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 profit21272.08Gross profit28319.72Gross loss-7047.64
Profit factor4.02Expected payoff132.95
Absolute drawdown185.00Maximal drawdown1487.20 (5.82%)Relative drawdown7.33% (777.00)
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 trade406.00loss trade-840.00
Averageprofit trade195.31loss trade-469.84
Maximumconsecutive wins (profit in money)27 (5854.72)consecutive losses (loss in money)1 (-840.00)
Maximalconsecutive profit (count of wins)5854.72 (27)consecutive loss (count of losses)-840.00 (1)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:00buy11.001.461351.458551.46235
22009.01.02 09:00t/p11.001.462351.458551.46235100.0010100.00
32009.01.05 10:22buy21.001.451561.448761.45256
42009.01.05 10:24t/p21.001.452561.448761.45256100.0010200.00
52009.01.07 06:46buy31.001.489001.486201.49000
62009.01.07 07:25t/p31.001.490001.486201.49000100.0010300.00
72009.01.07 20:13buy41.001.515701.512901.51670
82009.01.07 20:20t/p41.001.516701.512901.51670100.0010400.00
92009.01.07 21:25buy51.001.511801.509001.51280
102009.01.07 21:28t/p51.001.512801.509001.51280100.0010500.00
112009.01.08 16:54buy61.001.523251.520451.52425
122009.01.08 16:55t/p61.001.524251.520451.52425100.0010600.00
132009.01.09 02:09buy71.001.520611.517811.52161
142009.01.09 02:51s/l71.001.517811.517811.52161-280.0010320.00
152009.01.12 09:56sell81.001.510641.513841.50924
162009.01.12 10:03t/p81.001.509241.513841.50924140.0010460.00
172009.01.20 07:54sell91.001.426461.429661.42506
182009.01.20 07:55s/l91.001.429661.429661.42506-320.0010140.00
192009.01.20 07:55sell101.001.430631.433831.42923
202009.01.20 07:58t/p101.001.429231.433831.42923140.0010280.00
212009.01.20 18:51sell111.001.403451.406651.40205
222009.01.20 18:56t/p111.001.402051.406651.40205140.0010420.00
232009.01.21 06:06buy121.001.394601.391801.39560
242009.01.21 06:07t/p121.001.395601.391801.39560100.0010520.00
252009.01.22 15:58sell131.001.381081.384281.37968
262009.01.22 16:02t/p131.001.379681.384281.37968140.0010660.00
272009.01.28 09:20buy141.001.421421.418621.42242
282009.01.28 09:20t/p141.001.422421.418621.42242100.0010760.00
292009.02.04 00:45buy151.001.442341.439541.44334
302009.02.04 00:47t/p151.001.443341.439541.44334100.0010860.00
312009.02.04 02:06buy161.001.440001.437201.44100
322009.02.04 02:24t/p161.001.441001.437201.44100100.0010960.00
332009.02.05 15:37buy171.001.456331.453531.45733
342009.02.05 15:55t/p171.001.457331.453531.45733100.0011060.00
352009.02.10 00:00buy181.101.488901.486101.48990
362009.02.10 00:01t/p181.101.489901.486101.48990110.0011170.00
372009.02.10 04:28sell191.101.486861.490061.48546
382009.02.10 04:32t/p191.101.485461.490061.48546154.0011324.00
392009.02.11 11:43sell201.101.450601.453801.44920
402009.02.11 11:46t/p201.101.449201.453801.44920154.0011478.00
412009.02.12 17:45sell211.101.426501.429701.42510
422009.02.12 17:46t/p211.101.425101.429701.42510154.0011632.00
432009.02.12 17:48sell221.101.426601.429801.42520
442009.02.12 17:52t/p221.101.425201.429801.42520154.0011786.00
452009.02.13 09:03buy231.101.434701.431901.43570
462009.02.13 09:06t/p231.101.435701.431901.43570110.0011896.00
