Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		5 Minutes (M5) 2013.05.01 00:00 - 2013.05.31 23:55 (2013.05.01 - 2013.06.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		MajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=5; StopLoss=1; StopStep=0.25; MaxSpread=0.25; MaxSlippage=0.25; BarsBack1=16; BarsBack2=18;
Bars in test	7623	Ticks modelled	639722	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	2234.72	Gross profit	3184.71	Gross loss	-949.99
Profit factor	3.35	Expected payoff	69.84
Absolute drawdown	60.22	Maximal drawdown	730.91 (6.31%)	Relative drawdown	6.31% (730.91)
Total trades	32	Short positions (won %)	16 (62.50%)	Long positions (won %)	16 (81.25%)
		Profit trades (% of total)	23 (71.88%)	Loss trades (% of total)	9 (28.13%)
Largest		profit trade	359.54	loss trade	-301.65
Average		profit trade	138.47	loss trade	-105.55
Maximum		consecutive wins (profit in money)	10 (1286.74)	consecutive losses (loss in money)	3 (-286.70)
Maximal		consecutive profit (count of wins)	1286.74 (10)	consecutive loss (count of losses)	-382.88 (2)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2013.05.01 01:55	sell	1	0.50	1.00701	0.00000	0.00000
2	2013.05.01 02:00	modify	1	0.50	1.00701	2.00701	0.00000
3	2013.05.01 03:50	close	1	0.50	1.00676	2.00701	0.00000	12.42	10012.42
4	2013.05.01 03:55	buy	2	0.50	1.00644	0.00000	0.00000
5	2013.05.01 04:00	modify	2	0.50	1.00644	0.00644	0.00000
6	2013.05.01 04:00	modify	2	0.50	1.00644	0.00644	6.00644
7	2013.05.01 17:35	close	2	0.50	1.00947	0.00644	6.00644	150.08	10162.50
8	2013.05.01 17:40	sell	3	0.51	1.00934	0.00000	0.00000
9	2013.05.01 17:45	modify	3	0.51	1.00934	2.00934	0.00000
10	2013.05.01 21:45	close	3	0.51	1.00692	2.00934	0.00000	122.57	10285.07
11	2013.05.01 22:00	buy	4	0.51	1.00646	0.00000	0.00000
12	2013.05.01 22:05	modify	4	0.51	1.00646	0.00646	0.00000
13	2013.05.01 22:05	modify	4	0.51	1.00646	0.00646	6.00646
14	2013.05.03 09:00	close	4	0.51	1.01157	0.00646	6.00646	251.51	10536.58
15	2013.05.03 09:20	sell	5	0.53	1.01159	0.00000	0.00000
16	2013.05.03 09:25	modify	5	0.53	1.01159	2.01159	0.00000
17	2013.05.06 05:25	close	5	0.53	1.00720	2.01159	0.00000	231.91	10768.49
18	2013.05.06 05:30	buy	6	0.54	1.00719	0.00000	0.00000
19	2013.05.06 05:35	modify	6	0.54	1.00719	0.00719	0.00000
20	2013.05.06 05:35	modify	6	0.54	1.00719	0.00719	6.00719
21	2013.05.06 10:40	close	6	0.54	1.00808	0.00719	6.00719	47.67	10816.16
22	2013.05.08 02:55	sell	7	0.54	1.00508	0.00000	0.00000
23	2013.05.08 03:00	modify	7	0.54	1.00508	2.00508	0.00000
24	2013.05.08 18:35	close	7	0.54	1.00256	2.00508	0.00000	135.73	10951.89
25	2013.05.08 18:40	buy	8	0.55	1.00231	0.00000	0.00000
26	2013.05.08 18:45	modify	8	0.55	1.00231	0.00231	0.00000
