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 profit66209.36Gross profit100242.36Gross loss-34033.00
Profit factor2.95Expected payoff424.42
Absolute drawdown695.90Maximal drawdown9309.60 (13.40%)Relative drawdown15.10% (4948.00)
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 trade2301.00loss trade-5684.00
Averageprofit trade716.02loss trade-2127.06
Maximumconsecutive wins (profit in money)22 (28496.30)consecutive losses (loss in money)2 (-3956.00)
Maximalconsecutive profit (count of wins)28496.30 (22)consecutive loss (count of losses)-5684.00 (1)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:13buy12.500.693100.689500.69410
22009.01.02 09:59close12.500.693500.689500.69410100.0010100.00
32009.01.05 10:26buy22.500.707800.704200.70880
42009.01.05 10:30t/p22.500.708800.704200.70880250.0010350.00
52009.01.06 11:06sell32.500.709430.712330.70813
62009.01.06 12:11s/l32.500.712330.712330.70813-725.009625.00
72009.01.07 00:15buy42.400.720700.717100.72170
82009.01.07 00:18t/p42.400.721700.717100.72170240.009865.00
92009.01.07 08:59buy52.400.719100.715500.72010
102009.01.07 09:18t/p52.400.720100.715500.72010240.0010105.00
112009.01.07 18:05sell62.500.718000.720900.71670
122009.01.07 18:13s/l62.500.720900.720900.71670-725.009380.00
132009.01.07 18:16sell72.300.719990.722890.71869
142009.01.07 18:31close72.300.719080.722890.71869209.309589.30
152009.01.08 11:48sell82.300.703600.706500.70230
162009.01.08 11:50t/p82.300.702300.706500.70230299.009888.30
172009.01.12 07:44sell92.400.693600.696500.69230
182009.01.12 08:13close92.400.692800.696500.69230192.0010080.30
192009.01.12 20:12sell102.500.685160.688060.68386
202009.01.12 20:22close102.500.684070.688060.68386272.5010352.80
212009.01.13 21:47sell112.500.664320.667220.66302
222009.01.13 21:57close112.500.663480.667220.66302210.0010562.80
232009.01.14 10:46buy122.600.673340.669740.67434
242009.01.14 10:47t/p122.600.674340.669740.67434260.0010822.80
252009.01.14 18:34sell132.700.663910.666810.66261
262009.01.14 19:20close132.700.663400.666810.66261137.7010960.50
272009.01.14 21:33sell142.700.664050.666950.66275
282009.01.14 21:37t/p142.700.662750.666950.66275351.0011311.50
292009.01.15 20:38sell152.800.658910.661810.65761
302009.01.15 20:58s/l152.800.661810.661810.65761-812.0010499.50
312009.01.19 09:16buy162.600.676510.672910.67751
322009.01.19 10:19close162.600.677190.672910.67751176.8010676.30
332009.01.19 10:19sell172.600.677550.680450.67625
342009.01.19 10:58close172.600.676810.680450.67625192.4010868.70
352009.01.19 17:45sell182.700.671790.674690.67049
362009.01.19 17:56t/p182.700.670490.674690.67049351.0011219.70
372009.01.20 08:10sell192.800.663000.665900.66170
382009.01.20 08:30close192.800.662300.665900.66170196.0011415.70
392009.01.20 15:39sell202.800.660140.663040.65884
402009.01.20 16:02close202.800.659320.663040.65884229.6011645.30
412009.01.20 23:55sell212.900.651040.653940.64974
422009.01.21 00:02t/p212.900.649740.653940.64974342.7811988.08
432009.01.21 02:46sell222.900.651000.653900.64970
442009.01.21 02:49t/p222.900.649700.653900.64970377.0012365.08
452009.01.21 11:41sell233.000.651630.654530.65033
