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 profit41038.40Gross profit61607.70Gross loss-20569.30
Profit factor3.00Expected payoff263.07
Absolute drawdown562.70Maximal drawdown5122.00 (10.83%)Relative drawdown12.16% (3149.00)
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 trade1248.00loss trade-3016.00
Averageprofit trade440.06loss trade-1285.58
Maximumconsecutive wins (profit in money)22 (16416.90)consecutive losses (loss in money)2 (-2508.90)
Maximalconsecutive profit (count of wins)16416.90 (22)consecutive loss (count of losses)-3016.00 (1)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:13buy12.000.693100.689500.69410
22009.01.02 09:59close12.000.693500.689500.6941080.0010080.00
32009.01.05 10:26buy22.000.707800.704200.70880
42009.01.05 10:30t/p22.000.708800.704200.70880200.0010280.00
52009.01.06 11:06sell32.000.709430.712330.70813
62009.01.06 12:11s/l32.000.712330.712330.70813-580.009700.00
72009.01.07 00:15buy41.900.720700.717100.72170
82009.01.07 00:18t/p41.900.721700.717100.72170190.009890.00
92009.01.07 08:59buy51.900.719100.715500.72010
102009.01.07 09:18t/p51.900.720100.715500.72010190.0010080.00
112009.01.07 18:05sell62.000.718000.720900.71670
122009.01.07 18:13s/l62.000.720900.720900.71670-580.009500.00
132009.01.07 18:16sell71.900.719990.722890.71869
142009.01.07 18:31close71.900.719080.722890.71869172.909672.90
152009.01.08 11:48sell81.900.703600.706500.70230
162009.01.08 11:50t/p81.900.702300.706500.70230247.009919.90
172009.01.12 07:44sell91.900.693600.696500.69230
182009.01.12 08:13close91.900.692800.696500.69230152.0010071.90
192009.01.12 20:12sell102.000.685160.688060.68386
202009.01.12 20:22close102.000.684070.688060.68386218.0010289.90
212009.01.13 21:47sell112.000.664320.667220.66302
222009.01.13 21:57close112.000.663480.667220.66302168.0010457.90
232009.01.14 10:46buy122.000.673340.669740.67434
242009.01.14 10:47t/p122.000.674340.669740.67434200.0010657.90
252009.01.14 18:34sell132.100.663910.666810.66261
262009.01.14 19:20close132.100.663400.666810.66261107.1010765.00
272009.01.14 21:33sell142.100.664050.666950.66275
282009.01.14 21:37t/p142.100.662750.666950.66275273.0011038.00
292009.01.15 20:38sell152.200.658910.661810.65761
302009.01.15 20:58s/l152.200.661810.661810.65761-638.0010400.00
312009.01.19 09:16buy162.000.676510.672910.67751
322009.01.19 10:19close162.000.677190.672910.67751136.0010536.00
332009.01.19 10:19sell172.100.677550.680450.67625
342009.01.19 10:58close172.100.676810.680450.67625155.4010691.40
352009.01.19 17:45sell182.100.671790.674690.67049
362009.01.19 17:56t/p182.100.670490.674690.67049273.0010964.40
372009.01.20 08:10sell192.100.663000.665900.66170
382009.01.20 08:30close192.100.662300.665900.66170147.0011111.40
392009.01.20 15:39sell202.200.660140.663040.65884
402009.01.20 16:02close202.200.659320.663040.65884180.4011291.80
412009.01.20 23:55sell212.200.651040.653940.64974
422009.01.21 00:02t/p212.200.649740.653940.64974260.0411551.84
432009.01.21 02:46sell222.300.651000.653900.64970
442009.01.21 02:49t/p222.300.649700.653900.64970299.0011850.84
452009.01.21 11:41sell232.300.651630.654530.65033
