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 profit7293.51Gross profit9679.43Gross loss-2385.92
Profit factor4.06Expected payoff45.58
Absolute drawdown92.50Maximal drawdown420.70 (2.69%)Relative drawdown3.77% (388.50)
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 trade112.00loss trade-224.00
Averageprofit trade66.75loss trade-159.06
Maximumconsecutive wins (profit in money)27 (1893.93)consecutive losses (loss in money)1 (-224.00)
Maximalconsecutive profit (count of wins)1893.93 (27)consecutive loss (count of losses)-224.00 (1)
Averageconsecutive wins9consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.02 09:00buy10.501.461351.458551.46235
22009.01.02 09:00t/p10.501.462351.458551.4623550.0010050.00
32009.01.05 10:22buy20.501.451561.448761.45256
42009.01.05 10:24t/p20.501.452561.448761.4525650.0010100.00
52009.01.07 06:46buy30.501.489001.486201.49000
62009.01.07 07:25t/p30.501.490001.486201.4900050.0010150.00
72009.01.07 20:13buy40.501.515701.512901.51670
82009.01.07 20:20t/p40.501.516701.512901.5167050.0010200.00
92009.01.07 21:25buy50.501.511801.509001.51280
102009.01.07 21:28t/p50.501.512801.509001.5128050.0010250.00
112009.01.08 16:54buy60.501.523251.520451.52425
122009.01.08 16:55t/p60.501.524251.520451.5242550.0010300.00
132009.01.09 02:09buy70.501.520611.517811.52161
142009.01.09 02:51s/l70.501.517811.517811.52161-140.0010160.00
152009.01.12 09:56sell80.501.510641.513841.50924
162009.01.12 10:03t/p80.501.509241.513841.5092470.0010230.00
172009.01.20 07:54sell90.501.426461.429661.42506
182009.01.20 07:55s/l90.501.429661.429661.42506-160.0010070.00
192009.01.20 07:55sell100.501.430631.433831.42923
202009.01.20 07:58t/p100.501.429231.433831.4292370.0010140.00
212009.01.20 18:51sell110.501.403451.406651.40205
222009.01.20 18:56t/p110.501.402051.406651.4020570.0010210.00
232009.01.21 06:06buy120.501.394601.391801.39560
242009.01.21 06:07t/p120.501.395601.391801.3956050.0010260.00
252009.01.22 15:58sell130.501.381081.384281.37968
262009.01.22 16:02t/p130.501.379681.384281.3796870.0010330.00
272009.01.28 09:20buy140.501.421421.418621.42242
282009.01.28 09:20t/p140.501.422421.418621.4224250.0010380.00
292009.02.04 00:45buy150.501.442341.439541.44334
302009.02.04 00:47t/p150.501.443341.439541.4433450.0010430.00
312009.02.04 02:06buy160.501.440001.437201.44100
322009.02.04 02:24t/p160.501.441001.437201.4410050.0010480.00
332009.02.05 15:37buy170.501.456331.453531.45733
342009.02.05 15:55t/p170.501.457331.453531.4573350.0010530.00
352009.02.10 00:00buy180.501.488901.486101.48990
362009.02.10 00:01t/p180.501.489901.486101.4899050.0010580.00
372009.02.10 04:28sell190.501.486861.490061.48546
382009.02.10 04:32t/p190.501.485461.490061.4854670.0010650.00
392009.02.11 11:43sell200.501.450601.453801.44920
402009.02.11 11:46t/p200.501.449201.453801.4492070.0010720.00
412009.02.12 17:45sell210.501.426501.429701.42510
422009.02.12 17:46t/p210.501.425101.429701.4251070.0010790.00
432009.02.12 17:48sell220.501.426601.429801.42520
442009.02.12 17:52t/p220.501.425201.429801.4252070.0010860.00
452009.02.13 09:03buy230.501.434701.431901.43570
