Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		5 Minutes (M5) 2009.09.01 00:00 - 2009.09.30 23:55 (2009.09.01 - 2009.10.01)
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=36; BarsBack2=48;
Bars in test	7287	Ticks modelled	662064	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3183.18	Gross profit	6816.81	Gross loss	-3633.63
Profit factor	1.88	Expected payoff	81.62
Absolute drawdown	338.49	Maximal drawdown	1563.08 (11.42%)	Relative drawdown	11.42% (1563.08)
Total trades	39	Short positions (won %)	19 (73.68%)	Long positions (won %)	20 (75.00%)
		Profit trades (% of total)	29 (74.36%)	Loss trades (% of total)	10 (25.64%)
Largest		profit trade	580.43	loss trade	-627.57
Average		profit trade	235.06	loss trade	-363.36
Maximum		consecutive wins (profit in money)	7 (1641.85)	consecutive losses (loss in money)	2 (-1237.22)
Maximal		consecutive profit (count of wins)	1641.85 (7)	consecutive loss (count of losses)	-1237.22 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.09.01 00:25	buy	1	0.50	1.09455	0.00000	0.00000
2	2009.09.01 00:30	modify	1	0.50	1.09455	1.08455	0.00000
3	2009.09.01 00:30	modify	1	0.50	1.09455	1.08455	1.14455
4	2009.09.01 19:20	close	1	0.50	1.10509	1.08455	1.14455	476.88	10476.88
5	2009.09.01 19:25	sell	2	0.52	1.10439	0.00000	0.00000
6	2009.09.01 19:30	modify	2	0.52	1.10439	1.11439	0.00000
7	2009.09.01 19:30	modify	2	0.52	1.10439	1.11439	1.05439
8	2009.09.02 05:15	close	2	0.52	1.10247	1.11439	1.05439	90.37	10567.25
9	2009.09.02 05:20	buy	3	0.53	1.10254	0.00000	0.00000
10	2009.09.02 05:25	modify	3	0.53	1.10254	1.09254	0.00000
11	2009.09.02 05:25	modify	3	0.53	1.10254	1.09254	1.15254
12	2009.09.02 15:35	close	3	0.53	1.10826	1.09254	1.15254	273.55	10840.80
13	2009.09.02 15:40	sell	4	0.54	1.10860	0.00000	0.00000
14	2009.09.02 15:45	modify	4	0.54	1.10860	1.11860	0.00000
15	2009.09.02 15:45	modify	4	0.54	1.10860	1.11860	1.05860
16	2009.09.03 06:20	close	4	0.54	1.10299	1.11860	1.05860	274.05	11114.85
17	2009.09.03 06:25	buy	5	0.56	1.10282	0.00000	0.00000
18	2009.09.03 06:30	modify	5	0.56	1.10282	1.09282	0.00000
19	2009.09.03 06:30	modify	5	0.56	1.10282	1.09282	1.15282
20	2009.09.03 17:05	close	5	0.56	1.10393	1.09282	1.15282	56.31	11171.16
21	2009.09.07 19:05	sell	6	0.56	1.07705	0.00000	0.00000
22	2009.09.07 19:10	modify	6	0.56	1.07705	1.08705	0.00000
23	2009.09.07 19:10	modify	6	0.56	1.07705	1.08705	1.02705
24	2009.09.08 10:35	close	6	0.56	1.07204	1.08705	1.02705	261.50	11432.67
25	2009.09.08 10:40	buy	7	0.57	1.07241	0.00000	0.00000
26	2009.09.08 10:45	modify	7	0.57	1.07241	1.06241	0.00000
27	2009.09.08 10:45	modify	7	0.57	1.07241	1.06241	1.12241
28	2009.09.08 19:15	close	7	0.57	1.07636	1.06241	1.12241	209.18	11641.85
