| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2009.10.01 00:00 - 2009.10.30 21:55 (2009.10.01 - 2009.11.01) | ||||
| 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=594; | ||||
| Bars in test | 7262 | Ticks modelled | 958178 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2474.73 | Gross profit | 3206.03 | Gross loss | -731.30 |
| Profit factor | 4.38 | Expected payoff | 353.53 | ||
| Absolute drawdown | 475.04 | Maximal drawdown | 1101.52 (10.37%) | Relative drawdown | 10.37% (1101.52) |
| Total trades | 7 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 856.86 | loss trade | -731.30 | |
| Average | profit trade | 534.34 | loss trade | -731.30 | |
| Maximum | consecutive wins (profit in money) | 6 (3206.03) | consecutive losses (loss in money) | 1 (-731.30) | |
| Maximal | consecutive profit (count of wins) | 3206.03 (6) | consecutive loss (count of losses) | -731.30 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.10.02 16:10 | buy | 1 | 0.50 | 88.843 | 0.000 | 0.000 | ||
| 2 | 2009.10.02 16:15 | modify | 1 | 0.50 | 88.843 | 87.843 | 0.000 | ||
| 3 | 2009.10.02 16:15 | modify | 1 | 0.50 | 88.843 | 87.843 | 93.843 | ||
| 4 | 2009.10.12 02:40 | close | 1 | 0.50 | 89.952 | 87.843 | 93.843 | 617.78 | 10617.78 |
| 5 | 2009.10.12 02:45 | sell | 2 | 0.53 | 89.988 | 0.000 | 0.000 | ||
| 6 | 2009.10.12 02:50 | modify | 2 | 0.53 | 89.988 | 90.988 | 0.000 | ||
| 7 | 2009.10.12 02:50 | modify | 2 | 0.53 | 89.988 | 90.988 | 84.988 | ||
| 8 | 2009.10.14 04:45 | close | 2 | 0.53 | 89.340 | 90.988 | 84.988 | 383.59 | 11001.37 |
| 9 | 2009.10.14 04:50 | buy | 3 | 0.55 | 89.243 | 0.000 | 0.000 | ||
| 10 | 2009.10.14 04:55 | modify | 3 | 0.55 | 89.243 | 88.243 | 0.000 | ||
| 11 | 2009.10.14 04:55 | modify | 3 | 0.55 | 89.243 | 88.243 | 94.243 | ||
| 12 | 2009.10.15 15:30 | close | 3 | 0.55 | 90.647 | 88.243 | 94.243 | 852.43 | 11853.81 |
| 13 | 2009.10.15 15:35 | sell | 4 | 0.59 | 90.687 | 0.000 | 0.000 | ||
| 14 | 2009.10.15 15:40 | modify | 4 | 0.59 | 90.687 | 91.687 | 0.000 | ||
| 15 | 2009.10.15 15:40 | modify | 4 | 0.59 | 90.687 | 91.687 | 85.687 | ||
| 16 | 2009.10.20 07:30 | close | 4 | 0.59 | 90.210 | 91.687 | 85.687 | 310.58 | 12164.39 |
| 17 | 2009.10.20 07:35 | buy | 5 | 0.61 | 90.142 | 0.000 | 0.000 | ||
| 18 | 2009.10.20 07:40 | modify | 5 | 0.61 | 90.142 | 89.142 | 0.000 | ||
| 19 | 2009.10.20 07:40 | modify | 5 | 0.61 | 90.142 | 89.142 | 95.142 | ||
| 20 | 2009.10.22 08:40 | close | 5 | 0.61 | 91.425 | 89.142 | 95.142 | 856.86 | 13021.25 |
| 21 | 2009.10.22 08:45 | sell | 6 | 0.65 | 91.420 | 0.000 | 0.000 | ||
| 22 | 2009.10.22 08:50 | modify | 6 | 0.65 | 91.420 | 92.420 | 0.000 | ||
| 23 | 2009.10.22 08:50 | modify | 6 | 0.65 | 91.420 | 92.420 | 86.420 | ||
| 24 | 2009.10.28 05:50 | close | 6 | 0.65 | 91.158 | 92.420 | 86.420 | 184.78 | 13206.03 |
| 25 | 2009.10.28 05:55 | buy | 7 | 0.66 | 91.143 | 0.000 | 0.000 | ||
| 26 | 2009.10.28 06:00 | modify | 7 | 0.66 | 91.143 | 90.143 | 0.000 | ||
| 27 | 2009.10.28 06:00 | modify | 7 | 0.66 | 91.143 | 90.143 | 96.143 | ||
| 28 | 2009.10.30 18:26 | s/l | 7 | 0.66 | 90.143 | 90.143 | 96.143 | -731.30 | 12474.73 |