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 profit7342.10Gross profit11643.65Gross loss-4301.55
Profit factor2.71Expected payoff50.99
Absolute drawdown21.79Maximal drawdown888.48 (5.57%)Relative drawdown5.57% (888.48)
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 trade226.25loss trade-484.18
Averageprofit trade90.97loss trade-268.85
Maximumconsecutive wins (profit in money)28 (2618.67)consecutive losses (loss in money)1 (-484.18)
Maximalconsecutive profit (count of wins)2618.67 (28)consecutive loss (count of losses)-484.18 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 09:10buy11.0091.82091.54091.910
22009.01.05 09:13t/p11.0091.91091.54091.91097.9210097.92
32009.01.05 20:52buy21.0093.14392.86393.233
42009.01.05 20:56t/p21.0093.23392.86393.23396.5210194.44
52009.01.15 01:55sell31.0089.17489.46489.044
62009.01.15 02:18close31.0089.07089.46489.044116.7610311.20
72009.01.15 08:51sell41.0089.09889.38888.968
82009.01.15 09:16close41.0089.00489.38888.968105.6110416.81
92009.01.22 04:00sell51.0089.35289.64289.222
102009.01.22 04:14t/p51.0089.22289.64289.222145.7210562.53
112009.01.29 06:22buy61.0089.92789.64790.017
122009.01.29 07:30close61.0089.94089.64790.01714.4510576.98
132009.02.06 02:19buy71.0090.92990.64991.019
142009.02.06 02:32t/p71.0091.01990.64991.01998.8810675.86
152009.02.06 05:03buy81.0090.80590.52590.895
162009.02.06 05:15t/p81.0090.89590.52590.89599.0110774.87
172009.02.06 08:45buy91.0090.81390.53390.903
182009.02.06 09:07t/p91.0090.90390.53390.90399.0110873.88
192009.02.06 12:54buy101.0091.17590.89591.265
202009.02.06 14:02close101.0091.18690.89591.26512.0610885.94
212009.02.09 10:38sell111.0091.50291.79291.372
222009.02.09 10:53close111.0091.39791.79291.372114.8811000.82
232009.02.12 09:56sell121.1090.17690.46690.046
242009.02.12 10:24close121.1090.11490.46690.04675.6811076.50
252009.02.16 01:06buy131.1091.73091.45091.820
262009.02.16 01:49close131.1091.76091.45091.82035.9611112.46
272009.02.17 09:18buy141.1092.30092.02092.390
282009.02.17 09:24t/p141.1092.39092.02092.390107.1511219.61
292009.02.17 10:04buy151.1092.16091.88092.250
302009.02.17 10:56close151.1092.18091.88092.25023.8711243.48
312009.02.18 20:22buy161.1093.53993.25993.629
322009.02.18 20:55close161.1093.61093.25993.62983.4311326.91
332009.02.19 06:49buy171.1093.45893.17893.548
342009.02.19 07:57close171.1093.47093.17893.54814.1211341.03
352009.02.23 16:56buy181.1094.42194.14194.511
362009.02.23 17:16s/l181.1094.14194.14194.511-327.1711013.86
372009.02.24 02:17buy191.1094.27093.99094.360
382009.02.24 02:51close191.1094.34093.99094.36081.6211095.48
392009.02.25 01:59buy201.1096.56096.28096.650
402009.02.25 02:04t/p201.1096.65096.28096.650102.4311197.91
412009.02.25 03:13buy211.1096.49096.21096.580
422009.02.25 03:53close211.1096.52096.21096.58034.1911232.10
432009.02.25 08:36buy221.1096.88096.60096.970
442009.02.25 08:45t/p221.1096.97096.60096.970102.0911334.19
452009.02.26 13:57buy231.1097.80097.52097.890
462009.02.26 14:05t/p231.1097.89097.52097.890101.1311435.32
472009.02.26 20:24buy241.1098.37098.09098.460
482009.02.26 20:43t/p241.1098.46098.09098.460100.5411535.86
492009.03.02 16:26sell251.1097.47097.76097.340
502009.03.02 17:01s/l251.1097.76097.76097.340-326.2811209.58
512009.03.03 23:39buy261.1098.08797.80798.177
