| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2010.06.29 10:20 (2010.01.01 - 2010.12.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MMgt=" - Money Management -"; Slippage=3; Lot=0.1; MINLot=0.1; MAXLot=2.1; IncreaseLot=false; MaxRisk=0.02; Martingale=false; ActivateBE=false; BreakEven=0.001; StopLossGain=2; UseVirtualSL=true; PeriodMASL=4; StopLossVT=30; Trigger=" - Triggers -"; TakeProfit=50; StopLoss=60; | ||||
| Bars in test | 28701 | Ticks modelled | 3550778 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 47.42 | Gross profit | 84.30 | Gross loss | -36.88 |
| Profit factor | 2.29 | Expected payoff | 0.99 | ||
| Absolute drawdown | 27.99 | Maximal drawdown | 45.28 (0.45%) | Relative drawdown | 0.45% (45.28) |
| Total trades | 48 | Short positions (won %) | 17 (100.00%) | Long positions (won %) | 31 (70.97%) |
| Profit trades (% of total) | 39 (81.25%) | Loss trades (% of total) | 9 (18.75%) | ||
| Largest | profit trade | 4.44 | loss trade | -11.49 | |
| Average | profit trade | 2.16 | loss trade | -4.10 | |
| Maximum | consecutive wins (profit in money) | 17 (33.50) | consecutive losses (loss in money) | 2 (-11.38) | |
| Maximal | consecutive profit (count of wins) | 33.50 (17) | consecutive loss (count of losses) | -11.49 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 16:53 | buy | 1 | 0.10 | 1.48395 | 0.00000 | 1.48445 | ||
| 2 | 2010.01.04 16:54 | close | 1 | 0.10 | 1.48420 | 0.00000 | 1.48445 | 2.30 | 10002.30 |
| 3 | 2010.01.04 20:52 | buy | 2 | 0.10 | 1.48351 | 0.00000 | 1.48401 | ||
| 4 | 2010.01.04 20:54 | modify | 2 | 0.10 | 1.48351 | 0.00000 | 1.48368 | ||
| 5 | 2010.01.04 20:55 | modify | 2 | 0.10 | 1.48351 | 0.00000 | 1.48350 | ||
| 6 | 2010.01.04 20:58 | t/p | 2 | 0.10 | 1.48350 | 0.00000 | 1.48350 | -0.09 | 10002.21 |
| 7 | 2010.01.05 19:34 | sell | 3 | 0.10 | 1.48668 | 0.00000 | 1.48618 | ||
| 8 | 2010.01.05 19:50 | close | 3 | 0.10 | 1.48645 | 0.00000 | 1.48618 | 2.11 | 10004.32 |
| 9 | 2010.01.08 19:18 | buy | 4 | 0.10 | 1.47537 | 0.00000 | 1.47587 | ||
| 10 | 2010.01.08 19:23 | close | 4 | 0.10 | 1.47560 | 0.00000 | 1.47587 | 2.11 | 10006.43 |
| 11 | 2010.01.08 22:32 | buy | 5 | 0.10 | 1.47469 | 0.00000 | 1.47519 | ||
| 12 | 2010.01.08 22:35 | close | 5 | 0.10 | 1.47493 | 0.00000 | 1.47519 | 2.21 | 10008.64 |
| 13 | 2010.01.15 22:59 | buy | 6 | 0.10 | 1.47546 | 0.00000 | 1.47596 | ||
