| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2011.09.26 00:00 - 2011.12.23 23:00 (2011.09.25 - 2011.12.25) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 2004 | Ticks modelled | 1586358 | Modelling quality | 90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 949.25 | Gross profit | 1291.68 | Gross loss | -342.43 |
| Profit factor | 3.77 | Expected payoff | 21.57 | ||
| Absolute drawdown | 81.60 | Maximal drawdown | 151.73 (12.41%) | Relative drawdown | 12.41% (151.73) |
| Total trades | 44 | Short positions (won %) | 24 (79.17%) | Long positions (won %) | 20 (80.00%) |
| Profit trades (% of total) | 35 (79.55%) | Loss trades (% of total) | 9 (20.45%) | ||
| Largest | profit trade | 82.26 | loss trade | -38.39 | |
| Average | profit trade | 36.91 | loss trade | -38.05 | |
| Maximum | consecutive wins (profit in money) | 9 (239.42) | consecutive losses (loss in money) | 1 (-38.39) | |
| Maximal | consecutive profit (count of wins) | 239.42 (9) | consecutive loss (count of losses) | -38.39 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.09.27 02:31 | sell | 1 | 0.07 | 76.494 | 0.000 | 0.000 | ||
| 2 | 2011.09.27 02:31 | modify | 1 | 0.07 | 76.494 | 76.912 | 76.244 | ||
| 3 | 2011.09.27 23:08 | s/l | 1 | 0.07 | 76.912 | 76.912 | 76.244 | -38.04 | 961.96 |
| 4 | 2011.09.28 10:08 | buy | 2 | 0.25 | 76.460 | 0.000 | 0.000 | ||
| 5 | 2011.09.28 10:08 | modify | 2 | 0.25 | 76.460 | 76.042 | 76.710 | ||
| 6 | 2011.09.29 13:31 | t/p | 2 | 0.25 | 76.710 | 76.042 | 76.710 | 81.29 | 1043.25 |
| 7 | 2011.09.29 13:31 | sell | 3 | 0.07 | 76.710 | 0.000 | 0.000 | ||
| 8 | 2011.09.29 13:31 | modify | 3 | 0.07 | 76.710 | 77.128 | 76.460 | ||
| 9 | 2011.09.30 18:07 | s/l | 3 | 0.07 | 77.128 | 77.128 | 76.460 | -38.09 | 1005.16 |
| 10 | 2011.10.03 01:22 | sell | 4 | 0.25 | 77.191 | 0.000 | 0.000 | ||
| 11 | 2011.10.03 01:22 | modify | 4 | 0.25 | 77.191 | 77.609 | 76.941 | ||
| 12 | 2011.10.03 09:48 | t/p | 4 | 0.25 | 76.941 | 77.609 | 76.941 | 81.23 | 1086.39 |
| 13 | 2011.10.03 16:58 | buy | 5 | 0.07 | 76.749 | 0.000 | 0.000 | ||
| 14 | 2011.10.03 16:58 | modify | 5 | 0.07 | 76.749 | 76.331 | 76.999 | ||
| 15 | 2011.10.05 17:51 | t/p | 5 | 0.07 | 76.999 | 76.331 | 76.999 | 22.70 | 1109.08 |
| 16 | 2011.10.05 17:51 | sell | 6 | 0.07 | 76.999 | 0.000 | 0.000 | ||
