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 profit12413.06Gross profit18397.92Gross loss-5984.86
Profit factor3.07Expected payoff79.57
Absolute drawdown289.70Maximal drawdown1171.30 (5.43%)Relative drawdown6.02% (632.00)
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 trade273.00loss trade-638.00
Averageprofit trade131.41loss trade-374.05
Maximumconsecutive wins (profit in money)22 (4153.70)consecutive losses (loss in money)2 (-763.50)
Maximalconsecutive profit (count of wins)4153.70 (22)consecutive loss (count of losses)-763.50 (2)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:13buy11.000.693100.689500.69410
22009.01.02 09:59close11.000.693500.689500.6941040.0010040.00
32009.01.05 10:26buy21.000.707800.704200.70880
42009.01.05 10:30t/p21.000.708800.704200.70880100.0010140.00
52009.01.06 11:06sell31.000.709430.712330.70813
62009.01.06 12:11s/l31.000.712330.712330.70813-290.009850.00
72009.01.07 00:15buy40.900.720700.717100.72170
82009.01.07 00:18t/p40.900.721700.717100.7217090.009940.00
92009.01.07 08:59buy50.900.719100.715500.72010
102009.01.07 09:18t/p50.900.720100.715500.7201090.0010030.00
112009.01.07 18:05sell61.000.718000.720900.71670
122009.01.07 18:13s/l61.000.720900.720900.71670-290.009740.00
132009.01.07 18:16sell70.900.719990.722890.71869
142009.01.07 18:31close70.900.719080.722890.7186981.909821.90
152009.01.08 11:48sell80.900.703600.706500.70230
162009.01.08 11:50t/p80.900.702300.706500.70230117.009938.90
172009.01.12 07:44sell90.900.693600.696500.69230
182009.01.12 08:13close90.900.692800.696500.6923072.0010010.90
192009.01.12 20:12sell101.000.685160.688060.68386
202009.01.12 20:22close101.000.684070.688060.68386109.0010119.90
212009.01.13 21:47sell111.000.664320.667220.66302
222009.01.13 21:57close111.000.663480.667220.6630284.0010203.90
232009.01.14 10:46buy121.000.673340.669740.67434
242009.01.14 10:47t/p121.000.674340.669740.67434100.0010303.90
252009.01.14 18:34sell131.000.663910.666810.66261
262009.01.14 19:20close131.000.663400.666810.6626151.0010354.90
272009.01.14 21:33sell141.000.664050.666950.66275
282009.01.14 21:37t/p141.000.662750.666950.66275130.0010484.90
292009.01.15 20:38sell151.000.658910.661810.65761
302009.01.15 20:58s/l151.000.661810.661810.65761-290.0010194.90
312009.01.19 09:16buy161.000.676510.672910.67751
322009.01.19 10:19close161.000.677190.672910.6775168.0010262.90
332009.01.19 10:19sell171.000.677550.680450.67625
342009.01.19 10:58close171.000.676810.680450.6762574.0010336.90
352009.01.19 17:45sell181.000.671790.674690.67049
362009.01.19 17:56t/p181.000.670490.674690.67049130.0010466.90
372009.01.20 08:10sell191.000.663000.665900.66170
382009.01.20 08:30close191.000.662300.665900.6617070.0010536.90
392009.01.20 15:39sell201.000.660140.663040.65884
402009.01.20 16:02close201.000.659320.663040.6588482.0010618.90
412009.01.20 23:55sell211.000.651040.653940.64974
422009.01.21 00:02t/p211.000.649740.653940.64974118.2010737.10
432009.01.21 02:46sell221.000.651000.653900.64970
442009.01.21 02:49t/p221.000.649700.653900.64970130.0010867.10
452009.01.21 11:41sell231.000.651630.654530.65033
