| Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2013.09.10 00:00 - 2014.09.11 23:59 (2013.09.10 - 2014.09.11) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Starting_Lot=0.1; Increasing_Lot=false; Risk=0.05; comment="KelnerPro"; MagicNumber=12780; Slip=3; MaxOpenOrders=3; | ||||
| Bars in test | 75261 | Ticks modelled | 11501615 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 4000.00 | Spread | 3 | ||
| Total net profit | 324.20 | Gross profit | 763.60 | Gross loss | -439.40 |
| Profit factor | 1.74 | Expected payoff | 6.75 | ||
| Absolute drawdown | 99.00 | Maximal drawdown | 153.70 (3.66%) | Relative drawdown | 3.66% (153.70) |
| Total trades | 48 | Short positions (won %) | 21 (23.81%) | Long positions (won %) | 27 (51.85%) |
| Profit trades (% of total) | 19 (39.58%) | Loss trades (% of total) | 29 (60.42%) | ||
| Largest | profit trade | 58.20 | loss trade | -28.80 | |
| Average | profit trade | 40.19 | loss trade | -15.15 | |
| Maximum | consecutive wins (profit in money) | 3 (165.90) | consecutive losses (loss in money) | 8 (-85.50) | |
| Maximal | consecutive profit (count of wins) | 165.90 (3) | consecutive loss (count of losses) | -85.50 (8) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2013.09.10 00:05 | sell | 1 | 0.10 | 0.80144 | 0.00000 | 0.00000 | ||
| 2 | 2013.09.10 00:05 | modify | 1 | 0.10 | 0.80144 | 0.80248 | 0.80134 | ||
| 3 | 2013.09.10 00:05 | close | 1 | 0.10 | 0.80167 | 0.80248 | 0.80134 | -2.30 | 3997.70 |
| 4 | 2013.09.10 00:10 | buy | 2 | 0.10 | 0.80177 | 0.00000 | 0.00000 | ||
| 5 | 2013.09.10 00:10 | modify | 2 | 0.10 | 0.80177 | 0.80073 | 0.80187 | ||
| 6 | 2013.09.10 00:10 | close | 2 | 0.10 | 0.80155 | 0.80073 | 0.80187 | -2.20 | 3995.50 |
| 7 | 2013.09.10 00:15 | buy | 3 | 0.10 | 0.80196 | 0.00000 | 0.00000 | ||
| 8 | 2013.09.10 00:15 | modify | 3 | 0.10 | 0.80196 | 0.80087 | 0.80218 | ||
| 9 | 2013.09.10 00:15 | close | 3 | 0.10 | 0.80176 | 0.80087 | 0.80218 | -2.00 | 3993.50 |
| 10 | 2013.09.10 00:20 | buy | 4 | 0.10 | 0.80238 | 0.00000 | 0.00000 | ||
| 11 | 2013.09.10 00:20 | modify | 4 | 0.10 | 0.80238 | 0.80120 | 0.80280 | ||
| 12 | 2013.09.10 00:39 | close | 4 | 0.10 | 0.80198 | 0.80120 | 0.80280 | -4.00 | 3989.50 |
| 13 | 2013.09.11 21:15 | buy | 5 | 0.10 | 0.81334 | 0.00000 | 0.00000 | ||
| 14 | 2013.09.11 21:15 | modify | 5 | 0.10 | 0.81334 | 0.81107 | 0.81635 | ||
| 15 | 2013.09.11 21:20 | buy | 6 | 0.10 | 0.81336 | 0.00000 | 0.00000 | ||
| 16 | 2013.09.11 21:20 | modify | 6 | 0.10 | 0.81336 | 0.81114 | 0.81625 | ||
| 17 | 2013.09.12 02:00 | close | 6 | 0.10 | 0.81206 | 0.81114 | 0.81625 | -13.00 | 3976.50 |
