| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2006.10.04 03:00 - 2007.02.09 21:00 | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | dLots=1; dStopLossUSD=350; dTakeProfitUSD=850; iBBPeriodFast=41; iBBPeriodSlow=96; iBBDeviation=3; magicNumber=202228; | ||||
| Bars in test | 2266 | Ticks modelled | 136772 | Modelling quality | 63.37% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 2297.29 | Gross profit | 5428.48 | Gross loss | -3131.18 |
| Profit factor | 1.73 | Expected payoff | 164.09 | ||
| Absolute drawdown | 364.66 | Maximal drawdown | 1221.03 (10.64%) | Relative drawdown | 10.64% (1221.03) |
| Total trades | 14 | Short positions (won %) | 14 (42.86%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 6 (42.86%) | Loss trades (% of total) | 8 (57.14%) | ||
| Largest | profit trade | 1029.45 | loss trade | -487.72 | |
| Average | profit trade | 904.75 | loss trade | -391.40 | |
| Maximum | consecutive wins (profit in money) | 2 (1835.90) | consecutive losses (loss in money) | 3 (-1221.03) | |
| Maximal | consecutive profit (count of wins) | 1835.90 (2) | consecutive loss (count of losses) | -1221.03 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.10.05 03:00 | sell | 1 | 1.00 | 1.1252 | 0.0000 | 0.0000 | ||
| 2 | 2006.10.10 13:00 | close | 1 | 1.00 | 1.1293 | 0.0000 | 0.0000 | -364.66 | 9635.34 |
| 3 | 2006.10.12 01:00 | sell | 2 | 1.00 | 1.1381 | 0.0000 | 0.0000 | ||
| 4 | 2006.10.19 19:00 | close | 2 | 1.00 | 1.1274 | 0.0000 | 0.0000 | 945.35 | 10580.68 |
| 5 | 2006.10.20 01:00 | sell | 3 | 1.00 | 1.1282 | 0.0000 | 0.0000 | ||
| 6 | 2006.10.27 17:00 | close | 3 | 1.00 | 1.1182 | 0.0000 | 0.0000 | 890.55 | 11471.23 |
| 7 | 2006.11.01 01:00 | sell | 4 | 1.00 | 1.1222 | 0.0000 | 0.0000 | ||
| 8 | 2006.11.01 07:00 | close | 4 | 1.00 | 1.1277 | 0.0000 | 0.0000 | -487.72 | 10983.51 |
| 9 | 2006.11.02 17:00 | sell | 5 | 1.00 | 1.1359 | 0.0000 | 0.0000 | ||
| 10 | 2006.11.14 10:00 | close | 5 | 1.00 | 1.1400 | 0.0000 | 0.0000 | -365.00 | 10618.52 |
| 11 | 2006.11.14 19:00 | sell | 6 | 1.00 | 1.1378 | 0.0000 | 0.0000 | ||
| 12 | 2006.11.15 14:00 | close | 6 | 1.00 | 1.1420 | 0.0000 | 0.0000 | -368.31 | 10250.20 |
| 13 | 2006.11.20 09:00 | sell | 7 | 1.00 | 1.1447 | 0.0000 | 0.0000 | ||
| 14 | 2006.11.24 11:00 | close | 7 | 1.00 | 1.1330 | 0.0000 | 0.0000 | 1029.45 | 11279.65 |
| 15 | 2006.12.01 00:00 | sell | 8 | 1.00 | 1.1415 | 0.0000 | 0.0000 | ||
| 16 | 2006.12.04 15:00 | close | 8 | 1.00 | 1.1460 | 0.0000 | 0.0000 | -393.20 | 10886.45 |
| 17 | 2006.12.08 02:00 | sell | 9 | 1.00 | 1.1493 | 0.0000 | 0.0000 | ||
| 18 | 2006.12.12 14:00 | close | 9 | 1.00 | 1.1540 | 0.0000 | 0.0000 | -408.35 | 10478.10 |
| 19 | 2006.12.14 06:00 | sell | 10 | 1.00 | 1.1557 | 0.0000 | 0.0000 | ||
| 20 | 2006.12.20 14:00 | close | 10 | 1.00 | 1.1459 | 0.0000 | 0.0000 | 853.08 | 11331.18 |
| 21 | 2007.01.04 17:00 | sell | 11 | 1.00 | 1.1765 | 0.0000 | 0.0000 | ||
| 22 | 2007.01.16 10:00 | close | 11 | 1.00 | 1.1665 | 0.0000 | 0.0000 | 851.92 | 12183.11 |
| 23 | 2007.01.18 04:00 | sell | 12 | 1.00 | 1.1731 | 0.0000 | 0.0000 | ||
| 24 | 2007.01.22 18:00 | close | 12 | 1.00 | 1.1775 | 0.0000 | 0.0000 | -374.74 | 11808.37 |
| 25 | 2007.01.24 03:00 | sell | 13 | 1.00 | 1.1810 | 0.0000 | 0.0000 | ||
| 26 | 2007.02.05 05:00 | close | 13 | 1.00 | 1.1853 | 0.0000 | 0.0000 | -369.20 | 11439.17 |
| 27 | 2007.02.05 21:00 | sell | 14 | 1.00 | 1.1827 | 0.0000 | 0.0000 | ||
| 28 | 2007.02.09 21:59 | close at stop | 14 | 1.00 | 1.1726 | 0.0000 | 0.0000 | 858.12 | 12297.29 |