522009.03.03 23:50t/p261.1098.17797.80798.177100.8411310.42
532009.03.04 17:16buy271.1099.12398.84399.213
542009.03.04 17:27t/p271.1099.21398.84399.21399.7811410.20
552009.03.04 22:54buy281.1099.08098.80099.170
562009.03.04 23:55close281.1099.09098.80099.17011.1011421.30
572009.03.09 14:43buy291.1098.77698.49698.866
582009.03.09 14:48t/p291.1098.86698.49698.866100.1311521.43
592009.03.09 16:58buy301.1098.82098.54098.910
602009.03.09 17:30close301.1098.90098.54098.91088.9811610.41
612009.03.17 18:46buy311.1098.63098.35098.720
622009.03.17 19:49close311.1098.64098.35098.72011.1511621.56
632009.03.26 14:54buy321.1098.12397.84398.213
642009.03.26 15:16t/p321.1098.21397.84398.213100.8011722.36
652009.03.26 18:26buy331.1098.35898.07898.448
662009.03.26 18:34t/p331.1098.44898.07898.448100.5611822.92
672009.03.27 02:13buy341.1098.46398.18398.553
682009.03.27 02:36t/p341.1098.55398.18398.553100.4511923.37
692009.03.31 16:54buy351.1098.30798.02798.397
702009.03.31 17:26close351.1098.37998.02798.39780.5012003.87
712009.03.31 22:50buy361.2098.92798.64799.017
722009.03.31 22:59t/p361.2099.01798.64799.017109.0712112.94
732009.04.01 00:13buy371.2098.74598.46598.835
742009.04.01 00:16t/p371.2098.83598.46598.835109.2712222.21
752009.04.06 12:56buy381.20101.138100.858101.228
762009.04.06 13:06t/p381.20101.228100.858101.228106.6912328.90
772009.04.06 14:34buy391.20100.972100.692101.062
782009.04.06 15:26s/l391.20100.692100.692101.062-333.7011995.20
792009.04.07 17:36sell401.10100.538100.828100.408
802009.04.07 18:26close401.10100.501100.828100.40840.5012035.70
812009.04.08 15:26sell411.20100.198100.488100.068
822009.04.08 15:40t/p411.20100.068100.488100.068155.9112191.61
832009.04.14 02:35sell421.20100.230100.520100.100
842009.04.14 04:00close421.20100.218100.520100.10014.3712205.98
852009.04.22 17:12sell431.2098.13398.42398.003
862009.04.22 17:52close431.2098.07398.42398.00373.4112279.39
872009.04.22 21:41sell441.2098.20298.49298.072
882009.04.22 22:23close441.2098.15898.49298.07253.7912333.18
892009.04.23 20:09sell451.2097.97898.26897.848
902009.04.23 21:24close451.2097.96498.26897.84817.1512350.33
912009.05.12 10:16sell461.2097.44097.73097.310
922009.05.12 11:18s/l461.2097.73097.73097.310-356.0811994.25
932009.05.14 09:36sell471.1095.76296.05295.632
942009.05.14 09:39t/p471.1095.63296.05295.632149.5412143.79
952009.05.14 15:49sell481.2095.57495.86495.444
962009.05.14 16:06close481.2095.48395.86495.444114.3712258.16
972009.05.18 08:23sell491.2095.02595.31594.895
982009.05.18 09:01close491.2094.95995.31594.89583.4012341.56
992009.05.20 10:10sell501.2095.86596.15595.735
1002009.05.20 11:50close501.2095.91996.15595.735-67.5612274.00
1012009.05.22 09:09sell511.2094.26294.55294.132
1022009.05.22 09:34close511.2094.20294.55294.13276.4312350.43
1032009.05.27 09:28buy521.2095.25494.97495.344
1042009.05.27 10:18close521.2095.28494.97495.34437.7812388.21
1052009.06.02 02:12buy531.2096.40896.12896.498
1062009.06.02 02:55close531.2096.43996.12896.49838.5712426.78
1072009.06.02 17:10sell541.2096.00996.29995.879
1082009.06.02 17:19t/p541.2095.87996.29995.879162.7112589.49
1092009.06.08 02:29buy551.2098.45798.17798.547
1102009.06.08 02:32t/p551.2098.54798.17798.547109.5912699.08
1112009.06.18 08:43sell561.2095.87296.16295.742
