| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 30 Minutes (M30) 2008.11.12 08:30 - 2009.02.04 02:00 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | BufferSpeed=2; | ||||
| Bars in test | 2819 | Ticks modelled | 3593569 | Modelling quality | 24.14% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 10591.46 | Gross profit | 23417.69 | Gross loss | -12826.23 |
| Profit factor | 1.83 | Expected payoff | 246.31 | ||
| Absolute drawdown | 2575.55 | Maximal drawdown | 6965.56 (48.41%) | Relative drawdown | 48.41% (6965.56) |
| Total trades | 43 | Short positions (won %) | 24 (33.33%) | Long positions (won %) | 19 (42.11%) |
| Profit trades (% of total) | 16 (37.21%) | Loss trades (% of total) | 27 (62.79%) | ||
| Largest | profit trade | 5133.64 | loss trade | -1240.08 | |
| Average | profit trade | 1463.61 | loss trade | -475.05 | |
| Maximum | consecutive wins (profit in money) | 3 (1250.65) | consecutive losses (loss in money) | 9 (-5523.49) | |
| Maximal | consecutive profit (count of wins) | 5133.64 (1) | consecutive loss (count of losses) | -5523.49 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.11.12 12:30 | sell | 1 | 0.50 | 122.78 | 123.08 | 120.78 | ||
| 2 | 2008.11.12 12:55 | close | 1 | 0.50 | 122.02 | 123.08 | 120.78 | 311.42 | 10311.42 |
| 3 | 2008.11.12 14:10 | sell | 2 | 0.50 | 121.04 | 121.34 | 119.04 | ||
| 4 | 2008.11.12 14:55 | close | 2 | 0.50 | 120.61 | 121.34 | 119.04 | 178.26 | 10489.68 |
| 5 | 2008.11.12 15:37 | sell | 3 | 0.50 | 120.07 | 120.37 | 118.07 | ||
| 6 | 2008.11.12 16:22 | close | 3 | 0.50 | 118.27 | 120.37 | 118.07 | 760.97 | 11250.65 |
| 7 | 2008.11.12 17:02 | sell | 4 | 0.55 | 119.57 | 119.87 | 117.57 | ||
| 8 | 2008.11.12 17:12 | s/l | 4 | 0.55 | 119.87 | 119.87 | 117.57 | -137.65 | 11113.00 |
| 9 | 2008.11.12 18:12 | sell | 5 | 1.10 | 119.90 | 120.20 | 117.90 | ||
| 10 | 2008.11.12 20:25 | close | 5 | 1.10 | 119.03 | 120.20 | 117.90 | 804.00 | 11917.00 |
| 11 | 2008.11.13 02:53 | sell | 6 | 0.60 | 119.19 | 119.49 | 117.19 | ||
| 12 | 2008.11.13 03:17 | s/l | 6 | 0.60 | 119.49 | 119.49 | 117.19 | -150.64 | 11766.36 |
| 13 | 2008.11.13 03:37 | buy | 7 | 1.20 | 120.04 | 119.74 | 122.04 | ||
| 14 | 2008.11.13 03:44 | s/l | 7 | 1.20 | 119.74 | 119.74 | 122.04 | -300.65 | 11465.71 |
| 15 | 2008.11.13 04:02 | sell | 8 | 1.80 | 119.50 | 119.80 | 117.50 | ||
| 16 | 2008.11.13 06:25 | s/l | 8 | 1.80 | 119.80 | 119.80 | 117.50 | -450.75 | 11014.96 |
| 17 | 2008.11.13 07:40 | sell | 9 | 2.40 | 118.71 | 119.01 | 116.71 | ||
| 18 | 2008.11.13 08:07 | s/l | 9 | 2.40 | 119.01 | 119.01 | 116.71 | -604.99 | 10409.97 |
| 19 | 2008.11.13 08:10 | buy | 10 | 3.00 | 119.10 | 118.80 | 121.10 | ||
| 20 | 2008.11.13 09:35 | close | 10 | 2.40 | 120.25 | 118.80 | 121.10 | 2295.22 | 12705.19 |
