| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2009.05.01 00:00 - 2009.05.29 22:55 (2009.05.01 - 2009.06.01) | ||||
| 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=104; BarsBack2=313; | ||||
| Bars in test | 6972 | Ticks modelled | 777912 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3649.40 | Gross profit | 5762.07 | Gross loss | -2112.67 |
| Profit factor | 2.73 | Expected payoff | 243.29 | ||
| Absolute drawdown | 615.74 | Maximal drawdown | 1034.93 (9.31%) | Relative drawdown | 9.31% (1034.93) |
| Total trades | 15 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 11 (73.33%) | Loss trades (% of total) | 4 (26.67%) | ||
| Largest | profit trade | 910.22 | loss trade | -656.27 | |
| Average | profit trade | 523.82 | loss trade | -528.17 | |
| Maximum | consecutive wins (profit in money) | 5 (2254.57) | consecutive losses (loss in money) | 1 (-656.27) | |
| Maximal | consecutive profit (count of wins) | 2254.57 (5) | consecutive loss (count of losses) | -656.27 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.05.01 21:50 | buy | 1 | 0.50 | 1.18652 | 0.00000 | 0.00000 | ||
| 2 | 2009.05.01 21:55 | modify | 1 | 0.50 | 1.18652 | 1.17652 | 0.00000 | ||
| 3 | 2009.05.01 21:55 | modify | 1 | 0.50 | 1.18652 | 1.17652 | 1.23652 | ||
| 4 | 2009.05.04 16:16 | s/l | 1 | 0.50 | 1.17652 | 1.17652 | 1.23652 | -425.00 | 9575.00 |
| 5 | 2009.05.06 04:35 | sell | 2 | 0.48 | 1.17807 | 0.00000 | 0.00000 | ||
| 6 | 2009.05.06 04:40 | modify | 2 | 0.48 | 1.17807 | 1.18807 | 0.00000 | ||
| 7 | 2009.05.06 04:40 | modify | 2 | 0.48 | 1.17807 | 1.18807 | 1.12807 | ||
| 8 | 2009.05.06 22:40 | close | 2 | 0.48 | 1.16681 | 1.18807 | 1.12807 | 463.21 | 10038.21 |
| 9 | 2009.05.06 22:45 | buy | 3 | 0.50 | 1.16688 | 0.00000 | 0.00000 | ||
| 10 | 2009.05.06 22:50 | modify | 3 | 0.50 | 1.16688 | 1.15688 | 0.00000 | ||
| 11 | 2009.05.06 22:50 | modify | 3 | 0.50 | 1.16688 | 1.15688 | 1.21688 | ||
| 12 | 2009.05.07 21:35 | close | 3 | 0.50 | 1.17402 | 1.15688 | 1.21688 | 304.08 | 10342.29 |
| 13 | 2009.05.07 21:40 | sell | 4 | 0.52 | 1.17353 | 0.00000 | 0.00000 | ||
| 14 | 2009.05.07 21:45 | modify | 4 | 0.52 | 1.17353 | 1.18353 | 0.00000 | ||
| 15 | 2009.05.07 21:45 | modify | 4 | 0.52 | 1.17353 | 1.18353 | 1.12353 | ||
| 16 | 2009.05.08 14:45 | close | 4 | 0.52 | 1.15932 | 1.18353 | 1.12353 | 637.28 | 10979.57 |
| 17 | 2009.05.08 16:10 | buy | 5 | 0.55 | 1.15849 | 0.00000 | 0.00000 | ||
| 18 | 2009.05.08 16:15 | modify | 5 | 0.55 | 1.15849 | 1.14849 | 0.00000 | ||
| 19 | 2009.05.08 16:15 | modify | 5 | 0.55 | 1.15849 | 1.14849 | 1.20849 | ||
| 20 | 2009.05.11 04:51 | s/l | 5 | 0.55 | 1.14849 | 1.14849 | 1.20849 | -478.90 | 10500.67 |
| 21 | 2009.05.11 20:55 | sell | 6 | 0.53 | 1.16078 | 0.00000 | 0.00000 | ||
| 22 | 2009.05.11 21:00 | modify | 6 | 0.53 | 1.16078 | 1.17078 | 0.00000 | ||
| 23 | 2009.05.11 21:00 | modify | 6 | 0.53 | 1.16078 | 1.17078 | 1.11078 | ||
| 24 | 2009.05.13 08:30 | close | 6 | 0.53 | 1.15780 | 1.17078 | 1.11078 | 136.23 | 10636.91 |
