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 profit90015.60Gross profit120254.32Gross loss-30238.72
Profit factor3.98Expected payoff562.60
Absolute drawdown388.00Maximal drawdown8033.60 (8.21%)Relative drawdown14.48% (1628.00)
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 trade2562.00loss trade-5432.00
Averageprofit trade829.34loss trade-2015.91
Maximumconsecutive wins (profit in money)27 (25450.32)consecutive losses (loss in money)1 (-5432.00)
Maximalconsecutive profit (count of wins)29598.00 (17)consecutive loss (count of losses)-5432.00 (1)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:00buy12.001.461351.458551.46235
22009.01.02 09:00t/p12.001.462351.458551.46235200.0010200.00
32009.01.05 10:22buy22.001.451561.448761.45256
42009.01.05 10:24t/p22.001.452561.448761.45256200.0010400.00
52009.01.07 06:46buy32.001.489001.486201.49000
62009.01.07 07:25t/p32.001.490001.486201.49000200.0010600.00
72009.01.07 20:13buy42.101.515701.512901.51670
82009.01.07 20:20t/p42.101.516701.512901.51670210.0010810.00
92009.01.07 21:25buy52.101.511801.509001.51280
102009.01.07 21:28t/p52.101.512801.509001.51280210.0011020.00
112009.01.08 16:54buy62.201.523251.520451.52425
122009.01.08 16:55t/p62.201.524251.520451.52425220.0011240.00
132009.01.09 02:09buy72.201.520611.517811.52161
142009.01.09 02:51s/l72.201.517811.517811.52161-616.0010624.00
152009.01.12 09:56sell82.101.510641.513841.50924
162009.01.12 10:03t/p82.101.509241.513841.50924294.0010918.00
172009.01.20 07:54sell92.101.426461.429661.42506
182009.01.20 07:55s/l92.101.429661.429661.42506-672.0010246.00
192009.01.20 07:55sell102.001.430631.433831.42923
202009.01.20 07:58t/p102.001.429231.433831.42923280.0010526.00
212009.01.20 18:51sell112.101.403451.406651.40205
222009.01.20 18:56t/p112.101.402051.406651.40205294.0010820.00
232009.01.21 06:06buy122.101.394601.391801.39560
242009.01.21 06:07t/p122.101.395601.391801.39560210.0011030.00
252009.01.22 15:58sell132.201.381081.384281.37968
262009.01.22 16:02t/p132.201.379681.384281.37968308.0011338.00
272009.01.28 09:20buy142.201.421421.418621.42242
282009.01.28 09:20t/p142.201.422421.418621.42242220.0011558.00
292009.02.04 00:45buy152.301.442341.439541.44334
302009.02.04 00:47t/p152.301.443341.439541.44334230.0011788.00
312009.02.04 02:06buy162.301.440001.437201.44100
322009.02.04 02:24t/p162.301.441001.437201.44100230.0012018.00
332009.02.05 15:37buy172.401.456331.453531.45733
342009.02.05 15:55t/p172.401.457331.453531.45733240.0012258.00
352009.02.10 00:00buy182.401.488901.486101.48990
362009.02.10 00:01t/p182.401.489901.486101.48990240.0012498.00
372009.02.10 04:28sell192.401.486861.490061.48546
382009.02.10 04:32t/p192.401.485461.490061.48546336.0012834.00
392009.02.11 11:43sell202.501.450601.453801.44920
402009.02.11 11:46t/p202.501.449201.453801.44920350.0013184.00
412009.02.12 17:45sell212.601.426501.429701.42510
422009.02.12 17:46t/p212.601.425101.429701.42510364.0013548.00
432009.02.12 17:48sell222.701.426601.429801.42520
442009.02.12 17:52t/p222.701.425201.429801.42520378.0013926.00
452009.02.13 09:03buy232.701.434701.431901.43570
462009.02.13 09:06t/p232.701.435701.431901.43570270.0014196.00
