05 | buy | 5 | 0.58 | 1.03474 | 0.00000 | 0.00000 | ||
| 18 | 2011.12.15 18:10 | modify | 5 | 0.58 | 1.03474 | 1.02474 | 0.00000 | ||
| 19 | 2011.12.15 18:10 | modify | 5 | 0.58 | 1.03474 | 1.02474 | 1.08474 | ||
| 20 | 2011.12.19 01:25 | close | 5 | 0.58 | 1.03947 | 1.02474 | 1.08474 | 260.05 | 11790.19 |
| 21 | 2011.12.19 01:30 | sell | 6 | 0.59 | 1.03969 | 0.00000 | 0.00000 | ||
| 22 | 2011.12.19 01:35 | modify | 6 | 0.59 | 1.03969 | 1.04969 | 0.00000 | ||
| 23 | 2011.12.19 01:35 | modify | 6 | 0.59 | 1.03969 | 1.04969 | 0.98969 | ||
| 24 | 2011.12.21 09:05 | close | 6 | 0.59 | 1.02263 | 1.04969 | 0.98969 | 984.96 | 12775.15 |
| 25 | 2011.12.21 09:10 | buy | 7 | 0.64 | 1.02388 | 0.00000 | 0.00000 | ||
| 26 | 2011.12.21 09:15 | modify | 7 | 0.64 | 1.02388 | 1.01388 | 0.00000 | ||
| 27 | 2011.12.21 09:15 | modify | 7 | 0.64 | 1.02388 | 1.01388 | 1.07388 | ||
| 28 | 2011.12.26 07:15 | close | 7 | 0.64 | 1.02169 | 1.01388 | 1.07388 | -147.84 | 12627.31 |
| 29 | 2011.12.26 07:20 | sell | 8 | 0.63 | 1.02247 | 0.00000 | 0.00000 | ||
| 30 | 2011.12.26 07:25 | modify | 8 | 0.63 | 1.02247 | 1.03247 | 0.00000 | ||
| 31 | 2011.12.26 07:25 | modify | 8 | 0.63 | 1.02247 | 1.03247 | 0.97247 | ||
| 32 | 2011.12.28 11:20 | close | 8 | 0.63 | 1.01701 | 1.03247 | 0.97247 | 338.97 | 12966.28 |
| 33 | 2011.12.28 11:25 | buy | 9 | 0.65 | 1.01697 | 0.00000 | 0.00000 | ||
| 34 | 2011.12.28 11:30 | modify | 9 | 0.65 | 1.01697 | 1.00697 | 0.00000 | ||
| 35 | 2011.12.28 11:30 | modify | 9 | 0.65 | 1.01697 | 1.00697 | 1.06697 | ||
| 36 | 2011.12.29 01:30 | close | 9 | 0.65 | 1.02467 | 1.00697 | 1.06697 | 481.95 | 13448.23 |
| 37 | 2011.12.29 01:35 | sell | 10 | 0.67 | 1.02441 | 0.00000 | 0.00000 | ||
| 38 | 2011.12.29 01:40 | modify | 10 | 0.67 | 1.02441 | 1.03441 | 0.00000 | ||
| 39 | 2011.12.29 01:40 | modify | 10 | 0.67 | 1.02441 | 1.03441 | 0.97441 | ||
| 40 | 2011.12.29 22:40 | close | 10 | 0.67 | 1.02116 | 1.03441 | 0.97441 | 213.24 | 13661.47 |
| 41 | 2011.12.29 22:45 | buy | 11 | 0.68 | 1.02114 | 0.00000 | 0.00000 | ||
| 42 | 2011.12.29 22:50 | modify | 11 | 0.68 | 1.02114 | 1.01114 | 0.00000 | ||
| 43 | 2011.12.29 22:50 | modify | 11 | 0.68 | 1.02114 | 1.01114 | 1.07114 | ||
| 44 | 2011.12.30 21:59 | close at stop | 11 | 0.68 | 1.02076 | 1.01114 | 1.07114 | -27.58 | 13633.90 |