| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 15 Minutes (M15) 2011.01.02 22:00 - 2011.07.13 13:59 (2011.01.02 - 2011.07.13) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | target_profit="500%"; Ket_Cek="Change cek, to change lot"; cek=2000; Hour_Start_Trade=23; Hour_Stop_Trade=2; StopLoss=20; TakeProfit=6; MaxSpread=5; | ||||
| Bars in test | 13193 | Ticks modelled | 4909940 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 5000.00 | ||||
| Total net profit | -980.35 | Gross profit | 2610.37 | Gross loss | -3590.72 |
| Profit factor | 0.73 | Expected payoff | -22.80 | ||
| Absolute drawdown | 996.71 | Maximal drawdown | 1589.67 (28.42%) | Relative drawdown | 28.42% (1589.67) |
| Total trades | 43 | Short positions (won %) | 23 (65.22%) | Long positions (won %) | 20 (65.00%) |
| Profit trades (% of total) | 28 (65.12%) | Loss trades (% of total) | 15 (34.88%) | ||
| Largest | profit trade | 137.84 | loss trade | -677.44 | |
| Average | profit trade | 93.23 | loss trade | -239.38 | |
| Maximum | consecutive wins (profit in money) | 9 (901.27) | consecutive losses (loss in money) | 2 (-1130.95) | |
| Maximal | consecutive profit (count of wins) | 901.27 (9) | consecutive loss (count of losses) | -1130.95 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.01.03 23:08 | buy | 1 | 2.50 | 0.99292 | 0.98972 | 0.99393 | ||
| 2 | 2011.01.04 00:55 | close | 1 | 2.50 | 0.99326 | 0.98972 | 0.99393 | 48.08 | 5048.08 |
| 3 | 2011.01.04 01:23 | sell | 2 | 2.52 | 0.99347 | 0.99547 | 0.99162 | ||
| 4 | 2011.01.04 01:55 | close | 2 | 2.52 | 0.99305 | 0.99547 | 0.99162 | 106.58 | 5154.66 |
| 5 | 2011.01.04 23:26 | buy | 3 | 2.57 | 0.99811 | 0.99593 | 0.99910 | ||
| 6 | 2011.01.05 01:08 | close | 3 | 2.57 | 0.99848 | 0.99593 | 0.99910 | 56.68 | 5211.34 |
| 7 | 2011.01.05 01:09 | sell | 4 | 2.60 | 0.99867 | 1.00067 | 0.99668 | ||
| 8 | 2011.01.05 07:05 | s/l | 4 | 2.60 | 1.00067 | 1.00067 | 0.99668 | -519.65 | 4691.69 |
| 9 | 2011.01.05 23:26 | sell | 5 | 2.34 | 0.99683 | 0.99883 | 0.99494 | ||
| 10 | 2011.01.06 00:01 | close | 5 | 2.34 | 0.99640 | 0.99883 | 0.99494 | 108.00 | 4799.69 |
| 11 | 2011.01.06 00:25 | buy | 6 | 2.39 | 0.99585 | 0.99385 | 0.99692 | ||
| 12 | 2011.01.06 02:53 | close | 6 | 2.39 | 0.99614 | 0.99385 | 0.99692 | 69.58 | 4869.27 |
| 13 | 2011.01.06 23:25 | sell | 7 | 2.43 | 0.99728 | 0.99928 | 0.99616 | ||
| 14 | 2011.01.07 00:24 | close | 7 | 2.43 | 0.99688 | 0.99928 | 0.99616 | 99.93 | 4969.20 |
| 15 | 2011.01.07 00:24 | buy | 8 | 2.48 | 0.99676 | 0.99356 | 0.99769 | ||
| 16 | 2011.01.07 00:54 | close | 8 | 2.48 | 0.99716 | 0.99356 | 0.99769 | 99.48 | 5068.68 |
| 17 | 2011.01.07 01:08 | sell | 9 | 2.53 | 0.99769 | 0.99969 | 0.99641 | ||
| 18 | 2011.01.07 01:35 | close | 9 | 2.53 | 0.99729 | 0.99969 | 0.99641 | 101.47 | 5170.15 |
| 19 | 2011.01.10 01:22 | sell | 10 | 2.58 | 0.99224 | 0.99439 | 0.99155 | ||
