| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2008.01.02 10:00 - 2009.10.30 22:00 (2008.01.01 - 2009.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | ProfitUSD=100; Lot=0.1; ContinueWorking=true; | ||||
| Bars in test | 135931 | Ticks modelled | 13063478 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | -932.36 | Gross profit | 525.26 | Gross loss | -1457.62 |
| Profit factor | 0.36 | Expected payoff | -37.29 | ||
| Absolute drawdown | 932.36 | Maximal drawdown | 1014.80 (93.75%) | Relative drawdown | 93.75% (1014.80) |
| Total trades | 25 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 13 (0.00%) |
| Profit trades (% of total) | 10 (40.00%) | Loss trades (% of total) | 15 (60.00%) | ||
| Largest | profit trade | 77.87 | loss trade | -204.20 | |
| Average | profit trade | 52.53 | loss trade | -97.17 | |
| Maximum | consecutive wins (profit in money) | 6 (306.35) | consecutive losses (loss in money) | 13 (-1443.78) | |
| Maximal | consecutive profit (count of wins) | 306.35 (6) | consecutive loss (count of losses) | -1443.78 (13) | |
| Average | consecutive wins | 5 | consecutive losses | 8 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.01.02 10:00 | buy | 1 | 0.10 | 1.65272 | 0.00000 | 0.00000 | ||
| 2 | 2008.01.02 11:00 | sell | 2 | 0.10 | 1.65487 | 0.00000 | 0.00000 | ||
| 3 | 2008.01.02 11:33 | buy | 3 | 0.10 | 1.65240 | 0.00000 | 0.00000 | ||
| 4 | 2008.01.02 13:46 | sell | 4 | 0.10 | 1.65350 | 0.00000 | 0.00000 | ||
| 5 | 2008.01.02 15:13 | buy | 5 | 0.10 | 1.65182 | 0.00000 | 0.00000 | ||
| 6 | 2008.01.02 16:16 | close | 2 | 0.10 | 1.64896 | 0.00000 | 0.00000 | 58.55 | 1058.55 |
| 7 | 2008.01.02 16:16 | close | 4 | 0.10 | 1.64896 | 0.00000 | 0.00000 | 44.98 | 1103.53 |
| 8 | 2008.01.02 21:58 | sell | 6 | 0.10 | 1.64690 | 0.00000 | 0.00000 | ||
| 9 | 2008.01.03 01:31 | buy | 7 | 0.10 | 1.64702 | 0.00000 | 0.00000 | ||
| 10 | 2008.01.03 07:15 | sell | 8 | 0.10 | 1.64650 | 0.00000 | 0.00000 | ||
| 11 | 2008.01.03 08:34 | buy | 9 | 0.10 | 1.64542 | 0.00000 | 0.00000 | ||
| 12 | 2008.01.03 11:29 | close | 6 | 0.10 | 1.64152 | 0.00000 | 0.00000 | 52.44 | 1155.97 |
| 13 | 2008.01.03 11:29 | close | 8 | 0.10 | 1.64152 | 0.00000 | 0.00000 | 49.33 | 1205.30 |
| 14 | 2008.01.03 14:22 | sell | 10 | 0.10 | 1.64425 | 0.00000 | 0.00000 | ||
| 15 | 2008.01.03 15:55 | buy | 11 | 0.10 | 1.64222 | 0.00000 | 0.00000 | ||
| 16 | 2008.01.04 11:19 | sell | 12 | 0.10 | 1.63870 | 0.00000 | 0.00000 | ||
| 17 | 2008.01.04 14:30 | buy | 13 | 0.10 | 1.63909 | 0.00000 | 0.00000 | ||
| 18 | 2008.01.04 14:30 | close | 10 | 0.10 | 1.63636 | 0.00000 | 0.00000 | 77.87 | 1283.17 |
| 19 | 2008.01.04 14:30 | close | 12 | 0.10 | 1.63636 | 0.00000 | 0.00000 | 23.18 | 1306.35 |
| 20 | 2008.01.07 03:51 | sell | 14 | 0.10 | 1.63470 | 0.00000 | 0.00000 | ||
| 21 | 2008.01.07 07:41 | buy | 15 | 0.10 | 1.63382 | 0.00000 | 0.00000 | ||
