| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2011.09.22 17:05 - 2011.09.30 23:55 (2011.09.01 - 2011.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=10; MaxDrawDown=50; TakeProfit=5; StopLoss=1; StopStep=0.25; MaxSpread=0.25; MaxSlippage=0.25; BarsBack1=57; BarsBack2=135; | ||||
| Bars in test | 2812 | Ticks modelled | 285517 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2641.62 | Gross profit | 2995.95 | Gross loss | -354.33 |
| Profit factor | 8.46 | Expected payoff | 264.16 | ||
| Absolute drawdown | 245.99 | Maximal drawdown | 853.71 (6.46%) | Relative drawdown | 6.63% (806.06) |
| Total trades | 10 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 8 (80.00%) | Loss trades (% of total) | 2 (20.00%) | ||
| Largest | profit trade | 592.15 | loss trade | -337.54 | |
| Average | profit trade | 374.49 | loss trade | -177.16 | |
| Maximum | consecutive wins (profit in money) | 5 (1917.89) | consecutive losses (loss in money) | 1 (-337.54) | |
| Maximal | consecutive profit (count of wins) | 1917.89 (5) | consecutive loss (count of losses) | -337.54 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.09.22 19:30 | buy | 1 | 1.00 | 76.327 | 0.000 | 0.000 | ||
| 2 | 2011.09.22 19:35 | modify | 1 | 1.00 | 76.327 | 75.327 | 0.000 | ||
| 3 | 2011.09.22 19:35 | modify | 1 | 1.00 | 76.327 | 75.327 | 81.327 | ||
| 4 | 2011.09.23 22:30 | close | 1 | 1.00 | 76.705 | 75.327 | 81.327 | 492.41 | 10492.41 |
| 5 | 2011.09.23 22:35 | sell | 2 | 1.05 | 76.714 | 0.000 | 0.000 | ||
| 6 | 2011.09.23 22:40 | modify | 2 | 1.05 | 76.714 | 77.714 | 0.000 | ||
| 7 | 2011.09.23 22:40 | modify | 2 | 1.05 | 76.714 | 77.714 | 71.714 | ||
| 8 | 2011.09.26 08:55 | close | 2 | 1.05 | 76.283 | 77.714 | 71.714 | 592.15 | 11084.56 |
| 9 | 2011.09.26 09:00 | buy | 3 | 1.11 | 76.282 | 0.000 | 0.000 | ||
| 10 | 2011.09.26 09:05 | modify | 3 | 1.11 | 76.282 | 75.282 | 0.000 | ||
| 11 | 2011.09.26 09:05 | modify | 3 | 1.11 | 76.282 | 75.282 | 81.282 | ||
| 12 | 2011.09.26 21:05 | close | 3 | 1.11 | 76.438 | 75.282 | 81.282 | 226.54 | 11311.10 |
| 13 | 2011.09.26 21:15 | sell | 4 | 1.13 | 76.469 | 0.000 | 0.000 | ||
| 14 | 2011.09.26 21:20 | modify | 4 | 1.13 | 76.469 | 77.469 | 0.000 | ||
| 15 | 2011.09.26 21:20 | modify | 4 | 1.13 | 76.469 | 77.469 | 71.469 | ||
| 16 | 2011.09.27 05:20 | close | 4 | 1.13 | 76.301 | 77.469 | 71.469 | 247.62 | 11558.71 |
| 17 | 2011.09.27 05:25 | buy | 5 | 1.16 | 76.304 | 0.000 | 0.000 | ||
| 18 | 2011.09.27 05:30 | modify | 5 | 1.16 | 76.304 | 75.304 | 0.000 | ||
| 19 | 2011.09.27 05:30 | modify | 5 | 1.16 | 76.304 | 75.304 | 81.304 | ||
| 20 | 2011.09.27 18:15 | close | 5 | 1.16 | 76.541 | 75.304 | 81.304 | 359.18 | 11917.89 |
| 21 | 2011.09.27 18:20 | sell | 6 | 1.19 | 76.559 | 0.000 | 0.000 | ||
| 22 | 2011.09.27 18:25 | modify | 6 | 1.19 | 76.559 | 77.559 | 0.000 | ||
| 23 | 2011.09.27 18:25 | modify | 6 | 1.19 | 76.559 | 77.559 | 71.559 | ||
| 24 | 2011.09.28 06:50 | close | 6 | 1.19 | 76.569 | 77.559 | 71.559 | -16.79 | 11901.11 |
| 25 | 2011.09.28 06:55 | buy | 7 | 1.19 | 76.577 | 0.000 | 0.000 | ||
| 26 | 2011.09.28 07:00 | modify | 7 | 1.19 | 76.577 | 75.577 | 0.000 | ||
| 27 | 2011.09.28 07:00 | modify | 7 | 1.19 | 76.577 | 75.577 | 81.577 | ||
| 28 | 2011.09.29 16:15 | close | 7 | 1.19 | 76.738 | 75.577 | 81.577 | 248.27 | 12149.37 |
| 29 | 2011.09.29 16:50 | sell | 8 | 1.21 | 76.870 | 0.000 | 0.000 | ||
| 30 | 2011.09.29 16:55 | modify | 8 | 1.21 | 76.870 | 77.870 | 0.000 | ||
| 31 | 2011.09.29 16:55 | modify | 8 | 1.21 | 76.870 | 77.870 | 71.870 | ||
| 32 | 2011.09.30 06:30 | close | 8 | 1.21 | 76.592 | 77.870 | 71.870 | 437.91 | 12587.28 |
| 33 | 2011.09.30 06:35 | buy | 9 | 1.26 | 76.605 | 0.000 | 0.000 | ||
| 34 | 2011.09.30 06:40 | modify | 9 | 1.26 | 76.605 | 75.605 | 0.000 | ||
| 35 | 2011.09.30 06:40 | modify | 9 | 1.26 | 76.605 | 75.605 | 81.605 | ||
| 36 | 2011.09.30 13:30 | close | 9 | 1.26 | 76.844 | 75.605 | 81.605 | 391.88 | 12979.16 |
| 37 | 2011.09.30 13:35 | sell | 10 | 1.30 | 76.827 | 0.000 | 0.000 | ||
| 38 | 2011.09.30 13:40 | modify | 10 | 1.30 | 76.827 | 77.827 | 0.000 | ||
| 39 | 2011.09.30 13:40 | modify | 10 | 1.30 | 76.827 | 77.827 | 71.827 | ||
| 40 | 2011.09.30 23:59 | close at stop | 10 | 1.30 | 77.027 | 77.827 | 71.827 | -337.54 | 12641.62 |