27	2013.05.08 18:45	modify	8	0.55	1.00231	0.00231	6.00231
28	2013.05.09 22:10	close	8	0.55	1.00659	0.00231	6.00231	228.91	11180.80
29	2013.05.09 22:15	sell	9	0.56	1.00681	0.00000	0.00000
30	2013.05.09 22:20	modify	9	0.56	1.00681	2.00681	0.00000
31	2013.05.10 02:45	close	9	0.56	1.00666	2.00681	0.00000	9.29	11190.09
32	2013.05.10 21:25	buy	10	0.56	1.01167	0.00000	0.00000
33	2013.05.10 21:30	modify	10	0.56	1.01167	0.01167	0.00000
34	2013.05.10 21:30	modify	10	0.56	1.01167	0.01167	6.01167
35	2013.05.14 14:45	close	10	0.56	1.01348	0.01167	6.01167	96.65	11286.74
36	2013.05.14 14:50	sell	11	0.56	1.01359	0.00000	0.00000
37	2013.05.14 14:55	modify	11	0.56	1.01359	2.01359	0.00000
38	2013.05.14 19:55	close	11	0.56	1.01454	2.01359	0.00000	-52.44	11234.30
39	2013.05.15 07:55	buy	12	0.56	1.01876	0.00000	0.00000
40	2013.05.15 08:03	modify	12	0.56	1.01876	0.01876	0.00000
41	2013.05.15 08:03	modify	12	0.56	1.01876	0.01876	6.01876
42	2013.05.15 10:30	close	12	0.56	1.02012	0.01876	6.01876	74.66	11308.96
43	2013.05.15 10:35	sell	13	0.57	1.01972	0.00000	0.00000
44	2013.05.15 10:40	modify	13	0.57	1.01972	2.01972	0.00000
45	2013.05.16 00:10	close	13	0.57	1.01603	2.01972	0.00000	209.92	11518.88
46	2013.05.16 00:15	buy	14	0.58	1.01605	0.00000	0.00000
47	2013.05.16 00:20	modify	14	0.58	1.01605	0.01605	0.00000
48	2013.05.16 00:20	modify	14	0.58	1.01605	0.01605	6.01605
49	2013.05.16 09:40	close	14	0.58	1.01659	0.01605	6.01605	30.81	11549.69
50	2013.05.16 09:45	sell	15	0.58	1.01608	0.00000	0.00000
51	2013.05.16 09:50	modify	15	0.58	1.01608	2.01608	0.00000
52	2013.05.16 16:15	close	15	0.58	1.01771	2.01608	0.00000	-92.89	11456.80
53	2013.05.16 16:20	buy	16	0.57	1.01792	0.00000	0.00000
54	2013.05.16 16:25	modify	16	0.57	1.01792	0.01792	0.00000
55	2013.05.16 16:25	modify	16	0.57	1.01792	0.01792	6.01792
56	2013.05.17 03:45	close	16	0.57	1.01849	0.01792	6.01792	30.19	11486.99
57	2013.05.17 06:50	sell	17	0.57	1.02170	0.00000	0.00000
58	2013.05.17 06:55	modify	17	0.57	1.02170	2.02170	0.00000
59	2013.05.20 20:00	close	17	0.57	1.02531	2.02170	0.00000	-199.72	11287.27
60	2013.05.20 20:05	buy	18	0.56	1.02519	0.00000	0.00000
61	2013.05.20 20:10	modify	18	0.56	1.02519	0.02519	0.00000
62	2013.05.20 20:10	modify	18	0.56	1.02519	0.02519	6.02519
63	2013.05.21 01:35	close	18	0.56	1.02385	0.02519	6.02519	-74.97	11212.30
64	2013.05.21 03:55	sell	19	0.56	1.02553	0.00000	0.00000
65	2013.05.21 04:00	modify	19	0.56	1.02553	2.02553	0.00000
66	2013.05.21 20:10	close	19	0.56	1.02575	2.02553	0.00000	-12.01	11200.29
67	2013.05.21 20:15	buy	20	0.56	1.02604	0.00000	0.00000
68	2013.05.21 20:20	modify	20	0.56	1.02604	0.02604	0.00000
69	2013.05.21 20:20	modify	20	0.56	1.02604	0.02604	6.02604
