Strategy Tester Report
Farmer_GBPUSD_008
(Build 226)

SymbolGBPUSD (British Pound 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 test108392Ticks modelled19602773Modelling quality90.00%
Mismatched charts errors22
Initial deposit10000.00
Total net profit1189.60Gross profit1582.26Gross loss-392.66
Profit factor4.03Expected payoff7.44
Absolute drawdown18.50Maximal drawdown77.70 (0.77%)Relative drawdown0.77% (77.70)
Total trades160Short positions (won %)45 (88.89%)Long positions (won %)115 (91.30%)
Profit trades (% of total)145 (90.63%)Loss trades (% of total)15 (9.38%)
Largestprofit trade14.00loss trade-32.00
Averageprofit trade10.91loss trade-26.18
Maximumconsecutive wins (profit in money)27 (287.76)consecutive losses (loss in money)1 (-32.00)
Maximalconsecutive profit (count of wins)287.76 (27)consecutive loss (count of losses)-32.00 (1)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:00buy10.101.461351.458551.46235
22009.01.02 09:00t/p10.101.462351.458551.4623510.0010010.00
32009.01.05 10:22buy20.101.451561.448761.45256
42009.01.05 10:24t/p20.101.452561.448761.4525610.0010020.00
52009.01.07 06:46buy30.101.489001.486201.49000
62009.01.07 07:25t/p30.101.490001.486201.4900010.0010030.00
72009.01.07 20:13buy40.101.515701.512901.51670
82009.01.07 20:20t/p40.101.516701.512901.5167010.0010040.00
92009.01.07 21:25buy50.101.511801.509001.51280
102009.01.07 21:28t/p50.101.512801.509001.5128010.0010050.00
112009.01.08 16:54buy60.101.523251.520451.52425
122009.01.08 16:55t/p60.101.524251.520451.5242510.0010060.00
132009.01.09 02:09buy70.101.520611.517811.52161
142009.01.09 02:51s/l70.101.517811.517811.52161-28.0010032.00
152009.01.12 09:56sell80.101.510641.513841.50924
162009.01.12 10:03t/p80.101.509241.513841.5092414.0010046.00
172009.01.20 07:54sell90.101.426461.429661.42506
182009.01.20 07:55s/l90.101.429661.429661.42506-32.0010014.00
192009.01.20 07:55sell100.101.430631.433831.42923
202009.01.20 07:58t/p100.101.429231.433831.4292314.0010028.00
212009.01.20 18:51sell110.101.403451.406651.40205
222009.01.20 18:56t/p110.101.402051.406651.4020514.0010042.00
232009.01.21 06:06buy120.101.394601.391801.39560
242009.01.21 06:07t/p120.101.395601.391801.3956010.0010052.00
252009.01.22 15:58sell130.101.381081.384281.37968
262009.01.22 16:02t/p130.101.379681.384281.3796814.0010066.00
272009.01.28 09:20buy140.101.421421.418621.42242
282009.01.28 09:20t/p140.101.422421.418621.4224210.0010076.00
292009.02.04 00:45buy150.101.442341.439541.44334
302009.02.04 00:47t/p150.101.443341.439541.4433410.0010086.00
312009.02.04 02:06buy160.101.440001.437201.44100
322009.02.04 02:24t/p160.101.441001.437201.4410010.0010096.00
332009.02.05 15:37buy170.101.456331.453531.45733
342009.02.05 15:55t/p170.101.457331.453531.4573310.0010106.00
352009.02.10 00:00buy180.101.488901.486101.48990
362009.02.10 00:01t/p180.101.489901.486101.4899010.0010116.00
372009.02.10 04:28sell190.101.486861.490061.48546
382009.02.10 04:32t/p190.101.485461.490061.4854614.0010130.00
392009.02.11 11:43sell200.101.450601.453801.44920
402009.02.11 11:46t/p200.101.449201.453801.4492014.0010144.00
412009.02.12 17:45sell210.101.426501.429701.42510