1122009.06.18 09:09close561.2095.81296.16295.74275.1512774.23
1132009.06.22 10:02sell571.2096.25796.54796.127
1142009.06.22 10:09t/p571.2096.12796.54796.127162.2912936.52
1152009.06.30 12:37sell581.2095.76696.05695.636
1162009.06.30 14:17close581.2095.96096.05695.636-242.6012693.92
1172009.07.01 08:34buy591.2096.70596.42596.795
1182009.07.01 09:30close591.2096.72596.42596.79524.8112718.73
1192009.07.01 15:15buy601.2096.74896.46896.838
1202009.07.01 15:16t/p601.2096.83896.46896.838111.5312830.26
1212009.07.01 15:36buy611.2096.62596.34596.715
1222009.07.01 15:49t/p611.2096.71596.34596.715111.6712941.93
1232009.07.06 22:00sell621.2095.26095.55095.130
1242009.07.06 23:40close621.2095.32895.55095.130-85.6012856.33
1252009.07.15 09:21buy631.2093.41893.13893.508
1262009.07.15 10:54close631.2093.42993.13893.50814.1312870.46
1272009.07.16 04:37buy641.2094.18393.90394.273
1282009.07.16 06:38close641.2094.04093.90394.273-182.4812687.98
1292009.07.16 21:01sell651.2093.75094.04093.620
1302009.07.16 21:12t/p651.2093.62094.04093.620166.6312854.61
1312009.07.20 08:41buy661.2094.58694.30694.676
1322009.07.20 09:01t/p661.2094.67694.30694.676114.0712968.68
1332009.07.20 11:00buy671.2094.49394.21394.583
1342009.07.20 11:03t/p671.2094.58394.21394.583114.1813082.86
1352009.07.23 23:03buy681.3095.01294.73295.102
1362009.07.23 23:12t/p681.3095.10294.73295.102123.0313205.89
1372009.07.24 03:04buy691.3094.90594.62594.995
1382009.07.24 03:32close691.3094.97694.62594.99597.1813303.07
1392009.07.28 23:01sell701.3094.64894.93894.518
1402009.07.28 23:48close701.3094.60794.93894.51856.3413359.41
1412009.07.29 20:28buy711.3094.93194.65195.021
1422009.07.29 20:39t/p711.3095.02194.65195.021123.1213482.53
1432009.07.30 22:44buy721.3095.44895.16895.538
1442009.07.30 23:27close721.3095.48195.16895.53844.9313527.46
1452009.08.10 07:41buy731.3097.13896.85897.228
1462009.08.10 08:07close731.3097.21596.85897.228102.9713630.43
1472009.08.17 10:23sell741.3094.69694.98694.566
1482009.08.17 11:01close741.3094.63594.98694.56683.8013714.23
1492009.08.21 10:05sell751.3094.01994.30993.889
1502009.08.21 10:42close751.3093.95794.30993.88985.7813800.01
1512009.08.27 15:39sell761.3093.78594.07593.655
1522009.08.27 16:36close761.3093.76394.07593.65530.5013830.51
1532009.08.31 14:20sell771.3093.24593.53593.115
1542009.08.31 14:45close771.3093.18493.53593.11585.1013915.61
1552009.08.31 20:23sell781.3092.98093.27092.850
1562009.08.31 21:13close781.3092.95593.27092.85034.9613950.57
1572009.09.09 21:02sell791.3092.15992.44992.029
1582009.09.09 21:54close791.3092.13992.44992.02928.2213978.79
1592009.09.30 15:30sell801.3089.70289.99289.572
1602009.09.30 16:45close801.3089.69189.99289.57215.9413994.73
1612009.10.05 14:58buy811.3089.86089.58089.950
1622009.10.05 15:38close811.3089.89089.58089.95043.3914038.12
1632009.10.06 09:51sell821.4089.36589.65589.235
1642009.10.06 10:04t/p821.4089.23589.65589.235203.9614242.08
1652009.10.07 03:05sell831.4088.92889.21888.798
1662009.10.07 03:20close831.4088.83889.21888.798141.8314383.91
1672009.10.08 13:22sell841.4088.36888.65888.238
1682009.10.08 14:06close841.4088.32688.65888.23866.5714450.48
1692009.10.13 04:02sell851.4089.86490.15489.734
1702009.10.13 05:18close851.4089.85390.15489.73417.1414467.62
1712009.10.13 16:03sell861.4089.71290.00289.582