472009.02.16 10:02sell241.101.424011.427211.42261
482009.02.16 10:05t/p241.101.422611.427211.42261154.0012050.00
492009.02.16 11:13sell251.201.426431.429631.42503
502009.02.16 11:20t/p251.201.425031.429631.42503168.0012218.00
512009.02.16 17:40buy261.201.425701.422901.42670
522009.02.16 17:44t/p261.201.426701.422901.42670120.0012338.00
532009.02.17 11:30sell271.201.418231.421431.41683
542009.02.17 11:32s/l271.201.421431.421431.41683-384.0011954.00
552009.02.17 11:32sell281.101.421361.424561.41996
562009.02.17 11:35t/p281.101.419961.424561.41996154.0012108.00
572009.02.19 07:23buy291.201.424151.421351.42515
582009.02.19 07:47t/p291.201.425151.421351.42515120.0012228.00
592009.02.23 07:25buy301.201.449601.446801.45060
602009.02.23 07:32t/p301.201.450601.446801.45060120.0012348.00
612009.02.25 05:59buy311.201.450881.448081.45188
622009.02.25 06:30t/p311.201.451881.448081.45188120.0012468.00
632009.02.25 11:43buy321.201.452881.450081.45388
642009.02.25 11:55s/l321.201.450081.450081.45388-336.0012132.00
652009.03.02 22:12sell331.201.406581.409781.40518
662009.03.02 22:20t/p331.201.405181.409781.40518168.0012300.00
672009.03.03 09:27buy341.201.408151.405351.40915
682009.03.03 09:52t/p341.201.409151.405351.40915120.0012420.00
692009.03.11 15:35buy351.201.377401.374601.37840
702009.03.11 15:36t/p351.201.378401.374601.37840120.0012540.00
712009.03.11 15:43buy361.201.375801.373001.37680
722009.03.11 15:45t/p361.201.376801.373001.37680120.0012660.00
732009.03.13 00:02buy371.201.391641.388841.39264
742009.03.13 00:03t/p371.201.392641.388841.39264120.0012780.00
752009.03.13 14:58buy381.201.397211.394411.39821
762009.03.13 15:12t/p381.201.398211.394411.39821120.0012900.00
772009.03.18 02:53buy391.201.403601.400801.40460
782009.03.18 02:55t/p391.201.404601.400801.40460120.0013020.00
792009.03.18 14:33sell401.301.394401.397601.39300
802009.03.18 14:40t/p401.301.393001.397601.39300182.0013202.00
812009.03.19 02:29buy411.301.423001.420201.42400
822009.03.19 02:41t/p411.301.424001.420201.42400130.0013332.00
832009.03.19 08:01buy421.301.419101.416301.42010
842009.03.19 08:13t/p421.301.420101.416301.42010130.0013462.00
852009.03.19 20:48buy431.301.449201.446401.45020
862009.03.19 20:49t/p431.301.450201.446401.45020130.0013592.00
872009.03.20 01:18buy441.301.448101.445301.44910
882009.03.20 01:24t/p441.301.449101.445301.44910130.0013722.00
892009.03.24 14:46buy451.301.469451.466651.47045
902009.03.24 14:49s/l451.301.466651.466651.47045-364.0013358.00
912009.03.24 14:49buy461.301.466761.463961.46776
922009.03.24 14:52t/p461.301.467761.463961.46776130.0013488.00
932009.03.25 12:39sell471.301.464291.467491.46289
942009.03.25 12:48t/p471.301.462891.467491.46289182.0013670.00
952009.03.31 23:17buy481.301.432131.429331.43313
962009.03.31 23:25t/p481.301.433131.429331.43313130.0013800.00
972009.04.06 09:05buy491.301.489591.486791.49059
982009.04.06 09:07t/p491.301.490591.486791.49059130.0013930.00
992009.04.06 09:09buy501.301.489541.486741.49054
1002009.04.06 09:14t/p501.301.490541.486741.49054130.0014060.00
1012009.04.13 12:49buy511.401.467431.464631.46843
1022009.04.13 12:53t/p511.401.468431.464631.46843140.0014200.00