| 17 | 2011.10.05 17:51 | modify | 6 | 0.07 | 76.999 | 77.417 | 76.749 | ||
| 18 | 2011.10.05 21:42 | t/p | 6 | 0.07 | 76.749 | 77.417 | 76.749 | 22.80 | 1131.88 |
| 19 | 2011.10.06 12:56 | buy | 7 | 0.07 | 76.620 | 0.000 | 0.000 | ||
| 20 | 2011.10.06 12:56 | modify | 7 | 0.07 | 76.620 | 76.202 | 76.870 | ||
| 21 | 2011.10.07 15:32 | t/p | 7 | 0.07 | 76.870 | 76.202 | 76.870 | 22.75 | 1154.64 |
| 22 | 2011.10.07 15:32 | sell | 8 | 0.07 | 76.870 | 0.000 | 0.000 | ||
| 23 | 2011.10.07 15:32 | modify | 8 | 0.07 | 76.870 | 77.288 | 76.620 | ||
| 24 | 2011.10.10 11:38 | t/p | 8 | 0.07 | 76.620 | 77.288 | 76.620 | 22.69 | 1177.32 |
| 25 | 2011.10.11 16:45 | sell | 9 | 0.07 | 76.745 | 0.000 | 0.000 | ||
| 26 | 2011.10.11 16:45 | modify | 9 | 0.07 | 76.745 | 77.163 | 76.495 | ||
| 27 | 2011.10.12 11:36 | t/p | 9 | 0.07 | 76.495 | 77.163 | 76.495 | 22.73 | 1200.05 |
| 28 | 2011.10.12 11:36 | buy | 10 | 0.07 | 76.495 | 0.000 | 0.000 | ||
| 29 | 2011.10.12 11:36 | modify | 10 | 0.07 | 76.495 | 76.077 | 76.745 | ||
| 30 | 2011.10.12 14:51 | t/p | 10 | 0.07 | 76.745 | 76.077 | 76.745 | 22.80 | 1222.85 |
| 31 | 2011.10.12 14:51 | sell | 11 | 0.07 | 76.746 | 0.000 | 0.000 | ||
| 32 | 2011.10.12 14:51 | modify | 11 | 0.07 | 76.746 | 77.164 | 76.496 | ||
| 33 | 2011.10.12 15:47 | s/l | 11 | 0.07 | 77.164 | 77.164 | 76.496 | -37.92 | 1184.93 |
| 34 | 2011.10.13 11:53 | buy | 12 | 0.25 | 77.015 | 0.000 | 0.000 | ||
| 35 | 2011.10.13 11:53 | modify | 12 | 0.25 | 77.015 | 76.597 | 77.265 | ||
| 36 | 2011.10.14 17:32 | t/p | 12 | 0.25 | 77.265 | 76.597 | 77.265 | 80.83 | 1265.76 |
| 37 | 2011.10.17 10:57 | sell | 13 | 0.07 | 77.440 | 0.000 | 0.000 | ||
| 38 | 2011.10.17 10:57 | modify | 13 | 0.07 | 77.440 | 77.858 | 77.190 | ||
| 39 | 2011.10.17 13:47 | t/p | 13 | 0.07 | 77.190 | 77.858 | 77.190 | 22.67 | 1288.43 |
| 40 | 2011.10.17 17:17 | buy | 14 | 0.07 | 76.665 | 0.000 | 0.000 | ||
| 41 | 2011.10.17 17:17 | modify | 14 | 0.07 | 76.665 | 76.247 | 76.915 | ||
| 42 | 2011.10.20 15:23 | t/p | 14 | 0.07 | 76.915 | 76.247 | 76.915 | 22.66 | 1311.09 |
| 43 | 2011.10.20 15:23 | sell | 15 | 0.07 | 76.915 | 0.000 | 0.000 | ||
| 44 | 2011.10.20 15:23 | modify | 15 | 0.07 | 76.915 | 77.333 | 76.665 | ||
| 45 | 2011.10.21 10:49 | t/p | 15 | 0.07 | 76.665 | 77.333 | 76.665 | 22.68 | 1333.76 |
