| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2006.08.13 23:15 - 2006.11.10 20:55 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | dLots=2; dStopLossUSD=280; dTakeProfitUSD=1250; iBBPeriodFast=20; iBBPeriodSlow=53; iBBDeviation=2; magicNumber=202228; | ||||
| Bars in test | 17510 | Ticks modelled | 225883 | Modelling quality | 43.92% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 1935.80 | Gross profit | 18120.40 | Gross loss | -16184.60 |
| Profit factor | 1.12 | Expected payoff | 37.96 | ||
| Absolute drawdown | 4749.60 | Maximal drawdown | 4749.60 (47.50%) | Relative drawdown | 47.50% (4749.60) |
| Total trades | 51 | Short positions (won %) | 51 (27.45%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 14 (27.45%) | Loss trades (% of total) | 37 (72.55%) | ||
| Largest | profit trade | 1605.00 | loss trade | -1520.60 | |
| Average | profit trade | 1294.31 | loss trade | -437.42 | |
| Maximum | consecutive wins (profit in money) | 2 (2613.20) | consecutive losses (loss in money) | 8 (-4048.00) | |
| Maximal | consecutive profit (count of wins) | 2613.20 (2) | consecutive loss (count of losses) | -4048.00 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.08.14 08:30 | sell | 1 | 2.00 | 1.2735 | 0.0000 | 0.0000 | ||
| 2 | 2006.08.14 14:20 | close | 1 | 2.00 | 1.2749 | 0.0000 | 0.0000 | -295.00 | 9705.00 |
| 3 | 2006.08.14 15:45 | sell | 2 | 2.00 | 1.2738 | 0.0000 | 0.0000 | ||
| 4 | 2006.08.15 12:35 | close | 2 | 2.00 | 1.2761 | 0.0000 | 0.0000 | -460.60 | 9244.40 |
| 5 | 2006.08.15 14:15 | sell | 3 | 2.00 | 1.2792 | 0.0000 | 0.0000 | ||
| 6 | 2006.08.16 12:35 | close | 3 | 2.00 | 1.2827 | 0.0000 | 0.0000 | -700.60 | 8543.80 |
| 7 | 2006.08.16 14:10 | sell | 4 | 2.00 | 1.2851 | 0.0000 | 0.0000 | ||
| 8 | 2006.08.17 07:25 | close | 4 | 2.00 | 1.2870 | 0.0000 | 0.0000 | -351.80 | 8192.00 |
| 9 | 2006.08.17 09:35 | sell | 5 | 2.00 | 1.2862 | 0.0000 | 0.0000 | ||
| 10 | 2006.08.17 12:05 | close | 5 | 2.00 | 1.2878 | 0.0000 | 0.0000 | -335.00 | 7857.00 |
| 11 | 2006.08.17 13:55 | sell | 6 | 2.00 | 1.2868 | 0.0000 | 0.0000 | ||
| 12 | 2006.08.18 11:30 | close | 6 | 2.00 | 1.2802 | 0.0000 | 0.0000 | 1319.40 | 9176.40 |
| 13 | 2006.08.18 14:30 | sell | 7 | 2.00 | 1.2803 | 0.0000 | 0.0000 | ||
| 14 | 2006.08.18 15:00 | close | 7 | 2.00 | 1.2821 | 0.0000 | 0.0000 | -375.00 | 8801.40 |
| 15 | 2006.08.18 15:40 | sell | 8 | 2.00 | 1.2812 | 0.0000 | 0.0000 | ||
