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 profit46012.32Gross profit61325.90Gross loss-15313.58
Profit factor4.00Expected payoff287.58
Absolute drawdown315.50Maximal drawdown3560.10 (8.63%)Relative drawdown11.23% (1225.50)
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 trade1092.00loss trade-2296.00
Averageprofit trade422.94loss trade-1020.91
Maximumconsecutive wins (profit in money)27 (13001.40)consecutive losses (loss in money)1 (-2296.00)
Maximalconsecutive profit (count of wins)13050.50 (17)consecutive loss (count of losses)-2296.00 (1)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:00buy11.501.461351.458551.46235
22009.01.02 09:00t/p11.501.462351.458551.46235150.0010150.00
32009.01.05 10:22buy21.501.451561.448761.45256
42009.01.05 10:24t/p21.501.452561.448761.45256150.0010300.00
52009.01.07 06:46buy31.501.489001.486201.49000
62009.01.07 07:25t/p31.501.490001.486201.49000150.0010450.00
72009.01.07 20:13buy41.501.515701.512901.51670
82009.01.07 20:20t/p41.501.516701.512901.51670150.0010600.00
92009.01.07 21:25buy51.501.511801.509001.51280
102009.01.07 21:28t/p51.501.512801.509001.51280150.0010750.00
112009.01.08 16:54buy61.601.523251.520451.52425
122009.01.08 16:55t/p61.601.524251.520451.52425160.0010910.00
132009.01.09 02:09buy71.601.520611.517811.52161
142009.01.09 02:51s/l71.601.517811.517811.52161-448.0010462.00
152009.01.12 09:56sell81.501.510641.513841.50924
162009.01.12 10:03t/p81.501.509241.513841.50924210.0010672.00
172009.01.20 07:54sell91.601.426461.429661.42506
182009.01.20 07:55s/l91.601.429661.429661.42506-512.0010160.00
192009.01.20 07:55sell101.501.430631.433831.42923
202009.01.20 07:58t/p101.501.429231.433831.42923210.0010370.00
212009.01.20 18:51sell111.501.403451.406651.40205
222009.01.20 18:56t/p111.501.402051.406651.40205210.0010580.00
232009.01.21 06:06buy121.501.394601.391801.39560
242009.01.21 06:07t/p121.501.395601.391801.39560150.0010730.00
252009.01.22 15:58sell131.601.381081.384281.37968
262009.01.22 16:02t/p131.601.379681.384281.37968224.0010954.00
272009.01.28 09:20buy141.601.421421.418621.42242
282009.01.28 09:20t/p141.601.422421.418621.42242160.0011114.00
292009.02.04 00:45buy151.601.442341.439541.44334
302009.02.04 00:47t/p151.601.443341.439541.44334160.0011274.00
312009.02.04 02:06buy161.601.440001.437201.44100
322009.02.04 02:24t/p161.601.441001.437201.44100160.0011434.00
332009.02.05 15:37buy171.701.456331.453531.45733
342009.02.05 15:55t/p171.701.457331.453531.45733170.0011604.00
352009.02.10 00:00buy181.701.488901.486101.48990
362009.02.10 00:01t/p181.701.489901.486101.48990170.0011774.00
372009.02.10 04:28sell191.701.486861.490061.48546
382009.02.10 04:32t/p191.701.485461.490061.48546238.0012012.00
392009.02.11 11:43sell201.801.450601.453801.44920
402009.02.11 11:46t/p201.801.449201.453801.44920252.0012264.00
412009.02.12 17:45sell211.801.426501.429701.42510
422009.02.12 17:46t/p211.801.425101.429701.42510252.0012516.00
432009.02.12 17:48sell221.801.426601.429801.42520
442009.02.12 17:52t/p221.801.425201.429801.42520252.0012768.00
452009.02.13 09:03buy231.901.434701.431901.43570
462009.02.13 09:06t/p231.901.435701.431901.43570190.0012958.00
