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 profit4715.12Gross profit7005.60Gross loss-2290.48
Profit factor3.06Expected payoff30.23
Absolute drawdown153.20Maximal drawdown395.50 (2.74%)Relative drawdown3.09% (316.00)
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 trade91.00loss trade-216.00
Averageprofit trade50.04loss trade-143.16
Maximumconsecutive wins (profit in money)22 (1387.60)consecutive losses (loss in money)2 (-305.40)
Maximalconsecutive profit (count of wins)1387.60 (22)consecutive loss (count of losses)-305.40 (2)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:13buy10.500.693100.689500.69410
22009.01.02 09:59close10.500.693500.689500.6941020.0010020.00
32009.01.05 10:26buy20.500.707800.704200.70880
42009.01.05 10:30t/p20.500.708800.704200.7088050.0010070.00
52009.01.06 11:06sell30.500.709430.712330.70813
62009.01.06 12:11s/l30.500.712330.712330.70813-145.009925.00
72009.01.07 00:15buy40.400.720700.717100.72170
82009.01.07 00:18t/p40.400.721700.717100.7217040.009965.00
92009.01.07 08:59buy50.400.719100.715500.72010
102009.01.07 09:18t/p50.400.720100.715500.7201040.0010005.00
112009.01.07 18:05sell60.500.718000.720900.71670
122009.01.07 18:13s/l60.500.720900.720900.71670-145.009860.00
132009.01.07 18:16sell70.400.719990.722890.71869
142009.01.07 18:31close70.400.719080.722890.7186936.409896.40
152009.01.08 11:48sell80.400.703600.706500.70230
162009.01.08 11:50t/p80.400.702300.706500.7023052.009948.40
172009.01.12 07:44sell90.400.693600.696500.69230
182009.01.12 08:13close90.400.692800.696500.6923032.009980.40
192009.01.12 20:12sell100.400.685160.688060.68386
202009.01.12 20:22close100.400.684070.688060.6838643.6010024.00
212009.01.13 21:47sell110.500.664320.667220.66302
222009.01.13 21:57close110.500.663480.667220.6630242.0010066.00
232009.01.14 10:46buy120.500.673340.669740.67434
242009.01.14 10:47t/p120.500.674340.669740.6743450.0010116.00
252009.01.14 18:34sell130.500.663910.666810.66261
262009.01.14 19:20close130.500.663400.666810.6626125.5010141.50
272009.01.14 21:33sell140.500.664050.666950.66275
282009.01.14 21:37t/p140.500.662750.666950.6627565.0010206.50
292009.01.15 20:38sell150.500.658910.661810.65761
302009.01.15 20:58s/l150.500.661810.661810.65761-145.0010061.50
312009.01.19 09:16buy160.500.676510.672910.67751
322009.01.19 10:19close160.500.677190.672910.6775134.0010095.50
332009.01.19 10:19sell170.500.677550.680450.67625
342009.01.19 10:58close170.500.676810.680450.6762537.0010132.50
352009.01.19 17:45sell180.500.671790.674690.67049
362009.01.19 17:56t/p180.500.670490.674690.6704965.0010197.50
372009.01.20 08:10sell190.500.663000.665900.66170
382009.01.20 08:30close190.500.662300.665900.6617035.0010232.50
392009.01.20 15:39sell200.500.660140.663040.65884
402009.01.20 16:02close200.500.659320.663040.6588441.0010273.50
412009.01.20 23:55sell210.500.651040.653940.64974
422009.01.21 00:02t/p210.500.649740.653940.6497459.1010332.60
432009.01.21 02:46sell220.500.651000.653900.64970
442009.01.21 02:49t/p220.500.649700.653900.6497065.0010397.60
452009.01.21 11:41sell230.500.651630.654530.65033
