Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		5 Minutes (M5) 2011.01.03 00:00 - 2011.01.31 23:55 (2011.01.01 - 2011.02.01)
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=40; BarsBack2=44;
Bars in test	7000	Ticks modelled	830576	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	2610.43	Gross profit	3880.74	Gross loss	-1270.31
Profit factor	3.05	Expected payoff	58.01
Absolute drawdown	152.14	Maximal drawdown	841.77 (6.50%)	Relative drawdown	6.50% (841.77)
Total trades	45	Short positions (won %)	22 (77.27%)	Long positions (won %)	23 (69.57%)
		Profit trades (% of total)	33 (73.33%)	Loss trades (% of total)	12 (26.67%)
Largest		profit trade	456.41	loss trade	-277.43
Average		profit trade	117.60	loss trade	-105.86
Maximum		consecutive wins (profit in money)	13 (1503.92)	consecutive losses (loss in money)	3 (-332.42)
Maximal		consecutive profit (count of wins)	1503.92 (13)	consecutive loss (count of losses)	-462.52 (2)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2011.01.03 01:40	buy	1	0.50	0.99389	0.00000	0.00000
2	2011.01.03 01:45	modify	1	0.50	0.99389	0.98389	0.00000
3	2011.01.03 01:45	modify	1	0.50	0.99389	0.98389	1.04389
4	2011.01.03 10:15	close	1	0.50	0.99300	0.98389	1.04389	-44.81	9955.19
5	2011.01.03 10:20	sell	2	0.50	0.99263	0.00000	0.00000
6	2011.01.03 10:25	modify	2	0.50	0.99263	1.00263	0.00000
7	2011.01.03 10:25	modify	2	0.50	0.99263	1.00263	0.94263
8	2011.01.03 14:30	close	2	0.50	0.99181	1.00263	0.94263	41.34	9996.53
9	2011.01.03 14:35	buy	3	0.50	0.99173	0.00000	0.00000
10	2011.01.03 14:40	modify	3	0.50	0.99173	0.98173	0.00000
11	2011.01.03 14:40	modify	3	0.50	0.99173	0.98173	1.04173
12	2011.01.03 21:40	close	3	0.50	0.99250	0.98173	1.04173	38.79	10035.32
13	2011.01.03 22:35	sell	4	0.50	0.99326	0.00000	0.00000
14	2011.01.03 22:40	modify	4	0.50	0.99326	1.00326	0.00000
15	2011.01.03 22:40	modify	4	0.50	0.99326	1.00326	0.94326
16	2011.01.04 13:10	close	4	0.50	0.99331	1.00326	0.94326	-2.12	10033.20
17	2011.01.04 13:45	buy	5	0.50	0.99280	0.00000	0.00000
18	2011.01.04 13:50	modify	5	0.50	0.99280	0.98280	0.00000
19	2011.01.04 13:50	modify	5	0.50	0.99280	0.98280	1.04280
20	2011.01.04 17:05	close	5	0.50	0.99888	0.98280	1.04280	304.34	10337.54
21	2011.01.04 17:10	sell	6	0.52	0.99932	0.00000	0.00000
22	2011.01.04 17:15	modify	6	0.52	0.99932	1.00932	0.00000
23	2011.01.04 17:15	modify	6	0.52	0.99932	1.00932	0.94932
24	2011.01.05 00:00	close	6	0.52	0.99827	1.00932	0.94932	55.11	10392.65
25	2011.01.05 00:20	buy	7	0.52	0.99810	0.00000	0.00000
26	2011.01.05 00:25	modify	7	0.52	0.99810	0.98810	0.00000
27	2011.01.05 00:25	modify	7	0.52	0.99810	0.98810	1.04810
28	2011.01.05 03:55	close	7	0.52	1.00003	0.98810	1.04810	100.36	10493.01
29	2011.01.05 04:00	sell	8	0.52	0.99999	0.00000	0.00000
30	2011.01.05 04:05	modify	8	0.52	0.99999	1.00999	0.00000
31	2011.01.05 04:05	modify	8	0.52	0.99999	1.00999	0.94999
32	2011.01.05 15:50	close	8	0.52	0.99689	1.00999	0.94999	161.70	10654.71
33	2011.01.05 18:00	buy	9	0.53	0.99466	0.00000	0.00000
34	2011.01.05 18:05	modify	9	0.53	0.99466	0.98466	0.00000