| 16 | 2006.08.21 07:05 | close | 8 | 2.00 | 1.2888 | 0.0000 | 0.0000 | -1520.60 | 7280.80 |
| 17 | 2006.08.21 15:35 | sell | 9 | 2.00 | 1.2915 | 0.0000 | 0.0000 | ||
| 18 | 2006.08.22 09:15 | close | 9 | 2.00 | 1.2850 | 0.0000 | 0.0000 | 1299.40 | 8580.20 |
| 19 | 2006.08.23 08:45 | sell | 10 | 2.00 | 1.2819 | 0.0000 | 0.0000 | ||
| 20 | 2006.08.23 14:00 | close | 10 | 2.00 | 1.2834 | 0.0000 | 0.0000 | -315.00 | 8265.20 |
| 21 | 2006.08.23 15:40 | sell | 11 | 2.00 | 1.2791 | 0.0000 | 0.0000 | ||
| 22 | 2006.08.24 08:05 | close | 11 | 2.00 | 1.2806 | 0.0000 | 0.0000 | -271.80 | 7993.40 |
| 23 | 2006.08.24 09:40 | sell | 12 | 2.00 | 1.2826 | 0.0000 | 0.0000 | ||
| 24 | 2006.08.24 16:00 | close | 12 | 2.00 | 1.2760 | 0.0000 | 0.0000 | 1305.00 | 9298.40 |
| 25 | 2006.08.25 16:40 | sell | 13 | 2.00 | 1.2759 | 0.0000 | 0.0000 | ||
| 26 | 2006.08.28 07:35 | close | 13 | 2.00 | 1.2810 | 0.0000 | 0.0000 | -1020.60 | 8277.80 |
| 27 | 2006.08.28 12:25 | sell | 14 | 2.00 | 1.2800 | 0.0000 | 0.0000 | ||
| 28 | 2006.08.29 07:20 | close | 14 | 2.00 | 1.2838 | 0.0000 | 0.0000 | -760.60 | 7517.20 |
| 29 | 2006.08.29 09:35 | sell | 15 | 2.00 | 1.2814 | 0.0000 | 0.0000 | ||
| 30 | 2006.08.29 18:45 | close | 15 | 2.00 | 1.2828 | 0.0000 | 0.0000 | -295.00 | 7222.20 |
| 31 | 2006.08.29 19:50 | sell | 16 | 2.00 | 1.2822 | 0.0000 | 0.0000 | ||
| 32 | 2006.08.30 01:05 | close | 16 | 2.00 | 1.2845 | 0.0000 | 0.0000 | -460.60 | 6761.60 |
| 33 | 2006.08.30 03:00 | sell | 17 | 2.00 | 1.2828 | 0.0000 | 0.0000 | ||
| 34 | 2006.08.30 13:15 | close | 17 | 2.00 | 1.2842 | 0.0000 | 0.0000 | -295.00 | 6466.60 |
| 35 | 2006.08.31 14:40 | sell | 18 | 2.00 | 1.2805 | 0.0000 | 0.0000 | ||
| 36 | 2006.09.01 08:55 | close | 18 | 2.00 | 1.2822 | 0.0000 | 0.0000 | -340.60 | 6126.00 |
| 37 | 2006.09.01 13:20 | sell | 19 | 2.00 | 1.2762 | 0.0000 | 0.0000 | ||
| 38 | 2006.09.01 14:05 | close | 19 | 2.00 | 1.2785 | 0.0000 | 0.0000 | -475.00 | 5651.00 |
| 39 | 2006.09.01 17:05 | sell | 20 | 2.00 | 1.2832 | 0.0000 | 0.0000 | ||
| 40 | 2006.09.04 06:15 | close | 20 | 2.00 | 1.2852 | 0.0000 | 0.0000 | -400.60 | 5250.40 |
| 41 | 2006.09.04 06:55 | sell | 21 | 2.00 | 1.2855 | 0.0000 | 0.0000 | ||
| 42 | 2006.09.06 12:05 | close | 21 | 2.00 | 1.2789 | 0.0000 | 0.0000 | 1333.80 | 6584.20 |
| 43 | 2006.09.07 16:50 | sell | 22 | 2.00 | 1.2746 | 0.0000 | 0.0000 | ||
| 44 | 2006.09.08 12:40 | close | 22 | 2.00 | 1.2682 | 0.0000 | 0.0000 | 1279.40 | 7863.60 |