462009.01.21 11:47t/p232.300.650330.654530.65033299.0012149.84
472009.01.22 03:52sell242.400.656380.659280.65508
482009.01.22 04:28close242.400.655600.659280.65508187.2012337.04
492009.01.22 17:59sell252.400.653500.656400.65220
502009.01.22 18:01t/p252.400.652200.656400.65220312.0012649.04
512009.01.29 13:16sell262.500.658060.660960.65676
522009.01.29 14:20close262.500.657740.660960.6567680.0012729.04
532009.01.30 06:37sell272.500.646300.649200.64500
542009.01.30 06:47close272.500.645500.649200.64500200.0012929.04
552009.02.04 11:46sell282.500.643370.646270.64207
562009.02.04 12:01close282.500.642550.646270.64207205.0013134.04
572009.02.04 13:56sell292.600.640440.643340.63914
582009.02.04 14:10close292.600.639600.643340.63914218.4013352.44
592009.02.06 02:27buy302.600.649660.646060.65066
602009.02.06 02:55close302.600.650600.646060.65066244.4013596.84
612009.02.09 01:01buy312.700.671390.667790.67239
622009.02.09 01:04t/p312.700.672390.667790.67239270.0013866.84
632009.02.09 05:24sell322.700.669360.672260.66806
642009.02.09 05:47close322.700.668650.672260.66806191.7014058.54
652009.02.09 20:23buy332.800.680700.677100.68170
662009.02.09 21:08close332.800.681100.677100.68170112.0014170.54
672009.02.10 01:44buy342.800.675600.672000.67660
682009.02.10 01:51t/p342.800.676600.672000.67660280.0014450.54
692009.02.10 04:21sell352.800.672130.675030.67083
702009.02.10 04:32close352.800.671330.675030.67083224.0014674.54
712009.02.10 07:47sell362.900.670580.673480.66928
722009.02.10 08:07close362.900.669850.673480.66928211.7014886.24
732009.02.10 12:28sell372.900.667190.670090.66589
742009.02.10 12:41s/l372.900.670090.670090.66589-841.0014045.24
752009.02.10 12:41sell382.800.669750.672650.66845
762009.02.10 12:52close382.800.668800.672650.66845266.0014311.24
772009.02.10 23:41sell392.800.655100.658000.65380
782009.02.11 00:00close392.800.654000.658000.65380274.9614586.20
792009.02.11 01:04sell402.900.656020.658920.65472
802009.02.11 01:25close402.900.655300.658920.65472208.8014795.00
812009.02.12 15:33sell412.900.649790.652690.64849
822009.02.12 16:05close412.900.649000.652690.64849229.1015024.10
832009.02.12 17:32sell423.000.648200.651100.64690
842009.02.12 17:43close423.000.647350.651100.64690255.0015279.10
852009.02.17 11:54sell433.000.641800.644700.64050
862009.02.17 12:10close433.000.641000.644700.64050240.0015519.10
872009.02.18 00:52sell443.100.636090.638990.63479
882009.02.18 01:34close443.100.635330.638990.63479235.6015754.70
892009.02.25 02:04buy453.100.650800.647200.65180
902009.02.25 02:30t/p453.100.651800.647200.65180310.0016064.70
912009.02.25 13:47buy463.200.651280.647680.65228
922009.02.25 15:38close463.200.650300.647680.65228-313.6015751.10
932009.02.26 16:48buy473.100.650300.646700.65130
942009.02.26 16:53t/p473.100.651300.646700.65130310.0016061.10
952009.03.09 15:41sell483.200.635210.638110.63391
962009.03.09 15:58close483.200.634380.638110.63391265.6016326.70
972009.03.10 20:14buy493.200.641680.638080.64268
982009.03.10 20:18t/p493.200.642680.638080.64268320.0016646.70
992009.03.13 00:29buy503.300.651860.648260.65286
