Strategy Tester Report
Farmer_AUDUSD_008
(Build 226)

SymbolAUDUSD (Australian vs US Dollar)
Period5 Minutes (M5) 2009.01.02 07:00 - 2010.06.29 23:55 (2009.01.01 - 2010.06.30)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters
Bars in test108409Ticks modelled14192047Modelling qualityn/a
Mismatched charts errors24755
Initial deposit10000.00
Total net profit848.92Gross profit1247.14Gross loss-398.22
Profit factor3.13Expected payoff5.44
Absolute drawdown27.30Maximal drawdown64.00 (0.61%)Relative drawdown0.63% (63.20)
Total trades156Short positions (won %)107 (89.72%)Long positions (won %)49 (89.80%)
Profit trades (% of total)140 (89.74%)Loss trades (% of total)16 (10.26%)
Largestprofit trade13.00loss trade-36.00
Averageprofit trade8.91loss trade-24.89
Maximumconsecutive wins (profit in money)22 (223.60)consecutive losses (loss in money)2 (-50.90)
Maximalconsecutive profit (count of wins)223.60 (22)consecutive loss (count of losses)-50.90 (2)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:13buy10.100.693100.689500.69410
22009.01.02 09:59close10.100.693500.689500.694104.0010004.00
32009.01.05 10:26buy20.100.707800.704200.70880
42009.01.05 10:30t/p20.100.708800.704200.7088010.0010014.00
52009.01.06 11:06sell30.100.709430.712330.70813
62009.01.06 12:11s/l30.100.712330.712330.70813-29.009985.00
72009.01.07 00:15buy40.100.720700.717100.72170
82009.01.07 00:18t/p40.100.721700.717100.7217010.009995.00
92009.01.07 08:59buy50.100.719100.715500.72010
102009.01.07 09:18t/p50.100.720100.715500.7201010.0010005.00
112009.01.07 18:05sell60.100.718000.720900.71670
122009.01.07 18:13s/l60.100.720900.720900.71670-29.009976.00
132009.01.07 18:16sell70.100.719990.722890.71869
142009.01.07 18:31close70.100.719080.722890.718699.109985.10
152009.01.08 11:48sell80.100.703600.706500.70230
162009.01.08 11:50t/p80.100.702300.706500.7023013.009998.10
172009.01.12 07:44sell90.100.693600.696500.69230
182009.01.12 08:13close90.100.692800.696500.692308.0010006.10
192009.01.12 20:12sell100.100.685160.688060.68386
202009.01.12 20:22close100.100.684070.688060.6838610.9010017.00
212009.01.13 21:47sell110.100.664320.667220.66302
222009.01.13 21:57close110.100.663480.667220.663028.4010025.40
232009.01.14 10:46buy120.100.673340.669740.67434
242009.01.14 10:47t/p120.100.674340.669740.6743410.0010035.40
252009.01.14 18:34sell130.100.663910.666810.66261
262009.01.14 19:20close130.100.663400.666810.662615.1010040.50
272009.01.14 21:33sell140.100.664050.666950.66275
282009.01.14 21:37t/p140.100.662750.666950.6627513.0010053.50
292009.01.15 20:38sell150.100.658910.661810.65761
302009.01.15 20:58s/l150.100.661810.661810.65761-29.0010024.50
312009.01.19 09:16buy160.100.676510.672910.67751
322009.01.19 10:19close160.100.677190.672910.677516.8010031.30
332009.01.19 10:19sell170.100.677550.680450.67625
342009.01.19 10:58close170.100.676810.680450.676257.4010038.70
352009.01.19 17:45sell180.100.671790.674690.67049
362009.01.19 17:56t/p180.100.670490.674690.6704913.0010051.70
372009.01.20 08:10sell190.100.663000.665900.66170
382009.01.20 08:30close190.100.662300.665900.661707.0010058.70
392009.01.20 15:39sell200.100.660140.663040.65884