462009.01.21 11:47t/p231.000.650330.654530.65033130.0010997.10
472009.01.22 03:52sell241.000.656380.659280.65508
482009.01.22 04:28close241.000.655600.659280.6550878.0011075.10
492009.01.22 17:59sell251.100.653500.656400.65220
502009.01.22 18:01t/p251.100.652200.656400.65220143.0011218.10
512009.01.29 13:16sell261.100.658060.660960.65676
522009.01.29 14:20close261.100.657740.660960.6567635.2011253.30
532009.01.30 06:37sell271.100.646300.649200.64500
542009.01.30 06:47close271.100.645500.649200.6450088.0011341.30
552009.02.04 11:46sell281.100.643370.646270.64207
562009.02.04 12:01close281.100.642550.646270.6420790.2011431.50
572009.02.04 13:56sell291.100.640440.643340.63914
582009.02.04 14:10close291.100.639600.643340.6391492.4011523.90
592009.02.06 02:27buy301.100.649660.646060.65066
602009.02.06 02:55close301.100.650600.646060.65066103.4011627.30
612009.02.09 01:01buy311.100.671390.667790.67239
622009.02.09 01:04t/p311.100.672390.667790.67239110.0011737.30
632009.02.09 05:24sell321.100.669360.672260.66806
642009.02.09 05:47close321.100.668650.672260.6680678.1011815.40
652009.02.09 20:23buy331.100.680700.677100.68170
662009.02.09 21:08close331.100.681100.677100.6817044.0011859.40
672009.02.10 01:44buy341.100.675600.672000.67660
682009.02.10 01:51t/p341.100.676600.672000.67660110.0011969.40
692009.02.10 04:21sell351.100.672130.675030.67083
702009.02.10 04:32close351.100.671330.675030.6708388.0012057.40
712009.02.10 07:47sell361.200.670580.673480.66928
722009.02.10 08:07close361.200.669850.673480.6692887.6012145.00
732009.02.10 12:28sell371.200.667190.670090.66589
742009.02.10 12:41s/l371.200.670090.670090.66589-348.0011797.00
752009.02.10 12:41sell381.100.669750.672650.66845
762009.02.10 12:52close381.100.668800.672650.66845104.5011901.50
772009.02.10 23:41sell391.100.655100.658000.65380
782009.02.11 00:00close391.100.654000.658000.65380108.0212009.52
792009.02.11 01:04sell401.200.656020.658920.65472
802009.02.11 01:25close401.200.655300.658920.6547286.4012095.92
812009.02.12 15:33sell411.200.649790.652690.64849
822009.02.12 16:05close411.200.649000.652690.6484994.8012190.72
832009.02.12 17:32sell421.200.648200.651100.64690
842009.02.12 17:43close421.200.647350.651100.64690102.0012292.72
852009.02.17 11:54sell431.200.641800.644700.64050
862009.02.17 12:10close431.200.641000.644700.6405096.0012388.72
872009.02.18 00:52sell441.200.636090.638990.63479
882009.02.18 01:34close441.200.635330.638990.6347991.2012479.92
892009.02.25 02:04buy451.200.650800.647200.65180
902009.02.25 02:30t/p451.200.651800.647200.65180120.0012599.92
912009.02.25 13:47buy461.200.651280.647680.65228
922009.02.25 15:38close461.200.650300.647680.65228-117.6012482.32
932009.02.26 16:48buy471.200.650300.646700.65130
942009.02.26 16:53t/p471.200.651300.646700.65130120.0012602.32
952009.03.09 15:41sell481.200.635210.638110.63391
962009.03.09 15:58close481.200.634380.638110.6339199.6012701.92
972009.03.10 20:14buy491.200.641680.638080.64268
982009.03.10 20:18t/p491.200.642680.638080.64268120.0012821.92
992009.03.13 00:29buy501.200.651860.648260.65286
1002009.03.13 01:08close501.200.652700.648260.65286100.8012922.72