| 14 | 2010.01.18 00:12 | close | 6 | 0.10 | 1.47568 | 0.00000 | 1.47596 | 1.96 | 10010.60 |
| 15 | 2010.01.19 16:59 | buy | 7 | 0.10 | 1.47666 | 0.00000 | 1.47716 | ||
| 16 | 2010.01.19 17:00 | modify | 7 | 0.10 | 1.47666 | 0.00000 | 1.47696 | ||
| 17 | 2010.01.19 17:15 | modify | 7 | 0.10 | 1.47666 | 0.00000 | 1.47632 | ||
| 18 | 2010.01.19 17:20 | modify | 7 | 0.10 | 1.47666 | 0.00000 | 1.47612 | ||
| 19 | 2010.01.19 17:25 | modify | 7 | 0.10 | 1.47666 | 0.00000 | 1.47591 | ||
| 20 | 2010.01.19 17:31 | modify | 7 | 0.10 | 1.47666 | 0.00000 | 1.47572 | ||
| 21 | 2010.01.19 17:35 | t/p | 7 | 0.10 | 1.47572 | 0.00000 | 1.47572 | -8.63 | 10001.97 |
| 22 | 2010.01.27 16:47 | buy | 8 | 0.10 | 1.47168 | 0.00000 | 1.47218 | ||
| 23 | 2010.01.27 16:51 | modify | 8 | 0.10 | 1.47168 | 0.00000 | 1.47169 | ||
| 24 | 2010.01.27 16:57 | modify | 8 | 0.10 | 1.47168 | 0.00000 | 1.47158 | ||
| 25 | 2010.01.27 17:00 | modify | 8 | 0.10 | 1.47168 | 0.00000 | 1.47138 | ||
| 26 | 2010.01.27 17:04 | t/p | 8 | 0.10 | 1.47138 | 0.00000 | 1.47138 | -2.75 | 9999.22 |
| 27 | 2010.02.01 16:29 | sell | 9 | 0.10 | 1.47353 | 0.00000 | 1.47303 | ||
| 28 | 2010.02.01 16:39 | close | 9 | 0.10 | 1.47330 | 0.00000 | 1.47303 | 2.11 | 10001.33 |
| 29 | 2010.02.02 23:10 | sell | 10 | 0.10 | 1.47364 | 0.00000 | 1.47314 | ||
| 30 | 2010.02.03 10:07 | close | 10 | 0.10 | 1.47342 | 0.00000 | 1.47314 | 1.87 | 10003.21 |
| 31 | 2010.02.09 19:59 | sell | 11 | 0.10 | 1.46681 | 0.00000 | 1.46631 | ||
| 32 | 2010.02.10 06:50 | close | 11 | 0.10 | 1.46657 | 0.00000 | 1.46631 | 2.06 | 10005.27 |
| 33 | 2010.02.12 18:33 | buy | 12 | 0.10 | 1.46625 | 0.00000 | 1.46675 | ||
| 34 | 2010.02.12 18:42 | close | 12 | 0.10 | 1.46650 | 0.00000 | 1.46675 | 2.30 | 10007.57 |
| 35 | 2010.02.12 21:52 | buy | 13 | 0.10 | 1.46600 | 0.00000 | 1.46650 | ||
| 36 | 2010.02.12 22:23 | close | 13 | 0.10 | 1.46623 | 0.00000 | 1.46650 | 2.11 | 10009.68 |
| 37 | 2010.02.15 22:03 | sell | 14 | 0.10 | 1.46547 | 0.00000 | 1.46497 | ||
| 38 | 2010.02.18 13:04 | close | 14 | 0.10 | 1.46523 | 0.00000 | 1.46497 | 1.47 | 10011.15 |
| 39 | 2010.02.18 22:34 | buy | 15 | 0.10 | 1.46618 | 0.00000 | 1.46668 | ||
| 40 | 2010.02.18 22:37 | close | 15 | 0.10 | 1.46644 | 0.00000 | 1.46668 | 2.39 | 10013.54 |
| 41 | 2010.02.22 00:53 | buy | 16 | 0.10 | 1.46487 | 0.00000 | 1.46537 | ||
| 42 | 2010.02.22 00:59 | close | 16 | 0.10 | 1.46510 | 0.00000 | 1.46537 | 2.11 | 10015.65 |
