| Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
| Period | 15 Minutes (M15) 2008.01.02 11:00 - 2008.10.10 22:45 (2008.01.01 - 2008.10.12) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MagicNumber=0; Lots=1; StopLoss=99; TakeProfit=10; UseHourTrade=true; StartHour=22; EndHour=23; PercentRisk=30; OnlyOneOrderPerDay=true; | ||||
| Bars in test | 20277 | Ticks modelled | 2248797 | Modelling quality | 90.00% |
| Mismatched charts errors | 36 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 22281.50 | Gross profit | 29247.83 | Gross loss | -6966.33 |
| Profit factor | 4.20 | Expected payoff | 384.16 | ||
| Absolute drawdown | 1049.01 | Maximal drawdown | 10042.87 (40.79%) | Relative drawdown | 40.79% (10042.87) |
| Total trades | 58 | Short positions (won %) | 58 (98.28%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 57 (98.28%) | Loss trades (% of total) | 1 (1.72%) | ||
| Largest | profit trade | 944.94 | loss trade | -6966.33 | |
| Average | profit trade | 513.12 | loss trade | -6966.33 | |
| Maximum | consecutive wins (profit in money) | 34 (14622.29) | consecutive losses (loss in money) | 1 (-6966.33) | |
| Maximal | consecutive profit (count of wins) | 14625.54 (23) | consecutive loss (count of losses) | -6966.33 (1) | |
| Average | consecutive wins | 29 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.01.02 22:45 | sell | 1 | 3.03 | 109.43 | 110.42 | 109.33 | ||
| 2 | 2008.01.03 02:49 | t/p | 1 | 3.03 | 109.33 | 110.42 | 109.33 | 194.30 | 10194.30 |
| 3 | 2008.01.03 22:00 | sell | 2 | 3.08 | 109.30 | 110.29 | 109.20 | ||
| 4 | 2008.01.03 23:25 | t/p | 2 | 3.08 | 109.20 | 110.29 | 109.20 | 282.05 | 10476.35 |
| 5 | 2008.01.11 22:00 | sell | 3 | 3.17 | 108.85 | 109.84 | 108.75 | ||
| 6 | 2008.01.14 02:15 | t/p | 3 | 3.17 | 108.75 | 109.84 | 108.75 | 262.55 | 10738.90 |
| 7 | 2008.01.14 22:30 | sell | 4 | 3.25 | 108.15 | 109.14 | 108.05 | ||
| 8 | 2008.01.15 03:52 | t/p | 4 | 3.25 | 108.05 | 109.14 | 108.05 | 271.15 | 11010.04 |
| 9 | 2008.01.17 22:00 | sell | 5 | 3.33 | 107.09 | 108.08 | 106.99 | ||
| 10 | 2008.01.17 22:29 | t/p | 5 | 3.33 | 106.99 | 108.08 | 106.99 | 311.24 | 11321.28 |
| 11 | 2008.01.23 22:45 | sell | 6 | 3.43 | 105.78 | 106.77 | 105.68 | ||
| 12 | 2008.01.23 22:55 | t/p | 6 | 3.43 | 105.68 | 106.77 | 105.68 | 324.59 | 11645.87 |
| 13 | 2008.01.25 23:15 | sell | 7 | 3.52 | 107.04 | 108.03 | 106.94 | ||
| 14 | 2008.01.25 23:50 | t/p | 7 | 3.52 | 106.94 | 108.03 | 106.94 | 329.16 | 11975.03 |
| 15 | 2008.01.30 23:00 | sell | 8 | 3.62 | 106.93 | 107.92 | 106.83 | ||
| 16 | 2008.01.30 23:34 | t/p | 8 | 3.62 | 106.83 | 107.92 | 106.83 | 338.86 | 12313.89 |
| 17 | 2008.01.31 23:00 | sell | 9 | 3.73 | 106.40 | 107.39 | 106.30 | ||