1012009.03.18 02:53buy511.200.661040.657440.66204
1022009.03.18 03:37close511.200.661500.657440.6620455.2012977.92
1032009.03.19 08:02buy521.200.673400.669800.67440
1042009.03.19 08:13t/p521.200.674400.669800.67440120.0013097.92
1052009.03.24 08:57buy531.300.702980.699380.70398
1062009.03.24 09:03t/p531.300.703980.699380.70398130.0013227.92
1072009.03.24 16:02sell541.300.700810.703710.69951
1082009.03.24 16:19close541.300.699960.703710.69951110.5013338.42
1092009.03.25 21:58sell551.300.697200.700100.69590
1102009.03.25 23:19close551.300.696880.700100.6959041.6013380.02
1112009.03.31 23:16buy561.300.692020.688420.69302
1122009.03.31 23:25t/p561.300.693020.688420.69302130.0013510.02
1132009.04.01 04:25sell571.300.690500.693400.68920
1142009.04.01 04:37close571.300.689690.693400.68920105.3013615.32
1152009.04.06 08:13buy581.300.716780.713180.71778
1162009.04.06 08:27t/p581.300.717780.713180.71778130.0013745.32
1172009.04.13 03:17buy591.300.719770.716170.72077
1182009.04.13 03:23t/p591.300.720770.716170.72077130.0013875.32
1192009.04.16 13:15sell601.300.720740.723640.71944
1202009.04.16 13:52close601.300.719980.723640.7194498.8013974.12
1212009.04.16 21:37sell611.300.719110.722010.71781
1222009.04.16 22:01close611.300.718400.722010.7178192.3014066.42
1232009.04.22 02:52buy621.400.707210.703610.70821
1242009.04.22 04:42close621.400.705090.703610.70821-296.8013769.62
1252009.04.30 07:03buy631.300.725290.721690.72629
1262009.04.30 08:47close631.300.725700.721690.7262953.3013822.92
1272009.05.05 17:24buy641.300.742550.738950.74355
1282009.05.05 18:17close641.300.743000.738950.7435558.5013881.42
1292009.05.06 17:08buy651.300.742220.738620.74322
1302009.05.06 17:09t/p651.300.743220.738620.74322130.0014011.42
1312009.05.07 17:06buy661.400.754740.751140.75574
1322009.05.07 17:45close661.400.755640.751140.75574126.0014137.42
1332009.05.13 17:32sell671.400.760200.763100.75890
1342009.05.13 17:50t/p671.400.758900.763100.75890182.0014319.42
1352009.05.21 16:50sell681.400.770650.773550.76935
1362009.05.21 16:59t/p681.400.769350.773550.76935182.0014501.42
1372009.06.03 23:01sell691.400.799750.802650.79845
1382009.06.04 00:41close691.400.800380.802650.79845-137.7614363.66
1392009.06.04 01:46sell701.400.801880.804780.80058
1402009.06.04 02:52close701.400.801580.804780.8005842.0014405.66
1412009.06.04 16:06sell711.400.800350.803250.79905
1422009.06.04 16:13t/p711.400.799050.803250.79905182.0014587.66
1432009.06.04 17:47sell721.400.798680.801580.79738
1442009.06.04 18:08s/l721.400.801580.801580.79738-406.0014181.66
1452009.06.08 12:13sell731.400.787350.790250.78605
1462009.06.08 12:35close731.400.786630.790250.78605100.8014282.46
1472009.06.08 15:02sell741.400.788530.791430.78723
1482009.06.08 15:19close741.400.787710.791430.78723114.8014397.26
1492009.06.10 19:15sell751.400.806750.809650.80545
1502009.06.10 19:24t/p751.400.805450.809650.80545182.0014579.26
1512009.06.10 22:49sell761.400.803230.806130.80193
1522009.06.10 23:57close761.400.802930.806130.8019342.0014621.26
1532009.06.12 03:28buy771.400.817840.814240.81884
