Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		5 Minutes (M5) 2010.05.03 00:00 - 2010.05.07 22:55 (2010.05.01 - 2010.06.01)
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=40; BarsBack2=41;
Bars in test	2429	Ticks modelled	198091	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3273.65	Gross profit	4377.98	Gross loss	-1104.33
Profit factor	3.96	Expected payoff	192.57
Absolute drawdown	449.15	Maximal drawdown	824.98 (6.99%)	Relative drawdown	6.99% (824.98)
Total trades	17	Short positions (won %)	9 (77.78%)	Long positions (won %)	8 (87.50%)
		Profit trades (% of total)	14 (82.35%)	Loss trades (% of total)	3 (17.65%)
Largest		profit trade	934.16	loss trade	-550.95
Average		profit trade	312.71	loss trade	-368.11
Maximum		consecutive wins (profit in money)	9 (2042.09)	consecutive losses (loss in money)	2 (-553.38)
Maximal		consecutive profit (count of wins)	2188.52 (4)	consecutive loss (count of losses)	-553.38 (2)
Average		consecutive wins	5	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.05.03 04:25	sell	1	0.50	1.01745	0.00000	0.00000
2	2010.05.03 04:30	modify	1	0.50	1.01745	1.02745	0.00000
3	2010.05.03 04:30	modify	1	0.50	1.01745	1.02745	0.96745
4	2010.05.03 13:20	close	1	0.50	1.01446	1.02745	0.96745	147.37	10147.37
5	2010.05.03 14:15	buy	2	0.51	1.01434	0.00000	0.00000
6	2010.05.03 14:20	modify	2	0.51	1.01434	1.00434	0.00000
7	2010.05.03 14:20	modify	2	0.51	1.01434	1.00434	1.06434
8	2010.05.04 06:30	close	2	0.51	1.01308	1.00434	1.06434	-64.69	10082.68
9	2010.05.04 06:35	sell	3	0.50	1.01311	0.00000	0.00000
10	2010.05.04 06:40	modify	3	0.50	1.01311	1.02311	0.00000
11	2010.05.04 06:40	modify	3	0.50	1.01311	1.02311	0.96311
12	2010.05.04 15:38	s/l	3	0.50	1.02311	1.02311	0.96311	-488.69	9593.99
13	2010.05.05 02:50	buy	4	0.48	1.02465	0.00000	0.00000
14	2010.05.05 02:55	modify	4	0.48	1.02465	1.01465	0.00000
15	2010.05.05 02:55	modify	4	0.48	1.02465	1.01465	1.07465
16	2010.05.05 07:30	close	4	0.48	1.02629	1.01465	1.07465	76.70	9670.69
17	2010.05.05 07:35	sell	5	0.48	1.02645	0.00000	0.00000
18	2010.05.05 07:40	modify	5	0.48	1.02645	1.03645	0.00000
19	2010.05.05 07:40	modify	5	0.48	1.02645	1.03645	0.97645
20	2010.05.05 12:40	close	5	0.48	1.02595	1.03645	0.97645	23.39	9694.08
21	2010.05.05 12:45	buy	6	0.48	1.02613	0.00000	0.00000
22	2010.05.05 12:50	modify	6	0.48	1.02613	1.01613	0.00000
23	2010.05.05 12:50	modify	6	0.48	1.02613	1.01613	1.07613
24	2010.05.05 15:50	close	6	0.48	1.03308	1.01613	1.07613	322.92	10017.00
25	2010.05.05 15:55	sell	7	0.50	1.03155	0.00000	0.00000
26	2010.05.05 16:00	modify	7	0.50	1.03155	1.04155	0.00000