| 43 | 2010.02.22 23:03 | buy | 17 | 0.10 | 1.46285 | 0.00000 | 1.46335 | ||
| 44 | 2010.02.22 23:03 | modify | 17 | 0.10 | 1.46285 | 0.00000 | 1.46322 | ||
| 45 | 2010.02.22 23:05 | modify | 17 | 0.10 | 1.46285 | 0.00000 | 1.46288 | ||
| 46 | 2010.02.22 23:15 | t/p | 17 | 0.10 | 1.46288 | 0.00000 | 1.46288 | 0.28 | 10015.93 |
| 47 | 2010.03.01 16:23 | buy | 18 | 0.10 | 1.46385 | 0.00000 | 1.46435 | ||
| 48 | 2010.03.01 16:27 | close | 18 | 0.10 | 1.46408 | 0.00000 | 1.46435 | 2.11 | 10018.04 |
| 49 | 2010.03.01 18:48 | sell | 19 | 0.10 | 1.46366 | 0.00000 | 1.46316 | ||
| 50 | 2010.03.01 23:32 | close | 19 | 0.10 | 1.46343 | 0.00000 | 1.46316 | 2.11 | 10020.15 |
| 51 | 2010.03.03 16:57 | buy | 20 | 0.10 | 1.46304 | 0.00000 | 1.46354 | ||
| 52 | 2010.03.03 17:01 | close | 20 | 0.10 | 1.46328 | 0.00000 | 1.46354 | 2.20 | 10022.35 |
| 53 | 2010.03.08 00:00 | buy | 21 | 0.10 | 1.46308 | 0.00000 | 1.46358 | ||
| 54 | 2010.03.08 00:43 | close | 21 | 0.10 | 1.46332 | 0.00000 | 1.46358 | 2.20 | 10024.55 |
| 55 | 2010.03.09 18:16 | sell | 22 | 0.10 | 1.46246 | 0.00000 | 1.46196 | ||
| 56 | 2010.03.09 21:04 | close | 22 | 0.10 | 1.46224 | 0.00000 | 1.46196 | 2.02 | 10026.57 |
| 57 | 2010.03.09 21:57 | sell | 23 | 0.10 | 1.46224 | 0.00000 | 1.46174 | ||
| 58 | 2010.03.10 10:44 | close | 23 | 0.10 | 1.46201 | 0.00000 | 1.46174 | 1.96 | 10028.54 |
| 59 | 2010.03.11 22:13 | buy | 24 | 0.10 | 1.46178 | 0.00000 | 1.46228 | ||
| 60 | 2010.03.12 01:01 | close | 24 | 0.10 | 1.46201 | 0.00000 | 1.46228 | 2.06 | 10030.60 |
| 61 | 2010.03.12 19:39 | buy | 25 | 0.10 | 1.45696 | 0.00000 | 1.45746 | ||
| 62 | 2010.03.12 20:51 | close | 25 | 0.10 | 1.45719 | 0.00000 | 1.45746 | 2.12 | 10032.72 |
| 63 | 2010.03.25 22:50 | buy | 26 | 0.10 | 1.42603 | 0.00000 | 1.42653 | ||
| 64 | 2010.03.26 00:14 | modify | 26 | 0.10 | 1.42603 | 0.00000 | 1.42573 | ||
| 65 | 2010.03.26 00:15 | modify | 26 | 0.10 | 1.42603 | 0.00000 | 1.42563 | ||
| 66 | 2010.03.26 00:22 | t/p | 26 | 0.10 | 1.42563 | 0.00000 | 1.42563 | -3.73 | 10029.00 |
| 67 | 2010.03.29 19:32 | buy | 27 | 0.10 | 1.43205 | 0.00000 | 1.43255 | ||
| 68 | 2010.03.29 20:11 | modify | 27 | 0.10 | 1.43205 | 0.00000 | 1.43196 | ||
| 69 | 2010.03.29 20:55 | modify | 27 | 0.10 | 1.43205 | 0.00000 | 1.43171 | ||
| 70 | 2010.03.29 20:57 | t/p | 27 | 0.10 | 1.43171 | 0.00000 | 1.43171 | -3.12 | 10025.88 |
| 71 | 2010.03.31 00:04 | sell | 28 | 0.10 | 1.43076 | 0.00000 | 1.43026 | ||
