| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2009.01.02 06:00 - 2009.08.11 23:55 (2009.01.01 - 2009.08.12) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Start_Hour=21; Stop_Hour=23; Stop_Hour_2=1; Start_Days=1; Stop_Days=5; Buy_Order=true; Sell_Order=true; Max_TargetEquity_Percen=0; Min_TargetEquity_Percen=0; LotsOptimized=true; Lots=0.1; MaxLots=0; Risk=10; MaxTrades=4; Hidden_TP=true; Hidden_SL=true; Hide_ALL=false; ECN_Broker_Modify_Order=false; StopLoss=75; StopLoss_FAKE=85; TakeProfit=12; TakeProfit_FAKE=24; PriceFromMid=3; PriceFromLastOP=36; Multiple_Lot=true; Use_TrailingStop=true; TrailingStop=15; Slippage=3; MaxSpread=4; BBands_Period=24; DeMarker_Period=8; Envelope_Period=14; Envelope_Deviation=0.08; Envelope_Deviation_2=0.05; BBands_Period_M15=8; BBands_Deviation_M15=2; Time_Protection=true; LimitTime_0=20; LimitTime_1=30; LimitTime_2=60; LimitTime_3=90; LimitTime_4=120; pips_0=6; pips_1=7; pips_2=5; pips_3=3; pips_4=6; Sound_Alert=true; BuySound="ok1.wav"; SellSound="ok1.wav"; CloseProfitSound="excellent_a.wav"; CloseLostSound="oh_man.wav"; MagicNumber1=93714431; MagicNumber2=93714432; MagicNumber3=93714433; MagicNumber4=93714434; Created_By="Rahman_Dg_Beta"; | ||||
| Bars in test | 45951 | Ticks modelled | 6582959 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 268.10 | Gross profit | 324.10 | Gross loss | -56.01 |
| Profit factor | 5.79 | Expected payoff | 4.62 | ||
| Absolute drawdown | 16.36 | Maximal drawdown | 38.20 (3.47%) | Relative drawdown | 3.47% (38.20) |
| Total trades | 58 | Short positions (won %) | 31 (83.87%) | Long positions (won %) | 27 (85.19%) |
| Profit trades (% of total) | 49 (84.48%) | Loss trades (% of total) | 9 (15.52%) | ||
| Largest | profit trade | 11.63 | loss trade | -11.74 | |
| Average | profit trade | 6.61 | loss trade | -6.22 | |
| Maximum | consecutive wins (profit in money) | 16 (93.18) | consecutive losses (loss in money) | 1 (-11.74) | |
| Maximal | consecutive profit (count of wins) | 93.18 (16) | consecutive loss (count of losses) | -11.74 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 23:39 | sell | 1 | 0.13 | 1.11110 | 1.11960 | 1.10870 | ||
| 2 | 2009.01.05 23:57 | close | 1 | 0.13 | 1.11042 | 1.11960 | 1.10870 | 7.96 | 1007.96 |
| 3 | 2009.01.07 22:50 | buy | 2 | 0.13 | 1.10110 | 1.09260 | 1.10350 | ||
| 4 | 2009.01.07 22:59 | close | 2 | 0.13 | 1.10172 | 1.09260 | 1.10350 | 7.32 | 1015.28 |
