| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 15 Minutes (M15) 2006.08.01 00:00 - 2006.11.01 00:00 (2006.08.01 - 2006.11.01) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | Lots=1; MaximumRisk=0.3; DecreaseFactor=1; PrefSettings=false; MM=true; AccountIsMicro=false; TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=7; SMA2Bars=14; Percent=0.0032; EnvelopePeriod=2; OSMAFast=5; OSMASlow=30; OSMASignal=2; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=25; Fast_Price=1; Slow_Period=15; Slow_Price=1; DVBuySell=0.003; DVStayOut=0.024; | ||||
| Bars in test | 8531 | Ticks modelled | 324254 | Modelling quality | 90.00% |
| Initial deposit | 1000.00 | ||||
| Total net profit | 1824.96 | Gross profit | 7921.31 | Gross loss | -6096.35 |
| Profit factor | 1.30 | Expected payoff | 38.83 | ||
| Absolute drawdown | 339.86 | Maximal drawdown | 1919.76 (46.72%) | Relative drawdown | 46.72% (1919.76) |
| Total trades | 47 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 27 (81.48%) |
| Profit trades (% of total) | 36 (76.60%) | Loss trades (% of total) | 11 (23.40%) | ||
| Largest | profit trade | 417.56 | loss trade | -918.96 | |
| Average | profit trade | 220.04 | loss trade | -554.21 | |
| Maximum | consecutive wins (profit in money) | 12 (1518.57) | consecutive losses (loss in money) | 3 (-1464.98) | |
| Maximal | consecutive profit (count of wins) | 2442.99 (9) | consecutive loss (count of losses) | -1666.25 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.08.01 00:45 | buy | 1 | 0.30 | 114.64 | 113.80 | 115.06 | ||
| 2 | 2006.08.01 14:43 | t/p | 1 | 0.30 | 115.06 | 113.80 | 115.06 | 109.50 | 1109.50 |
| 3 | 2006.08.01 14:43 | buy | 2 | 0.30 | 115.10 | 114.26 | 115.52 | ||
| 4 | 2006.08.02 04:39 | s/l | 2 | 0.30 | 114.26 | 114.26 | 115.52 | -216.81 | 892.69 |
| 5 | 2006.08.02 09:45 | sell | 3 | 0.30 | 114.41 | 115.25 | 113.99 | ||
| 6 | 2006.08.03 17:13 | s/l | 3 | 0.30 | 115.25 | 115.25 | 113.99 | -232.55 | 660.14 |
| 7 | 2006.08.04 06:45 | buy | 4 | 0.10 | 115.10 | 114.26 | 115.52 | ||
| 8 | 2006.08.04 13:00 | t/p | 4 | 0.10 | 115.52 | 114.26 | 115.52 | 36.36 | 696.50 |
| 9 | 2006.08.07 02:45 | buy | 5 | 0.20 | 114.36 | 113.52 | 114.78 | ||
| 10 | 2006.08.07 11:27 | t/p | 5 | 0.20 | 114.78 | 113.52 | 114.78 | 73.18 | 769.68 |
| 11 | 2006.08.07 20:30 | sell | 6 | 0.20 | 115.10 | 115.94 | 114.68 | ||
| 12 | 2006.08.08 20:14 | t/p | 6 | 0.20 | 114.68 | 115.94 | 114.68 | 70.17 | 839.85 |
| 13 | 2006.08.08 21:45 | buy | 7 | 0.30 | 115.09 | 114.25 | 115.51 | ||
| 14 | 2006.08.09 00:29 | t/p | 7 | 0.30 | 115.51 | 114.25 | 115.51 | 112.82 | 952.66 |
| 15 | 2006.08.09 08:15 | buy | 8 | 0.30 | 115.26 | 114.42 | 115.68 | ||
| 16 | 2006.08.11 08:20 | t/p | 8 | 0.30 | 115.68 | 114.42 | 115.68 | 123.89 | 1076.55 |
| 17 | 2006.08.11 19:00 | sell | 9 | 0.30 | 116.23 | 117.07 | 115.81 | ||
| 18 | 2006.08.16 14:37 | t/p | 9 | 0.30 | 115.81 | 117.07 | 115.81 | 94.89 | 1171.45 |
| 19 | 2006.08.16 22:15 | sell | 10 | 0.40 | 115.83 | 116.67 | 115.41 | ||
| 20 | 2006.08.17 09:20 | t/p | 10 | 0.40 | 115.41 | 116.67 | 115.41 | 127.03 | 1298.47 |