472009.02.16 10:02sell242.801.424011.427211.42261
482009.02.16 10:05t/p242.801.422611.427211.42261392.0014588.00
492009.02.16 11:13sell252.901.426431.429631.42503
502009.02.16 11:20t/p252.901.425031.429631.42503406.0014994.00
512009.02.16 17:40buy262.901.425701.422901.42670
522009.02.16 17:44t/p262.901.426701.422901.42670290.0015284.00
532009.02.17 11:30sell273.001.418231.421431.41683
542009.02.17 11:32s/l273.001.421431.421431.41683-960.0014324.00
552009.02.17 11:32sell282.801.421361.424561.41996
562009.02.17 11:35t/p282.801.419961.424561.41996392.0014716.00
572009.02.19 07:23buy292.901.424151.421351.42515
582009.02.19 07:47t/p292.901.425151.421351.42515290.0015006.00
592009.02.23 07:25buy303.001.449601.446801.45060
602009.02.23 07:32t/p303.001.450601.446801.45060300.0015306.00
612009.02.25 05:59buy313.001.450881.448081.45188
622009.02.25 06:30t/p313.001.451881.448081.45188300.0015606.00
632009.02.25 11:43buy323.101.452881.450081.45388
642009.02.25 11:55s/l323.101.450081.450081.45388-868.0014738.00
652009.03.02 22:12sell332.901.406581.409781.40518
662009.03.02 22:20t/p332.901.405181.409781.40518406.0015144.00
672009.03.03 09:27buy343.001.408151.405351.40915
682009.03.03 09:52t/p343.001.409151.405351.40915300.0015444.00
692009.03.11 15:35buy353.001.377401.374601.37840
702009.03.11 15:36t/p353.001.378401.374601.37840300.0015744.00
712009.03.11 15:43buy363.101.375801.373001.37680
722009.03.11 15:45t/p363.101.376801.373001.37680310.0016054.00
732009.03.13 00:02buy373.201.391641.388841.39264
742009.03.13 00:03t/p373.201.392641.388841.39264320.0016374.00
752009.03.13 14:58buy383.201.397211.394411.39821
762009.03.13 15:12t/p383.201.398211.394411.39821320.0016694.00
772009.03.18 02:53buy393.301.403601.400801.40460
782009.03.18 02:55t/p393.301.404601.400801.40460330.0017024.00
792009.03.18 14:33sell403.401.394401.397601.39300
802009.03.18 14:40t/p403.401.393001.397601.39300476.0017500.00
812009.03.19 02:29buy413.501.423001.420201.42400
822009.03.19 02:41t/p413.501.424001.420201.42400350.0017850.00
832009.03.19 08:01buy423.501.419101.416301.42010
842009.03.19 08:13t/p423.501.420101.416301.42010350.0018200.00
852009.03.19 20:48buy433.601.449201.446401.45020
862009.03.19 20:49t/p433.601.450201.446401.45020360.0018560.00
872009.03.20 01:18buy443.701.448101.445301.44910
882009.03.20 01:24t/p443.701.449101.445301.44910370.0018930.00
892009.03.24 14:46buy453.701.469451.466651.47045
902009.03.24 14:49s/l453.701.466651.466651.47045-1036.0017894.00
912009.03.24 14:49buy463.501.466761.463961.46776
922009.03.24 14:52t/p463.501.467761.463961.46776350.0018244.00
932009.03.25 12:39sell473.601.464291.467491.46289
942009.03.25 12:48t/p473.601.462891.467491.46289504.0018748.00
952009.03.31 23:17buy483.701.432131.429331.43313
962009.03.31 23:25t/p483.701.433131.429331.43313370.0019118.00
972009.04.06 09:05buy493.801.489591.486791.49059
982009.04.06 09:07t/p493.801.490591.486791.49059380.0019498.00
992009.04.06 09:09buy503.801.489541.486741.49054
1002009.04.06 09:14t/p503.801.490541.486741.49054380.0019878.00
1012009.04.13 12:49buy513.901.467431.464631.46843
1022009.04.13 12:53t/p513.901.468431.464631.46843390.0020268.00
1032009.04.14 15:17buy524.001.487331.484531.48833
