| Symbol | EURUSD (Euro vs. United States Dollar) | ||||
| Period | Daily (D1) 2006.01.02 00:00 - 2006.12.29 00:00 (2006.01.01 - 2006.12.31) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | LotSize=2; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=false; RSI_Overbought_Value=75; RSI_Oversold_Value=25; | ||||
| Bars in test | 1620 | Ticks modelled | 204274 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 5957.33 | Gross profit | 17076.05 | Gross loss | -11118.72 |
| Profit factor | 1.54 | Expected payoff | 397.16 | ||
| Absolute drawdown | 3862.52 | Maximal drawdown | 3862.52 (38.63%) | Relative drawdown | 38.63% (3862.52) |
| Total trades | 15 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) | ||
| Largest | profit trade | 3174.19 | loss trade | -3862.52 | |
| Average | profit trade | 1707.61 | loss trade | -2223.74 | |
| Maximum | consecutive wins (profit in money) | 4 (5497.48) | consecutive losses (loss in money) | 1 (-3862.52) | |
| Maximal | consecutive profit (count of wins) | 5497.48 (4) | consecutive loss (count of losses) | -3862.52 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2006.01.29 00:00 | buy | 1 | 2.00 | 1.2106 | 0.0000 | 1.2804 | ||
| 2 | 2006.02.19 00:00 | close | 1 | 2.00 | 1.1927 | 0.0000 | 1.2804 | -3862.52 | 6137.48 |
| 3 | 2006.03.05 00:00 | sell | 2 | 2.00 | 1.2044 | 0.0000 | 1.1346 | ||
| 4 | 2006.03.08 00:00 | close | 2 | 2.00 | 1.1887 | 0.0000 | 1.1346 | 3174.19 | 9311.67 |
| 5 | 2006.03.15 00:00 | sell | 3 | 2.00 | 1.2014 | 0.0000 | 1.1316 | ||
| 6 | 2006.03.22 00:00 | close | 3 | 2.00 | 1.2112 | 0.0000 | 1.1316 | -1880.23 | 7431.44 |
| 7 | 2006.03.23 00:00 | buy | 4 | 2.00 | 1.2078 | 0.0000 | 1.2776 | ||
| 8 | 2006.03.31 00:00 | close | 4 | 2.00 | 1.2164 | 0.0000 | 1.2776 | 1612.37 | 9043.81 |
| 9 | 2006.05.22 00:00 | buy | 5 | 2.00 | 1.2758 | 0.0000 | 1.3456 | ||
| 10 | 2006.05.23 00:00 | close | 5 | 2.00 | 1.2857 | 0.0000 | 1.3456 | 1966.55 | 11010.36 |
| 11 | 2006.06.08 00:00 | buy | 6 | 2.00 | 1.2802 | 0.0000 | 1.3500 | ||
| 12 | 2006.06.16 00:00 | close | 6 | 2.00 | 1.2629 | 0.0000 | 1.3500 | -3567.63 | 7442.73 |
| 13 | 2006.06.26 00:00 | buy | 7 | 2.00 | 1.2507 | 0.0000 | 1.3205 | ||
| 14 | 2006.06.30 00:00 | close | 7 | 2.00 | 1.2664 | 0.0000 | 1.3205 | 3059.28 | 10502.01 |
| 15 | 2006.07.14 00:00 | buy | 8 | 2.00 | 1.2692 | 0.0000 | 1.3390 | ||
| 16 | 2006.07.21 00:00 | close | 8 | 2.00 | 1.2624 | 0.0000 | 1.3390 | -1454.17 | 9047.84 |
| 17 | 2006.08.14 00:00 | buy | 9 | 2.00 | 1.2712 | 0.0000 | 1.3410 | ||
| 18 | 2006.08.16 00:00 | close | 9 | 2.00 | 1.2783 | 0.0000 | 1.3410 | 1393.09 | 10440.93 |
| 19 | 2006.08.25 00:00 | buy | 10 | 2.00 | 1.2764 | 0.0000 | 1.3462 | ||
| 20 | 2006.08.29 00:00 | close | 10 | 2.00 | 1.2784 | 0.0000 | 1.3462 | 373.09 | 10814.03 |
| 21 | 2006.09.08 00:00 | buy | 11 | 2.00 | 1.2734 | 0.0000 | 1.3432 | ||
| 22 | 2006.09.15 00:00 | close | 11 | 2.00 | 1.2721 | 0.0000 | 1.3432 | -354.17 | 10459.85 |
| 23 | 2006.10.01 00:00 | buy | 12 | 2.00 | 1.2685 | 0.0000 | 1.3383 | ||
| 24 | 2006.10.03 00:00 | close | 12 | 2.00 | 1.2737 | 0.0000 | 1.3383 | 1013.09 | 11472.94 |
| 25 | 2006.10.08 00:00 | buy | 13 | 2.00 | 1.2595 | 0.0000 | 1.3293 | ||
| 26 | 2006.10.20 00:00 | close | 13 | 2.00 | 1.2622 | 0.0000 | 1.3293 | 351.65 | 11824.60 |
| 27 | 2006.12.11 00:00 | buy | 14 | 2.00 | 1.3184 | 0.0000 | 1.3882 | ||
| 28 | 2006.12.13 00:00 | close | 14 | 2.00 | 1.3282 | 0.0000 | 1.3882 | 1933.09 | 13757.69 |
| 29 | 2006.12.17 00:00 | buy | 15 | 2.00 | 1.3083 | 0.0000 | 1.3781 | ||
| 30 | 2006.12.20 00:00 | close | 15 | 2.00 | 1.3195 | 0.0000 | 1.3781 | 2199.64 | 15957.33 |