1542009.06.12 04:30close771.400.818240.814240.8188456.0014677.26
1552009.06.17 03:26sell781.400.793090.795990.79179
1562009.06.17 03:45close781.400.792290.795990.79179112.0014789.26
1572009.06.18 21:02buy791.400.799620.796020.80062
1582009.06.18 21:46close791.400.800130.796020.8006271.4014860.66
1592009.06.25 14:36sell801.400.797770.800670.79647
1602009.06.25 14:49close801.400.796970.800670.79647112.0014972.66
1612009.06.29 10:19sell811.400.802320.805220.80102
1622009.06.29 11:40close811.400.802010.805220.8010243.4015016.06
1632009.06.30 17:59sell821.500.808540.811440.80724
1642009.06.30 18:07t/p821.500.807240.811440.80724195.0015211.06
1652009.07.08 22:47sell831.500.778130.781030.77683
1662009.07.08 23:00close831.500.777310.781030.77683123.0015334.06
1672009.07.30 11:32buy841.500.820040.816440.82104
1682009.07.30 11:47t/p841.500.821040.816440.82104150.0015484.06
1692009.07.30 16:47buy851.500.822340.818740.82334
1702009.07.30 16:50t/p851.500.823340.818740.82334150.0015634.06
1712009.07.30 22:44buy861.500.825310.821710.82631
1722009.07.31 00:37close861.500.824260.821710.82631-142.2015491.86
1732009.08.12 21:23buy871.500.830250.826650.83125
1742009.08.12 21:26t/p871.500.831250.826650.83125150.0015641.86
1752009.08.12 21:28buy881.500.829340.825740.83034
1762009.08.12 21:46t/p881.500.830340.825740.83034150.0015791.86
1772009.08.17 15:30sell891.500.819720.822620.81842
1782009.08.17 16:05s/l891.500.822620.822620.81842-435.0015356.86
1792009.08.18 17:16sell901.500.823070.825970.82177
1802009.08.18 17:26close901.500.822260.825970.82177121.5015478.36
1812009.08.27 16:44buy911.500.831830.828230.83283
1822009.08.27 18:12close911.500.832250.828230.8328363.0015541.36
1832009.09.03 17:23buy921.500.837090.833490.83809
1842009.09.03 17:34t/p921.500.838090.833490.83809150.0015691.36
1852009.09.30 17:04buy931.500.877490.873890.87849
1862009.09.30 17:12t/p931.500.878490.873890.87849150.0015841.36
1872009.10.07 14:04buy941.500.891110.887510.89211
1882009.10.07 15:54close941.500.888920.887510.89211-328.5015512.86
1892009.10.12 11:15sell951.500.901870.904770.90057
1902009.10.12 11:57s/l951.500.904770.904770.90057-435.0015077.86
1912009.10.15 15:32sell961.500.918740.921640.91744
1922009.10.15 15:42close961.500.917940.921640.91744120.0015197.86
1932009.10.21 22:44buy971.500.926700.923100.92770
1942009.10.21 22:46t/p971.500.927700.923100.92770150.0015347.86
1952009.10.27 20:26sell981.500.916040.918940.91474
1962009.10.27 20:37close981.500.915220.918940.91474123.0015470.86
1972009.11.02 02:05sell991.500.898990.901890.89769
1982009.11.02 02:15t/p991.500.897690.901890.89769195.0015665.86
1992009.11.11 04:22buy1001.500.928900.925300.92990
2002009.11.11 04:42t/p1001.500.929900.925300.92990150.0015815.86
2012009.11.18 15:32buy1011.500.931150.927550.93215
2022009.11.18 15:36t/p1011.500.932150.927550.93215150.0015965.86
2032009.11.19 18:57sell1021.500.918060.920960.91676
2042009.11.19 19:07close1021.500.917100.920960.91676144.0016109.86
2052009.11.24 20:08sell1031.600.917890.920790.91659
2062009.11.24 21:02close1031.600.917470.920790.9165967.2016177.06
2072009.11.26 08:34sell1041.600.924330.927230.92303
