| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.04.01 00:00 - 2010.04.30 22:55 (2010.04.01 - 2010.05.01) | ||||
| 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=8; BarsBack2=9; | ||||
| Bars in test | 7274 | Ticks modelled | 634435 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2368.78 | Gross profit | 3010.11 | Gross loss | -641.33 |
| Profit factor | 4.69 | Expected payoff | 118.44 | ||
| Absolute drawdown | 515.72 | Maximal drawdown | 835.62 (8.10%) | Relative drawdown | 8.10% (835.62) |
| Total trades | 20 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
| Largest | profit trade | 470.10 | loss trade | -364.02 | |
| Average | profit trade | 188.13 | loss trade | -160.33 | |
| Maximum | consecutive wins (profit in money) | 10 (1451.34) | consecutive losses (loss in money) | 2 (-486.90) | |
| Maximal | consecutive profit (count of wins) | 1451.34 (10) | consecutive loss (count of losses) | -486.90 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 09:05 | sell | 1 | 0.50 | 93.627 | 0.000 | 0.000 | ||
| 2 | 2010.04.01 09:10 | modify | 1 | 0.50 | 93.627 | 94.627 | 0.000 | ||
| 3 | 2010.04.01 09:10 | modify | 1 | 0.50 | 93.627 | 94.627 | 88.627 | ||
| 4 | 2010.04.01 11:05 | close | 1 | 0.50 | 93.473 | 94.627 | 88.627 | 82.38 | 10082.38 |
| 5 | 2010.04.01 11:10 | buy | 2 | 0.50 | 93.440 | 0.000 | 0.000 | ||
| 6 | 2010.04.01 11:15 | modify | 2 | 0.50 | 93.440 | 92.440 | 0.000 | ||
| 7 | 2010.04.01 11:15 | modify | 2 | 0.50 | 93.440 | 92.440 | 98.440 | ||
| 8 | 2010.04.01 14:35 | close | 2 | 0.50 | 93.778 | 92.440 | 98.440 | 180.21 | 10262.59 |
| 9 | 2010.04.01 14:40 | sell | 3 | 0.51 | 93.702 | 0.000 | 0.000 | ||
| 10 | 2010.04.01 14:45 | modify | 3 | 0.51 | 93.702 | 94.702 | 0.000 | ||
| 11 | 2010.04.01 14:45 | modify | 3 | 0.51 | 93.702 | 94.702 | 88.702 | ||
| 12 | 2010.04.05 03:00 | close | 3 | 0.51 | 94.374 | 94.702 | 88.702 | -364.02 | 9898.57 |
| 13 | 2010.04.05 03:15 | buy | 4 | 0.49 | 94.346 | 0.000 | 0.000 | ||
| 14 | 2010.04.05 03:20 | modify | 4 | 0.49 | 94.346 | 93.346 | 0.000 | ||
| 15 | 2010.04.05 03:20 | modify | 4 | 0.49 | 94.346 | 93.346 | 99.346 | ||
| 16 | 2010.04.07 04:20 | close | 4 | 0.49 | 94.110 | 93.346 | 99.346 | -122.88 | 9775.69 |
| 17 | 2010.04.07 04:25 | sell | 5 | 0.49 | 94.144 | 0.000 | 0.000 | ||
| 18 | 2010.04.07 04:30 | modify | 5 | 0.49 | 94.144 | 95.144 | 0.000 | ||
| 19 | 2010.04.07 04:30 | modify | 5 | 0.49 | 94.144 | 95.144 | 89.144 | ||