402009.01.20 16:02close200.100.659320.663040.658848.2010066.90
412009.01.20 23:55sell210.100.651040.653940.64974
422009.01.21 00:02t/p210.100.649740.653940.6497411.8210078.72
432009.01.21 02:46sell220.100.651000.653900.64970
442009.01.21 02:49t/p220.100.649700.653900.6497013.0010091.72
452009.01.21 11:41sell230.100.651630.654530.65033
462009.01.21 11:47t/p230.100.650330.654530.6503313.0010104.72
472009.01.22 03:52sell240.100.656380.659280.65508
482009.01.22 04:28close240.100.655600.659280.655087.8010112.52
492009.01.22 17:59sell250.100.653500.656400.65220
502009.01.22 18:01t/p250.100.652200.656400.6522013.0010125.52
512009.01.29 13:16sell260.100.658060.660960.65676
522009.01.29 14:20close260.100.657740.660960.656763.2010128.72
532009.01.30 06:37sell270.100.646300.649200.64500
542009.01.30 06:47close270.100.645500.649200.645008.0010136.72
552009.02.04 11:46sell280.100.643370.646270.64207
562009.02.04 12:01close280.100.642550.646270.642078.2010144.92
572009.02.04 13:56sell290.100.640440.643340.63914
582009.02.04 14:10close290.100.639600.643340.639148.4010153.32
592009.02.06 02:27buy300.100.649660.646060.65066
602009.02.06 02:55close300.100.650600.646060.650669.4010162.72
612009.02.09 01:01buy310.100.671390.667790.67239
622009.02.09 01:04t/p310.100.672390.667790.6723910.0010172.72
632009.02.09 05:24sell320.100.669360.672260.66806
642009.02.09 05:47close320.100.668650.672260.668067.1010179.82
652009.02.09 20:23buy330.100.680700.677100.68170
662009.02.09 21:08close330.100.681100.677100.681704.0010183.82
672009.02.10 01:44buy340.100.675600.672000.67660
682009.02.10 01:51t/p340.100.676600.672000.6766010.0010193.82
692009.02.10 04:21sell350.100.672130.675030.67083
702009.02.10 04:32close350.100.671330.675030.670838.0010201.82
712009.02.10 07:47sell360.100.670580.673480.66928
722009.02.10 08:07close360.100.669850.673480.669287.3010209.12
732009.02.10 12:28sell370.100.667190.670090.66589
742009.02.10 12:41s/l370.100.670090.670090.66589-29.0010180.12
752009.02.10 12:41sell380.100.669750.672650.66845
762009.02.10 12:52close380.100.668800.672650.668459.5010189.62
772009.02.10 23:41sell390.100.655100.658000.65380
782009.02.11 00:00close390.100.654000.658000.653809.8210199.44
792009.02.11 01:04sell400.100.656020.658920.65472
802009.02.11 01:25close400.100.655300.658920.654727.2010206.64
812009.02.12 15:33sell410.100.649790.652690.64849
822009.02.12 16:05close410.100.649000.652690.648497.9010214.54
832009.02.12 17:32sell420.100.648200.651100.64690
842009.02.12 17:43close420.100.647350.651100.646908.5010223.04
852009.02.17 11:54sell430.100.641800.644700.64050
862009.02.17 12:10close430.100.641000.644700.640508.0010231.04
872009.02.18 00:52sell440.100.636090.638990.63479
882009.02.18 01:34close440.100.635330.638990.634797.6010238.64
892009.02.25 02:04buy450.100.650800.647200.65180
902009.02.25 02:30t/p450.100.651800.647200.6518010.0010248.64
912009.02.25 13:47buy460.100.651280.647680.65228
922009.02.25 15:38close460.100.650300.647680.65228-9.8010238.84
932009.02.26 16:48buy470.100.650300.646700.65130
942009.02.26 16:53t/p470.100.651300.646700.6513010.0010248.84