| 18 | 2013.09.12 02:00 | close | 5 | 0.10 | 0.81206 | 0.81107 | 0.81635 | -12.80 | 3963.70 |
| 19 | 2013.09.15 21:15 | sell | 7 | 0.10 | 0.81955 | 0.00000 | 0.00000 | ||
| 20 | 2013.09.15 21:15 | modify | 7 | 0.10 | 0.81955 | 0.82251 | 0.81491 | ||
| 21 | 2013.09.15 21:20 | sell | 8 | 0.10 | 0.81964 | 0.00000 | 0.00000 | ||
| 22 | 2013.09.15 21:20 | modify | 8 | 0.10 | 0.81964 | 0.82260 | 0.81500 | ||
| 23 | 2013.09.15 21:40 | close | 7 | 0.10 | 0.82159 | 0.82251 | 0.81491 | -20.40 | 3943.30 |
| 24 | 2013.09.15 21:42 | close | 8 | 0.10 | 0.82252 | 0.82260 | 0.81500 | -28.80 | 3914.50 |
| 25 | 2013.09.18 18:05 | buy | 9 | 0.10 | 0.83027 | 0.00000 | 0.00000 | ||
| 26 | 2013.09.18 18:05 | modify | 9 | 0.10 | 0.83027 | 0.82718 | 0.83522 | ||
| 27 | 2013.09.18 18:10 | buy | 10 | 0.10 | 0.83304 | 0.00000 | 0.00000 | ||
| 28 | 2013.09.18 18:10 | modify | 10 | 0.10 | 0.83304 | 0.82958 | 0.83886 | ||
| 29 | 2013.09.18 18:15 | buy | 11 | 0.10 | 0.83190 | 0.00000 | 0.00000 | ||
| 30 | 2013.09.18 18:15 | modify | 11 | 0.10 | 0.83190 | 0.82844 | 0.83772 | ||
| 31 | 2013.09.18 18:49 | t/p | 9 | 0.10 | 0.83522 | 0.82718 | 0.83522 | 49.50 | 3964.00 |
| 32 | 2013.09.18 20:14 | t/p | 11 | 0.10 | 0.83772 | 0.82844 | 0.83772 | 58.20 | 4022.20 |
| 33 | 2013.09.18 23:44 | t/p | 10 | 0.10 | 0.83886 | 0.82958 | 0.83886 | 58.20 | 4080.40 |
| 34 | 2013.10.22 12:35 | buy | 12 | 0.10 | 0.85015 | 0.00000 | 0.00000 | ||
| 35 | 2013.10.22 12:35 | modify | 12 | 0.10 | 0.85015 | 0.84792 | 0.85306 | ||
| 36 | 2013.10.22 12:40 | buy | 13 | 0.10 | 0.85083 | 0.00000 | 0.00000 | ||
| 37 | 2013.10.22 12:40 | modify | 13 | 0.10 | 0.85083 | 0.84835 | 0.85434 | ||
| 38 | 2013.10.22 12:45 | buy | 14 | 0.10 | 0.84985 | 0.00000 | 0.00000 | ||
| 39 | 2013.10.22 12:45 | modify | 14 | 0.10 | 0.84985 | 0.84743 | 0.85323 | ||
| 40 | 2013.10.22 12:49 | close | 13 | 0.10 | 0.84916 | 0.84835 | 0.85434 | -16.70 | 4063.70 |
| 41 | 2013.10.22 12:50 | buy | 15 | 0.10 | 0.84946 | 0.00000 | 0.00000 | ||
| 42 | 2013.10.22 12:50 | modify | 15 | 0.10 | 0.84946 | 0.84704 | 0.85284 | ||
| 43 | 2013.10.22 14:03 | t/p | 15 | 0.10 | 0.85284 | 0.84704 | 0.85284 | 33.80 | 4097.50 |
| 44 | 2013.10.22 14:04 | t/p | 12 | 0.10 | 0.85306 | 0.84792 | 0.85306 | 29.10 | 4126.60 |
| 45 | 2013.10.22 14:04 | t/p | 14 | 0.10 | 0.85323 | 0.84743 | 0.85323 | 33.80 | 4160.40 |
| 46 | 2013.10.23 04:30 | sell | 16 | 0.10 | 0.84017 | 0.00000 | 0.00000 | ||
| 47 | 2013.10.23 04:30 | modify | 16 | 0.10 | 0.84017 | 0.84340 | 0.83489 | ||
| 48 | 2013.10.23 06:04 | close | 16 | 0.10 | 0.84241 | 0.84340 | 0.83489 | -22.40 | 4138.00 |
| 49 | 2013.12.06 13:35 | sell | 17 | 0.10 | 0.81445 | 0.00000 | 0.00000 | ||
