Strategy Tester Report
Farmer_USDJPY_008
(Build 226)

SymbolUSDJPY (US Dollar vs Japanese Yen)
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 test109443Ticks modelled14295806Modelling quality90.00%
Mismatched charts errors23
Initial deposit10000.00
Total net profit576.69Gross profit896.72Gross loss-320.03
Profit factor2.80Expected payoff4.00
Absolute drawdown2.18Maximal drawdown59.23 (0.56%)Relative drawdown0.56% (59.23)
Total trades144Short positions (won %)64 (82.81%)Long positions (won %)80 (93.75%)
Profit trades (% of total)128 (88.89%)Loss trades (% of total)16 (11.11%)
Largestprofit trade15.06loss trade-32.28
Averageprofit trade7.01loss trade-20.00
Maximumconsecutive wins (profit in money)28 (195.60)consecutive losses (loss in money)1 (-32.28)
Maximalconsecutive profit (count of wins)195.60 (28)consecutive loss (count of losses)-32.28 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 09:10buy10.1091.82091.54091.910
22009.01.05 09:13t/p10.1091.91091.54091.9109.7910009.79
32009.01.05 20:52buy20.1093.14392.86393.233
42009.01.05 20:56t/p20.1093.23392.86393.2339.6610019.45
52009.01.15 01:55sell30.1089.17489.46489.044
62009.01.15 02:18close30.1089.07089.46489.04411.6810031.13
72009.01.15 08:51sell40.1089.09889.38888.968
82009.01.15 09:16close40.1089.00489.38888.96810.5610041.69
92009.01.22 04:00sell50.1089.35289.64289.222
102009.01.22 04:14t/p50.1089.22289.64289.22214.5710056.26
112009.01.29 06:22buy60.1089.92789.64790.017
122009.01.29 07:30close60.1089.94089.64790.0171.4510057.71
132009.02.06 02:19buy70.1090.92990.64991.019
142009.02.06 02:32t/p70.1091.01990.64991.0199.8910067.60
152009.02.06 05:03buy80.1090.80590.52590.895
162009.02.06 05:15t/p80.1090.89590.52590.8959.9010077.50
172009.02.06 08:45buy90.1090.81390.53390.903
182009.02.06 09:07t/p90.1090.90390.53390.9039.9010087.40
192009.02.06 12:54buy100.1091.17590.89591.265
202009.02.06 14:02close100.1091.18690.89591.2651.2110088.61
212009.02.09 10:38sell110.1091.50291.79291.372
222009.02.09 10:53close110.1091.39791.79291.37211.4910100.10
232009.02.12 09:56sell120.1090.17690.46690.046
242009.02.12 10:24close120.1090.11490.46690.0466.8810106.98
252009.02.16 01:06buy130.1091.73091.45091.820
262009.02.16 01:49close130.1091.76091.45091.8203.2710110.25
272009.02.17 09:18buy140.1092.30092.02092.390
282009.02.17 09:24t/p140.1092.39092.02092.3909.7410119.99
292009.02.17 10:04buy150.1092.16091.88092.250
302009.02.17 10:56close150.1092.18091.88092.2502.1710122.16
312009.02.18 20:22buy160.1093.53993.25993.629
322009.02.18 20:55close160.1093.61093.25993.6297.5810129.74
332009.02.19 06:49buy170.1093.45893.17893.548
342009.02.19 07:57close170.1093.47093.17893.5481.2810131.02
352009.02.23 16:56buy180.1094.42194.14194.511
362009.02.23 17:16s/l180.1094.14194.14194.511-29.7410101.28
372009.02.24 02:17buy190.1094.27093.99094.360
382009.02.24 02:51close190.1094.34093.99094.3607.4210108.70
392009.02.25 01:59buy200.1096.56096.28096.650
402009.02.25 02:04t/p200.1096.65096.28096.6509.3110118.01
412009.02.25 03:13buy210.1096.49096.21096.580
422009.02.25 03:53close210.1096.52096.21096.5803.1110121.12
432009.02.25 08:36buy220.1096.88096.60096.970
442009.02.25 08:45t/p220.1096.97096.60096.9709.2810130.40
452009.02.26 13:57buy230.1097.80097.52097.890
462009.02.26 14:05t/p230.1097.89097.52097.8909.1910139.59
