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 profit23804.24Gross profit35542.80Gross loss-11738.56
Profit factor3.03Expected payoff152.59
Absolute drawdown426.20Maximal drawdown2568.60 (8.06%)Relative drawdown9.23% (1874.20)
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 trade624.00loss trade-1479.00
Averageprofit trade253.88loss trade-733.66
Maximumconsecutive wins (profit in money)22 (8762.70)consecutive losses (loss in money)2 (-1498.00)
Maximalconsecutive profit (count of wins)8762.70 (22)consecutive loss (count of losses)-1498.00 (2)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:13buy11.500.693100.689500.69410
22009.01.02 09:59close11.500.693500.689500.6941060.0010060.00
32009.01.05 10:26buy21.500.707800.704200.70880
42009.01.05 10:30t/p21.500.708800.704200.70880150.0010210.00
52009.01.06 11:06sell31.500.709430.712330.70813
62009.01.06 12:11s/l31.500.712330.712330.70813-435.009775.00
72009.01.07 00:15buy41.400.720700.717100.72170
82009.01.07 00:18t/p41.400.721700.717100.72170140.009915.00
92009.01.07 08:59buy51.400.719100.715500.72010
102009.01.07 09:18t/p51.400.720100.715500.72010140.0010055.00
112009.01.07 18:05sell61.500.718000.720900.71670
122009.01.07 18:13s/l61.500.720900.720900.71670-435.009620.00
132009.01.07 18:16sell71.400.719990.722890.71869
142009.01.07 18:31close71.400.719080.722890.71869127.409747.40
152009.01.08 11:48sell81.400.703600.706500.70230
162009.01.08 11:50t/p81.400.702300.706500.70230182.009929.40
172009.01.12 07:44sell91.400.693600.696500.69230
182009.01.12 08:13close91.400.692800.696500.69230112.0010041.40
192009.01.12 20:12sell101.500.685160.688060.68386
202009.01.12 20:22close101.500.684070.688060.68386163.5010204.90
212009.01.13 21:47sell111.500.664320.667220.66302
222009.01.13 21:57close111.500.663480.667220.66302126.0010330.90
232009.01.14 10:46buy121.500.673340.669740.67434
242009.01.14 10:47t/p121.500.674340.669740.67434150.0010480.90
252009.01.14 18:34sell131.500.663910.666810.66261
262009.01.14 19:20close131.500.663400.666810.6626176.5010557.40
272009.01.14 21:33sell141.500.664050.666950.66275
282009.01.14 21:37t/p141.500.662750.666950.66275195.0010752.40
292009.01.15 20:38sell151.600.658910.661810.65761
302009.01.15 20:58s/l151.600.661810.661810.65761-464.0010288.40
312009.01.19 09:16buy161.500.676510.672910.67751
322009.01.19 10:19close161.500.677190.672910.67751102.0010390.40
332009.01.19 10:19sell171.500.677550.680450.67625
342009.01.19 10:58close171.500.676810.680450.67625111.0010501.40
352009.01.19 17:45sell181.500.671790.674690.67049
362009.01.19 17:56t/p181.500.670490.674690.67049195.0010696.40
372009.01.20 08:10sell191.600.663000.665900.66170
382009.01.20 08:30close191.600.662300.665900.66170112.0010808.40
392009.01.20 15:39sell201.600.660140.663040.65884
402009.01.20 16:02close201.600.659320.663040.65884131.2010939.60
412009.01.20 23:55sell211.600.651040.653940.64974
422009.01.21 00:02t/p211.600.649740.653940.64974189.1211128.72
432009.01.21 02:46sell221.600.651000.653900.64970
442009.01.21 02:49t/p221.600.649700.653900.64970208.0011336.72
452009.01.21 11:41sell231.700.651630.654530.65033