35	2011.01.05 18:05	modify	9	0.53	0.99466	0.98466	1.04466
36	2011.01.05 21:55	close	9	0.53	0.99644	0.98466	1.04466	94.68	10749.39
37	2011.01.05 22:00	sell	10	0.54	0.99613	0.00000	0.00000
38	2011.01.05 22:05	modify	10	0.54	0.99613	1.00613	0.00000
39	2011.01.05 22:05	modify	10	0.54	0.99613	1.00613	0.94613
40	2011.01.06 03:20	close	10	0.54	0.99541	1.00613	0.94613	40.36	10789.74
41	2011.01.06 03:25	buy	11	0.54	0.99532	0.00000	0.00000
42	2011.01.06 03:30	modify	11	0.54	0.99532	0.98532	0.00000
43	2011.01.06 03:30	modify	11	0.54	0.99532	0.98532	1.04532
44	2011.01.06 05:50	close	11	0.54	0.99612	0.98532	1.04532	43.37	10833.11
45	2011.01.06 05:55	sell	12	0.54	0.99611	0.00000	0.00000
46	2011.01.06 06:00	modify	12	0.54	0.99611	1.00611	0.00000
47	2011.01.06 06:00	modify	12	0.54	0.99611	1.00611	0.94611
48	2011.01.06 08:45	close	12	0.54	0.99505	1.00611	0.94611	57.52	10890.63
49	2011.01.06 08:50	buy	13	0.54	0.99471	0.00000	0.00000
50	2011.01.06 08:55	modify	13	0.54	0.99471	0.98471	0.00000
51	2011.01.06 08:55	modify	13	0.54	0.99471	0.98471	1.04471
52	2011.01.06 16:40	close	13	0.54	0.99632	0.98471	1.04471	87.26	10977.89
53	2011.01.06 16:45	sell	14	0.55	0.99665	0.00000	0.00000
54	2011.01.06 16:50	modify	14	0.55	0.99665	1.00665	0.00000
55	2011.01.06 16:50	modify	14	0.55	0.99665	1.00665	0.94665
56	2011.01.07 13:55	close	14	0.55	0.99298	1.00665	0.94665	203.72	11181.61
57	2011.01.07 14:00	buy	15	0.56	0.99302	0.00000	0.00000
58	2011.01.07 14:05	modify	15	0.56	0.99302	0.98302	0.00000
59	2011.01.07 14:05	modify	15	0.56	0.99302	0.98302	1.04302
60	2011.01.07 18:35	close	15	0.56	0.99462	0.98302	1.04302	90.08	11271.69
61	2011.01.07 19:25	sell	16	0.56	0.99469	0.00000	0.00000
62	2011.01.07 19:30	modify	16	0.56	0.99469	1.00469	0.00000
63	2011.01.07 19:30	modify	16	0.56	0.99469	1.00469	0.94469
64	2011.01.07 22:10	close	16	0.56	0.99212	1.00469	0.94469	145.06	11416.75
65	2011.01.07 22:15	buy	17	0.57	0.99152	0.00000	0.00000
66	2011.01.07 22:20	modify	17	0.57	0.99152	0.98152	0.00000
67	2011.01.07 22:20	modify	17	0.57	0.99152	0.98152	1.04152
68	2011.01.10 05:20	close	17	0.57	0.99365	0.98152	1.04152	120.37	11537.12
69	2011.01.10 05:25	sell	18	0.58	0.99364	0.00000	0.00000
70	2011.01.10 05:30	modify	18	0.58	0.99364	1.00364	0.00000
71	2011.01.10 05:30	modify	18	0.58	0.99364	1.00364	0.94364
72	2011.01.10 19:00	close	18	0.58	0.99396	1.00364	0.94364	-18.67	11518.45
73	2011.01.10 19:05	buy	19	0.58	0.99366	0.00000	0.00000
74	2011.01.10 19:10	modify	19	0.58	0.99366	0.98366	0.00000
75	2011.01.10 19:10	modify	19	0.58	0.99366	0.98366	1.04366
76	2011.01.11 02:50	close	19	0.58	0.99297	0.98366	1.04366	-42.16	11476.29
77	2011.01.11 02:55	sell	20	0.57	0.99316	0.00000	0.00000
78	2011.01.11 03:00	modify	20	0.57	0.99316	1.00316	0.00000
79	2011.01.11 03:00	modify	20	0.57	0.99316	1.00316	0.94316
80	2011.01.12 02:00	close	20	0.57	0.98906	1.00316	0.94316	236.74	11713.03
81	2011.01.12 02:05	buy	21	0.59	0.98891	0.00000	0.00000
82	2011.01.12 02:10	modify	21	0.59	0.98891	0.97891	0.00000
83	2011.01.12 02:10	modify	21	0.59	0.98891	0.97891	1.03891