472009.02.26 20:24buy240.1098.37098.09098.460
482009.02.26 20:43t/p240.1098.46098.09098.4609.1410148.73
492009.03.02 16:26sell250.1097.47097.76097.340
502009.03.02 17:01s/l250.1097.76097.76097.340-29.6610119.07
512009.03.03 23:39buy260.1098.08797.80798.177
522009.03.03 23:50t/p260.1098.17797.80798.1779.1610128.23
532009.03.04 17:16buy270.1099.12398.84399.213
542009.03.04 17:27t/p270.1099.21398.84399.2139.0710137.30
552009.03.04 22:54buy280.1099.08098.80099.170
562009.03.04 23:55close280.1099.09098.80099.1701.0110138.31
572009.03.09 14:43buy290.1098.77698.49698.866
582009.03.09 14:48t/p290.1098.86698.49698.8669.1110147.42
592009.03.09 16:58buy300.1098.82098.54098.910
602009.03.09 17:30close300.1098.90098.54098.9108.0910155.51
612009.03.17 18:46buy310.1098.63098.35098.720
622009.03.17 19:49close310.1098.64098.35098.7201.0110156.52
632009.03.26 14:54buy320.1098.12397.84398.213
642009.03.26 15:16t/p320.1098.21397.84398.2139.1710165.69
652009.03.26 18:26buy330.1098.35898.07898.448
662009.03.26 18:34t/p330.1098.44898.07898.4489.1410174.83
672009.03.27 02:13buy340.1098.46398.18398.553
682009.03.27 02:36t/p340.1098.55398.18398.5539.1310183.96
692009.03.31 16:54buy350.1098.30798.02798.397
702009.03.31 17:26close350.1098.37998.02798.3977.3210191.28
712009.03.31 22:50buy360.1098.92798.64799.017
722009.03.31 22:59t/p360.1099.01798.64799.0179.0910200.37
732009.04.01 00:13buy370.1098.74598.46598.835
742009.04.01 00:16t/p370.1098.83598.46598.8359.1110209.48
752009.04.06 12:56buy380.10101.138100.858101.228
762009.04.06 13:06t/p380.10101.228100.858101.2288.8910218.37
772009.04.06 14:34buy390.10100.972100.692101.062
782009.04.06 15:26s/l390.10100.692100.692101.062-27.8110190.56
792009.04.07 17:36sell400.10100.538100.828100.408
802009.04.07 18:26close400.10100.501100.828100.4083.6810194.24
812009.04.08 15:26sell410.10100.198100.488100.068
822009.04.08 15:40t/p410.10100.068100.488100.06812.9910207.23
832009.04.14 02:35sell420.10100.230100.520100.100
842009.04.14 04:00close420.10100.218100.520100.1001.2010208.43
852009.04.22 17:12sell430.1098.13398.42398.003
862009.04.22 17:52close430.1098.07398.42398.0036.1210214.55
872009.04.22 21:41sell440.1098.20298.49298.072
882009.04.22 22:23close440.1098.15898.49298.0724.4810219.03
892009.04.23 20:09sell450.1097.97898.26897.848
902009.04.23 21:24close450.1097.96498.26897.8481.4310220.46
912009.05.12 10:16sell460.1097.44097.73097.310
922009.05.12 11:18s/l460.1097.73097.73097.310-29.6710190.79
932009.05.14 09:36sell470.1095.76296.05295.632
942009.05.14 09:39t/p470.1095.63296.05295.63213.6010204.39
952009.05.14 15:49sell480.1095.57495.86495.444
962009.05.14 16:06close480.1095.48395.86495.4449.5310213.92
972009.05.18 08:23sell490.1095.02595.31594.895
982009.05.18 09:01close490.1094.95995.31594.8956.9510220.87
992009.05.20 10:10sell500.1095.86596.15595.735
1002009.05.20 11:50close500.1095.91996.15595.735-5.6310215.24
1012009.05.22 09:09sell510.1094.26294.55294.132
1022009.05.22 09:34close510.1094.20294.55294.1326.3710221.61
1032009.05.27 09:28buy520.1095.25494.97495.344
1042009.05.27 10:18close520.1095.28494.97495.3443.1510224.76
1052009.06.02 02:12buy530.1096.40896.12896.498
1062009.06.02 02:55close530.1096.43996.12896.4983.2110227.97
1072009.06.02 17:10sell540.1096.00996.29995.879
