| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| 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=40; BarsBack2=736; | ||||
| Bars in test | 7264 | Ticks modelled | 938097 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2835.91 | Gross profit | 2835.91 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 354.49 | |||
| Absolute drawdown | 265.41 | Maximal drawdown | 819.54 (6.57%) | Relative drawdown | 6.86% (787.33) |
| Total trades | 8 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 8 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 621.13 | loss trade | 0.00 | |
| Average | profit trade | 354.49 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 8 (2835.91) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 2835.91 (8) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 8 | consecutive losses | 0 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.10.01 09:15 | sell | 1 | 0.50 | 1.04001 | 0.00000 | 0.00000 | ||
| 2 | 2009.10.01 09:20 | modify | 1 | 0.50 | 1.04001 | 1.05001 | 0.00000 | ||
| 3 | 2009.10.01 09:20 | modify | 1 | 0.50 | 1.04001 | 1.05001 | 0.99001 | ||
| 4 | 2009.10.05 05:45 | close | 1 | 0.50 | 1.03246 | 1.05001 | 0.99001 | 364.77 | 10364.77 |
| 5 | 2009.10.06 04:55 | buy | 2 | 0.52 | 1.02922 | 0.00000 | 0.00000 | ||
| 6 | 2009.10.06 05:00 | modify | 2 | 0.52 | 1.02922 | 1.01922 | 0.00000 | ||
| 7 | 2009.10.06 05:00 | modify | 2 | 0.52 | 1.02922 | 1.01922 | 1.07922 | ||
| 8 | 2009.10.12 04:00 | close | 2 | 0.52 | 1.03338 | 1.01922 | 1.07922 | 209.63 | 10574.40 |
| 9 | 2009.10.12 10:15 | sell | 3 | 0.53 | 1.03345 | 0.00000 | 0.00000 | ||
| 10 | 2009.10.12 10:20 | modify | 3 | 0.53 | 1.03345 | 1.04345 | 0.00000 | ||
| 11 | 2009.10.12 10:20 | modify | 3 | 0.53 | 1.03345 | 1.04345 | 0.98345 | ||
| 12 | 2009.10.13 13:30 | close | 3 | 0.53 | 1.02147 | 1.04345 | 0.98345 | 621.13 | 11195.53 |
| 13 | 2009.10.13 13:35 | buy | 4 | 0.56 | 1.02083 | 0.00000 | 0.00000 | ||
| 14 | 2009.10.13 13:40 | modify | 4 | 0.56 | 1.02083 | 1.01083 | 0.00000 | ||
| 15 | 2009.10.13 13:40 | modify | 4 | 0.56 | 1.02083 | 1.01083 | 1.07083 | ||
| 16 | 2009.10.19 03:40 | close | 4 | 0.56 | 1.02110 | 1.01083 | 1.07083 | 15.13 | 11210.66 |
| 17 | 2009.10.19 03:45 | sell | 5 | 0.56 | 1.02111 | 0.00000 | 0.00000 | ||
| 18 | 2009.10.19 03:50 | modify | 5 | 0.56 | 1.02111 | 1.03111 | 0.00000 | ||
| 19 | 2009.10.19 03:50 | modify | 5 | 0.56 | 1.02111 | 1.03111 | 0.97111 | ||
| 20 | 2009.10.19 23:40 | close | 5 | 0.56 | 1.01156 | 1.03111 | 0.97111 | 528.69 | 11739.35 |
| 21 | 2009.10.19 23:50 | buy | 6 | 0.59 | 1.01098 | 0.00000 | 0.00000 | ||
| 22 | 2009.10.19 23:55 | modify | 6 | 0.59 | 1.01098 | 1.00098 | 0.00000 | ||
| 23 | 2009.10.19 23:55 | modify | 6 | 0.59 | 1.01098 | 1.00098 | 1.06098 | ||
| 24 | 2009.10.26 19:30 | close | 6 | 0.59 | 1.01933 | 1.00098 | 1.06098 | 483.71 | 12223.06 |
| 25 | 2009.10.26 19:35 | sell | 7 | 0.61 | 1.01942 | 0.00000 | 0.00000 | ||
| 26 | 2009.10.26 19:40 | modify | 7 | 0.61 | 1.01942 | 1.02942 | 0.00000 | ||
| 27 | 2009.10.26 19:40 | modify | 7 | 0.61 | 1.01942 | 1.02942 | 0.96942 | ||
| 28 | 2009.10.30 05:40 | close | 7 | 0.61 | 1.01768 | 1.02942 | 0.96942 | 101.14 | 12324.19 |
| 29 | 2009.10.30 05:45 | buy | 8 | 0.62 | 1.01776 | 0.00000 | 0.00000 | ||
| 30 | 2009.10.30 05:50 | modify | 8 | 0.62 | 1.01776 | 1.00776 | 0.00000 | ||
| 31 | 2009.10.30 05:50 | modify | 8 | 0.62 | 1.01776 | 1.00776 | 1.06776 | ||
| 32 | 2009.10.30 22:00 | close at stop | 8 | 0.62 | 1.02623 | 1.00776 | 1.06776 | 511.72 | 12835.91 |