84	2011.01.12 20:30	close	21	0.59	0.98814	0.97891	1.03891	-45.98	11667.05
85	2011.01.12 20:35	sell	22	0.58	0.98804	0.00000	0.00000
86	2011.01.12 20:40	modify	22	0.58	0.98804	0.99804	0.00000
87	2011.01.12 20:40	modify	22	0.58	0.98804	0.99804	0.93804
88	2011.01.12 23:25	close	22	0.58	0.98568	0.99804	0.93804	138.87	11805.92
89	2011.01.12 23:30	buy	23	0.59	0.98568	0.00000	0.00000
90	2011.01.12 23:35	modify	23	0.59	0.98568	0.97568	0.00000
91	2011.01.12 23:35	modify	23	0.59	0.98568	0.97568	1.03568
92	2011.01.13 10:50	close	23	0.59	0.98757	0.97568	1.03568	107.25	11913.16
93	2011.01.13 10:55	sell	24	0.60	0.98759	0.00000	0.00000
94	2011.01.13 11:00	modify	24	0.60	0.98759	0.99759	0.00000
95	2011.01.13 11:00	modify	24	0.60	0.98759	0.99759	0.93759
96	2011.01.13 18:40	close	24	0.60	0.98660	0.99759	0.93759	60.21	11973.37
97	2011.01.13 19:10	buy	25	0.60	0.98651	0.00000	0.00000
98	2011.01.13 19:15	modify	25	0.60	0.98651	0.97651	0.00000
99	2011.01.13 19:15	modify	25	0.60	0.98651	0.97651	1.03651
100	2011.01.13 21:45	close	25	0.60	0.99019	0.97651	1.03651	222.99	12196.36
101	2011.01.13 21:50	sell	26	0.61	0.98969	0.00000	0.00000
102	2011.01.13 21:55	modify	26	0.61	0.98969	0.99969	0.00000
103	2011.01.13 21:55	modify	26	0.61	0.98969	0.99969	0.93969
104	2011.01.14 18:50	close	26	0.61	0.98947	0.99969	0.93969	14.05	12210.41
105	2011.01.14 19:25	buy	27	0.61	0.98963	0.00000	0.00000
106	2011.01.14 19:30	modify	27	0.61	0.98963	0.97963	0.00000
107	2011.01.14 19:30	modify	27	0.61	0.98963	0.97963	1.03963
108	2011.01.17 21:30	close	27	0.61	0.98718	0.97963	1.03963	-153.34	12057.07
109	2011.01.17 21:35	sell	28	0.60	0.98725	0.00000	0.00000
110	2011.01.17 21:40	modify	28	0.60	0.98725	0.99725	0.00000
111	2011.01.17 21:40	modify	28	0.60	0.98725	0.99725	0.93725
112	2011.01.18 06:20	close	28	0.60	0.98576	0.99725	0.93725	91.17	12148.24
113	2011.01.18 06:25	buy	29	0.61	0.98534	0.00000	0.00000
114	2011.01.18 06:30	modify	29	0.61	0.98534	0.97534	0.00000
115	2011.01.18 06:30	modify	29	0.61	0.98534	0.97534	1.03534
116	2011.01.19 11:25	close	29	0.61	0.99280	0.97534	1.03534	456.41	12604.65
117	2011.01.19 11:30	sell	30	0.63	0.99238	0.00000	0.00000
118	2011.01.19 11:35	modify	30	0.63	0.99238	1.00238	0.00000
119	2011.01.19 11:35	modify	30	0.63	0.99238	1.00238	0.94238
120	2011.01.19 14:10	close	30	0.63	0.99065	1.00238	0.94238	110.02	12714.67
121	2011.01.19 14:15	buy	31	0.64	0.99128	0.00000	0.00000
122	2011.01.19 14:20	modify	31	0.64	0.99128	0.98128	0.00000
123	2011.01.19 14:20	modify	31	0.64	0.99128	0.98128	1.04128
124	2011.01.19 17:00	close	31	0.64	0.99341	0.98128	1.04128	137.22	12851.89
125	2011.01.20 03:05	sell	32	0.64	0.99642	0.00000	0.00000
126	2011.01.20 03:10	modify	32	0.64	0.99642	1.00642	0.00000
127	2011.01.20 03:10	modify	32	0.64	0.99642	1.00642	0.94642
128	2011.01.20 19:25	close	32	0.64	0.99931	1.00642	0.94642	-185.09	12666.80
129	2011.01.20 19:30	buy	33	0.63	0.99940	0.00000	0.00000
130	2011.01.20 19:35	modify	33	0.63	0.99940	0.98940	0.00000
131	2011.01.20 19:35	modify	33	0.63	0.99940	0.98940	1.04940
132	2011.01.21 19:25	close	33	0.63	0.99505	0.98940	1.04940	-277.43	12389.37
