| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.07.08 09:20 - 2010.07.23 22:55 (2010.07.01 - 2010.08.01) | ||||
| 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=28; BarsBack2=45; | ||||
| Bars in test | 4309 | Ticks modelled | 344670 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2156.86 | Gross profit | 3206.13 | Gross loss | -1049.27 |
| Profit factor | 3.06 | Expected payoff | 77.03 | ||
| Absolute drawdown | 130.16 | Maximal drawdown | 738.97 (6.62%) | Relative drawdown | 6.62% (738.97) |
| Total trades | 28 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 20 (71.43%) | Loss trades (% of total) | 8 (28.57%) | ||
| Largest | profit trade | 423.43 | loss trade | -474.53 | |
| Average | profit trade | 160.31 | loss trade | -131.16 | |
| Maximum | consecutive wins (profit in money) | 9 (1507.60) | consecutive losses (loss in money) | 2 (-172.25) | |
| Maximal | consecutive profit (count of wins) | 1507.60 (9) | consecutive loss (count of losses) | -474.53 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.07.08 11:10 | buy | 1 | 0.50 | 88.157 | 0.000 | 0.000 | ||
| 2 | 2010.07.08 11:15 | modify | 1 | 0.50 | 88.157 | 87.157 | 0.000 | ||
| 3 | 2010.07.08 11:15 | modify | 1 | 0.50 | 88.157 | 87.157 | 93.157 | ||
| 4 | 2010.07.08 16:15 | close | 1 | 0.50 | 88.444 | 87.157 | 93.157 | 162.25 | 10162.25 |
| 5 | 2010.07.09 06:15 | sell | 2 | 0.51 | 88.633 | 0.000 | 0.000 | ||
| 6 | 2010.07.09 06:20 | modify | 2 | 0.51 | 88.633 | 89.633 | 0.000 | ||
| 7 | 2010.07.09 06:20 | modify | 2 | 0.51 | 88.633 | 89.633 | 83.633 | ||
| 8 | 2010.07.09 10:00 | close | 2 | 0.51 | 88.458 | 89.633 | 83.633 | 100.90 | 10263.15 |
| 9 | 2010.07.09 10:05 | buy | 3 | 0.51 | 88.508 | 0.000 | 0.000 | ||
| 10 | 2010.07.09 10:10 | modify | 3 | 0.51 | 88.508 | 87.508 | 0.000 | ||
| 11 | 2010.07.09 10:10 | modify | 3 | 0.51 | 88.508 | 87.508 | 93.508 | ||
| 12 | 2010.07.09 12:45 | close | 3 | 0.51 | 88.516 | 87.508 | 93.508 | 4.61 | 10267.76 |
| 13 | 2010.07.09 22:25 | sell | 4 | 0.51 | 88.611 | 0.000 | 0.000 | ||
| 14 | 2010.07.09 22:30 | modify | 4 | 0.51 | 88.611 | 89.611 | 0.000 | ||
| 15 | 2010.07.09 22:30 | modify | 4 | 0.51 | 88.611 | 89.611 | 83.611 | ||
| 16 | 2010.07.12 08:55 | close | 4 | 0.51 | 88.841 | 89.611 | 83.611 | -132.49 | 10135.27 |
| 17 | 2010.07.12 09:00 | buy | 5 | 0.51 | 88.844 | 0.000 | 0.000 | ||
| 18 | 2010.07.12 09:05 | modify | 5 | 0.51 | 88.844 | 87.844 | 0.000 | ||
| 19 | 2010.07.12 09:05 | modify | 5 | 0.51 | 88.844 | 87.844 | 93.844 | ||