29	2009.09.08 19:20	sell	8	0.58	1.07607	0.00000	0.00000
30	2009.09.08 19:25	modify	8	0.58	1.07607	1.08607	0.00000
31	2009.09.08 19:25	modify	8	0.58	1.07607	1.08607	1.02607
32	2009.09.09 02:15	close	8	0.58	1.07797	1.08607	1.02607	-102.44	11539.40
33	2009.09.09 02:20	buy	9	0.58	1.07772	0.00000	0.00000
34	2009.09.09 02:25	modify	9	0.58	1.07772	1.06772	0.00000
35	2009.09.09 02:25	modify	9	0.58	1.07772	1.06772	1.12772
36	2009.09.09 06:40	close	9	0.58	1.07889	1.06772	1.12772	62.90	11602.30
37	2009.09.09 06:45	sell	10	0.58	1.07896	0.00000	0.00000
38	2009.09.09 06:50	modify	10	0.58	1.07896	1.08896	0.00000
39	2009.09.09 06:50	modify	10	0.58	1.07896	1.08896	1.02896
40	2009.09.10 00:30	close	10	0.58	1.07953	1.08896	1.02896	-31.26	11571.04
41	2009.09.10 18:10	buy	11	0.58	1.08212	0.00000	0.00000
42	2009.09.10 18:15	modify	11	0.58	1.08212	1.07212	0.00000
43	2009.09.10 18:15	modify	11	0.58	1.08212	1.07212	1.13212
44	2009.09.11 04:05	close	11	0.58	1.07725	1.07212	1.13212	-262.20	11308.84
45	2009.09.11 15:15	sell	12	0.57	1.07655	0.00000	0.00000
46	2009.09.11 15:20	modify	12	0.57	1.07655	1.08655	0.00000
47	2009.09.11 15:20	modify	12	0.57	1.07655	1.08655	1.02655
48	2009.09.11 17:40	close	12	0.57	1.07381	1.08655	1.02655	145.44	11454.28
49	2009.09.11 17:45	buy	13	0.57	1.07410	0.00000	0.00000
50	2009.09.11 17:50	modify	13	0.57	1.07410	1.06410	0.00000
51	2009.09.11 17:50	modify	13	0.57	1.07410	1.06410	1.12410
52	2009.09.14 03:30	close	13	0.57	1.08515	1.06410	1.12410	580.43	12034.71
53	2009.09.14 03:40	sell	14	0.60	1.08476	0.00000	0.00000
54	2009.09.14 03:45	modify	14	0.60	1.08476	1.09476	0.00000
55	2009.09.14 03:45	modify	14	0.60	1.08476	1.09476	1.03476
56	2009.09.14 16:55	close	14	0.60	1.08355	1.09476	1.03476	67.00	12101.71
57	2009.09.14 17:00	buy	15	0.61	1.08612	0.00000	0.00000
58	2009.09.14 17:05	modify	15	0.61	1.08612	1.07612	0.00000
59	2009.09.14 17:05	modify	15	0.61	1.08612	1.07612	1.13612
60	2009.09.15 05:30	close	15	0.61	1.08347	1.07612	1.13612	-149.20	11952.51
61	2009.09.16 16:40	sell	16	0.60	1.07009	0.00000	0.00000
62	2009.09.16 16:45	modify	16	0.60	1.07009	1.08009	0.00000
63	2009.09.16 16:45	modify	16	0.60	1.07009	1.08009	1.02009
64	2009.09.16 22:45	close	16	0.60	1.06577	1.08009	1.02009	243.20	12195.71
65	2009.09.17 09:05	buy	17	0.61	1.06249	0.00000	0.00000
66	2009.09.17 09:10	modify	17	0.61	1.06249	1.05249	0.00000
67	2009.09.17 09:10	modify	17	0.61	1.06249	1.05249	1.11249
68	2009.09.17 14:35	close	17	0.61	1.06677	1.05249	1.11249	244.74	12440.45
69	2009.09.17 14:40	sell	18	0.62	1.06651	0.00000	0.00000
70	2009.09.17 14:45	modify	18	0.62	1.06651	1.07651	0.00000
71	2009.09.17 14:45	modify	18	0.62	1.06651	1.07651	1.01651
