Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		5 Minutes (M5) 2010.03.01 00:00 - 2010.03.31 23:55 (2010.03.01 - 2010.04.01)
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=31; BarsBack2=60;
Bars in test	4999	Ticks modelled	421619	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3291.79	Gross profit	3913.47	Gross loss	-621.67
Profit factor	6.30	Expected payoff	137.16
Absolute drawdown	112.35	Maximal drawdown	861.33 (6.20%)	Relative drawdown	6.20% (861.33)
Total trades	24	Short positions (won %)	12 (91.67%)	Long positions (won %)	12 (83.33%)
		Profit trades (% of total)	21 (87.50%)	Loss trades (% of total)	3 (12.50%)
Largest		profit trade	443.46	loss trade	-378.81
Average		profit trade	186.36	loss trade	-207.22
Maximum		consecutive wins (profit in money)	18 (3166.95)	consecutive losses (loss in money)	2 (-472.86)
Maximal		consecutive profit (count of wins)	3166.95 (18)	consecutive loss (count of losses)	-472.86 (2)
Average		consecutive wins	11	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 04:05	sell	1	0.50	1.05239	0.00000	0.00000
2	2010.03.01 04:10	modify	1	0.50	1.05239	1.06239	0.00000
3	2010.03.01 04:10	modify	1	0.50	1.05239	1.06239	1.00239
4	2010.03.01 10:55	close	1	0.50	1.05072	1.06239	1.00239	79.47	10079.47
5	2010.03.01 11:00	buy	2	0.50	1.05076	0.00000	0.00000
6	2010.03.01 11:05	modify	2	0.50	1.05076	1.04076	0.00000
7	2010.03.01 11:05	modify	2	0.50	1.05076	1.04076	1.10076
8	2010.03.01 13:45	close	2	0.50	1.05548	1.04076	1.10076	223.59	10303.06
9	2010.03.01 13:50	sell	3	0.52	1.05487	0.00000	0.00000
10	2010.03.01 13:55	modify	3	0.52	1.05487	1.06487	0.00000
11	2010.03.01 13:55	modify	3	0.52	1.05487	1.06487	1.00487
12	2010.03.01 16:20	close	3	0.52	1.04595	1.06487	1.00487	443.46	10746.52
13	2010.03.01 16:25	buy	4	0.54	1.04609	0.00000	0.00000
14	2010.03.01 16:30	modify	4	0.54	1.04609	1.03609	0.00000
15	2010.03.01 16:30	modify	4	0.54	1.04609	1.03609	1.09609
16	2010.03.02 03:15	close	4	0.54	1.04322	1.03609	1.09609	-148.82	10597.70
17	2010.03.02 03:20	sell	5	0.53	1.04321	0.00000	0.00000
18	2010.03.02 03:25	modify	5	0.53	1.04321	1.05321	0.00000
19	2010.03.02 03:25	modify	5	0.53	1.04321	1.05321	0.99321
20	2010.03.02 12:45	close	5	0.53	1.03540	1.05321	0.99321	399.78	10997.48
21	2010.03.02 12:50	buy	6	0.55	1.03490	0.00000	0.00000
22	2010.03.02 12:55	modify	6	0.55	1.03490	1.02490	0.00000
23	2010.03.02 12:55	modify	6	0.55	1.03490	1.02490	1.08490
24	2010.03.02 21:55	close	6	0.55	1.03647	1.02490	1.08490	83.31	11080.79
25	2010.03.02 22:00	sell	7	0.55	1.03635	0.00000	0.00000
26	2010.03.02 22:05	modify	7	0.55	1.03635	1.04635	0.00000
27	2010.03.02 22:05	modify	7	0.55	1.03635	1.04635	0.98635
28	2010.03.03 02:35	close	7	0.55	1.03457	1.04635	0.98635	94.32	11175.11
29	2010.03.03 06:35	buy	8	0.56	1.03409	0.00000	0.00000
30	2010.03.03 06:40	modify	8	0.56	1.03409	1.02409	0.00000
31	2010.03.03 06:40	modify	8	0.56	1.03409	1.02409	1.08409
32	2010.03.03 11:00	close	8	0.56	1.03506	1.02409	1.08409	52.48	11227.59
33	2010.03.03 11:05	sell	9	0.56	1.03504	0.00000	0.00000
34	2010.03.03 11:10	modify	9	0.56	1.03504	1.04504	0.00000
35	2010.03.03 11:10	modify	9	0.56	1.03504	1.04504	0.98504
36	2010.03.03 17:20	close	9	0.56	1.02869	1.04504	0.98504	345.68	11573.27
37	2010.03.03 17:25	buy	10	0.58	1.02876	0.00000	0.00000
38	2010.03.03 17:30	modify	10	0.58	1.02876	1.01876	0.00000
39	2010.03.03 17:30	modify	10	0.58	1.02876	1.01876	1.07876
40	2010.03.04 02:15	close	10	0.58	1.03165	1.01876	1.07876	161.65	11734.92