952009.03.09 15:41sell480.100.635210.638110.63391
962009.03.09 15:58close480.100.634380.638110.633918.3010257.14
972009.03.10 20:14buy490.100.641680.638080.64268
982009.03.10 20:18t/p490.100.642680.638080.6426810.0010267.14
992009.03.13 00:29buy500.100.651860.648260.65286
1002009.03.13 01:08close500.100.652700.648260.652868.4010275.54
1012009.03.18 02:53buy510.100.661040.657440.66204
1022009.03.18 03:37close510.100.661500.657440.662044.6010280.14
1032009.03.19 08:02buy520.100.673400.669800.67440
1042009.03.19 08:13t/p520.100.674400.669800.6744010.0010290.14
1052009.03.24 08:57buy530.100.702980.699380.70398
1062009.03.24 09:03t/p530.100.703980.699380.7039810.0010300.14
1072009.03.24 16:02sell540.100.700810.703710.69951
1082009.03.24 16:19close540.100.699960.703710.699518.5010308.64
1092009.03.25 21:58sell550.100.697200.700100.69590
1102009.03.25 23:19close550.100.696880.700100.695903.2010311.84
1112009.03.31 23:16buy560.100.692020.688420.69302
1122009.03.31 23:25t/p560.100.693020.688420.6930210.0010321.84
1132009.04.01 04:25sell570.100.690500.693400.68920
1142009.04.01 04:37close570.100.689690.693400.689208.1010329.94
1152009.04.06 08:13buy580.100.716780.713180.71778
1162009.04.06 08:27t/p580.100.717780.713180.7177810.0010339.94
1172009.04.13 03:17buy590.100.719770.716170.72077
1182009.04.13 03:23t/p590.100.720770.716170.7207710.0010349.94
1192009.04.16 13:15sell600.100.720740.723640.71944
1202009.04.16 13:52close600.100.719980.723640.719447.6010357.54
1212009.04.16 21:37sell610.100.719110.722010.71781
1222009.04.16 22:01close610.100.718400.722010.717817.1010364.64
1232009.04.22 02:52buy620.100.707210.703610.70821
1242009.04.22 04:42close620.100.705090.703610.70821-21.2010343.44
1252009.04.30 07:03buy630.100.725290.721690.72629
1262009.04.30 08:47close630.100.725700.721690.726294.1010347.54
1272009.05.05 17:24buy640.100.742550.738950.74355
1282009.05.05 18:17close640.100.743000.738950.743554.5010352.04
1292009.05.06 17:08buy650.100.742220.738620.74322
1302009.05.06 17:09t/p650.100.743220.738620.7432210.0010362.04
1312009.05.07 17:06buy660.100.754740.751140.75574
1322009.05.07 17:45close660.100.755640.751140.755749.0010371.04
1332009.05.13 17:32sell670.100.760200.763100.75890
1342009.05.13 17:50t/p670.100.758900.763100.7589013.0010384.04
1352009.05.21 16:50sell680.100.770650.773550.76935
1362009.05.21 16:59t/p680.100.769350.773550.7693513.0010397.04
1372009.06.03 23:01sell690.100.799750.802650.79845
1382009.06.04 00:41close690.100.800380.802650.79845-9.8410387.20
1392009.06.04 01:46sell700.100.801880.804780.80058
1402009.06.04 02:52close700.100.801580.804780.800583.0010390.20
1412009.06.04 16:06sell710.100.800350.803250.79905
1422009.06.04 16:13t/p710.100.799050.803250.7990513.0010403.20
1432009.06.04 17:47sell720.100.798680.801580.79738
1442009.06.04 18:08s/l720.100.801580.801580.79738-29.0010374.20
1452009.06.08 12:13sell730.100.787350.790250.78605
1462009.06.08 12:35close730.100.786630.790250.786057.2010381.40
1472009.06.08 15:02sell740.100.788530.791430.78723
1482009.06.08 15:19close740.100.787710.791430.787238.2010389.60
1492009.06.10 19:15sell750.100.806750.809650.80545