| 18 | 2008.01.31 23:54 | t/p | 9 | 3.73 | 106.30 | 107.39 | 106.30 | 350.93 | 12664.82 |
| 19 | 2008.02.06 22:00 | sell | 10 | 3.83 | 106.51 | 107.50 | 106.41 | ||
| 20 | 2008.02.07 01:27 | t/p | 10 | 3.83 | 106.41 | 107.50 | 106.41 | 255.03 | 12919.85 |
| 21 | 2008.02.26 22:00 | sell | 11 | 3.91 | 107.27 | 108.26 | 107.17 | ||
| 22 | 2008.02.27 01:28 | t/p | 11 | 3.91 | 107.17 | 108.26 | 107.17 | 329.14 | 13248.99 |
| 23 | 2008.02.29 22:00 | sell | 12 | 4.01 | 103.94 | 104.93 | 103.84 | ||
| 24 | 2008.02.29 23:19 | t/p | 12 | 4.01 | 103.84 | 104.93 | 103.84 | 386.17 | 13635.16 |
| 25 | 2008.03.03 23:00 | sell | 13 | 4.13 | 103.14 | 104.13 | 103.04 | ||
| 26 | 2008.03.03 23:08 | t/p | 13 | 4.13 | 103.04 | 104.13 | 103.04 | 400.82 | 14035.98 |
| 27 | 2008.03.07 22:00 | sell | 14 | 4.25 | 102.47 | 103.46 | 102.37 | ||
| 28 | 2008.03.10 02:00 | t/p | 14 | 4.25 | 102.37 | 103.46 | 102.37 | 377.17 | 14413.15 |
| 29 | 2008.03.10 22:45 | sell | 15 | 4.36 | 101.74 | 102.73 | 101.64 | ||
| 30 | 2008.03.11 02:32 | t/p | 15 | 4.36 | 101.64 | 102.73 | 101.64 | 389.15 | 14802.30 |
| 31 | 2008.03.12 22:15 | sell | 16 | 4.48 | 101.86 | 102.85 | 101.76 | ||
| 32 | 2008.03.12 22:25 | t/p | 16 | 4.48 | 101.76 | 102.85 | 101.76 | 440.25 | 15242.55 |
| 33 | 2008.03.14 23:15 | sell | 17 | 4.61 | 99.25 | 100.24 | 99.15 | ||
| 34 | 2008.03.14 23:30 | t/p | 17 | 4.61 | 99.15 | 100.24 | 99.15 | 464.95 | 15707.50 |
| 35 | 2008.03.26 23:00 | sell | 18 | 4.75 | 99.32 | 100.31 | 99.22 | ||
| 36 | 2008.03.26 23:09 | t/p | 18 | 4.75 | 99.22 | 100.31 | 99.22 | 478.73 | 16186.23 |
| 37 | 2008.03.28 22:00 | sell | 19 | 4.90 | 99.41 | 100.40 | 99.31 | ||
| 38 | 2008.03.28 22:15 | t/p | 19 | 4.90 | 99.31 | 100.40 | 99.31 | 493.45 | 16679.68 |
| 39 | 2008.04.07 22:00 | sell | 20 | 5.05 | 102.42 | 103.41 | 102.32 | ||
| 40 | 2008.04.08 03:25 | t/p | 20 | 5.05 | 102.32 | 103.41 | 102.32 | 447.44 | 17127.13 |
| 41 | 2008.04.11 22:45 | sell | 21 | 5.19 | 100.71 | 101.70 | 100.61 | ||
| 42 | 2008.04.14 10:11 | t/p | 21 | 5.19 | 100.61 | 101.70 | 100.61 | 468.47 | 17595.59 |
| 43 | 2008.04.21 23:15 | sell | 22 | 5.33 | 103.18 | 104.17 | 103.08 | ||
| 44 | 2008.04.22 02:52 | t/p | 22 | 5.33 | 103.08 | 104.17 | 103.08 | 468.47 | 18064.06 |
| 45 | 2008.04.28 22:00 | sell | 23 | 5.47 | 104.25 | 105.24 | 104.15 | ||
| 46 | 2008.04.28 22:33 | t/p | 23 | 5.47 | 104.15 | 105.24 | 104.15 | 525.25 | 18589.31 |
| 47 | 2008.04.30 22:00 | sell | 24 | 5.63 | 103.89 | 104.88 | 103.79 | ||
| 48 | 2008.04.30 22:14 | t/p | 24 | 5.63 | 103.79 | 104.88 | 103.79 | 542.44 | 19131.75 |
| 49 | 2008.05.05 22:15 | sell | 25 | 5.79 | 104.78 | 105.77 | 104.68 | ||
| 50 | 2008.05.06 04:26 | t/p | 25 | 5.79 | 104.68 | 105.77 | 104.68 | 500.25 | 19632.00 |
