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 profit165487.44Gross profit222062.38Gross loss-56574.94
Profit factor3.93Expected payoff1034.30
Absolute drawdown506.50Maximal drawdown17454.00 (10.22%)Relative drawdown17.95% (2076.50)
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 trade5502.00loss trade-11844.00
Averageprofit trade1531.46loss trade-3771.66
Maximumconsecutive wins (profit in money)27 (46158.38)consecutive losses (loss in money)1 (-11844.00)
Maximalconsecutive profit (count of wins)61774.00 (17)consecutive loss (count of losses)-11844.00 (1)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:00buy12.501.461351.458551.46235
22009.01.02 09:00t/p12.501.462351.458551.46235250.0010250.00
32009.01.05 10:22buy22.501.451561.448761.45256
42009.01.05 10:24t/p22.501.452561.448761.45256250.0010500.00
52009.01.07 06:46buy32.601.489001.486201.49000
62009.01.07 07:25t/p32.601.490001.486201.49000260.0010760.00
72009.01.07 20:13buy42.601.515701.512901.51670
82009.01.07 20:20t/p42.601.516701.512901.51670260.0011020.00
92009.01.07 21:25buy52.701.511801.509001.51280
102009.01.07 21:28t/p52.701.512801.509001.51280270.0011290.00
112009.01.08 16:54buy62.801.523251.520451.52425
122009.01.08 16:55t/p62.801.524251.520451.52425280.0011570.00
132009.01.09 02:09buy72.801.520611.517811.52161
142009.01.09 02:51s/l72.801.517811.517811.52161-784.0010786.00
152009.01.12 09:56sell82.601.510641.513841.50924
162009.01.12 10:03t/p82.601.509241.513841.50924364.0011150.00
172009.01.20 07:54sell92.701.426461.429661.42506
182009.01.20 07:55s/l92.701.429661.429661.42506-864.0010286.00
192009.01.20 07:55sell102.501.430631.433831.42923
202009.01.20 07:58t/p102.501.429231.433831.42923350.0010636.00
212009.01.20 18:51sell112.601.403451.406651.40205
222009.01.20 18:56t/p112.601.402051.406651.40205364.0011000.00
232009.01.21 06:06buy122.701.394601.391801.39560
242009.01.21 06:07t/p122.701.395601.391801.39560270.0011270.00
252009.01.22 15:58sell132.801.381081.384281.37968
262009.01.22 16:02t/p132.801.379681.384281.37968392.0011662.00
272009.01.28 09:20buy142.901.421421.418621.42242
282009.01.28 09:20t/p142.901.422421.418621.42242290.0011952.00
292009.02.04 00:45buy152.901.442341.439541.44334
302009.02.04 00:47t/p152.901.443341.439541.44334290.0012242.00
312009.02.04 02:06buy163.001.440001.437201.44100
322009.02.04 02:24t/p163.001.441001.437201.44100300.0012542.00
332009.02.05 15:37buy173.101.456331.453531.45733
342009.02.05 15:55t/p173.101.457331.453531.45733310.0012852.00
352009.02.10 00:00buy183.201.488901.486101.48990
362009.02.10 00:01t/p183.201.489901.486101.48990320.0013172.00
372009.02.10 04:28sell193.201.486861.490061.48546
382009.02.10 04:32t/p193.201.485461.490061.48546448.0013620.00
392009.02.11 11:43sell203.401.450601.453801.44920
402009.02.11 11:46t/p203.401.449201.453801.44920476.0014096.00
412009.02.12 17:45sell213.501.426501.429701.42510
422009.02.12 17:46t/p213.501.425101.429701.42510490.0014586.00
432009.02.12 17:48sell223.601.426601.429801.42520
442009.02.12 17:52t/p223.601.425201.429801.42520504.0015090.00
452009.02.13 09:03buy233.701.434701.431901.43570
462009.02.13 09:06t/p233.701.435701.431901.43570370.0015460.00