1032009.04.14 15:17buy521.401.487331.484531.48833
1042009.04.14 15:17t/p521.401.488331.484531.48833140.0014340.00
1052009.04.15 14:51buy531.401.493611.490811.49461
1062009.04.15 14:51t/p531.401.494611.490811.49461140.0014480.00
1072009.04.16 05:00buy541.401.501701.498901.50270
1082009.04.16 05:03t/p541.401.502701.498901.50270140.0014620.00
1092009.04.16 05:04buy551.401.501711.498911.50271
1102009.04.16 05:13t/p551.401.502711.498911.50271140.0014760.00
1112009.04.24 02:36buy561.401.469611.466811.47061
1122009.04.24 03:03s/l561.401.466811.466811.47061-392.0014368.00
1132009.04.29 00:34buy571.401.461331.458531.46233
1142009.04.29 00:35t/p571.401.462331.458531.46233140.0014508.00
1152009.05.05 03:46buy581.401.500331.497531.50133
1162009.05.05 05:19t/p581.401.501331.497531.50133140.0014648.00
1172009.05.11 01:08buy591.401.521061.518261.52206
1182009.05.11 02:34t/p591.401.522061.518261.52206140.0014788.00
1192009.05.13 19:14sell601.401.520601.523801.51920
1202009.05.13 19:24t/p601.401.519201.523801.51920196.0014984.00
1212009.05.19 02:52buy611.401.532321.529521.53332
1222009.05.19 03:21t/p611.401.533321.529521.53332140.0015124.00
1232009.05.21 07:42buy621.501.577001.574201.57800
1242009.05.21 09:08t/p621.501.578001.574201.57800150.0015274.00
1252009.05.21 15:16sell631.501.568431.571631.56703
1262009.05.21 15:21t/p631.501.567031.571631.56703210.0015484.00
1272009.05.25 03:02buy641.501.589961.587161.59096
1282009.05.25 03:16s/l641.501.587161.587161.59096-420.0015064.00
1292009.05.26 01:50buy651.501.590491.587691.59149
1302009.05.26 03:18t/p651.501.591491.587691.59149150.0015214.00
1312009.05.27 22:27buy661.501.601231.598431.60223
1322009.05.27 22:47t/p661.501.602231.598431.60223150.0015364.00
1332009.06.01 01:44buy671.501.617251.614451.61825
1342009.06.01 02:07t/p671.501.618251.614451.61825150.0015514.00
1352009.06.01 14:18buy681.501.635161.632361.63616
1362009.06.01 14:18t/p681.501.636161.632361.63616150.0015664.00
1372009.06.09 12:24buy691.501.611001.608201.61200
1382009.06.09 12:28t/p691.501.612001.608201.61200150.0015814.00
1392009.06.09 13:06buy701.501.608241.605441.60924
1402009.06.09 13:14t/p701.501.609241.605441.60924150.0015964.00
1412009.06.10 12:28buy711.501.634291.631491.63529
1422009.06.10 12:34t/p711.501.635291.631491.63529150.0016114.00
1432009.06.11 15:17buy721.601.640711.637911.64171
1442009.06.11 15:19t/p721.601.641711.637911.64171160.0016274.00
1452009.06.12 03:37buy731.601.655411.652611.65641
1462009.06.12 03:45t/p731.601.656411.652611.65641160.0016434.00
1472009.06.16 16:27buy741.601.642451.639651.64345
1482009.06.16 16:30t/p741.601.643451.639651.64345160.0016594.00
1492009.06.16 16:37buy751.601.639871.637071.64087
1502009.06.16 17:32t/p751.601.640871.637071.64087160.0016754.00
1512009.06.17 15:51sell761.601.630041.633241.62864
1522009.06.17 16:05t/p761.601.628641.633241.62864224.0016978.00
1532009.06.19 03:11buy771.601.632401.629601.63340
1542009.06.19 03:20t/p771.601.633401.629601.63340160.0017138.00
1552009.06.24 01:49buy781.701.642841.640041.64384
1562009.06.24 01:59t/p781.701.643841.640041.64384170.0017308.00
1572009.06.24 14:27buy791.701.654221.651421.65522