| 72 | 2010.03.31 05:21 | close | 28 | 0.10 | 1.43052 | 0.00000 | 1.43026 | 2.20 | 10028.08 |
| 73 | 2010.03.31 23:06 | buy | 29 | 0.10 | 1.42367 | 0.00000 | 1.42417 | ||
| 74 | 2010.03.31 23:14 | close | 29 | 0.10 | 1.42389 | 0.00000 | 1.42417 | 2.02 | 10030.10 |
| 75 | 2010.04.02 22:08 | sell | 30 | 0.10 | 1.43284 | 0.00000 | 1.43234 | ||
| 76 | 2010.04.02 22:35 | close | 30 | 0.10 | 1.43261 | 0.00000 | 1.43234 | 2.12 | 10032.22 |
| 77 | 2010.04.05 16:53 | sell | 31 | 0.10 | 1.43231 | 0.00000 | 1.43181 | ||
| 78 | 2010.04.05 21:40 | close | 31 | 0.10 | 1.43198 | 0.00000 | 1.43181 | 3.03 | 10035.25 |
| 79 | 2010.04.19 23:07 | buy | 32 | 0.10 | 1.43351 | 0.00000 | 1.43401 | ||
| 80 | 2010.04.19 23:10 | close | 32 | 0.10 | 1.43379 | 0.00000 | 1.43401 | 2.57 | 10037.82 |
| 81 | 2010.04.21 16:51 | buy | 33 | 0.10 | 1.43279 | 0.00000 | 1.43329 | ||
| 82 | 2010.04.21 16:51 | modify | 33 | 0.10 | 1.43279 | 0.00000 | 1.43272 | ||
| 83 | 2010.04.21 16:56 | t/p | 33 | 0.10 | 1.43272 | 0.00000 | 1.43272 | -0.64 | 10037.18 |
| 84 | 2010.04.22 20:56 | buy | 34 | 0.10 | 1.43342 | 0.00000 | 1.43392 | ||
| 85 | 2010.04.22 22:34 | modify | 34 | 0.10 | 1.43342 | 0.00000 | 1.43304 | ||
| 86 | 2010.04.22 22:40 | t/p | 34 | 0.10 | 1.43304 | 0.00000 | 1.43304 | -3.49 | 10033.69 |
| 87 | 2010.04.23 20:04 | buy | 35 | 0.10 | 1.43564 | 0.00000 | 1.43614 | ||
| 88 | 2010.04.23 20:06 | close | 35 | 0.10 | 1.43587 | 0.00000 | 1.43614 | 2.12 | 10035.81 |
| 89 | 2010.04.26 00:00 | buy | 36 | 0.10 | 1.43433 | 0.00000 | 1.43483 | ||
| 90 | 2010.04.26 00:23 | modify | 36 | 0.10 | 1.43433 | 0.00000 | 1.43433 | ||
| 91 | 2010.04.26 00:58 | modify | 36 | 0.10 | 1.43433 | 0.00000 | 1.43410 | ||
| 92 | 2010.04.26 01:00 | modify | 36 | 0.10 | 1.43433 | 0.00000 | 1.43401 | ||
| 93 | 2010.04.26 01:01 | t/p | 36 | 0.10 | 1.43401 | 0.00000 | 1.43401 | -2.94 | 10032.87 |
| 94 | 2010.05.03 20:12 | buy | 37 | 0.10 | 1.43272 | 0.00000 | 1.43322 | ||
| 95 | 2010.05.04 16:07 | close | 37 | 0.10 | 1.43312 | 0.00000 | 1.43322 | 3.61 | 10036.48 |
| 96 | 2010.05.04 16:07 | sell | 38 | 0.10 | 1.43312 | 0.00000 | 1.43262 | ||
| 97 | 2010.05.04 16:19 | close | 38 | 0.10 | 1.43289 | 0.00000 | 1.43262 | 2.11 | 10038.59 |
| 98 | 2010.05.04 19:01 | sell | 39 | 0.10 | 1.43255 | 0.00000 | 1.43205 | ||
| 99 | 2010.05.06 11:32 | close | 39 | 0.10 | 1.43231 | 0.00000 | 1.43205 | 1.62 | 10040.21 |