472009.02.16 10:02sell243.801.424011.427211.42261
482009.02.16 10:05t/p243.801.422611.427211.42261532.0015992.00
492009.02.16 11:13sell253.901.426431.429631.42503
502009.02.16 11:20t/p253.901.425031.429631.42503546.0016538.00
512009.02.16 17:40buy264.101.425701.422901.42670
522009.02.16 17:44t/p264.101.426701.422901.42670410.0016948.00
532009.02.17 11:30sell274.201.418231.421431.41683
542009.02.17 11:32s/l274.201.421431.421431.41683-1344.0015604.00
552009.02.17 11:32sell283.901.421361.424561.41996
562009.02.17 11:35t/p283.901.419961.424561.41996546.0016150.00
572009.02.19 07:23buy294.001.424151.421351.42515
582009.02.19 07:47t/p294.001.425151.421351.42515400.0016550.00
592009.02.23 07:25buy304.101.449601.446801.45060
602009.02.23 07:32t/p304.101.450601.446801.45060410.0016960.00
612009.02.25 05:59buy314.201.450881.448081.45188
622009.02.25 06:30t/p314.201.451881.448081.45188420.0017380.00
632009.02.25 11:43buy324.301.452881.450081.45388
642009.02.25 11:55s/l324.301.450081.450081.45388-1204.0016176.00
652009.03.02 22:12sell334.001.406581.409781.40518
662009.03.02 22:20t/p334.001.405181.409781.40518560.0016736.00
672009.03.03 09:27buy344.101.408151.405351.40915
682009.03.03 09:52t/p344.101.409151.405351.40915410.0017146.00
692009.03.11 15:35buy354.201.377401.374601.37840
702009.03.11 15:36t/p354.201.378401.374601.37840420.0017566.00
712009.03.11 15:43buy364.301.375801.373001.37680
722009.03.11 15:45t/p364.301.376801.373001.37680430.0017996.00
732009.03.13 00:02buy374.401.391641.388841.39264
742009.03.13 00:03t/p374.401.392641.388841.39264440.0018436.00
752009.03.13 14:58buy384.601.397211.394411.39821
762009.03.13 15:12t/p384.601.398211.394411.39821460.0018896.00
772009.03.18 02:53buy394.701.403601.400801.40460
782009.03.18 02:55t/p394.701.404601.400801.40460470.0019366.00
792009.03.18 14:33sell404.801.394401.397601.39300
802009.03.18 14:40t/p404.801.393001.397601.39300672.0020038.00
812009.03.19 02:29buy415.001.423001.420201.42400
822009.03.19 02:41t/p415.001.424001.420201.42400500.0020538.00
832009.03.19 08:01buy425.101.419101.416301.42010
842009.03.19 08:13t/p425.101.420101.416301.42010510.0021048.00
852009.03.19 20:48buy435.201.449201.446401.45020
862009.03.19 20:49t/p435.201.450201.446401.45020520.0021568.00
872009.03.20 01:18buy445.301.448101.445301.44910
882009.03.20 01:24t/p445.301.449101.445301.44910530.0022098.00
892009.03.24 14:46buy455.501.469451.466651.47045
902009.03.24 14:49s/l455.501.466651.466651.47045-1540.0020558.00
912009.03.24 14:49buy465.101.466761.463961.46776
922009.03.24 14:52t/p465.101.467761.463961.46776510.0021068.00
932009.03.25 12:39sell475.201.464291.467491.46289
942009.03.25 12:48t/p475.201.462891.467491.46289728.0021796.00
952009.03.31 23:17buy485.401.432131.429331.43313
962009.03.31 23:25t/p485.401.433131.429331.43313540.0022336.00
972009.04.06 09:05buy495.501.489591.486791.49059
982009.04.06 09:07t/p495.501.490591.486791.49059550.0022886.00
992009.04.06 09:09buy505.701.489541.486741.49054
1002009.04.06 09:14t/p505.701.490541.486741.49054570.0023456.00
1012009.04.13 12:49buy515.801.467431.464631.46843
1022009.04.13 12:53t/p515.801.468431.464631.46843580.0024036.00
1032009.04.14 15:17buy526.001.487331.484531.48833