| 51 | 2008.05.06 23:00 | sell | 26 | 5.94 | 104.70 | 105.69 | 104.60 | ||
| 52 | 2008.05.08 05:23 | t/p | 26 | 5.94 | 104.60 | 105.69 | 104.60 | 350.95 | 19982.95 |
| 53 | 2008.05.09 23:15 | sell | 27 | 6.05 | 102.93 | 103.92 | 102.83 | ||
| 54 | 2008.05.09 23:45 | t/p | 27 | 6.05 | 102.83 | 103.92 | 102.83 | 588.35 | 20571.30 |
| 55 | 2008.05.15 23:00 | sell | 28 | 6.23 | 104.59 | 105.58 | 104.49 | ||
| 56 | 2008.05.16 09:43 | t/p | 28 | 6.23 | 104.49 | 105.58 | 104.49 | 539.35 | 21110.65 |
| 57 | 2008.05.21 22:00 | sell | 29 | 6.39 | 103.10 | 104.09 | 103.00 | ||
| 58 | 2008.05.21 22:56 | t/p | 29 | 6.39 | 103.00 | 104.09 | 103.00 | 620.39 | 21731.04 |
| 59 | 2008.05.26 22:00 | sell | 30 | 6.58 | 103.40 | 104.39 | 103.30 | ||
| 60 | 2008.05.27 04:14 | t/p | 30 | 6.58 | 103.30 | 104.39 | 103.30 | 576.97 | 22308.01 |
| 61 | 2008.05.30 23:00 | sell | 31 | 6.76 | 105.42 | 106.41 | 105.32 | ||
| 62 | 2008.06.02 01:00 | t/p | 31 | 6.76 | 105.32 | 106.41 | 105.32 | 580.56 | 22888.57 |
| 63 | 2008.06.06 22:00 | sell | 32 | 6.93 | 105.05 | 106.04 | 104.95 | ||
| 64 | 2008.06.06 22:51 | t/p | 32 | 6.93 | 104.95 | 106.04 | 104.95 | 660.31 | 23548.88 |
| 65 | 2008.06.16 22:00 | sell | 33 | 7.13 | 108.13 | 109.12 | 108.03 | ||
| 66 | 2008.06.17 04:22 | t/p | 33 | 7.13 | 108.03 | 109.12 | 108.03 | 594.96 | 24143.85 |
| 67 | 2008.06.18 22:45 | sell | 34 | 7.31 | 107.81 | 108.80 | 107.71 | ||
| 68 | 2008.06.19 03:14 | t/p | 34 | 7.31 | 107.71 | 108.80 | 107.71 | 478.45 | 24622.29 |
| 69 | 2008.06.20 22:00 | sell | 35 | 7.46 | 107.13 | 108.12 | 107.03 | ||
| 70 | 2008.06.24 05:12 | s/l | 35 | 7.46 | 108.12 | 108.12 | 107.03 | -6966.33 | 17655.97 |
| 71 | 2008.06.25 22:00 | sell | 36 | 5.35 | 107.90 | 108.89 | 107.80 | ||
| 72 | 2008.06.25 22:15 | t/p | 36 | 5.35 | 107.80 | 108.89 | 107.80 | 496.29 | 18152.26 |
| 73 | 2008.06.26 22:00 | sell | 37 | 5.50 | 106.67 | 107.66 | 106.57 | ||
| 74 | 2008.06.27 10:47 | t/p | 37 | 5.50 | 106.57 | 107.66 | 106.57 | 465.88 | 18618.13 |
| 75 | 2008.07.09 23:15 | sell | 38 | 5.64 | 106.71 | 107.70 | 106.61 | ||
| 76 | 2008.07.11 14:55 | t/p | 38 | 5.64 | 106.61 | 107.70 | 106.61 | 323.11 | 18941.24 |
| 77 | 2008.07.14 22:00 | sell | 39 | 5.73 | 106.11 | 107.10 | 106.01 | ||
| 78 | 2008.07.15 04:40 | t/p | 39 | 5.73 | 106.01 | 107.10 | 106.01 | 488.21 | 19429.44 |
| 79 | 2008.07.15 23:00 | sell | 40 | 5.88 | 104.78 | 105.77 | 104.68 | ||
| 80 | 2008.07.15 23:37 | t/p | 40 | 5.88 | 104.68 | 105.77 | 104.68 | 561.71 | 19991.15 |
| 81 | 2008.07.21 22:00 | sell | 41 | 6.05 | 106.72 | 107.71 | 106.62 | ||
| 82 | 2008.07.21 23:20 | t/p | 41 | 6.05 | 106.62 | 107.71 | 106.62 | 567.44 | 20558.59 |
| 83 | 2008.07.24 22:45 | sell | 42 | 6.22 | 107.25 | 108.24 | 107.15 | ||
