Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		5 Minutes (M5) 2010.07.08 09:00 - 2010.07.23 22:55 (2010.07.01 - 2010.08.01)
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=17; BarsBack2=52;
Bars in test	4313	Ticks modelled	313079	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	2917.01	Gross profit	3714.91	Gross loss	-797.89
Profit factor	4.66	Expected payoff	138.91
Absolute drawdown	43.46	Maximal drawdown	1060.51 (8.06%)	Relative drawdown	8.06% (1060.51)
Total trades	21	Short positions (won %)	11 (90.91%)	Long positions (won %)	10 (70.00%)
		Profit trades (% of total)	17 (80.95%)	Loss trades (% of total)	4 (19.05%)
Largest		profit trade	488.93	loss trade	-424.69
Average		profit trade	218.52	loss trade	-199.47
Maximum		consecutive wins (profit in money)	9 (1765.99)	consecutive losses (loss in money)	2 (-715.19)
Maximal		consecutive profit (count of wins)	1765.99 (9)	consecutive loss (count of losses)	-715.19 (2)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.07.08 10:15	sell	1	0.50	1.04596	0.00000	0.00000
2	2010.07.08 10:20	modify	1	0.50	1.04596	1.05596	0.00000
3	2010.07.08 10:20	modify	1	0.50	1.04596	1.05596	0.99596
4	2010.07.08 15:50	close	1	0.50	1.04027	1.05596	0.99596	273.49	10273.49
5	2010.07.08 15:55	buy	2	0.51	1.04071	0.00000	0.00000
6	2010.07.08 16:00	modify	2	0.51	1.04071	1.03071	0.00000
7	2010.07.08 16:00	modify	2	0.51	1.04071	1.03071	1.09071
8	2010.07.09 11:20	close	2	0.51	1.04426	1.03071	1.09071	172.22	10445.71
9	2010.07.09 11:25	sell	3	0.52	1.04348	0.00000	0.00000
10	2010.07.09 11:30	modify	3	0.52	1.04348	1.05348	0.00000
11	2010.07.09 11:30	modify	3	0.52	1.04348	1.05348	0.99348
12	2010.07.09 14:10	close	3	0.52	1.03376	1.05348	0.99348	488.93	10934.64
13	2010.07.09 14:15	buy	4	0.55	1.03433	0.00000	0.00000
14	2010.07.09 14:20	modify	4	0.55	1.03433	1.02433	0.00000
15	2010.07.09 14:20	modify	4	0.55	1.03433	1.02433	1.08433
16	2010.07.09 22:50	close	4	0.55	1.03345	1.02433	1.08433	-46.83	10887.81
17	2010.07.09 22:55	sell	5	0.54	1.03352	0.00000	0.00000
18	2010.07.12 00:00	modify	5	0.54	1.03352	1.04352	0.00000
19	2010.07.12 00:00	modify	5	0.54	1.03352	1.04352	0.98352
20	2010.07.12 03:05	close	5	0.54	1.03050	1.04352	0.98352	158.40	11046.21
21	2010.07.12 03:10	buy	6	0.55	1.03072	0.00000	0.00000
22	2010.07.12 03:15	modify	6	0.55	1.03072	1.02072	0.00000
23	2010.07.12 03:15	modify	6	0.55	1.03072	1.02072	1.08072
24	2010.07.12 18:00	close	6	0.55	1.03769	1.02072	1.08072	369.43	11415.64
25	2010.07.12 18:05	sell	7	0.57	1.03775	0.00000	0.00000
26	2010.07.12 18:10	modify	7	0.57	1.03775	1.04775	0.00000
27	2010.07.12 18:10	modify	7	0.57	1.03775	1.04775	0.98775
28	2010.07.13 02:35	close	7	0.57	1.03454	1.04775	0.98775	177.02	11592.66
29	2010.07.13 02:40	buy	8	0.58	1.03458	0.00000	0.00000
30	2010.07.13 02:45	modify	8	0.58	1.03458	1.02458	0.00000
31	2010.07.13 02:45	modify	8	0.58	1.03458	1.02458	1.08458
32	2010.07.13 08:55	close	8	0.58	1.03754	1.02458	1.08458	165.47	11758.13
33	2010.07.13 09:00	sell	9	0.59	1.03697	0.00000	0.00000
34	2010.07.13 09:05	modify	9	0.59	1.03697	1.04697	0.00000
35	2010.07.13 09:05	modify	9	0.59	1.03697	1.04697	0.98697