1042009.04.14 15:17t/p526.001.488331.484531.48833600.0024636.00
1052009.04.15 14:51buy536.101.493611.490811.49461
1062009.04.15 14:51t/p536.101.494611.490811.49461610.0025246.00
1072009.04.16 05:00buy546.301.501701.498901.50270
1082009.04.16 05:03t/p546.301.502701.498901.50270630.0025876.00
1092009.04.16 05:04buy556.401.501711.498911.50271
1102009.04.16 05:13t/p556.401.502711.498911.50271640.0026516.00
1112009.04.24 02:36buy566.601.469611.466811.47061
1122009.04.24 03:03s/l566.601.466811.466811.47061-1848.0024668.00
1132009.04.29 00:34buy576.101.461331.458531.46233
1142009.04.29 00:35t/p576.101.462331.458531.46233610.0025278.00
1152009.05.05 03:46buy586.301.500331.497531.50133
1162009.05.05 05:19t/p586.301.501331.497531.50133630.0025908.00
1172009.05.11 01:08buy596.401.521061.518261.52206
1182009.05.11 02:34t/p596.401.522061.518261.52206640.0026548.00
1192009.05.13 19:14sell606.601.520601.523801.51920
1202009.05.13 19:24t/p606.601.519201.523801.51920924.0027472.00
1212009.05.19 02:52buy616.801.532321.529521.53332
1222009.05.19 03:21t/p616.801.533321.529521.53332680.0028152.00
1232009.05.21 07:42buy627.001.577001.574201.57800
1242009.05.21 09:08t/p627.001.578001.574201.57800700.0028852.00
1252009.05.21 15:16sell637.201.568431.571631.56703
1262009.05.21 15:21t/p637.201.567031.571631.567031008.0029860.00
1272009.05.25 03:02buy647.401.589961.587161.59096
1282009.05.25 03:16s/l647.401.587161.587161.59096-2072.0027788.00
1292009.05.26 01:50buy656.901.590491.587691.59149
1302009.05.26 03:18t/p656.901.591491.587691.59149690.0028478.00
1312009.05.27 22:27buy667.101.601231.598431.60223
1322009.05.27 22:47t/p667.101.602231.598431.60223710.0029188.00
1332009.06.01 01:44buy677.201.617251.614451.61825
1342009.06.01 02:07t/p677.201.618251.614451.61825720.0029908.00
1352009.06.01 14:18buy687.401.635161.632361.63616
1362009.06.01 14:18t/p687.401.636161.632361.63616740.0030648.00
1372009.06.09 12:24buy697.601.611001.608201.61200
1382009.06.09 12:28t/p697.601.612001.608201.61200760.0031408.00
1392009.06.09 13:06buy707.801.608241.605441.60924
1402009.06.09 13:14t/p707.801.609241.605441.60924780.0032188.00
1412009.06.10 12:28buy718.001.634291.631491.63529
1422009.06.10 12:34t/p718.001.635291.631491.63529800.0032988.00
1432009.06.11 15:17buy728.201.640711.637911.64171
1442009.06.11 15:19t/p728.201.641711.637911.64171820.0033808.00
1452009.06.12 03:37buy738.401.655411.652611.65641
1462009.06.12 03:45t/p738.401.656411.652611.65641840.0034648.00
1472009.06.16 16:27buy748.601.642451.639651.64345
1482009.06.16 16:30t/p748.601.643451.639651.64345860.0035508.00
1492009.06.16 16:37buy758.801.639871.637071.64087
1502009.06.16 17:32t/p758.801.640871.637071.64087880.0036388.00
1512009.06.17 15:51sell769.001.630041.633241.62864
1522009.06.17 16:05t/p769.001.628641.633241.628641260.0037648.00
1532009.06.19 03:11buy779.401.632401.629601.63340
1542009.06.19 03:20t/p779.401.633401.629601.63340940.0038588.00
1552009.06.24 01:49buy789.601.642841.640041.64384
1562009.06.24 01:59t/p789.601.643841.640041.64384960.0039548.00
1572009.06.24 14:27buy799.801.654221.651421.65522
1582009.06.24 14:30s/l799.801.651421.651421.65522-2744.0036804.00
1592009.06.24 14:30buy809.201.651621.648821.65262
