| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2009.06.01 00:00 - 2009.06.30 23:55 (2009.06.01 - 2009.07.01) | ||||
| 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=10; BarsBack2=182; | ||||
| Bars in test | 7282 | Ticks modelled | 936451 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4133.55 | Gross profit | 6264.48 | Gross loss | -2130.92 |
| Profit factor | 2.94 | Expected payoff | 243.15 | ||
| Absolute drawdown | 413.57 | Maximal drawdown | 1138.31 (8.51%) | Relative drawdown | 8.73% (1038.02) |
| Total trades | 17 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 12 (70.59%) | Loss trades (% of total) | 5 (29.41%) | ||
| Largest | profit trade | 1137.06 | loss trade | -573.97 | |
| Average | profit trade | 522.04 | loss trade | -426.18 | |
| Maximum | consecutive wins (profit in money) | 3 (1907.58) | consecutive losses (loss in money) | 2 (-484.49) | |
| Maximal | consecutive profit (count of wins) | 1907.58 (3) | consecutive loss (count of losses) | -573.97 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.06.01 06:10 | buy | 1 | 0.50 | 1.08734 | 0.00000 | 0.00000 | ||
| 2 | 2009.06.01 06:15 | modify | 1 | 0.50 | 1.08734 | 1.07734 | 0.00000 | ||
| 3 | 2009.06.01 06:15 | modify | 1 | 0.50 | 1.08734 | 1.07734 | 1.13734 | ||
| 4 | 2009.06.01 21:55 | close | 1 | 0.50 | 1.09118 | 1.07734 | 1.13734 | 175.96 | 10175.96 |
| 5 | 2009.06.01 22:45 | sell | 2 | 0.51 | 1.09228 | 0.00000 | 0.00000 | ||
| 6 | 2009.06.01 22:50 | modify | 2 | 0.51 | 1.09228 | 1.10228 | 0.00000 | ||
| 7 | 2009.06.01 22:50 | modify | 2 | 0.51 | 1.09228 | 1.10228 | 1.04228 | ||
| 8 | 2009.06.02 13:15 | close | 2 | 0.51 | 1.08594 | 1.10228 | 1.04228 | 297.61 | 10473.57 |
| 9 | 2009.06.02 13:20 | buy | 3 | 0.52 | 1.08688 | 0.00000 | 0.00000 | ||
| 10 | 2009.06.02 13:25 | modify | 3 | 0.52 | 1.08688 | 1.07688 | 0.00000 | ||
| 11 | 2009.06.02 13:25 | modify | 3 | 0.52 | 1.08688 | 1.07688 | 1.13688 | ||
| 12 | 2009.06.03 12:05 | close | 3 | 0.52 | 1.08659 | 1.07688 | 1.13688 | -13.83 | 10459.74 |
| 13 | 2009.06.03 16:10 | sell | 4 | 0.52 | 1.09483 | 0.00000 | 0.00000 | ||
| 14 | 2009.06.03 16:15 | modify | 4 | 0.52 | 1.09483 | 1.10483 | 0.00000 | ||
| 15 | 2009.06.03 16:15 | modify | 4 | 0.52 | 1.09483 | 1.10483 | 1.04483 | ||
| 16 | 2009.06.03 18:31 | s/l | 4 | 0.52 | 1.10483 | 1.10483 | 1.04483 | -470.66 | 9989.08 |
| 17 | 2009.06.04 17:55 | buy | 5 | 0.50 | 1.09977 | 0.00000 | 0.00000 | ||
| 18 | 2009.06.04 18:00 | modify | 5 | 0.50 | 1.09977 | 1.08977 | 0.00000 | ||
| 19 | 2009.06.04 18:00 | modify | 5 | 0.50 | 1.09977 | 1.08977 | 1.14977 | ||
| 20 | 2009.06.08 10:45 | close | 5 | 0.50 | 1.12536 | 1.08977 | 1.14977 | 1137.06 | 11126.14 |
| 21 | 2009.06.08 10:50 | sell | 6 | 0.56 | 1.12464 | 0.00000 | 0.00000 | ||
| 22 | 2009.06.08 10:55 | modify | 6 | 0.56 | 1.12464 | 1.13464 | 0.00000 | ||
| 23 | 2009.06.08 10:55 | modify | 6 | 0.56 | 1.12464 | 1.13464 | 1.07464 | ||
| 24 | 2009.06.09 09:45 | close | 6 | 0.56 | 1.11182 | 1.13464 | 1.07464 | 645.57 | 11771.71 |
| 25 | 2009.06.09 09:50 | buy | 7 | 0.59 | 1.11105 | 0.00000 | 0.00000 | ||
| 26 | 2009.06.09 09:55 | modify | 7 | 0.59 | 1.11105 | 1.10105 | 0.00000 | ||
| 27 | 2009.06.09 09:55 | modify | 7 | 0.59 | 1.11105 | 1.10105 | 1.16105 | ||
| 28 | 2009.06.09 14:25 | s/l | 7 | 0.59 | 1.10105 | 1.10105 | 1.16105 | -535.85 | 11235.86 |