| 46 | 2011.10.21 15:33 | buy | 16 | 0.07 | 76.641 | 0.000 | 0.000 | ||
| 47 | 2011.10.21 15:33 | modify | 16 | 0.07 | 76.641 | 76.223 | 76.891 | ||
| 48 | 2011.10.21 15:58 | s/l | 16 | 0.07 | 76.223 | 76.223 | 76.891 | -38.39 | 1295.37 |
| 49 | 2011.10.25 12:10 | sell | 17 | 0.25 | 76.228 | 0.000 | 0.000 | ||
| 50 | 2011.10.25 12:10 | modify | 17 | 0.25 | 76.228 | 76.646 | 75.978 | ||
| 51 | 2011.10.25 16:57 | t/p | 17 | 0.25 | 75.978 | 76.646 | 75.978 | 82.26 | 1377.63 |
| 52 | 2011.10.25 16:57 | buy | 18 | 0.07 | 75.978 | 0.000 | 0.000 | ||
| 53 | 2011.10.25 16:57 | modify | 18 | 0.07 | 75.978 | 75.560 | 76.228 | ||
| 54 | 2011.10.26 22:17 | t/p | 18 | 0.07 | 76.228 | 75.560 | 76.228 | 22.94 | 1400.58 |
| 55 | 2011.10.27 15:23 | buy | 19 | 0.07 | 75.698 | 0.000 | 0.000 | ||
| 56 | 2011.10.27 15:23 | modify | 19 | 0.07 | 75.698 | 75.280 | 75.948 | ||
| 57 | 2011.10.27 21:41 | t/p | 19 | 0.07 | 75.948 | 75.280 | 75.948 | 23.04 | 1423.62 |
| 58 | 2011.10.31 03:25 | sell | 20 | 0.07 | 75.856 | 0.000 | 0.000 | ||
| 59 | 2011.10.31 03:25 | modify | 20 | 0.07 | 75.856 | 76.274 | 75.606 | ||
| 60 | 2011.10.31 03:25 | s/l | 20 | 0.07 | 76.274 | 76.274 | 75.606 | -38.32 | 1385.30 |
| 61 | 2011.10.31 08:02 | sell | 21 | 0.25 | 79.486 | 0.000 | 0.000 | ||
| 62 | 2011.10.31 08:02 | modify | 21 | 0.25 | 79.486 | 79.904 | 79.236 | ||
| 63 | 2011.10.31 08:44 | t/p | 21 | 0.25 | 79.236 | 79.904 | 79.236 | 78.88 | 1464.18 |
| 64 | 2011.11.02 11:14 | buy | 22 | 0.07 | 78.004 | 0.000 | 0.000 | ||
| 65 | 2011.11.02 11:14 | modify | 22 | 0.07 | 78.004 | 77.586 | 78.254 | ||
| 66 | 2011.11.04 16:23 | t/p | 22 | 0.07 | 78.254 | 77.586 | 78.254 | 22.29 | 1486.47 |
| 67 | 2011.11.07 05:51 | buy | 23 | 0.07 | 78.097 | 0.000 | 0.000 | ||
| 68 | 2011.11.07 05:51 | modify | 23 | 0.07 | 78.097 | 77.679 | 78.347 | ||
| 69 | 2011.11.08 16:50 | s/l | 23 | 0.07 | 77.679 | 77.679 | 78.347 | -37.69 | 1448.78 |
| 70 | 2011.11.09 03:47 | buy | 24 | 0.25 | 77.586 | 0.000 | 0.000 | ||
| 71 | 2011.11.09 03:47 | modify | 24 | 0.25 | 77.586 | 77.168 | 77.836 | ||
| 72 | 2011.11.09 21:24 | t/p | 24 | 0.25 | 77.836 | 77.168 | 77.836 | 80.30 | 1529.08 |
| 73 | 2011.11.10 14:39 | buy | 25 | 0.07 | 77.581 | 0.000 | 0.000 | ||
| 74 | 2011.11.10 14:39 | modify | 25 | 0.07 | 77.581 | 77.163 | 77.831 | ||