1582009.06.24 14:30s/l791.701.651421.651421.65522-476.0016832.00
1592009.06.24 14:30buy801.601.651621.648821.65262
1602009.06.24 14:31t/p801.601.652621.648821.65262160.0016992.00
1612009.06.24 14:31buy811.601.652821.650021.65382
1622009.06.24 14:37t/p811.601.653821.650021.65382160.0017152.00
1632009.06.26 07:49buy821.701.640651.637851.64165
1642009.06.26 07:59t/p821.701.641651.637851.64165170.0017322.00
1652009.06.30 11:30buy831.701.661251.658451.66225
1662009.06.30 11:33t/p831.701.662251.658451.66225170.0017492.00
1672009.07.01 17:59buy841.701.648691.645891.64969
1682009.07.01 18:03t/p841.701.649691.645891.64969170.0017662.00
1692009.07.02 14:08sell851.701.639621.642821.63822
1702009.07.02 14:33t/p851.701.638221.642821.63822238.0017900.00
1712009.07.06 14:19sell861.701.614201.617401.61280
1722009.07.06 14:27t/p861.701.612801.617401.61280238.0018138.00
1732009.07.08 07:52sell871.801.610511.613711.60911
1742009.07.08 08:26t/p871.801.609111.613711.60911252.0018390.00
1752009.07.10 03:16buy881.801.630221.627421.63122
1762009.07.10 05:06close881.801.629151.627421.63122-192.6018197.40
1772009.07.15 11:49buy891.801.633691.630891.63469
1782009.07.15 11:52t/p891.801.634691.630891.63469180.0018377.40
1792009.07.20 15:56buy901.801.649601.646801.65060
1802009.07.20 15:59t/p901.801.650601.646801.65060180.0018557.40
1812009.07.22 11:30sell911.801.636901.640101.63550
1822009.07.22 12:49t/p911.801.635501.640101.63550252.0018809.40
1832009.07.23 13:34buy921.801.648851.646051.64985
1842009.07.23 14:13t/p921.801.649851.646051.64985180.0018989.40
1852009.07.23 20:10buy931.801.653361.650561.65436
1862009.07.23 20:39t/p931.801.654361.650561.65436180.0019169.40
1872009.08.05 22:33buy941.901.699691.696891.70069
1882009.08.05 23:09t/p941.901.700691.696891.70069190.0019359.40
1892009.08.06 15:42sell951.901.690461.693661.68906
1902009.08.06 15:44t/p951.901.689061.693661.68906266.0019625.40
1912009.08.18 23:02buy961.901.655371.652571.65637
1922009.08.19 00:53close961.901.655411.652571.656377.4119632.81
1932009.08.19 14:12sell971.901.642461.645661.64106
1942009.08.19 15:12t/p971.901.641061.645661.64106266.0019898.81
1952009.08.19 16:46sell981.901.644151.647351.64275
1962009.08.19 16:55t/p981.901.642751.647351.64275266.0020164.81
1972009.08.25 12:29sell992.001.639021.642221.63762
1982009.08.25 13:30t/p992.001.637621.642221.63762280.0020444.81
1992009.08.27 14:58sell1002.001.621341.624541.61994
2002009.08.27 15:31t/p1002.001.619941.624541.61994280.0020724.81
2012009.08.31 21:59buy1012.001.626961.624161.62796
2022009.08.31 22:54t/p1012.001.627961.624161.62796200.0020924.81
2032009.09.09 21:07buy1022.001.653481.650681.65448
2042009.09.09 22:57close1022.001.653621.650681.6544828.0020952.81
2052009.09.17 11:31buy1032.001.651101.648301.65210
2062009.09.17 11:43t/p1032.001.652101.648301.65210200.0021152.81
2072009.09.25 07:35sell1042.101.599841.603041.59844
2082009.09.25 09:08t/p1042.101.598441.603041.59844294.0021446.81
2092009.09.28 08:17sell1052.101.585051.588251.58365
2102009.09.28 08:25t/p1052.101.583651.588251.58365294.0021740.81
2112009.09.28 19:54buy1062.101.585651.582851.58665
2122009.09.28 20:04t/p1062.101.586651.582851.58665210.0021950.81