| 20 | 2010.07.13 02:50 | close | 5 | 0.51 | 88.775 | 87.844 | 93.844 | -39.76 | 10095.51 |
| 21 | 2010.07.13 02:55 | sell | 6 | 0.50 | 88.785 | 0.000 | 0.000 | ||
| 22 | 2010.07.13 03:00 | modify | 6 | 0.50 | 88.785 | 89.785 | 0.000 | ||
| 23 | 2010.07.13 03:00 | modify | 6 | 0.50 | 88.785 | 89.785 | 83.785 | ||
| 24 | 2010.07.13 06:05 | close | 6 | 0.50 | 88.531 | 89.785 | 83.785 | 143.45 | 10238.96 |
| 25 | 2010.07.13 06:10 | buy | 7 | 0.51 | 88.559 | 0.000 | 0.000 | ||
| 26 | 2010.07.13 06:15 | modify | 7 | 0.51 | 88.559 | 87.559 | 0.000 | ||
| 27 | 2010.07.13 06:15 | modify | 7 | 0.51 | 88.559 | 87.559 | 93.559 | ||
| 28 | 2010.07.13 09:40 | close | 7 | 0.51 | 88.726 | 87.559 | 93.559 | 95.99 | 10334.95 |
| 29 | 2010.07.13 09:45 | sell | 8 | 0.52 | 88.693 | 0.000 | 0.000 | ||
| 30 | 2010.07.13 09:50 | modify | 8 | 0.52 | 88.693 | 89.693 | 0.000 | ||
| 31 | 2010.07.13 09:50 | modify | 8 | 0.52 | 88.693 | 89.693 | 83.693 | ||
| 32 | 2010.07.13 13:25 | close | 8 | 0.52 | 88.297 | 89.693 | 83.693 | 233.21 | 10568.16 |
| 33 | 2010.07.13 13:30 | buy | 9 | 0.53 | 88.313 | 0.000 | 0.000 | ||
| 34 | 2010.07.13 13:35 | modify | 9 | 0.53 | 88.313 | 87.313 | 0.000 | ||
| 35 | 2010.07.13 13:35 | modify | 9 | 0.53 | 88.313 | 87.313 | 93.313 | ||
| 36 | 2010.07.13 23:25 | close | 9 | 0.53 | 88.651 | 87.313 | 93.313 | 202.07 | 10770.23 |
| 37 | 2010.07.13 23:30 | sell | 10 | 0.54 | 88.649 | 0.000 | 0.000 | ||
| 38 | 2010.07.13 23:35 | modify | 10 | 0.54 | 88.649 | 89.649 | 0.000 | ||
| 39 | 2010.07.13 23:35 | modify | 10 | 0.54 | 88.649 | 89.649 | 83.649 | ||
| 40 | 2010.07.14 12:25 | close | 10 | 0.54 | 88.697 | 89.649 | 83.649 | -29.71 | 10740.53 |
| 41 | 2010.07.14 12:30 | buy | 11 | 0.54 | 88.678 | 0.000 | 0.000 | ||
| 42 | 2010.07.14 12:35 | modify | 11 | 0.54 | 88.678 | 87.678 | 0.000 | ||
| 43 | 2010.07.14 12:35 | modify | 11 | 0.54 | 88.678 | 87.678 | 93.678 | ||
| 44 | 2010.07.14 18:30 | close | 11 | 0.54 | 88.511 | 87.678 | 93.678 | -101.89 | 10638.64 |
| 45 | 2010.07.14 18:35 | sell | 12 | 0.53 | 88.513 | 0.000 | 0.000 | ||
| 46 | 2010.07.14 18:40 | modify | 12 | 0.53 | 88.513 | 89.513 | 0.000 | ||
| 47 | 2010.07.14 18:40 | modify | 12 | 0.53 | 88.513 | 89.513 | 83.513 | ||
| 48 | 2010.07.14 20:55 | close | 12 | 0.53 | 88.235 | 89.513 | 83.513 | 166.99 | 10805.63 |
| 49 | 2010.07.14 21:00 | buy | 13 | 0.54 | 88.253 | 0.000 | 0.000 | ||
| 50 | 2010.07.14 21:05 | modify | 13 | 0.54 | 88.253 | 87.253 | 0.000 | ||