| 75 | 2011.11.11 16:41 | s/l | 25 | 0.07 | 77.163 | 77.163 | 77.831 | -37.94 | 1491.14 |
| 76 | 2011.11.14 10:12 | buy | 26 | 0.25 | 77.041 | 0.000 | 0.000 | ||
| 77 | 2011.11.14 10:12 | modify | 26 | 0.25 | 77.041 | 76.623 | 77.291 | ||
| 78 | 2011.11.15 04:44 | t/p | 26 | 0.25 | 77.291 | 76.623 | 77.291 | 80.79 | 1571.93 |
| 79 | 2011.11.15 04:44 | sell | 27 | 0.07 | 77.300 | 0.000 | 0.000 | ||
| 80 | 2011.11.15 04:44 | modify | 27 | 0.07 | 77.300 | 77.718 | 77.050 | ||
| 81 | 2011.11.15 08:44 | t/p | 27 | 0.07 | 77.050 | 77.718 | 77.050 | 22.71 | 1594.64 |
| 82 | 2011.11.16 04:03 | sell | 28 | 0.07 | 77.098 | 0.000 | 0.000 | ||
| 83 | 2011.11.16 04:03 | modify | 28 | 0.07 | 77.098 | 77.516 | 76.848 | ||
| 84 | 2011.11.18 09:38 | t/p | 28 | 0.07 | 76.848 | 77.516 | 76.848 | 22.15 | 1616.79 |
| 85 | 2011.11.21 17:50 | sell | 29 | 0.07 | 76.948 | 0.000 | 0.000 | ||
| 86 | 2011.11.21 17:50 | modify | 29 | 0.07 | 76.948 | 77.366 | 76.698 | ||
| 87 | 2011.11.23 17:01 | s/l | 29 | 0.07 | 77.366 | 77.366 | 76.698 | -38.13 | 1578.67 |
| 88 | 2011.11.25 19:10 | sell | 30 | 0.25 | 77.726 | 0.000 | 0.000 | ||
| 89 | 2011.11.25 19:10 | modify | 30 | 0.25 | 77.726 | 78.144 | 77.476 | ||
| 90 | 2011.11.28 00:52 | t/p | 30 | 0.25 | 77.476 | 78.144 | 77.476 | 80.12 | 1658.79 |
| 91 | 2011.11.29 03:05 | sell | 31 | 0.07 | 78.229 | 0.000 | 0.000 | ||
| 92 | 2011.11.29 03:05 | modify | 31 | 0.07 | 78.229 | 78.647 | 77.979 | ||
| 93 | 2011.11.29 08:27 | t/p | 31 | 0.07 | 77.979 | 78.647 | 77.979 | 22.44 | 1681.23 |
| 94 | 2011.11.30 12:31 | sell | 32 | 0.07 | 78.103 | 0.000 | 0.000 | ||
| 95 | 2011.11.30 12:31 | modify | 32 | 0.07 | 78.103 | 78.521 | 77.853 | ||
| 96 | 2011.11.30 15:00 | t/p | 32 | 0.07 | 77.853 | 78.521 | 77.853 | 22.48 | 1703.71 |
| 97 | 2011.11.30 15:05 | buy | 33 | 0.07 | 77.604 | 0.000 | 0.000 | ||
| 98 | 2011.11.30 15:05 | modify | 33 | 0.07 | 77.604 | 77.186 | 77.854 | ||
| 99 | 2011.12.02 03:39 | t/p | 33 | 0.07 | 77.854 | 77.186 | 77.854 | 22.41 | 1726.12 |
| 100 | 2011.12.02 03:39 | sell | 34 | 0.07 | 77.858 | 0.000 | 0.000 | ||
| 101 | 2011.12.02 03:39 | modify | 34 | 0.07 | 77.858 | 78.276 | 77.608 | ||
| 102 | 2011.12.08 02:26 | t/p | 34 | 0.07 | 77.608 | 78.276 | 77.608 | 21.63 | 1747.74 |
| 103 | 2011.12.08 02:26 | buy | 35 | 0.07 | 77.606 | 0.000 | 0.000 | ||