472009.02.16 10:02sell241.901.424011.427211.42261
482009.02.16 10:05t/p241.901.422611.427211.42261266.0013224.00
492009.02.16 11:13sell251.901.426431.429631.42503
502009.02.16 11:20t/p251.901.425031.429631.42503266.0013490.00
512009.02.16 17:40buy262.001.425701.422901.42670
522009.02.16 17:44t/p262.001.426701.422901.42670200.0013690.00
532009.02.17 11:30sell272.001.418231.421431.41683
542009.02.17 11:32s/l272.001.421431.421431.41683-640.0013050.00
552009.02.17 11:32sell281.901.421361.424561.41996
562009.02.17 11:35t/p281.901.419961.424561.41996266.0013316.00
572009.02.19 07:23buy291.901.424151.421351.42515
582009.02.19 07:47t/p291.901.425151.421351.42515190.0013506.00
592009.02.23 07:25buy302.001.449601.446801.45060
602009.02.23 07:32t/p302.001.450601.446801.45060200.0013706.00
612009.02.25 05:59buy312.001.450881.448081.45188
622009.02.25 06:30t/p312.001.451881.448081.45188200.0013906.00
632009.02.25 11:43buy322.001.452881.450081.45388
642009.02.25 11:55s/l322.001.450081.450081.45388-560.0013346.00
652009.03.02 22:12sell332.001.406581.409781.40518
662009.03.02 22:20t/p332.001.405181.409781.40518280.0013626.00
672009.03.03 09:27buy342.001.408151.405351.40915
682009.03.03 09:52t/p342.001.409151.405351.40915200.0013826.00
692009.03.11 15:35buy352.001.377401.374601.37840
702009.03.11 15:36t/p352.001.378401.374601.37840200.0014026.00
712009.03.11 15:43buy362.101.375801.373001.37680
722009.03.11 15:45t/p362.101.376801.373001.37680210.0014236.00
732009.03.13 00:02buy372.101.391641.388841.39264
742009.03.13 00:03t/p372.101.392641.388841.39264210.0014446.00
752009.03.13 14:58buy382.101.397211.394411.39821
762009.03.13 15:12t/p382.101.398211.394411.39821210.0014656.00
772009.03.18 02:53buy392.101.403601.400801.40460
782009.03.18 02:55t/p392.101.404601.400801.40460210.0014866.00
792009.03.18 14:33sell402.201.394401.397601.39300
802009.03.18 14:40t/p402.201.393001.397601.39300308.0015174.00
812009.03.19 02:29buy412.201.423001.420201.42400
822009.03.19 02:41t/p412.201.424001.420201.42400220.0015394.00
832009.03.19 08:01buy422.301.419101.416301.42010
842009.03.19 08:13t/p422.301.420101.416301.42010230.0015624.00
852009.03.19 20:48buy432.301.449201.446401.45020
862009.03.19 20:49t/p432.301.450201.446401.45020230.0015854.00
872009.03.20 01:18buy442.301.448101.445301.44910
882009.03.20 01:24t/p442.301.449101.445301.44910230.0016084.00
892009.03.24 14:46buy452.401.469451.466651.47045
902009.03.24 14:49s/l452.401.466651.466651.47045-672.0015412.00
912009.03.24 14:49buy462.301.466761.463961.46776
922009.03.24 14:52t/p462.301.467761.463961.46776230.0015642.00
932009.03.25 12:39sell472.301.464291.467491.46289
942009.03.25 12:48t/p472.301.462891.467491.46289322.0015964.00
952009.03.31 23:17buy482.301.432131.429331.43313
962009.03.31 23:25t/p482.301.433131.429331.43313230.0016194.00
972009.04.06 09:05buy492.401.489591.486791.49059
982009.04.06 09:07t/p492.401.490591.486791.49059240.0016434.00
992009.04.06 09:09buy502.401.489541.486741.49054
1002009.04.06 09:14t/p502.401.490541.486741.49054240.0016674.00
1012009.04.13 12:49buy512.501.467431.464631.46843
1022009.04.13 12:53t/p512.501.468431.464631.46843250.0016924.00