462009.01.21 11:47t/p233.000.650330.654530.65033390.0012755.08
472009.01.22 03:52sell243.100.656380.659280.65508
482009.01.22 04:28close243.100.655600.659280.65508241.8012996.88
492009.01.22 17:59sell253.200.653500.656400.65220
502009.01.22 18:01t/p253.200.652200.656400.65220416.0013412.88
512009.01.29 13:16sell263.300.658060.660960.65676
522009.01.29 14:20close263.300.657740.660960.65676105.6013518.48
532009.01.30 06:37sell273.300.646300.649200.64500
542009.01.30 06:47close273.300.645500.649200.64500264.0013782.48
552009.02.04 11:46sell283.400.643370.646270.64207
562009.02.04 12:01close283.400.642550.646270.64207278.8014061.28
572009.02.04 13:56sell293.500.640440.643340.63914
582009.02.04 14:10close293.500.639600.643340.63914294.0014355.28
592009.02.06 02:27buy303.500.649660.646060.65066
602009.02.06 02:55close303.500.650600.646060.65066329.0014684.28
612009.02.09 01:01buy313.600.671390.667790.67239
622009.02.09 01:04t/p313.600.672390.667790.67239360.0015044.28
632009.02.09 05:24sell323.700.669360.672260.66806
642009.02.09 05:47close323.700.668650.672260.66806262.7015306.98
652009.02.09 20:23buy333.800.680700.677100.68170
662009.02.09 21:08close333.800.681100.677100.68170152.0015458.98
672009.02.10 01:44buy343.800.675600.672000.67660
682009.02.10 01:51t/p343.800.676600.672000.67660380.0015838.98
692009.02.10 04:21sell353.900.672130.675030.67083
702009.02.10 04:32close353.900.671330.675030.67083312.0016150.98
712009.02.10 07:47sell364.000.670580.673480.66928
722009.02.10 08:07close364.000.669850.673480.66928292.0016442.98
732009.02.10 12:28sell374.100.667190.670090.66589
742009.02.10 12:41s/l374.100.670090.670090.66589-1189.0015253.98
752009.02.10 12:41sell383.800.669750.672650.66845
762009.02.10 12:52close383.800.668800.672650.66845361.0015614.98
772009.02.10 23:41sell393.900.655100.658000.65380
782009.02.11 00:00close393.900.654000.658000.65380382.9815997.96
792009.02.11 01:04sell403.900.656020.658920.65472
802009.02.11 01:25close403.900.655300.658920.65472280.8016278.76
812009.02.12 15:33sell414.000.649790.652690.64849
822009.02.12 16:05close414.000.649000.652690.64849316.0016594.76
832009.02.12 17:32sell424.100.648200.651100.64690
842009.02.12 17:43close424.100.647350.651100.64690348.5016943.26
852009.02.17 11:54sell434.200.641800.644700.64050
862009.02.17 12:10close434.200.641000.644700.64050336.0017279.26
872009.02.18 00:52sell444.300.636090.638990.63479
882009.02.18 01:34close444.300.635330.638990.63479326.8017606.06
892009.02.25 02:04buy454.400.650800.647200.65180
902009.02.25 02:30t/p454.400.651800.647200.65180440.0018046.06
912009.02.25 13:47buy464.500.651280.647680.65228
922009.02.25 15:38close464.500.650300.647680.65228-441.0017605.06
932009.02.26 16:48buy474.400.650300.646700.65130
942009.02.26 16:53t/p474.400.651300.646700.65130440.0018045.06
952009.03.09 15:41sell484.500.635210.638110.63391
962009.03.09 15:58close484.500.634380.638110.63391373.5018418.56
972009.03.10 20:14buy494.600.641680.638080.64268
982009.03.10 20:18t/p494.600.642680.638080.64268460.0018878.56
992009.03.13 00:29buy504.700.651860.648260.65286
1002009.03.13 01:08close504.700.652700.648260.65286394.8019273.36