70	2013.05.22 07:35	close	20	0.56	1.02708	0.02604	6.02604	55.02	11255.31
71	2013.05.22 19:55	sell	21	0.56	1.03613	0.00000	0.00000
72	2013.05.22 20:00	modify	21	0.56	1.03613	2.03613	0.00000
73	2013.05.23 20:25	close	21	0.56	1.03142	2.03613	0.00000	258.59	11513.89
74	2013.05.23 20:30	buy	22	0.58	1.03147	0.00000	0.00000
75	2013.05.23 20:35	modify	22	0.58	1.03147	0.03147	0.00000
76	2013.05.23 20:35	modify	22	0.58	1.03147	0.03147	6.03147
77	2013.05.24 03:30	close	22	0.58	1.03257	0.03147	6.03147	60.05	11573.94
78	2013.05.24 03:35	sell	23	0.58	1.03243	0.00000	0.00000
79	2013.05.24 03:40	modify	23	0.58	1.03243	2.03243	0.00000
80	2013.05.27 10:00	close	23	0.58	1.03239	2.03243	0.00000	3.24	11577.18
81	2013.05.28 14:30	buy	24	0.58	1.03323	0.00000	0.00000
82	2013.05.28 14:35	modify	24	0.58	1.03323	0.03323	0.00000
83	2013.05.28 14:35	modify	24	0.58	1.03323	0.03323	6.03323
84	2013.05.28 20:50	close	24	0.58	1.03895	0.03323	6.03323	319.32	11896.50
85	2013.05.28 21:00	sell	25	0.59	1.03892	0.00000	0.00000
86	2013.05.28 21:05	modify	25	0.59	1.03892	2.03892	0.00000
87	2013.05.29 11:15	close	25	0.59	1.04037	2.03892	0.00000	-81.23	11815.27
88	2013.05.29 11:20	buy	26	0.59	1.04051	0.00000	0.00000
89	2013.05.29 11:25	modify	26	0.59	1.04051	0.04051	0.00000
90	2013.05.29 11:25	modify	26	0.59	1.04051	0.04051	6.04051
91	2013.05.30 02:20	close	26	0.59	1.03531	0.04051	6.04051	-301.65	11513.62
92	2013.05.30 02:25	sell	27	0.58	1.03539	0.00000	0.00000
93	2013.05.30 02:30	modify	27	0.58	1.03539	2.03539	0.00000
94	2013.05.30 08:50	close	27	0.58	1.03410	2.03539	0.00000	72.35	11585.97
95	2013.05.30 08:55	buy	28	0.58	1.03430	0.00000	0.00000
96	2013.05.30 09:00	modify	28	0.58	1.03430	0.03430	0.00000
97	2013.05.30 09:00	modify	28	0.58	1.03430	0.03430	6.03430
98	2013.05.30 14:55	close	28	0.58	1.03701	0.03430	6.03430	151.57	11737.54
99	2013.05.30 15:00	sell	29	0.59	1.03669	0.00000	0.00000
100	2013.05.30 15:05	modify	29	0.59	1.03669	2.03669	0.00000
101	2013.05.30 17:20	close	29	0.59	1.03192	2.03669	0.00000	272.72	12010.26
102	2013.05.30 17:25	buy	30	0.60	1.03202	0.00000	0.00000
103	2013.05.30 17:30	modify	30	0.60	1.03202	0.03202	0.00000
104	2013.05.30 17:30	modify	30	0.60	1.03202	0.03202	6.03202
105	2013.05.31 06:50	close	30	0.60	1.03065	0.03202	6.03202	-81.56	11928.70
106	2013.05.31 06:55	sell	31	0.60	1.03054	0.00000	0.00000
107	2013.05.31 07:00	modify	31	0.60	1.03054	2.03054	0.00000
108	2013.05.31 15:40	close	31	0.60	1.03146	2.03054	0.00000	-53.52	11875.18
109	2013.05.31 15:45	buy	32	0.59	1.03079	0.00000	0.00000
110	2013.05.31 15:50	modify	32	0.59	1.03079	0.03079	0.00000
111	2013.05.31 15:50	modify	32	0.59	1.03079	0.03079	6.03079
112	2013.05.31 23:59	close at stop	32	0.59	1.03711	0.03079	6.03079	359.54	12234.72