| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Minute (M1) 2006.10.17 07:54 - 2006.11.10 20:59 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | dLots=1; dStopLoss=17; dTakeProfit=50; dTrailingStop=200; dSlipPage=1; iNumPoints=22; iNumBarsBack=9; | ||||
| Bars in test | 21202 | Ticks modelled | 101833 | Modelling quality | 24.89% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 2017.60 | Gross profit | 6281.40 | Gross loss | -4263.80 |
| Profit factor | 1.47 | Expected payoff | 54.53 | ||
| Absolute drawdown | 495.55 | Maximal drawdown | 1099.60 (9.27%) | Relative drawdown | 10.30% (1090.95) |
| Total trades | 37 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 37 (35.14%) |
| Profit trades (% of total) | 13 (35.14%) | Loss trades (% of total) | 24 (64.86%) | ||
| Largest | profit trade | 492.50 | loss trade | -203.45 | |
| Average | profit trade | 483.18 | loss trade | -177.66 | |
| Maximum | consecutive wins (profit in money) | 3 (1442.90) | consecutive losses (loss in money) | 6 (-1099.60) | |
| Maximal | consecutive profit (count of wins) | 1442.90 (3) | consecutive loss (count of losses) | -1099.60 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.10.17 07:54 | buy | 1 | 1.00 | 1.2539 | 1.2522 | 1.2589 | ||
| 2 | 2006.10.17 10:47 | s/l | 1 | 1.00 | 1.2522 | 1.2522 | 1.2589 | -177.50 | 9822.50 |
| 3 | 2006.10.17 10:47 | buy | 2 | 1.00 | 1.2523 | 1.2506 | 1.2573 | ||
| 4 | 2006.10.18 13:11 | s/l | 2 | 1.00 | 1.2506 | 1.2506 | 1.2573 | -186.15 | 9636.35 |
| 5 | 2006.10.18 13:12 | buy | 3 | 1.00 | 1.2509 | 1.2492 | 1.2559 | ||
| 6 | 2006.10.19 07:38 | t/p | 3 | 1.00 | 1.2559 | 1.2492 | 1.2559 | 466.55 | 10102.90 |
| 7 | 2006.10.19 07:39 | buy | 4 | 1.00 | 1.2559 | 1.2542 | 1.2609 | ||
| 8 | 2006.10.19 16:00 | t/p | 4 | 1.00 | 1.2609 | 1.2542 | 1.2609 | 492.50 | 10595.40 |
| 9 | 2006.10.19 16:00 | buy | 5 | 1.00 | 1.2611 | 1.2594 | 1.2661 | ||
| 10 | 2006.10.19 16:00 | s/l | 5 | 1.00 | 1.2594 | 1.2594 | 1.2661 | -177.50 | 10417.90 |
| 11 | 2006.10.19 16:01 | buy | 6 | 1.00 | 1.2606 | 1.2589 | 1.2656 | ||
| 12 | 2006.10.23 06:44 | s/l | 6 | 1.00 | 1.2589 | 1.2589 | 1.2656 | -194.80 | 10223.10 |
| 13 | 2006.10.23 06:45 | buy | 7 | 1.00 | 1.2592 | 1.2575 | 1.2642 | ||
| 14 | 2006.10.23 08:49 | s/l | 7 | 1.00 | 1.2575 | 1.2575 | 1.2642 | -177.50 | 10045.60 |
| 15 | 2006.10.23 08:49 | buy | 8 | 1.00 | 1.2576 | 1.2559 | 1.2626 | ||