| 21 | 2006.08.17 09:30 | buy | 11 | 0.40 | 115.38 | 114.54 | 115.80 | ||
| 22 | 2006.08.17 19:00 | t/p | 11 | 0.40 | 115.80 | 114.54 | 115.80 | 145.08 | 1443.55 |
| 23 | 2006.08.18 04:00 | sell | 12 | 0.40 | 116.03 | 116.87 | 115.61 | ||
| 24 | 2006.08.18 11:44 | t/p | 12 | 0.40 | 115.61 | 116.87 | 115.61 | 145.33 | 1588.88 |
| 25 | 2006.08.18 11:45 | buy | 13 | 0.50 | 115.60 | 114.76 | 116.02 | ||
| 26 | 2006.08.22 00:19 | t/p | 13 | 0.50 | 116.02 | 114.76 | 116.02 | 193.45 | 1782.34 |
| 27 | 2006.08.22 09:00 | buy | 14 | 0.50 | 116.10 | 115.26 | 116.52 | ||
| 28 | 2006.08.22 15:54 | t/p | 14 | 0.50 | 116.52 | 115.26 | 116.52 | 180.23 | 1962.57 |
| 29 | 2006.08.23 09:30 | buy | 15 | 0.60 | 116.17 | 115.33 | 116.59 | ||
| 30 | 2006.08.23 17:04 | t/p | 15 | 0.60 | 116.59 | 115.33 | 116.59 | 216.14 | 2178.71 |
| 31 | 2006.08.24 01:45 | sell | 16 | 0.70 | 116.40 | 117.24 | 115.98 | ||
| 32 | 2006.08.25 08:40 | s/l | 16 | 0.70 | 117.24 | 117.24 | 115.98 | -512.31 | 1666.40 |
| 33 | 2006.08.25 14:30 | sell | 17 | 0.50 | 117.34 | 118.18 | 116.92 | ||
| 34 | 2006.08.28 12:48 | t/p | 17 | 0.50 | 116.92 | 118.18 | 116.92 | 171.91 | 1838.32 |
| 35 | 2006.08.28 21:15 | sell | 18 | 0.60 | 117.17 | 118.01 | 116.75 | ||
| 36 | 2006.08.29 06:33 | t/p | 18 | 0.60 | 116.75 | 118.01 | 116.75 | 206.59 | 2044.90 |
| 37 | 2006.08.29 11:30 | buy | 19 | 0.60 | 116.74 | 115.90 | 117.16 | ||
| 38 | 2006.08.30 13:08 | t/p | 19 | 0.60 | 117.16 | 115.90 | 117.16 | 222.58 | 2267.48 |
| 39 | 2006.08.30 15:45 | sell | 20 | 0.70 | 117.01 | 117.85 | 116.59 | ||
| 40 | 2006.09.04 06:26 | t/p | 20 | 0.70 | 116.59 | 117.85 | 116.59 | 198.09 | 2465.57 |
| 41 | 2006.09.05 01:00 | sell | 21 | 0.70 | 116.16 | 117.00 | 115.74 | ||
| 42 | 2006.09.05 09:05 | t/p | 21 | 0.70 | 115.74 | 117.00 | 115.74 | 254.02 | 2719.59 |
| 43 | 2006.09.05 21:45 | buy | 22 | 0.80 | 115.95 | 115.11 | 116.37 | ||
| 44 | 2006.09.06 03:06 | t/p | 22 | 0.80 | 116.37 | 115.11 | 116.37 | 298.70 | 3018.29 |
| 45 | 2006.09.07 04:45 | sell | 23 | 0.90 | 116.77 | 117.61 | 116.35 | ||
| 46 | 2006.09.07 11:04 | t/p | 23 | 0.90 | 116.35 | 117.61 | 116.35 | 324.90 | 3343.19 |
| 47 | 2006.09.07 21:30 | buy | 24 | 1.00 | 116.38 | 115.54 | 116.80 | ||
| 48 | 2006.09.08 15:05 | t/p | 24 | 1.00 | 116.80 | 115.54 | 116.80 | 372.07 | 3715.26 |
| 49 | 2006.09.11 03:30 | buy | 25 | 1.10 | 116.80 | 115.96 | 117.22 | ||
| 50 | 2006.09.11 09:11 | t/p | 25 | 1.10 | 117.22 | 115.96 | 117.22 | 394.13 | 4109.39 |
| 51 | 2006.09.11 09:11 | sell | 26 | 1.20 | 117.22 | 118.06 | 116.80 | ||
| 52 | 2006.09.12 20:03 | s/l | 26 | 1.20 | 118.06 | 118.06 | 116.80 | -872.34 | 3237.05 |
| 53 | 2006.09.13 01:00 | buy | 27 | 1.00 | 117.83 | 116.99 | 118.25 | ||
| 54 | 2006.09.18 13:25 | t/p | 27 | 1.00 | 118.25 | 116.99 | 118.25 | 417.56 | 3654.61 |
| 55 | 2006.09.18 17:15 | buy | 28 | 1.10 | 117.98 | 117.14 | 118.40 | ||
| 56 | 2006.09.19 14:45 | s/l | 28 | 1.10 | 117.14 | 117.14 | 118.40 | -775.14 | 2879.47 |
| 57 | 2006.09.20 03:15 | buy | 29 | 0.90 | 117.36 | 116.52 | 117.78 | ||