422009.02.12 17:46t/p210.101.425101.429701.4251014.0010158.00
432009.02.12 17:48sell220.101.426601.429801.42520
442009.02.12 17:52t/p220.101.425201.429801.4252014.0010172.00
452009.02.13 09:03buy230.101.434701.431901.43570
462009.02.13 09:06t/p230.101.435701.431901.4357010.0010182.00
472009.02.16 10:02sell240.101.424011.427211.42261
482009.02.16 10:05t/p240.101.422611.427211.4226114.0010196.00
492009.02.16 11:13sell250.101.426431.429631.42503
502009.02.16 11:20t/p250.101.425031.429631.4250314.0010210.00
512009.02.16 17:40buy260.101.425701.422901.42670
522009.02.16 17:44t/p260.101.426701.422901.4267010.0010220.00
532009.02.17 11:30sell270.101.418231.421431.41683
542009.02.17 11:32s/l270.101.421431.421431.41683-32.0010188.00
552009.02.17 11:32sell280.101.421361.424561.41996
562009.02.17 11:35t/p280.101.419961.424561.4199614.0010202.00
572009.02.19 07:23buy290.101.424151.421351.42515
582009.02.19 07:47t/p290.101.425151.421351.4251510.0010212.00
592009.02.23 07:25buy300.101.449601.446801.45060
602009.02.23 07:32t/p300.101.450601.446801.4506010.0010222.00
612009.02.25 05:59buy310.101.450881.448081.45188
622009.02.25 06:30t/p310.101.451881.448081.4518810.0010232.00
632009.02.25 11:43buy320.101.452881.450081.45388
642009.02.25 11:55s/l320.101.450081.450081.45388-28.0010204.00
652009.03.02 22:12sell330.101.406581.409781.40518
662009.03.02 22:20t/p330.101.405181.409781.4051814.0010218.00
672009.03.03 09:27buy340.101.408151.405351.40915
682009.03.03 09:52t/p340.101.409151.405351.4091510.0010228.00
692009.03.11 15:35buy350.101.377401.374601.37840
702009.03.11 15:36t/p350.101.378401.374601.3784010.0010238.00
712009.03.11 15:43buy360.101.375801.373001.37680
722009.03.11 15:45t/p360.101.376801.373001.3768010.0010248.00
732009.03.13 00:02buy370.101.391641.388841.39264
742009.03.13 00:03t/p370.101.392641.388841.3926410.0010258.00
752009.03.13 14:58buy380.101.397211.394411.39821
762009.03.13 15:12t/p380.101.398211.394411.3982110.0010268.00
772009.03.18 02:53buy390.101.403601.400801.40460
782009.03.18 02:55t/p390.101.404601.400801.4046010.0010278.00
792009.03.18 14:33sell400.101.394401.397601.39300
802009.03.18 14:40t/p400.101.393001.397601.3930014.0010292.00
812009.03.19 02:29buy410.101.423001.420201.42400
822009.03.19 02:41t/p410.101.424001.420201.4240010.0010302.00
832009.03.19 08:01buy420.101.419101.416301.42010
842009.03.19 08:13t/p420.101.420101.416301.4201010.0010312.00
852009.03.19 20:48buy430.101.449201.446401.45020
862009.03.19 20:49t/p430.101.450201.446401.4502010.0010322.00
872009.03.20 01:18buy440.101.448101.445301.44910
882009.03.20 01:24t/p440.101.449101.445301.4491010.0010332.00
892009.03.24 14:46buy450.101.469451.466651.47045
902009.03.24 14:49s/l450.101.466651.466651.47045-28.0010304.00
912009.03.24 14:49buy460.101.466761.463961.46776
922009.03.24 14:52t/p460.101.467761.463961.4677610.0010314.00
932009.03.25 12:39sell470.101.464291.467491.46289
942009.03.25 12:48t/p470.101.462891.467491.4628914.0010328.00
952009.03.31 23:17buy480.101.432131.429331.43313
962009.03.31 23:25t/p480.101.433131.429331.4331310.0010338.00
972009.04.06 09:05buy490.101.489591.486791.49059
982009.04.06 09:07t/p490.101.490591.486791.4905910.0010348.00