1032009.04.14 15:17buy522.501.487331.484531.48833
1042009.04.14 15:17t/p522.501.488331.484531.48833250.0017174.00
1052009.04.15 14:51buy532.501.493611.490811.49461
1062009.04.15 14:51t/p532.501.494611.490811.49461250.0017424.00
1072009.04.16 05:00buy542.601.501701.498901.50270
1082009.04.16 05:03t/p542.601.502701.498901.50270260.0017684.00
1092009.04.16 05:04buy552.601.501711.498911.50271
1102009.04.16 05:13t/p552.601.502711.498911.50271260.0017944.00
1112009.04.24 02:36buy562.601.469611.466811.47061
1122009.04.24 03:03s/l562.601.466811.466811.47061-728.0017216.00
1132009.04.29 00:34buy572.501.461331.458531.46233
1142009.04.29 00:35t/p572.501.462331.458531.46233250.0017466.00
1152009.05.05 03:46buy582.601.500331.497531.50133
1162009.05.05 05:19t/p582.601.501331.497531.50133260.0017726.00
1172009.05.11 01:08buy592.601.521061.518261.52206
1182009.05.11 02:34t/p592.601.522061.518261.52206260.0017986.00
1192009.05.13 19:14sell602.601.520601.523801.51920
1202009.05.13 19:24t/p602.601.519201.523801.51920364.0018350.00
1212009.05.19 02:52buy612.701.532321.529521.53332
1222009.05.19 03:21t/p612.701.533321.529521.53332270.0018620.00
1232009.05.21 07:42buy622.701.577001.574201.57800
1242009.05.21 09:08t/p622.701.578001.574201.57800270.0018890.00
1252009.05.21 15:16sell632.801.568431.571631.56703
1262009.05.21 15:21t/p632.801.567031.571631.56703392.0019282.00
1272009.05.25 03:02buy642.801.589961.587161.59096
1282009.05.25 03:16s/l642.801.587161.587161.59096-784.0018498.00
1292009.05.26 01:50buy652.701.590491.587691.59149
1302009.05.26 03:18t/p652.701.591491.587691.59149270.0018768.00
1312009.05.27 22:27buy662.801.601231.598431.60223
1322009.05.27 22:47t/p662.801.602231.598431.60223280.0019048.00
1332009.06.01 01:44buy672.801.617251.614451.61825
1342009.06.01 02:07t/p672.801.618251.614451.61825280.0019328.00
1352009.06.01 14:18buy682.801.635161.632361.63616
1362009.06.01 14:18t/p682.801.636161.632361.63616280.0019608.00
1372009.06.09 12:24buy692.901.611001.608201.61200
1382009.06.09 12:28t/p692.901.612001.608201.61200290.0019898.00
1392009.06.09 13:06buy702.901.608241.605441.60924
1402009.06.09 13:14t/p702.901.609241.605441.60924290.0020188.00
1412009.06.10 12:28buy713.001.634291.631491.63529
1422009.06.10 12:34t/p713.001.635291.631491.63529300.0020488.00
1432009.06.11 15:17buy723.001.640711.637911.64171
1442009.06.11 15:19t/p723.001.641711.637911.64171300.0020788.00
1452009.06.12 03:37buy733.101.655411.652611.65641
1462009.06.12 03:45t/p733.101.656411.652611.65641310.0021098.00
1472009.06.16 16:27buy743.101.642451.639651.64345
1482009.06.16 16:30t/p743.101.643451.639651.64345310.0021408.00
1492009.06.16 16:37buy753.201.639871.637071.64087
1502009.06.16 17:32t/p753.201.640871.637071.64087320.0021728.00
1512009.06.17 15:51sell763.201.630041.633241.62864
1522009.06.17 16:05t/p763.201.628641.633241.62864448.0022176.00
1532009.06.19 03:11buy773.301.632401.629601.63340
1542009.06.19 03:20t/p773.301.633401.629601.63340330.0022506.00
1552009.06.24 01:49buy783.301.642841.640041.64384
1562009.06.24 01:59t/p783.301.643841.640041.64384330.0022836.00
1572009.06.24 14:27buy793.401.654221.651421.65522