| 22 | 2008.01.07 08:02 | sell | 16 | 0.10 | 1.63520 | 0.00000 | 0.00000 | ||
| 23 | 2008.01.07 13:36 | buy | 17 | 0.10 | 1.63902 | 0.00000 | 0.00000 | ||
| 24 | 2008.01.07 17:30 | sell | 18 | 0.10 | 1.64100 | 0.00000 | 0.00000 | ||
| 25 | 2008.01.07 20:56 | buy | 19 | 0.10 | 1.64042 | 0.00000 | 0.00000 | ||
| 26 | 2008.01.08 02:05 | sell | 20 | 0.10 | 1.64230 | 0.00000 | 0.00000 | ||
| 27 | 2008.01.08 08:32 | buy | 21 | 0.10 | 1.64312 | 0.00000 | 0.00000 | ||
| 28 | 2008.01.08 22:20 | close | 14 | 0.10 | 1.63562 | 0.00000 | 0.00000 | -9.40 | 1296.95 |
| 29 | 2008.01.08 22:20 | close | 16 | 0.10 | 1.63562 | 0.00000 | 0.00000 | -4.45 | 1292.51 |
| 30 | 2008.01.08 22:20 | close | 18 | 0.10 | 1.63562 | 0.00000 | 0.00000 | 53.01 | 1345.52 |
| 31 | 2008.01.08 22:20 | close | 20 | 0.10 | 1.63562 | 0.00000 | 0.00000 | 66.18 | 1411.70 |
| 32 | 2008.01.09 07:23 | sell | 22 | 0.10 | 1.63970 | 0.00000 | 0.00000 | ||
| 33 | 2008.01.09 08:50 | buy | 23 | 0.10 | 1.63912 | 0.00000 | 0.00000 | ||
| 34 | 2008.01.09 22:48 | sell | 24 | 0.10 | 1.63694 | 0.00000 | 0.00000 | ||
| 35 | 2008.01.10 05:00 | buy | 25 | 0.10 | 1.63742 | 0.00000 | 0.00000 | ||
| 36 | 2008.01.10 10:52 | close | 22 | 0.10 | 1.63320 | 0.00000 | 0.00000 | 63.53 | 1475.23 |
| 37 | 2008.01.10 10:52 | close | 24 | 0.10 | 1.63320 | 0.00000 | 0.00000 | 36.19 | 1511.42 |
| 38 | 2008.01.10 11:07 | close at stop | 25 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -51.72 | 1459.70 |
| 39 | 2008.01.10 11:07 | close at stop | 23 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -68.83 | 1390.87 |
| 40 | 2008.01.10 11:07 | close at stop | 21 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -108.55 | 1282.32 |
| 41 | 2008.01.10 11:07 | close at stop | 19 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -81.89 | 1200.44 |
| 42 | 2008.01.10 11:07 | close at stop | 17 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -68.02 | 1132.42 |
| 43 | 2008.01.10 11:07 | close at stop | 15 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -16.50 | 1115.93 |
| 44 | 2008.01.10 11:07 | close at stop | 13 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -68.79 | 1047.13 |
| 45 | 2008.01.10 11:07 | close at stop | 11 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -99.90 | 947.23 |
| 46 | 2008.01.10 11:07 | close at stop | 9 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -131.60 | 815.63 |
| 47 | 2008.01.10 11:07 | close at stop | 7 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -147.46 | 668.16 |
| 48 | 2008.01.10 11:07 | close at stop | 5 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -195.29 | 472.87 |
| 49 | 2008.01.10 11:07 | close at stop | 3 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -201.03 | 271.84 |
| 50 | 2008.01.10 11:07 | close at stop | 1 | 0.10 | 1.63220 | 0.00000 | 0.00000 | -204.20 | 67.64 |