| 21 | 2008.11.13 09:35 | buy | 11 | 0.60 | 119.10 | 118.80 | 121.10 | ||
| 22 | 2008.11.13 09:47 | close | 11 | 0.60 | 119.98 | 118.80 | 121.10 | 440.07 | 13145.26 |
| 23 | 2008.11.13 11:22 | buy | 12 | 0.60 | 119.87 | 119.57 | 121.87 | ||
| 24 | 2008.11.13 11:35 | s/l | 12 | 0.60 | 119.57 | 119.57 | 121.87 | -150.54 | 12994.72 |
| 25 | 2008.11.13 12:10 | buy | 13 | 1.20 | 120.35 | 120.05 | 122.35 | ||
| 26 | 2008.11.13 12:47 | s/l | 13 | 1.20 | 120.05 | 120.05 | 122.35 | -299.88 | 12694.84 |
| 27 | 2008.11.13 14:07 | buy | 14 | 1.80 | 119.91 | 119.61 | 121.91 | ||
| 28 | 2008.11.13 17:17 | s/l | 14 | 1.80 | 119.61 | 119.61 | 121.91 | -451.47 | 12243.37 |
| 29 | 2008.11.13 17:20 | sell | 15 | 2.40 | 119.53 | 119.83 | 117.53 | ||
| 30 | 2008.11.13 17:20 | close | 15 | 2.40 | 119.57 | 119.83 | 117.53 | -80.29 | 12163.08 |
| 31 | 2008.11.13 17:25 | sell | 16 | 2.40 | 119.51 | 119.81 | 117.51 | ||
| 32 | 2008.11.13 17:35 | s/l | 16 | 2.40 | 119.81 | 119.81 | 117.51 | -600.95 | 11562.13 |
| 33 | 2008.11.13 17:42 | sell | 17 | 3.00 | 119.22 | 119.52 | 117.22 | ||
| 34 | 2008.11.13 18:17 | s/l | 17 | 3.00 | 119.52 | 119.52 | 117.22 | -753.01 | 10809.12 |
| 35 | 2008.11.13 18:32 | sell | 18 | 3.60 | 119.31 | 119.61 | 117.31 | ||
| 36 | 2008.11.13 18:37 | s/l | 18 | 3.60 | 119.61 | 119.61 | 117.31 | -902.93 | 9906.19 |
| 37 | 2008.11.13 18:55 | sell | 19 | 4.20 | 120.35 | 120.65 | 118.35 | ||
| 38 | 2008.11.13 19:07 | s/l | 19 | 4.20 | 120.65 | 120.65 | 118.35 | -1044.34 | 8861.85 |
| 39 | 2008.11.13 19:22 | buy | 20 | 5.00 | 121.26 | 120.96 | 123.26 | ||
| 40 | 2008.11.13 19:25 | s/l | 20 | 5.00 | 120.96 | 120.96 | 123.26 | -1240.08 | 7621.77 |
| 41 | 2008.11.13 19:37 | buy | 21 | 6.00 | 121.67 | 121.37 | 123.67 | ||
| 42 | 2008.11.13 19:55 | close | 21 | 6.00 | 122.72 | 121.37 | 123.67 | 5133.64 | 12755.41 |
| 43 | 2008.11.13 20:17 | buy | 22 | 1.20 | 123.63 | 123.33 | 125.63 | ||
| 44 | 2008.11.13 20:25 | s/l | 22 | 1.20 | 123.33 | 123.33 | 125.63 | -291.90 | 12463.51 |
| 45 | 2008.11.13 20:37 | buy | 23 | 2.40 | 124.55 | 124.25 | 126.55 | ||
| 46 | 2008.11.13 20:50 | close | 23 | 2.40 | 125.81 | 124.25 | 126.55 | 2403.62 | 14867.13 |
| 47 | 2008.11.13 23:42 | sell | 24 | 0.75 | 125.16 | 125.46 | 123.16 | ||
| 48 | 2008.11.14 00:55 | close | 24 | 0.75 | 123.87 | 125.46 | 123.16 | 771.54 | 15638.67 |
| 49 | 2008.11.14 08:55 | buy | 25 | 0.80 | 123.04 | 122.74 | 125.04 | ||
| 50 | 2008.11.14 12:12 | s/l | 25 | 0.80 | 122.74 | 122.74 | 125.04 | -195.54 | 15443.13 |
| 51 | 2008.11.14 12:12 | sell | 26 | 1.60 | 122.63 | 122.93 | 120.63 | ||
| 52 | 2008.11.14 14:37 | s/l | 26 | 1.60 | 122.93 | 122.93 | 120.63 | -390.47 | 15052.66 |
| 53 | 2008.11.14 14:47 | buy | 27 | 2.20 | 123.62 | 123.32 | 125.62 | ||