462009.01.21 11:47t/p231.700.650330.654530.65033221.0011557.72
472009.01.22 03:52sell241.700.656380.659280.65508
482009.01.22 04:28close241.700.655600.659280.65508132.6011690.32
492009.01.22 17:59sell251.700.653500.656400.65220
502009.01.22 18:01t/p251.700.652200.656400.65220221.0011911.32
512009.01.29 13:16sell261.700.658060.660960.65676
522009.01.29 14:20close261.700.657740.660960.6567654.4011965.72
532009.01.30 06:37sell271.700.646300.649200.64500
542009.01.30 06:47close271.700.645500.649200.64500136.0012101.72
552009.02.04 11:46sell281.800.643370.646270.64207
562009.02.04 12:01close281.800.642550.646270.64207147.6012249.32
572009.02.04 13:56sell291.800.640440.643340.63914
582009.02.04 14:10close291.800.639600.643340.63914151.2012400.52
592009.02.06 02:27buy301.800.649660.646060.65066
602009.02.06 02:55close301.800.650600.646060.65066169.2012569.72
612009.02.09 01:01buy311.800.671390.667790.67239
622009.02.09 01:04t/p311.800.672390.667790.67239180.0012749.72
632009.02.09 05:24sell321.900.669360.672260.66806
642009.02.09 05:47close321.900.668650.672260.66806134.9012884.62
652009.02.09 20:23buy331.900.680700.677100.68170
662009.02.09 21:08close331.900.681100.677100.6817076.0012960.62
672009.02.10 01:44buy341.900.675600.672000.67660
682009.02.10 01:51t/p341.900.676600.672000.67660190.0013150.62
692009.02.10 04:21sell351.900.672130.675030.67083
702009.02.10 04:32close351.900.671330.675030.67083152.0013302.62
712009.02.10 07:47sell361.900.670580.673480.66928
722009.02.10 08:07close361.900.669850.673480.66928138.7013441.32
732009.02.10 12:28sell372.000.667190.670090.66589
742009.02.10 12:41s/l372.000.670090.670090.66589-580.0012861.32
752009.02.10 12:41sell381.900.669750.672650.66845
762009.02.10 12:52close381.900.668800.672650.66845180.5013041.82
772009.02.10 23:41sell391.900.655100.658000.65380
782009.02.11 00:00close391.900.654000.658000.65380186.5813228.40
792009.02.11 01:04sell401.900.656020.658920.65472
802009.02.11 01:25close401.900.655300.658920.65472136.8013365.20
812009.02.12 15:33sell412.000.649790.652690.64849
822009.02.12 16:05close412.000.649000.652690.64849158.0013523.20
832009.02.12 17:32sell422.000.648200.651100.64690
842009.02.12 17:43close422.000.647350.651100.64690170.0013693.20
852009.02.17 11:54sell432.000.641800.644700.64050
862009.02.17 12:10close432.000.641000.644700.64050160.0013853.20
872009.02.18 00:52sell442.000.636090.638990.63479
882009.02.18 01:34close442.000.635330.638990.63479152.0014005.20
892009.02.25 02:04buy452.100.650800.647200.65180
902009.02.25 02:30t/p452.100.651800.647200.65180210.0014215.20
912009.02.25 13:47buy462.100.651280.647680.65228
922009.02.25 15:38close462.100.650300.647680.65228-205.8014009.40
932009.02.26 16:48buy472.100.650300.646700.65130
942009.02.26 16:53t/p472.100.651300.646700.65130210.0014219.40
952009.03.09 15:41sell482.100.635210.638110.63391
962009.03.09 15:58close482.100.634380.638110.63391174.3014393.70
972009.03.10 20:14buy492.100.641680.638080.64268
982009.03.10 20:18t/p492.100.642680.638080.64268210.0014603.70
992009.03.13 00:29buy502.100.651860.648260.65286