992009.04.06 09:09buy500.101.489541.486741.49054
1002009.04.06 09:14t/p500.101.490541.486741.4905410.0010358.00
1012009.04.13 12:49buy510.101.467431.464631.46843
1022009.04.13 12:53t/p510.101.468431.464631.4684310.0010368.00
1032009.04.14 15:17buy520.101.487331.484531.48833
1042009.04.14 15:17t/p520.101.488331.484531.4883310.0010378.00
1052009.04.15 14:51buy530.101.493611.490811.49461
1062009.04.15 14:51t/p530.101.494611.490811.4946110.0010388.00
1072009.04.16 05:00buy540.101.501701.498901.50270
1082009.04.16 05:03t/p540.101.502701.498901.5027010.0010398.00
1092009.04.16 05:04buy550.101.501711.498911.50271
1102009.04.16 05:13t/p550.101.502711.498911.5027110.0010408.00
1112009.04.24 02:36buy560.101.469611.466811.47061
1122009.04.24 03:03s/l560.101.466811.466811.47061-28.0010380.00
1132009.04.29 00:34buy570.101.461331.458531.46233
1142009.04.29 00:35t/p570.101.462331.458531.4623310.0010390.00
1152009.05.05 03:46buy580.101.500331.497531.50133
1162009.05.05 05:19t/p580.101.501331.497531.5013310.0010400.00
1172009.05.11 01:08buy590.101.521061.518261.52206
1182009.05.11 02:34t/p590.101.522061.518261.5220610.0010410.00
1192009.05.13 19:14sell600.101.520601.523801.51920
1202009.05.13 19:24t/p600.101.519201.523801.5192014.0010424.00
1212009.05.19 02:52buy610.101.532321.529521.53332
1222009.05.19 03:21t/p610.101.533321.529521.5333210.0010434.00
1232009.05.21 07:42buy620.101.577001.574201.57800
1242009.05.21 09:08t/p620.101.578001.574201.5780010.0010444.00
1252009.05.21 15:16sell630.101.568431.571631.56703
1262009.05.21 15:21t/p630.101.567031.571631.5670314.0010458.00
1272009.05.25 03:02buy640.101.589961.587161.59096
1282009.05.25 03:16s/l640.101.587161.587161.59096-28.0010430.00
1292009.05.26 01:50buy650.101.590491.587691.59149
1302009.05.26 03:18t/p650.101.591491.587691.5914910.0010440.00
1312009.05.27 22:27buy660.101.601231.598431.60223
1322009.05.27 22:47t/p660.101.602231.598431.6022310.0010450.00
1332009.06.01 01:44buy670.101.617251.614451.61825
1342009.06.01 02:07t/p670.101.618251.614451.6182510.0010460.00
1352009.06.01 14:18buy680.101.635161.632361.63616
1362009.06.01 14:18t/p680.101.636161.632361.6361610.0010470.00
1372009.06.09 12:24buy690.101.611001.608201.61200
1382009.06.09 12:28t/p690.101.612001.608201.6120010.0010480.00
1392009.06.09 13:06buy700.101.608241.605441.60924
1402009.06.09 13:14t/p700.101.609241.605441.6092410.0010490.00
1412009.06.10 12:28buy710.101.634291.631491.63529
1422009.06.10 12:34t/p710.101.635291.631491.6352910.0010500.00
1432009.06.11 15:17buy720.101.640711.637911.64171
1442009.06.11 15:19t/p720.101.641711.637911.6417110.0010510.00
1452009.06.12 03:37buy730.101.655411.652611.65641
1462009.06.12 03:45t/p730.101.656411.652611.6564110.0010520.00
1472009.06.16 16:27buy740.101.642451.639651.64345
1482009.06.16 16:30t/p740.101.643451.639651.6434510.0010530.00
1492009.06.16 16:37buy750.101.639871.637071.64087
1502009.06.16 17:32t/p750.101.640871.637071.6408710.0010540.00
1512009.06.17 15:51sell760.101.630041.633241.62864
1522009.06.17 16:05t/p760.101.628641.633241.6286414.0010554.00
1532009.06.19 03:11buy770.101.632401.629601.63340
1542009.06.19 03:20t/p770.101.633401.629601.6334010.0010564.00