1082009.06.02 17:19t/p540.1095.87996.29995.87913.5610241.53
1092009.06.08 02:29buy550.1098.45798.17798.547
1102009.06.08 02:32t/p550.1098.54798.17798.5479.1310250.66
1112009.06.18 08:43sell560.1095.87296.16295.742
1122009.06.18 09:09close560.1095.81296.16295.7426.2610256.92
1132009.06.22 10:02sell570.1096.25796.54796.127
1142009.06.22 10:09t/p570.1096.12796.54796.12713.5210270.44
1152009.06.30 12:37sell580.1095.76696.05695.636
1162009.06.30 14:17close580.1095.96096.05695.636-20.2210250.22
1172009.07.01 08:34buy590.1096.70596.42596.795
1182009.07.01 09:30close590.1096.72596.42596.7952.0710252.29
1192009.07.01 15:15buy600.1096.74896.46896.838
1202009.07.01 15:16t/p600.1096.83896.46896.8389.2910261.58
1212009.07.01 15:36buy610.1096.62596.34596.715
1222009.07.01 15:49t/p610.1096.71596.34596.7159.3110270.89
1232009.07.06 22:00sell620.1095.26095.55095.130
1242009.07.06 23:40close620.1095.32895.55095.130-7.1310263.76
1252009.07.15 09:21buy630.1093.41893.13893.508
1262009.07.15 10:54close630.1093.42993.13893.5081.1810264.94
1272009.07.16 04:37buy640.1094.18393.90394.273
1282009.07.16 06:38close640.1094.04093.90394.273-15.2110249.73
1292009.07.16 21:01sell650.1093.75094.04093.620
1302009.07.16 21:12t/p650.1093.62094.04093.62013.8810263.61
1312009.07.20 08:41buy660.1094.58694.30694.676
1322009.07.20 09:01t/p660.1094.67694.30694.6769.5010273.11
1332009.07.20 11:00buy670.1094.49394.21394.583
1342009.07.20 11:03t/p670.1094.58394.21394.5839.5110282.62
1352009.07.23 23:03buy680.1095.01294.73295.102
1362009.07.23 23:12t/p680.1095.10294.73295.1029.4610292.08
1372009.07.24 03:04buy690.1094.90594.62594.995
1382009.07.24 03:32close690.1094.97694.62594.9957.4810299.56
1392009.07.28 23:01sell700.1094.64894.93894.518
1402009.07.28 23:48close700.1094.60794.93894.5184.3310303.89
1412009.07.29 20:28buy710.1094.93194.65195.021
1422009.07.29 20:39t/p710.1095.02194.65195.0219.4710313.36
1432009.07.30 22:44buy720.1095.44895.16895.538
1442009.07.30 23:27close720.1095.48195.16895.5383.4610316.82
1452009.08.10 07:41buy730.1097.13896.85897.228
1462009.08.10 08:07close730.1097.21596.85897.2287.9210324.74
1472009.08.17 10:23sell740.1094.69694.98694.566
1482009.08.17 11:01close740.1094.63594.98694.5666.4510331.19
1492009.08.21 10:05sell750.1094.01994.30993.889
1502009.08.21 10:42close750.1093.95794.30993.8896.6010337.79
1512009.08.27 15:39sell760.1093.78594.07593.655
1522009.08.27 16:36close760.1093.76394.07593.6552.3510340.14
1532009.08.31 14:20sell770.1093.24593.53593.115
1542009.08.31 14:45close770.1093.18493.53593.1156.5510346.69
1552009.08.31 20:23sell780.1092.98093.27092.850
1562009.08.31 21:13close780.1092.95593.27092.8502.6910349.38
1572009.09.09 21:02sell790.1092.15992.44992.029
1582009.09.09 21:54close790.1092.13992.44992.0292.1710351.55
1592009.09.30 15:30sell800.1089.70289.99289.572
1602009.09.30 16:45close800.1089.69189.99289.5721.2310352.78
1612009.10.05 14:58buy810.1089.86089.58089.950
1622009.10.05 15:38close810.1089.89089.58089.9503.3410356.12
1632009.10.06 09:51sell820.1089.36589.65589.235
1642009.10.06 10:04t/p820.1089.23589.65589.23514.5710370.69
1652009.10.07 03:05sell830.1088.92889.21888.798
1662009.10.07 03:20close830.1088.83889.21888.79810.1310380.82
1672009.10.08 13:22sell840.1088.36888.65888.238
1682009.10.08 14:06close840.1088.32688.65888.2384.7610385.58