| 5 | 2009.01.08 21:55 | buy | 3 | 0.13 | 1.09279 | 1.08429 | 1.09519 | ||
| 6 | 2009.01.08 22:33 | close | 3 | 0.13 | 1.09352 | 1.08429 | 1.09519 | 8.68 | 1023.96 |
| 7 | 2009.01.08 23:05 | sell | 4 | 0.13 | 1.09425 | 1.10275 | 1.09185 | ||
| 8 | 2009.01.08 23:13 | close | 4 | 0.13 | 1.09372 | 1.10275 | 1.09185 | 6.30 | 1030.26 |
| 9 | 2009.01.13 21:36 | buy | 5 | 0.13 | 1.11890 | 1.11040 | 1.12130 | ||
| 10 | 2009.01.13 23:00 | close | 5 | 0.13 | 1.11896 | 1.11040 | 1.12130 | 0.70 | 1030.96 |
| 11 | 2009.01.14 21:07 | sell | 6 | 0.13 | 1.11837 | 1.12687 | 1.11597 | ||
| 12 | 2009.01.14 21:25 | close | 6 | 0.13 | 1.11768 | 1.12687 | 1.11597 | 8.03 | 1038.99 |
| 13 | 2009.01.14 22:27 | buy | 7 | 0.13 | 1.11630 | 1.10780 | 1.11870 | ||
| 14 | 2009.01.14 23:28 | close | 7 | 0.13 | 1.11679 | 1.10780 | 1.11870 | 5.70 | 1044.69 |
| 15 | 2009.01.20 22:07 | sell | 8 | 0.13 | 1.14910 | 1.15760 | 1.14670 | ||
| 16 | 2009.01.20 22:12 | close | 8 | 0.13 | 1.14850 | 1.15760 | 1.14670 | 6.79 | 1051.48 |
| 17 | 2009.01.22 22:27 | buy | 9 | 0.13 | 1.15325 | 1.14475 | 1.15565 | ||
| 18 | 2009.01.22 23:52 | close | 9 | 0.13 | 1.15331 | 1.14475 | 1.15565 | 0.68 | 1052.16 |
| 19 | 2009.01.27 21:21 | buy | 10 | 0.13 | 1.13668 | 1.12818 | 1.13908 | ||
| 20 | 2009.01.27 21:35 | close | 10 | 0.13 | 1.13736 | 1.12818 | 1.13908 | 7.77 | 1059.93 |
| 21 | 2009.02.02 23:08 | sell | 11 | 0.13 | 1.16291 | 1.17141 | 1.16051 | ||
| 22 | 2009.02.02 23:14 | close | 11 | 0.13 | 1.16222 | 1.17141 | 1.16051 | 7.72 | 1067.65 |
| 23 | 2009.02.02 23:44 | sell | 12 | 0.13 | 1.16282 | 1.17132 | 1.16042 | ||
| 24 | 2009.02.03 00:08 | close | 12 | 0.13 | 1.16213 | 1.17132 | 1.16042 | 7.60 | 1075.25 |
| 25 | 2009.02.03 23:40 | sell | 13 | 0.13 | 1.14350 | 1.15200 | 1.14110 | ||
| 26 | 2009.02.04 00:24 | close | 13 | 0.13 | 1.14340 | 1.15200 | 1.14110 | 1.02 | 1076.27 |
| 27 | 2009.02.04 21:00 | buy | 14 | 0.13 | 1.15860 | 1.15010 | 1.16100 | ||
| 28 | 2009.02.04 22:10 | close | 14 | 0.13 | 1.15917 | 1.15010 | 1.16100 | 6.39 | 1082.66 |
| 29 | 2009.02.10 22:03 | buy | 15 | 0.14 | 1.15715 | 1.14865 | 1.15955 | ||
| 30 | 2009.02.10 23:19 | close | 15 | 0.14 | 1.15774 | 1.14865 | 1.15955 | 7.13 | 1089.79 |
| 31 | 2009.02.19 23:10 | buy | 16 | 0.14 | 1.17280 | 1.16430 | 1.17520 | ||
| 32 | 2009.02.20 00:23 | close | 16 | 0.14 | 1.17308 | 1.16430 | 1.17520 | 3.39 | 1093.18 |
