| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2009.07.01 00:00 - 2009.07.31 22:55 (2009.07.01 - 2009.08.01) | ||||
| 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=44; BarsBack2=422; | ||||
| Bars in test | 7556 | Ticks modelled | 800122 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3173.99 | Gross profit | 3387.27 | Gross loss | -213.28 |
| Profit factor | 15.88 | Expected payoff | 396.75 | ||
| Absolute drawdown | 18.04 | Maximal drawdown | 582.59 (4.26%) | Relative drawdown | 4.97% (579.23) |
| Total trades | 8 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
| Largest | profit trade | 745.74 | loss trade | -213.28 | |
| Average | profit trade | 483.90 | loss trade | -213.28 | |
| Maximum | consecutive wins (profit in money) | 7 (3387.27) | consecutive losses (loss in money) | 1 (-213.28) | |
| Maximal | consecutive profit (count of wins) | 3387.27 (7) | consecutive loss (count of losses) | -213.28 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.07.01 03:55 | sell | 1 | 0.50 | 1.16361 | 0.00000 | 0.00000 | ||
| 2 | 2009.07.01 04:00 | modify | 1 | 0.50 | 1.16361 | 1.17361 | 0.00000 | ||
| 3 | 2009.07.01 04:00 | modify | 1 | 0.50 | 1.16361 | 1.17361 | 1.11361 | ||
| 4 | 2009.07.01 16:40 | close | 1 | 0.50 | 1.14651 | 1.17361 | 1.11361 | 745.74 | 10745.74 |
| 5 | 2009.07.01 16:45 | buy | 2 | 0.54 | 1.14636 | 0.00000 | 0.00000 | ||
| 6 | 2009.07.01 16:50 | modify | 2 | 0.54 | 1.14636 | 1.13636 | 0.00000 | ||
| 7 | 2009.07.01 16:50 | modify | 2 | 0.54 | 1.14636 | 1.13636 | 1.19636 | ||
| 8 | 2009.07.02 18:30 | close | 2 | 0.54 | 1.16087 | 1.13636 | 1.19636 | 674.96 | 11420.70 |
| 9 | 2009.07.02 18:35 | sell | 3 | 0.57 | 1.16114 | 0.00000 | 0.00000 | ||
| 10 | 2009.07.02 18:40 | modify | 3 | 0.57 | 1.16114 | 1.17114 | 0.00000 | ||
| 11 | 2009.07.02 18:40 | modify | 3 | 0.57 | 1.16114 | 1.17114 | 1.11114 | ||
| 12 | 2009.07.07 14:00 | close | 3 | 0.57 | 1.15728 | 1.17114 | 1.11114 | 189.53 | 11610.23 |
| 13 | 2009.07.07 14:05 | buy | 4 | 0.58 | 1.15828 | 0.00000 | 0.00000 | ||
| 14 | 2009.07.07 14:10 | modify | 4 | 0.58 | 1.15828 | 1.14828 | 0.00000 | ||
| 15 | 2009.07.07 14:10 | modify | 4 | 0.58 | 1.15828 | 1.14828 | 1.20828 | ||
| 16 | 2009.07.08 19:55 | close | 4 | 0.58 | 1.17001 | 1.14828 | 1.20828 | 581.48 | 12191.71 |
| 17 | 2009.07.08 20:00 | sell | 5 | 0.61 | 1.16955 | 0.00000 | 0.00000 | ||
| 18 | 2009.07.08 20:05 | modify | 5 | 0.61 | 1.16955 | 1.17955 | 0.00000 | ||
| 19 | 2009.07.08 20:05 | modify | 5 | 0.61 | 1.16955 | 1.17955 | 1.11955 | ||
| 20 | 2009.07.09 10:55 | close | 5 | 0.61 | 1.16000 | 1.17955 | 1.11955 | 501.57 | 12693.28 |
| 21 | 2009.07.09 11:00 | buy | 6 | 0.63 | 1.16020 | 0.00000 | 0.00000 | ||
| 22 | 2009.07.09 11:05 | modify | 6 | 0.63 | 1.16020 | 1.15020 | 0.00000 | ||
| 23 | 2009.07.09 11:05 | modify | 6 | 0.63 | 1.16020 | 1.15020 | 1.21020 | ||
| 24 | 2009.07.13 09:15 | close | 6 | 0.63 | 1.16519 | 1.15020 | 1.21020 | 269.80 | 12963.08 |
| 25 | 2009.07.29 18:05 | sell | 7 | 0.65 | 1.08815 | 0.00000 | 0.00000 | ||
| 26 | 2009.07.29 18:10 | modify | 7 | 0.65 | 1.08815 | 1.09815 | 0.00000 | ||
| 27 | 2009.07.29 18:10 | modify | 7 | 0.65 | 1.08815 | 1.09815 | 1.03815 | ||
| 28 | 2009.07.31 05:10 | close | 7 | 0.65 | 1.08108 | 1.09815 | 1.03815 | 424.19 | 13387.27 |
| 29 | 2009.07.31 05:15 | buy | 8 | 0.67 | 1.08093 | 0.00000 | 0.00000 | ||
| 30 | 2009.07.31 05:20 | modify | 8 | 0.67 | 1.08093 | 1.07093 | 0.00000 | ||
| 31 | 2009.07.31 05:20 | modify | 8 | 0.67 | 1.08093 | 1.07093 | 1.13093 | ||
| 32 | 2009.07.31 22:59 | close at stop | 8 | 0.67 | 1.07750 | 1.07093 | 1.13093 | -213.28 | 13173.99 |