| Symbol | USDCAD (US Dollar vs Canadian Dollar) |
| Period | 5 Minutes (M5) 2009.03.02 00:00 - 2009.03.31 23:55 (2009.03.01 - 2009.04.01) |
| 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=2; BarsBack2=4; |
|
| Bars in test | 7168 | Ticks modelled | 402213 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 3507.04 | Gross profit | 3898.75 | Gross loss | -391.71 |
| Profit factor | 9.95 | Expected payoff | 1169.01 | | |
| Absolute drawdown | 475.54 | Maximal drawdown | 886.78 (8.52%) | Relative drawdown | 8.52% (886.78) |
|
| Total trades | 3 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) |
| Largest | profit trade | 1959.92 | loss trade | -391.71 |
| Average | profit trade | 1949.37 | loss trade | -391.71 |
| Maximum | consecutive wins (profit in money) | 2 (3898.75) | consecutive losses (loss in money) | 1 (-391.71) |
| Maximal | consecutive profit (count of wins) | 3898.75 (2) | consecutive loss (count of losses) | -391.71 (1) |
| Average | consecutive wins | 2 | consecutive losses | 1 |