36	2010.07.13 11:45	close	9	0.59	1.03299	1.04697	0.98697	227.32	11985.45
37	2010.07.13 11:50	buy	10	0.60	1.03289	0.00000	0.00000
38	2010.07.13 11:55	modify	10	0.60	1.03289	1.02289	0.00000
39	2010.07.13 11:55	modify	10	0.60	1.03289	1.02289	1.08289
40	2010.07.13 19:55	close	10	0.60	1.03405	1.02289	1.08289	67.31	12052.76
41	2010.07.13 20:00	sell	11	0.60	1.03355	0.00000	0.00000
42	2010.07.13 20:05	modify	11	0.60	1.03355	1.04355	0.00000
43	2010.07.13 20:05	modify	11	0.60	1.03355	1.04355	0.98355
44	2010.07.14 18:05	close	11	0.60	1.03063	1.04355	0.98355	170.16	12222.92
45	2010.07.14 18:10	buy	12	0.61	1.03047	0.00000	0.00000
46	2010.07.14 18:15	modify	12	0.61	1.03047	1.02047	0.00000
47	2010.07.14 18:15	modify	12	0.61	1.03047	1.02047	1.08047
48	2010.07.15 03:10	close	12	0.61	1.03506	1.02047	1.08047	266.34	12489.26
49	2010.07.15 03:15	sell	13	0.62	1.03522	0.00000	0.00000
50	2010.07.15 03:20	modify	13	0.62	1.03522	1.04522	0.00000
51	2010.07.15 03:20	modify	13	0.62	1.03522	1.04522	0.98522
52	2010.07.15 11:45	close	13	0.62	1.03248	1.04522	0.98522	164.54	12653.80
53	2010.07.19 05:15	buy	14	0.63	1.05450	0.00000	0.00000
54	2010.07.19 05:20	modify	14	0.63	1.05450	1.04450	0.00000
55	2010.07.19 05:20	modify	14	0.63	1.05450	1.04450	1.10450
56	2010.07.19 17:20	close	14	0.63	1.05390	1.04450	1.10450	-35.87	12617.93
57	2010.07.19 17:25	sell	15	0.63	1.05348	0.00000	0.00000
58	2010.07.19 17:30	modify	15	0.63	1.05348	1.06348	0.00000
59	2010.07.19 17:30	modify	15	0.63	1.05348	1.06348	1.00348
60	2010.07.20 03:30	close	15	0.63	1.05171	1.06348	1.00348	106.21	12724.14
61	2010.07.20 03:35	buy	16	0.64	1.05133	0.00000	0.00000
62	2010.07.20 03:40	modify	16	0.64	1.05133	1.04133	0.00000
63	2010.07.20 03:40	modify	16	0.64	1.05133	1.04133	1.10133
64	2010.07.20 14:35	close	16	0.64	1.05573	1.04133	1.10133	266.73	12990.87
65	2010.07.21 16:25	sell	17	0.65	1.04047	0.00000	0.00000
66	2010.07.21 16:30	modify	17	0.65	1.04047	1.05047	0.00000
67	2010.07.21 16:30	modify	17	0.65	1.04047	1.05047	0.99047
68	2010.07.22 10:10	close	17	0.65	1.04515	1.05047	0.99047	-290.50	12700.37
69	2010.07.22 10:15	buy	18	0.64	1.04519	0.00000	0.00000
70	2010.07.22 10:20	modify	18	0.64	1.04519	1.03519	0.00000
71	2010.07.22 10:20	modify	18	0.64	1.04519	1.03519	1.09519
72	2010.07.22 22:40	close	18	0.64	1.03830	1.03519	1.09519	-424.69	12275.68
73	2010.07.22 22:45	sell	19	0.61	1.03821	0.00000	0.00000
74	2010.07.22 22:50	modify	19	0.61	1.03821	1.04821	0.00000
75	2010.07.22 22:50	modify	19	0.61	1.03821	1.04821	0.98821
76	2010.07.23 01:30	close	19	0.61	1.03672	1.04821	0.98821	87.84	12363.52
77	2010.07.23 10:30	buy	20	0.62	1.03582	0.00000	0.00000
78	2010.07.23 10:35	modify	20	0.62	1.03582	1.02582	0.00000
79	2010.07.23 10:35	modify	20	0.62	1.03582	1.02582	1.08582
80	2010.07.23 13:20	close	20	0.62	1.04027	1.02582	1.08582	265.22	12628.74
81	2010.07.23 13:25	sell	21	0.63	1.04065	0.00000	0.00000
82	2010.07.23 13:30	modify	21	0.63	1.04065	1.05065	0.00000
83	2010.07.23 13:30	modify	21	0.63	1.04065	1.05065	0.99065
84	2010.07.23 22:59	close at stop	21	0.63	1.03591	1.05065	0.99065	288.27	12917.01