1582009.06.24 14:30s/l793.401.651421.651421.65522-952.0021884.00
1592009.06.24 14:30buy803.201.651621.648821.65262
1602009.06.24 14:31t/p803.201.652621.648821.65262320.0022204.00
1612009.06.24 14:31buy813.301.652821.650021.65382
1622009.06.24 14:37t/p813.301.653821.650021.65382330.0022534.00
1632009.06.26 07:49buy823.301.640651.637851.64165
1642009.06.26 07:59t/p823.301.641651.637851.64165330.0022864.00
1652009.06.30 11:30buy833.401.661251.658451.66225
1662009.06.30 11:33t/p833.401.662251.658451.66225340.0023204.00
1672009.07.01 17:59buy843.401.648691.645891.64969
1682009.07.01 18:03t/p843.401.649691.645891.64969340.0023544.00
1692009.07.02 14:08sell853.501.639621.642821.63822
1702009.07.02 14:33t/p853.501.638221.642821.63822490.0024034.00
1712009.07.06 14:19sell863.601.614201.617401.61280
1722009.07.06 14:27t/p863.601.612801.617401.61280504.0024538.00
1732009.07.08 07:52sell873.601.610511.613711.60911
1742009.07.08 08:26t/p873.601.609111.613711.60911504.0025042.00
1752009.07.10 03:16buy883.701.630221.627421.63122
1762009.07.10 05:06close883.701.629151.627421.63122-395.9024646.10
1772009.07.15 11:49buy893.601.633691.630891.63469
1782009.07.15 11:52t/p893.601.634691.630891.63469360.0025006.10
1792009.07.20 15:56buy903.701.649601.646801.65060
1802009.07.20 15:59t/p903.701.650601.646801.65060370.0025376.10
1812009.07.22 11:30sell913.801.636901.640101.63550
1822009.07.22 12:49t/p913.801.635501.640101.63550532.0025908.10
1832009.07.23 13:34buy923.801.648851.646051.64985
1842009.07.23 14:13t/p923.801.649851.646051.64985380.0026288.10
1852009.07.23 20:10buy933.901.653361.650561.65436
1862009.07.23 20:39t/p933.901.654361.650561.65436390.0026678.10
1872009.08.05 22:33buy944.001.699691.696891.70069
1882009.08.05 23:09t/p944.001.700691.696891.70069400.0027078.10
1892009.08.06 15:42sell954.001.690461.693661.68906
1902009.08.06 15:44t/p954.001.689061.693661.68906560.0027638.10
1912009.08.18 23:02buy964.101.655371.652571.65637
1922009.08.19 00:53close964.101.655411.652571.6563715.9927654.09
1932009.08.19 14:12sell974.101.642461.645661.64106
1942009.08.19 15:12t/p974.101.641061.645661.64106574.0028228.09
1952009.08.19 16:46sell984.201.644151.647351.64275
1962009.08.19 16:55t/p984.201.642751.647351.64275588.0028816.09
1972009.08.25 12:29sell994.301.639021.642221.63762
1982009.08.25 13:30t/p994.301.637621.642221.63762602.0029418.09
1992009.08.27 14:58sell1004.401.621341.624541.61994
2002009.08.27 15:31t/p1004.401.619941.624541.61994616.0030034.09
2012009.08.31 21:59buy1014.501.626961.624161.62796
2022009.08.31 22:54t/p1014.501.627961.624161.62796450.0030484.09
2032009.09.09 21:07buy1024.501.653481.650681.65448
2042009.09.09 22:57close1024.501.653621.650681.6544863.0030547.09
2052009.09.17 11:31buy1034.501.651101.648301.65210
2062009.09.17 11:43t/p1034.501.652101.648301.65210450.0030997.09
2072009.09.25 07:35sell1044.601.599841.603041.59844
2082009.09.25 09:08t/p1044.601.598441.603041.59844644.0031641.09
2092009.09.28 08:17sell1054.701.585051.588251.58365
2102009.09.28 08:25t/p1054.701.583651.588251.58365658.0032299.09
2112009.09.28 19:54buy1064.801.585651.582851.58665
2122009.09.28 20:04t/p1064.801.586651.582851.58665480.0032779.09
