Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		5 Minutes (M5) 2010.01.04 00:00 - 2010.01.29 22:55 (2010.01.01 - 2010.02.01)
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=33; BarsBack2=73;
Bars in test	6711	Ticks modelled	768259	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3711.00	Gross profit	5051.28	Gross loss	-1340.28
Profit factor	3.77	Expected payoff	109.15
Absolute drawdown	15.63	Maximal drawdown	1128.25 (9.96%)	Relative drawdown	9.96% (1128.25)
Total trades	34	Short positions (won %)	17 (82.35%)	Long positions (won %)	17 (58.82%)
		Profit trades (% of total)	24 (70.59%)	Loss trades (% of total)	10 (29.41%)
Largest		profit trade	545.79	loss trade	-598.00
Average		profit trade	210.47	loss trade	-134.03
Maximum		consecutive wins (profit in money)	5 (1152.00)	consecutive losses (loss in money)	3 (-852.69)
Maximal		consecutive profit (count of wins)	1152.00 (5)	consecutive loss (count of losses)	-852.69 (3)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 06:30	buy	1	0.50	92.779	0.000	0.000
2	2010.01.04 06:35	modify	1	0.50	92.779	91.779	0.000
3	2010.01.04 06:35	modify	1	0.50	92.779	91.779	97.779
4	2010.01.04 09:10	close	1	0.50	92.938	91.779	97.779	85.54	10085.54
5	2010.01.05 13:15	sell	2	0.50	92.032	0.000	0.000
6	2010.01.05 13:20	modify	2	0.50	92.032	93.032	0.000
7	2010.01.05 13:20	modify	2	0.50	92.032	93.032	87.032
8	2010.01.05 16:15	close	2	0.50	91.502	93.032	87.032	289.61	10375.15
9	2010.01.05 16:20	buy	3	0.52	91.461	0.000	0.000
10	2010.01.05 16:25	modify	3	0.52	91.461	90.461	0.000
11	2010.01.05 16:25	modify	3	0.52	91.461	90.461	96.461
12	2010.01.06 05:25	close	3	0.52	91.942	90.461	96.461	272.10	10647.25
13	2010.01.06 06:35	sell	4	0.53	92.083	0.000	0.000
14	2010.01.06 06:40	modify	4	0.53	92.083	93.083	0.000
15	2010.01.06 06:40	modify	4	0.53	92.083	93.083	87.083
16	2010.01.07 05:35	close	4	0.53	92.282	93.083	87.083	-114.80	10532.45
17	2010.01.08 19:50	buy	5	0.53	92.586	0.000	0.000
18	2010.01.08 19:55	modify	5	0.53	92.586	91.586	0.000
19	2010.01.08 19:55	modify	5	0.53	92.586	91.586	97.586
20	2010.01.11 11:55	close	5	0.53	92.428	91.586	97.586	-90.54	10441.90
21	2010.01.11 12:00	sell	6	0.52	92.490	0.000	0.000
22	2010.01.11 12:05	modify	6	0.52	92.490	93.490	0.000
23	2010.01.11 12:05	modify	6	0.52	92.490	93.490	87.490
24	2010.01.11 18:25	close	6	0.52	91.950	93.490	87.490	305.38	10747.28
25	2010.01.11 18:30	buy	7	0.54	91.929	0.000	0.000
26	2010.01.11 18:35	modify	7	0.54	91.929	90.929	0.000
27	2010.01.11 18:35	modify	7	0.54	91.929	90.929	96.929
28	2010.01.12 02:10	close	7	0.54	92.156	90.929	96.929	133.07	10880.35
29	2010.01.12 02:15	sell	8	0.54	92.098	0.000	0.000
30	2010.01.12 02:20	modify	8	0.54	92.098	93.098	0.000
31	2010.01.12 02:20	modify	8	0.54	92.098	93.098	87.098
32	2010.01.12 14:30	close	8	0.54	91.438	93.098	87.098	389.77	11270.12
33	2010.01.12 14:35	buy	9	0.56	91.394	0.000	0.000
34	2010.01.12 14:40	modify	9	0.56	91.394	90.394	0.000
35	2010.01.12 14:40	modify	9	0.56	91.394	90.394	96.394