72	2009.09.17 17:25	close	18	0.62	1.06132	1.07651	1.01651	303.19	12743.64
73	2009.09.17 17:30	buy	19	0.64	1.06114	0.00000	0.00000
74	2009.09.17 17:35	modify	19	0.64	1.06114	1.05114	0.00000
75	2009.09.17 17:35	modify	19	0.64	1.06114	1.05114	1.11114
76	2009.09.18 04:10	close	19	0.64	1.06814	1.05114	1.11114	419.42	13163.06
77	2009.09.18 04:15	sell	20	0.66	1.06802	0.00000	0.00000
78	2009.09.18 04:20	modify	20	0.66	1.06802	1.07802	0.00000
79	2009.09.18 04:20	modify	20	0.66	1.06802	1.07802	1.01802
80	2009.09.18 15:50	close	20	0.66	1.06780	1.07802	1.01802	13.60	13176.66
81	2009.09.18 15:55	buy	21	0.66	1.06733	0.00000	0.00000
82	2009.09.18 16:00	modify	21	0.66	1.06733	1.05733	0.00000
83	2009.09.18 16:00	modify	21	0.66	1.06733	1.05733	1.11733
84	2009.09.21 08:55	close	21	0.66	1.07366	1.05733	1.11733	389.12	13565.78
85	2009.09.21 09:00	sell	22	0.68	1.07355	0.00000	0.00000
86	2009.09.21 09:05	modify	22	0.68	1.07355	1.08355	0.00000
87	2009.09.21 09:05	modify	22	0.68	1.07355	1.08355	1.02355
88	2009.09.21 16:37	s/l	22	0.68	1.08355	1.08355	1.02355	-627.57	12938.21
89	2009.09.22 03:15	buy	23	0.65	1.07622	0.00000	0.00000
90	2009.09.22 03:20	modify	23	0.65	1.07622	1.06622	0.00000
91	2009.09.22 03:20	modify	23	0.65	1.07622	1.06622	1.12622
92	2009.09.22 11:58	s/l	23	0.65	1.06622	1.06622	1.12622	-609.65	12328.56
93	2009.09.22 16:50	sell	24	0.62	1.07192	0.00000	0.00000
94	2009.09.22 16:55	modify	24	0.62	1.07192	1.08192	0.00000
95	2009.09.22 16:55	modify	24	0.62	1.07192	1.08192	1.02192
96	2009.09.23 20:45	close	24	0.62	1.06892	1.08192	1.02192	173.78	12502.34
97	2009.09.23 20:50	buy	25	0.63	1.06930	0.00000	0.00000
98	2009.09.23 20:55	modify	25	0.63	1.06930	1.05930	0.00000
99	2009.09.23 20:55	modify	25	0.63	1.06930	1.05930	1.11930
100	2009.09.23 23:20	close	25	0.63	1.07514	1.05930	1.11930	342.21	12844.55
101	2009.09.23 23:25	sell	26	0.64	1.07551	0.00000	0.00000
102	2009.09.23 23:30	modify	26	0.64	1.07551	1.08551	0.00000
103	2009.09.23 23:30	modify	26	0.64	1.07551	1.08551	1.02551
104	2009.09.24 03:20	close	26	0.64	1.07426	1.08551	1.02551	73.76	12918.32
105	2009.09.24 03:25	buy	27	0.65	1.07428	0.00000	0.00000
106	2009.09.24 03:30	modify	27	0.65	1.07428	1.06428	0.00000
107	2009.09.24 03:30	modify	27	0.65	1.07428	1.06428	1.12428
108	2009.09.24 07:15	close	27	0.65	1.07555	1.06428	1.12428	76.75	12995.07
109	2009.09.24 17:20	sell	28	0.65	1.08496	0.00000	0.00000
110	2009.09.24 17:25	modify	28	0.65	1.08496	1.09496	0.00000
111	2009.09.24 17:25	modify	28	0.65	1.08496	1.09496	1.03496
112	2009.09.24 20:25	s/l	28	0.65	1.09496	1.09496	1.03496	-593.63	12401.44
113	2009.09.25 07:25	buy	29	0.62	1.08844	0.00000	0.00000
114	2009.09.25 07:30	modify	29	0.62	1.08844	1.07844	0.00000