1002009.03.13 01:08close503.300.652700.648260.65286277.2016923.90
1012009.03.18 02:53buy513.300.661040.657440.66204
1022009.03.18 03:37close513.300.661500.657440.66204151.8017075.70
1032009.03.19 08:02buy523.400.673400.669800.67440
1042009.03.19 08:13t/p523.400.674400.669800.67440340.0017415.70
1052009.03.24 08:57buy533.400.702980.699380.70398
1062009.03.24 09:03t/p533.400.703980.699380.70398340.0017755.70
1072009.03.24 16:02sell543.500.700810.703710.69951
1082009.03.24 16:19close543.500.699960.703710.69951297.5018053.20
1092009.03.25 21:58sell553.600.697200.700100.69590
1102009.03.25 23:19close553.600.696880.700100.69590115.2018168.40
1112009.03.31 23:16buy563.600.692020.688420.69302
1122009.03.31 23:25t/p563.600.693020.688420.69302360.0018528.40
1132009.04.01 04:25sell573.700.690500.693400.68920
1142009.04.01 04:37close573.700.689690.693400.68920299.7018828.10
1152009.04.06 08:13buy583.700.716780.713180.71778
1162009.04.06 08:27t/p583.700.717780.713180.71778370.0019198.10
1172009.04.13 03:17buy593.800.719770.716170.72077
1182009.04.13 03:23t/p593.800.720770.716170.72077380.0019578.10
1192009.04.16 13:15sell603.900.720740.723640.71944
1202009.04.16 13:52close603.900.719980.723640.71944296.4019874.50
1212009.04.16 21:37sell613.900.719110.722010.71781
1222009.04.16 22:01close613.900.718400.722010.71781276.9020151.40
1232009.04.22 02:52buy624.000.707210.703610.70821
1242009.04.22 04:42close624.000.705090.703610.70821-848.0019303.40
1252009.04.30 07:03buy633.800.725290.721690.72629
1262009.04.30 08:47close633.800.725700.721690.72629155.8019459.20
1272009.05.05 17:24buy643.800.742550.738950.74355
1282009.05.05 18:17close643.800.743000.738950.74355171.0019630.20
1292009.05.06 17:08buy653.900.742220.738620.74322
1302009.05.06 17:09t/p653.900.743220.738620.74322390.0020020.20
1312009.05.07 17:06buy664.000.754740.751140.75574
1322009.05.07 17:45close664.000.755640.751140.75574360.0020380.20
1332009.05.13 17:32sell674.000.760200.763100.75890
1342009.05.13 17:50t/p674.000.758900.763100.75890520.0020900.20
1352009.05.21 16:50sell684.100.770650.773550.76935
1362009.05.21 16:59t/p684.100.769350.773550.76935533.0021433.20
1372009.06.03 23:01sell694.200.799750.802650.79845
1382009.06.04 00:41close694.200.800380.802650.79845-413.2821019.92
1392009.06.04 01:46sell704.200.801880.804780.80058
1402009.06.04 02:52close704.200.801580.804780.80058126.0021145.92
1412009.06.04 16:06sell714.200.800350.803250.79905
1422009.06.04 16:13t/p714.200.799050.803250.79905546.0021691.92
1432009.06.04 17:47sell724.300.798680.801580.79738
1442009.06.04 18:08s/l724.300.801580.801580.79738-1247.0020444.92
1452009.06.08 12:13sell734.000.787350.790250.78605
1462009.06.08 12:35close734.000.786630.790250.78605288.0020732.92
1472009.06.08 15:02sell744.100.788530.791430.78723
1482009.06.08 15:19close744.100.787710.791430.78723336.2021069.12
1492009.06.10 19:15sell754.200.806750.809650.80545
1502009.06.10 19:24t/p754.200.805450.809650.80545546.0021615.12
1512009.06.10 22:49sell764.300.803230.806130.80193
1522009.06.10 23:57close764.300.802930.806130.80193129.0021744.12
1532009.06.12 03:28buy774.300.817840.814240.81884