133	2011.01.21 19:30	sell	34	0.62	0.99531	0.00000	0.00000
134	2011.01.21 19:35	modify	34	0.62	0.99531	1.00531	0.00000
135	2011.01.21 19:35	modify	34	0.62	0.99531	1.00531	0.94531
136	2011.01.24 00:35	close	34	0.62	0.99349	1.00531	0.94531	114.08	12503.45
137	2011.01.24 00:40	buy	35	0.63	0.99354	0.00000	0.00000
138	2011.01.24 00:45	modify	35	0.63	0.99354	0.98354	0.00000
139	2011.01.24 00:45	modify	35	0.63	0.99354	0.98354	1.04354
140	2011.01.24 11:00	close	35	0.63	0.99621	0.98354	1.04354	168.85	12672.30
141	2011.01.24 11:05	sell	36	0.63	0.99609	0.00000	0.00000
142	2011.01.24 11:10	modify	36	0.63	0.99609	1.00609	0.00000
143	2011.01.24 11:10	modify	36	0.63	0.99609	1.00609	0.94609
144	2011.01.24 15:05	close	36	0.63	0.99438	1.00609	0.94609	108.34	12780.64
145	2011.01.24 15:10	buy	37	0.64	0.99463	0.00000	0.00000
146	2011.01.24 15:15	modify	37	0.64	0.99463	0.98463	0.00000
147	2011.01.24 15:15	modify	37	0.64	0.99463	0.98463	1.04463
148	2011.01.25 10:30	close	37	0.64	0.99374	0.98463	1.04463	-59.37	12721.27
149	2011.01.25 10:35	sell	38	0.64	0.99444	0.00000	0.00000
150	2011.01.25 10:40	modify	38	0.64	0.99444	1.00444	0.00000
151	2011.01.25 10:40	modify	38	0.64	0.99444	1.00444	0.94444
152	2011.01.26 06:10	close	38	0.64	0.99684	1.00444	0.94444	-153.58	12567.69
153	2011.01.26 06:25	buy	39	0.63	0.99699	0.00000	0.00000
154	2011.01.26 06:30	modify	39	0.63	0.99699	0.98699	0.00000
155	2011.01.26 06:30	modify	39	0.63	0.99699	0.98699	1.04699
156	2011.01.28 01:00	close	39	0.63	0.99523	0.98699	1.04699	-119.47	12448.22
157	2011.01.28 01:05	sell	40	0.62	0.99513	0.00000	0.00000
158	2011.01.28 01:10	modify	40	0.62	0.99513	1.00513	0.00000
159	2011.01.28 01:10	modify	40	0.62	0.99513	1.00513	0.94513
160	2011.01.28 13:15	close	40	0.62	0.99464	1.00513	0.94513	30.54	12478.76
161	2011.01.28 13:20	buy	41	0.62	0.99457	0.00000	0.00000
162	2011.01.28 13:25	modify	41	0.62	0.99457	0.98457	0.00000
163	2011.01.28 13:25	modify	41	0.62	0.99457	0.98457	1.04457
164	2011.01.28 17:20	close	41	0.62	0.99855	0.98457	1.04457	247.12	12725.88
165	2011.01.28 17:25	sell	42	0.64	0.99823	0.00000	0.00000
166	2011.01.28 17:30	modify	42	0.64	0.99823	1.00823	0.00000
167	2011.01.28 17:30	modify	42	0.64	0.99823	1.00823	0.94823
168	2011.01.31 05:05	close	42	0.64	1.00087	1.00823	0.94823	-168.30	12557.58
169	2011.01.31 05:10	buy	43	0.63	1.00085	0.00000	0.00000
170	2011.01.31 05:15	modify	43	0.63	1.00085	0.99085	0.00000
171	2011.01.31 05:15	modify	43	0.63	1.00085	0.99085	1.05085
172	2011.01.31 18:05	close	43	0.63	1.00146	0.99085	1.05085	38.37	12595.95
173	2011.01.31 18:10	sell	44	0.63	1.00090	0.00000	0.00000
174	2011.01.31 18:15	modify	44	0.63	1.00090	1.01090	0.00000
175	2011.01.31 18:15	modify	44	0.63	1.00090	1.01090	0.95090
176	2011.01.31 23:40	close	44	0.63	1.00074	1.01090	0.95090	10.07	12606.02
177	2011.01.31 23:45	buy	45	0.63	1.00050	0.00000	0.00000
178	2011.01.31 23:50	modify	45	0.63	1.00050	0.99050	0.00000
179	2011.01.31 23:50	modify	45	0.63	1.00050	0.99050	1.05050
180	2011.01.31 23:59	close at stop	45	0.63	1.00057	0.99050	1.05050	4.41	12610.43