1012009.03.18 02:53buy514.800.661040.657440.66204
1022009.03.18 03:37close514.800.661500.657440.66204220.8019494.16
1032009.03.19 08:02buy524.800.673400.669800.67440
1042009.03.19 08:13t/p524.800.674400.669800.67440480.0019974.16
1052009.03.24 08:57buy534.900.702980.699380.70398
1062009.03.24 09:03t/p534.900.703980.699380.70398490.0020464.16
1072009.03.24 16:02sell545.100.700810.703710.69951
1082009.03.24 16:19close545.100.699960.703710.69951433.5020897.66
1092009.03.25 21:58sell555.200.697200.700100.69590
1102009.03.25 23:19close555.200.696880.700100.69590166.4021064.06
1112009.03.31 23:16buy565.200.692020.688420.69302
1122009.03.31 23:25t/p565.200.693020.688420.69302520.0021584.06
1132009.04.01 04:25sell575.300.690500.693400.68920
1142009.04.01 04:37close575.300.689690.693400.68920429.3022013.36
1152009.04.06 08:13buy585.500.716780.713180.71778
1162009.04.06 08:27t/p585.500.717780.713180.71778550.0022563.36
1172009.04.13 03:17buy595.600.719770.716170.72077
1182009.04.13 03:23t/p595.600.720770.716170.72077560.0023123.36
1192009.04.16 13:15sell605.700.720740.723640.71944
1202009.04.16 13:52close605.700.719980.723640.71944433.2023556.56
1212009.04.16 21:37sell615.800.719110.722010.71781
1222009.04.16 22:01close615.800.718400.722010.71781411.8023968.36
1232009.04.22 02:52buy625.900.707210.703610.70821
1242009.04.22 04:42close625.900.705090.703610.70821-1250.8022717.56
1252009.04.30 07:03buy635.600.725290.721690.72629
1262009.04.30 08:47close635.600.725700.721690.72629229.6022947.16
1272009.05.05 17:24buy645.700.742550.738950.74355
1282009.05.05 18:17close645.700.743000.738950.74355256.5023203.66
1292009.05.06 17:08buy655.800.742220.738620.74322
1302009.05.06 17:09t/p655.800.743220.738620.74322580.0023783.66
1312009.05.07 17:06buy665.900.754740.751140.75574
1322009.05.07 17:45close665.900.755640.751140.75574531.0024314.66
1332009.05.13 17:32sell676.000.760200.763100.75890
1342009.05.13 17:50t/p676.000.758900.763100.75890780.0025094.66
1352009.05.21 16:50sell686.200.770650.773550.76935
1362009.05.21 16:59t/p686.200.769350.773550.76935806.0025900.66
1372009.06.03 23:01sell696.400.799750.802650.79845
1382009.06.04 00:41close696.400.800380.802650.79845-629.7625270.90
1392009.06.04 01:46sell706.300.801880.804780.80058
1402009.06.04 02:52close706.300.801580.804780.80058189.0025459.90
1412009.06.04 16:06sell716.300.800350.803250.79905
1422009.06.04 16:13t/p716.300.799050.803250.79905819.0026278.90
1432009.06.04 17:47sell726.500.798680.801580.79738
1442009.06.04 18:08s/l726.500.801580.801580.79738-1885.0024393.90
1452009.06.08 12:13sell736.000.787350.790250.78605
1462009.06.08 12:35close736.000.786630.790250.78605432.0024825.90
1472009.06.08 15:02sell746.200.788530.791430.78723
1482009.06.08 15:19close746.200.787710.791430.78723508.4025334.30
1492009.06.10 19:15sell756.300.806750.809650.80545
1502009.06.10 19:24t/p756.300.805450.809650.80545819.0026153.30
1512009.06.10 22:49sell766.500.803230.806130.80193
1522009.06.10 23:57close766.500.802930.806130.80193195.0026348.30
1532009.06.12 03:28buy776.500.817840.814240.81884
1542009.06.12 04:30close776.500.818240.814240.81884260.0026608.30