2082009.11.26 08:48close1041.600.923490.927230.92303134.4016311.46
2092009.11.27 02:20sell1051.600.910290.913190.90899
2102009.11.27 02:22t/p1051.600.908990.913190.90899208.0016519.46
2112009.11.27 11:33sell1061.600.900110.903010.89881
2122009.11.27 12:55close1061.600.899760.903010.8988156.0016575.46
2132009.11.30 07:20buy1071.600.914710.911110.91571
2142009.11.30 07:29t/p1071.600.915710.911110.91571160.0016735.46
2152009.12.07 14:49sell1081.600.910110.913010.90881
2162009.12.07 14:59close1081.600.909120.913010.90881158.4016893.86
2172009.12.29 18:13buy1091.600.895070.891470.89607
2182009.12.29 18:57close1091.600.895730.891470.89607105.6016999.46
2192010.01.05 10:03buy1101.600.911880.908280.91288
2202010.01.05 10:47close1101.600.912560.908280.91288108.8017108.26
2212010.01.07 07:46buy1111.700.920090.916490.92109
2222010.01.07 08:02t/p1111.700.921090.916490.92109170.0017278.26
2232010.01.22 01:54sell1121.700.903460.906360.90216
2242010.01.22 02:09close1121.700.902660.906360.90216136.0017414.26
2252010.01.26 12:01sell1131.700.898390.901290.89709
2262010.01.26 12:32close1131.700.897690.901290.89709119.0017533.26
2272010.02.01 01:56sell1141.700.886570.889470.88527
2282010.02.01 02:05t/p1141.700.885270.889470.88527221.0017754.26
2292010.02.18 23:30buy1151.700.900070.896470.90107
2302010.02.18 23:35s/l1151.700.896470.896470.90107-612.0017142.26
2312010.02.22 10:46buy1161.700.897770.894170.89877
2322010.02.22 11:22close1161.700.898670.894170.89877153.0017295.26
2332010.02.24 12:04sell1171.700.888830.891730.88753
2342010.02.24 12:30close1171.700.888100.891730.88753124.1017419.36
2352010.02.25 20:01sell1181.700.884830.887730.88353
2362010.02.25 20:08t/p1181.700.883530.887730.88353221.0017640.36
2372010.04.22 17:26sell1191.700.925940.928840.92464
2382010.04.22 17:32t/p1191.700.924640.928840.92464221.0017861.36
2392010.05.05 17:04sell1201.700.906310.909210.90501
2402010.05.05 17:14close1201.700.905460.909210.90501144.5018005.86
2412010.05.06 16:43sell1211.800.903960.906860.90266
2422010.05.06 16:51t/p1211.800.902660.906860.90266234.0018239.86
2432010.05.06 22:08sell1221.800.888830.891730.88753
2442010.05.06 22:12t/p1221.800.887530.891730.88753234.0018473.86
2452010.05.06 22:18sell1231.800.889250.892150.88795
2462010.05.06 22:18t/p1231.800.887950.892150.88795234.0018707.86
2472010.05.07 00:24sell1241.800.887680.890580.88638
2482010.05.07 00:28t/p1241.800.886380.890580.88638234.0018941.86
2492010.05.07 02:40sell1251.800.888130.891030.88683
2502010.05.07 03:05close1251.800.887420.891030.88683127.8019069.66
2512010.05.17 12:16sell1261.900.878370.881270.87707
2522010.05.17 12:31close1261.900.877570.881270.87707152.0019221.66
2532010.05.19 08:23sell1271.900.857370.860270.85607
2542010.05.19 08:51close1271.900.856640.860270.85607138.7019360.36
2552010.05.19 09:48sell1281.900.858040.860940.85674
2562010.05.19 10:05close1281.900.857180.860940.85674163.4019523.76
2572010.05.19 15:12sell1291.900.845600.848500.84430
2582010.05.19 15:28close1291.900.844780.848500.84430155.8019679.56
2592010.05.19 19:27sell1301.900.842530.845430.84123