1602009.06.24 14:31t/p809.201.652621.648821.65262920.0037724.00
1612009.06.24 14:31buy819.401.652821.650021.65382
1622009.06.24 14:37t/p819.401.653821.650021.65382940.0038664.00
1632009.06.26 07:49buy829.601.640651.637851.64165
1642009.06.26 07:59t/p829.601.641651.637851.64165960.0039624.00
1652009.06.30 11:30buy839.901.661251.658451.66225
1662009.06.30 11:33t/p839.901.662251.658451.66225990.0040614.00
1672009.07.01 17:59buy8410.101.648691.645891.64969
1682009.07.01 18:03t/p8410.101.649691.645891.649691010.0041624.00
1692009.07.02 14:08sell8510.401.639621.642821.63822
1702009.07.02 14:33t/p8510.401.638221.642821.638221456.0043080.00
1712009.07.06 14:19sell8610.701.614201.617401.61280
1722009.07.06 14:27t/p8610.701.612801.617401.612801498.0044578.00
1732009.07.08 07:52sell8711.101.610511.613711.60911
1742009.07.08 08:26t/p8711.101.609111.613711.609111554.0046132.00
1752009.07.10 03:16buy8811.501.630221.627421.63122
1762009.07.10 05:06close8811.501.629151.627421.63122-1230.5044901.50
1772009.07.15 11:49buy8911.201.633691.630891.63469
1782009.07.15 11:52t/p8911.201.634691.630891.634691120.0046021.50
1792009.07.20 15:56buy9011.501.649601.646801.65060
1802009.07.20 15:59t/p9011.501.650601.646801.650601150.0047171.50
1812009.07.22 11:30sell9111.701.636901.640101.63550
1822009.07.22 12:49t/p9111.701.635501.640101.635501638.0048809.50
1832009.07.23 13:34buy9212.201.648851.646051.64985
1842009.07.23 14:13t/p9212.201.649851.646051.649851220.0050029.50
1852009.07.23 20:10buy9312.501.653361.650561.65436
1862009.07.23 20:39t/p9312.501.654361.650561.654361250.0051279.50
1872009.08.05 22:33buy9412.801.699691.696891.70069
1882009.08.05 23:09t/p9412.801.700691.696891.700691280.0052559.50
1892009.08.06 15:42sell9513.101.690461.693661.68906
1902009.08.06 15:44t/p9513.101.689061.693661.689061834.0054393.50
1912009.08.18 23:02buy9613.501.655371.652571.65637
1922009.08.19 00:53close9613.501.655411.652571.6563752.6554446.15
1932009.08.19 14:12sell9713.601.642461.645661.64106
1942009.08.19 15:12t/p9713.601.641061.645661.641061904.0056350.15
1952009.08.19 16:46sell9814.001.644151.647351.64275
1962009.08.19 16:55t/p9814.001.642751.647351.642751960.0058310.15
1972009.08.25 12:29sell9914.501.639021.642221.63762
1982009.08.25 13:30t/p9914.501.637621.642221.637622030.0060340.15
1992009.08.27 14:58sell10015.001.621341.624541.61994
2002009.08.27 15:31t/p10015.001.619941.624541.619942100.0062440.15
2012009.08.31 21:59buy10115.601.626961.624161.62796
2022009.08.31 22:54t/p10115.601.627961.624161.627961560.0064000.15
2032009.09.09 21:07buy10216.001.653481.650681.65448
2042009.09.09 22:57close10216.001.653621.650681.65448224.0064224.15
2052009.09.17 11:31buy10316.001.651101.648301.65210
2062009.09.17 11:43t/p10316.001.652101.648301.652101600.0065824.15
2072009.09.25 07:35sell10416.401.599841.603041.59844
2082009.09.25 09:08t/p10416.401.598441.603041.598442296.0068120.15
2092009.09.28 08:17sell10517.001.585051.588251.58365
2102009.09.28 08:25t/p10517.001.583651.588251.583652380.0070500.15
2112009.09.28 19:54buy10617.601.585651.582851.58665
2122009.09.28 20:04t/p10617.601.586651.582851.586651760.0072260.15
2132009.09.30 08:17buy10718.001.601081.598281.60208