1552009.06.24 01:49buy780.101.642841.640041.64384
1562009.06.24 01:59t/p780.101.643841.640041.6438410.0010574.00
1572009.06.24 14:27buy790.101.654221.651421.65522
1582009.06.24 14:30s/l790.101.651421.651421.65522-28.0010546.00
1592009.06.24 14:30buy800.101.651621.648821.65262
1602009.06.24 14:31t/p800.101.652621.648821.6526210.0010556.00
1612009.06.24 14:31buy810.101.652821.650021.65382
1622009.06.24 14:37t/p810.101.653821.650021.6538210.0010566.00
1632009.06.26 07:49buy820.101.640651.637851.64165
1642009.06.26 07:59t/p820.101.641651.637851.6416510.0010576.00
1652009.06.30 11:30buy830.101.661251.658451.66225
1662009.06.30 11:33t/p830.101.662251.658451.6622510.0010586.00
1672009.07.01 17:59buy840.101.648691.645891.64969
1682009.07.01 18:03t/p840.101.649691.645891.6496910.0010596.00
1692009.07.02 14:08sell850.101.639621.642821.63822
1702009.07.02 14:33t/p850.101.638221.642821.6382214.0010610.00
1712009.07.06 14:19sell860.101.614201.617401.61280
1722009.07.06 14:27t/p860.101.612801.617401.6128014.0010624.00
1732009.07.08 07:52sell870.101.610511.613711.60911
1742009.07.08 08:26t/p870.101.609111.613711.6091114.0010638.00
1752009.07.10 03:16buy880.101.630221.627421.63122
1762009.07.10 05:06close880.101.629151.627421.63122-10.7010627.30
1772009.07.15 11:49buy890.101.633691.630891.63469
1782009.07.15 11:52t/p890.101.634691.630891.6346910.0010637.30
1792009.07.20 15:56buy900.101.649601.646801.65060
1802009.07.20 15:59t/p900.101.650601.646801.6506010.0010647.30
1812009.07.22 11:30sell910.101.636901.640101.63550
1822009.07.22 12:49t/p910.101.635501.640101.6355014.0010661.30
1832009.07.23 13:34buy920.101.648851.646051.64985
1842009.07.23 14:13t/p920.101.649851.646051.6498510.0010671.30
1852009.07.23 20:10buy930.101.653361.650561.65436
1862009.07.23 20:39t/p930.101.654361.650561.6543610.0010681.30
1872009.08.05 22:33buy940.101.699691.696891.70069
1882009.08.05 23:09t/p940.101.700691.696891.7006910.0010691.30
1892009.08.06 15:42sell950.101.690461.693661.68906
1902009.08.06 15:44t/p950.101.689061.693661.6890614.0010705.30
1912009.08.18 23:02buy960.101.655371.652571.65637
1922009.08.19 00:53close960.101.655411.652571.656370.3910705.69
1932009.08.19 14:12sell970.101.642461.645661.64106
1942009.08.19 15:12t/p970.101.641061.645661.6410614.0010719.69
1952009.08.19 16:46sell980.101.644151.647351.64275
1962009.08.19 16:55t/p980.101.642751.647351.6427514.0010733.69
1972009.08.25 12:29sell990.101.639021.642221.63762
1982009.08.25 13:30t/p990.101.637621.642221.6376214.0010747.69
1992009.08.27 14:58sell1000.101.621341.624541.61994
2002009.08.27 15:31t/p1000.101.619941.624541.6199414.0010761.69
2012009.08.31 21:59buy1010.101.626961.624161.62796
2022009.08.31 22:54t/p1010.101.627961.624161.6279610.0010771.69
2032009.09.09 21:07buy1020.101.653481.650681.65448
2042009.09.09 22:57close1020.101.653621.650681.654481.4010773.09
2052009.09.17 11:31buy1030.101.651101.648301.65210
2062009.09.17 11:43t/p1030.101.652101.648301.6521010.0010783.09
2072009.09.25 07:35sell1040.101.599841.603041.59844
2082009.09.25 09:08t/p1040.101.598441.603041.5984414.0010797.09
2092009.09.28 08:17sell1050.101.585051.588251.58365
2102009.09.28 08:25t/p1050.101.583651.588251.5836514.0010811.09