1722009.10.13 16:54close861.4089.69290.00289.58231.2214498.84
1732009.10.14 13:17sell871.4089.36589.65589.235
1742009.10.14 13:33close871.4089.27589.65589.235141.1414639.98
1752009.10.20 11:03sell881.4090.35190.64190.221
1762009.10.20 11:22close881.4090.26090.64190.221141.1514781.13
1772009.10.21 16:49buy891.4090.83390.55390.923
1782009.10.21 16:50t/p891.4090.92390.55390.923138.5814919.71
1792009.10.21 20:19buy901.4090.91090.63091.000
1802009.10.21 20:54close901.4090.97090.63091.00092.3415012.05
1812009.10.22 13:18buy911.5091.16090.88091.250
1822009.10.22 13:43t/p911.5091.25090.88091.250147.9415159.99
1832009.10.26 02:08buy921.5091.96191.68192.051
1842009.10.26 02:26t/p921.5092.05191.68192.051146.6615306.65
1852009.10.29 09:11sell931.5090.55790.84790.427
1862009.10.29 10:51close931.5090.72390.84790.427-274.4615032.19
1872009.10.30 13:30sell941.5091.12191.41190.991
1882009.10.30 14:57close941.5091.11191.41190.99116.4615048.65
1892009.11.04 21:19buy951.5090.80990.52990.899
1902009.11.04 21:21t/p951.5090.89990.52990.899148.5115197.16
1912009.11.11 07:59sell961.5089.55289.84289.422
1922009.11.11 08:52s/l961.5089.84289.84289.422-484.1814712.98
1932009.11.30 15:06sell971.4086.49286.78286.362
1942009.11.30 15:12t/p971.4086.36286.78286.362210.7614923.74
1952009.12.02 18:57buy981.4087.13486.85487.224
1962009.12.02 19:06t/p981.4087.22486.85487.224144.4615068.20
1972009.12.04 02:19buy991.5088.10387.82388.193
1982009.12.04 03:03close991.5088.13387.82388.19351.0615119.26
1992009.12.09 02:23sell1001.5088.65488.94488.524
2002009.12.09 02:53close1001.5088.59388.94488.524103.2815222.54
2012009.12.10 00:13sell1011.5087.97588.26587.845
2022009.12.10 01:53close1011.5088.02688.26587.845-86.9115135.63
2032009.12.14 06:30sell1021.5088.90889.19888.778
2042009.12.14 06:40t/p1021.5088.77889.19888.778219.6515355.28
2052009.12.15 22:14buy1031.5089.65789.37789.747
2062009.12.15 23:44close1031.5089.66789.37789.74716.7315372.01
2072009.12.16 01:54buy1041.5089.55789.27789.647
2082009.12.16 02:28close1041.5089.62989.27789.647120.5015492.51
2092009.12.17 09:04buy1051.5089.98789.70790.077
2102009.12.17 09:26s/l1051.5089.70789.70790.077-468.1915024.32
2112009.12.23 03:07buy1061.5091.64491.36491.734
2122009.12.23 04:22close1061.5091.65991.36491.73424.5515048.87
2132009.12.29 20:56buy1071.5091.86891.58891.958
2142009.12.29 21:29close1071.5091.93991.58891.958115.8415164.71
2152009.12.30 08:03buy1081.5092.04791.76792.137
2162009.12.30 08:58close1081.5092.06791.76792.13732.5815197.29
2172010.01.04 01:16buy1091.5092.84192.56192.931
2182010.01.04 02:04close1091.5092.87292.56192.93150.0715247.36
2192010.01.04 05:51buy1101.5092.78292.50292.872
2202010.01.04 07:26close1101.5092.79392.50292.87217.7815265.14
2212010.01.05 13:22sell1111.5092.11592.40591.985
2222010.01.05 13:48close1111.5092.05592.40591.98597.7715362.91
2232010.01.06 03:18sell1121.5091.75692.04691.626
2242010.01.06 04:58close1121.5091.81692.04691.626-98.0215264.89
2252010.01.06 21:05buy1131.5092.41792.13792.507
2262010.01.06 22:07close1131.5092.42892.13792.50717.8515282.74
2272010.01.11 11:53sell1141.5092.51792.80792.387
2282010.01.11 12:42close1141.5092.47492.80792.38769.7515352.49
2292010.01.11 15:37sell1151.5092.50092.79092.370
2302010.01.11 15:59close1151.5092.40692.79092.370152.5915505.08