462009.02.13 09:06t/p230.501.435701.431901.4357050.0010910.00
472009.02.16 10:02sell240.501.424011.427211.42261
482009.02.16 10:05t/p240.501.422611.427211.4226170.0010980.00
492009.02.16 11:13sell250.501.426431.429631.42503
502009.02.16 11:20t/p250.501.425031.429631.4250370.0011050.00
512009.02.16 17:40buy260.501.425701.422901.42670
522009.02.16 17:44t/p260.501.426701.422901.4267050.0011100.00
532009.02.17 11:30sell270.501.418231.421431.41683
542009.02.17 11:32s/l270.501.421431.421431.41683-160.0010940.00
552009.02.17 11:32sell280.501.421361.424561.41996
562009.02.17 11:35t/p280.501.419961.424561.4199670.0011010.00
572009.02.19 07:23buy290.501.424151.421351.42515
582009.02.19 07:47t/p290.501.425151.421351.4251550.0011060.00
592009.02.23 07:25buy300.501.449601.446801.45060
602009.02.23 07:32t/p300.501.450601.446801.4506050.0011110.00
612009.02.25 05:59buy310.501.450881.448081.45188
622009.02.25 06:30t/p310.501.451881.448081.4518850.0011160.00
632009.02.25 11:43buy320.501.452881.450081.45388
642009.02.25 11:55s/l320.501.450081.450081.45388-140.0011020.00
652009.03.02 22:12sell330.501.406581.409781.40518
662009.03.02 22:20t/p330.501.405181.409781.4051870.0011090.00
672009.03.03 09:27buy340.501.408151.405351.40915
682009.03.03 09:52t/p340.501.409151.405351.4091550.0011140.00
692009.03.11 15:35buy350.501.377401.374601.37840
702009.03.11 15:36t/p350.501.378401.374601.3784050.0011190.00
712009.03.11 15:43buy360.501.375801.373001.37680
722009.03.11 15:45t/p360.501.376801.373001.3768050.0011240.00
732009.03.13 00:02buy370.501.391641.388841.39264
742009.03.13 00:03t/p370.501.392641.388841.3926450.0011290.00
752009.03.13 14:58buy380.501.397211.394411.39821
762009.03.13 15:12t/p380.501.398211.394411.3982150.0011340.00
772009.03.18 02:53buy390.501.403601.400801.40460
782009.03.18 02:55t/p390.501.404601.400801.4046050.0011390.00
792009.03.18 14:33sell400.501.394401.397601.39300
802009.03.18 14:40t/p400.501.393001.397601.3930070.0011460.00
812009.03.19 02:29buy410.501.423001.420201.42400
822009.03.19 02:41t/p410.501.424001.420201.4240050.0011510.00
832009.03.19 08:01buy420.501.419101.416301.42010
842009.03.19 08:13t/p420.501.420101.416301.4201050.0011560.00
852009.03.19 20:48buy430.501.449201.446401.45020
862009.03.19 20:49t/p430.501.450201.446401.4502050.0011610.00
872009.03.20 01:18buy440.501.448101.445301.44910
882009.03.20 01:24t/p440.501.449101.445301.4491050.0011660.00
892009.03.24 14:46buy450.501.469451.466651.47045
902009.03.24 14:49s/l450.501.466651.466651.47045-140.0011520.00
912009.03.24 14:49buy460.501.466761.463961.46776
922009.03.24 14:52t/p460.501.467761.463961.4677650.0011570.00
932009.03.25 12:39sell470.501.464291.467491.46289
942009.03.25 12:48t/p470.501.462891.467491.4628970.0011640.00
952009.03.31 23:17buy480.501.432131.429331.43313
962009.03.31 23:25t/p480.501.433131.429331.4331350.0011690.00
972009.04.06 09:05buy490.501.489591.486791.49059
982009.04.06 09:07t/p490.501.490591.486791.4905950.0011740.00
992009.04.06 09:09buy500.501.489541.486741.49054
1002009.04.06 09:14t/p500.501.490541.486741.4905450.0011790.00
1012009.04.13 12:49buy510.501.467431.464631.46843
1022009.04.13 12:53t/p510.501.468431.464631.4684350.0011840.00