115	2009.09.25 07:30	modify	29	0.62	1.08844	1.07844	1.13844
116	2009.09.25 10:40	close	29	0.62	1.09248	1.07844	1.13844	229.28	12630.72
117	2009.09.25 10:45	sell	30	0.63	1.09157	0.00000	0.00000
118	2009.09.25 10:50	modify	30	0.63	1.09157	1.10157	0.00000
119	2009.09.25 10:50	modify	30	0.63	1.09157	1.10157	1.04157
120	2009.09.25 18:00	close	30	0.63	1.09217	1.10157	1.04157	-34.61	12596.11
121	2009.09.25 18:05	buy	31	0.63	1.09250	0.00000	0.00000
122	2009.09.25 18:10	modify	31	0.63	1.09250	1.08250	0.00000
123	2009.09.25 18:10	modify	31	0.63	1.09250	1.08250	1.14250
124	2009.09.28 03:50	close	31	0.63	1.09712	1.08250	1.14250	265.29	12861.40
125	2009.09.28 03:55	sell	32	0.64	1.09750	0.00000	0.00000
126	2009.09.28 04:00	modify	32	0.64	1.09750	1.10750	0.00000
127	2009.09.28 04:00	modify	32	0.64	1.09750	1.10750	1.04750
128	2009.09.28 15:10	close	32	0.64	1.09401	1.10750	1.04750	204.17	13065.57
129	2009.09.28 15:15	buy	33	0.65	1.09412	0.00000	0.00000
130	2009.09.28 15:20	modify	33	0.65	1.09412	1.08412	0.00000
131	2009.09.28 15:20	modify	33	0.65	1.09412	1.08412	1.14412
132	2009.09.28 18:08	s/l	33	0.65	1.08412	1.08412	1.14412	-599.60	12465.97
133	2009.09.29 03:55	sell	34	0.62	1.08616	0.00000	0.00000
134	2009.09.29 04:00	modify	34	0.62	1.08616	1.09616	0.00000
135	2009.09.29 04:00	modify	34	0.62	1.08616	1.09616	1.03616
136	2009.09.29 07:45	close	34	0.62	1.08145	1.09616	1.03616	270.03	12736.00
137	2009.09.29 07:50	buy	35	0.64	1.08148	0.00000	0.00000
138	2009.09.29 07:55	modify	35	0.64	1.08148	1.07148	0.00000
139	2009.09.29 07:55	modify	35	0.64	1.08148	1.07148	1.13148
140	2009.09.29 12:10	close	35	0.64	1.08866	1.07148	1.13148	422.10	13158.10
141	2009.09.29 12:15	sell	36	0.66	1.08838	0.00000	0.00000
142	2009.09.29 12:20	modify	36	0.66	1.08838	1.09838	0.00000
143	2009.09.29 12:20	modify	36	0.66	1.08838	1.09838	1.03838
144	2009.09.29 19:35	close	36	0.66	1.08595	1.09838	1.03838	147.69	13305.79
145	2009.09.29 21:20	buy	37	0.67	1.08466	0.00000	0.00000
146	2009.09.29 21:25	modify	37	0.67	1.08466	1.07466	0.00000
147	2009.09.29 21:25	modify	37	0.67	1.08466	1.07466	1.13466
148	2009.09.30 11:24	s/l	37	0.67	1.07466	1.07466	1.13466	-623.47	12682.32
149	2009.09.30 16:20	sell	38	0.63	1.07775	0.00000	0.00000
150	2009.09.30 16:25	modify	38	0.63	1.07775	1.08775	0.00000
151	2009.09.30 16:25	modify	38	0.63	1.07775	1.08775	1.02775
152	2009.09.30 19:00	close	38	0.63	1.06927	1.08775	1.02775	499.63	13181.95
153	2009.09.30 19:05	buy	39	0.66	1.06928	0.00000	0.00000
154	2009.09.30 19:10	modify	39	0.66	1.06928	1.05928	0.00000
155	2009.09.30 19:10	modify	39	0.66	1.06928	1.05928	1.11928
156	2009.09.30 23:59	close at stop	39	0.66	1.06930	1.05928	1.11928	1.23	13183.18