36	2010.01.13 00:10	close	9	0.56	91.076	90.394	96.394	-195.47	11074.65
37	2010.01.13 00:15	sell	10	0.55	91.053	0.000	0.000
38	2010.01.13 00:20	modify	10	0.55	91.053	92.053	0.000
39	2010.01.13 00:20	modify	10	0.55	91.053	92.053	86.053
40	2010.01.14 10:33	s/l	10	0.55	92.053	92.053	86.053	-598.00	10476.65
41	2010.01.14 15:30	buy	11	0.52	91.325	0.000	0.000
42	2010.01.14 15:35	modify	11	0.52	91.325	90.325	0.000
43	2010.01.14 15:35	modify	11	0.52	91.325	90.325	96.325
44	2010.01.15 00:15	close	11	0.52	91.221	90.325	96.325	-59.22	10417.43
45	2010.01.15 00:20	sell	12	0.52	91.232	0.000	0.000
46	2010.01.15 00:25	modify	12	0.52	91.232	92.232	0.000
47	2010.01.15 00:25	modify	12	0.52	91.232	92.232	86.232
48	2010.01.15 10:15	close	12	0.52	90.820	92.232	86.232	235.90	10653.33
49	2010.01.15 10:20	buy	13	0.53	90.783	0.000	0.000
50	2010.01.15 10:25	modify	13	0.53	90.783	89.783	0.000
51	2010.01.15 10:25	modify	13	0.53	90.783	89.783	95.783
52	2010.01.15 15:35	close	13	0.53	91.097	89.783	95.783	182.68	10836.01
53	2010.01.15 15:40	sell	14	0.54	91.023	0.000	0.000
54	2010.01.15 15:45	modify	14	0.54	91.023	92.023	0.000
55	2010.01.15 15:45	modify	14	0.54	91.023	92.023	86.023
56	2010.01.18 04:10	close	14	0.54	90.842	92.023	86.023	107.42	10943.42
57	2010.01.18 04:15	buy	15	0.55	90.860	0.000	0.000
58	2010.01.18 04:20	modify	15	0.55	90.860	89.860	0.000
59	2010.01.18 04:20	modify	15	0.55	90.860	89.860	95.860
60	2010.01.18 07:15	close	15	0.55	90.842	89.860	95.860	-10.90	10932.52
61	2010.01.18 07:20	sell	16	0.55	90.870	0.000	0.000
62	2010.01.18 07:25	modify	16	0.55	90.870	91.870	0.000
63	2010.01.18 07:25	modify	16	0.55	90.870	91.870	85.870
64	2010.01.18 13:05	close	16	0.55	90.760	91.870	85.870	66.66	10999.18
65	2010.01.18 13:10	buy	17	0.55	90.730	0.000	0.000
66	2010.01.18 13:15	modify	17	0.55	90.730	89.730	0.000
67	2010.01.18 13:15	modify	17	0.55	90.730	89.730	95.730
68	2010.01.19 12:40	close	17	0.55	90.739	89.730	95.730	5.52	11004.70
69	2010.01.19 12:45	sell	18	0.55	90.741	0.000	0.000
70	2010.01.19 12:50	modify	18	0.55	90.741	91.741	0.000
71	2010.01.19 12:50	modify	18	0.55	90.741	91.741	85.741
72	2010.01.20 09:30	close	18	0.55	90.920	91.741	85.741	-108.46	10896.24
73	2010.01.20 09:35	buy	19	0.54	90.911	0.000	0.000
74	2010.01.20 09:40	modify	19	0.54	90.911	89.911	0.000
75	2010.01.20 09:40	modify	19	0.54	90.911	89.911	95.911
76	2010.01.20 16:15	close	19	0.54	91.196	89.911	95.911	168.76	11065.00
77	2010.01.20 16:20	sell	20	0.55	91.202	0.000	0.000
78	2010.01.20 16:25	modify	20	0.55	91.202	92.202	0.000
79	2010.01.20 16:25	modify	20	0.55	91.202	92.202	86.202
80	2010.01.21 18:15	close	20	0.55	90.305	92.202	86.202	545.79	11610.79
81	2010.01.21 18:20	buy	21	0.58	90.406	0.000	0.000
82	2010.01.21 18:25	modify	21	0.58	90.406	89.406	0.000
83	2010.01.21 18:25	modify	21	0.58	90.406	89.406	95.406
84	2010.01.22 09:15	close	21	0.58	90.347	89.406	95.406	-37.82	11572.98
85	2010.01.22 09:20	sell	22	0.58	90.380	0.000	0.000
86	2010.01.22 09:25	modify	22	0.58	90.380	91.380	0.000