2132009.09.30 08:17buy1074.901.601081.598281.60208
2142009.09.30 08:47t/p1074.901.602081.598281.60208490.0033269.09
2152009.10.06 09:44buy1084.901.596421.593621.59742
2162009.10.06 09:50t/p1084.901.597421.593621.59742490.0033759.09
2172009.10.14 03:22buy1095.001.591191.588391.59219
2182009.10.14 04:29t/p1095.001.592191.588391.59219500.0034259.09
2192009.10.15 16:49buy1105.101.622011.619211.62301
2202009.10.15 16:56t/p1105.101.623011.619211.62301510.0034769.09
2212009.10.16 08:08buy1115.201.633741.630941.63474
2222009.10.16 08:58t/p1115.201.634741.630941.63474520.0035289.09
2232009.10.19 21:52buy1125.201.636771.633971.63777
2242009.10.19 23:30t/p1125.201.637771.633971.63777520.0035809.09
2252009.10.21 22:35buy1135.301.659891.657091.66089
2262009.10.22 00:00t/p1135.301.660891.657091.66089528.4136337.50
2272009.10.26 18:03buy1145.401.633031.630231.63403
2282009.10.26 18:43t/p1145.401.634031.630231.63403540.0036877.50
2292009.11.02 02:38sell1155.501.645711.648911.64431
2302009.11.02 03:02t/p1155.501.644311.648911.64431770.0037647.50
2312009.11.02 17:00sell1165.601.638501.641701.63710
2322009.11.02 17:19s/l1165.601.641701.641701.63710-1792.0035855.50
2332009.11.05 16:09buy1175.301.656171.653371.65717
2342009.11.05 16:12t/p1175.301.657171.653371.65717530.0036385.50
2352009.11.09 15:04buy1185.401.678011.675211.67901
2362009.11.09 16:01t/p1185.401.679011.675211.67901540.0036925.50
2372009.11.10 11:41sell1195.501.668931.672131.66753
2382009.11.10 12:02t/p1195.501.667531.672131.66753770.0037695.50
2392009.11.25 16:37buy1205.601.667801.665001.66880
2402009.11.25 17:00t/p1205.601.668801.665001.66880560.0038255.50
2412009.11.30 07:22buy1215.701.652251.649451.65325
2422009.11.30 07:27t/p1215.701.653251.649451.65325570.0038825.50
2432009.11.30 22:17sell1225.801.644251.647451.64285
2442009.12.01 00:17close1225.801.644421.647451.64285-113.6838711.82
2452009.12.01 22:34buy1235.801.661781.658981.66278
2462009.12.01 22:38t/p1235.801.662781.658981.66278580.0039291.82
2472009.12.02 15:56buy1245.801.666191.663391.66719
2482009.12.02 16:31t/p1245.801.667191.663391.66719580.0039871.82
2492009.12.02 18:08buy1255.901.663511.660711.66451
2502009.12.02 18:09t/p1255.901.664511.660711.66451590.0040461.82
2512009.12.07 16:47sell1266.001.637661.640861.63626
2522009.12.07 17:27s/l1266.001.640861.640861.63626-1920.0038541.82
2532009.12.11 09:08buy1275.701.628991.626191.62999
2542009.12.11 09:18t/p1275.701.629991.626191.62999570.0039111.82
2552009.12.15 02:54buy1285.801.628121.625321.62912
2562009.12.15 02:55t/p1285.801.629121.625321.62912580.0039691.82
2572009.12.24 10:19buy1295.901.598291.595491.59929
2582009.12.24 11:15t/p1295.901.599291.595491.59929590.0040281.82
2592009.12.29 11:59buy1306.001.602341.599541.60334
2602009.12.29 12:31s/l1306.001.599541.599541.60334-1680.0038601.82
2612010.01.14 00:04buy1315.701.627281.624481.62828
2622010.01.14 01:33t/p1315.701.628281.624481.62828570.0039171.82
2632010.01.19 10:54buy1325.801.639191.636391.64019
2642010.01.19 11:10t/p1325.801.640191.636391.64019580.0039751.82
2652010.01.19 16:39sell1335.901.636851.640051.63545
2662010.01.19 18:15t/p1335.901.635451.640051.63545826.0040577.82
