| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2009.10.01 00:00 - 2009.10.30 22:00 (2009.10.01 - 2009.11.01) | ||||
| 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=22; BarsBack2=682; | ||||
| Bars in test | 7264 | Ticks modelled | 818420 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2498.83 | Gross profit | 3679.16 | Gross loss | -1180.33 |
| Profit factor | 3.12 | Expected payoff | 416.47 | ||
| Absolute drawdown | 76.84 | Maximal drawdown | 1394.93 (10.04%) | Relative drawdown | 10.04% (1394.93) |
| Total trades | 6 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
| Largest | profit trade | 1186.48 | loss trade | -623.97 | |
| Average | profit trade | 919.79 | loss trade | -590.17 | |
| Maximum | consecutive wins (profit in money) | 2 (1887.30) | consecutive losses (loss in money) | 1 (-623.97) | |
| Maximal | consecutive profit (count of wins) | 1887.30 (2) | consecutive loss (count of losses) | -623.97 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.10.01 01:50 | buy | 1 | 0.50 | 1.06880 | 0.00000 | 0.00000 | ||
| 2 | 2009.10.01 01:55 | modify | 1 | 0.50 | 1.06880 | 1.05880 | 0.00000 | ||
| 3 | 2009.10.01 01:55 | modify | 1 | 0.50 | 1.06880 | 1.05880 | 1.11880 | ||
| 4 | 2009.10.02 09:55 | close | 1 | 0.50 | 1.08823 | 1.05880 | 1.11880 | 892.73 | 10892.73 |
| 5 | 2009.10.02 10:00 | sell | 2 | 0.54 | 1.08819 | 0.00000 | 0.00000 | ||
| 6 | 2009.10.02 10:05 | modify | 2 | 0.54 | 1.08819 | 1.09819 | 0.00000 | ||
| 7 | 2009.10.02 10:05 | modify | 2 | 0.54 | 1.08819 | 1.09819 | 1.03819 | ||
| 8 | 2009.10.06 02:40 | close | 2 | 0.54 | 1.07036 | 1.09819 | 1.03819 | 899.13 | 11791.86 |
| 9 | 2009.10.06 02:45 | buy | 3 | 0.59 | 1.07050 | 0.00000 | 0.00000 | ||
| 10 | 2009.10.06 02:50 | modify | 3 | 0.59 | 1.07050 | 1.06050 | 0.00000 | ||
| 11 | 2009.10.06 02:50 | modify | 3 | 0.59 | 1.07050 | 1.06050 | 1.12050 | ||
| 12 | 2009.10.06 16:00 | s/l | 3 | 0.59 | 1.06050 | 1.06050 | 1.12050 | -556.36 | 11235.50 |
| 13 | 2009.10.16 14:40 | sell | 4 | 0.56 | 1.04146 | 0.00000 | 0.00000 | ||
| 14 | 2009.10.16 14:45 | modify | 4 | 0.56 | 1.04146 | 1.05146 | 0.00000 | ||
| 15 | 2009.10.16 14:45 | modify | 4 | 0.56 | 1.04146 | 1.05146 | 0.99146 | ||
| 16 | 2009.10.20 00:10 | close | 4 | 0.56 | 1.02858 | 1.05146 | 0.99146 | 700.82 | 11936.32 |
| 17 | 2009.10.20 00:15 | buy | 5 | 0.60 | 1.02857 | 0.00000 | 0.00000 | ||
| 18 | 2009.10.20 00:20 | modify | 5 | 0.60 | 1.02857 | 1.01857 | 0.00000 | ||
| 19 | 2009.10.20 00:20 | modify | 5 | 0.60 | 1.02857 | 1.01857 | 1.07857 | ||
| 20 | 2009.10.20 18:00 | close | 5 | 0.60 | 1.04932 | 1.01857 | 1.07857 | 1186.48 | 13122.80 |
| 21 | 2009.10.20 18:05 | sell | 6 | 0.66 | 1.05023 | 0.00000 | 0.00000 | ||
| 22 | 2009.10.20 18:10 | modify | 6 | 0.66 | 1.05023 | 1.06023 | 0.00000 | ||
| 23 | 2009.10.20 18:10 | modify | 6 | 0.66 | 1.05023 | 1.06023 | 1.00023 | ||
| 24 | 2009.10.26 16:58 | s/l | 6 | 0.66 | 1.06023 | 1.06023 | 1.00023 | -623.97 | 12498.83 |