462009.01.21 11:47t/p230.500.650330.654530.6503365.0010462.60
472009.01.22 03:52sell240.500.656380.659280.65508
482009.01.22 04:28close240.500.655600.659280.6550839.0010501.60
492009.01.22 17:59sell250.500.653500.656400.65220
502009.01.22 18:01t/p250.500.652200.656400.6522065.0010566.60
512009.01.29 13:16sell260.500.658060.660960.65676
522009.01.29 14:20close260.500.657740.660960.6567616.0010582.60
532009.01.30 06:37sell270.500.646300.649200.64500
542009.01.30 06:47close270.500.645500.649200.6450040.0010622.60
552009.02.04 11:46sell280.500.643370.646270.64207
562009.02.04 12:01close280.500.642550.646270.6420741.0010663.60
572009.02.04 13:56sell290.500.640440.643340.63914
582009.02.04 14:10close290.500.639600.643340.6391442.0010705.60
592009.02.06 02:27buy300.500.649660.646060.65066
602009.02.06 02:55close300.500.650600.646060.6506647.0010752.60
612009.02.09 01:01buy310.500.671390.667790.67239
622009.02.09 01:04t/p310.500.672390.667790.6723950.0010802.60
632009.02.09 05:24sell320.500.669360.672260.66806
642009.02.09 05:47close320.500.668650.672260.6680635.5010838.10
652009.02.09 20:23buy330.500.680700.677100.68170
662009.02.09 21:08close330.500.681100.677100.6817020.0010858.10
672009.02.10 01:44buy340.500.675600.672000.67660
682009.02.10 01:51t/p340.500.676600.672000.6766050.0010908.10
692009.02.10 04:21sell350.500.672130.675030.67083
702009.02.10 04:32close350.500.671330.675030.6708340.0010948.10
712009.02.10 07:47sell360.500.670580.673480.66928
722009.02.10 08:07close360.500.669850.673480.6692836.5010984.60
732009.02.10 12:28sell370.500.667190.670090.66589
742009.02.10 12:41s/l370.500.670090.670090.66589-145.0010839.60
752009.02.10 12:41sell380.500.669750.672650.66845
762009.02.10 12:52close380.500.668800.672650.6684547.5010887.10
772009.02.10 23:41sell390.500.655100.658000.65380
782009.02.11 00:00close390.500.654000.658000.6538049.1010936.20
792009.02.11 01:04sell400.500.656020.658920.65472
802009.02.11 01:25close400.500.655300.658920.6547236.0010972.20
812009.02.12 15:33sell410.500.649790.652690.64849
822009.02.12 16:05close410.500.649000.652690.6484939.5011011.70
832009.02.12 17:32sell420.500.648200.651100.64690
842009.02.12 17:43close420.500.647350.651100.6469042.5011054.20
852009.02.17 11:54sell430.500.641800.644700.64050
862009.02.17 12:10close430.500.641000.644700.6405040.0011094.20
872009.02.18 00:52sell440.500.636090.638990.63479
882009.02.18 01:34close440.500.635330.638990.6347938.0011132.20
892009.02.25 02:04buy450.500.650800.647200.65180
902009.02.25 02:30t/p450.500.651800.647200.6518050.0011182.20
912009.02.25 13:47buy460.500.651280.647680.65228
922009.02.25 15:38close460.500.650300.647680.65228-49.0011133.20
932009.02.26 16:48buy470.500.650300.646700.65130
942009.02.26 16:53t/p470.500.651300.646700.6513050.0011183.20
952009.03.09 15:41sell480.500.635210.638110.63391
962009.03.09 15:58close480.500.634380.638110.6339141.5011224.70
972009.03.10 20:14buy490.500.641680.638080.64268
982009.03.10 20:18t/p490.500.642680.638080.6426850.0011274.70
992009.03.13 00:29buy500.500.651860.648260.65286