| 51 | 2010.07.14 21:05 | modify | 13 | 0.54 | 88.253 | 87.253 | 93.253 | ||
| 52 | 2010.07.14 23:55 | close | 13 | 0.54 | 88.395 | 87.253 | 93.253 | 86.75 | 10892.38 |
| 53 | 2010.07.15 00:00 | sell | 14 | 0.54 | 88.398 | 0.000 | 0.000 | ||
| 54 | 2010.07.15 00:05 | modify | 14 | 0.54 | 88.398 | 89.398 | 0.000 | ||
| 55 | 2010.07.15 00:05 | modify | 14 | 0.54 | 88.398 | 89.398 | 83.398 | ||
| 56 | 2010.07.15 03:10 | close | 14 | 0.54 | 88.179 | 89.398 | 83.398 | 134.11 | 11026.49 |
| 57 | 2010.07.15 03:15 | buy | 15 | 0.55 | 88.167 | 0.000 | 0.000 | ||
| 58 | 2010.07.15 03:20 | modify | 15 | 0.55 | 88.167 | 87.167 | 0.000 | ||
| 59 | 2010.07.15 03:20 | modify | 15 | 0.55 | 88.167 | 87.167 | 93.167 | ||
| 60 | 2010.07.16 03:00 | close | 15 | 0.55 | 87.413 | 87.167 | 93.167 | -474.53 | 10551.95 |
| 61 | 2010.07.16 09:35 | sell | 16 | 0.53 | 87.201 | 0.000 | 0.000 | ||
| 62 | 2010.07.16 09:40 | modify | 16 | 0.53 | 87.201 | 88.201 | 0.000 | ||
| 63 | 2010.07.16 09:40 | modify | 16 | 0.53 | 87.201 | 88.201 | 82.201 | ||
| 64 | 2010.07.16 14:50 | close | 16 | 0.53 | 86.819 | 88.201 | 82.201 | 233.20 | 10785.15 |
| 65 | 2010.07.16 16:50 | buy | 17 | 0.54 | 86.436 | 0.000 | 0.000 | ||
| 66 | 2010.07.16 16:55 | modify | 17 | 0.54 | 86.436 | 85.436 | 0.000 | ||
| 67 | 2010.07.16 16:55 | modify | 17 | 0.54 | 86.436 | 85.436 | 91.436 | ||
| 68 | 2010.07.16 20:05 | close | 17 | 0.54 | 86.686 | 85.436 | 91.436 | 155.73 | 10940.88 |
| 69 | 2010.07.16 20:10 | sell | 18 | 0.55 | 86.674 | 0.000 | 0.000 | ||
| 70 | 2010.07.16 20:15 | modify | 18 | 0.55 | 86.674 | 87.674 | 0.000 | ||
| 71 | 2010.07.16 20:15 | modify | 18 | 0.55 | 86.674 | 87.674 | 81.674 | ||
| 72 | 2010.07.19 01:55 | close | 18 | 0.55 | 86.526 | 87.674 | 81.674 | 93.58 | 11034.46 |
| 73 | 2010.07.19 17:15 | buy | 19 | 0.55 | 86.686 | 0.000 | 0.000 | ||
| 74 | 2010.07.19 17:20 | modify | 19 | 0.55 | 86.686 | 85.686 | 0.000 | ||
| 75 | 2010.07.19 17:20 | modify | 19 | 0.55 | 86.686 | 85.686 | 91.686 | ||
| 76 | 2010.07.20 03:40 | close | 19 | 0.55 | 86.948 | 85.686 | 91.686 | 165.61 | 11200.07 |
| 77 | 2010.07.20 03:45 | sell | 20 | 0.56 | 86.973 | 0.000 | 0.000 | ||
| 78 | 2010.07.20 03:50 | modify | 20 | 0.56 | 86.973 | 87.973 | 0.000 | ||
| 79 | 2010.07.20 03:50 | modify | 20 | 0.56 | 86.973 | 87.973 | 81.973 | ||
| 80 | 2010.07.20 10:30 | close | 20 | 0.56 | 86.815 | 87.973 | 81.973 | 101.92 | 11301.99 |
| 81 | 2010.07.20 10:35 | buy | 21 | 0.57 | 86.850 | 0.000 | 0.000 | ||
