| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.02.01 00:00 - 2010.02.26 22:55 (2010.02.01 - 2010.03.01) | ||||
| 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=19; BarsBack2=1071; | ||||
| Bars in test | 6712 | Ticks modelled | 814910 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2542.47 | Gross profit | 3741.90 | Gross loss | -1199.42 |
| Profit factor | 3.12 | Expected payoff | 363.21 | ||
| Absolute drawdown | 67.62 | Maximal drawdown | 976.18 (7.82%) | Relative drawdown | 7.82% (976.18) |
| Total trades | 7 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
| Largest | profit trade | 946.60 | loss trade | -619.85 | |
| Average | profit trade | 748.38 | loss trade | -599.71 | |
| Maximum | consecutive wins (profit in money) | 3 (2143.59) | consecutive losses (loss in money) | 1 (-619.85) | |
| Maximal | consecutive profit (count of wins) | 2143.59 (3) | consecutive loss (count of losses) | -619.85 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.02.01 12:20 | sell | 1 | 0.50 | 1.07066 | 0.00000 | 0.00000 | ||
| 2 | 2010.02.01 12:25 | modify | 1 | 0.50 | 1.07066 | 1.08066 | 0.00000 | ||
| 3 | 2010.02.01 12:25 | modify | 1 | 0.50 | 1.07066 | 1.08066 | 1.02066 | ||
| 4 | 2010.02.03 08:10 | close | 1 | 0.50 | 1.05702 | 1.08066 | 1.02066 | 644.84 | 10644.84 |
| 5 | 2010.02.03 08:15 | buy | 2 | 0.53 | 1.05693 | 0.00000 | 0.00000 | ||
| 6 | 2010.02.03 08:20 | modify | 2 | 0.53 | 1.05693 | 1.04693 | 0.00000 | ||
| 7 | 2010.02.03 08:20 | modify | 2 | 0.53 | 1.05693 | 1.04693 | 1.10693 | ||
| 8 | 2010.02.05 09:55 | close | 2 | 0.53 | 1.07456 | 1.04693 | 1.10693 | 868.18 | 11513.02 |
| 9 | 2010.02.05 12:05 | sell | 3 | 0.58 | 1.07654 | 0.00000 | 0.00000 | ||
| 10 | 2010.02.05 12:10 | modify | 3 | 0.58 | 1.07654 | 1.08654 | 0.00000 | ||
| 11 | 2010.02.05 12:10 | modify | 3 | 0.58 | 1.07654 | 1.08654 | 1.02654 | ||
| 12 | 2010.02.10 12:55 | close | 3 | 0.58 | 1.06495 | 1.08654 | 1.02654 | 630.57 | 12143.59 |
| 13 | 2010.02.10 13:00 | buy | 4 | 0.61 | 1.06482 | 0.00000 | 0.00000 | ||
| 14 | 2010.02.10 13:05 | modify | 4 | 0.61 | 1.06482 | 1.05482 | 0.00000 | ||
| 15 | 2010.02.10 13:05 | modify | 4 | 0.61 | 1.06482 | 1.05482 | 1.11482 | ||
| 16 | 2010.02.11 17:23 | s/l | 4 | 0.61 | 1.05482 | 1.05482 | 1.11482 | -579.57 | 11564.02 |
| 17 | 2010.02.19 13:25 | sell | 5 | 0.58 | 1.05172 | 0.00000 | 0.00000 | ||
| 18 | 2010.02.19 13:30 | modify | 5 | 0.58 | 1.05172 | 1.06172 | 0.00000 | ||
| 19 | 2010.02.19 13:30 | modify | 5 | 0.58 | 1.05172 | 1.06172 | 1.00172 | ||
| 20 | 2010.02.22 00:20 | close | 5 | 0.58 | 1.04003 | 1.06172 | 1.00172 | 651.70 | 12215.72 |
| 21 | 2010.02.22 00:25 | buy | 6 | 0.61 | 1.03999 | 0.00000 | 0.00000 | ||
| 22 | 2010.02.22 00:30 | modify | 6 | 0.61 | 1.03999 | 1.02999 | 0.00000 | ||
| 23 | 2010.02.22 00:30 | modify | 6 | 0.61 | 1.03999 | 1.02999 | 1.08999 | ||
| 24 | 2010.02.23 19:25 | close | 6 | 0.61 | 1.05639 | 1.02999 | 1.08999 | 946.60 | 13162.33 |
| 25 | 2010.02.23 19:30 | sell | 7 | 0.66 | 1.05629 | 0.00000 | 0.00000 | ||
| 26 | 2010.02.23 19:35 | modify | 7 | 0.66 | 1.05629 | 1.06629 | 0.00000 | ||
| 27 | 2010.02.23 19:35 | modify | 7 | 0.66 | 1.05629 | 1.06629 | 1.00629 | ||
| 28 | 2010.02.25 15:04 | s/l | 7 | 0.66 | 1.06629 | 1.06629 | 1.00629 | -619.85 | 12542.47 |