| 58 | 2006.09.21 18:33 | s/l | 29 | 0.90 | 116.52 | 116.52 | 117.78 | -615.11 | 2264.36 |
| 59 | 2006.09.22 09:45 | sell | 30 | 0.10 | 116.41 | 117.25 | 115.99 | ||
| 60 | 2006.09.26 18:30 | s/l | 30 | 0.10 | 117.25 | 117.25 | 115.99 | -74.73 | 2189.63 |
| 61 | 2006.09.27 01:00 | buy | 31 | 0.10 | 117.19 | 116.35 | 117.61 | ||
| 62 | 2006.09.27 16:09 | t/p | 31 | 0.10 | 117.61 | 116.35 | 117.61 | 35.71 | 2225.34 |
| 63 | 2006.09.27 23:45 | buy | 32 | 0.70 | 117.50 | 116.66 | 117.92 | ||
| 64 | 2006.09.28 16:56 | t/p | 32 | 0.70 | 117.92 | 116.66 | 117.92 | 275.52 | 2500.86 |
| 65 | 2006.09.28 22:45 | buy | 33 | 0.80 | 117.82 | 116.98 | 118.24 | ||
| 66 | 2006.10.02 03:25 | t/p | 33 | 0.80 | 118.24 | 116.98 | 118.24 | 304.12 | 2804.98 |
| 67 | 2006.10.02 04:45 | sell | 34 | 0.80 | 118.23 | 119.07 | 117.81 | ||
| 68 | 2006.10.02 15:35 | t/p | 34 | 0.80 | 117.81 | 119.07 | 117.81 | 285.21 | 3090.19 |
| 69 | 2006.10.02 15:35 | buy | 35 | 0.90 | 117.81 | 116.97 | 118.23 | ||
| 70 | 2006.10.04 13:28 | t/p | 35 | 0.90 | 118.23 | 116.97 | 118.23 | 342.19 | 3432.38 |
| 71 | 2006.10.04 13:28 | sell | 36 | 1.00 | 118.23 | 119.07 | 117.81 | ||
| 72 | 2006.10.04 23:17 | t/p | 36 | 1.00 | 117.81 | 119.07 | 117.81 | 356.51 | 3788.89 |
| 73 | 2006.10.05 09:30 | buy | 37 | 1.10 | 117.64 | 116.80 | 118.06 | ||
| 74 | 2006.10.06 05:21 | t/p | 37 | 1.10 | 118.06 | 116.80 | 118.06 | 405.02 | 4193.91 |
| 75 | 2006.10.06 11:45 | sell | 38 | 1.30 | 117.99 | 118.83 | 117.57 | ||
| 76 | 2006.10.06 15:53 | s/l | 38 | 1.30 | 118.83 | 118.83 | 117.57 | -918.96 | 3274.95 |
| 77 | 2006.10.06 21:45 | sell | 39 | 1.00 | 119.00 | 119.84 | 118.58 | ||
| 78 | 2006.10.11 20:43 | s/l | 39 | 1.00 | 119.84 | 119.84 | 118.58 | -747.29 | 2527.67 |
| 79 | 2006.10.12 02:00 | sell | 40 | 0.10 | 119.73 | 120.57 | 119.31 | ||
| 80 | 2006.10.12 09:10 | t/p | 40 | 0.10 | 119.31 | 120.57 | 119.31 | 35.21 | 2562.88 |
| 81 | 2006.10.12 13:45 | sell | 41 | 0.80 | 119.60 | 120.44 | 119.18 | ||
| 82 | 2006.10.13 09:37 | t/p | 41 | 0.80 | 119.18 | 120.44 | 119.18 | 269.59 | 2832.46 |
| 83 | 2006.10.13 12:15 | buy | 42 | 0.80 | 119.41 | 118.57 | 119.83 | ||
| 84 | 2006.10.13 16:37 | t/p | 42 | 0.80 | 119.83 | 118.57 | 119.83 | 280.40 | 3112.86 |
| 85 | 2006.10.13 21:45 | buy | 43 | 0.90 | 119.68 | 118.84 | 120.10 | ||
| 86 | 2006.10.17 09:59 | s/l | 43 | 0.90 | 118.84 | 118.84 | 120.10 | -613.68 | 2499.19 |
| 87 | 2006.10.17 10:45 | buy | 44 | 0.70 | 118.77 | 117.93 | 119.19 | ||
| 88 | 2006.10.23 11:32 | t/p | 44 | 0.70 | 119.19 | 117.93 | 119.19 | 299.08 | 2798.27 |
| 89 | 2006.10.23 20:45 | buy | 45 | 0.80 | 119.30 | 118.46 | 119.72 | ||
| 90 | 2006.10.26 18:29 | s/l | 45 | 0.80 | 118.46 | 118.46 | 119.72 | -517.43 | 2280.83 |
| 91 | 2006.10.27 01:00 | sell | 46 | 0.70 | 118.36 | 119.20 | 117.94 | ||
| 92 | 2006.10.27 14:57 | t/p | 46 | 0.70 | 117.94 | 119.20 | 117.94 | 249.32 | 2530.15 |
| 93 | 2006.10.30 01:45 | buy | 47 | 0.80 | 117.54 | 116.70 | 117.96 | ||
| 94 | 2006.10.31 12:50 | t/p | 47 | 0.80 | 117.96 | 116.70 | 117.96 | 294.81 | 2824.96 |