1042009.04.14 15:17t/p524.001.488331.484531.48833400.0020668.00
1052009.04.15 14:51buy534.101.493611.490811.49461
1062009.04.15 14:51t/p534.101.494611.490811.49461410.0021078.00
1072009.04.16 05:00buy544.201.501701.498901.50270
1082009.04.16 05:03t/p544.201.502701.498901.50270420.0021498.00
1092009.04.16 05:04buy554.201.501711.498911.50271
1102009.04.16 05:13t/p554.201.502711.498911.50271420.0021918.00
1112009.04.24 02:36buy564.301.469611.466811.47061
1122009.04.24 03:03s/l564.301.466811.466811.47061-1204.0020714.00
1132009.04.29 00:34buy574.101.461331.458531.46233
1142009.04.29 00:35t/p574.101.462331.458531.46233410.0021124.00
1152009.05.05 03:46buy584.201.500331.497531.50133
1162009.05.05 05:19t/p584.201.501331.497531.50133420.0021544.00
1172009.05.11 01:08buy594.301.521061.518261.52206
1182009.05.11 02:34t/p594.301.522061.518261.52206430.0021974.00
1192009.05.13 19:14sell604.301.520601.523801.51920
1202009.05.13 19:24t/p604.301.519201.523801.51920602.0022576.00
1212009.05.19 02:52buy614.501.532321.529521.53332
1222009.05.19 03:21t/p614.501.533321.529521.53332450.0023026.00
1232009.05.21 07:42buy624.601.577001.574201.57800
1242009.05.21 09:08t/p624.601.578001.574201.57800460.0023486.00
1252009.05.21 15:16sell634.601.568431.571631.56703
1262009.05.21 15:21t/p634.601.567031.571631.56703644.0024130.00
1272009.05.25 03:02buy644.801.589961.587161.59096
1282009.05.25 03:16s/l644.801.587161.587161.59096-1344.0022786.00
1292009.05.26 01:50buy654.501.590491.587691.59149
1302009.05.26 03:18t/p654.501.591491.587691.59149450.0023236.00
1312009.05.27 22:27buy664.601.601231.598431.60223
1322009.05.27 22:47t/p664.601.602231.598431.60223460.0023696.00
1332009.06.01 01:44buy674.701.617251.614451.61825
1342009.06.01 02:07t/p674.701.618251.614451.61825470.0024166.00
1352009.06.01 14:18buy684.801.635161.632361.63616
1362009.06.01 14:18t/p684.801.636161.632361.63616480.0024646.00
1372009.06.09 12:24buy694.901.611001.608201.61200
1382009.06.09 12:28t/p694.901.612001.608201.61200490.0025136.00
1392009.06.09 13:06buy705.001.608241.605441.60924
1402009.06.09 13:14t/p705.001.609241.605441.60924500.0025636.00
1412009.06.10 12:28buy715.101.634291.631491.63529
1422009.06.10 12:34t/p715.101.635291.631491.63529510.0026146.00
1432009.06.11 15:17buy725.201.640711.637911.64171
1442009.06.11 15:19t/p725.201.641711.637911.64171520.0026666.00
1452009.06.12 03:37buy735.301.655411.652611.65641
1462009.06.12 03:45t/p735.301.656411.652611.65641530.0027196.00
1472009.06.16 16:27buy745.401.642451.639651.64345
1482009.06.16 16:30t/p745.401.643451.639651.64345540.0027736.00
1492009.06.16 16:37buy755.501.639871.637071.64087
1502009.06.16 17:32t/p755.501.640871.637071.64087550.0028286.00
1512009.06.17 15:51sell765.601.630041.633241.62864
1522009.06.17 16:05t/p765.601.628641.633241.62864784.0029070.00
1532009.06.19 03:11buy775.801.632401.629601.63340
1542009.06.19 03:20t/p775.801.633401.629601.63340580.0029650.00
1552009.06.24 01:49buy785.901.642841.640041.64384
1562009.06.24 01:59t/p785.901.643841.640041.64384590.0030240.00
1572009.06.24 14:27buy796.001.654221.651421.65522
1582009.06.24 14:30s/l796.001.651421.651421.65522-1680.0028560.00