1002009.03.13 01:08close502.100.652700.648260.65286176.4014780.10
1012009.03.18 02:53buy512.200.661040.657440.66204
1022009.03.18 03:37close512.200.661500.657440.66204101.2014881.30
1032009.03.19 08:02buy522.200.673400.669800.67440
1042009.03.19 08:13t/p522.200.674400.669800.67440220.0015101.30
1052009.03.24 08:57buy532.200.702980.699380.70398
1062009.03.24 09:03t/p532.200.703980.699380.70398220.0015321.30
1072009.03.24 16:02sell542.200.700810.703710.69951
1082009.03.24 16:19close542.200.699960.703710.69951187.0015508.30
1092009.03.25 21:58sell552.300.697200.700100.69590
1102009.03.25 23:19close552.300.696880.700100.6959073.6015581.90
1112009.03.31 23:16buy562.300.692020.688420.69302
1122009.03.31 23:25t/p562.300.693020.688420.69302230.0015811.90
1132009.04.01 04:25sell572.300.690500.693400.68920
1142009.04.01 04:37close572.300.689690.693400.68920186.3015998.20
1152009.04.06 08:13buy582.300.716780.713180.71778
1162009.04.06 08:27t/p582.300.717780.713180.71778230.0016228.20
1172009.04.13 03:17buy592.400.719770.716170.72077
1182009.04.13 03:23t/p592.400.720770.716170.72077240.0016468.20
1192009.04.16 13:15sell602.400.720740.723640.71944
1202009.04.16 13:52close602.400.719980.723640.71944182.4016650.60
1212009.04.16 21:37sell612.400.719110.722010.71781
1222009.04.16 22:01close612.400.718400.722010.71781170.4016821.00
1232009.04.22 02:52buy622.500.707210.703610.70821
1242009.04.22 04:42close622.500.705090.703610.70821-530.0016291.00
1252009.04.30 07:03buy632.400.725290.721690.72629
1262009.04.30 08:47close632.400.725700.721690.7262998.4016389.40
1272009.05.05 17:24buy642.400.742550.738950.74355
1282009.05.05 18:17close642.400.743000.738950.74355108.0016497.40
1292009.05.06 17:08buy652.400.742220.738620.74322
1302009.05.06 17:09t/p652.400.743220.738620.74322240.0016737.40
1312009.05.07 17:06buy662.500.754740.751140.75574
1322009.05.07 17:45close662.500.755640.751140.75574225.0016962.40
1332009.05.13 17:32sell672.500.760200.763100.75890
1342009.05.13 17:50t/p672.500.758900.763100.75890325.0017287.40
1352009.05.21 16:50sell682.500.770650.773550.76935
1362009.05.21 16:59t/p682.500.769350.773550.76935325.0017612.40
1372009.06.03 23:01sell692.600.799750.802650.79845
1382009.06.04 00:41close692.600.800380.802650.79845-255.8417356.56
1392009.06.04 01:46sell702.600.801880.804780.80058
1402009.06.04 02:52close702.600.801580.804780.8005878.0017434.56
1412009.06.04 16:06sell712.600.800350.803250.79905
1422009.06.04 16:13t/p712.600.799050.803250.79905338.0017772.56
1432009.06.04 17:47sell722.600.798680.801580.79738
1442009.06.04 18:08s/l722.600.801580.801580.79738-754.0017018.56
1452009.06.08 12:13sell732.500.787350.790250.78605
1462009.06.08 12:35close732.500.786630.790250.78605180.0017198.56
1472009.06.08 15:02sell742.500.788530.791430.78723
1482009.06.08 15:19close742.500.787710.791430.78723205.0017403.56
1492009.06.10 19:15sell752.600.806750.809650.80545
1502009.06.10 19:24t/p752.600.805450.809650.80545338.0017741.56
1512009.06.10 22:49sell762.600.803230.806130.80193
1522009.06.10 23:57close762.600.802930.806130.8019378.0017819.56
1532009.06.12 03:28buy772.600.817840.814240.81884