| 16 | 2006.10.23 09:30 | s/l | 8 | 1.00 | 1.2559 | 1.2559 | 1.2626 | -177.50 | 9868.10 |
| 17 | 2006.10.23 09:30 | buy | 9 | 1.00 | 1.2560 | 1.2543 | 1.2610 | ||
| 18 | 2006.10.23 12:47 | s/l | 9 | 1.00 | 1.2543 | 1.2543 | 1.2610 | -177.50 | 9690.60 |
| 19 | 2006.10.23 12:48 | buy | 10 | 1.00 | 1.2544 | 1.2527 | 1.2594 | ||
| 20 | 2006.10.24 07:34 | s/l | 10 | 1.00 | 1.2527 | 1.2527 | 1.2594 | -186.15 | 9504.45 |
| 21 | 2006.10.24 07:35 | buy | 11 | 1.00 | 1.2528 | 1.2511 | 1.2578 | ||
| 22 | 2006.10.25 08:06 | t/p | 11 | 1.00 | 1.2578 | 1.2511 | 1.2578 | 483.85 | 9988.30 |
| 23 | 2006.10.25 08:07 | buy | 12 | 1.00 | 1.2578 | 1.2561 | 1.2628 | ||
| 24 | 2006.10.26 01:57 | t/p | 12 | 1.00 | 1.2628 | 1.2561 | 1.2628 | 466.55 | 10454.85 |
| 25 | 2006.10.26 01:58 | buy | 13 | 1.00 | 1.2629 | 1.2612 | 1.2679 | ||
| 26 | 2006.10.26 16:21 | t/p | 13 | 1.00 | 1.2679 | 1.2612 | 1.2679 | 492.50 | 10947.35 |
| 27 | 2006.10.26 16:21 | buy | 14 | 1.00 | 1.2682 | 1.2665 | 1.2732 | ||
| 28 | 2006.10.27 09:20 | s/l | 14 | 1.00 | 1.2665 | 1.2665 | 1.2732 | -186.15 | 10761.20 |
| 29 | 2006.10.27 09:21 | buy | 15 | 1.00 | 1.2667 | 1.2650 | 1.2717 | ||
| 30 | 2006.10.27 12:33 | t/p | 15 | 1.00 | 1.2717 | 1.2650 | 1.2717 | 492.50 | 11253.70 |
| 31 | 2006.10.27 12:34 | buy | 16 | 1.00 | 1.2721 | 1.2704 | 1.2771 | ||
| 32 | 2006.10.27 12:44 | s/l | 16 | 1.00 | 1.2704 | 1.2704 | 1.2771 | -177.50 | 11076.20 |
| 33 | 2006.10.27 12:44 | buy | 17 | 1.00 | 1.2702 | 1.2685 | 1.2752 | ||
| 34 | 2006.10.31 07:43 | s/l | 17 | 1.00 | 1.2685 | 1.2685 | 1.2752 | -194.80 | 10881.40 |
| 35 | 2006.10.31 07:43 | buy | 18 | 1.00 | 1.2686 | 1.2669 | 1.2736 | ||
| 36 | 2006.10.31 15:06 | t/p | 18 | 1.00 | 1.2736 | 1.2669 | 1.2736 | 492.50 | 11373.90 |
| 37 | 2006.10.31 15:07 | buy | 19 | 1.00 | 1.2743 | 1.2726 | 1.2793 | ||
| 38 | 2006.11.01 15:02 | t/p | 19 | 1.00 | 1.2793 | 1.2726 | 1.2793 | 483.85 | 11857.75 |
| 39 | 2006.11.01 15:02 | buy | 20 | 1.00 | 1.2794 | 1.2777 | 1.2844 | ||
| 40 | 2006.11.01 15:11 | s/l | 20 | 1.00 | 1.2777 | 1.2777 | 1.2844 | -177.50 | 11680.25 |
| 41 | 2006.11.01 15:11 | buy | 21 | 1.00 | 1.2777 | 1.2760 | 1.2827 | ||
| 42 | 2006.11.01 15:52 | s/l | 21 | 1.00 | 1.2760 | 1.2760 | 1.2827 | -177.50 | 11502.75 |
| 43 | 2006.11.01 15:52 | buy | 22 | 1.00 | 1.2761 | 1.2744 | 1.2811 | ||
| 44 | 2006.11.02 00:52 | s/l | 22 | 1.00 | 1.2744 | 1.2744 | 1.2811 | -203.45 | 11299.30 |
| 45 | 2006.11.02 00:53 | buy | 23 | 1.00 | 1.2745 | 1.2728 | 1.2795 | ||