| 33 | 2009.02.24 23:12 | buy | 17 | 0.14 | 1.15978 | 1.15128 | 1.16218 | ||
| 34 | 2009.02.25 00:46 | close | 17 | 0.14 | 1.15890 | 1.15128 | 1.16218 | -10.58 | 1082.60 |
| 35 | 2009.02.26 21:17 | sell | 18 | 0.14 | 1.16551 | 1.17401 | 1.16311 | ||
| 36 | 2009.02.26 21:52 | close | 18 | 0.14 | 1.16471 | 1.17401 | 1.16311 | 9.62 | 1092.22 |
| 37 | 2009.02.26 23:29 | buy | 19 | 0.14 | 1.16370 | 1.15520 | 1.16610 | ||
| 38 | 2009.02.26 23:30 | close | 19 | 0.14 | 1.16442 | 1.15520 | 1.16610 | 8.66 | 1100.88 |
| 39 | 2009.03.02 23:15 | sell | 20 | 0.14 | 1.17680 | 1.18530 | 1.17440 | ||
| 40 | 2009.03.02 23:50 | close | 20 | 0.14 | 1.17605 | 1.18530 | 1.17440 | 8.93 | 1109.81 |
| 41 | 2009.03.03 21:41 | sell | 21 | 0.14 | 1.17520 | 1.18370 | 1.17280 | ||
| 42 | 2009.03.03 23:01 | close | 21 | 0.14 | 1.17545 | 1.18370 | 1.17280 | -2.98 | 1106.83 |
| 43 | 2009.03.05 21:35 | sell | 22 | 0.14 | 1.17200 | 1.18050 | 1.16960 | ||
| 44 | 2009.03.05 21:41 | close | 22 | 0.14 | 1.17131 | 1.18050 | 1.16960 | 8.25 | 1115.08 |
| 45 | 2009.03.05 21:50 | buy | 23 | 0.14 | 1.16954 | 1.16104 | 1.17194 | ||
| 46 | 2009.03.05 22:03 | close | 23 | 0.14 | 1.16950 | 1.16104 | 1.17194 | -0.48 | 1114.60 |
| 47 | 2009.03.05 23:39 | sell | 24 | 0.14 | 1.17170 | 1.18020 | 1.16930 | ||
| 48 | 2009.03.05 23:50 | close | 24 | 0.14 | 1.17090 | 1.18020 | 1.16930 | 9.57 | 1124.17 |
| 49 | 2009.03.09 23:23 | sell | 25 | 0.14 | 1.16004 | 1.16854 | 1.15764 | ||
| 50 | 2009.03.10 00:13 | close | 25 | 0.14 | 1.15987 | 1.16854 | 1.15764 | 1.92 | 1126.09 |
| 51 | 2009.03.16 23:39 | sell | 26 | 0.14 | 1.18526 | 1.19376 | 1.18286 | ||
| 52 | 2009.03.17 00:29 | close | 26 | 0.14 | 1.18460 | 1.19376 | 1.18286 | 7.67 | 1133.76 |
| 53 | 2009.03.17 21:01 | buy | 27 | 0.14 | 1.18211 | 1.17361 | 1.18451 | ||
| 54 | 2009.03.17 23:01 | close | 27 | 0.14 | 1.18196 | 1.17361 | 1.18451 | -1.78 | 1131.98 |
| 55 | 2009.03.19 22:53 | buy | 28 | 0.14 | 1.12285 | 1.11435 | 1.12525 | ||
| 56 | 2009.03.19 23:01 | close | 28 | 0.14 | 1.12345 | 1.11435 | 1.12525 | 7.48 | 1139.46 |
| 57 | 2009.03.24 23:32 | buy | 29 | 0.14 | 1.13072 | 1.12222 | 1.13312 | ||
| 58 | 2009.03.25 00:37 | close | 29 | 0.14 | 1.13075 | 1.12222 | 1.13312 | 0.42 | 1139.88 |
| 59 | 2009.03.25 21:51 | sell | 30 | 0.14 | 1.12096 | 1.12946 | 1.11856 | ||
| 60 | 2009.03.25 23:15 | close | 30 | 0.14 | 1.12119 | 1.12946 | 1.11856 | -2.87 | 1137.01 |