1692009.10.13 04:02sell850.1089.86490.15489.734
1702009.10.13 05:18close850.1089.85390.15489.7341.2210386.80
1712009.10.13 16:03sell860.1089.71290.00289.582
1722009.10.13 16:54close860.1089.69290.00289.5822.2310389.03
1732009.10.14 13:17sell870.1089.36589.65589.235
1742009.10.14 13:33close870.1089.27589.65589.23510.0810399.11
1752009.10.20 11:03sell880.1090.35190.64190.221
1762009.10.20 11:22close880.1090.26090.64190.22110.0810409.19
1772009.10.21 16:49buy890.1090.83390.55390.923
1782009.10.21 16:50t/p890.1090.92390.55390.9239.9010419.09
1792009.10.21 20:19buy900.1090.91090.63091.000
1802009.10.21 20:54close900.1090.97090.63091.0006.6010425.69
1812009.10.22 13:18buy910.1091.16090.88091.250
1822009.10.22 13:43t/p910.1091.25090.88091.2509.8610435.55
1832009.10.26 02:08buy920.1091.96191.68192.051
1842009.10.26 02:26t/p920.1092.05191.68192.0519.7810445.33
1852009.10.29 09:11sell930.1090.55790.84790.427
1862009.10.29 10:51close930.1090.72390.84790.427-18.3010427.03
1872009.10.30 13:30sell940.1091.12191.41190.991
1882009.10.30 14:57close940.1091.11191.41190.9911.1010428.13
1892009.11.04 21:19buy950.1090.80990.52990.899
1902009.11.04 21:21t/p950.1090.89990.52990.8999.9010438.03
1912009.11.11 07:59sell960.1089.55289.84289.422
1922009.11.11 08:52s/l960.1089.84289.84289.422-32.2810405.75
1932009.11.30 15:06sell970.1086.49286.78286.362
1942009.11.30 15:12t/p970.1086.36286.78286.36215.0610420.81
1952009.12.02 18:57buy980.1087.13486.85487.224
1962009.12.02 19:06t/p980.1087.22486.85487.22410.3210431.13
1972009.12.04 02:19buy990.1088.10387.82388.193
1982009.12.04 03:03close990.1088.13387.82388.1933.4010434.53
1992009.12.09 02:23sell1000.1088.65488.94488.524
2002009.12.09 02:53close1000.1088.59388.94488.5246.8910441.42
2012009.12.10 00:13sell1010.1087.97588.26587.845
2022009.12.10 01:53close1010.1088.02688.26587.845-5.7910435.63
2032009.12.14 06:30sell1020.1088.90889.19888.778
2042009.12.14 06:40t/p1020.1088.77889.19888.77814.6410450.27
2052009.12.15 22:14buy1030.1089.65789.37789.747
2062009.12.15 23:44close1030.1089.66789.37789.7471.1210451.39
2072009.12.16 01:54buy1040.1089.55789.27789.647
2082009.12.16 02:28close1040.1089.62989.27789.6478.0310459.42
2092009.12.17 09:04buy1050.1089.98789.70790.077
2102009.12.17 09:26s/l1050.1089.70789.70790.077-31.2110428.21
2112009.12.23 03:07buy1060.1091.64491.36491.734
2122009.12.23 04:22close1060.1091.65991.36491.7341.6410429.85
2132009.12.29 20:56buy1070.1091.86891.58891.958
2142009.12.29 21:29close1070.1091.93991.58891.9587.7210437.57
2152009.12.30 08:03buy1080.1092.04791.76792.137
2162009.12.30 08:58close1080.1092.06791.76792.1372.1710439.74
2172010.01.04 01:16buy1090.1092.84192.56192.931
2182010.01.04 02:04close1090.1092.87292.56192.9313.3410443.08
2192010.01.04 05:51buy1100.1092.78292.50292.872
2202010.01.04 07:26close1100.1092.79392.50292.8721.1910444.27
2212010.01.05 13:22sell1110.1092.11592.40591.985
2222010.01.05 13:48close1110.1092.05592.40591.9856.5210450.79
2232010.01.06 03:18sell1120.1091.75692.04691.626
2242010.01.06 04:58close1120.1091.81692.04691.626-6.5310444.26
2252010.01.06 21:05buy1130.1092.41792.13792.507
2262010.01.06 22:07close1130.1092.42892.13792.5071.1910445.45
2272010.01.11 11:53sell1140.1092.51792.80792.387
2282010.01.11 12:42close1140.1092.47492.80792.3874.6510450.10
