| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.03.01 00:00 - 2010.03.31 23:55 (2010.03.01 - 2010.04.01) | ||||
| 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=35; | ||||
| Bars in test | 4998 | Ticks modelled | 394972 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3177.73 | Gross profit | 4365.00 | Gross loss | -1187.27 |
| Profit factor | 3.68 | Expected payoff | 96.29 | ||
| Absolute drawdown | 192.76 | Maximal drawdown | 846.40 (6.19%) | Relative drawdown | 7.38% (817.86) |
| Total trades | 33 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 16 (87.50%) |
| Profit trades (% of total) | 23 (69.70%) | Loss trades (% of total) | 10 (30.30%) | ||
| Largest | profit trade | 1329.10 | loss trade | -435.34 | |
| Average | profit trade | 189.78 | loss trade | -118.73 | |
| Maximum | consecutive wins (profit in money) | 13 (2965.81) | consecutive losses (loss in money) | 2 (-312.73) | |
| Maximal | consecutive profit (count of wins) | 2965.81 (13) | consecutive loss (count of losses) | -435.34 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 04:25 | sell | 1 | 0.50 | 89.146 | 0.000 | 0.000 | ||
| 2 | 2010.03.01 04:30 | modify | 1 | 0.50 | 89.146 | 90.146 | 0.000 | ||
| 3 | 2010.03.01 04:30 | modify | 1 | 0.50 | 89.146 | 90.146 | 84.146 | ||
| 4 | 2010.03.01 20:25 | close | 1 | 0.50 | 89.166 | 90.146 | 84.146 | -11.22 | 9988.78 |
| 5 | 2010.03.01 20:30 | buy | 2 | 0.50 | 89.169 | 0.000 | 0.000 | ||
| 6 | 2010.03.01 20:35 | modify | 2 | 0.50 | 89.169 | 88.169 | 0.000 | ||
| 7 | 2010.03.01 20:35 | modify | 2 | 0.50 | 89.169 | 88.169 | 94.169 | ||
| 8 | 2010.03.02 02:20 | close | 2 | 0.50 | 89.254 | 88.169 | 94.169 | 47.62 | 10036.40 |
| 9 | 2010.03.02 02:25 | sell | 3 | 0.50 | 89.258 | 0.000 | 0.000 | ||
| 10 | 2010.03.02 02:30 | modify | 3 | 0.50 | 89.258 | 90.258 | 0.000 | ||
| 11 | 2010.03.02 02:30 | modify | 3 | 0.50 | 89.258 | 90.258 | 84.258 | ||
| 12 | 2010.03.02 10:20 | close | 3 | 0.50 | 89.152 | 90.258 | 84.258 | 59.45 | 10095.85 |
| 13 | 2010.03.02 10:25 | buy | 4 | 0.50 | 89.084 | 0.000 | 0.000 | ||
| 14 | 2010.03.02 10:30 | modify | 4 | 0.50 | 89.084 | 88.084 | 0.000 | ||
| 15 | 2010.03.02 10:30 | modify | 4 | 0.50 | 89.084 | 88.084 | 94.084 | ||
| 16 | 2010.03.02 15:20 | close | 4 | 0.50 | 89.119 | 88.084 | 94.084 | 19.64 | 10115.49 |
| 17 | 2010.03.03 07:50 | sell | 5 | 0.51 | 88.870 | 0.000 | 0.000 | ||
| 18 | 2010.03.03 07:55 | modify | 5 | 0.51 | 88.870 | 89.870 | 0.000 | ||
| 19 | 2010.03.03 07:55 | modify | 5 | 0.51 | 88.870 | 89.870 | 83.870 | ||
| 20 | 2010.03.03 10:35 | close | 5 | 0.51 | 88.698 | 89.870 | 83.870 | 98.90 | 10214.39 |
| 21 | 2010.03.03 10:40 | buy | 6 | 0.51 | 88.774 | 0.000 | 0.000 | ||
| 22 | 2010.03.03 10:45 | modify | 6 | 0.51 | 88.774 | 87.774 | 0.000 | ||
| 23 | 2010.03.03 10:45 | modify | 6 | 0.51 | 88.774 | 87.774 | 93.774 | ||