| 61 | 2009.03.31 23:43 | sell | 31 | 0.14 | 1.13979 | 1.14829 | 1.13739 | ||
| 62 | 2009.03.31 23:59 | close | 31 | 0.14 | 1.13922 | 1.14829 | 1.13739 | 7.00 | 1144.01 |
| 63 | 2009.04.07 21:09 | buy | 32 | 0.14 | 1.14291 | 1.13441 | 1.14531 | ||
| 64 | 2009.04.07 22:29 | close | 32 | 0.14 | 1.14291 | 1.13441 | 1.14531 | 0.00 | 1144.01 |
| 65 | 2009.04.07 23:05 | buy | 33 | 0.14 | 1.14188 | 1.13338 | 1.14428 | ||
| 66 | 2009.04.07 23:06 | close | 33 | 0.14 | 1.14249 | 1.13338 | 1.14428 | 7.47 | 1151.48 |
| 67 | 2009.04.13 23:43 | sell | 34 | 0.14 | 1.13381 | 1.14231 | 1.13141 | ||
| 68 | 2009.04.14 00:17 | close | 34 | 0.14 | 1.13337 | 1.14231 | 1.13141 | 5.31 | 1156.79 |
| 69 | 2009.04.14 22:05 | sell | 35 | 0.14 | 1.13759 | 1.14609 | 1.13519 | ||
| 70 | 2009.04.14 23:31 | close | 35 | 0.14 | 1.13811 | 1.14609 | 1.13519 | -6.40 | 1150.39 |
| 71 | 2009.04.15 21:03 | sell | 36 | 0.14 | 1.14460 | 1.15310 | 1.14220 | ||
| 72 | 2009.04.15 21:19 | close | 36 | 0.14 | 1.14385 | 1.15310 | 1.14220 | 9.18 | 1159.57 |
| 73 | 2009.04.15 22:27 | buy | 37 | 0.14 | 1.14297 | 1.13447 | 1.14537 | ||
| 74 | 2009.04.15 23:41 | close | 37 | 0.14 | 1.14344 | 1.13447 | 1.14537 | 5.75 | 1165.32 |
| 75 | 2009.04.16 21:08 | buy | 38 | 0.15 | 1.14700 | 1.13850 | 1.14940 | ||
| 76 | 2009.04.16 21:59 | close | 38 | 0.15 | 1.14789 | 1.13850 | 1.14940 | 11.63 | 1176.95 |
| 77 | 2009.04.22 23:16 | sell | 39 | 0.15 | 1.16476 | 1.17326 | 1.16236 | ||
| 78 | 2009.04.22 23:44 | close | 39 | 0.15 | 1.16405 | 1.17326 | 1.16236 | 9.15 | 1186.10 |
| 79 | 2009.04.27 23:34 | sell | 40 | 0.15 | 1.15699 | 1.16549 | 1.15459 | ||
| 80 | 2009.04.28 00:10 | close | 40 | 0.15 | 1.15628 | 1.16549 | 1.15459 | 9.07 | 1195.17 |
| 81 | 2009.04.29 23:30 | sell | 41 | 0.15 | 1.13765 | 1.14615 | 1.13525 | ||
| 82 | 2009.04.29 23:35 | close | 41 | 0.15 | 1.13718 | 1.14615 | 1.13525 | 6.20 | 1201.37 |
| 83 | 2009.05.05 23:40 | sell | 42 | 0.15 | 1.13413 | 1.14263 | 1.13173 | ||
| 84 | 2009.05.06 00:21 | close | 42 | 0.15 | 1.13338 | 1.14263 | 1.13173 | 9.79 | 1211.16 |
| 85 | 2009.05.06 23:25 | sell | 43 | 0.15 | 1.13262 | 1.14112 | 1.13022 | ||
| 86 | 2009.05.07 01:00 | close | 43 | 0.15 | 1.13340 | 1.14112 | 1.13022 | -10.74 | 1200.43 |
| 87 | 2009.05.28 21:25 | sell | 44 | 0.15 | 1.08548 | 1.09398 | 1.08308 | ||
| 88 | 2009.05.28 21:39 | close | 44 | 0.15 | 1.08488 | 1.09398 | 1.08308 | 8.30 | 1208.73 |