1032009.04.14 15:17buy520.501.487331.484531.48833
1042009.04.14 15:17t/p520.501.488331.484531.4883350.0011890.00
1052009.04.15 14:51buy530.501.493611.490811.49461
1062009.04.15 14:51t/p530.501.494611.490811.4946150.0011940.00
1072009.04.16 05:00buy540.501.501701.498901.50270
1082009.04.16 05:03t/p540.501.502701.498901.5027050.0011990.00
1092009.04.16 05:04buy550.501.501711.498911.50271
1102009.04.16 05:13t/p550.501.502711.498911.5027150.0012040.00
1112009.04.24 02:36buy560.601.469611.466811.47061
1122009.04.24 03:03s/l560.601.466811.466811.47061-168.0011872.00
1132009.04.29 00:34buy570.501.461331.458531.46233
1142009.04.29 00:35t/p570.501.462331.458531.4623350.0011922.00
1152009.05.05 03:46buy580.501.500331.497531.50133
1162009.05.05 05:19t/p580.501.501331.497531.5013350.0011972.00
1172009.05.11 01:08buy590.501.521061.518261.52206
1182009.05.11 02:34t/p590.501.522061.518261.5220650.0012022.00
1192009.05.13 19:14sell600.601.520601.523801.51920
1202009.05.13 19:24t/p600.601.519201.523801.5192084.0012106.00
1212009.05.19 02:52buy610.601.532321.529521.53332
1222009.05.19 03:21t/p610.601.533321.529521.5333260.0012166.00
1232009.05.21 07:42buy620.601.577001.574201.57800
1242009.05.21 09:08t/p620.601.578001.574201.5780060.0012226.00
1252009.05.21 15:16sell630.601.568431.571631.56703
1262009.05.21 15:21t/p630.601.567031.571631.5670384.0012310.00
1272009.05.25 03:02buy640.601.589961.587161.59096
1282009.05.25 03:16s/l640.601.587161.587161.59096-168.0012142.00
1292009.05.26 01:50buy650.601.590491.587691.59149
1302009.05.26 03:18t/p650.601.591491.587691.5914960.0012202.00
1312009.05.27 22:27buy660.601.601231.598431.60223
1322009.05.27 22:47t/p660.601.602231.598431.6022360.0012262.00
1332009.06.01 01:44buy670.601.617251.614451.61825
1342009.06.01 02:07t/p670.601.618251.614451.6182560.0012322.00
1352009.06.01 14:18buy680.601.635161.632361.63616
1362009.06.01 14:18t/p680.601.636161.632361.6361660.0012382.00
1372009.06.09 12:24buy690.601.611001.608201.61200
1382009.06.09 12:28t/p690.601.612001.608201.6120060.0012442.00
1392009.06.09 13:06buy700.601.608241.605441.60924
1402009.06.09 13:14t/p700.601.609241.605441.6092460.0012502.00
1412009.06.10 12:28buy710.601.634291.631491.63529
1422009.06.10 12:34t/p710.601.635291.631491.6352960.0012562.00
1432009.06.11 15:17buy720.601.640711.637911.64171
1442009.06.11 15:19t/p720.601.641711.637911.6417160.0012622.00
1452009.06.12 03:37buy730.601.655411.652611.65641
1462009.06.12 03:45t/p730.601.656411.652611.6564160.0012682.00
1472009.06.16 16:27buy740.601.642451.639651.64345
1482009.06.16 16:30t/p740.601.643451.639651.6434560.0012742.00
1492009.06.16 16:37buy750.601.639871.637071.64087
1502009.06.16 17:32t/p750.601.640871.637071.6408760.0012802.00
1512009.06.17 15:51sell760.601.630041.633241.62864
1522009.06.17 16:05t/p760.601.628641.633241.6286484.0012886.00
1532009.06.19 03:11buy770.601.632401.629601.63340
1542009.06.19 03:20t/p770.601.633401.629601.6334060.0012946.00
1552009.06.24 01:49buy780.601.642841.640041.64384
1562009.06.24 01:59t/p780.601.643841.640041.6438460.0013006.00
1572009.06.24 14:27buy790.601.654221.651421.65522