1552009.06.17 03:26sell786.600.793090.795990.79179
1562009.06.17 03:45close786.600.792290.795990.79179528.0027136.30
1572009.06.18 21:02buy796.700.799620.796020.80062
1582009.06.18 21:46close796.700.800130.796020.80062341.7027478.00
1592009.06.25 14:36sell806.800.797770.800670.79647
1602009.06.25 14:49close806.800.796970.800670.79647544.0028022.00
1612009.06.29 10:19sell817.000.802320.805220.80102
1622009.06.29 11:40close817.000.802010.805220.80102217.0028239.00
1632009.06.30 17:59sell827.000.808540.811440.80724
1642009.06.30 18:07t/p827.000.807240.811440.80724910.0029149.00
1652009.07.08 22:47sell837.200.778130.781030.77683
1662009.07.08 23:00close837.200.777310.781030.77683590.4029739.40
1672009.07.30 11:32buy847.400.820040.816440.82104
1682009.07.30 11:47t/p847.400.821040.816440.82104740.0030479.40
1692009.07.30 16:47buy857.600.822340.818740.82334
1702009.07.30 16:50t/p857.600.823340.818740.82334760.0031239.40
1712009.07.30 22:44buy867.800.825310.821710.82631
1722009.07.31 00:37close867.800.824260.821710.82631-739.4430499.96
1732009.08.12 21:23buy877.600.830250.826650.83125
1742009.08.12 21:26t/p877.600.831250.826650.83125760.0031259.96
1752009.08.12 21:28buy887.800.829340.825740.83034
1762009.08.12 21:46t/p887.800.830340.825740.83034780.0032039.96
1772009.08.17 15:30sell898.000.819720.822620.81842
1782009.08.17 16:05s/l898.000.822620.822620.81842-2320.0029719.96
1792009.08.18 17:16sell907.400.823070.825970.82177
1802009.08.18 17:26close907.400.822260.825970.82177599.4030319.36
1812009.08.27 16:44buy917.500.831830.828230.83283
1822009.08.27 18:12close917.500.832250.828230.83283315.0030634.36
1832009.09.03 17:23buy927.600.837090.833490.83809
1842009.09.03 17:34t/p927.600.838090.833490.83809760.0031394.36
1852009.09.30 17:04buy937.800.877490.873890.87849
1862009.09.30 17:12t/p937.800.878490.873890.87849780.0032174.36
1872009.10.07 14:04buy948.000.891110.887510.89211
1882009.10.07 15:54close948.000.888920.887510.89211-1752.0030422.36
1892009.10.12 11:15sell957.600.901870.904770.90057
1902009.10.12 11:57s/l957.600.904770.904770.90057-2204.0028218.36
1912009.10.15 15:32sell967.000.918740.921640.91744
1922009.10.15 15:42close967.000.917940.921640.91744560.0028778.36
1932009.10.21 22:44buy977.100.926700.923100.92770
1942009.10.21 22:46t/p977.100.927700.923100.92770710.0029488.36
1952009.10.27 20:26sell987.300.916040.918940.91474
1962009.10.27 20:37close987.300.915220.918940.91474598.6030086.96
1972009.11.02 02:05sell997.500.898990.901890.89769
1982009.11.02 02:15t/p997.500.897690.901890.89769975.0031061.96
1992009.11.11 04:22buy1007.700.928900.925300.92990
2002009.11.11 04:42t/p1007.700.929900.925300.92990770.0031831.96
2012009.11.18 15:32buy1017.900.931150.927550.93215
2022009.11.18 15:36t/p1017.900.932150.927550.93215790.0032621.96
2032009.11.19 18:57sell1028.100.918060.920960.91676
2042009.11.19 19:07close1028.100.917100.920960.91676777.6033399.56
2052009.11.24 20:08sell1038.300.917890.920790.91659
2062009.11.24 21:02close1038.300.917470.920790.91659348.6033748.16
2072009.11.26 08:34sell1048.400.924330.927230.92303
2082009.11.26 08:48close1048.400.923490.927230.92303705.6034453.76
