| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2000.01.02 23:00 - 2011.08.05 19:00 (2000.01.01 - 2011.12.31) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Magic=41951; EcnBroker=true; TakeProfit=50; Lots=0.01; InitialStop=0; TrailingStop=20; MaxTrades=10; Pips=20; slippage=5; SecureProfit=5; AccountProtection=1; OrderstoProtect=3; ReverseCondition=0; bar=1; mm=false; risk=0.1; lotincrease=1.63; SpreadProtection=true; PipTolerance=5; OsMA_is="OsMa Settings"; FastEMA=12; SlowEMA=26; SignalSMA=9; OsMatf=30; CenterofGravity_isv="Center of Gravity Settings"; Per=10; Price=4; Cogtf1=240; Cogtf2=30; T3VhfPeriods_is="VHF Settings"; VHF_Period1=14; T3Period1=5; T3Price1=0; T3Hot1=0.7; T3Original1=true; VHF_Period2=7; T3Period2=5; T3Price2=0; T3Hot2=0.7; T3Original2=true; _smi="Smi Settings"; Length=13; Smooth1=25; Smooth2=2; Signal=5; SmiPrice=0; | ||||
| Bars in test | 70994 | Ticks modelled | 55055320 | Modelling quality | 90.00% |
| Mismatched charts errors | 75 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2590.14 | Gross profit | 158.98 | Gross loss | -2749.11 |
| Profit factor | 0.06 | Expected payoff | -95.93 | ||
| Absolute drawdown | 2590.14 | Maximal drawdown | 2741.59 (27.01%) | Relative drawdown | 27.01% (2741.59) |
| Total trades | 27 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 19 (36.84%) |
| Profit trades (% of total) | 13 (48.15%) | Loss trades (% of total) | 14 (51.85%) | ||
| Largest | profit trade | 40.00 | loss trade | -760.50 | |
| Average | profit trade | 12.23 | loss trade | -196.37 | |
| Maximum | consecutive wins (profit in money) | 8 (91.12) | consecutive losses (loss in money) | 10 (-2733.57) | |
| Maximal | consecutive profit (count of wins) | 91.12 (8) | consecutive loss (count of losses) | -2733.57 (10) | |
| Average | consecutive wins | 4 | consecutive losses | 5 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2000.01.06 11:00 | buy | 1 | 0.01 | 1.03565 | 0.00000 | 0.00000 | ||
| 2 | 2000.01.06 11:00 | modify | 1 | 0.01 | 1.03565 | 0.00000 | 1.04065 | ||
| 3 | 2000.01.06 12:07 | t/p | 1 | 0.01 | 1.04065 | 0.00000 | 1.04065 | 5.00 | 10005.00 |
| 4 | 2000.01.07 04:00 | buy | 2 | 0.01 | 1.03135 | 0.00000 | 0.00000 | ||
| 5 | 2000.01.07 04:00 | modify | 2 | 0.01 | 1.03135 | 0.00000 | 1.03635 | ||
| 6 | 2000.01.07 06:58 | buy | 3 | 0.02 | 1.02928 | 0.00000 | 0.00000 | ||
| 7 | 2000.01.07 06:58 | modify | 3 | 0.02 | 1.02928 | 0.00000 | 1.03428 | ||
| 8 | 2000.01.07 13:40 | buy | 4 | 0.03 | 1.02645 | 0.00000 | 0.00000 | ||
| 9 | 2000.01.07 13:40 | modify | 4 | 0.03 | 1.02645 | 0.00000 | 1.03145 | ||
| 10 | 2000.01.10 10:08 | buy | 5 | 0.05 | 1.02445 | 0.00000 | 0.00000 | ||
| 11 | 2000.01.10 10:08 | modify | 5 | 0.05 | 1.02445 | 0.00000 | 1.02945 | ||
| 12 | 2000.01.10 11:59 | buy | 6 | 0.08 | 1.02245 | 0.00000 | 0.00000 | ||
| 13 | 2000.01.10 11:59 | modify | 6 | 0.08 | 1.02245 | 0.00000 | 1.02745 | ||