1582009.06.24 14:30s/l790.601.651421.651421.65522-168.0012838.00
1592009.06.24 14:30buy800.601.651621.648821.65262
1602009.06.24 14:31t/p800.601.652621.648821.6526260.0012898.00
1612009.06.24 14:31buy810.601.652821.650021.65382
1622009.06.24 14:37t/p810.601.653821.650021.6538260.0012958.00
1632009.06.26 07:49buy820.601.640651.637851.64165
1642009.06.26 07:59t/p820.601.641651.637851.6416560.0013018.00
1652009.06.30 11:30buy830.601.661251.658451.66225
1662009.06.30 11:33t/p830.601.662251.658451.6622560.0013078.00
1672009.07.01 17:59buy840.601.648691.645891.64969
1682009.07.01 18:03t/p840.601.649691.645891.6496960.0013138.00
1692009.07.02 14:08sell850.601.639621.642821.63822
1702009.07.02 14:33t/p850.601.638221.642821.6382284.0013222.00
1712009.07.06 14:19sell860.601.614201.617401.61280
1722009.07.06 14:27t/p860.601.612801.617401.6128084.0013306.00
1732009.07.08 07:52sell870.601.610511.613711.60911
1742009.07.08 08:26t/p870.601.609111.613711.6091184.0013390.00
1752009.07.10 03:16buy880.601.630221.627421.63122
1762009.07.10 05:06close880.601.629151.627421.63122-64.2013325.80
1772009.07.15 11:49buy890.601.633691.630891.63469
1782009.07.15 11:52t/p890.601.634691.630891.6346960.0013385.80
1792009.07.20 15:56buy900.601.649601.646801.65060
1802009.07.20 15:59t/p900.601.650601.646801.6506060.0013445.80
1812009.07.22 11:30sell910.601.636901.640101.63550
1822009.07.22 12:49t/p910.601.635501.640101.6355084.0013529.80
1832009.07.23 13:34buy920.601.648851.646051.64985
1842009.07.23 14:13t/p920.601.649851.646051.6498560.0013589.80
1852009.07.23 20:10buy930.601.653361.650561.65436
1862009.07.23 20:39t/p930.601.654361.650561.6543660.0013649.80
1872009.08.05 22:33buy940.601.699691.696891.70069
1882009.08.05 23:09t/p940.601.700691.696891.7006960.0013709.80
1892009.08.06 15:42sell950.601.690461.693661.68906
1902009.08.06 15:44t/p950.601.689061.693661.6890684.0013793.80
1912009.08.18 23:02buy960.601.655371.652571.65637
1922009.08.19 00:53close960.601.655411.652571.656372.3413796.14
1932009.08.19 14:12sell970.601.642461.645661.64106
1942009.08.19 15:12t/p970.601.641061.645661.6410684.0013880.14
1952009.08.19 16:46sell980.601.644151.647351.64275
1962009.08.19 16:55t/p980.601.642751.647351.6427584.0013964.14
1972009.08.25 12:29sell990.601.639021.642221.63762
1982009.08.25 13:30t/p990.601.637621.642221.6376284.0014048.14
1992009.08.27 14:58sell1000.701.621341.624541.61994
2002009.08.27 15:31t/p1000.701.619941.624541.6199498.0014146.14
2012009.08.31 21:59buy1010.701.626961.624161.62796
2022009.08.31 22:54t/p1010.701.627961.624161.6279670.0014216.14
2032009.09.09 21:07buy1020.701.653481.650681.65448
2042009.09.09 22:57close1020.701.653621.650681.654489.8014225.94
2052009.09.17 11:31buy1030.701.651101.648301.65210
2062009.09.17 11:43t/p1030.701.652101.648301.6521070.0014295.94
2072009.09.25 07:35sell1040.701.599841.603041.59844
2082009.09.25 09:08t/p1040.701.598441.603041.5984498.0014393.94
2092009.09.28 08:17sell1050.701.585051.588251.58365
2102009.09.28 08:25t/p1050.701.583651.588251.5836598.0014491.94
2112009.09.28 19:54buy1060.701.585651.582851.58665
2122009.09.28 20:04t/p1060.701.586651.582851.5866570.0014561.94
