| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2009.04.01 00:00 - 2009.04.30 23:55 (2009.04.01 - 2009.05.01) | ||||
| 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=9; BarsBack2=1405; | ||||
| Bars in test | 7269 | Ticks modelled | 761192 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4542.31 | Gross profit | 5210.77 | Gross loss | -668.46 |
| Profit factor | 7.80 | Expected payoff | 908.46 | ||
| Absolute drawdown | 189.95 | Maximal drawdown | 816.10 (5.31%) | Relative drawdown | 5.31% (816.10) |
| Total trades | 5 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
| Largest | profit trade | 1660.67 | loss trade | -668.46 | |
| Average | profit trade | 1302.69 | loss trade | -668.46 | |
| Maximum | consecutive wins (profit in money) | 4 (5210.77) | consecutive losses (loss in money) | 1 (-668.46) | |
| Maximal | consecutive profit (count of wins) | 5210.77 (4) | consecutive loss (count of losses) | -668.46 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.04.06 01:00 | buy | 1 | 0.50 | 1.12825 | 0.00000 | 0.00000 | ||
| 2 | 2009.04.06 01:05 | modify | 1 | 0.50 | 1.12825 | 1.11825 | 0.00000 | ||
| 3 | 2009.04.06 01:05 | modify | 1 | 0.50 | 1.12825 | 1.11825 | 1.17825 | ||
| 4 | 2009.04.09 18:00 | close | 1 | 0.50 | 1.15816 | 1.11825 | 1.17825 | 1292.37 | 11292.37 |
| 5 | 2009.04.09 18:05 | sell | 2 | 0.56 | 1.15756 | 0.00000 | 0.00000 | ||
| 6 | 2009.04.09 18:10 | modify | 2 | 0.56 | 1.15756 | 1.16756 | 0.00000 | ||
| 7 | 2009.04.09 18:10 | modify | 2 | 0.56 | 1.15756 | 1.16756 | 1.10756 | ||
| 8 | 2009.04.13 22:20 | close | 2 | 0.56 | 1.13237 | 1.16756 | 1.10756 | 1244.85 | 12537.22 |
| 9 | 2009.04.13 22:25 | buy | 3 | 0.63 | 1.13179 | 0.00000 | 0.00000 | ||
| 10 | 2009.04.13 22:30 | modify | 3 | 0.63 | 1.13179 | 1.12179 | 0.00000 | ||
| 11 | 2009.04.13 22:30 | modify | 3 | 0.63 | 1.13179 | 1.12179 | 1.18179 | ||
| 12 | 2009.04.17 11:15 | close | 3 | 0.63 | 1.16240 | 1.12179 | 1.18179 | 1660.67 | 14197.90 |
| 13 | 2009.04.17 13:20 | sell | 4 | 0.71 | 1.16509 | 0.00000 | 0.00000 | ||
| 14 | 2009.04.17 13:25 | modify | 4 | 0.71 | 1.16509 | 1.17509 | 0.00000 | ||
| 15 | 2009.04.17 13:25 | modify | 4 | 0.71 | 1.16509 | 1.17509 | 1.11509 | ||
| 16 | 2009.04.24 07:55 | close | 4 | 0.71 | 1.14864 | 1.17509 | 1.11509 | 1012.87 | 15210.77 |
| 17 | 2009.04.24 08:00 | buy | 5 | 0.76 | 1.14700 | 0.00000 | 0.00000 | ||
| 18 | 2009.04.24 08:05 | modify | 5 | 0.76 | 1.14700 | 1.13700 | 0.00000 | ||
| 19 | 2009.04.24 08:05 | modify | 5 | 0.76 | 1.14700 | 1.13700 | 1.19700 | ||
| 20 | 2009.04.24 15:17 | s/l | 5 | 0.76 | 1.13700 | 1.13700 | 1.19700 | -668.46 | 14542.31 |