| 89 | 2009.05.28 23:41 | sell | 45 | 0.15 | 1.08561 | 1.09411 | 1.08321 | ||
| 90 | 2009.05.29 01:37 | close | 45 | 0.15 | 1.08552 | 1.09411 | 1.08321 | 1.10 | 1209.83 |
| 91 | 2009.06.04 21:01 | sell | 46 | 0.15 | 1.06979 | 1.07829 | 1.06739 | ||
| 92 | 2009.06.04 22:00 | close | 46 | 0.15 | 1.06927 | 1.07829 | 1.06739 | 7.29 | 1217.12 |
| 93 | 2009.06.04 23:03 | buy | 47 | 0.15 | 1.06850 | 1.06000 | 1.07090 | ||
| 94 | 2009.06.04 23:45 | close | 47 | 0.15 | 1.06892 | 1.06000 | 1.07090 | 5.89 | 1223.01 |
| 95 | 2009.06.11 21:58 | sell | 48 | 0.15 | 1.07054 | 1.07904 | 1.06814 | ||
| 96 | 2009.06.11 23:16 | close | 48 | 0.15 | 1.07046 | 1.07904 | 1.06814 | 1.12 | 1224.13 |
| 97 | 2009.06.24 22:01 | buy | 49 | 0.15 | 1.09685 | 1.08835 | 1.09925 | ||
| 98 | 2009.06.24 22:05 | close | 49 | 0.15 | 1.09749 | 1.08835 | 1.09925 | 8.75 | 1232.88 |
| 99 | 2009.06.25 22:21 | buy | 50 | 0.15 | 1.09353 | 1.08503 | 1.09593 | ||
| 100 | 2009.06.25 22:35 | close | 50 | 0.15 | 1.09410 | 1.08503 | 1.09593 | 7.81 | 1240.69 |
| 101 | 2009.06.29 23:05 | buy | 51 | 0.16 | 1.08202 | 1.07352 | 1.08442 | ||
| 102 | 2009.06.29 23:11 | close | 51 | 0.16 | 1.08260 | 1.07352 | 1.08442 | 8.57 | 1249.26 |
| 103 | 2009.06.30 22:04 | sell | 52 | 0.16 | 1.08677 | 1.09527 | 1.08437 | ||
| 104 | 2009.06.30 22:19 | close | 52 | 0.16 | 1.08629 | 1.09527 | 1.08437 | 7.07 | 1256.33 |
| 105 | 2009.07.08 21:44 | buy | 53 | 0.16 | 1.09137 | 1.08287 | 1.09377 | ||
| 106 | 2009.07.08 23:06 | close | 53 | 0.16 | 1.09057 | 1.08287 | 1.09377 | -11.74 | 1244.59 |
| 107 | 2009.07.28 23:22 | buy | 54 | 0.16 | 1.07465 | 1.06615 | 1.07705 | ||
| 108 | 2009.07.28 23:34 | close | 54 | 0.16 | 1.07526 | 1.06615 | 1.07705 | 9.08 | 1253.67 |
| 109 | 2009.07.30 22:02 | sell | 55 | 0.16 | 1.08852 | 1.09702 | 1.08612 | ||
| 110 | 2009.07.30 22:57 | close | 55 | 0.16 | 1.08806 | 1.09702 | 1.08612 | 6.76 | 1260.43 |
| 111 | 2009.08.04 22:31 | buy | 56 | 0.16 | 1.06000 | 1.05150 | 1.06240 | ||
| 112 | 2009.08.04 23:14 | close | 56 | 0.16 | 1.06064 | 1.05150 | 1.06240 | 9.65 | 1270.08 |
| 113 | 2009.08.05 21:36 | sell | 57 | 0.16 | 1.06120 | 1.06970 | 1.05880 | ||
| 114 | 2009.08.05 23:46 | close | 57 | 0.16 | 1.06176 | 1.06970 | 1.05880 | -8.44 | 1261.64 |
| 115 | 2009.08.06 21:49 | buy | 58 | 0.16 | 1.06511 | 1.05661 | 1.06751 | ||
| 116 | 2009.08.06 23:07 | close | 58 | 0.16 | 1.06554 | 1.05661 | 1.06751 | 6.46 | 1268.10 |