2132009.09.30 08:17buy1070.701.601081.598281.60208
2142009.09.30 08:47t/p1070.701.602081.598281.6020870.0014631.94
2152009.10.06 09:44buy1080.701.596421.593621.59742
2162009.10.06 09:50t/p1080.701.597421.593621.5974270.0014701.94
2172009.10.14 03:22buy1090.701.591191.588391.59219
2182009.10.14 04:29t/p1090.701.592191.588391.5921970.0014771.94
2192009.10.15 16:49buy1100.701.622011.619211.62301
2202009.10.15 16:56t/p1100.701.623011.619211.6230170.0014841.94
2212009.10.16 08:08buy1110.701.633741.630941.63474
2222009.10.16 08:58t/p1110.701.634741.630941.6347470.0014911.94
2232009.10.19 21:52buy1120.701.636771.633971.63777
2242009.10.19 23:30t/p1120.701.637771.633971.6377770.0014981.94
2252009.10.21 22:35buy1130.701.659891.657091.66089
2262009.10.22 00:00t/p1130.701.660891.657091.6608969.7915051.73
2272009.10.26 18:03buy1140.701.633031.630231.63403
2282009.10.26 18:43t/p1140.701.634031.630231.6340370.0015121.73
2292009.11.02 02:38sell1150.701.645711.648911.64431
2302009.11.02 03:02t/p1150.701.644311.648911.6443198.0015219.73
2312009.11.02 17:00sell1160.701.638501.641701.63710
2322009.11.02 17:19s/l1160.701.641701.641701.63710-224.0014995.73
2332009.11.05 16:09buy1170.701.656171.653371.65717
2342009.11.05 16:12t/p1170.701.657171.653371.6571770.0015065.73
2352009.11.09 15:04buy1180.701.678011.675211.67901
2362009.11.09 16:01t/p1180.701.679011.675211.6790170.0015135.73
2372009.11.10 11:41sell1190.701.668931.672131.66753
2382009.11.10 12:02t/p1190.701.667531.672131.6675398.0015233.73
2392009.11.25 16:37buy1200.701.667801.665001.66880
2402009.11.25 17:00t/p1200.701.668801.665001.6688070.0015303.73
2412009.11.30 07:22buy1210.701.652251.649451.65325
2422009.11.30 07:27t/p1210.701.653251.649451.6532570.0015373.73
2432009.11.30 22:17sell1220.701.644251.647451.64285
2442009.12.01 00:17close1220.701.644421.647451.64285-13.7215360.01
2452009.12.01 22:34buy1230.701.661781.658981.66278
2462009.12.01 22:38t/p1230.701.662781.658981.6627870.0015430.01
2472009.12.02 15:56buy1240.701.666191.663391.66719
2482009.12.02 16:31t/p1240.701.667191.663391.6671970.0015500.01
2492009.12.02 18:08buy1250.701.663511.660711.66451
2502009.12.02 18:09t/p1250.701.664511.660711.6645170.0015570.01
2512009.12.07 16:47sell1260.701.637661.640861.63626
2522009.12.07 17:27s/l1260.701.640861.640861.63626-224.0015346.01
2532009.12.11 09:08buy1270.701.628991.626191.62999
2542009.12.11 09:18t/p1270.701.629991.626191.6299970.0015416.01
2552009.12.15 02:54buy1280.701.628121.625321.62912
2562009.12.15 02:55t/p1280.701.629121.625321.6291270.0015486.01
2572009.12.24 10:19buy1290.701.598291.595491.59929
2582009.12.24 11:15t/p1290.701.599291.595491.5992970.0015556.01
2592009.12.29 11:59buy1300.701.602341.599541.60334
2602009.12.29 12:31s/l1300.701.599541.599541.60334-196.0015360.01
2612010.01.14 00:04buy1310.701.627281.624481.62828
2622010.01.14 01:33t/p1310.701.628281.624481.6282870.0015430.01
2632010.01.19 10:54buy1320.701.639191.636391.64019
2642010.01.19 11:10t/p1320.701.640191.636391.6401970.0015500.01
2652010.01.19 16:39sell1330.701.636851.640051.63545
2662010.01.19 18:15t/p1330.701.635451.640051.6354598.0015598.01