1542009.06.12 04:30close772.600.818240.814240.81884104.0017923.56
1552009.06.17 03:26sell782.600.793090.795990.79179
1562009.06.17 03:45close782.600.792290.795990.79179208.0018131.56
1572009.06.18 21:02buy792.700.799620.796020.80062
1582009.06.18 21:46close792.700.800130.796020.80062137.7018269.26
1592009.06.25 14:36sell802.700.797770.800670.79647
1602009.06.25 14:49close802.700.796970.800670.79647216.0018485.26
1612009.06.29 10:19sell812.700.802320.805220.80102
1622009.06.29 11:40close812.700.802010.805220.8010283.7018568.96
1632009.06.30 17:59sell822.700.808540.811440.80724
1642009.06.30 18:07t/p822.700.807240.811440.80724351.0018919.96
1652009.07.08 22:47sell832.800.778130.781030.77683
1662009.07.08 23:00close832.800.777310.781030.77683229.6019149.56
1672009.07.30 11:32buy842.800.820040.816440.82104
1682009.07.30 11:47t/p842.800.821040.816440.82104280.0019429.56
1692009.07.30 16:47buy852.900.822340.818740.82334
1702009.07.30 16:50t/p852.900.823340.818740.82334290.0019719.56
1712009.07.30 22:44buy862.900.825310.821710.82631
1722009.07.31 00:37close862.900.824260.821710.82631-274.9219444.64
1732009.08.12 21:23buy872.900.830250.826650.83125
1742009.08.12 21:26t/p872.900.831250.826650.83125290.0019734.64
1752009.08.12 21:28buy882.900.829340.825740.83034
1762009.08.12 21:46t/p882.900.830340.825740.83034290.0020024.64
1772009.08.17 15:30sell893.000.819720.822620.81842
1782009.08.17 16:05s/l893.000.822620.822620.81842-870.0019154.64
1792009.08.18 17:16sell902.800.823070.825970.82177
1802009.08.18 17:26close902.800.822260.825970.82177226.8019381.44
1812009.08.27 16:44buy912.900.831830.828230.83283
1822009.08.27 18:12close912.900.832250.828230.83283121.8019503.24
1832009.09.03 17:23buy922.900.837090.833490.83809
1842009.09.03 17:34t/p922.900.838090.833490.83809290.0019793.24
1852009.09.30 17:04buy932.900.877490.873890.87849
1862009.09.30 17:12t/p932.900.878490.873890.87849290.0020083.24
1872009.10.07 14:04buy943.000.891110.887510.89211
1882009.10.07 15:54close943.000.888920.887510.89211-657.0019426.24
1892009.10.12 11:15sell952.900.901870.904770.90057
1902009.10.12 11:57s/l952.900.904770.904770.90057-841.0018585.24
1912009.10.15 15:32sell962.700.918740.921640.91744
1922009.10.15 15:42close962.700.917940.921640.91744216.0018801.24
1932009.10.21 22:44buy972.800.926700.923100.92770
1942009.10.21 22:46t/p972.800.927700.923100.92770280.0019081.24
1952009.10.27 20:26sell982.800.916040.918940.91474
1962009.10.27 20:37close982.800.915220.918940.91474229.6019310.84
1972009.11.02 02:05sell992.800.898990.901890.89769
1982009.11.02 02:15t/p992.800.897690.901890.89769364.0019674.84
1992009.11.11 04:22buy1002.900.928900.925300.92990
2002009.11.11 04:42t/p1002.900.929900.925300.92990290.0019964.84
2012009.11.18 15:32buy1012.900.931150.927550.93215
2022009.11.18 15:36t/p1012.900.932150.927550.93215290.0020254.84
2032009.11.19 18:57sell1023.000.918060.920960.91676
2042009.11.19 19:07close1023.000.917100.920960.91676288.0020542.84
2052009.11.24 20:08sell1033.000.917890.920790.91659
2062009.11.24 21:02close1033.000.917470.920790.91659126.0020668.84
2072009.11.26 08:34sell1043.100.924330.927230.92303