1502009.06.10 19:24t/p750.100.805450.809650.8054513.0010402.60
1512009.06.10 22:49sell760.100.803230.806130.80193
1522009.06.10 23:57close760.100.802930.806130.801933.0010405.60
1532009.06.12 03:28buy770.100.817840.814240.81884
1542009.06.12 04:30close770.100.818240.814240.818844.0010409.60
1552009.06.17 03:26sell780.100.793090.795990.79179
1562009.06.17 03:45close780.100.792290.795990.791798.0010417.60
1572009.06.18 21:02buy790.100.799620.796020.80062
1582009.06.18 21:46close790.100.800130.796020.800625.1010422.70
1592009.06.25 14:36sell800.100.797770.800670.79647
1602009.06.25 14:49close800.100.796970.800670.796478.0010430.70
1612009.06.29 10:19sell810.100.802320.805220.80102
1622009.06.29 11:40close810.100.802010.805220.801023.1010433.80
1632009.06.30 17:59sell820.100.808540.811440.80724
1642009.06.30 18:07t/p820.100.807240.811440.8072413.0010446.80
1652009.07.08 22:47sell830.100.778130.781030.77683
1662009.07.08 23:00close830.100.777310.781030.776838.2010455.00
1672009.07.30 11:32buy840.100.820040.816440.82104
1682009.07.30 11:47t/p840.100.821040.816440.8210410.0010465.00
1692009.07.30 16:47buy850.100.822340.818740.82334
1702009.07.30 16:50t/p850.100.823340.818740.8233410.0010475.00
1712009.07.30 22:44buy860.100.825310.821710.82631
1722009.07.31 00:37close860.100.824260.821710.82631-9.4810465.52
1732009.08.12 21:23buy870.100.830250.826650.83125
1742009.08.12 21:26t/p870.100.831250.826650.8312510.0010475.52
1752009.08.12 21:28buy880.100.829340.825740.83034
1762009.08.12 21:46t/p880.100.830340.825740.8303410.0010485.52
1772009.08.17 15:30sell890.100.819720.822620.81842
1782009.08.17 16:05s/l890.100.822620.822620.81842-29.0010456.52
1792009.08.18 17:16sell900.100.823070.825970.82177
1802009.08.18 17:26close900.100.822260.825970.821778.1010464.62
1812009.08.27 16:44buy910.100.831830.828230.83283
1822009.08.27 18:12close910.100.832250.828230.832834.2010468.82
1832009.09.03 17:23buy920.100.837090.833490.83809
1842009.09.03 17:34t/p920.100.838090.833490.8380910.0010478.82
1852009.09.30 17:04buy930.100.877490.873890.87849
1862009.09.30 17:12t/p930.100.878490.873890.8784910.0010488.82
1872009.10.07 14:04buy940.100.891110.887510.89211
1882009.10.07 15:54close940.100.888920.887510.89211-21.9010466.92
1892009.10.12 11:15sell950.100.901870.904770.90057
1902009.10.12 11:57s/l950.100.904770.904770.90057-29.0010437.92
1912009.10.15 15:32sell960.100.918740.921640.91744
1922009.10.15 15:42close960.100.917940.921640.917448.0010445.92
1932009.10.21 22:44buy970.100.926700.923100.92770
1942009.10.21 22:46t/p970.100.927700.923100.9277010.0010455.92
1952009.10.27 20:26sell980.100.916040.918940.91474
1962009.10.27 20:37close980.100.915220.918940.914748.2010464.12
1972009.11.02 02:05sell990.100.898990.901890.89769
1982009.11.02 02:15t/p990.100.897690.901890.8976913.0010477.12
1992009.11.11 04:22buy1000.100.928900.925300.92990
2002009.11.11 04:42t/p1000.100.929900.925300.9299010.0010487.12
2012009.11.18 15:32buy1010.100.931150.927550.93215
2022009.11.18 15:36t/p1010.100.932150.927550.9321510.0010497.12
2032009.11.19 18:57sell1020.100.918060.920960.91676
2042009.11.19 19:07close1020.100.917100.920960.916769.6010506.72