| 20 | 2011.01.10 01:44 | close | 10 | 2.58 | 0.99182 | 0.99439 | 0.99155 | 109.25 | 5279.40 |
| 21 | 2011.01.10 01:47 | buy | 11 | 2.63 | 0.99167 | 0.98955 | 0.99240 | ||
| 22 | 2011.01.10 02:31 | close | 11 | 2.63 | 0.99219 | 0.98955 | 0.99240 | 137.84 | 5417.24 |
| 23 | 2011.01.10 23:55 | buy | 12 | 2.70 | 0.99287 | 0.99087 | 0.99343 | ||
| 24 | 2011.01.11 00:36 | close | 12 | 2.70 | 0.99330 | 0.99087 | 0.99343 | 76.38 | 5493.62 |
| 25 | 2011.01.11 00:36 | sell | 13 | 2.74 | 0.99330 | 0.99543 | 0.99252 | ||
| 26 | 2011.01.11 01:52 | close | 13 | 2.74 | 0.99294 | 0.99543 | 0.99252 | 99.34 | 5592.96 |
| 27 | 2011.01.11 23:00 | buy | 14 | 2.79 | 0.98992 | 0.98767 | 0.99108 | ||
| 28 | 2011.01.12 06:19 | s/l | 14 | 2.79 | 0.98767 | 0.98767 | 0.99108 | -677.44 | 4915.52 |
| 29 | 2011.01.12 23:49 | sell | 15 | 2.45 | 0.98654 | 0.98974 | 0.98585 | ||
| 30 | 2011.01.13 00:39 | close | 15 | 2.45 | 0.98606 | 0.98974 | 0.98585 | 126.61 | 5042.13 |
| 31 | 2011.01.13 00:39 | buy | 16 | 2.52 | 0.98600 | 0.98280 | 0.98677 | ||
| 32 | 2011.01.13 00:50 | close | 16 | 2.52 | 0.98641 | 0.98280 | 0.98677 | 104.74 | 5146.87 |
| 33 | 2011.01.13 00:55 | sell | 17 | 2.57 | 0.98682 | 0.98882 | 0.98585 | ||
| 34 | 2011.01.13 01:12 | close | 17 | 2.57 | 0.98642 | 0.98882 | 0.98585 | 104.22 | 5251.09 |
| 35 | 2011.01.13 23:30 | buy | 18 | 2.62 | 0.98902 | 0.98661 | 0.98987 | ||
| 36 | 2011.01.14 00:20 | sell | 19 | 2.62 | 0.98939 | 0.99139 | 0.98857 | ||
| 37 | 2011.01.14 00:36 | close | 18 | 2.62 | 0.98933 | 0.98661 | 0.98987 | 42.80 | 5293.89 |
| 38 | 2011.01.14 04:29 | close | 19 | 2.62 | 0.98975 | 0.99139 | 0.98857 | -95.30 | 5198.59 |
| 39 | 2011.01.17 01:03 | sell | 20 | 2.59 | 0.98828 | 0.99148 | 0.98732 | ||
| 40 | 2011.01.17 06:35 | close | 20 | 2.59 | 0.98866 | 0.99148 | 0.98732 | -99.55 | 5099.04 |
| 41 | 2011.01.17 23:10 | buy | 21 | 2.54 | 0.98701 | 0.98501 | 0.98809 | ||
| 42 | 2011.01.18 00:00 | close | 21 | 2.54 | 0.98743 | 0.98501 | 0.98809 | 69.94 | 5168.98 |
| 43 | 2011.01.18 00:14 | sell | 22 | 2.58 | 0.98755 | 0.98955 | 0.98675 | ||
| 44 | 2011.01.18 01:44 | close | 22 | 2.58 | 0.98725 | 0.98955 | 0.98675 | 78.40 | 5247.38 |
| 45 | 2011.01.18 01:54 | buy | 23 | 2.62 | 0.98685 | 0.98365 | 0.98869 | ||
| 46 | 2011.01.18 09:05 | close | 23 | 2.62 | 0.98645 | 0.98365 | 0.98869 | -106.24 | 5141.14 |
| 47 | 2011.01.18 23:06 | sell | 24 | 2.57 | 0.99251 | 0.99540 | 0.99070 | ||
| 48 | 2011.01.19 00:06 | close | 24 | 2.57 | 0.99221 | 0.99540 | 0.99070 | 80.28 | 5221.42 |
| 49 | 2011.01.19 00:21 | buy | 25 | 2.61 | 0.99141 | 0.98870 | 0.99250 | ||
| 50 | 2011.01.19 04:34 | close | 25 | 2.61 | 0.99102 | 0.98870 | 0.99250 | -102.71 | 5118.71 |
| 51 | 2011.01.19 23:55 | sell | 26 | 2.55 | 0.99566 | 0.99886 | 0.99472 | ||
| 52 | 2011.01.20 03:22 | close | 26 | 2.55 | 0.99572 | 0.99886 | 0.99472 | -7.72 | 5110.99 |
| 53 | 2011.01.20 23:25 | buy | 27 | 2.55 | 0.99728 | 0.99478 | 0.99790 | ||