| 24 | 2010.03.04 01:50 | close | 6 | 0.51 | 88.576 | 87.774 | 93.774 | -114.00 | 10100.39 |
| 25 | 2010.03.04 01:55 | sell | 7 | 0.51 | 88.521 | 0.000 | 0.000 | ||
| 26 | 2010.03.04 02:00 | modify | 7 | 0.51 | 88.521 | 89.521 | 0.000 | ||
| 27 | 2010.03.04 02:00 | modify | 7 | 0.51 | 88.521 | 89.521 | 83.521 | ||
| 28 | 2010.03.04 03:50 | close | 7 | 0.51 | 88.527 | 89.521 | 83.521 | -3.46 | 10096.93 |
| 29 | 2010.03.04 08:10 | buy | 8 | 0.50 | 88.264 | 0.000 | 0.000 | ||
| 30 | 2010.03.04 08:15 | modify | 8 | 0.50 | 88.264 | 87.264 | 0.000 | ||
| 31 | 2010.03.04 08:15 | modify | 8 | 0.50 | 88.264 | 87.264 | 93.264 | ||
| 32 | 2010.03.04 15:35 | close | 8 | 0.50 | 89.070 | 87.264 | 93.264 | 452.45 | 10549.38 |
| 33 | 2010.03.04 16:05 | sell | 9 | 0.53 | 89.017 | 0.000 | 0.000 | ||
| 34 | 2010.03.04 16:10 | modify | 9 | 0.53 | 89.017 | 90.017 | 0.000 | ||
| 35 | 2010.03.04 16:10 | modify | 9 | 0.53 | 89.017 | 90.017 | 84.017 | ||
| 36 | 2010.03.04 22:30 | close | 9 | 0.53 | 89.134 | 90.017 | 84.017 | -69.57 | 10479.81 |
| 37 | 2010.03.04 22:35 | buy | 10 | 0.52 | 89.133 | 0.000 | 0.000 | ||
| 38 | 2010.03.04 22:40 | modify | 10 | 0.52 | 89.133 | 88.133 | 0.000 | ||
| 39 | 2010.03.04 22:40 | modify | 10 | 0.52 | 89.133 | 88.133 | 94.133 | ||
| 40 | 2010.03.05 02:10 | close | 10 | 0.52 | 89.232 | 88.133 | 94.133 | 57.69 | 10537.50 |
| 41 | 2010.03.05 02:15 | sell | 11 | 0.53 | 89.240 | 0.000 | 0.000 | ||
| 42 | 2010.03.05 02:20 | modify | 11 | 0.53 | 89.240 | 90.240 | 0.000 | ||
| 43 | 2010.03.05 02:20 | modify | 11 | 0.53 | 89.240 | 90.240 | 84.240 | ||
| 44 | 2010.03.05 10:30 | close | 11 | 0.53 | 89.286 | 90.240 | 84.240 | -27.31 | 10510.19 |
| 45 | 2010.03.05 10:35 | buy | 12 | 0.53 | 89.282 | 0.000 | 0.000 | ||
| 46 | 2010.03.05 10:40 | modify | 12 | 0.53 | 89.282 | 88.282 | 0.000 | ||
| 47 | 2010.03.05 10:40 | modify | 12 | 0.53 | 89.282 | 88.282 | 94.282 | ||
| 48 | 2010.03.05 14:55 | close | 12 | 0.53 | 90.067 | 88.282 | 94.282 | 461.93 | 10972.12 |
| 49 | 2010.03.05 15:20 | sell | 13 | 0.55 | 90.030 | 0.000 | 0.000 | ||
| 50 | 2010.03.05 15:25 | modify | 13 | 0.55 | 90.030 | 91.030 | 0.000 | ||
| 51 | 2010.03.05 15:25 | modify | 13 | 0.55 | 90.030 | 91.030 | 85.030 | ||
| 52 | 2010.03.08 10:05 | close | 13 | 0.55 | 90.279 | 91.030 | 85.030 | -152.20 | 10819.92 |
| 53 | 2010.03.08 10:10 | buy | 14 | 0.54 | 90.289 | 0.000 | 0.000 | ||
| 54 | 2010.03.08 10:15 | modify | 14 | 0.54 | 90.289 | 89.289 | 0.000 | ||
| 55 | 2010.03.08 10:15 | modify | 14 | 0.54 | 90.289 | 89.289 | 95.289 | ||
| 56 | 2010.03.08 13:35 | close | 14 | 0.54 | 90.369 | 89.289 | 95.289 | 47.80 | 10867.72 |
| 57 | 2010.03.08 13:40 | sell | 15 | 0.54 | 90.362 | 0.000 | 0.000 | ||
| 58 | 2010.03.08 13:45 | modify | 15 | 0.54 | 90.362 | 91.362 | 0.000 | ||
| 59 | 2010.03.08 13:45 | modify | 15 | 0.54 | 90.362 | 91.362 | 85.362 | ||
| 60 | 2010.03.08 23:00 | close | 15 | 0.54 | 90.326 | 91.362 | 85.362 | 21.52 | 10889.24 |