1542009.06.12 04:30close774.300.818240.814240.81884172.0021916.12
1552009.06.17 03:26sell784.300.793090.795990.79179
1562009.06.17 03:45close784.300.792290.795990.79179344.0022260.12
1572009.06.18 21:02buy794.400.799620.796020.80062
1582009.06.18 21:46close794.400.800130.796020.80062224.4022484.52
1592009.06.25 14:36sell804.400.797770.800670.79647
1602009.06.25 14:49close804.400.796970.800670.79647352.0022836.52
1612009.06.29 10:19sell814.500.802320.805220.80102
1622009.06.29 11:40close814.500.802010.805220.80102139.5022976.02
1632009.06.30 17:59sell824.500.808540.811440.80724
1642009.06.30 18:07t/p824.500.807240.811440.80724585.0023561.02
1652009.07.08 22:47sell834.700.778130.781030.77683
1662009.07.08 23:00close834.700.777310.781030.77683385.4023946.42
1672009.07.30 11:32buy844.700.820040.816440.82104
1682009.07.30 11:47t/p844.700.821040.816440.82104470.0024416.42
1692009.07.30 16:47buy854.800.822340.818740.82334
1702009.07.30 16:50t/p854.800.823340.818740.82334480.0024896.42
1712009.07.30 22:44buy864.900.825310.821710.82631
1722009.07.31 00:37close864.900.824260.821710.82631-464.5224431.90
1732009.08.12 21:23buy874.800.830250.826650.83125
1742009.08.12 21:26t/p874.800.831250.826650.83125480.0024911.90
1752009.08.12 21:28buy884.900.829340.825740.83034
1762009.08.12 21:46t/p884.900.830340.825740.83034490.0025401.90
1772009.08.17 15:30sell895.000.819720.822620.81842
1782009.08.17 16:05s/l895.000.822620.822620.81842-1450.0023951.90
1792009.08.18 17:16sell904.700.823070.825970.82177
1802009.08.18 17:26close904.700.822260.825970.82177380.7024332.60
1812009.08.27 16:44buy914.800.831830.828230.83283
1822009.08.27 18:12close914.800.832250.828230.83283201.6024534.20
1832009.09.03 17:23buy924.900.837090.833490.83809
1842009.09.03 17:34t/p924.900.838090.833490.83809490.0025024.20
1852009.09.30 17:04buy935.000.877490.873890.87849
1862009.09.30 17:12t/p935.000.878490.873890.87849500.0025524.20
1872009.10.07 14:04buy945.100.891110.887510.89211
1882009.10.07 15:54close945.100.888920.887510.89211-1116.9024407.30
1892009.10.12 11:15sell954.800.901870.904770.90057
1902009.10.12 11:57s/l954.800.904770.904770.90057-1392.0023015.30
1912009.10.15 15:32sell964.600.918740.921640.91744
1922009.10.15 15:42close964.600.917940.921640.91744368.0023383.30
1932009.10.21 22:44buy974.600.926700.923100.92770
1942009.10.21 22:46t/p974.600.927700.923100.92770460.0023843.30
1952009.10.27 20:26sell984.700.916040.918940.91474
1962009.10.27 20:37close984.700.915220.918940.91474385.4024228.70
1972009.11.02 02:05sell994.800.898990.901890.89769
1982009.11.02 02:15t/p994.800.897690.901890.89769624.0024852.70
1992009.11.11 04:22buy1004.900.928900.925300.92990
2002009.11.11 04:42t/p1004.900.929900.925300.92990490.0025342.70
2012009.11.18 15:32buy1015.000.931150.927550.93215
2022009.11.18 15:36t/p1015.000.932150.927550.93215500.0025842.70
2032009.11.19 18:57sell1025.100.918060.920960.91676
2042009.11.19 19:07close1025.100.917100.920960.91676489.6026332.30
2052009.11.24 20:08sell1035.200.917890.920790.91659
2062009.11.24 21:02close1035.200.917470.920790.91659218.4026550.70
2072009.11.26 08:34sell1045.300.924330.927230.92303