| 14 | 2000.01.10 18:36 | t/p | 6 | 0.08 | 1.02745 | 0.00000 | 1.02745 | 40.00 | 10045.00 |
| 15 | 2000.01.10 18:36 | close | 5 | 0.05 | 1.02750 | 0.00000 | 1.02945 | 15.25 | 10060.25 |
| 16 | 2000.01.10 18:37 | close | 4 | 0.03 | 1.02730 | 0.00000 | 1.03145 | 2.60 | 10062.85 |
| 17 | 2000.01.10 18:38 | close | 3 | 0.02 | 1.02720 | 0.00000 | 1.03428 | -4.12 | 10058.73 |
| 18 | 2000.01.10 18:39 | close | 2 | 0.01 | 1.02670 | 0.00000 | 1.03635 | -4.63 | 10054.10 |
| 19 | 2000.01.18 04:30 | buy | 7 | 0.01 | 1.01065 | 0.00000 | 0.00000 | ||
| 20 | 2000.01.18 04:30 | modify | 7 | 0.01 | 1.01065 | 0.00000 | 1.01565 | ||
| 21 | 2000.01.18 10:30 | buy | 8 | 0.02 | 1.00858 | 0.00000 | 0.00000 | ||
| 22 | 2000.01.18 10:30 | modify | 8 | 0.02 | 1.00858 | 0.00000 | 1.01358 | ||
| 23 | 2000.01.18 18:51 | t/p | 8 | 0.02 | 1.01358 | 0.00000 | 1.01358 | 10.00 | 10064.10 |
| 24 | 2000.01.18 18:51 | close | 7 | 0.01 | 1.01360 | 0.00000 | 1.01565 | 2.95 | 10067.05 |
| 25 | 2000.01.19 12:00 | sell | 9 | 0.01 | 1.01000 | 0.00000 | 0.00000 | ||
| 26 | 2000.01.19 12:00 | modify | 9 | 0.01 | 1.01000 | 0.00000 | 1.00500 | ||
| 27 | 2000.01.19 16:53 | sell | 10 | 0.02 | 1.01210 | 0.00000 | 0.00000 | ||
| 28 | 2000.01.19 16:53 | modify | 10 | 0.02 | 1.01210 | 0.00000 | 1.00710 | ||
| 29 | 2000.01.20 08:39 | sell | 11 | 0.03 | 1.01418 | 0.00000 | 0.00000 | ||
| 30 | 2000.01.20 08:39 | modify | 11 | 0.03 | 1.01418 | 0.00000 | 1.00918 | ||
| 31 | 2000.01.20 09:39 | t/p | 11 | 0.03 | 1.00918 | 0.00000 | 1.00918 | 15.00 | 10082.05 |
| 32 | 2000.01.20 09:39 | close | 10 | 0.02 | 1.00885 | 0.00000 | 1.00710 | 6.25 | 10088.30 |
| 33 | 2000.01.20 09:39 | close | 9 | 0.01 | 1.00907 | 0.00000 | 1.00500 | 0.80 | 10089.10 |
| 34 | 2000.01.20 10:00 | sell | 12 | 0.01 | 1.00970 | 0.00000 | 0.00000 | ||
| 35 | 2000.01.20 10:00 | modify | 12 | 0.01 | 1.00970 | 0.00000 | 1.00470 | ||
| 36 | 2000.01.20 16:43 | sell | 13 | 0.02 | 1.01183 | 0.00000 | 0.00000 | ||
| 37 | 2000.01.20 16:43 | modify | 13 | 0.02 | 1.01183 | 0.00000 | 1.00683 | ||
| 38 | 2000.01.20 16:44 | sell | 14 | 0.03 | 1.01386 | 0.00000 | 0.00000 | ||
| 39 | 2000.01.20 16:44 | modify | 14 | 0.03 | 1.01386 | 0.00000 | 1.00886 | ||
| 40 | 2000.01.20 17:41 | sell | 15 | 0.05 | 1.01619 | 0.00000 | 0.00000 | ||
| 41 | 2000.01.20 17:41 | modify | 15 | 0.05 | 1.01619 | 0.00000 | 1.01119 | ||
| 42 | 2000.01.20 18:11 | sell | 16 | 0.08 | 1.01820 | 0.00000 | 0.00000 | ||
| 43 | 2000.01.20 18:11 | modify | 16 | 0.08 | 1.01820 | 0.00000 | 1.01320 | ||
| 44 | 2000.01.21 11:51 | t/p | 16 | 0.08 | 1.01320 | 0.00000 | 1.01320 | 39.66 | 10128.77 |
| 45 | 2000.01.21 11:51 | close | 15 | 0.05 | 1.01315 | 0.00000 | 1.01119 | 14.99 | 10143.76 |
| 46 | 2000.01.21 11:51 | close | 14 | 0.03 | 1.01333 | 0.00000 | 1.00886 | 1.46 | 10145.22 |
| 47 | 2000.01.21 11:52 | close | 13 | 0.02 | 1.01345 | 0.00000 | 1.00683 | -3.32 | 10141.90 |
