| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2009.06.01 00:00 - 2009.06.30 23:55 (2009.06.01 - 2009.07.01) | ||||
| 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=844; | ||||
| Bars in test | 7287 | Ticks modelled | 1391637 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4347.87 | Gross profit | 4841.60 | Gross loss | -493.73 |
| Profit factor | 9.81 | Expected payoff | 869.57 | ||
| Absolute drawdown | 179.27 | Maximal drawdown | 719.59 (5.96%) | Relative drawdown | 6.74% (709.56) |
| Total trades | 5 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
| Largest | profit trade | 1721.75 | loss trade | -493.73 | |
| Average | profit trade | 1210.40 | loss trade | -493.73 | |
| Maximum | consecutive wins (profit in money) | 3 (3953.09) | consecutive losses (loss in money) | 1 (-493.73) | |
| Maximal | consecutive profit (count of wins) | 3953.09 (3) | consecutive loss (count of losses) | -493.73 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.06.01 10:25 | buy | 1 | 0.50 | 1.06284 | 0.00000 | 0.00000 | ||
| 2 | 2009.06.01 10:30 | modify | 1 | 0.50 | 1.06284 | 1.05284 | 0.00000 | ||
| 3 | 2009.06.01 10:30 | modify | 1 | 0.50 | 1.06284 | 1.05284 | 1.11284 | ||
| 4 | 2009.06.05 16:05 | close | 1 | 0.50 | 1.08205 | 1.05284 | 1.11284 | 888.51 | 10888.51 |
| 5 | 2009.06.05 16:10 | sell | 2 | 0.54 | 1.08435 | 0.00000 | 0.00000 | ||
| 6 | 2009.06.05 16:15 | modify | 2 | 0.54 | 1.08435 | 1.09435 | 0.00000 | ||
| 7 | 2009.06.05 16:15 | modify | 2 | 0.54 | 1.08435 | 1.09435 | 1.03435 | ||
| 8 | 2009.06.08 09:41 | s/l | 2 | 0.54 | 1.09435 | 1.09435 | 1.03435 | -493.73 | 10394.78 |
| 9 | 2009.06.11 20:00 | buy | 3 | 0.52 | 1.06896 | 0.00000 | 0.00000 | ||
| 10 | 2009.06.11 20:05 | modify | 3 | 0.52 | 1.06896 | 1.05896 | 0.00000 | ||
| 11 | 2009.06.11 20:05 | modify | 3 | 0.52 | 1.06896 | 1.05896 | 1.11896 | ||
| 12 | 2009.06.15 09:40 | close | 3 | 0.52 | 1.08932 | 1.05896 | 1.11896 | 972.20 | 11366.98 |
| 13 | 2009.06.15 09:45 | sell | 4 | 0.57 | 1.08979 | 0.00000 | 0.00000 | ||
| 14 | 2009.06.15 09:50 | modify | 4 | 0.57 | 1.08979 | 1.09979 | 0.00000 | ||
| 15 | 2009.06.15 09:50 | modify | 4 | 0.57 | 1.08979 | 1.09979 | 1.03979 | ||
| 16 | 2009.06.23 18:55 | close | 4 | 0.57 | 1.06619 | 1.09979 | 1.03979 | 1259.15 | 12626.12 |
| 17 | 2009.06.23 19:00 | buy | 5 | 0.63 | 1.06641 | 0.00000 | 0.00000 | ||
| 18 | 2009.06.23 19:05 | modify | 5 | 0.63 | 1.06641 | 1.05641 | 0.00000 | ||
| 19 | 2009.06.23 19:05 | modify | 5 | 0.63 | 1.06641 | 1.05641 | 1.11641 | ||
| 20 | 2009.06.24 19:20 | close | 5 | 0.63 | 1.09637 | 1.05641 | 1.11641 | 1721.75 | 14347.87 |