1002009.03.13 01:08close500.500.652700.648260.6528642.0011316.70
1012009.03.18 02:53buy510.500.661040.657440.66204
1022009.03.18 03:37close510.500.661500.657440.6620423.0011339.70
1032009.03.19 08:02buy520.500.673400.669800.67440
1042009.03.19 08:13t/p520.500.674400.669800.6744050.0011389.70
1052009.03.24 08:57buy530.500.702980.699380.70398
1062009.03.24 09:03t/p530.500.703980.699380.7039850.0011439.70
1072009.03.24 16:02sell540.500.700810.703710.69951
1082009.03.24 16:19close540.500.699960.703710.6995142.5011482.20
1092009.03.25 21:58sell550.500.697200.700100.69590
1102009.03.25 23:19close550.500.696880.700100.6959016.0011498.20
1112009.03.31 23:16buy560.500.692020.688420.69302
1122009.03.31 23:25t/p560.500.693020.688420.6930250.0011548.20
1132009.04.01 04:25sell570.500.690500.693400.68920
1142009.04.01 04:37close570.500.689690.693400.6892040.5011588.70
1152009.04.06 08:13buy580.500.716780.713180.71778
1162009.04.06 08:27t/p580.500.717780.713180.7177850.0011638.70
1172009.04.13 03:17buy590.500.719770.716170.72077
1182009.04.13 03:23t/p590.500.720770.716170.7207750.0011688.70
1192009.04.16 13:15sell600.500.720740.723640.71944
1202009.04.16 13:52close600.500.719980.723640.7194438.0011726.70
1212009.04.16 21:37sell610.500.719110.722010.71781
1222009.04.16 22:01close610.500.718400.722010.7178135.5011762.20
1232009.04.22 02:52buy620.500.707210.703610.70821
1242009.04.22 04:42close620.500.705090.703610.70821-106.0011656.20
1252009.04.30 07:03buy630.500.725290.721690.72629
1262009.04.30 08:47close630.500.725700.721690.7262920.5011676.70
1272009.05.05 17:24buy640.500.742550.738950.74355
1282009.05.05 18:17close640.500.743000.738950.7435522.5011699.20
1292009.05.06 17:08buy650.500.742220.738620.74322
1302009.05.06 17:09t/p650.500.743220.738620.7432250.0011749.20
1312009.05.07 17:06buy660.500.754740.751140.75574
1322009.05.07 17:45close660.500.755640.751140.7557445.0011794.20
1332009.05.13 17:32sell670.500.760200.763100.75890
1342009.05.13 17:50t/p670.500.758900.763100.7589065.0011859.20
1352009.05.21 16:50sell680.500.770650.773550.76935
1362009.05.21 16:59t/p680.500.769350.773550.7693565.0011924.20
1372009.06.03 23:01sell690.500.799750.802650.79845
1382009.06.04 00:41close690.500.800380.802650.79845-49.2011875.00
1392009.06.04 01:46sell700.500.801880.804780.80058
1402009.06.04 02:52close700.500.801580.804780.8005815.0011890.00
1412009.06.04 16:06sell710.500.800350.803250.79905
1422009.06.04 16:13t/p710.500.799050.803250.7990565.0011955.00
1432009.06.04 17:47sell720.500.798680.801580.79738
1442009.06.04 18:08s/l720.500.801580.801580.79738-145.0011810.00
1452009.06.08 12:13sell730.500.787350.790250.78605
1462009.06.08 12:35close730.500.786630.790250.7860536.0011846.00
1472009.06.08 15:02sell740.500.788530.791430.78723
1482009.06.08 15:19close740.500.787710.791430.7872341.0011887.00
1492009.06.10 19:15sell750.500.806750.809650.80545
1502009.06.10 19:24t/p750.500.805450.809650.8054565.0011952.00
1512009.06.10 22:49sell760.500.803230.806130.80193
1522009.06.10 23:57close760.500.802930.806130.8019315.0011967.00
1532009.06.12 03:28buy770.500.817840.814240.81884