| 48 | 2000.01.21 11:52 | close | 12 | 0.01 | 1.01312 | 0.00000 | 1.00470 | -3.46 | 10138.44 |
| 49 | 2000.01.24 18:00 | buy | 17 | 0.01 | 1.00265 | 0.00000 | 0.00000 | ||
| 50 | 2000.01.24 18:00 | modify | 17 | 0.01 | 1.00265 | 0.00000 | 1.00765 | ||
| 51 | 2000.01.24 21:20 | t/p | 17 | 0.01 | 1.00765 | 0.00000 | 1.00765 | 5.00 | 10143.44 |
| 52 | 2000.01.26 21:01 | buy | 18 | 0.01 | 1.00185 | 0.00000 | 0.00000 | ||
| 53 | 2000.01.26 21:01 | modify | 18 | 0.01 | 1.00185 | 0.00000 | 1.00685 | ||
| 54 | 2000.01.26 23:31 | buy | 19 | 0.02 | 0.99965 | 0.00000 | 0.00000 | ||
| 55 | 2000.01.26 23:31 | modify | 19 | 0.02 | 0.99965 | 0.00000 | 1.00465 | ||
| 56 | 2000.01.27 12:37 | buy | 20 | 0.03 | 0.99755 | 0.00000 | 0.00000 | ||
| 57 | 2000.01.27 12:37 | modify | 20 | 0.03 | 0.99755 | 0.00000 | 1.00255 | ||
| 58 | 2000.01.27 13:25 | buy | 21 | 0.05 | 0.99525 | 0.00000 | 0.00000 | ||
| 59 | 2000.01.27 13:25 | modify | 21 | 0.05 | 0.99525 | 0.00000 | 1.00025 | ||
| 60 | 2000.01.27 13:46 | buy | 22 | 0.08 | 0.99325 | 0.00000 | 0.00000 | ||
| 61 | 2000.01.27 13:46 | modify | 22 | 0.08 | 0.99325 | 0.00000 | 0.99825 | ||
| 62 | 2000.01.27 14:28 | buy | 23 | 0.13 | 0.99095 | 0.00000 | 0.00000 | ||
| 63 | 2000.01.27 14:28 | modify | 23 | 0.13 | 0.99095 | 0.00000 | 0.99595 | ||
| 64 | 2000.01.27 15:37 | buy | 24 | 0.21 | 0.98855 | 0.00000 | 0.00000 | ||
| 65 | 2000.01.27 15:37 | modify | 24 | 0.21 | 0.98855 | 0.00000 | 0.99355 | ||
| 66 | 2000.01.28 07:49 | buy | 25 | 0.34 | 0.98635 | 0.00000 | 0.00000 | ||
| 67 | 2000.01.28 07:49 | modify | 25 | 0.34 | 0.98635 | 0.00000 | 0.99135 | ||
| 68 | 2000.01.28 07:55 | buy | 26 | 0.55 | 0.98421 | 0.00000 | 0.00000 | ||
| 69 | 2000.01.28 07:55 | modify | 26 | 0.55 | 0.98421 | 0.00000 | 0.98921 | ||
| 70 | 2000.01.28 15:06 | buy | 27 | 0.90 | 0.98205 | 0.00000 | 0.00000 | ||
| 71 | 2000.01.28 15:06 | modify | 27 | 0.90 | 0.98205 | 0.00000 | 0.98705 | ||
| 72 | 2000.01.28 17:26 | close at stop | 27 | 0.90 | 0.97360 | 0.00000 | 0.98705 | -760.50 | 9382.94 |
| 73 | 2000.01.28 17:26 | close at stop | 26 | 0.55 | 0.97360 | 0.00000 | 0.98921 | -583.55 | 8799.39 |
| 74 | 2000.01.28 17:26 | close at stop | 25 | 0.34 | 0.97360 | 0.00000 | 0.99135 | -433.50 | 8365.89 |
| 75 | 2000.01.28 17:26 | close at stop | 24 | 0.21 | 0.97360 | 0.00000 | 0.99355 | -313.57 | 8052.32 |
| 76 | 2000.01.28 17:26 | close at stop | 23 | 0.13 | 0.97360 | 0.00000 | 0.99595 | -225.31 | 7827.00 |
| 77 | 2000.01.28 17:26 | close at stop | 22 | 0.08 | 0.97360 | 0.00000 | 0.99825 | -157.05 | 7669.95 |
| 78 | 2000.01.28 17:26 | close at stop | 21 | 0.05 | 0.97360 | 0.00000 | 1.00025 | -108.16 | 7561.79 |
| 79 | 2000.01.28 17:26 | close at stop | 20 | 0.03 | 0.97360 | 0.00000 | 1.00255 | -71.80 | 7490.00 |
| 80 | 2000.01.28 17:26 | close at stop | 19 | 0.02 | 0.97360 | 0.00000 | 1.00465 | -51.95 | 7438.04 |
| 81 | 2000.01.28 17:26 | close at stop | 18 | 0.01 | 0.97360 | 0.00000 | 1.00685 | -28.18 | 7409.86 |