2082009.11.26 08:48close1045.300.923490.927230.92303445.2026995.90
2092009.11.27 02:20sell1055.300.910290.913190.90899
2102009.11.27 02:22t/p1055.300.908990.913190.90899689.0027684.90
2112009.11.27 11:33sell1065.500.900110.903010.89881
2122009.11.27 12:55close1065.500.899760.903010.89881192.5027877.40
2132009.11.30 07:20buy1075.500.914710.911110.91571
2142009.11.30 07:29t/p1075.500.915710.911110.91571550.0028427.40
2152009.12.07 14:49sell1085.600.910110.913010.90881
2162009.12.07 14:59close1085.600.909120.913010.90881554.4028981.80
2172009.12.29 18:13buy1095.700.895070.891470.89607
2182009.12.29 18:57close1095.700.895730.891470.89607376.2029358.00
2192010.01.05 10:03buy1105.800.911880.908280.91288
2202010.01.05 10:47close1105.800.912560.908280.91288394.4029752.40
2212010.01.07 07:46buy1115.900.920090.916490.92109
2222010.01.07 08:02t/p1115.900.921090.916490.92109590.0030342.40
2232010.01.22 01:54sell1126.000.903460.906360.90216
2242010.01.22 02:09close1126.000.902660.906360.90216480.0030822.40
2252010.01.26 12:01sell1136.100.898390.901290.89709
2262010.01.26 12:32close1136.100.897690.901290.89709427.0031249.40
2272010.02.01 01:56sell1146.200.886570.889470.88527
2282010.02.01 02:05t/p1146.200.885270.889470.88527806.0032055.40
2292010.02.18 23:30buy1156.400.900070.896470.90107
2302010.02.18 23:35s/l1156.400.896470.896470.90107-2304.0029751.40
2312010.02.22 10:46buy1165.900.897770.894170.89877
2322010.02.22 11:22close1165.900.898670.894170.89877531.0030282.40
2332010.02.24 12:04sell1176.000.888830.891730.88753
2342010.02.24 12:30close1176.000.888100.891730.88753438.0030720.40
2352010.02.25 20:01sell1186.100.884830.887730.88353
2362010.02.25 20:08t/p1186.100.883530.887730.88353793.0031513.40
2372010.04.22 17:26sell1196.300.925940.928840.92464
2382010.04.22 17:32t/p1196.300.924640.928840.92464819.0032332.40
2392010.05.05 17:04sell1206.400.906310.909210.90501
2402010.05.05 17:14close1206.400.905460.909210.90501544.0032876.40
2412010.05.06 16:43sell1216.500.903960.906860.90266
2422010.05.06 16:51t/p1216.500.902660.906860.90266845.0033721.40
2432010.05.06 22:08sell1226.700.888830.891730.88753
2442010.05.06 22:12t/p1226.700.887530.891730.88753871.0034592.40
2452010.05.06 22:18sell1236.900.889250.892150.88795
2462010.05.06 22:18t/p1236.900.887950.892150.88795897.0035489.40
2472010.05.07 00:24sell1247.000.887680.890580.88638
2482010.05.07 00:28t/p1247.000.886380.890580.88638910.0036399.40
2492010.05.07 02:40sell1257.200.888130.891030.88683
2502010.05.07 03:05close1257.200.887420.891030.88683511.2036910.60
2512010.05.17 12:16sell1267.300.878370.881270.87707
2522010.05.17 12:31close1267.300.877570.881270.87707584.0037494.60
2532010.05.19 08:23sell1277.400.857370.860270.85607
2542010.05.19 08:51close1277.400.856640.860270.85607540.2038034.80
2552010.05.19 09:48sell1287.600.858040.860940.85674
2562010.05.19 10:05close1287.600.857180.860940.85674653.6038688.40
2572010.05.19 15:12sell1297.700.845600.848500.84430
2582010.05.19 15:28close1297.700.844780.848500.84430631.4039319.80
2592010.05.19 19:27sell1307.800.842530.845430.84123
2602010.05.19 19:46close1307.800.841700.845430.84123647.4039967.20