2112009.09.28 19:54buy1060.101.585651.582851.58665
2122009.09.28 20:04t/p1060.101.586651.582851.5866510.0010821.09
2132009.09.30 08:17buy1070.101.601081.598281.60208
2142009.09.30 08:47t/p1070.101.602081.598281.6020810.0010831.09
2152009.10.06 09:44buy1080.101.596421.593621.59742
2162009.10.06 09:50t/p1080.101.597421.593621.5974210.0010841.09
2172009.10.14 03:22buy1090.101.591191.588391.59219
2182009.10.14 04:29t/p1090.101.592191.588391.5921910.0010851.09
2192009.10.15 16:49buy1100.101.622011.619211.62301
2202009.10.15 16:56t/p1100.101.623011.619211.6230110.0010861.09
2212009.10.16 08:08buy1110.101.633741.630941.63474
2222009.10.16 08:58t/p1110.101.634741.630941.6347410.0010871.09
2232009.10.19 21:52buy1120.101.636771.633971.63777
2242009.10.19 23:30t/p1120.101.637771.633971.6377710.0010881.09
2252009.10.21 22:35buy1130.101.659891.657091.66089
2262009.10.22 00:00t/p1130.101.660891.657091.660899.9710891.06
2272009.10.26 18:03buy1140.101.633031.630231.63403
2282009.10.26 18:43t/p1140.101.634031.630231.6340310.0010901.06
2292009.11.02 02:38sell1150.101.645711.648911.64431
2302009.11.02 03:02t/p1150.101.644311.648911.6443114.0010915.06
2312009.11.02 17:00sell1160.101.638501.641701.63710
2322009.11.02 17:19s/l1160.101.641701.641701.63710-32.0010883.06
2332009.11.05 16:09buy1170.101.656171.653371.65717
2342009.11.05 16:12t/p1170.101.657171.653371.6571710.0010893.06
2352009.11.09 15:04buy1180.101.678011.675211.67901
2362009.11.09 16:01t/p1180.101.679011.675211.6790110.0010903.06
2372009.11.10 11:41sell1190.101.668931.672131.66753
2382009.11.10 12:02t/p1190.101.667531.672131.6675314.0010917.06
2392009.11.25 16:37buy1200.101.667801.665001.66880
2402009.11.25 17:00t/p1200.101.668801.665001.6688010.0010927.06
2412009.11.30 07:22buy1210.101.652251.649451.65325
2422009.11.30 07:27t/p1210.101.653251.649451.6532510.0010937.06
2432009.11.30 22:17sell1220.101.644251.647451.64285
2442009.12.01 00:17close1220.101.644421.647451.64285-1.9610935.10
2452009.12.01 22:34buy1230.101.661781.658981.66278
2462009.12.01 22:38t/p1230.101.662781.658981.6627810.0010945.10
2472009.12.02 15:56buy1240.101.666191.663391.66719
2482009.12.02 16:31t/p1240.101.667191.663391.6671910.0010955.10
2492009.12.02 18:08buy1250.101.663511.660711.66451
2502009.12.02 18:09t/p1250.101.664511.660711.6645110.0010965.10
2512009.12.07 16:47sell1260.101.637661.640861.63626
2522009.12.07 17:27s/l1260.101.640861.640861.63626-32.0010933.10
2532009.12.11 09:08buy1270.101.628991.626191.62999
2542009.12.11 09:18t/p1270.101.629991.626191.6299910.0010943.10
2552009.12.15 02:54buy1280.101.628121.625321.62912
2562009.12.15 02:55t/p1280.101.629121.625321.6291210.0010953.10
2572009.12.24 10:19buy1290.101.598291.595491.59929
2582009.12.24 11:15t/p1290.101.599291.595491.5992910.0010963.10
2592009.12.29 11:59buy1300.101.602341.599541.60334
2602009.12.29 12:31s/l1300.101.599541.599541.60334-28.0010935.10
2612010.01.14 00:04buy1310.101.627281.624481.62828
2622010.01.14 01:33t/p1310.101.628281.624481.6282810.0010945.10
2632010.01.19 10:54buy1320.101.639191.636391.64019
2642010.01.19 11:10t/p1320.101.640191.636391.6401910.0010955.10
2652010.01.19 16:39sell1330.101.636851.640051.63545