2672010.01.20 11:30sell1346.001.631971.635171.63057
2682010.01.20 11:31t/p1346.001.630571.635171.63057840.0041417.82
2692010.01.21 16:23sell1356.201.620981.624181.61958
2702010.01.21 17:30t/p1356.201.619581.624181.61958868.0042285.82
2712010.01.22 11:24buy1366.301.622671.619871.62367
2722010.01.22 11:27t/p1366.301.623671.619871.62367630.0042915.82
2732010.01.27 16:08buy1376.401.619791.616991.62079
2742010.01.27 17:31t/p1376.401.620791.616991.62079640.0043555.82
2752010.01.28 16:59buy1386.501.622361.619561.62336
2762010.01.28 17:02s/l1386.501.619561.619561.62336-1820.0041735.82
2772010.02.01 09:10sell1396.201.597731.600931.59633
2782010.02.01 09:27t/p1396.201.596331.600931.59633868.0042603.82
2792010.02.02 01:32buy1406.301.594551.591751.59555
2802010.02.02 02:23t/p1406.301.595551.591751.59555630.0043233.82
2812010.02.03 11:34buy1416.401.601581.598781.60258
2822010.02.03 11:49t/p1416.401.602581.598781.60258640.0043873.82
2832010.02.10 04:26buy1426.501.568451.565651.56945
2842010.02.10 06:16close1426.501.568501.565651.5694532.5043906.32
2852010.02.11 12:22sell1436.501.561331.564531.55993
2862010.02.11 13:00t/p1436.501.559931.564531.55993910.0044816.32
2872010.03.01 18:09sell1446.701.497931.501131.49653
2882010.03.01 18:14t/p1446.701.496531.501131.49653938.0045754.32
2892010.03.03 21:47buy1456.801.509181.506381.51018
2902010.03.03 22:43t/p1456.801.510181.506381.51018680.0046434.32
2912010.03.09 10:07sell1466.901.502161.505361.50076
2922010.03.09 10:23t/p1466.901.500761.505361.50076966.0047400.32
2932010.03.10 13:34sell1477.101.493951.497151.49255
2942010.03.10 14:16t/p1477.101.492551.497151.49255994.0048394.32
2952010.03.11 15:44buy1487.201.501861.499061.50286
2962010.03.11 17:25t/p1487.201.502861.499061.50286720.0049114.32
2972010.03.26 12:19sell1497.301.488231.491431.48683
2982010.03.26 12:27t/p1497.301.486831.491431.486831022.0050136.32
2992010.03.31 22:02buy1507.501.517311.514511.51831
3002010.03.31 22:57t/p1507.501.518311.514511.51831750.0050886.32
3012010.05.10 15:26buy1517.601.497351.494551.49835
3022010.05.10 15:29t/p1517.601.498351.494551.49835760.0051646.32
3032010.05.11 21:41buy1527.701.494951.492151.49595
3042010.05.11 21:43t/p1527.701.495951.492151.49595770.0052416.32
3052010.05.18 02:07buy1537.801.446321.443521.44732
3062010.05.18 03:10t/p1537.801.447321.443521.44732780.0053196.32
3072010.05.24 02:42buy1547.901.444401.441601.44540
3082010.05.24 03:02t/p1547.901.445401.441601.44540790.0053986.32
3092010.05.26 21:33buy1558.001.440811.438011.44181
3102010.05.26 21:41t/p1558.001.441811.438011.44181800.0054786.32
3112010.06.02 06:02buy1568.201.470661.467861.47166
3122010.06.02 06:36s/l1568.201.467861.467861.47166-2296.0052490.32
3132010.06.08 18:33sell1577.801.440451.443651.43905
3142010.06.08 18:43t/p1577.801.439051.443651.439051092.0053582.32
3152010.06.09 20:49buy1588.001.453901.451101.45490
3162010.06.09 20:53t/p1588.001.454901.451101.45490800.0054382.32
3172010.06.17 17:47buy1598.101.477841.475041.47884
3182010.06.17 17:49t/p1598.101.478841.475041.47884810.0055192.32
3192010.06.24 02:43buy1608.201.495531.492731.49653
3202010.06.24 02:48t/p1608.201.496531.492731.49653820.0056012.32