| 54 | 2008.11.14 14:55 | s/l | 27 | 2.20 | 123.32 | 123.32 | 125.62 | -535.19 | 14517.47 |
| 55 | 2008.11.14 15:12 | sell | 28 | 3.00 | 123.37 | 123.67 | 121.37 | ||
| 56 | 2008.11.14 15:46 | close | 28 | 3.00 | 122.28 | 123.67 | 121.37 | 2674.19 | 17191.66 |
| 57 | 2008.11.14 16:12 | buy | 29 | 0.90 | 123.01 | 122.71 | 125.01 | ||
| 58 | 2008.11.14 17:12 | s/l | 29 | 0.90 | 122.71 | 122.71 | 125.01 | -220.03 | 16971.63 |
| 59 | 2008.11.14 17:12 | sell | 30 | 1.80 | 122.65 | 122.95 | 120.65 | ||
| 60 | 2008.11.14 17:37 | s/l | 30 | 1.80 | 122.95 | 122.95 | 120.65 | -439.20 | 16532.43 |
| 61 | 2008.11.14 17:42 | buy | 31 | 2.60 | 123.05 | 122.75 | 125.05 | ||
| 62 | 2008.11.14 18:00 | s/l | 31 | 2.60 | 122.75 | 122.75 | 125.05 | -635.44 | 15896.99 |
| 63 | 2008.11.14 18:03 | sell | 32 | 3.50 | 122.66 | 122.96 | 120.66 | ||
| 64 | 2008.11.14 18:10 | s/l | 32 | 3.50 | 122.96 | 122.96 | 120.66 | -853.94 | 15043.05 |
| 65 | 2008.11.14 18:16 | buy | 33 | 4.40 | 123.11 | 122.81 | 125.11 | ||
| 66 | 2008.11.14 18:37 | close | 33 | 4.40 | 123.60 | 122.81 | 125.11 | 1744.34 | 16787.39 |
| 67 | 2008.11.14 19:12 | buy | 34 | 0.90 | 123.74 | 123.44 | 125.74 | ||
| 68 | 2008.11.14 19:55 | close | 34 | 0.90 | 124.72 | 123.44 | 125.74 | 707.18 | 17494.57 |
| 69 | 2008.11.16 23:15 | sell | 35 | 0.90 | 120.75 | 121.05 | 118.75 | ||
| 70 | 2008.11.17 00:48 | s/l | 35 | 0.90 | 121.05 | 121.05 | 118.75 | -234.47 | 17260.10 |
| 71 | 2008.11.17 01:14 | buy | 36 | 1.80 | 121.29 | 120.99 | 123.29 | ||
| 72 | 2008.11.17 02:09 | close | 36 | 1.80 | 121.95 | 120.99 | 123.29 | 974.17 | 18234.27 |
| 73 | 2008.11.17 03:56 | sell | 37 | 0.95 | 122.57 | 122.87 | 120.57 | ||
| 74 | 2008.11.17 08:37 | s/l | 37 | 0.95 | 122.87 | 122.87 | 120.57 | -231.95 | 18002.32 |
| 75 | 2008.11.17 11:07 | sell | 38 | 1.90 | 122.38 | 122.68 | 120.38 | ||
| 76 | 2008.11.17 14:17 | s/l | 38 | 1.90 | 122.68 | 122.68 | 120.38 | -464.62 | 17537.70 |
| 77 | 2008.11.17 14:55 | sell | 39 | 3.80 | 122.67 | 122.97 | 120.67 | ||
| 78 | 2008.11.17 16:37 | s/l | 39 | 3.80 | 122.97 | 122.97 | 120.67 | -927.06 | 16610.64 |
| 79 | 2008.11.17 16:42 | buy | 40 | 4.70 | 123.08 | 122.78 | 125.08 | ||
| 80 | 2008.11.17 17:22 | close | 40 | 4.70 | 123.79 | 122.78 | 125.08 | 2695.69 | 19306.33 |
| 81 | 2008.11.17 17:25 | sell | 41 | 0.95 | 123.70 | 124.00 | 121.70 | ||
| 82 | 2008.11.17 18:25 | close | 41 | 0.95 | 123.03 | 124.00 | 121.70 | 517.35 | 19823.68 |
| 83 | 2008.11.17 19:05 | buy | 42 | 0.98 | 123.70 | 123.40 | 125.70 | ||
| 84 | 2008.11.17 19:12 | s/l | 42 | 0.98 | 123.40 | 123.40 | 125.70 | -238.25 | 19585.43 |
| 85 | 2008.11.17 19:15 | sell | 43 | 1.96 | 123.37 | 123.67 | 121.37 | ||
| 86 | 2008.11.17 20:25 | close | 43 | 1.96 | 122.74 | 123.67 | 121.37 | 1006.03 | 20591.46 |