| 104 | 2011.12.08 02:26 | modify | 35 | 0.07 | 77.606 | 77.188 | 77.856 | ||
| 105 | 2011.12.08 15:36 | s/l | 35 | 0.07 | 77.188 | 77.188 | 77.856 | -37.91 | 1709.83 |
| 106 | 2011.12.08 18:38 | sell | 36 | 0.25 | 77.780 | 0.000 | 0.000 | ||
| 107 | 2011.12.08 18:38 | modify | 36 | 0.25 | 77.780 | 78.198 | 77.530 | ||
| 108 | 2011.12.09 21:58 | t/p | 36 | 0.25 | 77.530 | 78.198 | 77.530 | 80.07 | 1789.90 |
| 109 | 2011.12.09 21:58 | buy | 37 | 0.07 | 77.529 | 0.000 | 0.000 | ||
| 110 | 2011.12.09 21:58 | modify | 37 | 0.07 | 77.529 | 77.111 | 77.779 | ||
| 111 | 2011.12.12 11:22 | t/p | 37 | 0.07 | 77.779 | 77.111 | 77.779 | 22.48 | 1812.38 |
| 112 | 2011.12.12 15:49 | sell | 38 | 0.07 | 77.920 | 0.000 | 0.000 | ||
| 113 | 2011.12.12 15:49 | modify | 38 | 0.07 | 77.920 | 78.338 | 77.670 | ||
| 114 | 2011.12.13 16:50 | t/p | 38 | 0.07 | 77.670 | 78.338 | 77.670 | 22.38 | 1834.76 |
| 115 | 2011.12.13 16:50 | buy | 39 | 0.07 | 77.669 | 0.000 | 0.000 | ||
| 116 | 2011.12.13 16:50 | modify | 39 | 0.07 | 77.669 | 77.251 | 77.919 | ||
| 117 | 2011.12.13 18:06 | t/p | 39 | 0.07 | 77.919 | 77.251 | 77.919 | 22.46 | 1857.22 |
| 118 | 2011.12.13 22:51 | sell | 40 | 0.07 | 77.992 | 0.000 | 0.000 | ||
| 119 | 2011.12.13 22:51 | modify | 40 | 0.07 | 77.992 | 78.410 | 77.742 | ||
| 120 | 2011.12.16 17:59 | t/p | 40 | 0.07 | 77.742 | 78.410 | 77.742 | 21.74 | 1878.96 |
| 121 | 2011.12.16 17:59 | buy | 41 | 0.07 | 77.742 | 0.000 | 0.000 | ||
| 122 | 2011.12.16 17:59 | modify | 41 | 0.07 | 77.742 | 77.324 | 77.992 | ||
| 123 | 2011.12.19 05:18 | t/p | 41 | 0.07 | 77.992 | 77.324 | 77.992 | 22.42 | 1901.38 |
| 124 | 2011.12.19 05:18 | sell | 42 | 0.07 | 77.992 | 0.000 | 0.000 | ||
| 125 | 2011.12.19 05:18 | modify | 42 | 0.07 | 77.992 | 78.410 | 77.742 | ||
| 126 | 2011.12.20 17:16 | t/p | 42 | 0.07 | 77.742 | 78.410 | 77.742 | 22.36 | 1923.74 |
| 127 | 2011.12.21 09:25 | buy | 43 | 0.07 | 77.751 | 0.000 | 0.000 | ||
| 128 | 2011.12.21 09:25 | modify | 43 | 0.07 | 77.751 | 77.333 | 78.001 | ||
| 129 | 2011.12.21 18:54 | t/p | 43 | 0.07 | 78.001 | 77.333 | 78.001 | 22.44 | 1946.18 |
| 130 | 2011.12.22 02:55 | sell | 44 | 0.07 | 78.104 | 0.000 | 0.000 | ||
| 131 | 2011.12.22 02:55 | modify | 44 | 0.07 | 78.104 | 78.522 | 77.854 | ||
| 132 | 2011.12.23 23:56 | close at stop | 44 | 0.07 | 78.068 | 78.522 | 77.854 | 3.08 | 1949.25 |