| 61 | 2010.03.09 03:05 | buy | 16 | 0.54 | 90.037 | 0.000 | 0.000 | ||
| 62 | 2010.03.09 03:10 | modify | 16 | 0.54 | 90.037 | 89.037 | 0.000 | ||
| 63 | 2010.03.09 03:10 | modify | 16 | 0.54 | 90.037 | 89.037 | 95.037 | ||
| 64 | 2010.03.09 16:45 | close | 16 | 0.54 | 89.877 | 89.037 | 95.037 | -96.13 | 10793.11 |
| 65 | 2010.03.09 19:50 | sell | 17 | 0.54 | 89.957 | 0.000 | 0.000 | ||
| 66 | 2010.03.09 19:55 | modify | 17 | 0.54 | 89.957 | 90.957 | 0.000 | ||
| 67 | 2010.03.09 19:55 | modify | 17 | 0.54 | 89.957 | 90.957 | 84.957 | ||
| 68 | 2010.03.11 04:05 | close | 17 | 0.54 | 90.316 | 90.957 | 84.957 | -216.60 | 10576.51 |
| 69 | 2010.03.11 04:10 | buy | 18 | 0.53 | 90.291 | 0.000 | 0.000 | ||
| 70 | 2010.03.11 04:15 | modify | 18 | 0.53 | 90.291 | 89.291 | 0.000 | ||
| 71 | 2010.03.11 04:15 | modify | 18 | 0.53 | 90.291 | 89.291 | 95.291 | ||
| 72 | 2010.03.11 08:30 | close | 18 | 0.53 | 90.386 | 89.291 | 95.291 | 55.71 | 10632.22 |
| 73 | 2010.03.11 11:20 | sell | 19 | 0.53 | 90.501 | 0.000 | 0.000 | ||
| 74 | 2010.03.11 11:25 | modify | 19 | 0.53 | 90.501 | 91.501 | 0.000 | ||
| 75 | 2010.03.11 11:25 | modify | 19 | 0.53 | 90.501 | 91.501 | 85.501 | ||
| 76 | 2010.03.11 16:10 | close | 19 | 0.53 | 90.460 | 91.501 | 85.501 | 24.02 | 10656.24 |
| 77 | 2010.03.11 23:25 | buy | 20 | 0.53 | 90.523 | 0.000 | 0.000 | ||
| 78 | 2010.03.11 23:30 | modify | 20 | 0.53 | 90.523 | 89.523 | 0.000 | ||
| 79 | 2010.03.11 23:30 | modify | 20 | 0.53 | 90.523 | 89.523 | 95.523 | ||
| 80 | 2010.03.12 01:10 | close | 20 | 0.53 | 90.679 | 89.523 | 95.523 | 91.18 | 10747.42 |
| 81 | 2010.03.12 01:15 | sell | 21 | 0.54 | 90.679 | 0.000 | 0.000 | ||
| 82 | 2010.03.12 01:20 | modify | 21 | 0.54 | 90.679 | 91.679 | 0.000 | ||
| 83 | 2010.03.12 01:20 | modify | 21 | 0.54 | 90.679 | 91.679 | 85.679 | ||
| 84 | 2010.03.12 10:55 | close | 21 | 0.54 | 90.323 | 91.679 | 85.679 | 212.84 | 10960.26 |
| 85 | 2010.03.12 11:05 | buy | 22 | 0.55 | 90.400 | 0.000 | 0.000 | ||
| 86 | 2010.03.12 11:10 | modify | 22 | 0.55 | 90.400 | 89.400 | 0.000 | ||
| 87 | 2010.03.12 11:10 | modify | 22 | 0.55 | 90.400 | 89.400 | 95.400 | ||
| 88 | 2010.03.12 14:45 | close | 22 | 0.55 | 90.875 | 89.400 | 95.400 | 287.48 | 11247.74 |
| 89 | 2010.03.12 14:50 | sell | 23 | 0.56 | 90.838 | 0.000 | 0.000 | ||
| 90 | 2010.03.12 14:55 | modify | 23 | 0.56 | 90.838 | 91.838 | 0.000 | ||
| 91 | 2010.03.12 14:55 | modify | 23 | 0.56 | 90.838 | 91.838 | 85.838 | ||
| 92 | 2010.03.12 19:00 | close | 23 | 0.56 | 90.447 | 91.838 | 85.838 | 242.09 | 11489.83 |
| 93 | 2010.03.12 19:05 | buy | 24 | 0.57 | 90.516 | 0.000 | 0.000 | ||
| 94 | 2010.03.12 19:10 | modify | 24 | 0.57 | 90.516 | 89.516 | 0.000 | ||
| 95 | 2010.03.12 19:10 | modify | 24 | 0.57 | 90.516 | 89.516 | 95.516 | ||
| 96 | 2010.03.26 00:05 | close | 24 | 0.57 | 92.677 | 89.516 | 95.516 | 1329.10 | 12818.93 |