2082009.11.26 08:48close1043.100.923490.927230.92303260.4020929.24
2092009.11.27 02:20sell1053.100.910290.913190.90899
2102009.11.27 02:22t/p1053.100.908990.913190.90899403.0021332.24
2112009.11.27 11:33sell1063.100.900110.903010.89881
2122009.11.27 12:55close1063.100.899760.903010.89881108.5021440.74
2132009.11.30 07:20buy1073.200.914710.911110.91571
2142009.11.30 07:29t/p1073.200.915710.911110.91571320.0021760.74
2152009.12.07 14:49sell1083.200.910110.913010.90881
2162009.12.07 14:59close1083.200.909120.913010.90881316.8022077.54
2172009.12.29 18:13buy1093.300.895070.891470.89607
2182009.12.29 18:57close1093.300.895730.891470.89607217.8022295.34
2192010.01.05 10:03buy1103.300.911880.908280.91288
2202010.01.05 10:47close1103.300.912560.908280.91288224.4022519.74
2212010.01.07 07:46buy1113.300.920090.916490.92109
2222010.01.07 08:02t/p1113.300.921090.916490.92109330.0022849.74
2232010.01.22 01:54sell1123.400.903460.906360.90216
2242010.01.22 02:09close1123.400.902660.906360.90216272.0023121.74
2252010.01.26 12:01sell1133.400.898390.901290.89709
2262010.01.26 12:32close1133.400.897690.901290.89709238.0023359.74
2272010.02.01 01:56sell1143.500.886570.889470.88527
2282010.02.01 02:05t/p1143.500.885270.889470.88527455.0023814.74
2292010.02.18 23:30buy1153.500.900070.896470.90107
2302010.02.18 23:35s/l1153.500.896470.896470.90107-1260.0022554.74
2312010.02.22 10:46buy1163.300.897770.894170.89877
2322010.02.22 11:22close1163.300.898670.894170.89877297.0022851.74
2332010.02.24 12:04sell1173.400.888830.891730.88753
2342010.02.24 12:30close1173.400.888100.891730.88753248.2023099.94
2352010.02.25 20:01sell1183.400.884830.887730.88353
2362010.02.25 20:08t/p1183.400.883530.887730.88353442.0023541.94
2372010.04.22 17:26sell1193.500.925940.928840.92464
2382010.04.22 17:32t/p1193.500.924640.928840.92464455.0023996.94
2392010.05.05 17:04sell1203.500.906310.909210.90501
2402010.05.05 17:14close1203.500.905460.909210.90501297.5024294.44
2412010.05.06 16:43sell1213.600.903960.906860.90266
2422010.05.06 16:51t/p1213.600.902660.906860.90266468.0024762.44
2432010.05.06 22:08sell1223.700.888830.891730.88753
2442010.05.06 22:12t/p1223.700.887530.891730.88753481.0025243.44
2452010.05.06 22:18sell1233.700.889250.892150.88795
2462010.05.06 22:18t/p1233.700.887950.892150.88795481.0025724.44
2472010.05.07 00:24sell1243.800.887680.890580.88638
2482010.05.07 00:28t/p1243.800.886380.890580.88638494.0026218.44
2492010.05.07 02:40sell1253.900.888130.891030.88683
2502010.05.07 03:05close1253.900.887420.891030.88683276.9026495.34
2512010.05.17 12:16sell1263.900.878370.881270.87707
2522010.05.17 12:31close1263.900.877570.881270.87707312.0026807.34
2532010.05.19 08:23sell1274.000.857370.860270.85607
2542010.05.19 08:51close1274.000.856640.860270.85607292.0027099.34
2552010.05.19 09:48sell1284.000.858040.860940.85674
2562010.05.19 10:05close1284.000.857180.860940.85674344.0027443.34
2572010.05.19 15:12sell1294.100.845600.848500.84430
2582010.05.19 15:28close1294.100.844780.848500.84430336.2027779.54
2592010.05.19 19:27sell1304.100.842530.845430.84123