1542009.06.12 04:30close770.500.818240.814240.8188420.0011987.00
1552009.06.17 03:26sell780.500.793090.795990.79179
1562009.06.17 03:45close780.500.792290.795990.7917940.0012027.00
1572009.06.18 21:02buy790.600.799620.796020.80062
1582009.06.18 21:46close790.600.800130.796020.8006230.6012057.60
1592009.06.25 14:36sell800.600.797770.800670.79647
1602009.06.25 14:49close800.600.796970.800670.7964748.0012105.60
1612009.06.29 10:19sell810.600.802320.805220.80102
1622009.06.29 11:40close810.600.802010.805220.8010218.6012124.20
1632009.06.30 17:59sell820.600.808540.811440.80724
1642009.06.30 18:07t/p820.600.807240.811440.8072478.0012202.20
1652009.07.08 22:47sell830.600.778130.781030.77683
1662009.07.08 23:00close830.600.777310.781030.7768349.2012251.40
1672009.07.30 11:32buy840.600.820040.816440.82104
1682009.07.30 11:47t/p840.600.821040.816440.8210460.0012311.40
1692009.07.30 16:47buy850.600.822340.818740.82334
1702009.07.30 16:50t/p850.600.823340.818740.8233460.0012371.40
1712009.07.30 22:44buy860.600.825310.821710.82631
1722009.07.31 00:37close860.600.824260.821710.82631-56.8812314.52
1732009.08.12 21:23buy870.600.830250.826650.83125
1742009.08.12 21:26t/p870.600.831250.826650.8312560.0012374.52
1752009.08.12 21:28buy880.600.829340.825740.83034
1762009.08.12 21:46t/p880.600.830340.825740.8303460.0012434.52
1772009.08.17 15:30sell890.600.819720.822620.81842
1782009.08.17 16:05s/l890.600.822620.822620.81842-174.0012260.52
1792009.08.18 17:16sell900.600.823070.825970.82177
1802009.08.18 17:26close900.600.822260.825970.8217748.6012309.12
1812009.08.27 16:44buy910.600.831830.828230.83283
1822009.08.27 18:12close910.600.832250.828230.8328325.2012334.32
1832009.09.03 17:23buy920.600.837090.833490.83809
1842009.09.03 17:34t/p920.600.838090.833490.8380960.0012394.32
1852009.09.30 17:04buy930.600.877490.873890.87849
1862009.09.30 17:12t/p930.600.878490.873890.8784960.0012454.32
1872009.10.07 14:04buy940.600.891110.887510.89211
1882009.10.07 15:54close940.600.888920.887510.89211-131.4012322.92
1892009.10.12 11:15sell950.600.901870.904770.90057
1902009.10.12 11:57s/l950.600.904770.904770.90057-174.0012148.92
1912009.10.15 15:32sell960.600.918740.921640.91744
1922009.10.15 15:42close960.600.917940.921640.9174448.0012196.92
1932009.10.21 22:44buy970.600.926700.923100.92770
1942009.10.21 22:46t/p970.600.927700.923100.9277060.0012256.92
1952009.10.27 20:26sell980.600.916040.918940.91474
1962009.10.27 20:37close980.600.915220.918940.9147449.2012306.12
1972009.11.02 02:05sell990.600.898990.901890.89769
1982009.11.02 02:15t/p990.600.897690.901890.8976978.0012384.12
1992009.11.11 04:22buy1000.600.928900.925300.92990
2002009.11.11 04:42t/p1000.600.929900.925300.9299060.0012444.12
2012009.11.18 15:32buy1010.600.931150.927550.93215
2022009.11.18 15:36t/p1010.600.932150.927550.9321560.0012504.12
2032009.11.19 18:57sell1020.600.918060.920960.91676
2042009.11.19 19:07close1020.600.917100.920960.9167657.6012561.72
2052009.11.24 20:08sell1030.600.917890.920790.91659
2062009.11.24 21:02close1030.600.917470.920790.9165925.2012586.92
2072009.11.26 08:34sell1040.600.924330.927230.92303