27	2010.05.05 16:00	modify	7	0.50	1.03155	1.04155	0.98155
28	2010.05.05 18:50	close	7	0.50	1.02707	1.04155	0.98155	218.10	10235.10
29	2010.05.05 18:55	buy	8	0.51	1.02687	0.00000	0.00000
30	2010.05.05 19:00	modify	8	0.51	1.02687	1.01687	0.00000
31	2010.05.05 19:00	modify	8	0.51	1.02687	1.01687	1.07687
32	2010.05.05 21:20	close	8	0.51	1.03131	1.01687	1.07687	219.57	10454.67
33	2010.05.05 21:25	sell	9	0.52	1.03019	0.00000	0.00000
34	2010.05.05 21:30	modify	9	0.52	1.03019	1.04019	0.00000
35	2010.05.05 21:30	modify	9	0.52	1.03019	1.04019	0.98019
36	2010.05.06 03:15	close	9	0.52	1.02947	1.04019	0.98019	36.52	10491.19
37	2010.05.06 03:20	buy	10	0.52	1.02898	0.00000	0.00000
38	2010.05.06 03:25	modify	10	0.52	1.02898	1.01898	0.00000
39	2010.05.06 03:25	modify	10	0.52	1.02898	1.01898	1.07898
40	2010.05.06 09:30	close	10	0.52	1.03719	1.01898	1.07898	411.61	10902.80
41	2010.05.06 09:35	sell	11	0.55	1.03749	0.00000	0.00000
42	2010.05.06 09:40	modify	11	0.55	1.03749	1.04749	0.00000
43	2010.05.06 09:40	modify	11	0.55	1.03749	1.04749	0.98749
44	2010.05.06 13:10	close	11	0.55	1.03386	1.04749	0.98749	193.11	11095.91
45	2010.05.06 13:15	buy	12	0.55	1.03340	0.00000	0.00000
46	2010.05.06 13:20	modify	12	0.55	1.03340	1.02340	0.00000
47	2010.05.06 13:20	modify	12	0.55	1.03340	1.02340	1.08340
48	2010.05.06 18:00	close	12	0.55	1.04365	1.02340	1.08340	540.17	11636.08
49	2010.05.06 18:05	sell	13	0.58	1.04273	0.00000	0.00000
50	2010.05.06 18:10	modify	13	0.58	1.04273	1.05273	0.00000
51	2010.05.06 18:10	modify	13	0.58	1.04273	1.05273	0.99273
52	2010.05.06 20:19	s/l	13	0.58	1.05273	1.05273	0.99273	-550.95	11085.13
53	2010.05.07 05:50	buy	14	0.55	1.04633	0.00000	0.00000
54	2010.05.07 05:55	modify	14	0.55	1.04633	1.03633	0.00000
55	2010.05.07 05:55	modify	14	0.55	1.04633	1.03633	1.09633
56	2010.05.07 09:25	close	14	0.55	1.05548	1.03633	1.09633	476.80	11561.93
57	2010.05.07 09:30	sell	15	0.58	1.05609	0.00000	0.00000
58	2010.05.07 09:35	modify	15	0.58	1.05609	1.06609	0.00000
59	2010.05.07 09:35	modify	15	0.58	1.05609	1.06609	1.00609
60	2010.05.07 13:15	close	15	0.58	1.03935	1.06609	1.00609	934.16	12496.09
61	2010.05.07 13:20	buy	16	0.62	1.03945	0.00000	0.00000
62	2010.05.07 13:25	modify	16	0.62	1.03945	1.02945	0.00000
63	2010.05.07 13:25	modify	16	0.62	1.03945	1.02945	1.08945
64	2010.05.07 17:05	close	16	0.62	1.04961	1.02945	1.08945	600.15	13096.24
65	2010.05.07 17:10	sell	17	0.65	1.04702	0.00000	0.00000
66	2010.05.07 17:15	modify	17	0.65	1.04702	1.05702	0.00000
67	2010.05.07 17:15	modify	17	0.65	1.04702	1.05702	0.99702
68	2010.05.07 22:59	close at stop	17	0.65	1.04417	1.05702	0.99702	177.41	13273.65