2132009.09.30 08:17buy1072.101.601081.598281.60208
2142009.09.30 08:47t/p1072.101.602081.598281.60208210.0022160.81
2152009.10.06 09:44buy1082.201.596421.593621.59742
2162009.10.06 09:50t/p1082.201.597421.593621.59742220.0022380.81
2172009.10.14 03:22buy1092.201.591191.588391.59219
2182009.10.14 04:29t/p1092.201.592191.588391.59219220.0022600.81
2192009.10.15 16:49buy1102.201.622011.619211.62301
2202009.10.15 16:56t/p1102.201.623011.619211.62301220.0022820.81
2212009.10.16 08:08buy1112.201.633741.630941.63474
2222009.10.16 08:58t/p1112.201.634741.630941.63474220.0023040.81
2232009.10.19 21:52buy1122.301.636771.633971.63777
2242009.10.19 23:30t/p1122.301.637771.633971.63777230.0023270.81
2252009.10.21 22:35buy1132.301.659891.657091.66089
2262009.10.22 00:00t/p1132.301.660891.657091.66089229.3123500.12
2272009.10.26 18:03buy1142.301.633031.630231.63403
2282009.10.26 18:43t/p1142.301.634031.630231.63403230.0023730.12
2292009.11.02 02:38sell1152.301.645711.648911.64431
2302009.11.02 03:02t/p1152.301.644311.648911.64431322.0024052.12
2312009.11.02 17:00sell1162.401.638501.641701.63710
2322009.11.02 17:19s/l1162.401.641701.641701.63710-768.0023284.12
2332009.11.05 16:09buy1172.301.656171.653371.65717
2342009.11.05 16:12t/p1172.301.657171.653371.65717230.0023514.12
2352009.11.09 15:04buy1182.301.678011.675211.67901
2362009.11.09 16:01t/p1182.301.679011.675211.67901230.0023744.12
2372009.11.10 11:41sell1192.301.668931.672131.66753
2382009.11.10 12:02t/p1192.301.667531.672131.66753322.0024066.12
2392009.11.25 16:37buy1202.401.667801.665001.66880
2402009.11.25 17:00t/p1202.401.668801.665001.66880240.0024306.12
2412009.11.30 07:22buy1212.401.652251.649451.65325
2422009.11.30 07:27t/p1212.401.653251.649451.65325240.0024546.12
2432009.11.30 22:17sell1222.401.644251.647451.64285
2442009.12.01 00:17close1222.401.644421.647451.64285-47.0424499.08
2452009.12.01 22:34buy1232.401.661781.658981.66278
2462009.12.01 22:38t/p1232.401.662781.658981.66278240.0024739.08
2472009.12.02 15:56buy1242.401.666191.663391.66719
2482009.12.02 16:31t/p1242.401.667191.663391.66719240.0024979.08
2492009.12.02 18:08buy1252.401.663511.660711.66451
2502009.12.02 18:09t/p1252.401.664511.660711.66451240.0025219.08
2512009.12.07 16:47sell1262.501.637661.640861.63626
2522009.12.07 17:27s/l1262.501.640861.640861.63626-800.0024419.08
2532009.12.11 09:08buy1272.401.628991.626191.62999
2542009.12.11 09:18t/p1272.401.629991.626191.62999240.0024659.08
2552009.12.15 02:54buy1282.401.628121.625321.62912
2562009.12.15 02:55t/p1282.401.629121.625321.62912240.0024899.08
2572009.12.24 10:19buy1292.401.598291.595491.59929
2582009.12.24 11:15t/p1292.401.599291.595491.59929240.0025139.08
2592009.12.29 11:59buy1302.501.602341.599541.60334
2602009.12.29 12:31s/l1302.501.599541.599541.60334-700.0024439.08
2612010.01.14 00:04buy1312.401.627281.624481.62828
2622010.01.14 01:33t/p1312.401.628281.624481.62828240.0024679.08
2632010.01.19 10:54buy1322.401.639191.636391.64019
2642010.01.19 11:10t/p1322.401.640191.636391.64019240.0024919.08
2652010.01.19 16:39sell1332.401.636851.640051.63545
2662010.01.19 18:15t/p1332.401.635451.640051.63545336.0025255.08