| 20 | 2010.04.08 05:45 | close | 5 | 0.49 | 93.247 | 95.144 | 89.144 | 470.10 | 10245.79 |
| 21 | 2010.04.08 05:50 | buy | 6 | 0.51 | 93.256 | 0.000 | 0.000 | ||
| 22 | 2010.04.08 05:55 | modify | 6 | 0.51 | 93.256 | 92.256 | 0.000 | ||
| 23 | 2010.04.08 05:55 | modify | 6 | 0.51 | 93.256 | 92.256 | 98.256 | ||
| 24 | 2010.04.08 19:00 | close | 6 | 0.51 | 93.280 | 92.256 | 98.256 | 13.12 | 10258.91 |
| 25 | 2010.04.09 01:45 | sell | 7 | 0.51 | 93.452 | 0.000 | 0.000 | ||
| 26 | 2010.04.09 01:50 | modify | 7 | 0.51 | 93.452 | 94.452 | 0.000 | ||
| 27 | 2010.04.09 01:50 | modify | 7 | 0.51 | 93.452 | 94.452 | 88.452 | ||
| 28 | 2010.04.12 05:40 | close | 7 | 0.51 | 93.151 | 94.452 | 88.452 | 164.36 | 10423.27 |
| 29 | 2010.04.12 05:50 | buy | 8 | 0.52 | 93.146 | 0.000 | 0.000 | ||
| 30 | 2010.04.12 05:55 | modify | 8 | 0.52 | 93.146 | 92.146 | 0.000 | ||
| 31 | 2010.04.12 05:55 | modify | 8 | 0.52 | 93.146 | 92.146 | 98.146 | ||
| 32 | 2010.04.12 08:30 | close | 8 | 0.52 | 93.258 | 92.146 | 98.146 | 62.45 | 10485.72 |
| 33 | 2010.04.12 09:05 | sell | 9 | 0.52 | 93.377 | 0.000 | 0.000 | ||
| 34 | 2010.04.12 09:10 | modify | 9 | 0.52 | 93.377 | 94.377 | 0.000 | ||
| 35 | 2010.04.12 09:10 | modify | 9 | 0.52 | 93.377 | 94.377 | 88.377 | ||
| 36 | 2010.04.13 03:30 | close | 9 | 0.52 | 92.768 | 94.377 | 88.377 | 340.92 | 10826.65 |
| 37 | 2010.04.14 17:55 | buy | 10 | 0.54 | 93.022 | 0.000 | 0.000 | ||
| 38 | 2010.04.14 18:00 | modify | 10 | 0.54 | 93.022 | 92.022 | 0.000 | ||
| 39 | 2010.04.14 18:00 | modify | 10 | 0.54 | 93.022 | 92.022 | 98.022 | ||
| 40 | 2010.04.15 01:00 | close | 10 | 0.54 | 93.323 | 92.022 | 98.022 | 174.17 | 11000.82 |
| 41 | 2010.04.15 12:45 | sell | 11 | 0.55 | 93.142 | 0.000 | 0.000 | ||
| 42 | 2010.04.15 12:50 | modify | 11 | 0.55 | 93.142 | 94.142 | 0.000 | ||
| 43 | 2010.04.15 12:50 | modify | 11 | 0.55 | 93.142 | 94.142 | 88.142 | ||
| 44 | 2010.04.15 17:50 | close | 11 | 0.55 | 93.007 | 94.142 | 88.142 | 79.83 | 11080.65 |
| 45 | 2010.04.20 21:10 | buy | 12 | 0.55 | 93.150 | 0.000 | 0.000 | ||
| 46 | 2010.04.20 21:15 | modify | 12 | 0.55 | 93.150 | 92.150 | 0.000 | ||
| 47 | 2010.04.20 21:15 | modify | 12 | 0.55 | 93.150 | 92.150 | 98.150 | ||
| 48 | 2010.04.20 23:35 | close | 12 | 0.55 | 93.241 | 92.150 | 98.150 | 53.68 | 11134.33 |
| 49 | 2010.04.20 23:45 | sell | 13 | 0.56 | 93.250 | 0.000 | 0.000 | ||
| 50 | 2010.04.20 23:50 | modify | 13 | 0.56 | 93.250 | 94.250 | 0.000 | ||