1592009.06.24 14:30buy805.701.651621.648821.65262
1602009.06.24 14:31t/p805.701.652621.648821.65262570.0029130.00
1612009.06.24 14:31buy815.801.652821.650021.65382
1622009.06.24 14:37t/p815.801.653821.650021.65382580.0029710.00
1632009.06.26 07:49buy825.901.640651.637851.64165
1642009.06.26 07:59t/p825.901.641651.637851.64165590.0030300.00
1652009.06.30 11:30buy836.001.661251.658451.66225
1662009.06.30 11:33t/p836.001.662251.658451.66225600.0030900.00
1672009.07.01 17:59buy846.101.648691.645891.64969
1682009.07.01 18:03t/p846.101.649691.645891.64969610.0031510.00
1692009.07.02 14:08sell856.301.639621.642821.63822
1702009.07.02 14:33t/p856.301.638221.642821.63822882.0032392.00
1712009.07.06 14:19sell866.401.614201.617401.61280
1722009.07.06 14:27t/p866.401.612801.617401.61280896.0033288.00
1732009.07.08 07:52sell876.601.610511.613711.60911
1742009.07.08 08:26t/p876.601.609111.613711.60911924.0034212.00
1752009.07.10 03:16buy886.801.630221.627421.63122
1762009.07.10 05:06close886.801.629151.627421.63122-727.6033484.40
1772009.07.15 11:49buy896.601.633691.630891.63469
1782009.07.15 11:52t/p896.601.634691.630891.63469660.0034144.40
1792009.07.20 15:56buy906.801.649601.646801.65060
1802009.07.20 15:59t/p906.801.650601.646801.65060680.0034824.40
1812009.07.22 11:30sell916.901.636901.640101.63550
1822009.07.22 12:49t/p916.901.635501.640101.63550966.0035790.40
1832009.07.23 13:34buy927.101.648851.646051.64985
1842009.07.23 14:13t/p927.101.649851.646051.64985710.0036500.40
1852009.07.23 20:10buy937.301.653361.650561.65436
1862009.07.23 20:39t/p937.301.654361.650561.65436730.0037230.40
1872009.08.05 22:33buy947.401.699691.696891.70069
1882009.08.05 23:09t/p947.401.700691.696891.70069740.0037970.40
1892009.08.06 15:42sell957.501.690461.693661.68906
1902009.08.06 15:44t/p957.501.689061.693661.689061050.0039020.40
1912009.08.18 23:02buy967.801.655371.652571.65637
1922009.08.19 00:53close967.801.655411.652571.6563730.4239050.82
1932009.08.19 14:12sell977.801.642461.645661.64106
1942009.08.19 15:12t/p977.801.641061.645661.641061092.0040142.82
1952009.08.19 16:46sell988.001.644151.647351.64275
1962009.08.19 16:55t/p988.001.642751.647351.642751120.0041262.82
1972009.08.25 12:29sell998.201.639021.642221.63762
1982009.08.25 13:30t/p998.201.637621.642221.637621148.0042410.82
1992009.08.27 14:58sell1008.401.621341.624541.61994
2002009.08.27 15:31t/p1008.401.619941.624541.619941176.0043586.82
2012009.08.31 21:59buy1018.701.626961.624161.62796
2022009.08.31 22:54t/p1018.701.627961.624161.62796870.0044456.82
2032009.09.09 21:07buy1028.801.653481.650681.65448
2042009.09.09 22:57close1028.801.653621.650681.65448123.2044580.02
2052009.09.17 11:31buy1038.901.651101.648301.65210
2062009.09.17 11:43t/p1038.901.652101.648301.65210890.0045470.02
2072009.09.25 07:35sell1049.001.599841.603041.59844
2082009.09.25 09:08t/p1049.001.598441.603041.598441260.0046730.02
2092009.09.28 08:17sell1059.301.585051.588251.58365
2102009.09.28 08:25t/p1059.301.583651.588251.583651302.0048032.02
2112009.09.28 19:54buy1069.601.585651.582851.58665
2122009.09.28 20:04t/p1069.601.586651.582851.58665960.0048992.02
2132009.09.30 08:17buy1079.701.601081.598281.60208
2142009.09.30 08:47t/p1079.701.602081.598281.60208970.0049962.02
