| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 5 Minutes (M5) 2012.03.05 00:00 - 2012.03.16 23:55 (2012.03.05 - 2012.03.17) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Bars in test | 3865 | Ticks modelled | 43084 | Modelling quality | 90.00% |
| Mismatched charts errors | 4 |
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| Initial deposit | 100.00 |
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| Total net profit | 27.70 | Gross profit | 40.80 | Gross loss | -13.10 |
| Profit factor | 3.11 | Expected payoff | 0.84 |
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| Absolute drawdown | 2.80 | Maximal drawdown | 5.60 (5.20%) | Relative drawdown | 5.20% (5.60) |
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| Total trades | 33 | Short positions (won %) | 19 (84.21%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 27 (81.82%) | Loss trades (% of total) | 6 (18.18%) |
| Largest | profit trade | 2.00 | loss trade | -3.00 |
| Average | profit trade | 1.51 | loss trade | -2.18 |
| Maximum | consecutive wins (profit in money) | 13 (17.80) | consecutive losses (loss in money) | 2 (-3.90) |
| Maximal | consecutive profit (count of wins) | 17.80 (13) | consecutive loss (count of losses) | -3.90 (2) |
| Average | consecutive wins | 5 | consecutive losses | 2 |