2662010.01.19 18:15t/p1330.101.635451.640051.6354514.0010969.10
2672010.01.20 11:30sell1340.101.631971.635171.63057
2682010.01.20 11:31t/p1340.101.630571.635171.6305714.0010983.10
2692010.01.21 16:23sell1350.101.620981.624181.61958
2702010.01.21 17:30t/p1350.101.619581.624181.6195814.0010997.10
2712010.01.22 11:24buy1360.101.622671.619871.62367
2722010.01.22 11:27t/p1360.101.623671.619871.6236710.0011007.10
2732010.01.27 16:08buy1370.101.619791.616991.62079
2742010.01.27 17:31t/p1370.101.620791.616991.6207910.0011017.10
2752010.01.28 16:59buy1380.101.622361.619561.62336
2762010.01.28 17:02s/l1380.101.619561.619561.62336-28.0010989.10
2772010.02.01 09:10sell1390.101.597731.600931.59633
2782010.02.01 09:27t/p1390.101.596331.600931.5963314.0011003.10
2792010.02.02 01:32buy1400.101.594551.591751.59555
2802010.02.02 02:23t/p1400.101.595551.591751.5955510.0011013.10
2812010.02.03 11:34buy1410.101.601581.598781.60258
2822010.02.03 11:49t/p1410.101.602581.598781.6025810.0011023.10
2832010.02.10 04:26buy1420.101.568451.565651.56945
2842010.02.10 06:16close1420.101.568501.565651.569450.5011023.60
2852010.02.11 12:22sell1430.101.561331.564531.55993
2862010.02.11 13:00t/p1430.101.559931.564531.5599314.0011037.60
2872010.03.01 18:09sell1440.101.497931.501131.49653
2882010.03.01 18:14t/p1440.101.496531.501131.4965314.0011051.60
2892010.03.03 21:47buy1450.101.509181.506381.51018
2902010.03.03 22:43t/p1450.101.510181.506381.5101810.0011061.60
2912010.03.09 10:07sell1460.101.502161.505361.50076
2922010.03.09 10:23t/p1460.101.500761.505361.5007614.0011075.60
2932010.03.10 13:34sell1470.101.493951.497151.49255
2942010.03.10 14:16t/p1470.101.492551.497151.4925514.0011089.60
2952010.03.11 15:44buy1480.101.501861.499061.50286
2962010.03.11 17:25t/p1480.101.502861.499061.5028610.0011099.60
2972010.03.26 12:19sell1490.101.488231.491431.48683
2982010.03.26 12:27t/p1490.101.486831.491431.4868314.0011113.60
2992010.03.31 22:02buy1500.101.517311.514511.51831
3002010.03.31 22:57t/p1500.101.518311.514511.5183110.0011123.60
3012010.05.10 15:26buy1510.101.497351.494551.49835
3022010.05.10 15:29t/p1510.101.498351.494551.4983510.0011133.60
3032010.05.11 21:41buy1520.101.494951.492151.49595
3042010.05.11 21:43t/p1520.101.495951.492151.4959510.0011143.60
3052010.05.18 02:07buy1530.101.446321.443521.44732
3062010.05.18 03:10t/p1530.101.447321.443521.4473210.0011153.60
3072010.05.24 02:42buy1540.101.444401.441601.44540
3082010.05.24 03:02t/p1540.101.445401.441601.4454010.0011163.60
3092010.05.26 21:33buy1550.101.440811.438011.44181
3102010.05.26 21:41t/p1550.101.441811.438011.4418110.0011173.60
3112010.06.02 06:02buy1560.101.470661.467861.47166
3122010.06.02 06:36s/l1560.101.467861.467861.47166-28.0011145.60
3132010.06.08 18:33sell1570.101.440451.443651.43905
3142010.06.08 18:43t/p1570.101.439051.443651.4390514.0011159.60
3152010.06.09 20:49buy1580.101.453901.451101.45490
3162010.06.09 20:53t/p1580.101.454901.451101.4549010.0011169.60
3172010.06.17 17:47buy1590.101.477841.475041.47884
3182010.06.17 17:49t/p1590.101.478841.475041.4788410.0011179.60
3192010.06.24 02:43buy1600.101.495531.492731.49653
3202010.06.24 02:48t/p1600.101.496531.492731.4965310.0011189.60