2152009.10.06 09:44buy1089.901.596421.593621.59742
2162009.10.06 09:50t/p1089.901.597421.593621.59742990.0050952.02
2172009.10.14 03:22buy10910.101.591191.588391.59219
2182009.10.14 04:29t/p10910.101.592191.588391.592191010.0051962.02
2192009.10.15 16:49buy11010.301.622011.619211.62301
2202009.10.15 16:56t/p11010.301.623011.619211.623011030.0052992.02
2212009.10.16 08:08buy11110.501.633741.630941.63474
2222009.10.16 08:58t/p11110.501.634741.630941.634741050.0054042.02
2232009.10.19 21:52buy11210.801.636771.633971.63777
2242009.10.19 23:30t/p11210.801.637771.633971.637771080.0055122.02
2252009.10.21 22:35buy11311.001.659891.657091.66089
2262009.10.22 00:00t/p11311.001.660891.657091.660891096.7056218.72
2272009.10.26 18:03buy11411.201.633031.630231.63403
2282009.10.26 18:43t/p11411.201.634031.630231.634031120.0057338.72
2292009.11.02 02:38sell11511.401.645711.648911.64431
2302009.11.02 03:02t/p11511.401.644311.648911.644311596.0058934.72
2312009.11.02 17:00sell11611.701.638501.641701.63710
2322009.11.02 17:19s/l11611.701.641701.641701.63710-3744.0055190.72
2332009.11.05 16:09buy11711.001.656171.653371.65717
2342009.11.05 16:12t/p11711.001.657171.653371.657171100.0056290.72
2352009.11.09 15:04buy11811.201.678011.675211.67901
2362009.11.09 16:01t/p11811.201.679011.675211.679011120.0057410.72
2372009.11.10 11:41sell11911.401.668931.672131.66753
2382009.11.10 12:02t/p11911.401.667531.672131.667531596.0059006.72
2392009.11.25 16:37buy12011.801.667801.665001.66880
2402009.11.25 17:00t/p12011.801.668801.665001.668801180.0060186.72
2412009.11.30 07:22buy12112.001.652251.649451.65325
2422009.11.30 07:27t/p12112.001.653251.649451.653251200.0061386.72
2432009.11.30 22:17sell12212.201.644251.647451.64285
2442009.12.01 00:17close12212.201.644421.647451.64285-239.1261147.60
2452009.12.01 22:34buy12312.201.661781.658981.66278
2462009.12.01 22:38t/p12312.201.662781.658981.662781220.0062367.60
2472009.12.02 15:56buy12412.401.666191.663391.66719
2482009.12.02 16:31t/p12412.401.667191.663391.667191240.0063607.60
2492009.12.02 18:08buy12512.701.663511.660711.66451
2502009.12.02 18:09t/p12512.701.664511.660711.664511270.0064877.60
2512009.12.07 16:47sell12612.901.637661.640861.63626
2522009.12.07 17:27s/l12612.901.640861.640861.63626-4128.0060749.60
2532009.12.11 09:08buy12712.101.628991.626191.62999
2542009.12.11 09:18t/p12712.101.629991.626191.629991210.0061959.60
2552009.12.15 02:54buy12812.301.628121.625321.62912
2562009.12.15 02:55t/p12812.301.629121.625321.629121230.0063189.60
2572009.12.24 10:19buy12912.601.598291.595491.59929
2582009.12.24 11:15t/p12912.601.599291.595491.599291260.0064449.60
2592009.12.29 11:59buy13012.801.602341.599541.60334
2602009.12.29 12:31s/l13012.801.599541.599541.60334-3584.0060865.60
2612010.01.14 00:04buy13112.101.627281.624481.62828
2622010.01.14 01:33t/p13112.101.628281.624481.628281210.0062075.60
2632010.01.19 10:54buy13212.401.639191.636391.64019
2642010.01.19 11:10t/p13212.401.640191.636391.640191240.0063315.60
2652010.01.19 16:39sell13312.601.636851.640051.63545
2662010.01.19 18:15t/p13312.601.635451.640051.635451764.0065079.60
2672010.01.20 11:30sell13413.001.631971.635171.63057