2142009.09.30 08:47t/p10718.001.602081.598281.602081800.0074060.15
2152009.10.06 09:44buy10818.501.596421.593621.59742
2162009.10.06 09:50t/p10818.501.597421.593621.597421850.0075910.15
2172009.10.14 03:22buy10918.901.591191.588391.59219
2182009.10.14 04:29t/p10918.901.592191.588391.592191890.0077800.15
2192009.10.15 16:49buy11019.401.622011.619211.62301
2202009.10.15 16:56t/p11019.401.623011.619211.623011940.0079740.15
2212009.10.16 08:08buy11119.901.633741.630941.63474
2222009.10.16 08:58t/p11119.901.634741.630941.634741990.0081730.15
2232009.10.19 21:52buy11220.401.636771.633971.63777
2242009.10.19 23:30t/p11220.401.637771.633971.637772040.0083770.15
2252009.10.21 22:35buy11320.901.659891.657091.66089
2262009.10.22 00:00t/p11320.901.660891.657091.660892083.7385853.88
2272009.10.26 18:03buy11421.401.633031.630231.63403
2282009.10.26 18:43t/p11421.401.634031.630231.634032140.0087993.88
2292009.11.02 02:38sell11521.901.645711.648911.64431
2302009.11.02 03:02t/p11521.901.644311.648911.644313066.0091059.88
2312009.11.02 17:00sell11622.701.638501.641701.63710
2322009.11.02 17:19s/l11622.701.641701.641701.63710-7264.0083795.88
2332009.11.05 16:09buy11720.901.656171.653371.65717
2342009.11.05 16:12t/p11720.901.657171.653371.657172090.0085885.88
2352009.11.09 15:04buy11821.401.678011.675211.67901
2362009.11.09 16:01t/p11821.401.679011.675211.679012140.0088025.88
2372009.11.10 11:41sell11922.001.668931.672131.66753
2382009.11.10 12:02t/p11922.001.667531.672131.667533080.0091105.88
2392009.11.25 16:37buy12022.701.667801.665001.66880
2402009.11.25 17:00t/p12022.701.668801.665001.668802270.0093375.88
2412009.11.30 07:22buy12123.301.652251.649451.65325
2422009.11.30 07:27t/p12123.301.653251.649451.653252330.0095705.88
2432009.11.30 22:17sell12223.901.644251.647451.64285
2442009.12.01 00:17close12223.901.644421.647451.64285-468.4495237.44
2452009.12.01 22:34buy12323.801.661781.658981.66278
2462009.12.01 22:38t/p12323.801.662781.658981.662782380.0097617.44
2472009.12.02 15:56buy12424.401.666191.663391.66719
2482009.12.02 16:31t/p12424.401.667191.663391.667192440.00100057.44
2492009.12.02 18:08buy12525.001.663511.660711.66451
2502009.12.02 18:09t/p12525.001.664511.660711.664512500.00102557.44
2512009.12.07 16:47sell12625.601.637661.640861.63626
2522009.12.07 17:27s/l12625.601.640861.640861.63626-8192.0094365.44
2532009.12.11 09:08buy12723.501.628991.626191.62999
2542009.12.11 09:18t/p12723.501.629991.626191.629992350.0096715.44
2552009.12.15 02:54buy12824.101.628121.625321.62912
2562009.12.15 02:55t/p12824.101.629121.625321.629122410.0099125.44
2572009.12.24 10:19buy12924.701.598291.595491.59929
2582009.12.24 11:15t/p12924.701.599291.595491.599292470.00101595.44
2592009.12.29 11:59buy13025.301.602341.599541.60334
2602009.12.29 12:31s/l13025.301.599541.599541.60334-7084.0094511.44
2612010.01.14 00:04buy13123.601.627281.624481.62828
2622010.01.14 01:33t/p13123.601.628281.624481.628282360.0096871.44
2632010.01.19 10:54buy13224.201.639191.636391.64019
2642010.01.19 11:10t/p13224.201.640191.636391.640192420.0099291.44
2652010.01.19 16:39sell13324.801.636851.640051.63545
2662010.01.19 18:15t/p13324.801.635451.640051.635453472.00102763.44
2672010.01.20 11:30sell13425.601.631971.635171.63057
