Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		5 Minutes (M5) 2011.10.23 21:06 - 2012.01.03 23:59 (2011.11.01 - 2011.12.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=0.05; StopLoss=0.01; StopStep=0.0025; MaxSpread=0.0025; MaxSlippage=0.0025; BarsBack1=56; BarsBack2=274;
Bars in test	14985	Ticks modelled	2918588	Modelling quality	99.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	2560.35	Gross profit	4204.85	Gross loss	-1644.50
Profit factor	2.56	Expected payoff	160.02
Absolute drawdown	635.54	Maximal drawdown	1055.54 (8.65%)	Relative drawdown	8.65% (1055.54)
Total trades	16	Short positions (won %)	8 (75.00%)	Long positions (won %)	8 (87.50%)
		Profit trades (% of total)	13 (81.25%)	Loss trades (% of total)	3 (18.75%)
Largest		profit trade	1080.54	loss trade	-581.04
Average		profit trade	323.45	loss trade	-548.17
Maximum		consecutive wins (profit in money)	9 (2393.36)	consecutive losses (loss in money)	1 (-581.04)
Maximal		consecutive profit (count of wins)	2393.36 (9)	consecutive loss (count of losses)	-581.04 (1)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2011.11.01 05:40	sell	1	0.50	1.00109	0.00000	0.00000
2	2011.11.01 05:45	modify	1	0.50	1.00109	1.01109	0.00000
3	2011.11.01 05:45	modify	1	0.50	1.00109	1.01109	0.95109
4	2011.11.01 08:28	s/l	1	0.50	1.01109	1.01109	0.95109	-494.48	9505.52
5	2011.11.02 14:00	buy	2	0.48	1.01359	0.00000	0.00000
6	2011.11.02 14:05	modify	2	0.48	1.01359	1.00359	0.00000
7	2011.11.02 14:05	modify	2	0.48	1.01359	1.00359	1.06359
8	2011.11.03 03:10	close	2	0.48	1.01983	1.00359	1.06359	288.80	9794.32
9	2011.11.03 03:15	sell	3	0.49	1.01969	0.00000	0.00000
10	2011.11.03 03:20	modify	3	0.49	1.01969	1.02969	0.00000
11	2011.11.03 03:20	modify	3	0.49	1.01969	1.02969	0.96969
12	2011.11.03 20:10	close	3	0.49	1.00845	1.02969	0.96969	546.15	10340.47
13	2011.11.03 20:15	buy	4	0.52	1.00822	0.00000	0.00000
14	2011.11.03 20:20	modify	4	0.52	1.00822	0.99822	0.00000
15	2011.11.03 20:20	modify	4	0.52	1.00822	0.99822	1.05822
16	2011.11.04 12:35	close	4	0.52	1.01579	0.99822	1.05822	385.75	10726.23
17	2011.11.04 12:40	sell	5	0.54	1.01744	0.00000	0.00000
18	2011.11.04 12:45	modify	5	0.54	1.01744	1.02744	0.00000
19	2011.11.04 12:45	modify	5	0.54	1.01744	1.02744	0.96744
20	2011.11.07 15:25	close	5	0.54	1.01518	1.02744	0.96744	120.54	10846.77
21	2011.11.07 15:30	buy	6	0.54	1.01584	0.00000	0.00000
22	2011.11.07 15:35	modify	6	0.54	1.01584	1.00584	0.00000
23	2011.11.07 15:35	modify	6	0.54	1.01584	1.00584	1.06584
24	2011.11.09 12:35	close	6	0.54	1.02076	1.00584	1.06584	256.61	11103.38
25	2011.11.09 12:40	sell	7	0.56	1.02125	0.00000	0.00000
26	2011.11.09 12:45	modify	7	0.56	1.02125	1.03125	0.00000
27	2011.11.09 12:45	modify	7	0.56	1.02125	1.03125	0.97125
28	2011.11.10 18:55	close	7	0.56	1.01766	1.03125	0.97125	198.56	11301.94
29	2011.11.10 19:00	buy	8	0.57	1.01709	0.00000	0.00000
30	2011.11.10 19:05	modify	8	0.57	1.01709	1.00709	0.00000
31	2011.11.10 19:05	modify	8	0.57	1.01709	1.00709	1.06709
32	2011.11.15 07:30	close	8	0.57	1.01934	1.00709	1.06709	120.01	11421.94
33	2011.11.15 07:35	sell	9	0.57	1.01938	0.00000	0.00000
34	2011.11.15 07:40	modify	9	0.57	1.01938	1.02938	0.00000
35	2011.11.15 07:40	modify	9	0.57	1.01938	1.02938	0.96938
36	2011.11.16 19:25	close	9	0.57	1.01822	1.02938	0.96938	65.28	11487.22
37	2011.11.16 19:30	buy	10	0.57	1.01923	0.00000	0.00000
38	2011.11.16 19:35	modify	10	0.57	1.01923	1.00923	0.00000
39	2011.11.16 19:35	modify	10	0.57	1.01923	1.00923	1.06923
40	2011.11.17 12:40	close	10	0.57	1.02675	1.00923	1.06923	411.66	11898.88
41	2011.11.17 12:45	sell	11	0.59	1.02565	0.00000	0.00000
42	2011.11.17 12:50	modify	11	0.59	1.02565	1.03565	0.00000
43	2011.11.17 12:50	modify	11	0.59	1.02565	1.03565	0.97565
44	2011.11.21 11:01	s/l	11	0.59	1.03565	1.03565	0.97565	-568.98	11329.90
45	2011.11.22 16:00	buy	12	0.57	1.03777	0.00000	0.00000
46	2011.11.22 16:05	modify	12	0.57	1.03777	1.02777	0.00000
47	2011.11.22 16:05	modify	12	0.57	1.03777	1.02777	1.08777
48	2011.11.23 11:05	close	12	0.57	1.04328	1.02777	1.08777	299.10	11629.00
49	2011.11.23 17:00	sell	13	0.58	1.04795	0.00000	0.00000
50	2011.11.23 17:05	modify	13	0.58	1.04795	1.05795	0.00000
51	2011.11.23 17:05	modify	13	0.58	1.04795	1.05795	0.99795
52	2011.11.28 00:50	close	13	0.58	1.04193	1.05795	0.99795	336.85	11965.85
53	2011.11.28 00:55	buy	14	0.60	1.04266	0.00000	0.00000
54	2011.11.28 01:00	modify	14	0.60	1.04266	1.03266	0.00000
55	2011.11.28 01:00	modify	14	0.60	1.04266	1.03266	1.09266
56	2011.11.28 10:20	s/l	14	0.60	1.03266	1.03266	1.09266	-581.04	11384.81
57	2011.11.30 07:50	sell	15	0.57	1.03471	0.00000	0.00000
58	2011.11.30 07:55	modify	15	0.57	1.03471	1.04471	0.00000
59	2011.11.30 07:55	modify	15	0.57	1.03471	1.04471	0.98471
60	2011.11.30 15:05	close	15	0.57	1.01546	1.04471	0.98471	1080.54	12465.35
61	2011.11.30 15:10	buy	16	0.62	1.01653	0.00000	0.00000
62	2011.11.30 15:15	modify	16	0.62	1.01653	1.00653	0.00000
63	2011.11.30 15:15	modify	16	0.62	1.01653	1.00653	1.06653
64	2011.11.30 23:59	close at stop	16	0.62	1.01809	1.00653	1.06653	95.00	12560.35