2092009.11.27 02:20sell1058.600.910290.913190.90899
2102009.11.27 02:22t/p1058.600.908990.913190.908991118.0035571.76
2112009.11.27 11:33sell1068.800.900110.903010.89881
2122009.11.27 12:55close1068.800.899760.903010.89881308.0035879.76
2132009.11.30 07:20buy1078.900.914710.911110.91571
2142009.11.30 07:29t/p1078.900.915710.911110.91571890.0036769.76
2152009.12.07 14:49sell1089.100.910110.913010.90881
2162009.12.07 14:59close1089.100.909120.913010.90881900.9037670.66
2172009.12.29 18:13buy1099.400.895070.891470.89607
2182009.12.29 18:57close1099.400.895730.891470.89607620.4038291.06
2192010.01.05 10:03buy1109.500.911880.908280.91288
2202010.01.05 10:47close1109.500.912560.908280.91288646.0038937.06
2212010.01.07 07:46buy1119.700.920090.916490.92109
2222010.01.07 08:02t/p1119.700.921090.916490.92109970.0039907.06
2232010.01.22 01:54sell1129.900.903460.906360.90216
2242010.01.22 02:09close1129.900.902660.906360.90216792.0040699.06
2252010.01.26 12:01sell11310.100.898390.901290.89709
2262010.01.26 12:32close11310.100.897690.901290.89709707.0041406.06
2272010.02.01 01:56sell11410.300.886570.889470.88527
2282010.02.01 02:05t/p11410.300.885270.889470.885271339.0042745.06
2292010.02.18 23:30buy11510.600.900070.896470.90107
2302010.02.18 23:35s/l11510.600.896470.896470.90107-3816.0038929.06
2312010.02.22 10:46buy1169.700.897770.894170.89877
2322010.02.22 11:22close1169.700.898670.894170.89877873.0039802.06
2332010.02.24 12:04sell1179.900.888830.891730.88753
2342010.02.24 12:30close1179.900.888100.891730.88753722.7040524.76
2352010.02.25 20:01sell11810.100.884830.887730.88353
2362010.02.25 20:08t/p11810.100.883530.887730.883531313.0041837.76
2372010.04.22 17:26sell11910.400.925940.928840.92464
2382010.04.22 17:32t/p11910.400.924640.928840.924641352.0043189.76
2392010.05.05 17:04sell12010.700.906310.909210.90501
2402010.05.05 17:14close12010.700.905460.909210.90501909.5044099.26
2412010.05.06 16:43sell12111.000.903960.906860.90266
2422010.05.06 16:51t/p12111.000.902660.906860.902661430.0045529.26
2432010.05.06 22:08sell12211.300.888830.891730.88753
2442010.05.06 22:12t/p12211.300.887530.891730.887531469.0046998.26
2452010.05.06 22:18sell12311.700.889250.892150.88795
2462010.05.06 22:18t/p12311.700.887950.892150.887951521.0048519.26
2472010.05.07 00:24sell12412.100.887680.890580.88638
2482010.05.07 00:28t/p12412.100.886380.890580.886381573.0050092.26
2492010.05.07 02:40sell12512.500.888130.891030.88683
2502010.05.07 03:05close12512.500.887420.891030.88683887.5050979.76
2512010.05.17 12:16sell12612.700.878370.881270.87707
2522010.05.17 12:31close12612.700.877570.881270.877071016.0051995.76
2532010.05.19 08:23sell12712.900.857370.860270.85607
2542010.05.19 08:51close12712.900.856640.860270.85607941.7052937.46
2552010.05.19 09:48sell12813.200.858040.860940.85674
2562010.05.19 10:05close12813.200.857180.860940.856741135.2054072.66
2572010.05.19 15:12sell12913.500.845600.848500.84430
2582010.05.19 15:28close12913.500.844780.848500.844301107.0055179.66
2592010.05.19 19:27sell13013.700.842530.845430.84123
2602010.05.19 19:46close13013.700.841700.845430.841231137.1056316.76
