| Symbol | GBPUSD (Great Britain Pound vs. United States Dollar) | ||||
| Period | 5 Minutes (M5) 2009.01.02 08:00 - 2010.08.12 11:50 (2009.01.01 - 2010.12.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | TakeProfit=500; StopLoss=225; UseTrailingStop=true; TrailingStop=5; Lots=0.1; MM=false; Risk=0.09; SignalMail=false; EachTickMode=true; Slippage=3; NFA=false; MagicNumber=77887; | ||||
| Bars in test | 100987 | Ticks modelled | 17288951 | Modelling quality | n/a |
| Mismatched charts errors | 283 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1852.23 | Gross profit | 1856.93 | Gross loss | -4.70 |
| Profit factor | 395.09 | Expected payoff | 50.06 | ||
| Absolute drawdown | 98.60 | Maximal drawdown | 951.00 (8.57%) | Relative drawdown | 8.57% (951.00) |
| Total trades | 37 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 26 (100.00%) |
| Profit trades (% of total) | 35 (94.59%) | Loss trades (% of total) | 2 (5.41%) | ||
| Largest | profit trade | 361.00 | loss trade | -3.80 | |
| Average | profit trade | 53.06 | loss trade | -2.35 | |
| Maximum | consecutive wins (profit in money) | 28 (1254.75) | consecutive losses (loss in money) | 2 (-4.70) | |
| Maximal | consecutive profit (count of wins) | 1254.75 (28) | consecutive loss (count of losses) | -4.70 (2) | |
| Average | consecutive wins | 18 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.02 14:34 | sell | 1 | 0.10 | 1.44445 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.02 16:04 | close | 1 | 0.10 | 1.44350 | 0.00000 | 0.00000 | 9.50 | 10009.50 |
| 3 | 2009.01.05 09:58 | buy | 2 | 0.10 | 1.45461 | 0.00000 | 0.00000 | ||
| 4 | 2009.01.05 20:43 | close | 2 | 0.10 | 1.46151 | 0.00000 | 0.00000 | 69.00 | 10078.50 |
| 5 | 2009.01.16 08:53 | buy | 3 | 0.10 | 1.48377 | 0.00000 | 0.00000 | ||
| 6 | 2009.01.16 09:55 | close | 3 | 0.10 | 1.48400 | 0.00000 | 0.00000 | 2.30 | 10080.80 |
| 7 | 2009.01.21 05:32 | buy | 4 | 0.10 | 1.39647 | 0.00000 | 0.00000 | ||
| 8 | 2009.01.21 06:26 | close | 4 | 0.10 | 1.39720 | 0.00000 | 0.00000 | 7.30 | 10088.10 |
| 9 | 2009.01.27 05:59 | buy | 5 | 0.10 | 1.40421 | 0.00000 | 0.00000 | ||
| 10 | 2009.01.27 11:15 | close | 5 | 0.10 | 1.41360 | 0.00000 | 0.00000 | 93.90 | 10182.00 |
| 11 | 2009.02.17 00:59 | buy | 6 | 0.10 | 1.43032 | 0.00000 | 0.00000 | ||
| 12 | 2009.02.19 12:30 | close | 6 | 0.10 | 1.43658 | 0.00000 | 0.00000 | 62.60 | 10244.60 |
| 13 | 2009.02.20 20:04 | buy | 7 | 0.10 | 1.43820 | 0.00000 | 0.00000 | ||
| 14 | 2009.02.20 20:10 | close | 7 | 0.10 | 1.44330 | 0.00000 | 0.00000 | 51.00 | 10295.60 |