2612010.05.20 05:28sell1317.900.845300.848200.84400
2622010.05.20 06:02close1317.900.844590.848200.84400560.9040528.10
2632010.05.20 10:41sell1328.100.834160.837060.83286
2642010.05.20 11:19close1328.100.833440.837060.83286583.2041111.30
2652010.05.20 12:38sell1338.200.833890.836790.83259
2662010.05.20 12:46t/p1338.200.832590.836790.832591066.0042177.30
2672010.05.20 15:55sell1348.400.830000.832900.82870
2682010.05.20 15:58t/p1348.400.828700.832900.828701092.0043269.30
2692010.05.20 16:10sell1358.600.830880.833780.82958
2702010.05.20 16:20t/p1358.600.829580.833780.829581118.0044387.30
2712010.05.20 18:10sell1368.800.823190.826090.82189
2722010.05.20 18:15t/p1368.800.821890.826090.821891144.0045531.30
2732010.05.20 18:30sell1379.100.824320.827220.82302
2742010.05.20 19:11close1379.100.823620.827220.82302637.0046168.30
2752010.05.20 20:28sell1389.200.824300.827200.82300
2762010.05.20 20:31s/l1389.200.827200.827200.82300-2668.0043500.30
2772010.05.20 20:31sell1398.700.826320.829220.82502
2782010.05.20 20:33t/p1398.700.825020.829220.825021131.0044631.30
2792010.05.20 20:34sell1408.900.825460.828360.82416
2802010.05.20 20:39t/p1408.900.824160.828360.824161157.0045788.30
2812010.05.21 01:29sell1419.100.816050.818950.81475
2822010.05.21 01:34t/p1419.100.814750.818950.814751183.0046971.30
2832010.05.21 02:56sell1429.300.814940.817840.81364
2842010.05.21 03:00s/l1429.300.817840.817840.81364-2697.0044274.30
2852010.05.21 03:00sell1438.800.817730.820630.81643
2862010.05.21 03:05t/p1438.800.816430.820630.816431144.0045418.30
2872010.05.25 14:00sell1449.000.810910.813810.80961
2882010.05.25 14:11close1449.000.810090.813810.80961738.0046156.30
2892010.05.26 03:21buy1459.200.823210.819610.82421
2902010.05.26 03:34t/p1459.200.824210.819610.82421920.0047076.30
2912010.05.27 01:01sell1469.400.823220.826120.82192
2922010.05.27 02:39close1469.400.822910.826120.82192291.4047367.70
2932010.05.28 13:34buy1479.400.851410.847810.85241
2942010.05.28 14:18close1479.400.852210.847810.85241752.0048119.70
2952010.06.01 04:30sell1489.600.842450.845350.84115
2962010.06.01 04:36t/p1489.600.841150.845350.841151248.0049367.70
2972010.06.01 07:48sell1499.800.839040.841940.83774
2982010.06.01 08:52close1499.800.838740.841940.83774294.0049661.70
2992010.06.01 13:53sell1509.900.832050.834950.83075
3002010.06.01 15:25close1509.900.831740.834950.83075306.9049968.60
3012010.06.03 21:37sell1519.900.842270.845170.84097
3022010.06.03 22:15close1519.900.841560.845170.84097702.9050671.50
3032010.06.07 05:43sell15210.100.814170.817070.81287
3042010.06.07 05:56close15210.100.813310.817070.81287868.6051540.10
3052010.06.08 01:27sell15310.300.812060.814960.81076
3062010.06.08 01:42close15310.300.811250.814960.81076834.3052374.40
3072010.06.16 16:17sell15410.400.861490.864390.86019
3082010.06.16 17:57s/l15410.400.864390.864390.86019-3016.0049358.40
3092010.06.21 04:20buy1559.800.875880.872280.87688
3102010.06.21 04:30t/p1559.800.876880.872280.87688980.0050338.40
3112010.06.24 15:41sell15610.000.868000.870900.86670
3122010.06.24 16:04close15610.000.867300.870900.86670700.0051038.40