2672010.01.20 11:30sell1340.701.631971.635171.63057
2682010.01.20 11:31t/p1340.701.630571.635171.6305798.0015696.01
2692010.01.21 16:23sell1350.701.620981.624181.61958
2702010.01.21 17:30t/p1350.701.619581.624181.6195898.0015794.01
2712010.01.22 11:24buy1360.701.622671.619871.62367
2722010.01.22 11:27t/p1360.701.623671.619871.6236770.0015864.01
2732010.01.27 16:08buy1370.701.619791.616991.62079
2742010.01.27 17:31t/p1370.701.620791.616991.6207970.0015934.01
2752010.01.28 16:59buy1380.701.622361.619561.62336
2762010.01.28 17:02s/l1380.701.619561.619561.62336-196.0015738.01
2772010.02.01 09:10sell1390.701.597731.600931.59633
2782010.02.01 09:27t/p1390.701.596331.600931.5963398.0015836.01
2792010.02.02 01:32buy1400.701.594551.591751.59555
2802010.02.02 02:23t/p1400.701.595551.591751.5955570.0015906.01
2812010.02.03 11:34buy1410.701.601581.598781.60258
2822010.02.03 11:49t/p1410.701.602581.598781.6025870.0015976.01
2832010.02.10 04:26buy1420.701.568451.565651.56945
2842010.02.10 06:16close1420.701.568501.565651.569453.5015979.51
2852010.02.11 12:22sell1430.701.561331.564531.55993
2862010.02.11 13:00t/p1430.701.559931.564531.5599398.0016077.51
2872010.03.01 18:09sell1440.801.497931.501131.49653
2882010.03.01 18:14t/p1440.801.496531.501131.49653112.0016189.51
2892010.03.03 21:47buy1450.801.509181.506381.51018
2902010.03.03 22:43t/p1450.801.510181.506381.5101880.0016269.51
2912010.03.09 10:07sell1460.801.502161.505361.50076
2922010.03.09 10:23t/p1460.801.500761.505361.50076112.0016381.51
2932010.03.10 13:34sell1470.801.493951.497151.49255
2942010.03.10 14:16t/p1470.801.492551.497151.49255112.0016493.51
2952010.03.11 15:44buy1480.801.501861.499061.50286
2962010.03.11 17:25t/p1480.801.502861.499061.5028680.0016573.51
2972010.03.26 12:19sell1490.801.488231.491431.48683
2982010.03.26 12:27t/p1490.801.486831.491431.48683112.0016685.51
2992010.03.31 22:02buy1500.801.517311.514511.51831
3002010.03.31 22:57t/p1500.801.518311.514511.5183180.0016765.51
3012010.05.10 15:26buy1510.801.497351.494551.49835
3022010.05.10 15:29t/p1510.801.498351.494551.4983580.0016845.51
3032010.05.11 21:41buy1520.801.494951.492151.49595
3042010.05.11 21:43t/p1520.801.495951.492151.4959580.0016925.51
3052010.05.18 02:07buy1530.801.446321.443521.44732
3062010.05.18 03:10t/p1530.801.447321.443521.4473280.0017005.51
3072010.05.24 02:42buy1540.801.444401.441601.44540
3082010.05.24 03:02t/p1540.801.445401.441601.4454080.0017085.51
3092010.05.26 21:33buy1550.801.440811.438011.44181
3102010.05.26 21:41t/p1550.801.441811.438011.4418180.0017165.51
3112010.06.02 06:02buy1560.801.470661.467861.47166
3122010.06.02 06:36s/l1560.801.467861.467861.47166-224.0016941.51
3132010.06.08 18:33sell1570.801.440451.443651.43905
3142010.06.08 18:43t/p1570.801.439051.443651.43905112.0017053.51
3152010.06.09 20:49buy1580.801.453901.451101.45490
3162010.06.09 20:53t/p1580.801.454901.451101.4549080.0017133.51
3172010.06.17 17:47buy1590.801.477841.475041.47884
3182010.06.17 17:49t/p1590.801.478841.475041.4788480.0017213.51
3192010.06.24 02:43buy1600.801.495531.492731.49653
3202010.06.24 02:48t/p1600.801.496531.492731.4965380.0017293.51