2052009.11.24 20:08sell1030.100.917890.920790.91659
2062009.11.24 21:02close1030.100.917470.920790.916594.2010510.92
2072009.11.26 08:34sell1040.100.924330.927230.92303
2082009.11.26 08:48close1040.100.923490.927230.923038.4010519.32
2092009.11.27 02:20sell1050.100.910290.913190.90899
2102009.11.27 02:22t/p1050.100.908990.913190.9089913.0010532.32
2112009.11.27 11:33sell1060.100.900110.903010.89881
2122009.11.27 12:55close1060.100.899760.903010.898813.5010535.82
2132009.11.30 07:20buy1070.100.914710.911110.91571
2142009.11.30 07:29t/p1070.100.915710.911110.9157110.0010545.82
2152009.12.07 14:49sell1080.100.910110.913010.90881
2162009.12.07 14:59close1080.100.909120.913010.908819.9010555.72
2172009.12.29 18:13buy1090.100.895070.891470.89607
2182009.12.29 18:57close1090.100.895730.891470.896076.6010562.32
2192010.01.05 10:03buy1100.100.911880.908280.91288
2202010.01.05 10:47close1100.100.912560.908280.912886.8010569.12
2212010.01.07 07:46buy1110.100.920090.916490.92109
2222010.01.07 08:02t/p1110.100.921090.916490.9210910.0010579.12
2232010.01.22 01:54sell1120.100.903460.906360.90216
2242010.01.22 02:09close1120.100.902660.906360.902168.0010587.12
2252010.01.26 12:01sell1130.100.898390.901290.89709
2262010.01.26 12:32close1130.100.897690.901290.897097.0010594.12
2272010.02.01 01:56sell1140.100.886570.889470.88527
2282010.02.01 02:05t/p1140.100.885270.889470.8852713.0010607.12
2292010.02.18 23:30buy1150.100.900070.896470.90107
2302010.02.18 23:35s/l1150.100.896470.896470.90107-36.0010571.12
2312010.02.22 10:46buy1160.100.897770.894170.89877
2322010.02.22 11:22close1160.100.898670.894170.898779.0010580.12
2332010.02.24 12:04sell1170.100.888830.891730.88753
2342010.02.24 12:30close1170.100.888100.891730.887537.3010587.42
2352010.02.25 20:01sell1180.100.884830.887730.88353
2362010.02.25 20:08t/p1180.100.883530.887730.8835313.0010600.42
2372010.04.22 17:26sell1190.100.925940.928840.92464
2382010.04.22 17:32t/p1190.100.924640.928840.9246413.0010613.42
2392010.05.05 17:04sell1200.100.906310.909210.90501
2402010.05.05 17:14close1200.100.905460.909210.905018.5010621.92
2412010.05.06 16:43sell1210.100.903960.906860.90266
2422010.05.06 16:51t/p1210.100.902660.906860.9026613.0010634.92
2432010.05.06 22:08sell1220.100.888830.891730.88753
2442010.05.06 22:12t/p1220.100.887530.891730.8875313.0010647.92
2452010.05.06 22:18sell1230.100.889250.892150.88795
2462010.05.06 22:18t/p1230.100.887950.892150.8879513.0010660.92
2472010.05.07 00:24sell1240.100.887680.890580.88638
2482010.05.07 00:28t/p1240.100.886380.890580.8863813.0010673.92
2492010.05.07 02:40sell1250.100.888130.891030.88683
2502010.05.07 03:05close1250.100.887420.891030.886837.1010681.02
2512010.05.17 12:16sell1260.100.878370.881270.87707
2522010.05.17 12:31close1260.100.877570.881270.877078.0010689.02
2532010.05.19 08:23sell1270.100.857370.860270.85607
2542010.05.19 08:51close1270.100.856640.860270.856077.3010696.32
2552010.05.19 09:48sell1280.100.858040.860940.85674
2562010.05.19 10:05close1280.100.857180.860940.856748.6010704.92
2572010.05.19 15:12sell1290.100.845600.848500.84430
2582010.05.19 15:28close1290.100.844780.848500.844308.2010713.12
