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 profit12797.98Gross profit20652.63Gross loss-7854.65
Profit factor2.63Expected payoff88.87
Absolute drawdown32.68Maximal drawdown1719.84 (8.54%)Relative drawdown8.54% (1719.84)
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 trade452.50loss trade-920.21
Averageprofit trade161.35loss trade-490.92
Maximumconsecutive wins (profit in money)28 (4705.60)consecutive losses (loss in money)1 (-920.21)
Maximalconsecutive profit (count of wins)4705.60 (28)consecutive loss (count of losses)-920.21 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 09:10buy11.5091.82091.54091.910
22009.01.05 09:13t/p11.5091.91091.54091.910146.8810146.88
32009.01.05 20:52buy21.5093.14392.86393.233
42009.01.05 20:56t/p21.5093.23392.86393.233144.7910291.67
52009.01.15 01:55sell31.5089.17489.46489.044
62009.01.15 02:18close31.5089.07089.46489.044175.1410466.81
72009.01.15 08:51sell41.5089.09889.38888.968
82009.01.15 09:16close41.5089.00489.38888.968158.4210625.23
92009.01.22 04:00sell51.5089.35289.64289.222
102009.01.22 04:14t/p51.5089.22289.64289.222218.5810843.81
112009.01.29 06:22buy61.6089.92789.64790.017
122009.01.29 07:30close61.6089.94089.64790.01723.1310866.94
132009.02.06 02:19buy71.6090.92990.64991.019
142009.02.06 02:32t/p71.6091.01990.64991.019158.2011025.14
152009.02.06 05:03buy81.6090.80590.52590.895
162009.02.06 05:15t/p81.6090.89590.52590.895158.4211183.56
172009.02.06 08:45buy91.6090.81390.53390.903
182009.02.06 09:07t/p91.6090.90390.53390.903158.4111341.97
192009.02.06 12:54buy101.7091.17590.89591.265
202009.02.06 14:02close101.7091.18690.89591.26520.5111362.48
212009.02.09 10:38sell111.7091.50291.79291.372
222009.02.09 10:53close111.7091.39791.79291.372195.3011557.78
232009.02.12 09:56sell121.7090.17690.46690.046
242009.02.12 10:24close121.7090.11490.46690.046116.9611674.74
252009.02.16 01:06buy131.7091.73091.45091.820
262009.02.16 01:49close131.7091.76091.45091.82055.5811730.32
272009.02.17 09:18buy141.7092.30092.02092.390
282009.02.17 09:24t/p141.7092.39092.02092.390165.5811895.90
292009.02.17 10:04buy151.7092.16091.88092.250
302009.02.17 10:56close151.7092.18091.88092.25036.8811932.78
312009.02.18 20:22buy161.7093.53993.25993.629
322009.02.18 20:55close161.7093.61093.25993.629128.9412061.72
332009.02.19 06:49buy171.8093.45893.17893.548
342009.02.19 07:57close171.8093.47093.17893.54823.1112084.83
352009.02.23 16:56buy181.8094.42194.14194.511
362009.02.23 17:16s/l181.8094.14194.14194.511-535.3711549.46
372009.02.24 02:17buy191.7094.27093.99094.360
382009.02.24 02:51close191.7094.34093.99094.360126.1411675.60
392009.02.25 01:59buy201.7096.56096.28096.650
402009.02.25 02:04t/p201.7096.65096.28096.650158.3011833.90
412009.02.25 03:13buy211.7096.49096.21096.580
422009.02.25 03:53close211.7096.52096.21096.58052.8411886.74
432009.02.25 08:36buy221.7096.88096.60096.970
442009.02.25 08:45t/p221.7096.97096.60096.970157.7812044.52
452009.02.26 13:57buy231.8097.80097.52097.890
462009.02.26 14:05t/p231.8097.89097.52097.890165.4912210.01
472009.02.26 20:24buy241.8098.37098.09098.460
482009.02.26 20:43t/p241.8098.46098.09098.460164.5212374.53
492009.03.02 16:26sell251.8097.47097.76097.340
502009.03.02 17:01s/l251.8097.76097.76097.340-533.9211840.61
512009.03.03 23:39buy261.7098.08797.80798.177
522009.03.03 23:50t/p261.7098.17797.80798.177155.8411996.45
532009.03.04 17:16buy271.7099.12398.84399.213
542009.03.04 17:27t/p271.7099.21398.84399.213154.2112150.66
552009.03.04 22:54buy281.8099.08098.80099.170
562009.03.04 23:55close281.8099.09098.80099.17018.1712168.83
572009.03.09 14:43buy291.8098.77698.49698.866
582009.03.09 14:48t/p291.8098.86698.49698.866163.8612332.69
592009.03.09 16:58buy301.8098.82098.54098.910
602009.03.09 17:30close301.8098.90098.54098.910145.6012478.29
612009.03.17 18:46buy311.8098.63098.35098.720
622009.03.17 19:49close311.8098.64098.35098.72018.2512496.54
632009.03.26 14:54buy321.8098.12397.84398.213
642009.03.26 15:16t/p321.8098.21397.84398.213164.9512661.49
652009.03.26 18:26buy331.8098.35898.07898.448
662009.03.26 18:34t/p331.8098.44898.07898.448164.5512826.04
672009.03.27 02:13buy341.9098.46398.18398.553
682009.03.27 02:36t/p341.9098.55398.18398.553173.5112999.55
692009.03.31 16:54buy351.9098.30798.02798.397
702009.03.31 17:26close351.9098.37998.02798.397139.0513138.60
712009.03.31 22:50buy361.9098.92798.64799.017