| 100 | 2010.06.09 00:47 | buy | 40 | 0.10 | 1.37935 | 0.00000 | 1.37985 | ||
| 101 | 2010.06.09 00:48 | close | 40 | 0.10 | 1.37963 | 0.00000 | 1.37985 | 2.57 | 10042.78 |
| 102 | 2010.06.10 00:32 | sell | 41 | 0.10 | 1.37636 | 0.00000 | 1.37586 | ||
| 103 | 2010.06.10 00:35 | close | 41 | 0.10 | 1.37611 | 0.00000 | 1.37586 | 2.30 | 10045.08 |
| 104 | 2010.06.10 00:48 | sell | 42 | 0.10 | 1.37678 | 0.00000 | 1.37628 | ||
| 105 | 2010.06.10 00:49 | close | 42 | 0.10 | 1.37648 | 0.00000 | 1.37628 | 2.76 | 10047.84 |
| 106 | 2010.06.14 00:49 | buy | 43 | 0.10 | 1.39145 | 0.00000 | 1.39195 | ||
| 107 | 2010.06.14 01:00 | close | 43 | 0.10 | 1.39169 | 0.00000 | 1.39195 | 2.21 | 10050.05 |
| 108 | 2010.06.16 19:49 | sell | 44 | 0.10 | 1.38803 | 0.00000 | 1.38753 | ||
| 109 | 2010.06.17 03:27 | close | 44 | 0.10 | 1.38781 | 0.00000 | 1.38753 | 1.58 | 10051.63 |
| 110 | 2010.06.18 22:39 | sell | 45 | 0.10 | 1.37318 | 0.00000 | 1.37268 | ||
| 111 | 2010.06.21 00:00 | t/p | 45 | 0.10 | 1.37268 | 0.00000 | 1.37268 | 4.44 | 10056.07 |
| 112 | 2010.06.21 18:38 | buy | 46 | 0.10 | 1.37163 | 0.00000 | 1.37213 | ||
| 113 | 2010.06.21 18:41 | modify | 46 | 0.10 | 1.37163 | 0.00000 | 1.37199 | ||
| 114 | 2010.06.21 18:45 | modify | 46 | 0.10 | 1.37163 | 0.00000 | 1.37163 | ||
| 115 | 2010.06.21 18:50 | modify | 46 | 0.10 | 1.37163 | 0.00000 | 1.37130 | ||
| 116 | 2010.06.21 18:55 | modify | 46 | 0.10 | 1.37163 | 0.00000 | 1.37091 | ||
| 117 | 2010.06.21 19:00 | modify | 46 | 0.10 | 1.37163 | 0.00000 | 1.37058 | ||
| 118 | 2010.06.21 19:05 | modify | 46 | 0.10 | 1.37163 | 0.00000 | 1.37038 | ||
| 119 | 2010.06.21 19:09 | t/p | 46 | 0.10 | 1.37038 | 0.00000 | 1.37038 | -11.49 | 10044.58 |
| 120 | 2010.06.23 23:00 | buy | 47 | 0.10 | 1.36020 | 0.00000 | 1.36070 | ||
| 121 | 2010.06.23 23:01 | close | 47 | 0.10 | 1.36050 | 0.00000 | 1.36070 | 2.75 | 10047.33 |
| 122 | 2010.06.23 23:02 | buy | 48 | 0.10 | 1.36034 | 0.00000 | 1.36084 | ||
| 123 | 2010.06.23 23:03 | modify | 48 | 0.10 | 1.36034 | 0.00000 | 1.36078 | ||
| 124 | 2010.06.23 23:09 | modify | 48 | 0.10 | 1.36034 | 0.00000 | 1.36067 | ||
| 125 | 2010.06.23 23:14 | modify | 48 | 0.10 | 1.36034 | 0.00000 | 1.36060 | ||
| 126 | 2010.06.23 23:27 | modify | 48 | 0.10 | 1.36034 | 0.00000 | 1.36043 | ||
| 127 | 2010.06.23 23:38 | modify | 48 | 0.10 | 1.36034 | 0.00000 | 1.36035 | ||
| 128 | 2010.06.23 23:46 | t/p | 48 | 0.10 | 1.36035 | 0.00000 | 1.36035 | 0.09 | 10047.42 |