2592010.05.19 19:27sell1300.100.842530.845430.84123
2602010.05.19 19:46close1300.100.841700.845430.841238.3010721.42
2612010.05.20 05:28sell1310.100.845300.848200.84400
2622010.05.20 06:02close1310.100.844590.848200.844007.1010728.52
2632010.05.20 10:41sell1320.100.834160.837060.83286
2642010.05.20 11:19close1320.100.833440.837060.832867.2010735.72
2652010.05.20 12:38sell1330.100.833890.836790.83259
2662010.05.20 12:46t/p1330.100.832590.836790.8325913.0010748.72
2672010.05.20 15:55sell1340.100.830000.832900.82870
2682010.05.20 15:58t/p1340.100.828700.832900.8287013.0010761.72
2692010.05.20 16:10sell1350.100.830880.833780.82958
2702010.05.20 16:20t/p1350.100.829580.833780.8295813.0010774.72
2712010.05.20 18:10sell1360.100.823190.826090.82189
2722010.05.20 18:15t/p1360.100.821890.826090.8218913.0010787.72
2732010.05.20 18:30sell1370.100.824320.827220.82302
2742010.05.20 19:11close1370.100.823620.827220.823027.0010794.72
2752010.05.20 20:28sell1380.100.824300.827200.82300
2762010.05.20 20:31s/l1380.100.827200.827200.82300-29.0010765.72
2772010.05.20 20:31sell1390.100.826320.829220.82502
2782010.05.20 20:33t/p1390.100.825020.829220.8250213.0010778.72
2792010.05.20 20:34sell1400.100.825460.828360.82416
2802010.05.20 20:39t/p1400.100.824160.828360.8241613.0010791.72
2812010.05.21 01:29sell1410.100.816050.818950.81475
2822010.05.21 01:34t/p1410.100.814750.818950.8147513.0010804.72
2832010.05.21 02:56sell1420.100.814940.817840.81364
2842010.05.21 03:00s/l1420.100.817840.817840.81364-29.0010775.72
2852010.05.21 03:00sell1430.100.817730.820630.81643
2862010.05.21 03:05t/p1430.100.816430.820630.8164313.0010788.72
2872010.05.25 14:00sell1440.100.810910.813810.80961
2882010.05.25 14:11close1440.100.810090.813810.809618.2010796.92
2892010.05.26 03:21buy1450.100.823210.819610.82421
2902010.05.26 03:34t/p1450.100.824210.819610.8242110.0010806.92
2912010.05.27 01:01sell1460.100.823220.826120.82192
2922010.05.27 02:39close1460.100.822910.826120.821923.1010810.02
2932010.05.28 13:34buy1470.100.851410.847810.85241
2942010.05.28 14:18close1470.100.852210.847810.852418.0010818.02
2952010.06.01 04:30sell1480.100.842450.845350.84115
2962010.06.01 04:36t/p1480.100.841150.845350.8411513.0010831.02
2972010.06.01 07:48sell1490.100.839040.841940.83774
2982010.06.01 08:52close1490.100.838740.841940.837743.0010834.02
2992010.06.01 13:53sell1500.100.832050.834950.83075
3002010.06.01 15:25close1500.100.831740.834950.830753.1010837.12
3012010.06.03 21:37sell1510.100.842270.845170.84097
3022010.06.03 22:15close1510.100.841560.845170.840977.1010844.22
3032010.06.07 05:43sell1520.100.814170.817070.81287
3042010.06.07 05:56close1520.100.813310.817070.812878.6010852.82
3052010.06.08 01:27sell1530.100.812060.814960.81076
3062010.06.08 01:42close1530.100.811250.814960.810768.1010860.92
3072010.06.16 16:17sell1540.100.861490.864390.86019
3082010.06.16 17:57s/l1540.100.864390.864390.86019-29.0010831.92
3092010.06.21 04:20buy1550.100.875880.872280.87688
3102010.06.21 04:30t/p1550.100.876880.872280.8768810.0010841.92
3112010.06.24 15:41sell1560.100.868000.870900.86670
3122010.06.24 16:04close1560.100.867300.870900.866707.0010848.92