2082009.11.26 08:48close1040.600.923490.927230.9230350.4012637.32
2092009.11.27 02:20sell1050.600.910290.913190.90899
2102009.11.27 02:22t/p1050.600.908990.913190.9089978.0012715.32
2112009.11.27 11:33sell1060.600.900110.903010.89881
2122009.11.27 12:55close1060.600.899760.903010.8988121.0012736.32
2132009.11.30 07:20buy1070.600.914710.911110.91571
2142009.11.30 07:29t/p1070.600.915710.911110.9157160.0012796.32
2152009.12.07 14:49sell1080.600.910110.913010.90881
2162009.12.07 14:59close1080.600.909120.913010.9088159.4012855.72
2172009.12.29 18:13buy1090.600.895070.891470.89607
2182009.12.29 18:57close1090.600.895730.891470.8960739.6012895.32
2192010.01.05 10:03buy1100.600.911880.908280.91288
2202010.01.05 10:47close1100.600.912560.908280.9128840.8012936.12
2212010.01.07 07:46buy1110.600.920090.916490.92109
2222010.01.07 08:02t/p1110.600.921090.916490.9210960.0012996.12
2232010.01.22 01:54sell1120.600.903460.906360.90216
2242010.01.22 02:09close1120.600.902660.906360.9021648.0013044.12
2252010.01.26 12:01sell1130.600.898390.901290.89709
2262010.01.26 12:32close1130.600.897690.901290.8970942.0013086.12
2272010.02.01 01:56sell1140.600.886570.889470.88527
2282010.02.01 02:05t/p1140.600.885270.889470.8852778.0013164.12
2292010.02.18 23:30buy1150.600.900070.896470.90107
2302010.02.18 23:35s/l1150.600.896470.896470.90107-216.0012948.12
2312010.02.22 10:46buy1160.600.897770.894170.89877
2322010.02.22 11:22close1160.600.898670.894170.8987754.0013002.12
2332010.02.24 12:04sell1170.600.888830.891730.88753
2342010.02.24 12:30close1170.600.888100.891730.8875343.8013045.92
2352010.02.25 20:01sell1180.600.884830.887730.88353
2362010.02.25 20:08t/p1180.600.883530.887730.8835378.0013123.92
2372010.04.22 17:26sell1190.600.925940.928840.92464
2382010.04.22 17:32t/p1190.600.924640.928840.9246478.0013201.92
2392010.05.05 17:04sell1200.600.906310.909210.90501
2402010.05.05 17:14close1200.600.905460.909210.9050151.0013252.92
2412010.05.06 16:43sell1210.600.903960.906860.90266
2422010.05.06 16:51t/p1210.600.902660.906860.9026678.0013330.92
2432010.05.06 22:08sell1220.600.888830.891730.88753
2442010.05.06 22:12t/p1220.600.887530.891730.8875378.0013408.92
2452010.05.06 22:18sell1230.600.889250.892150.88795
2462010.05.06 22:18t/p1230.600.887950.892150.8879578.0013486.92
2472010.05.07 00:24sell1240.600.887680.890580.88638
2482010.05.07 00:28t/p1240.600.886380.890580.8863878.0013564.92
2492010.05.07 02:40sell1250.600.888130.891030.88683
2502010.05.07 03:05close1250.600.887420.891030.8868342.6013607.52
2512010.05.17 12:16sell1260.600.878370.881270.87707
2522010.05.17 12:31close1260.600.877570.881270.8770748.0013655.52
2532010.05.19 08:23sell1270.600.857370.860270.85607
2542010.05.19 08:51close1270.600.856640.860270.8560743.8013699.32
2552010.05.19 09:48sell1280.600.858040.860940.85674
2562010.05.19 10:05close1280.600.857180.860940.8567451.6013750.92
2572010.05.19 15:12sell1290.600.845600.848500.84430
2582010.05.19 15:28close1290.600.844780.848500.8443049.2013800.12
2592010.05.19 19:27sell1300.600.842530.845430.84123