2612010.05.20 05:28sell13114.000.845300.848200.84400
2622010.05.20 06:02close13114.000.844590.848200.84400994.0057310.76
2632010.05.20 10:41sell13214.300.834160.837060.83286
2642010.05.20 11:19close13214.300.833440.837060.832861029.6058340.36
2652010.05.20 12:38sell13314.500.833890.836790.83259
2662010.05.20 12:46t/p13314.500.832590.836790.832591885.0060225.36
2672010.05.20 15:55sell13415.000.830000.832900.82870
2682010.05.20 15:58t/p13415.000.828700.832900.828701950.0062175.36
2692010.05.20 16:10sell13515.500.830880.833780.82958
2702010.05.20 16:20t/p13515.500.829580.833780.829582015.0064190.36
2712010.05.20 18:10sell13616.000.823190.826090.82189
2722010.05.20 18:15t/p13616.000.821890.826090.821892080.0066270.36
2732010.05.20 18:30sell13716.500.824320.827220.82302
2742010.05.20 19:11close13716.500.823620.827220.823021155.0067425.36
2752010.05.20 20:28sell13816.800.824300.827200.82300
2762010.05.20 20:31s/l13816.800.827200.827200.82300-4872.0062553.36
2772010.05.20 20:31sell13915.600.826320.829220.82502
2782010.05.20 20:33t/p13915.600.825020.829220.825022028.0064581.36
2792010.05.20 20:34sell14016.100.825460.828360.82416
2802010.05.20 20:39t/p14016.100.824160.828360.824162093.0066674.36
2812010.05.21 01:29sell14116.600.816050.818950.81475
2822010.05.21 01:34t/p14116.600.814750.818950.814752158.0068832.36
2832010.05.21 02:56sell14217.200.814940.817840.81364
2842010.05.21 03:00s/l14217.200.817840.817840.81364-4988.0063844.36
2852010.05.21 03:00sell14315.900.817730.820630.81643
2862010.05.21 03:05t/p14315.900.816430.820630.816432067.0065911.36
2872010.05.25 14:00sell14416.400.810910.813810.80961
2882010.05.25 14:11close14416.400.810090.813810.809611344.8067256.16
2892010.05.26 03:21buy14516.800.823210.819610.82421
2902010.05.26 03:34t/p14516.800.824210.819610.824211680.0068936.16
2912010.05.27 01:01sell14617.200.823220.826120.82192
2922010.05.27 02:39close14617.200.822910.826120.82192533.2069469.36
2932010.05.28 13:34buy14717.300.851410.847810.85241
2942010.05.28 14:18close14717.300.852210.847810.852411384.0070853.36
2952010.06.01 04:30sell14817.700.842450.845350.84115
2962010.06.01 04:36t/p14817.700.841150.845350.841152301.0073154.36
2972010.06.01 07:48sell14918.200.839040.841940.83774
2982010.06.01 08:52close14918.200.838740.841940.83774546.0073700.36
2992010.06.01 13:53sell15018.400.832050.834950.83075
3002010.06.01 15:25close15018.400.831740.834950.83075570.4074270.76
3012010.06.03 21:37sell15118.500.842270.845170.84097
3022010.06.03 22:15close15118.500.841560.845170.840971313.5075584.26
3032010.06.07 05:43sell15218.800.814170.817070.81287
3042010.06.07 05:56close15218.800.813310.817070.812871616.8077201.06
3052010.06.08 01:27sell15319.300.812060.814960.81076
3062010.06.08 01:42close15319.300.811250.814960.810761563.3078764.36
3072010.06.16 16:17sell15419.600.861490.864390.86019
3082010.06.16 17:57s/l15419.600.864390.864390.86019-5684.0073080.36
3092010.06.21 04:20buy15518.200.875880.872280.87688
3102010.06.21 04:30t/p15518.200.876880.872280.876881820.0074900.36
3112010.06.24 15:41sell15618.700.868000.870900.86670
3122010.06.24 16:04close15618.700.867300.870900.866701309.0076209.36