2682010.01.20 11:31t/p13425.601.630571.635171.630573584.00106347.44
2692010.01.21 16:23sell13526.501.620981.624181.61958
2702010.01.21 17:30t/p13526.501.619581.624181.619583710.00110057.44
2712010.01.22 11:24buy13627.501.622671.619871.62367
2722010.01.22 11:27t/p13627.501.623671.619871.623672750.00112807.44
2732010.01.27 16:08buy13728.201.619791.616991.62079
2742010.01.27 17:31t/p13728.201.620791.616991.620792820.00115627.44
2752010.01.28 16:59buy13828.901.622361.619561.62336
2762010.01.28 17:02s/l13828.901.619561.619561.62336-8092.00107535.44
2772010.02.01 09:10sell13926.801.597731.600931.59633
2782010.02.01 09:27t/p13926.801.596331.600931.596333752.00111287.44
2792010.02.02 01:32buy14027.801.594551.591751.59555
2802010.02.02 02:23t/p14027.801.595551.591751.595552780.00114067.44
2812010.02.03 11:34buy14128.501.601581.598781.60258
2822010.02.03 11:49t/p14128.501.602581.598781.602582850.00116917.44
2832010.02.10 04:26buy14229.201.568451.565651.56945
2842010.02.10 06:16close14229.201.568501.565651.56945146.00117063.44
2852010.02.11 12:22sell14329.201.561331.564531.55993
2862010.02.11 13:00t/p14329.201.559931.564531.559934088.00121151.44
2872010.03.01 18:09sell14430.201.497931.501131.49653
2882010.03.01 18:14t/p14430.201.496531.501131.496534228.00125379.44
2892010.03.03 21:47buy14531.301.509181.506381.51018
2902010.03.03 22:43t/p14531.301.510181.506381.510183130.00128509.44
2912010.03.09 10:07sell14632.101.502161.505361.50076
2922010.03.09 10:23t/p14632.101.500761.505361.500764494.00133003.44
2932010.03.10 13:34sell14733.201.493951.497151.49255
2942010.03.10 14:16t/p14733.201.492551.497151.492554648.00137651.44
2952010.03.11 15:44buy14834.401.501861.499061.50286
2962010.03.11 17:25t/p14834.401.502861.499061.502863440.00141091.44
2972010.03.26 12:19sell14935.201.488231.491431.48683
2982010.03.26 12:27t/p14935.201.486831.491431.486834928.00146019.44
2992010.03.31 22:02buy15036.501.517311.514511.51831
3002010.03.31 22:57t/p15036.501.518311.514511.518313650.00149669.44
3012010.05.10 15:26buy15137.401.497351.494551.49835
3022010.05.10 15:29t/p15137.401.498351.494551.498353740.00153409.44
3032010.05.11 21:41buy15238.301.494951.492151.49595
3042010.05.11 21:43t/p15238.301.495951.492151.495953830.00157239.44
3052010.05.18 02:07buy15339.301.446321.443521.44732
3062010.05.18 03:10t/p15339.301.447321.443521.447323930.00161169.44
3072010.05.24 02:42buy15440.201.444401.441601.44540
3082010.05.24 03:02t/p15440.201.445401.441601.445404020.00165189.44
3092010.05.26 21:33buy15541.201.440811.438011.44181
3102010.05.26 21:41t/p15541.201.441811.438011.441814120.00169309.44
3112010.06.02 06:02buy15642.301.470661.467861.47166
3122010.06.02 06:36s/l15642.301.467861.467861.47166-11844.00157465.44
3132010.06.08 18:33sell15739.301.440451.443651.43905
3142010.06.08 18:43t/p15739.301.439051.443651.439055502.00162967.44
3152010.06.09 20:49buy15840.701.453901.451101.45490
3162010.06.09 20:53t/p15840.701.454901.451101.454904070.00167037.44
3172010.06.17 17:47buy15941.701.477841.475041.47884
3182010.06.17 17:49t/p15941.701.478841.475041.478844170.00171207.44
3192010.06.24 02:43buy16042.801.495531.492731.49653
3202010.06.24 02:48t/p16042.801.496531.492731.496534280.00175487.44