| 82 | 2010.07.20 10:40 | modify | 21 | 0.57 | 86.850 | 85.850 | 0.000 | ||
| 83 | 2010.07.20 10:40 | modify | 21 | 0.57 | 86.850 | 85.850 | 91.850 | ||
| 84 | 2010.07.20 23:00 | close | 21 | 0.57 | 87.500 | 85.850 | 91.850 | 423.43 | 11725.42 |
| 85 | 2010.07.20 23:05 | sell | 22 | 0.59 | 87.472 | 0.000 | 0.000 | ||
| 86 | 2010.07.20 23:10 | modify | 22 | 0.59 | 87.472 | 88.472 | 0.000 | ||
| 87 | 2010.07.20 23:10 | modify | 22 | 0.59 | 87.472 | 88.472 | 82.472 | ||
| 88 | 2010.07.21 04:15 | close | 22 | 0.59 | 87.219 | 88.472 | 82.472 | 170.61 | 11896.03 |
| 89 | 2010.07.21 04:20 | buy | 23 | 0.59 | 87.218 | 0.000 | 0.000 | ||
| 90 | 2010.07.21 04:25 | modify | 23 | 0.59 | 87.218 | 86.218 | 0.000 | ||
| 91 | 2010.07.21 04:25 | modify | 23 | 0.59 | 87.218 | 86.218 | 92.218 | ||
| 92 | 2010.07.21 18:30 | close | 23 | 0.59 | 87.255 | 86.218 | 92.218 | 25.02 | 11921.05 |
| 93 | 2010.07.21 18:35 | sell | 24 | 0.60 | 87.274 | 0.000 | 0.000 | ||
| 94 | 2010.07.21 18:40 | modify | 24 | 0.60 | 87.274 | 88.274 | 0.000 | ||
| 95 | 2010.07.21 18:40 | modify | 24 | 0.60 | 87.274 | 88.274 | 82.274 | ||
| 96 | 2010.07.21 21:15 | close | 24 | 0.60 | 87.073 | 88.274 | 82.274 | 138.50 | 12059.55 |
| 97 | 2010.07.21 21:20 | buy | 25 | 0.60 | 87.027 | 0.000 | 0.000 | ||
| 98 | 2010.07.21 21:25 | modify | 25 | 0.60 | 87.027 | 86.027 | 0.000 | ||
| 99 | 2010.07.21 21:25 | modify | 25 | 0.60 | 87.027 | 86.027 | 92.027 | ||
| 100 | 2010.07.22 14:05 | close | 25 | 0.60 | 86.827 | 86.027 | 92.027 | -138.62 | 11920.93 |
| 101 | 2010.07.22 14:10 | sell | 26 | 0.60 | 86.819 | 0.000 | 0.000 | ||
| 102 | 2010.07.22 14:15 | modify | 26 | 0.60 | 86.819 | 87.819 | 0.000 | ||
| 103 | 2010.07.22 14:15 | modify | 26 | 0.60 | 86.819 | 87.819 | 81.819 | ||
| 104 | 2010.07.23 04:45 | close | 26 | 0.60 | 86.832 | 87.819 | 81.819 | -9.52 | 11911.41 |
| 105 | 2010.07.23 04:50 | buy | 27 | 0.60 | 86.808 | 0.000 | 0.000 | ||
| 106 | 2010.07.23 04:55 | modify | 27 | 0.60 | 86.808 | 85.808 | 0.000 | ||
| 107 | 2010.07.23 04:55 | modify | 27 | 0.60 | 86.808 | 85.808 | 91.808 | ||
| 108 | 2010.07.23 15:15 | close | 27 | 0.60 | 87.344 | 85.808 | 91.808 | 368.20 | 12279.61 |
| 109 | 2010.07.23 15:20 | sell | 28 | 0.61 | 87.289 | 0.000 | 0.000 | ||
| 110 | 2010.07.23 15:25 | modify | 28 | 0.61 | 87.289 | 88.289 | 0.000 | ||
| 111 | 2010.07.23 15:25 | modify | 28 | 0.61 | 87.289 | 88.289 | 82.289 | ||
| 112 | 2010.07.23 22:59 | close at stop | 28 | 0.61 | 87.465 | 88.289 | 82.289 | -122.75 | 12156.86 |