| 45 | 2006.09.11 11:00 | sell | 23 | 2.00 | 1.2717 | 0.0000 | 0.0000 | ||
| 46 | 2006.09.14 14:55 | close | 23 | 2.00 | 1.2732 | 0.0000 | 0.0000 | -243.00 | 7620.60 |
| 47 | 2006.09.14 16:20 | sell | 24 | 2.00 | 1.2742 | 0.0000 | 0.0000 | ||
| 48 | 2006.09.15 12:00 | close | 24 | 2.00 | 1.2675 | 0.0000 | 0.0000 | 1339.40 | 8960.00 |
| 49 | 2006.09.19 14:20 | sell | 25 | 2.00 | 1.2702 | 0.0000 | 0.0000 | ||
| 50 | 2006.09.20 18:25 | close | 25 | 2.00 | 1.2718 | 0.0000 | 0.0000 | -320.60 | 8639.40 |
| 51 | 2006.09.20 19:40 | sell | 26 | 2.00 | 1.2685 | 0.0000 | 0.0000 | ||
| 52 | 2006.09.21 00:25 | close | 26 | 2.00 | 1.2705 | 0.0000 | 0.0000 | -371.80 | 8267.60 |
| 53 | 2006.09.21 06:45 | sell | 27 | 2.00 | 1.2704 | 0.0000 | 0.0000 | ||
| 54 | 2006.09.21 07:40 | close | 27 | 2.00 | 1.2722 | 0.0000 | 0.0000 | -375.00 | 7892.60 |
| 55 | 2006.09.21 08:40 | sell | 28 | 2.00 | 1.2723 | 0.0000 | 0.0000 | ||
| 56 | 2006.09.21 10:45 | close | 28 | 2.00 | 1.2739 | 0.0000 | 0.0000 | -335.00 | 7557.60 |
| 57 | 2006.09.21 14:50 | sell | 29 | 2.00 | 1.2722 | 0.0000 | 0.0000 | ||
| 58 | 2006.09.21 16:05 | close | 29 | 2.00 | 1.2765 | 0.0000 | 0.0000 | -875.00 | 6682.60 |
| 59 | 2006.09.21 17:40 | sell | 30 | 2.00 | 1.2770 | 0.0000 | 0.0000 | ||
| 60 | 2006.09.21 18:55 | close | 30 | 2.00 | 1.2788 | 0.0000 | 0.0000 | -375.00 | 6307.60 |
| 61 | 2006.09.22 14:20 | sell | 31 | 2.00 | 1.2807 | 0.0000 | 0.0000 | ||
| 62 | 2006.09.25 14:35 | close | 31 | 2.00 | 1.2738 | 0.0000 | 0.0000 | 1379.40 | 7687.00 |
| 63 | 2006.09.26 07:45 | sell | 32 | 2.00 | 1.2741 | 0.0000 | 0.0000 | ||
| 64 | 2006.09.26 08:10 | close | 32 | 2.00 | 1.2756 | 0.0000 | 0.0000 | -315.00 | 7372.00 |
| 65 | 2006.09.28 13:00 | sell | 33 | 2.00 | 1.2700 | 0.0000 | 0.0000 | ||
| 66 | 2006.10.02 13:35 | close | 33 | 2.00 | 1.2725 | 0.0000 | 0.0000 | -486.20 | 6885.80 |
| 67 | 2006.10.02 15:10 | sell | 34 | 2.00 | 1.2753 | 0.0000 | 0.0000 | ||
| 68 | 2006.10.04 08:55 | close | 34 | 2.00 | 1.2690 | 0.0000 | 0.0000 | 1273.80 | 8159.60 |
| 69 | 2006.10.04 09:00 | sell | 35 | 2.00 | 1.2687 | 0.0000 | 0.0000 | ||
| 70 | 2006.10.05 04:30 | close | 35 | 2.00 | 1.2701 | 0.0000 | 0.0000 | -251.80 | 7907.80 |
| 71 | 2006.10.06 01:30 | sell | 36 | 2.00 | 1.2683 | 0.0000 | 0.0000 | ||
| 72 | 2006.10.06 13:00 | close | 36 | 2.00 | 1.2602 | 0.0000 | 0.0000 | 1605.00 | 9512.80 |
| 73 | 2006.10.09 07:30 | sell | 37 | 2.00 | 1.2591 | 0.0000 | 0.0000 | ||