2682010.01.20 11:31t/p13413.001.630571.635171.630571820.0066899.60
2692010.01.21 16:23sell13513.301.620981.624181.61958
2702010.01.21 17:30t/p13513.301.619581.624181.619581862.0068761.60
2712010.01.22 11:24buy13613.701.622671.619871.62367
2722010.01.22 11:27t/p13613.701.623671.619871.623671370.0070131.60
2732010.01.27 16:08buy13714.001.619791.616991.62079
2742010.01.27 17:31t/p13714.001.620791.616991.620791400.0071531.60
2752010.01.28 16:59buy13814.301.622361.619561.62336
2762010.01.28 17:02s/l13814.301.619561.619561.62336-4004.0067527.60
2772010.02.01 09:10sell13913.501.597731.600931.59633
2782010.02.01 09:27t/p13913.501.596331.600931.596331890.0069417.60
2792010.02.02 01:32buy14013.801.594551.591751.59555
2802010.02.02 02:23t/p14013.801.595551.591751.595551380.0070797.60
2812010.02.03 11:34buy14114.101.601581.598781.60258
2822010.02.03 11:49t/p14114.101.602581.598781.602581410.0072207.60
2832010.02.10 04:26buy14214.401.568451.565651.56945
2842010.02.10 06:16close14214.401.568501.565651.5694572.0072279.60
2852010.02.11 12:22sell14314.401.561331.564531.55993
2862010.02.11 13:00t/p14314.401.559931.564531.559932016.0074295.60
2872010.03.01 18:09sell14414.801.497931.501131.49653
2882010.03.01 18:14t/p14414.801.496531.501131.496532072.0076367.60
2892010.03.03 21:47buy14515.201.509181.506381.51018
2902010.03.03 22:43t/p14515.201.510181.506381.510181520.0077887.60
2912010.03.09 10:07sell14615.501.502161.505361.50076
2922010.03.09 10:23t/p14615.501.500761.505361.500762170.0080057.60
2932010.03.10 13:34sell14716.001.493951.497151.49255
2942010.03.10 14:16t/p14716.001.492551.497151.492552240.0082297.60
2952010.03.11 15:44buy14816.401.501861.499061.50286
2962010.03.11 17:25t/p14816.401.502861.499061.502861640.0083937.60
2972010.03.26 12:19sell14916.701.488231.491431.48683
2982010.03.26 12:27t/p14916.701.486831.491431.486832338.0086275.60
2992010.03.31 22:02buy15017.201.517311.514511.51831
3002010.03.31 22:57t/p15017.201.518311.514511.518311720.0087995.60
3012010.05.10 15:26buy15117.501.497351.494551.49835
3022010.05.10 15:29t/p15117.501.498351.494551.498351750.0089745.60
3032010.05.11 21:41buy15217.901.494951.492151.49595
3042010.05.11 21:43t/p15217.901.495951.492151.495951790.0091535.60
3052010.05.18 02:07buy15318.301.446321.443521.44732
3062010.05.18 03:10t/p15318.301.447321.443521.447321830.0093365.60
3072010.05.24 02:42buy15418.601.444401.441601.44540
3082010.05.24 03:02t/p15418.601.445401.441601.445401860.0095225.60
3092010.05.26 21:33buy15519.001.440811.438011.44181
3102010.05.26 21:41t/p15519.001.441811.438011.441811900.0097125.60
3112010.06.02 06:02buy15619.401.470661.467861.47166
3122010.06.02 06:36s/l15619.401.467861.467861.47166-5432.0091693.60
3132010.06.08 18:33sell15718.301.440451.443651.43905
3142010.06.08 18:43t/p15718.301.439051.443651.439052562.0094255.60
3152010.06.09 20:49buy15818.801.453901.451101.45490
3162010.06.09 20:53t/p15818.801.454901.451101.454901880.0096135.60
3172010.06.17 17:47buy15919.201.477841.475041.47884
3182010.06.17 17:49t/p15919.201.478841.475041.478841920.0098055.60
3192010.06.24 02:43buy16019.601.495531.492731.49653
3202010.06.24 02:48t/p16019.601.496531.492731.496531960.00100015.60