2672010.01.20 11:30sell1342.501.631971.635171.63057
2682010.01.20 11:31t/p1342.501.630571.635171.63057350.0025605.08
2692010.01.21 16:23sell1352.501.620981.624181.61958
2702010.01.21 17:30t/p1352.501.619581.624181.61958350.0025955.08
2712010.01.22 11:24buy1362.501.622671.619871.62367
2722010.01.22 11:27t/p1362.501.623671.619871.62367250.0026205.08
2732010.01.27 16:08buy1372.601.619791.616991.62079
2742010.01.27 17:31t/p1372.601.620791.616991.62079260.0026465.08
2752010.01.28 16:59buy1382.601.622361.619561.62336
2762010.01.28 17:02s/l1382.601.619561.619561.62336-728.0025737.08
2772010.02.01 09:10sell1392.501.597731.600931.59633
2782010.02.01 09:27t/p1392.501.596331.600931.59633350.0026087.08
2792010.02.02 01:32buy1402.601.594551.591751.59555
2802010.02.02 02:23t/p1402.601.595551.591751.59555260.0026347.08
2812010.02.03 11:34buy1412.601.601581.598781.60258
2822010.02.03 11:49t/p1412.601.602581.598781.60258260.0026607.08
2832010.02.10 04:26buy1422.601.568451.565651.56945
2842010.02.10 06:16close1422.601.568501.565651.5694513.0026620.08
2852010.02.11 12:22sell1432.601.561331.564531.55993
2862010.02.11 13:00t/p1432.601.559931.564531.55993364.0026984.08
2872010.03.01 18:09sell1442.601.497931.501131.49653
2882010.03.01 18:14t/p1442.601.496531.501131.49653364.0027348.08
2892010.03.03 21:47buy1452.701.509181.506381.51018
2902010.03.03 22:43t/p1452.701.510181.506381.51018270.0027618.08
2912010.03.09 10:07sell1462.701.502161.505361.50076
2922010.03.09 10:23t/p1462.701.500761.505361.50076378.0027996.08
2932010.03.10 13:34sell1472.701.493951.497151.49255
2942010.03.10 14:16t/p1472.701.492551.497151.49255378.0028374.08
2952010.03.11 15:44buy1482.801.501861.499061.50286
2962010.03.11 17:25t/p1482.801.502861.499061.50286280.0028654.08
2972010.03.26 12:19sell1492.801.488231.491431.48683
2982010.03.26 12:27t/p1492.801.486831.491431.48683392.0029046.08
2992010.03.31 22:02buy1502.901.517311.514511.51831
3002010.03.31 22:57t/p1502.901.518311.514511.51831290.0029336.08
3012010.05.10 15:26buy1512.901.497351.494551.49835
3022010.05.10 15:29t/p1512.901.498351.494551.49835290.0029626.08
3032010.05.11 21:41buy1522.901.494951.492151.49595
3042010.05.11 21:43t/p1522.901.495951.492151.49595290.0029916.08
3052010.05.18 02:07buy1532.901.446321.443521.44732
3062010.05.18 03:10t/p1532.901.447321.443521.44732290.0030206.08
3072010.05.24 02:42buy1543.001.444401.441601.44540
3082010.05.24 03:02t/p1543.001.445401.441601.44540300.0030506.08
3092010.05.26 21:33buy1553.001.440811.438011.44181
3102010.05.26 21:41t/p1553.001.441811.438011.44181300.0030806.08
3112010.06.02 06:02buy1563.001.470661.467861.47166
3122010.06.02 06:36s/l1563.001.467861.467861.47166-840.0029966.08
3132010.06.08 18:33sell1572.901.440451.443651.43905
3142010.06.08 18:43t/p1572.901.439051.443651.43905406.0030372.08
3152010.06.09 20:49buy1583.001.453901.451101.45490
3162010.06.09 20:53t/p1583.001.454901.451101.45490300.0030672.08
3172010.06.17 17:47buy1593.001.477841.475041.47884
3182010.06.17 17:49t/p1593.001.478841.475041.47884300.0030972.08
3192010.06.24 02:43buy1603.001.495531.492731.49653
3202010.06.24 02:48t/p1603.001.496531.492731.49653300.0031272.08