2292010.01.11 15:37sell1150.1092.50092.79092.370
2302010.01.11 15:59close1150.1092.40692.79092.37010.1710460.27
2312010.01.13 09:07sell1160.1091.26491.55491.134
2322010.01.13 09:25close1160.1091.17391.55491.1349.9810470.25
2332010.01.15 13:48sell1170.1090.93991.22990.809
2342010.01.15 14:03close1170.1090.84491.22990.80910.4610480.71
2352010.01.21 15:36buy1180.1091.62891.34891.718
2362010.01.21 15:54t/p1180.1091.71891.34891.7189.8110490.52
2372010.01.21 17:23buy1190.1091.56491.28491.654
2382010.01.21 17:29s/l1190.1091.28491.28491.654-30.6710459.85
2392010.01.26 09:01sell1200.1090.08490.37489.954
2402010.01.26 09:54close1200.1090.06390.37489.9542.3310462.18
2412010.02.01 06:59sell1210.1090.20290.49290.072
2422010.02.01 08:01close1210.1090.19090.49290.0721.3310463.51
2432010.02.11 15:30sell1220.1089.77090.06089.640
2442010.02.11 15:57close1220.1089.70990.06089.6406.8010470.31
2452010.02.11 17:46sell1230.1089.84390.13389.713
2462010.02.11 18:14close1230.1089.78190.13389.7136.9110477.22
2472010.02.17 18:01buy1240.1090.78390.50390.873
2482010.02.17 18:55close1240.1090.80390.50390.8732.2010479.42
2492010.02.18 04:55buy1250.1090.91390.63391.003
2502010.02.18 05:23close1250.1090.98390.63391.0037.6910487.11
2512010.02.23 13:11sell1260.1091.08691.37690.956
2522010.02.23 13:30close1260.1090.99491.37690.95610.1110497.22
2532010.03.08 10:04buy1270.1090.31090.03090.400
2542010.03.08 11:19close1270.1090.32290.03090.4001.3310498.55
2552010.03.10 19:09buy1280.1090.55190.27190.641
2562010.03.10 19:52close1280.1090.58490.27190.6413.6410502.19
2572010.03.11 01:47buy1290.1090.40190.12190.491
2582010.03.11 01:55t/p1290.1090.49190.12190.4919.9510512.14
2592010.04.08 09:19sell1300.1093.38093.67093.250
2602010.04.08 09:29t/p1300.1093.25093.67093.25013.9410526.08
2612010.04.14 15:43buy1310.1093.39393.11393.483
2622010.04.14 15:48t/p1310.1093.48393.11393.4839.6310535.71
2632010.04.19 12:34sell1320.1091.97692.26691.846
2642010.04.19 13:23close1320.1091.93492.26691.8464.5710540.28
2652010.04.19 15:00sell1330.1092.06892.35891.938
2662010.04.19 15:10t/p1330.1091.93892.35891.93814.1410554.42
2672010.04.22 09:18sell1340.1092.95793.24792.827
2682010.04.22 10:58close1340.1093.00293.24792.827-4.8410549.58
2692010.04.27 14:52sell1350.1093.89394.18393.763
2702010.04.27 15:17close1350.1093.83394.18393.7636.3910555.97
2712010.04.28 21:14buy1360.1093.93993.65994.029
2722010.04.28 21:16t/p1360.1094.02993.65994.0299.5710565.54
2732010.05.04 10:28buy1370.1094.75494.47494.844
2742010.05.04 11:30close1370.1094.76594.47494.8441.1610566.70
2752010.05.14 07:33sell1380.1092.89693.18692.766
2762010.05.14 08:44close1380.1092.88393.18692.7661.4010568.10
2772010.05.28 01:23buy1390.1090.87390.59390.963
2782010.05.28 02:03close1390.1090.93490.59390.9636.7110574.81
2792010.05.31 09:49buy1400.1091.35291.07291.442
2802010.05.31 10:08t/p1400.1091.44291.07291.4429.8410584.65
2812010.06.02 06:39buy1410.1091.42891.14891.518
2822010.06.02 07:13close1410.1091.49891.14891.5187.6510592.30
2832010.06.03 15:39buy1420.1092.53892.25892.628
2842010.06.03 16:33close1420.1092.55892.25892.6282.1610594.46
2852010.06.03 17:24buy1430.1092.37792.09792.467
2862010.06.03 17:58close1430.1092.44792.09792.4677.5710602.03
2872010.06.15 19:06sell1440.1091.32191.61191.191
2882010.06.15 20:46close1440.1091.55391.61191.191-25.3410576.69