| 51 | 2010.04.20 23:50 | modify | 13 | 0.56 | 93.250 | 94.250 | 88.250 | ||
| 52 | 2010.04.21 01:10 | close | 13 | 0.56 | 93.141 | 94.250 | 88.250 | 65.06 | 11199.39 |
| 53 | 2010.04.21 01:15 | buy | 14 | 0.56 | 93.150 | 0.000 | 0.000 | ||
| 54 | 2010.04.21 01:20 | modify | 14 | 0.56 | 93.150 | 92.150 | 0.000 | ||
| 55 | 2010.04.21 01:20 | modify | 14 | 0.56 | 93.150 | 92.150 | 98.150 | ||
| 56 | 2010.04.21 04:35 | close | 14 | 0.56 | 93.196 | 92.150 | 98.150 | 27.64 | 11227.03 |
| 57 | 2010.04.21 04:40 | sell | 15 | 0.56 | 93.199 | 0.000 | 0.000 | ||
| 58 | 2010.04.21 04:45 | modify | 15 | 0.56 | 93.199 | 94.199 | 0.000 | ||
| 59 | 2010.04.21 04:45 | modify | 15 | 0.56 | 93.199 | 94.199 | 88.199 | ||
| 60 | 2010.04.21 10:35 | close | 15 | 0.56 | 93.211 | 94.199 | 88.199 | -7.21 | 11219.82 |
| 61 | 2010.04.22 23:30 | buy | 16 | 0.56 | 93.470 | 0.000 | 0.000 | ||
| 62 | 2010.04.22 23:35 | modify | 16 | 0.56 | 93.470 | 92.470 | 0.000 | ||
| 63 | 2010.04.22 23:35 | modify | 16 | 0.56 | 93.470 | 92.470 | 98.470 | ||
| 64 | 2010.04.23 15:30 | close | 16 | 0.56 | 94.174 | 92.470 | 98.470 | 418.63 | 11638.45 |
| 65 | 2010.04.27 06:10 | sell | 17 | 0.58 | 93.847 | 0.000 | 0.000 | ||
| 66 | 2010.04.27 06:15 | modify | 17 | 0.58 | 93.847 | 94.847 | 0.000 | ||
| 67 | 2010.04.27 06:15 | modify | 17 | 0.58 | 93.847 | 94.847 | 88.847 | ||
| 68 | 2010.04.27 15:40 | close | 17 | 0.58 | 93.457 | 94.847 | 88.847 | 242.04 | 11880.49 |
| 69 | 2010.04.27 18:20 | buy | 18 | 0.59 | 92.895 | 0.000 | 0.000 | ||
| 70 | 2010.04.27 18:25 | modify | 18 | 0.59 | 92.895 | 91.895 | 0.000 | ||
| 71 | 2010.04.27 18:25 | modify | 18 | 0.59 | 92.895 | 91.895 | 97.895 | ||
| 72 | 2010.04.28 05:25 | close | 18 | 0.59 | 93.330 | 91.895 | 97.895 | 274.99 | 12155.48 |
| 73 | 2010.04.28 12:15 | sell | 19 | 0.61 | 93.830 | 0.000 | 0.000 | ||
| 74 | 2010.04.28 12:20 | modify | 19 | 0.61 | 93.830 | 94.830 | 0.000 | ||
| 75 | 2010.04.28 12:20 | modify | 19 | 0.61 | 93.830 | 94.830 | 88.830 | ||
| 76 | 2010.04.28 22:50 | close | 19 | 0.61 | 94.057 | 94.830 | 88.830 | -147.22 | 12008.26 |
| 77 | 2010.04.30 01:45 | buy | 20 | 0.60 | 93.963 | 0.000 | 0.000 | ||
| 78 | 2010.04.30 01:50 | modify | 20 | 0.60 | 93.963 | 92.963 | 0.000 | ||
| 79 | 2010.04.30 01:50 | modify | 20 | 0.60 | 93.963 | 92.963 | 98.963 | ||
| 80 | 2010.04.30 12:30 | close | 20 | 0.60 | 94.531 | 92.963 | 98.963 | 360.52 | 12368.78 |