| 25 | 2009.05.13 08:35 | buy | 7 | 0.53 | 1.15741 | 0.00000 | 0.00000 | ||
| 26 | 2009.05.13 08:40 | modify | 7 | 0.53 | 1.15741 | 1.14741 | 0.00000 | ||
| 27 | 2009.05.13 08:40 | modify | 7 | 0.53 | 1.15741 | 1.14741 | 1.20741 | ||
| 28 | 2009.05.13 21:50 | close | 7 | 0.53 | 1.17608 | 1.14741 | 1.20741 | 841.36 | 11478.27 |
| 29 | 2009.05.13 21:55 | sell | 8 | 0.57 | 1.17591 | 0.00000 | 0.00000 | ||
| 30 | 2009.05.13 22:00 | modify | 8 | 0.57 | 1.17591 | 1.18591 | 0.00000 | ||
| 31 | 2009.05.13 22:00 | modify | 8 | 0.57 | 1.17591 | 1.18591 | 1.12591 | ||
| 32 | 2009.05.14 23:30 | close | 8 | 0.57 | 1.17036 | 1.18591 | 1.12591 | 270.02 | 11748.28 |
| 33 | 2009.05.14 23:35 | buy | 9 | 0.59 | 1.17091 | 0.00000 | 0.00000 | ||
| 34 | 2009.05.14 23:42 | modify | 9 | 0.59 | 1.17091 | 1.16091 | 0.00000 | ||
| 35 | 2009.05.14 23:42 | modify | 9 | 0.59 | 1.17091 | 1.16091 | 1.22091 | ||
| 36 | 2009.05.15 20:15 | close | 9 | 0.59 | 1.17857 | 1.16091 | 1.22091 | 383.46 | 12131.74 |
| 37 | 2009.05.15 20:25 | sell | 10 | 0.61 | 1.17891 | 0.00000 | 0.00000 | ||
| 38 | 2009.05.15 20:30 | modify | 10 | 0.61 | 1.17891 | 1.18891 | 0.00000 | ||
| 39 | 2009.05.15 20:30 | modify | 10 | 0.61 | 1.17891 | 1.18891 | 1.12891 | ||
| 40 | 2009.05.18 16:25 | close | 10 | 0.61 | 1.16698 | 1.18891 | 1.12891 | 623.50 | 12755.24 |
| 41 | 2009.05.18 16:30 | buy | 11 | 0.64 | 1.16849 | 0.00000 | 0.00000 | ||
| 42 | 2009.05.18 16:35 | modify | 11 | 0.64 | 1.16849 | 1.15849 | 0.00000 | ||
| 43 | 2009.05.18 16:35 | modify | 11 | 0.64 | 1.16849 | 1.15849 | 1.21849 | ||
| 44 | 2009.05.19 09:04 | s/l | 11 | 0.64 | 1.15849 | 1.15849 | 1.21849 | -552.50 | 12202.74 |
| 45 | 2009.05.26 11:15 | sell | 12 | 0.61 | 1.13111 | 0.00000 | 0.00000 | ||
| 46 | 2009.05.26 11:20 | modify | 12 | 0.61 | 1.13111 | 1.14111 | 0.00000 | ||
| 47 | 2009.05.26 11:20 | modify | 12 | 0.61 | 1.13111 | 1.14111 | 1.08111 | ||
| 48 | 2009.05.27 00:00 | close | 12 | 0.61 | 1.11618 | 1.14111 | 1.08111 | 815.83 | 13018.57 |
| 49 | 2009.05.27 00:05 | buy | 13 | 0.65 | 1.11627 | 0.00000 | 0.00000 | ||
| 50 | 2009.05.27 00:10 | modify | 13 | 0.65 | 1.11627 | 1.10627 | 0.00000 | ||
| 51 | 2009.05.27 00:10 | modify | 13 | 0.65 | 1.11627 | 1.10627 | 1.16627 | ||
| 52 | 2009.05.28 07:05 | close | 13 | 0.65 | 1.12278 | 1.10627 | 1.16627 | 376.88 | 13395.45 |
| 53 | 2009.05.28 07:10 | sell | 14 | 0.67 | 1.12272 | 0.00000 | 0.00000 | ||
| 54 | 2009.05.28 07:15 | modify | 14 | 0.67 | 1.12272 | 1.13272 | 0.00000 | ||
| 55 | 2009.05.28 07:15 | modify | 14 | 0.67 | 1.12272 | 1.13272 | 1.07272 | ||
| 56 | 2009.05.29 08:40 | close | 14 | 0.67 | 1.10767 | 1.13272 | 1.07272 | 910.22 | 14305.67 |
| 57 | 2009.05.29 08:45 | buy | 15 | 0.72 | 1.10711 | 0.00000 | 0.00000 | ||
| 58 | 2009.05.29 08:50 | modify | 15 | 0.72 | 1.10711 | 1.09711 | 0.00000 | ||
| 59 | 2009.05.29 08:50 | modify | 15 | 0.72 | 1.10711 | 1.09711 | 1.15711 | ||
| 60 | 2009.05.29 14:46 | s/l | 15 | 0.72 | 1.09711 | 1.09711 | 1.15711 | -656.27 | 13649.40 |