| 50 | 2013.12.06 13:35 | modify | 17 | 0.10 | 0.81445 | 0.81663 | 0.81166 | ||
| 51 | 2013.12.06 13:40 | sell | 18 | 0.10 | 0.81633 | 0.00000 | 0.00000 | ||
| 52 | 2013.12.06 13:40 | modify | 18 | 0.10 | 0.81633 | 0.81852 | 0.81352 | ||
| 53 | 2013.12.06 13:40 | close | 17 | 0.10 | 0.81653 | 0.81663 | 0.81166 | -20.80 | 4117.20 |
| 54 | 2013.12.06 13:42 | close | 18 | 0.10 | 0.81773 | 0.81852 | 0.81352 | -14.00 | 4103.20 |
| 55 | 2013.12.06 14:00 | buy | 19 | 0.10 | 0.82070 | 0.00000 | 0.00000 | ||
| 56 | 2013.12.06 14:00 | modify | 19 | 0.10 | 0.82070 | 0.81837 | 0.82385 | ||
| 57 | 2013.12.06 14:05 | buy | 20 | 0.10 | 0.82305 | 0.00000 | 0.00000 | ||
| 58 | 2013.12.06 14:05 | modify | 20 | 0.10 | 0.82305 | 0.82039 | 0.82699 | ||
| 59 | 2013.12.06 14:05 | t/p | 19 | 0.10 | 0.82385 | 0.81837 | 0.82385 | 31.50 | 4134.70 |
| 60 | 2013.12.06 14:12 | close | 20 | 0.10 | 0.82128 | 0.82039 | 0.82699 | -17.70 | 4117.00 |
| 61 | 2013.12.06 14:15 | buy | 21 | 0.10 | 0.82204 | 0.00000 | 0.00000 | ||
| 62 | 2013.12.06 14:15 | modify | 21 | 0.10 | 0.82204 | 0.81907 | 0.82671 | ||
| 63 | 2013.12.06 15:34 | t/p | 21 | 0.10 | 0.82671 | 0.81907 | 0.82671 | 46.70 | 4163.70 |
| 64 | 2013.12.11 20:05 | buy | 22 | 0.10 | 0.82835 | 0.00000 | 0.00000 | ||
| 65 | 2013.12.11 20:05 | modify | 22 | 0.10 | 0.82835 | 0.82597 | 0.83161 | ||
| 66 | 2013.12.11 20:16 | close | 22 | 0.10 | 0.82694 | 0.82597 | 0.83161 | -14.10 | 4149.60 |
| 67 | 2013.12.12 13:35 | sell | 23 | 0.10 | 0.82655 | 0.00000 | 0.00000 | ||
| 68 | 2013.12.12 13:35 | modify | 23 | 0.10 | 0.82655 | 0.82870 | 0.82384 | ||
| 69 | 2013.12.12 13:37 | close | 23 | 0.10 | 0.82782 | 0.82870 | 0.82384 | -12.70 | 4136.90 |
| 70 | 2014.01.10 13:35 | buy | 24 | 0.10 | 0.82601 | 0.00000 | 0.00000 | ||
| 71 | 2014.01.10 13:35 | modify | 24 | 0.10 | 0.82601 | 0.82378 | 0.82892 | ||
| 72 | 2014.01.10 13:38 | close | 24 | 0.10 | 0.82470 | 0.82378 | 0.82892 | -13.10 | 4123.80 |
| 73 | 2014.01.10 13:55 | buy | 25 | 0.10 | 0.82423 | 0.00000 | 0.00000 | ||
| 74 | 2014.01.10 13:55 | modify | 25 | 0.10 | 0.82423 | 0.82200 | 0.82714 | ||
| 75 | 2014.01.10 14:36 | t/p | 25 | 0.10 | 0.82714 | 0.82200 | 0.82714 | 29.10 | 4152.90 |
| 76 | 2014.01.20 21:55 | buy | 26 | 0.10 | 0.83124 | 0.00000 | 0.00000 | ||
| 77 | 2014.01.20 21:55 | modify | 26 | 0.10 | 0.83124 | 0.82898 | 0.83423 | ||
| 78 | 2014.01.20 22:00 | buy | 27 | 0.10 | 0.83278 | 0.00000 | 0.00000 | ||
| 79 | 2014.01.20 22:00 | modify | 27 | 0.10 | 0.83278 | 0.83024 | 0.83644 | ||
| 80 | 2014.01.20 22:05 | buy | 28 | 0.10 | 0.83225 | 0.00000 | 0.00000 | ||
| 81 | 2014.01.20 22:05 | modify | 28 | 0.10 | 0.83225 | 0.82971 | 0.83591 | ||