2602010.05.19 19:46close1300.600.841700.845430.8412349.8013849.92
2612010.05.20 05:28sell1310.600.845300.848200.84400
2622010.05.20 06:02close1310.600.844590.848200.8440042.6013892.52
2632010.05.20 10:41sell1320.600.834160.837060.83286
2642010.05.20 11:19close1320.600.833440.837060.8328643.2013935.72
2652010.05.20 12:38sell1330.600.833890.836790.83259
2662010.05.20 12:46t/p1330.600.832590.836790.8325978.0014013.72
2672010.05.20 15:55sell1340.700.830000.832900.82870
2682010.05.20 15:58t/p1340.700.828700.832900.8287091.0014104.72
2692010.05.20 16:10sell1350.700.830880.833780.82958
2702010.05.20 16:20t/p1350.700.829580.833780.8295891.0014195.72
2712010.05.20 18:10sell1360.700.823190.826090.82189
2722010.05.20 18:15t/p1360.700.821890.826090.8218991.0014286.72
2732010.05.20 18:30sell1370.700.824320.827220.82302
2742010.05.20 19:11close1370.700.823620.827220.8230249.0014335.72
2752010.05.20 20:28sell1380.700.824300.827200.82300
2762010.05.20 20:31s/l1380.700.827200.827200.82300-203.0014132.72
2772010.05.20 20:31sell1390.700.826320.829220.82502
2782010.05.20 20:33t/p1390.700.825020.829220.8250291.0014223.72
2792010.05.20 20:34sell1400.700.825460.828360.82416
2802010.05.20 20:39t/p1400.700.824160.828360.8241691.0014314.72
2812010.05.21 01:29sell1410.700.816050.818950.81475
2822010.05.21 01:34t/p1410.700.814750.818950.8147591.0014405.72
2832010.05.21 02:56sell1420.700.814940.817840.81364
2842010.05.21 03:00s/l1420.700.817840.817840.81364-203.0014202.72
2852010.05.21 03:00sell1430.700.817730.820630.81643
2862010.05.21 03:05t/p1430.700.816430.820630.8164391.0014293.72
2872010.05.25 14:00sell1440.700.810910.813810.80961
2882010.05.25 14:11close1440.700.810090.813810.8096157.4014351.12
2892010.05.26 03:21buy1450.700.823210.819610.82421
2902010.05.26 03:34t/p1450.700.824210.819610.8242170.0014421.12
2912010.05.27 01:01sell1460.700.823220.826120.82192
2922010.05.27 02:39close1460.700.822910.826120.8219221.7014442.82
2932010.05.28 13:34buy1470.700.851410.847810.85241
2942010.05.28 14:18close1470.700.852210.847810.8524156.0014498.82
2952010.06.01 04:30sell1480.700.842450.845350.84115
2962010.06.01 04:36t/p1480.700.841150.845350.8411591.0014589.82
2972010.06.01 07:48sell1490.700.839040.841940.83774
2982010.06.01 08:52close1490.700.838740.841940.8377421.0014610.82
2992010.06.01 13:53sell1500.700.832050.834950.83075
3002010.06.01 15:25close1500.700.831740.834950.8307521.7014632.52
3012010.06.03 21:37sell1510.700.842270.845170.84097
3022010.06.03 22:15close1510.700.841560.845170.8409749.7014682.22
3032010.06.07 05:43sell1520.700.814170.817070.81287
3042010.06.07 05:56close1520.700.813310.817070.8128760.2014742.42
3052010.06.08 01:27sell1530.700.812060.814960.81076
3062010.06.08 01:42close1530.700.811250.814960.8107656.7014799.12
3072010.06.16 16:17sell1540.700.861490.864390.86019
3082010.06.16 17:57s/l1540.700.864390.864390.86019-203.0014596.12
3092010.06.21 04:20buy1550.700.875880.872280.87688
3102010.06.21 04:30t/p1550.700.876880.872280.8768870.0014666.12
3112010.06.24 15:41sell1560.700.868000.870900.86670
3122010.06.24 16:04close1560.700.867300.870900.8667049.0014715.12