87	2010.01.22 09:25	modify	22	0.58	90.380	91.380	85.380
88	2010.01.22 20:00	close	22	0.58	89.960	91.380	85.380	270.79	11843.77
89	2010.01.22 20:05	buy	23	0.59	89.954	0.000	0.000
90	2010.01.22 20:10	modify	23	0.59	89.954	88.954	0.000
91	2010.01.22 20:10	modify	23	0.59	89.954	88.954	94.954
92	2010.01.25 03:50	close	23	0.59	90.221	88.954	94.954	174.66	12018.43
93	2010.01.25 04:05	sell	24	0.60	90.121	0.000	0.000
94	2010.01.25 04:10	modify	24	0.60	90.121	91.121	0.000
95	2010.01.25 04:10	modify	24	0.60	90.121	91.121	85.121
96	2010.01.25 17:20	close	24	0.60	90.115	91.121	85.121	3.99	12022.42
97	2010.01.25 17:25	buy	25	0.60	90.093	0.000	0.000
98	2010.01.25 17:30	modify	25	0.60	90.093	89.093	0.000
99	2010.01.25 17:30	modify	25	0.60	90.093	89.093	95.093
100	2010.01.26 02:10	close	25	0.60	90.436	89.093	95.093	227.62	12250.04
101	2010.01.26 02:50	sell	26	0.61	90.479	0.000	0.000
102	2010.01.26 02:55	modify	26	0.61	90.479	91.479	0.000
103	2010.01.26 02:55	modify	26	0.61	90.479	91.479	85.479
104	2010.01.26 07:05	close	26	0.61	89.780	91.479	85.479	474.93	12724.97
105	2010.01.26 07:10	buy	27	0.64	89.765	0.000	0.000
106	2010.01.26 07:15	modify	27	0.64	89.765	88.765	0.000
107	2010.01.26 07:15	modify	27	0.64	89.765	88.765	94.765
108	2010.01.26 21:30	close	27	0.64	89.658	88.765	94.765	-76.38	12648.59
109	2010.01.26 21:35	sell	28	0.63	89.656	0.000	0.000
110	2010.01.26 21:40	modify	28	0.63	89.656	90.656	0.000
111	2010.01.26 21:40	modify	28	0.63	89.656	90.656	84.656
112	2010.01.27 04:15	close	28	0.63	89.473	90.656	84.656	128.65	12777.24
113	2010.01.27 04:20	buy	29	0.64	89.443	0.000	0.000
114	2010.01.27 04:25	modify	29	0.64	89.443	88.443	0.000
115	2010.01.27 04:25	modify	29	0.64	89.443	88.443	94.443
116	2010.01.27 11:00	close	29	0.64	89.375	88.443	94.443	-48.69	12728.55
117	2010.01.27 11:05	sell	30	0.64	89.366	0.000	0.000
118	2010.01.27 11:10	modify	30	0.64	89.366	90.366	0.000
119	2010.01.27 11:10	modify	30	0.64	89.366	90.366	84.366
120	2010.01.27 16:40	close	30	0.64	89.359	90.366	84.366	5.01	12733.56
121	2010.01.27 16:45	buy	31	0.64	89.383	0.000	0.000
122	2010.01.27 16:50	modify	31	0.64	89.383	88.383	0.000
123	2010.01.27 16:50	modify	31	0.64	89.383	88.383	94.383
124	2010.01.27 21:20	close	31	0.64	89.847	88.383	94.383	330.52	13064.08
125	2010.01.27 21:25	sell	32	0.65	89.900	0.000	0.000
126	2010.01.27 21:30	modify	32	0.65	89.900	90.900	0.000
127	2010.01.27 21:30	modify	32	0.65	89.900	90.900	84.900
128	2010.01.28 18:00	close	32	0.65	89.794	90.900	84.900	76.10	13140.19
129	2010.01.28 18:05	buy	33	0.66	89.761	0.000	0.000
130	2010.01.28 18:10	modify	33	0.66	89.761	88.761	0.000
131	2010.01.28 18:10	modify	33	0.66	89.761	88.761	94.761
132	2010.01.29 09:45	close	33	0.66	90.134	88.761	94.761	273.20	13413.39
133	2010.01.29 15:40	sell	34	0.67	90.676	0.000	0.000
134	2010.01.29 15:45	modify	34	0.67	90.676	91.676	0.000
135	2010.01.29 15:45	modify	34	0.67	90.676	91.676	85.676
136	2010.01.29 22:45	close	34	0.67	90.275	91.676	85.676	297.61	13711.00