| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| 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=22; BarsBack2=600; | ||||
| Bars in test | 7288 | Ticks modelled | 1220589 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3195.25 | Gross profit | 3749.59 | Gross loss | -554.35 |
| Profit factor | 6.76 | Expected payoff | 399.41 | ||
| Absolute drawdown | 207.53 | Maximal drawdown | 775.76 (7.05%) | Relative drawdown | 7.05% (775.76) |
| Total trades | 8 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
| Largest | profit trade | 826.26 | loss trade | -554.35 | |
| Average | profit trade | 535.66 | loss trade | -554.35 | |
| Maximum | consecutive wins (profit in money) | 6 (2923.33) | consecutive losses (loss in money) | 1 (-554.35) | |
| Maximal | consecutive profit (count of wins) | 2923.33 (6) | consecutive loss (count of losses) | -554.35 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.06.01 03:55 | buy | 1 | 0.50 | 94.835 | 0.000 | 0.000 | ||
| 2 | 2009.06.01 04:00 | modify | 1 | 0.50 | 94.835 | 93.835 | 0.000 | ||
| 3 | 2009.06.01 04:00 | modify | 1 | 0.50 | 94.835 | 93.835 | 99.835 | ||
| 4 | 2009.06.02 11:00 | close | 1 | 0.50 | 96.428 | 93.835 | 99.835 | 826.26 | 10826.26 |
| 5 | 2009.06.04 12:10 | sell | 2 | 0.54 | 96.466 | 0.000 | 0.000 | ||
| 6 | 2009.06.04 12:15 | modify | 2 | 0.54 | 96.466 | 97.466 | 0.000 | ||
| 7 | 2009.06.04 12:15 | modify | 2 | 0.54 | 96.466 | 97.466 | 91.466 | ||
| 8 | 2009.06.05 14:30 | s/l | 2 | 0.54 | 97.466 | 97.466 | 91.466 | -554.35 | 10271.92 |
| 9 | 2009.06.10 03:25 | buy | 3 | 0.51 | 97.318 | 0.000 | 0.000 | ||
| 10 | 2009.06.10 03:30 | modify | 3 | 0.51 | 97.318 | 96.318 | 0.000 | ||
| 11 | 2009.06.10 03:30 | modify | 3 | 0.51 | 97.318 | 96.318 | 102.318 | ||
| 12 | 2009.06.15 00:50 | close | 3 | 0.51 | 98.381 | 96.318 | 102.318 | 552.39 | 10824.30 |
| 13 | 2009.06.19 09:15 | sell | 4 | 0.54 | 96.821 | 0.000 | 0.000 | ||
| 14 | 2009.06.19 09:20 | modify | 4 | 0.54 | 96.821 | 97.821 | 0.000 | ||
| 15 | 2009.06.19 09:20 | modify | 4 | 0.54 | 96.821 | 97.821 | 91.821 | ||
| 16 | 2009.06.23 02:10 | close | 4 | 0.54 | 95.579 | 97.821 | 91.821 | 700.91 | 11525.21 |
| 17 | 2009.06.23 02:15 | buy | 5 | 0.58 | 95.549 | 0.000 | 0.000 | ||
| 18 | 2009.06.23 02:20 | modify | 5 | 0.58 | 95.549 | 94.549 | 0.000 | ||
| 19 | 2009.06.23 02:20 | modify | 5 | 0.58 | 95.549 | 94.549 | 100.549 | ||
| 20 | 2009.06.25 04:10 | close | 5 | 0.58 | 96.162 | 94.549 | 100.549 | 370.95 | 11896.16 |
| 21 | 2009.06.25 04:15 | sell | 6 | 0.59 | 96.186 | 0.000 | 0.000 | ||
| 22 | 2009.06.25 04:20 | modify | 6 | 0.59 | 96.186 | 97.186 | 0.000 | ||
| 23 | 2009.06.25 04:20 | modify | 6 | 0.59 | 96.186 | 97.186 | 91.186 | ||
| 24 | 2009.06.26 18:40 | close | 6 | 0.59 | 95.211 | 97.186 | 91.186 | 603.75 | 12499.90 |
| 25 | 2009.06.26 18:45 | buy | 7 | 0.62 | 95.239 | 0.000 | 0.000 | ||
| 26 | 2009.06.26 18:50 | modify | 7 | 0.62 | 95.239 | 94.239 | 0.000 | ||
| 27 | 2009.06.26 18:50 | modify | 7 | 0.62 | 95.239 | 94.239 | 100.239 | ||
| 28 | 2009.06.30 16:10 | close | 7 | 0.62 | 96.301 | 94.239 | 100.239 | 684.38 | 13184.29 |
| 29 | 2009.06.30 16:15 | sell | 8 | 0.66 | 96.339 | 0.000 | 0.000 | ||
| 30 | 2009.06.30 16:20 | modify | 8 | 0.66 | 96.339 | 97.339 | 0.000 | ||
| 31 | 2009.06.30 16:20 | modify | 8 | 0.66 | 96.339 | 97.339 | 91.339 | ||
| 32 | 2009.06.30 23:59 | close at stop | 8 | 0.66 | 96.323 | 97.339 | 91.339 | 10.96 | 13195.25 |