| 46 | 2006.11.03 13:30 | s/l | 23 | 1.00 | 1.2728 | 1.2728 | 1.2795 | -186.15 | 11113.15 |
| 47 | 2006.11.03 13:31 | buy | 24 | 1.00 | 1.2730 | 1.2713 | 1.2780 | ||
| 48 | 2006.11.03 13:31 | s/l | 24 | 1.00 | 1.2713 | 1.2713 | 1.2780 | -177.50 | 10935.65 |
| 49 | 2006.11.03 13:32 | buy | 25 | 1.00 | 1.2712 | 1.2695 | 1.2762 | ||
| 50 | 2006.11.03 13:44 | s/l | 25 | 1.00 | 1.2695 | 1.2695 | 1.2762 | -177.50 | 10758.15 |
| 51 | 2006.11.03 13:44 | buy | 26 | 1.00 | 1.2695 | 1.2678 | 1.2745 | ||
| 52 | 2006.11.07 03:03 | t/p | 26 | 1.00 | 1.2745 | 1.2678 | 1.2745 | 475.20 | 11233.35 |
| 53 | 2006.11.07 03:03 | buy | 27 | 1.00 | 1.2746 | 1.2729 | 1.2796 | ||
| 54 | 2006.11.07 14:10 | t/p | 27 | 1.00 | 1.2796 | 1.2729 | 1.2796 | 492.50 | 11725.85 |
| 55 | 2006.11.07 14:11 | buy | 28 | 1.00 | 1.2794 | 1.2777 | 1.2844 | ||
| 56 | 2006.11.07 19:54 | s/l | 28 | 1.00 | 1.2777 | 1.2777 | 1.2844 | -177.50 | 11548.35 |
| 57 | 2006.11.07 19:54 | buy | 29 | 1.00 | 1.2778 | 1.2761 | 1.2828 | ||
| 58 | 2006.11.08 14:11 | s/l | 29 | 1.00 | 1.2761 | 1.2761 | 1.2828 | -186.15 | 11362.20 |
| 59 | 2006.11.08 14:11 | buy | 30 | 1.00 | 1.2762 | 1.2745 | 1.2812 | ||
| 60 | 2006.11.09 15:10 | t/p | 30 | 1.00 | 1.2812 | 1.2745 | 1.2812 | 466.55 | 11828.75 |
| 61 | 2006.11.09 15:11 | buy | 31 | 1.00 | 1.2813 | 1.2796 | 1.2863 | ||
| 62 | 2006.11.09 15:36 | s/l | 31 | 1.00 | 1.2796 | 1.2796 | 1.2863 | -177.50 | 11651.25 |
| 63 | 2006.11.09 15:36 | buy | 32 | 1.00 | 1.2796 | 1.2779 | 1.2846 | ||
| 64 | 2006.11.09 16:36 | t/p | 32 | 1.00 | 1.2846 | 1.2779 | 1.2846 | 492.50 | 12143.75 |
| 65 | 2006.11.09 16:37 | buy | 33 | 1.00 | 1.2848 | 1.2831 | 1.2898 | ||
| 66 | 2006.11.09 17:00 | s/l | 33 | 1.00 | 1.2831 | 1.2831 | 1.2898 | -177.50 | 11966.25 |
| 67 | 2006.11.09 17:00 | buy | 34 | 1.00 | 1.2832 | 1.2815 | 1.2882 | ||
| 68 | 2006.11.10 08:54 | t/p | 34 | 1.00 | 1.2882 | 1.2815 | 1.2882 | 483.85 | 12450.10 |
| 69 | 2006.11.10 08:55 | buy | 35 | 1.00 | 1.2883 | 1.2866 | 1.2933 | ||
| 70 | 2006.11.10 13:10 | s/l | 35 | 1.00 | 1.2866 | 1.2866 | 1.2933 | -177.50 | 12272.60 |
| 71 | 2006.11.10 13:10 | buy | 36 | 1.00 | 1.2867 | 1.2850 | 1.2917 | ||
| 72 | 2006.11.10 18:41 | s/l | 36 | 1.00 | 1.2850 | 1.2850 | 1.2917 | -177.50 | 12095.10 |
| 73 | 2006.11.10 18:42 | buy | 37 | 1.00 | 1.2853 | 1.2836 | 1.2903 | ||
| 74 | 2006.11.10 20:59 | close at stop | 37 | 1.00 | 1.2846 | 1.2836 | 1.2903 | -77.50 | 12017.60 |