2312010.01.13 09:07sell1161.5091.26491.55491.134
2322010.01.13 09:25close1161.5091.17391.55491.134149.7215654.80
2332010.01.15 13:48sell1171.5090.93991.22990.809
2342010.01.15 14:03close1171.5090.84491.22990.809156.8615811.66
2352010.01.21 15:36buy1181.5091.62891.34891.718
2362010.01.21 15:54t/p1181.5091.71891.34891.718147.1915958.85
2372010.01.21 17:23buy1191.5091.56491.28491.654
2382010.01.21 17:29s/l1191.5091.28491.28491.654-460.1115498.74
2392010.01.26 09:01sell1201.5090.08490.37489.954
2402010.01.26 09:54close1201.5090.06390.37489.95434.9815533.72
2412010.02.01 06:59sell1211.5090.20290.49290.072
2422010.02.01 08:01close1211.5090.19090.49290.07219.9615553.68
2432010.02.11 15:30sell1221.5089.77090.06089.640
2442010.02.11 15:57close1221.5089.70990.06089.640102.0015655.68
2452010.02.11 17:46sell1231.5089.84390.13389.713
2462010.02.11 18:14close1231.5089.78190.13389.713103.5915759.27
2472010.02.17 18:01buy1241.5090.78390.50390.873
2482010.02.17 18:55close1241.5090.80390.50390.87333.0415792.31
2492010.02.18 04:55buy1251.5090.91390.63391.003
2502010.02.18 05:23close1251.5090.98390.63391.003115.4115907.72
2512010.02.23 13:11sell1261.5091.08691.37690.956
2522010.02.23 13:30close1261.5090.99491.37690.956151.6616059.38
2532010.03.08 10:04buy1271.6090.31090.03090.400
2542010.03.08 11:19close1271.6090.32290.03090.40021.2616080.64
2552010.03.10 19:09buy1281.6090.55190.27190.641
2562010.03.10 19:52close1281.6090.58490.27190.64158.2916138.93
2572010.03.11 01:47buy1291.6090.40190.12190.491
2582010.03.11 01:55t/p1291.6090.49190.12190.491159.1216298.05
2592010.04.08 09:19sell1301.6093.38093.67093.250
2602010.04.08 09:29t/p1301.6093.25093.67093.250223.0516521.10
2612010.04.14 15:43buy1311.6093.39393.11393.483
2622010.04.14 15:48t/p1311.6093.48393.11393.483154.0416675.14
2632010.04.19 12:34sell1321.6091.97692.26691.846
2642010.04.19 13:23close1321.6091.93492.26691.84673.1016748.24
2652010.04.19 15:00sell1331.6092.06892.35891.938
2662010.04.19 15:10t/p1331.6091.93892.35891.938226.2516974.49
2672010.04.22 09:18sell1341.6092.95793.24792.827
2682010.04.22 10:58close1341.6093.00293.24792.827-77.4216897.07
2692010.04.27 14:52sell1351.6093.89394.18393.763
2702010.04.27 15:17close1351.6093.83394.18393.763102.3116999.38
2712010.04.28 21:14buy1361.6093.93993.65994.029
2722010.04.28 21:16t/p1361.6094.02993.65994.029153.1317152.51
2732010.05.04 10:28buy1371.7094.75494.47494.844
2742010.05.04 11:30close1371.7094.76594.47494.84419.7317172.24
2752010.05.14 07:33sell1381.7092.89693.18692.766
2762010.05.14 08:44close1381.7092.88393.18692.76623.7917196.03
2772010.05.28 01:23buy1391.7090.87390.59390.963
2782010.05.28 02:03close1391.7090.93490.59390.963114.0417310.07
2792010.05.31 09:49buy1401.7091.35291.07291.442
2802010.05.31 10:08t/p1401.7091.44291.07291.442167.3117477.38
2812010.06.02 06:39buy1411.7091.42891.14891.518
2822010.06.02 07:13close1411.7091.49891.14891.518130.0617607.44
2832010.06.03 15:39buy1421.7092.53892.25892.628
2842010.06.03 16:33close1421.7092.55892.25892.62836.7317644.17
2852010.06.03 17:24buy1431.7092.37792.09792.467
2862010.06.03 17:58close1431.7092.44792.09792.467128.7217772.89
2872010.06.15 19:06sell1441.7091.32191.61191.191
2882010.06.15 20:46close1441.7091.55391.61191.191-430.7917342.10