| 82 | 2014.01.20 23:44 | close | 27 | 0.10 | 0.83113 | 0.83024 | 0.83644 | -16.50 | 4136.40 |
| 83 | 2014.01.21 08:32 | close | 28 | 0.10 | 0.83016 | 0.82971 | 0.83591 | -20.90 | 4115.50 |
| 84 | 2014.01.21 08:33 | close | 26 | 0.10 | 0.82984 | 0.82898 | 0.83423 | -14.00 | 4101.50 |
| 85 | 2014.01.29 20:05 | sell | 29 | 0.10 | 0.82049 | 0.00000 | 0.00000 | ||
| 86 | 2014.01.29 20:05 | modify | 29 | 0.10 | 0.82049 | 0.82303 | 0.81685 | ||
| 87 | 2014.01.29 20:10 | sell | 30 | 0.10 | 0.82070 | 0.00000 | 0.00000 | ||
| 88 | 2014.01.29 20:10 | modify | 30 | 0.10 | 0.82070 | 0.82325 | 0.81704 | ||
| 89 | 2014.01.29 20:15 | sell | 31 | 0.10 | 0.81878 | 0.00000 | 0.00000 | ||
| 90 | 2014.01.29 20:15 | modify | 31 | 0.10 | 0.81878 | 0.82158 | 0.81451 | ||
| 91 | 2014.01.29 20:27 | close | 31 | 0.10 | 0.82129 | 0.82158 | 0.81451 | -25.10 | 4076.40 |
| 92 | 2014.01.30 06:25 | t/p | 30 | 0.10 | 0.81704 | 0.82325 | 0.81704 | 36.60 | 4113.00 |
| 93 | 2014.01.30 06:27 | t/p | 29 | 0.10 | 0.81685 | 0.82303 | 0.81685 | 36.40 | 4149.40 |
| 94 | 2014.03.12 20:25 | buy | 32 | 0.10 | 0.85126 | 0.00000 | 0.00000 | ||
| 95 | 2014.03.12 20:25 | modify | 32 | 0.10 | 0.85126 | 0.84879 | 0.85475 | ||
| 96 | 2014.03.13 00:30 | t/p | 32 | 0.10 | 0.85475 | 0.84879 | 0.85475 | 34.90 | 4184.30 |
| 97 | 2014.03.19 18:10 | sell | 33 | 0.10 | 0.85785 | 0.00000 | 0.00000 | ||
| 98 | 2014.03.19 18:10 | modify | 33 | 0.10 | 0.85785 | 0.86006 | 0.85498 | ||
| 99 | 2014.03.19 18:15 | sell | 34 | 0.10 | 0.85536 | 0.00000 | 0.00000 | ||
| 100 | 2014.03.19 18:15 | modify | 34 | 0.10 | 0.85536 | 0.85798 | 0.85151 | ||
| 101 | 2014.03.19 18:20 | sell | 35 | 0.10 | 0.85556 | 0.00000 | 0.00000 | ||
| 102 | 2014.03.19 18:20 | modify | 35 | 0.10 | 0.85556 | 0.85818 | 0.85171 | ||
| 103 | 2014.03.19 18:28 | close | 34 | 0.10 | 0.85703 | 0.85798 | 0.85151 | -16.70 | 4167.60 |
| 104 | 2014.03.19 19:01 | t/p | 33 | 0.10 | 0.85498 | 0.86006 | 0.85498 | 28.70 | 4196.30 |
| 105 | 2014.03.19 20:36 | close | 35 | 0.10 | 0.85719 | 0.85818 | 0.85171 | -16.30 | 4180.00 |
| 106 | 2014.04.09 18:25 | buy | 36 | 0.10 | 0.87045 | 0.00000 | 0.00000 | ||
| 107 | 2014.04.09 18:25 | modify | 36 | 0.10 | 0.87045 | 0.86830 | 0.87318 | ||
| 108 | 2014.04.10 00:05 | t/p | 36 | 0.10 | 0.87318 | 0.86830 | 0.87318 | 27.30 | 4207.30 |
| 109 | 2014.05.02 12:45 | sell | 37 | 0.10 | 0.85962 | 0.00000 | 0.00000 | ||
| 110 | 2014.05.02 12:45 | modify | 37 | 0.10 | 0.85962 | 0.86181 | 0.85681 | ||
| 111 | 2014.05.02 12:50 | sell | 38 | 0.10 | 0.86019 | 0.00000 | 0.00000 | ||
| 112 | 2014.05.02 12:50 | modify | 38 | 0.10 | 0.86019 | 0.86238 | 0.85738 | ||
| 113 | 2014.05.02 12:53 | close | 37 | 0.10 | 0.86084 | 0.86181 | 0.85681 | -12.20 | 4195.10 |