2602010.05.19 19:46close1301.900.841700.845430.84123157.7019837.26
2612010.05.20 05:28sell1311.900.845300.848200.84400
2622010.05.20 06:02close1311.900.844590.848200.84400134.9019972.16
2632010.05.20 10:41sell1321.900.834160.837060.83286
2642010.05.20 11:19close1321.900.833440.837060.83286136.8020108.96
2652010.05.20 12:38sell1332.000.833890.836790.83259
2662010.05.20 12:46t/p1332.000.832590.836790.83259260.0020368.96
2672010.05.20 15:55sell1342.000.830000.832900.82870
2682010.05.20 15:58t/p1342.000.828700.832900.82870260.0020628.96
2692010.05.20 16:10sell1352.000.830880.833780.82958
2702010.05.20 16:20t/p1352.000.829580.833780.82958260.0020888.96
2712010.05.20 18:10sell1362.000.823190.826090.82189
2722010.05.20 18:15t/p1362.000.821890.826090.82189260.0021148.96
2732010.05.20 18:30sell1372.100.824320.827220.82302
2742010.05.20 19:11close1372.100.823620.827220.82302147.0021295.96
2752010.05.20 20:28sell1382.100.824300.827200.82300
2762010.05.20 20:31s/l1382.100.827200.827200.82300-609.0020686.96
2772010.05.20 20:31sell1392.000.826320.829220.82502
2782010.05.20 20:33t/p1392.000.825020.829220.82502260.0020946.96
2792010.05.20 20:34sell1402.000.825460.828360.82416
2802010.05.20 20:39t/p1402.000.824160.828360.82416260.0021206.96
2812010.05.21 01:29sell1412.100.816050.818950.81475
2822010.05.21 01:34t/p1412.100.814750.818950.81475273.0021479.96
2832010.05.21 02:56sell1422.100.814940.817840.81364
2842010.05.21 03:00s/l1422.100.817840.817840.81364-609.0020870.96
2852010.05.21 03:00sell1432.000.817730.820630.81643
2862010.05.21 03:05t/p1432.000.816430.820630.81643260.0021130.96
2872010.05.25 14:00sell1442.100.810910.813810.80961
2882010.05.25 14:11close1442.100.810090.813810.80961172.2021303.16
2892010.05.26 03:21buy1452.100.823210.819610.82421
2902010.05.26 03:34t/p1452.100.824210.819610.82421210.0021513.16
2912010.05.27 01:01sell1462.100.823220.826120.82192
2922010.05.27 02:39close1462.100.822910.826120.8219265.1021578.26
2932010.05.28 13:34buy1472.100.851410.847810.85241
2942010.05.28 14:18close1472.100.852210.847810.85241168.0021746.26
2952010.06.01 04:30sell1482.100.842450.845350.84115
2962010.06.01 04:36t/p1482.100.841150.845350.84115273.0022019.26
2972010.06.01 07:48sell1492.200.839040.841940.83774
2982010.06.01 08:52close1492.200.838740.841940.8377466.0022085.26
2992010.06.01 13:53sell1502.200.832050.834950.83075
3002010.06.01 15:25close1502.200.831740.834950.8307568.2022153.46
3012010.06.03 21:37sell1512.200.842270.845170.84097
3022010.06.03 22:15close1512.200.841560.845170.84097156.2022309.66
3032010.06.07 05:43sell1522.200.814170.817070.81287
3042010.06.07 05:56close1522.200.813310.817070.81287189.2022498.86
3052010.06.08 01:27sell1532.200.812060.814960.81076
3062010.06.08 01:42close1532.200.811250.814960.81076178.2022677.06
3072010.06.16 16:17sell1542.200.861490.864390.86019
3082010.06.16 17:57s/l1542.200.864390.864390.86019-638.0022039.06
3092010.06.21 04:20buy1552.200.875880.872280.87688
3102010.06.21 04:30t/p1552.200.876880.872280.87688220.0022259.06
3112010.06.24 15:41sell1562.200.868000.870900.86670
3122010.06.24 16:04close1562.200.867300.870900.86670154.0022413.06