| 84 | 2008.07.25 05:26 | t/p | 42 | 6.22 | 107.15 | 108.24 | 107.15 | 523.70 | 21082.29 |
| 85 | 2008.07.28 22:00 | sell | 43 | 6.38 | 107.49 | 108.48 | 107.39 | ||
| 86 | 2008.07.29 03:58 | t/p | 43 | 6.38 | 107.39 | 108.48 | 107.39 | 535.85 | 21618.14 |
| 87 | 2008.07.31 22:45 | sell | 44 | 6.55 | 107.87 | 108.86 | 107.77 | ||
| 88 | 2008.08.01 02:57 | t/p | 44 | 6.55 | 107.77 | 108.86 | 107.77 | 547.98 | 22166.12 |
| 89 | 2008.08.12 22:15 | sell | 45 | 6.71 | 109.32 | 110.31 | 109.22 | ||
| 90 | 2008.08.13 01:32 | t/p | 45 | 6.71 | 109.22 | 110.31 | 109.22 | 553.38 | 22719.50 |
| 91 | 2008.08.20 23:15 | sell | 46 | 6.88 | 109.80 | 110.79 | 109.70 | ||
| 92 | 2008.08.21 03:05 | t/p | 46 | 6.88 | 109.70 | 110.79 | 109.70 | 438.72 | 23158.22 |
| 93 | 2008.08.26 23:16 | sell | 47 | 7.01 | 109.61 | 110.60 | 109.51 | ||
| 94 | 2008.08.27 03:05 | t/p | 47 | 7.01 | 109.51 | 110.60 | 109.51 | 576.12 | 23734.34 |
| 95 | 2008.09.01 22:01 | sell | 48 | 7.19 | 108.15 | 109.14 | 108.05 | ||
| 96 | 2008.09.02 00:19 | t/p | 48 | 7.19 | 108.05 | 109.14 | 108.05 | 599.79 | 24334.12 |
| 97 | 2008.09.04 22:00 | sell | 49 | 7.37 | 107.00 | 107.99 | 106.90 | ||
| 98 | 2008.09.05 00:19 | t/p | 49 | 7.37 | 106.90 | 107.99 | 106.90 | 622.14 | 24956.26 |
| 99 | 2008.09.09 23:00 | sell | 50 | 7.56 | 107.10 | 108.09 | 107.00 | ||
| 100 | 2008.09.09 23:25 | t/p | 50 | 7.56 | 107.00 | 108.09 | 107.00 | 706.54 | 25662.80 |
| 101 | 2008.09.15 22:30 | sell | 51 | 7.77 | 105.32 | 106.31 | 105.22 | ||
| 102 | 2008.09.15 22:51 | t/p | 51 | 7.77 | 105.22 | 106.31 | 105.22 | 738.45 | 26401.25 |
| 103 | 2008.09.22 22:00 | sell | 52 | 8.00 | 105.42 | 106.41 | 105.32 | ||
| 104 | 2008.09.22 22:26 | t/p | 52 | 8.00 | 105.32 | 106.41 | 105.32 | 759.66 | 27160.91 |
| 105 | 2008.09.23 22:00 | sell | 53 | 8.23 | 105.37 | 106.36 | 105.27 | ||
| 106 | 2008.09.23 23:25 | t/p | 53 | 8.23 | 105.27 | 106.36 | 105.27 | 781.80 | 27942.71 |
| 107 | 2008.09.29 22:00 | sell | 54 | 8.46 | 104.35 | 105.34 | 104.25 | ||
| 108 | 2008.09.29 22:09 | t/p | 54 | 8.46 | 104.25 | 105.34 | 104.25 | 811.51 | 28754.22 |
| 109 | 2008.10.01 22:15 | sell | 55 | 8.71 | 105.84 | 106.83 | 105.74 | ||
| 110 | 2008.10.01 23:41 | t/p | 55 | 8.71 | 105.74 | 106.83 | 105.74 | 823.72 | 29577.94 |
| 111 | 2008.10.03 22:00 | sell | 56 | 8.96 | 105.36 | 106.35 | 105.26 | ||
| 112 | 2008.10.03 22:43 | t/p | 56 | 8.96 | 105.26 | 106.35 | 105.26 | 851.23 | 30429.17 |
| 113 | 2008.10.07 22:15 | sell | 57 | 9.22 | 101.71 | 102.70 | 101.61 | ||
| 114 | 2008.10.07 22:25 | t/p | 57 | 9.22 | 101.61 | 102.70 | 101.61 | 907.39 | 31336.56 |
| 115 | 2008.10.09 22:00 | sell | 58 | 9.49 | 100.53 | 101.52 | 100.43 | ||
| 116 | 2008.10.09 22:02 | t/p | 58 | 9.49 | 100.43 | 101.52 | 100.43 | 944.94 | 32281.50 |