| 97 | 2010.03.26 00:10 | sell | 25 | 0.64 | 92.637 | 0.000 | 0.000 | ||
| 98 | 2010.03.26 00:15 | modify | 25 | 0.64 | 92.637 | 93.637 | 0.000 | ||
| 99 | 2010.03.26 00:15 | modify | 25 | 0.64 | 92.637 | 93.637 | 87.637 | ||
| 100 | 2010.03.26 08:30 | close | 25 | 0.64 | 92.581 | 93.637 | 87.637 | 38.71 | 12857.64 |
| 101 | 2010.03.26 11:45 | buy | 26 | 0.64 | 92.458 | 0.000 | 0.000 | ||
| 102 | 2010.03.26 11:50 | modify | 26 | 0.64 | 92.458 | 91.458 | 0.000 | ||
| 103 | 2010.03.26 11:50 | modify | 26 | 0.64 | 92.458 | 91.458 | 97.458 | ||
| 104 | 2010.03.26 13:55 | close | 26 | 0.64 | 92.773 | 91.458 | 97.458 | 217.30 | 13074.94 |
| 105 | 2010.03.26 14:05 | sell | 27 | 0.65 | 92.797 | 0.000 | 0.000 | ||
| 106 | 2010.03.26 14:10 | modify | 27 | 0.65 | 92.797 | 93.797 | 0.000 | ||
| 107 | 2010.03.26 14:10 | modify | 27 | 0.65 | 92.797 | 93.797 | 87.797 | ||
| 108 | 2010.03.26 16:40 | close | 27 | 0.65 | 92.547 | 93.797 | 87.797 | 175.59 | 13250.53 |
| 109 | 2010.03.26 16:45 | buy | 28 | 0.66 | 92.537 | 0.000 | 0.000 | ||
| 110 | 2010.03.26 16:50 | modify | 28 | 0.66 | 92.537 | 91.537 | 0.000 | ||
| 111 | 2010.03.26 16:50 | modify | 28 | 0.66 | 92.537 | 91.537 | 97.537 | ||
| 112 | 2010.03.29 04:15 | close | 28 | 0.66 | 92.653 | 91.537 | 97.537 | 82.63 | 13333.16 |
| 113 | 2010.03.29 04:30 | sell | 29 | 0.67 | 92.674 | 0.000 | 0.000 | ||
| 114 | 2010.03.29 04:35 | modify | 29 | 0.67 | 92.674 | 93.674 | 0.000 | ||
| 115 | 2010.03.29 04:35 | modify | 29 | 0.67 | 92.674 | 93.674 | 87.674 | ||
| 116 | 2010.03.29 21:40 | close | 29 | 0.67 | 92.516 | 93.674 | 87.674 | 114.42 | 13447.58 |
| 117 | 2010.03.29 21:45 | buy | 30 | 0.67 | 92.512 | 0.000 | 0.000 | ||
| 118 | 2010.03.29 21:50 | modify | 30 | 0.67 | 92.512 | 91.512 | 0.000 | ||
| 119 | 2010.03.29 21:50 | modify | 30 | 0.67 | 92.512 | 91.512 | 97.512 | ||
| 120 | 2010.03.30 09:10 | close | 30 | 0.67 | 92.643 | 91.512 | 97.512 | 94.74 | 13542.32 |
| 121 | 2010.03.30 09:15 | sell | 31 | 0.68 | 92.629 | 0.000 | 0.000 | ||
| 122 | 2010.03.30 09:20 | modify | 31 | 0.68 | 92.629 | 93.629 | 0.000 | ||
| 123 | 2010.03.30 09:20 | modify | 31 | 0.68 | 92.629 | 93.629 | 87.629 | ||
| 124 | 2010.03.31 09:15 | close | 31 | 0.68 | 93.225 | 93.629 | 87.629 | -435.34 | 13106.98 |
| 125 | 2010.03.31 09:20 | buy | 32 | 0.66 | 93.179 | 0.000 | 0.000 | ||
| 126 | 2010.03.31 09:25 | modify | 32 | 0.66 | 93.179 | 92.179 | 0.000 | ||
| 127 | 2010.03.31 09:25 | modify | 32 | 0.66 | 93.179 | 92.179 | 98.179 | ||
| 128 | 2010.03.31 12:40 | close | 32 | 0.66 | 93.366 | 92.179 | 98.179 | 132.19 | 13239.17 |
| 129 | 2010.03.31 12:50 | sell | 33 | 0.66 | 93.374 | 0.000 | 0.000 | ||
| 130 | 2010.03.31 12:55 | modify | 33 | 0.66 | 93.374 | 94.374 | 0.000 | ||
| 131 | 2010.03.31 12:55 | modify | 33 | 0.66 | 93.374 | 94.374 | 88.374 | ||
| 132 | 2010.03.31 23:59 | close at stop | 33 | 0.66 | 93.461 | 94.374 | 88.374 | -61.44 | 13177.73 |