| 15 | 2009.03.03 06:31 | buy | 8 | 0.10 | 1.40940 | 0.00000 | 0.00000 | ||
| 16 | 2009.03.03 12:00 | close | 8 | 0.10 | 1.41045 | 0.00000 | 0.00000 | 10.50 | 10306.10 |
| 17 | 2009.03.04 03:47 | sell | 9 | 0.10 | 1.39887 | 0.00000 | 0.00000 | ||
| 18 | 2009.03.09 16:39 | close | 9 | 0.10 | 1.37996 | 0.00000 | 0.00000 | 188.39 | 10494.49 |
| 19 | 2009.03.10 03:42 | buy | 10 | 0.10 | 1.38350 | 0.00000 | 0.00000 | ||
| 20 | 2009.03.10 13:46 | close | 10 | 0.10 | 1.38352 | 0.00000 | 0.00000 | 0.20 | 10494.69 |
| 21 | 2009.03.11 06:39 | sell | 11 | 0.10 | 1.37154 | 0.00000 | 0.00000 | ||
| 22 | 2009.03.11 09:43 | close | 11 | 0.10 | 1.37130 | 0.00000 | 0.00000 | 2.40 | 10497.09 |
| 23 | 2009.03.12 04:13 | buy | 12 | 0.10 | 1.39069 | 0.00000 | 0.00000 | ||
| 24 | 2009.03.12 23:56 | close | 12 | 0.10 | 1.39328 | 0.00000 | 0.00000 | 25.90 | 10522.99 |
| 25 | 2009.03.25 04:11 | sell | 13 | 0.10 | 1.46532 | 0.00000 | 0.00000 | ||
| 26 | 2009.03.25 13:34 | close | 13 | 0.10 | 1.46386 | 0.00000 | 0.00000 | 14.60 | 10537.59 |
| 27 | 2009.03.25 16:59 | buy | 14 | 0.10 | 1.46955 | 0.00000 | 0.00000 | ||
| 28 | 2009.04.02 21:10 | close | 14 | 0.10 | 1.46979 | 0.00000 | 0.00000 | 2.40 | 10539.99 |
| 29 | 2009.04.07 02:34 | sell | 15 | 0.10 | 1.46993 | 0.00000 | 0.00000 | ||
| 30 | 2009.04.07 03:23 | close | 15 | 0.10 | 1.46975 | 0.00000 | 0.00000 | 1.80 | 10541.79 |
| 31 | 2009.04.10 22:59 | buy | 16 | 0.10 | 1.46607 | 0.00000 | 0.00000 | ||
| 32 | 2009.04.13 12:46 | close | 16 | 0.10 | 1.46939 | 0.00000 | 0.00000 | 33.20 | 10574.99 |
| 33 | 2009.04.20 09:07 | sell | 17 | 0.10 | 1.46965 | 0.00000 | 0.00000 | ||
| 34 | 2009.04.20 19:34 | close | 17 | 0.10 | 1.45584 | 0.00000 | 0.00000 | 138.10 | 10713.09 |
| 35 | 2009.04.21 02:55 | sell | 18 | 0.10 | 1.45038 | 0.00000 | 0.00000 | ||
| 36 | 2009.04.22 16:25 | close | 18 | 0.10 | 1.44558 | 0.00000 | 0.00000 | 47.86 | 10760.95 |
| 37 | 2009.04.24 15:48 | buy | 19 | 0.10 | 1.46943 | 0.00000 | 0.00000 | ||
| 38 | 2009.04.24 17:15 | close | 19 | 0.10 | 1.47219 | 0.00000 | 0.00000 | 27.60 | 10788.55 |
| 39 | 2009.05.27 02:23 | buy | 20 | 0.10 | 1.59658 | 0.00000 | 0.00000 | ||
| 40 | 2009.05.27 14:18 | close | 20 | 0.10 | 1.59878 | 0.00000 | 0.00000 | 22.00 | 10810.55 |
| 41 | 2009.05.29 07:39 | buy | 21 | 0.10 | 1.59899 | 0.00000 | 0.00000 | ||
| 42 | 2009.05.29 14:45 | close | 21 | 0.10 | 1.61320 | 0.00000 | 0.00000 | 142.10 | 10952.65 |
| 43 | 2009.06.26 02:40 | buy | 22 | 0.10 | 1.64086 | 0.00000 | 0.00000 | ||
| 44 | 2009.06.26 11:26 | close | 22 | 0.10 | 1.64474 | 0.00000 | 0.00000 | 38.80 | 10991.45 |