2602010.05.19 19:46close1304.100.841700.845430.84123340.3028119.84
2612010.05.20 05:28sell1314.200.845300.848200.84400
2622010.05.20 06:02close1314.200.844590.848200.84400298.2028418.04
2632010.05.20 10:41sell1324.200.834160.837060.83286
2642010.05.20 11:19close1324.200.833440.837060.83286302.4028720.44
2652010.05.20 12:38sell1334.300.833890.836790.83259
2662010.05.20 12:46t/p1334.300.832590.836790.83259559.0029279.44
2672010.05.20 15:55sell1344.300.830000.832900.82870
2682010.05.20 15:58t/p1344.300.828700.832900.82870559.0029838.44
2692010.05.20 16:10sell1354.400.830880.833780.82958
2702010.05.20 16:20t/p1354.400.829580.833780.82958572.0030410.44
2712010.05.20 18:10sell1364.500.823190.826090.82189
2722010.05.20 18:15t/p1364.500.821890.826090.82189585.0030995.44
2732010.05.20 18:30sell1374.600.824320.827220.82302
2742010.05.20 19:11close1374.600.823620.827220.82302322.0031317.44
2752010.05.20 20:28sell1384.600.824300.827200.82300
2762010.05.20 20:31s/l1384.600.827200.827200.82300-1334.0029983.44
2772010.05.20 20:31sell1394.400.826320.829220.82502
2782010.05.20 20:33t/p1394.400.825020.829220.82502572.0030555.44
2792010.05.20 20:34sell1404.500.825460.828360.82416
2802010.05.20 20:39t/p1404.500.824160.828360.82416585.0031140.44
2812010.05.21 01:29sell1414.600.816050.818950.81475
2822010.05.21 01:34t/p1414.600.814750.818950.81475598.0031738.44
2832010.05.21 02:56sell1424.700.814940.817840.81364
2842010.05.21 03:00s/l1424.700.817840.817840.81364-1363.0030375.44
2852010.05.21 03:00sell1434.500.817730.820630.81643
2862010.05.21 03:05t/p1434.500.816430.820630.81643585.0030960.44
2872010.05.25 14:00sell1444.600.810910.813810.80961
2882010.05.25 14:11close1444.600.810090.813810.80961377.2031337.64
2892010.05.26 03:21buy1454.700.823210.819610.82421
2902010.05.26 03:34t/p1454.700.824210.819610.82421470.0031807.64
2912010.05.27 01:01sell1464.700.823220.826120.82192
2922010.05.27 02:39close1464.700.822910.826120.82192145.7031953.34
2932010.05.28 13:34buy1474.700.851410.847810.85241
2942010.05.28 14:18close1474.700.852210.847810.85241376.0032329.34
2952010.06.01 04:30sell1484.800.842450.845350.84115
2962010.06.01 04:36t/p1484.800.841150.845350.84115624.0032953.34
2972010.06.01 07:48sell1494.900.839040.841940.83774
2982010.06.01 08:52close1494.900.838740.841940.83774147.0033100.34
2992010.06.01 13:53sell1504.900.832050.834950.83075
3002010.06.01 15:25close1504.900.831740.834950.83075151.9033252.24
3012010.06.03 21:37sell1514.900.842270.845170.84097
3022010.06.03 22:15close1514.900.841560.845170.84097347.9033600.14
3032010.06.07 05:43sell1525.000.814170.817070.81287
3042010.06.07 05:56close1525.000.813310.817070.81287430.0034030.14
3052010.06.08 01:27sell1535.100.812060.814960.81076
3062010.06.08 01:42close1535.100.811250.814960.81076413.1034443.24
3072010.06.16 16:17sell1545.100.861490.864390.86019
3082010.06.16 17:57s/l1545.100.864390.864390.86019-1479.0032964.24
3092010.06.21 04:20buy1554.900.875880.872280.87688
3102010.06.21 04:30t/p1554.900.876880.872280.87688490.0033454.24
3112010.06.24 15:41sell1565.000.868000.870900.86670
3122010.06.24 16:04close1565.000.867300.870900.86670350.0033804.24