| 114 | 2014.05.02 12:55 | sell | 39 | 0.10 | 0.86063 | 0.00000 | 0.00000 | ||
| 115 | 2014.05.02 12:55 | modify | 39 | 0.10 | 0.86063 | 0.86282 | 0.85782 | ||
| 116 | 2014.05.02 13:46 | close | 38 | 0.10 | 0.86145 | 0.86238 | 0.85738 | -12.60 | 4182.50 |
| 117 | 2014.05.02 13:52 | close | 39 | 0.10 | 0.86191 | 0.86282 | 0.85782 | -12.80 | 4169.70 |
| 118 | 2014.06.11 21:05 | buy | 40 | 0.10 | 0.86259 | 0.00000 | 0.00000 | ||
| 119 | 2014.06.11 21:05 | modify | 40 | 0.10 | 0.86259 | 0.85956 | 0.86741 | ||
| 120 | 2014.06.11 21:08 | close | 40 | 0.10 | 0.86023 | 0.85956 | 0.86741 | -23.60 | 4146.10 |
| 121 | 2014.06.11 21:10 | buy | 41 | 0.10 | 0.86036 | 0.00000 | 0.00000 | ||
| 122 | 2014.06.11 21:10 | modify | 41 | 0.10 | 0.86036 | 0.85728 | 0.86528 | ||
| 123 | 2014.06.11 21:15 | buy | 42 | 0.10 | 0.86197 | 0.00000 | 0.00000 | ||
| 124 | 2014.06.11 21:15 | modify | 42 | 0.10 | 0.86197 | 0.85889 | 0.86689 | ||
| 125 | 2014.06.11 21:20 | buy | 43 | 0.10 | 0.86193 | 0.00000 | 0.00000 | ||
| 126 | 2014.06.11 21:20 | modify | 43 | 0.10 | 0.86193 | 0.85885 | 0.86685 | ||
| 127 | 2014.06.12 04:15 | t/p | 41 | 0.10 | 0.86528 | 0.85728 | 0.86528 | 49.20 | 4195.30 |
| 128 | 2014.06.12 06:50 | t/p | 43 | 0.10 | 0.86685 | 0.85885 | 0.86685 | 49.20 | 4244.50 |
| 129 | 2014.06.12 06:50 | t/p | 42 | 0.10 | 0.86689 | 0.85889 | 0.86689 | 49.20 | 4293.70 |
| 130 | 2014.07.23 21:05 | sell | 44 | 0.10 | 0.86327 | 0.00000 | 0.00000 | ||
| 131 | 2014.07.23 21:05 | modify | 44 | 0.10 | 0.86327 | 0.86584 | 0.85954 | ||
| 132 | 2014.07.23 21:10 | sell | 45 | 0.10 | 0.86099 | 0.00000 | 0.00000 | ||
| 133 | 2014.07.23 21:10 | modify | 45 | 0.10 | 0.86099 | 0.86388 | 0.85651 | ||
| 134 | 2014.07.23 21:15 | sell | 46 | 0.10 | 0.86141 | 0.00000 | 0.00000 | ||
| 135 | 2014.07.23 21:15 | modify | 46 | 0.10 | 0.86141 | 0.86430 | 0.85692 | ||
| 136 | 2014.07.23 21:50 | close | 45 | 0.10 | 0.86304 | 0.86388 | 0.85651 | -20.50 | 4273.20 |
| 137 | 2014.07.24 03:04 | t/p | 44 | 0.10 | 0.85954 | 0.86584 | 0.85954 | 37.30 | 4310.50 |
| 138 | 2014.07.24 06:45 | t/p | 46 | 0.10 | 0.85692 | 0.86430 | 0.85692 | 44.90 | 4355.40 |
| 139 | 2014.08.24 21:35 | sell | 47 | 0.10 | 0.83452 | 0.00000 | 0.00000 | ||
| 140 | 2014.08.24 21:35 | modify | 47 | 0.10 | 0.83452 | 0.83694 | 0.83117 | ||
| 141 | 2014.08.24 21:40 | sell | 48 | 0.10 | 0.83471 | 0.00000 | 0.00000 | ||
| 142 | 2014.08.24 21:40 | modify | 48 | 0.10 | 0.83471 | 0.83713 | 0.83136 | ||
| 143 | 2014.08.24 23:17 | close | 47 | 0.10 | 0.83597 | 0.83694 | 0.83117 | -14.50 | 4340.90 |
| 144 | 2014.08.24 23:20 | close | 48 | 0.10 | 0.83638 | 0.83713 | 0.83136 | -16.70 | 4324.20 |