| 74 | 2006.10.10 06:35 | close | 37 | 2.00 | 1.2610 | 0.0000 | 0.0000 | -380.60 | 9132.20 |
| 75 | 2006.10.10 08:20 | sell | 38 | 2.00 | 1.2583 | 0.0000 | 0.0000 | ||
| 76 | 2006.10.11 18:25 | close | 38 | 2.00 | 1.2515 | 0.0000 | 0.0000 | 1359.40 | 10491.60 |
| 77 | 2006.10.11 18:50 | sell | 39 | 2.00 | 1.2514 | 0.0000 | 0.0000 | ||
| 78 | 2006.10.11 19:35 | close | 39 | 2.00 | 1.2528 | 0.0000 | 0.0000 | -295.00 | 10196.60 |
| 79 | 2006.10.13 07:05 | sell | 40 | 2.00 | 1.2567 | 0.0000 | 0.0000 | ||
| 80 | 2006.10.13 14:05 | close | 40 | 2.00 | 1.2499 | 0.0000 | 0.0000 | 1345.00 | 11541.60 |
| 81 | 2006.10.17 16:50 | sell | 41 | 2.00 | 1.2554 | 0.0000 | 0.0000 | ||
| 82 | 2006.10.19 09:05 | close | 41 | 2.00 | 1.2570 | 0.0000 | 0.0000 | -277.40 | 11264.20 |
| 83 | 2006.10.19 10:20 | sell | 42 | 2.00 | 1.2569 | 0.0000 | 0.0000 | ||
| 84 | 2006.10.19 13:45 | close | 42 | 2.00 | 1.2586 | 0.0000 | 0.0000 | -355.00 | 10909.20 |
| 85 | 2006.10.19 15:40 | sell | 43 | 2.00 | 1.2598 | 0.0000 | 0.0000 | ||
| 86 | 2006.10.19 17:10 | close | 43 | 2.00 | 1.2618 | 0.0000 | 0.0000 | -415.00 | 10494.20 |
| 87 | 2006.10.19 19:05 | sell | 44 | 2.00 | 1.2625 | 0.0000 | 0.0000 | ||
| 88 | 2006.10.23 09:30 | close | 44 | 2.00 | 1.2562 | 0.0000 | 0.0000 | 1273.80 | 11768.00 |
| 89 | 2006.10.27 14:25 | sell | 45 | 2.00 | 1.2738 | 0.0000 | 0.0000 | ||
| 90 | 2006.10.31 15:10 | close | 45 | 2.00 | 1.2754 | 0.0000 | 0.0000 | -306.20 | 11461.80 |
| 91 | 2006.10.31 16:40 | sell | 46 | 2.00 | 1.2775 | 0.0000 | 0.0000 | ||
| 92 | 2006.11.01 15:05 | close | 46 | 2.00 | 1.2790 | 0.0000 | 0.0000 | -300.60 | 11161.20 |
| 93 | 2006.11.01 16:50 | sell | 47 | 2.00 | 1.2772 | 0.0000 | 0.0000 | ||
| 94 | 2006.11.03 13:40 | close | 47 | 2.00 | 1.2702 | 0.0000 | 0.0000 | 1442.60 | 12603.80 |
| 95 | 2006.11.03 14:05 | sell | 48 | 2.00 | 1.2693 | 0.0000 | 0.0000 | ||
| 96 | 2006.11.03 15:00 | close | 48 | 2.00 | 1.2711 | 0.0000 | 0.0000 | -375.00 | 12228.80 |
| 97 | 2006.11.07 15:40 | sell | 49 | 2.00 | 1.2802 | 0.0000 | 0.0000 | ||
| 98 | 2006.11.09 16:30 | close | 49 | 2.00 | 1.2822 | 0.0000 | 0.0000 | -357.40 | 11871.40 |
| 99 | 2006.11.09 17:50 | sell | 50 | 2.00 | 1.2834 | 0.0000 | 0.0000 | ||
| 100 | 2006.11.10 02:05 | close | 50 | 2.00 | 1.2859 | 0.0000 | 0.0000 | -500.60 | 11370.80 |
| 101 | 2006.11.10 10:25 | sell | 51 | 2.00 | 1.2876 | 0.0000 | 0.0000 | ||
| 102 | 2006.11.10 20:59 | close at stop | 51 | 2.00 | 1.2847 | 0.0000 | 0.0000 | 565.00 | 11935.80 |