| 45 | 2009.06.30 09:01 | buy | 23 | 0.10 | 1.66967 | 0.00000 | 0.00000 | ||
| 46 | 2009.08.03 03:39 | close | 23 | 0.10 | 1.67261 | 0.00000 | 0.00000 | 29.40 | 11020.85 |
| 47 | 2009.08.20 02:56 | buy | 24 | 0.10 | 1.65646 | 0.00000 | 0.00000 | ||
| 48 | 2009.08.21 17:20 | close | 24 | 0.10 | 1.65726 | 0.00000 | 0.00000 | 8.00 | 11028.85 |
| 49 | 2009.09.11 05:04 | buy | 25 | 0.10 | 1.66773 | 0.00000 | 0.00000 | ||
| 50 | 2009.09.11 11:03 | close | 25 | 0.10 | 1.66906 | 0.00000 | 0.00000 | 13.30 | 11042.15 |
| 51 | 2009.09.15 02:03 | buy | 26 | 0.10 | 1.66085 | 0.00000 | 0.00000 | ||
| 52 | 2009.10.23 09:25 | close | 26 | 0.10 | 1.66265 | 0.00000 | 0.00000 | 18.00 | 11060.15 |
| 53 | 2009.10.29 16:37 | buy | 27 | 0.10 | 1.65677 | 0.00000 | 0.00000 | ||
| 54 | 2009.11.05 16:51 | close | 27 | 0.10 | 1.65849 | 0.00000 | 0.00000 | 17.20 | 11077.35 |
| 55 | 2009.11.06 07:16 | buy | 28 | 0.10 | 1.66138 | 0.00000 | 0.00000 | ||
| 56 | 2009.11.09 15:01 | close | 28 | 0.10 | 1.67912 | 0.00000 | 0.00000 | 177.40 | 11254.75 |
| 57 | 2009.11.11 13:35 | sell | 29 | 0.10 | 1.66765 | 0.00000 | 0.00000 | ||
| 58 | 2009.11.11 14:07 | close | 29 | 0.10 | 1.66774 | 0.00000 | 0.00000 | -0.90 | 11253.85 |
| 59 | 2009.11.27 02:13 | sell | 30 | 0.10 | 1.64700 | 0.00000 | 0.00000 | ||
| 60 | 2009.11.27 03:05 | close | 30 | 0.10 | 1.64738 | 0.00000 | 0.00000 | -3.80 | 11250.05 |
| 61 | 2009.11.30 02:00 | buy | 31 | 0.10 | 1.65287 | 0.00000 | 0.00000 | ||
| 62 | 2009.11.30 08:12 | close | 31 | 0.10 | 1.65415 | 0.00000 | 0.00000 | 12.80 | 11262.85 |
| 63 | 2009.12.16 09:26 | buy | 32 | 0.10 | 1.62740 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.16 20:08 | close | 32 | 0.10 | 1.63586 | 0.00000 | 0.00000 | 84.60 | 11347.45 |
| 65 | 2009.12.24 04:55 | buy | 33 | 0.10 | 1.59841 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.29 13:02 | close | 33 | 0.10 | 1.60147 | 0.00000 | 0.00000 | 30.60 | 11378.05 |
| 67 | 2010.01.11 02:05 | buy | 34 | 0.10 | 1.60684 | 0.00000 | 0.00000 | ||
| 68 | 2010.01.11 16:37 | close | 34 | 0.10 | 1.61420 | 0.00000 | 0.00000 | 73.60 | 11451.65 |
| 69 | 2010.03.01 02:00 | sell | 35 | 0.10 | 1.51544 | 0.00000 | 0.00000 | ||
| 70 | 2010.03.01 11:04 | close | 35 | 0.10 | 1.51540 | 0.00000 | 0.00000 | 0.40 | 11452.05 |
| 71 | 2010.03.26 01:20 | sell | 36 | 0.10 | 1.48173 | 0.00000 | 0.00000 | ||
| 72 | 2010.05.06 21:50 | close | 36 | 0.10 | 1.47723 | 0.00000 | 0.00000 | 39.18 | 11491.23 |
| 73 | 2010.07.08 09:26 | buy | 37 | 0.10 | 1.52240 | 0.00000 | 0.00000 | ||
| 74 | 2010.07.30 12:53 | close | 37 | 0.10 | 1.55850 | 0.00000 | 0.00000 | 361.00 | 11852.23 |