41	2010.03.04 02:20	sell	11	0.59	1.03167	0.00000	0.00000
42	2010.03.04 02:25	modify	11	0.59	1.03167	1.04167	0.00000
43	2010.03.04 02:25	modify	11	0.59	1.03167	1.04167	0.98167
44	2010.03.04 12:30	close	11	0.59	1.03030	1.04167	0.98167	78.45	11813.37
45	2010.03.04 12:35	buy	12	0.59	1.02974	0.00000	0.00000
46	2010.03.04 12:40	modify	12	0.59	1.02974	1.01974	0.00000
47	2010.03.04 12:40	modify	12	0.59	1.02974	1.01974	1.07974
48	2010.03.04 17:05	close	12	0.59	1.03066	1.01974	1.07974	52.67	11866.04
49	2010.03.05 08:15	sell	13	0.59	1.03173	0.00000	0.00000
50	2010.03.05 08:20	modify	13	0.59	1.03173	1.04173	0.00000
51	2010.03.05 08:20	modify	13	0.59	1.03173	1.04173	0.98173
52	2010.03.05 16:00	close	13	0.59	1.02704	1.04173	0.98173	269.42	12135.46
53	2010.03.05 16:05	buy	14	0.61	1.02787	0.00000	0.00000
54	2010.03.05 16:10	modify	14	0.61	1.02787	1.01787	0.00000
55	2010.03.05 16:10	modify	14	0.61	1.02787	1.01787	1.07787
56	2010.03.05 22:50	close	14	0.61	1.02978	1.01787	1.07787	113.14	12248.60
57	2010.03.09 03:50	sell	15	0.61	1.02881	0.00000	0.00000
58	2010.03.09 03:55	modify	15	0.61	1.02881	1.03881	0.00000
59	2010.03.09 03:55	modify	15	0.61	1.02881	1.03881	0.97881
60	2010.03.09 16:25	close	15	0.61	1.02618	1.03881	0.97881	156.34	12404.94
61	2010.03.09 16:30	buy	16	0.62	1.02640	0.00000	0.00000
62	2010.03.09 16:35	modify	16	0.62	1.02640	1.01640	0.00000
63	2010.03.09 16:35	modify	16	0.62	1.02640	1.01640	1.07640
64	2010.03.10 02:25	close	16	0.62	1.02688	1.01640	1.07640	28.69	12433.63
65	2010.03.10 08:35	sell	17	0.62	1.02808	0.00000	0.00000
66	2010.03.10 08:40	modify	17	0.62	1.02808	1.03808	0.00000
67	2010.03.10 08:40	modify	17	0.62	1.02808	1.03808	0.97808
68	2010.03.10 13:45	close	17	0.62	1.02546	1.03808	0.97808	158.41	12592.04
69	2010.03.10 13:50	buy	18	0.63	1.02549	0.00000	0.00000
70	2010.03.10 13:55	modify	18	0.63	1.02549	1.01549	0.00000
71	2010.03.10 13:55	modify	18	0.63	1.02549	1.01549	1.07549
72	2010.03.11 15:40	close	18	0.63	1.03033	1.01549	1.07549	295.04	12887.08
73	2010.03.11 15:45	sell	19	0.64	1.03050	0.00000	0.00000
74	2010.03.11 15:50	modify	19	0.64	1.03050	1.04050	0.00000
75	2010.03.11 15:50	modify	19	0.64	1.03050	1.04050	0.98050
76	2010.03.11 21:25	close	19	0.64	1.02405	1.04050	0.98050	403.11	13290.19
77	2010.03.11 21:30	buy	20	0.66	1.02433	0.00000	0.00000
78	2010.03.11 21:35	modify	20	0.66	1.02433	1.01433	0.00000
79	2010.03.11 21:35	modify	20	0.66	1.02433	1.01433	1.07433
80	2010.03.26 00:05	close	20	0.66	1.02450	1.01433	1.07433	6.25	13296.44
81	2010.03.26 00:10	sell	21	0.66	1.02469	0.00000	0.00000
82	2010.03.26 00:15	modify	21	0.66	1.02469	1.03469	0.00000
83	2010.03.26 00:15	modify	21	0.66	1.02469	1.03469	0.97469
84	2010.03.26 05:15	close	21	0.66	1.02164	1.03469	0.97469	197.04	13493.48
85	2010.03.26 05:20	buy	22	0.67	1.02121	0.00000	0.00000
86	2010.03.26 05:25	modify	22	0.67	1.02121	1.01121	0.00000
87	2010.03.26 05:25	modify	22	0.67	1.02121	1.01121	1.07121
88	2010.03.26 10:30	close	22	0.67	1.02536	1.01121	1.07121	271.17	13764.65
89	2010.03.26 10:35	sell	23	0.69	1.02566	0.00000	0.00000
90	2010.03.26 10:40	modify	23	0.69	1.02566	1.03566	0.00000
91	2010.03.26 10:40	modify	23	0.69	1.02566	1.03566	0.97566
92	2010.03.26 21:30	close	23	0.69	1.02706	1.03566	0.97566	-94.05	13670.60
93	2010.03.26 21:35	buy	24	0.68	1.02705	0.00000	0.00000
94	2010.03.26 21:40	modify	24	0.68	1.02705	1.01705	0.00000
95	2010.03.26 21:40	modify	24	0.68	1.02705	1.01705	1.07705
96	2010.03.30 03:10	close	24	0.68	1.02137	1.01705	1.07705	-378.81	13291.79