| 54 | 2011.01.21 01:21 | sell | 28 | 2.55 | 0.99714 | 1.00034 | 0.99602 | ||
| 55 | 2011.01.21 01:21 | sell | 29 | 2.55 | 0.99718 | 1.00038 | 0.99602 | ||
| 56 | 2011.01.21 01:30 | close | 28 | 2.55 | 0.99673 | 1.00034 | 0.99602 | 104.89 | 5215.88 |
| 57 | 2011.01.21 01:30 | close | 29 | 2.55 | 0.99672 | 1.00038 | 0.99602 | 117.69 | 5333.57 |
| 58 | 2011.01.21 02:48 | close | 27 | 2.55 | 0.99719 | 0.99478 | 0.99790 | -61.26 | 5272.31 |
| 59 | 2011.01.24 00:17 | sell | 30 | 2.63 | 0.99381 | 0.99701 | 0.99310 | ||
| 60 | 2011.01.24 02:03 | close | 30 | 2.63 | 0.99351 | 0.99701 | 0.99310 | 79.42 | 5351.73 |
| 61 | 2011.01.24 23:28 | buy | 31 | 2.67 | 0.99358 | 0.99127 | 0.99412 | ||
| 62 | 2011.01.25 00:30 | close | 31 | 2.67 | 0.99395 | 0.99127 | 0.99412 | 59.34 | 5411.07 |
| 63 | 2011.01.25 00:30 | sell | 32 | 2.70 | 0.99395 | 0.99612 | 0.99323 | ||
| 64 | 2011.01.25 00:45 | close | 32 | 2.70 | 0.99355 | 0.99612 | 0.99323 | 108.70 | 5519.77 |
| 65 | 2011.01.25 00:45 | buy | 33 | 2.75 | 0.99346 | 0.99146 | 0.99412 | ||
| 66 | 2011.01.25 06:11 | s/l | 33 | 2.75 | 0.99146 | 0.99146 | 0.99412 | -554.74 | 4965.03 |
| 67 | 2011.01.25 23:50 | sell | 34 | 2.48 | 0.99708 | 1.00028 | 0.99516 | ||
| 68 | 2011.01.26 01:39 | buy | 35 | 2.48 | 0.99729 | 0.99472 | 0.99801 | ||
| 69 | 2011.01.26 01:52 | buy | 36 | 2.48 | 0.99706 | 0.99386 | 0.99801 | ||
| 70 | 2011.01.26 01:58 | close | 36 | 2.48 | 0.99751 | 0.99386 | 0.99801 | 111.88 | 5076.91 |
| 71 | 2011.01.26 03:24 | close | 34 | 2.48 | 0.99717 | 1.00028 | 0.99516 | -19.90 | 5057.01 |
| 72 | 2011.01.26 07:41 | close | 35 | 2.48 | 0.99690 | 0.99472 | 0.99801 | -97.02 | 4959.99 |
| 73 | 2011.01.27 00:11 | sell | 37 | 2.47 | 0.99576 | 0.99770 | 0.99362 | ||
| 74 | 2011.01.27 00:40 | close | 37 | 2.47 | 0.99535 | 0.99770 | 0.99362 | 101.74 | 5061.73 |
| 75 | 2011.01.27 00:42 | buy | 38 | 2.53 | 0.99508 | 0.99255 | 0.99597 | ||
| 76 | 2011.01.27 01:42 | close | 38 | 2.53 | 0.99555 | 0.99255 | 0.99597 | 119.44 | 5181.17 |
| 77 | 2011.01.27 23:00 | sell | 39 | 2.59 | 0.99494 | 0.99694 | 0.99305 | ||
| 78 | 2011.01.28 07:56 | s/l | 39 | 2.59 | 0.99694 | 0.99694 | 0.99305 | -517.00 | 4664.17 |
| 79 | 2011.01.31 23:51 | buy | 40 | 2.33 | 1.00048 | 0.99800 | 1.00168 | ||
| 80 | 2011.02.01 04:24 | s/l | 40 | 2.33 | 0.99800 | 0.99800 | 1.00168 | -613.95 | 4050.22 |
| 81 | 2011.02.02 00:09 | buy | 41 | 2.02 | 0.99032 | 0.98821 | 0.99075 | ||
| 82 | 2011.02.02 00:34 | sell | 42 | 2.02 | 0.99064 | 0.99384 | 0.99009 | ||
| 83 | 2011.02.02 00:34 | sell | 43 | 2.02 | 0.99064 | 0.99384 | 0.99009 | ||
| 84 | 2011.02.02 00:47 | t/p | 41 | 2.02 | 0.99075 | 0.98821 | 0.99075 | 87.67 | 4137.89 |
| 85 | 2011.02.02 00:47 | close at stop | 43 | 2.02 | 0.99093 | 0.99384 | 0.99009 | -59.12 | 4078.77 |
| 86 | 2011.02.02 00:47 | close at stop | 42 | 2.02 | 0.99093 | 0.99384 | 0.99009 | -59.12 | 4019.65 |