| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2010.01.29 22:55 (2010.01.01 - 2010.02.01) | ||||
| 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=7; BarsBack2=44; | ||||
| Bars in test | 6713 | Ticks modelled | 718483 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2461.47 | Gross profit | 2593.73 | Gross loss | -132.26 |
| Profit factor | 19.61 | Expected payoff | 273.50 | ||
| Absolute drawdown | 222.26 | Maximal drawdown | 891.24 (8.35%) | Relative drawdown | 8.35% (891.24) |
| Total trades | 9 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
| Largest | profit trade | 974.11 | loss trade | -132.26 | |
| Average | profit trade | 324.22 | loss trade | -132.26 | |
| Maximum | consecutive wins (profit in money) | 7 (2223.72) | consecutive losses (loss in money) | 1 (-132.26) | |
| Maximal | consecutive profit (count of wins) | 2223.72 (7) | consecutive loss (count of losses) | -132.26 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 02:55 | sell | 1 | 0.50 | 1.04956 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 03:00 | modify | 1 | 0.50 | 1.04956 | 1.05956 | 0.00000 | ||
| 3 | 2010.01.04 03:00 | modify | 1 | 0.50 | 1.04956 | 1.05956 | 0.99956 | ||
| 4 | 2010.01.04 10:30 | close | 1 | 0.50 | 1.04185 | 1.05956 | 0.99956 | 370.01 | 10370.01 |
| 5 | 2010.01.05 13:50 | buy | 2 | 0.52 | 1.03481 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.05 13:55 | modify | 2 | 0.52 | 1.03481 | 1.02481 | 0.00000 | ||
| 7 | 2010.01.05 13:55 | modify | 2 | 0.52 | 1.03481 | 1.02481 | 1.08481 | ||
| 8 | 2010.01.11 16:20 | close | 2 | 0.52 | 1.03222 | 1.02481 | 1.08481 | -132.26 | 10237.75 |
| 9 | 2010.01.11 16:25 | sell | 3 | 0.51 | 1.03220 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.11 16:30 | modify | 3 | 0.51 | 1.03220 | 1.04220 | 0.00000 | ||
| 11 | 2010.01.11 16:30 | modify | 3 | 0.51 | 1.03220 | 1.04220 | 0.98220 | ||
| 12 | 2010.01.14 17:00 | close | 3 | 0.51 | 1.02709 | 1.04220 | 0.98220 | 252.53 | 10490.28 |
| 13 | 2010.01.19 22:25 | buy | 4 | 0.52 | 1.03064 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.19 22:30 | modify | 4 | 0.52 | 1.03064 | 1.02064 | 0.00000 | ||
| 15 | 2010.01.19 22:30 | modify | 4 | 0.52 | 1.03064 | 1.02064 | 1.08064 | ||
| 16 | 2010.01.21 10:45 | close | 4 | 0.52 | 1.05034 | 1.02064 | 1.08064 | 974.11 | 11464.39 |
| 17 | 2010.01.21 22:50 | sell | 5 | 0.57 | 1.05203 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.21 22:55 | modify | 5 | 0.57 | 1.05203 | 1.06203 | 0.00000 | ||
| 19 | 2010.01.21 22:55 | modify | 5 | 0.57 | 1.05203 | 1.06203 | 1.00203 | ||
| 20 | 2010.01.22 07:55 | close | 5 | 0.57 | 1.04922 | 1.06203 | 1.00203 | 152.39 | 11616.78 |
| 21 | 2010.01.26 02:50 | buy | 6 | 0.58 | 1.05538 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.26 02:55 | modify | 6 | 0.58 | 1.05538 | 1.04538 | 0.00000 | ||
| 23 | 2010.01.26 02:55 | modify | 6 | 0.58 | 1.05538 | 1.04538 | 1.10538 | ||
| 24 | 2010.01.26 05:10 | close | 6 | 0.58 | 1.05863 | 1.04538 | 1.10538 | 178.06 | 11794.84 |
| 25 | 2010.01.27 17:30 | sell | 7 | 0.59 | 1.06589 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.27 17:35 | modify | 7 | 0.59 | 1.06589 | 1.07589 | 0.00000 | ||
| 27 | 2010.01.27 17:35 | modify | 7 | 0.59 | 1.06589 | 1.07589 | 1.01589 | ||
| 28 | 2010.01.28 05:20 | close | 7 | 0.59 | 1.06049 | 1.07589 | 1.01589 | 299.59 | 12094.43 |
| 29 | 2010.01.28 05:25 | buy | 8 | 0.60 | 1.06070 | 0.00000 | 0.00000 | ||
| 30 | 2010.01.28 05:30 | modify | 8 | 0.60 | 1.06070 | 1.05070 | 0.00000 | ||
| 31 | 2010.01.28 05:30 | modify | 8 | 0.60 | 1.06070 | 1.05070 | 1.11070 | ||
| 32 | 2010.01.28 18:50 | close | 8 | 0.60 | 1.06560 | 1.05070 | 1.11070 | 275.90 | 12370.33 |
| 33 | 2010.01.28 18:55 | sell | 9 | 0.62 | 1.06620 | 0.00000 | 0.00000 | ||
| 34 | 2010.01.28 19:00 | modify | 9 | 0.62 | 1.06620 | 1.07620 | 0.00000 | ||
| 35 | 2010.01.28 19:00 | modify | 9 | 0.62 | 1.06620 | 1.07620 | 1.01620 | ||
| 36 | 2010.01.29 09:45 | close | 9 | 0.62 | 1.06463 | 1.07620 | 1.01620 | 91.14 | 12461.47 |