| 29 | 2009.06.10 16:45 | sell | 8 | 0.56 | 1.10907 | 0.00000 | 0.00000 | ||
| 30 | 2009.06.10 16:50 | modify | 8 | 0.56 | 1.10907 | 1.11907 | 0.00000 | ||
| 31 | 2009.06.10 16:50 | modify | 8 | 0.56 | 1.10907 | 1.11907 | 1.05907 | ||
| 32 | 2009.06.11 11:20 | close | 8 | 0.56 | 1.10207 | 1.11907 | 1.05907 | 355.23 | 11591.09 |
| 33 | 2009.06.11 11:25 | buy | 9 | 0.58 | 1.10207 | 0.00000 | 0.00000 | ||
| 34 | 2009.06.11 11:30 | modify | 9 | 0.58 | 1.10207 | 1.09207 | 0.00000 | ||
| 35 | 2009.06.11 11:30 | modify | 9 | 0.58 | 1.10207 | 1.09207 | 1.15207 | ||
| 36 | 2009.06.12 06:25 | close | 9 | 0.58 | 1.10825 | 1.09207 | 1.15207 | 323.48 | 11914.57 |
| 37 | 2009.06.12 06:30 | sell | 10 | 0.60 | 1.10810 | 0.00000 | 0.00000 | ||
| 38 | 2009.06.12 06:35 | modify | 10 | 0.60 | 1.10810 | 1.11810 | 0.00000 | ||
| 39 | 2009.06.12 06:35 | modify | 10 | 0.60 | 1.10810 | 1.11810 | 1.05810 | ||
| 40 | 2009.06.12 12:23 | s/l | 10 | 0.60 | 1.11810 | 1.11810 | 1.05810 | -536.61 | 11377.96 |
| 41 | 2009.06.16 11:45 | buy | 11 | 0.57 | 1.12430 | 0.00000 | 0.00000 | ||
| 42 | 2009.06.16 11:50 | modify | 11 | 0.57 | 1.12430 | 1.11430 | 0.00000 | ||
| 43 | 2009.06.16 11:50 | modify | 11 | 0.57 | 1.12430 | 1.11430 | 1.17430 | ||
| 44 | 2009.06.17 14:40 | close | 11 | 0.57 | 1.13977 | 1.11430 | 1.17430 | 773.71 | 12151.67 |
| 45 | 2009.06.17 14:45 | sell | 12 | 0.61 | 1.13858 | 0.00000 | 0.00000 | ||
| 46 | 2009.06.17 14:50 | modify | 12 | 0.61 | 1.13858 | 1.14858 | 0.00000 | ||
| 47 | 2009.06.17 14:50 | modify | 12 | 0.61 | 1.13858 | 1.14858 | 1.08858 | ||
| 48 | 2009.06.19 12:15 | close | 12 | 0.61 | 1.12780 | 1.14858 | 1.08858 | 582.39 | 12734.07 |
| 49 | 2009.06.19 12:20 | buy | 13 | 0.64 | 1.12762 | 0.00000 | 0.00000 | ||
| 50 | 2009.06.19 12:25 | modify | 13 | 0.64 | 1.12762 | 1.11762 | 0.00000 | ||
| 51 | 2009.06.19 12:25 | modify | 13 | 0.64 | 1.12762 | 1.11762 | 1.17762 | ||
| 52 | 2009.06.22 04:00 | close | 13 | 0.64 | 1.13742 | 1.11762 | 1.17762 | 551.48 | 13285.54 |
| 53 | 2009.06.22 09:20 | sell | 14 | 0.66 | 1.13989 | 0.00000 | 0.00000 | ||
| 54 | 2009.06.22 09:25 | modify | 14 | 0.66 | 1.13989 | 1.14989 | 0.00000 | ||
| 55 | 2009.06.22 09:25 | modify | 14 | 0.66 | 1.13989 | 1.14989 | 1.08989 | ||
| 56 | 2009.06.22 14:35 | s/l | 14 | 0.66 | 1.14989 | 1.14989 | 1.08989 | -573.97 | 12711.57 |
| 57 | 2009.06.23 15:20 | buy | 15 | 0.64 | 1.15018 | 0.00000 | 0.00000 | ||
| 58 | 2009.06.23 15:25 | modify | 15 | 0.64 | 1.15018 | 1.14018 | 0.00000 | ||
| 59 | 2009.06.23 15:25 | modify | 15 | 0.64 | 1.15018 | 1.14018 | 1.20018 | ||
| 60 | 2009.06.24 23:20 | close | 15 | 0.64 | 1.15651 | 1.14018 | 1.20018 | 350.36 | 13061.93 |
| 61 | 2009.06.24 23:25 | sell | 16 | 0.65 | 1.15617 | 0.00000 | 0.00000 | ||
| 62 | 2009.06.24 23:30 | modify | 16 | 0.65 | 1.15617 | 1.16617 | 0.00000 | ||
| 63 | 2009.06.24 23:30 | modify | 16 | 0.65 | 1.15617 | 1.16617 | 1.10617 | ||
| 64 | 2009.06.26 09:35 | close | 16 | 0.65 | 1.14931 | 1.16617 | 1.10617 | 387.26 | 13449.19 |
| 65 | 2009.06.26 09:40 | buy | 17 | 0.67 | 1.14946 | 0.00000 | 0.00000 | ||
| 66 | 2009.06.26 09:45 | modify | 17 | 0.67 | 1.14946 | 1.13946 | 0.00000 | ||
| 67 | 2009.06.26 09:45 | modify | 17 | 0.67 | 1.14946 | 1.13946 | 1.19946 | ||
| 68 | 2009.06.30 17:00 | close | 17 | 0.67 | 1.16132 | 1.13946 | 1.19946 | 684.36 | 14133.55 |