722009.03.31 22:59t/p361.9099.01798.64799.017172.7013311.30
732009.04.01 00:13buy371.9098.74598.46598.835
742009.04.01 00:16t/p371.9098.83598.46598.835173.0213484.32
752009.04.06 12:56buy382.00101.138100.858101.228
762009.04.06 13:06t/p382.00101.228100.858101.228177.8113662.13
772009.04.06 14:34buy392.00100.972100.692101.062
782009.04.06 15:26s/l392.00100.692100.692101.062-556.1713105.96
792009.04.07 17:36sell401.90100.538100.828100.408
802009.04.07 18:26close401.90100.501100.828100.40869.9513175.91
812009.04.08 15:26sell411.90100.198100.488100.068
822009.04.08 15:40t/p411.90100.068100.488100.068246.8513422.76
832009.04.14 02:35sell422.00100.230100.520100.100
842009.04.14 04:00close422.00100.218100.520100.10023.9513446.71
852009.04.22 17:12sell432.0098.13398.42398.003
862009.04.22 17:52close432.0098.07398.42398.003122.3613569.07
872009.04.22 21:41sell442.0098.20298.49298.072
882009.04.22 22:23close442.0098.15898.49298.07289.6513658.72
892009.04.23 20:09sell452.0097.97898.26897.848
902009.04.23 21:24close452.0097.96498.26897.84828.5813687.30
912009.05.12 10:16sell462.0097.44097.73097.310
922009.05.12 11:18s/l462.0097.73097.73097.310-593.4713093.83
932009.05.14 09:36sell471.9095.76296.05295.632
942009.05.14 09:39t/p471.9095.63296.05295.632258.2913352.12
952009.05.14 15:49sell482.0095.57495.86495.444
962009.05.14 16:06close482.0095.48395.86495.444190.6113542.73
972009.05.18 08:23sell492.0095.02595.31594.895
982009.05.18 09:01close492.0094.95995.31594.895139.0113681.74
992009.05.20 10:10sell502.0095.86596.15595.735
1002009.05.20 11:50close502.0095.91996.15595.735-112.6013569.14
1012009.05.22 09:09sell512.0094.26294.55294.132
1022009.05.22 09:34close512.0094.20294.55294.132127.3913696.53
1032009.05.27 09:28buy522.0095.25494.97495.344
1042009.05.27 10:18close522.0095.28494.97495.34462.9713759.50
1052009.06.02 02:12buy532.0096.40896.12896.498
1062009.06.02 02:55close532.0096.43996.12896.49864.2913823.79
1072009.06.02 17:10sell542.0096.00996.29995.879
1082009.06.02 17:19t/p542.0095.87996.29995.879271.1814094.97
1092009.06.08 02:29buy552.1098.45798.17798.547
1102009.06.08 02:32t/p552.1098.54798.17798.547191.7814286.75
1112009.06.18 08:43sell562.1095.87296.16295.742
1122009.06.18 09:09close562.1095.81296.16295.742131.5114418.26
1132009.06.22 10:02sell572.1096.25796.54796.127
1142009.06.22 10:09t/p572.1096.12796.54796.127284.0014702.26
1152009.06.30 12:37sell582.2095.76696.05695.636
1162009.06.30 14:17close582.2095.96096.05695.636-444.7714257.49
1172009.07.01 08:34buy592.1096.70596.42596.795
1182009.07.01 09:30close592.1096.72596.42596.79543.4214300.91
1192009.07.01 15:15buy602.1096.74896.46896.838
1202009.07.01 15:16t/p602.1096.83896.46896.838195.1714496.08
1212009.07.01 15:36buy612.1096.62596.34596.715
1222009.07.01 15:49t/p612.1096.71596.34596.715195.4214691.50
1232009.07.06 22:00sell622.2095.26095.55095.130
1242009.07.06 23:40close622.2095.32895.55095.130-156.9314534.57
1252009.07.15 09:21buy632.1093.41893.13893.508
1262009.07.15 10:54close632.1093.42993.13893.50824.7214559.29
1272009.07.16 04:37buy642.1094.18393.90394.273
1282009.07.16 06:38close642.1094.04093.90394.273-319.3314239.96
1292009.07.16 21:01sell652.1093.75094.04093.620
1302009.07.16 21:12t/p652.1093.62094.04093.620291.6114531.57
1312009.07.20 08:41buy662.1094.58694.30694.676
1322009.07.20 09:01t/p662.1094.67694.30694.676199.6214731.19
1332009.07.20 11:00buy672.2094.49394.21394.583
1342009.07.20 11:03t/p672.2094.58394.21394.583209.3314940.52
1352009.07.23 23:03buy682.2095.01294.73295.102
1362009.07.23 23:12t/p682.2095.10294.73295.102208.2015148.72
1372009.07.24 03:04buy692.2094.90594.62594.995
1382009.07.24 03:32close692.2094.97694.62594.995164.4615313.18
1392009.07.28 23:01sell702.2094.64894.93894.518
1402009.07.28 23:48close702.2094.60794.93894.51895.3415408.52
1412009.07.29 20:28buy712.3094.93194.65195.021
1422009.07.29 20:39t/p712.3095.02194.65195.021217.8415626.36
1432009.07.30 22:44buy722.3095.44895.16895.538
1442009.07.30 23:27close722.3095.48195.16895.53879.4915705.85
1452009.08.10 07:41buy732.3097.13896.85897.228
1462009.08.10 08:07close732.3097.21596.85897.228182.1715888.02
1472009.08.17 10:23sell742.3094.69694.98694.566
1482009.08.17 11:01close742.3094.63594.98694.566148.2516036.27
1492009.08.21 10:05sell752.4094.01994.30993.889
1502009.08.21 10:42close752.4093.95794.30993.889158.3716194.64
1512009.08.27 15:39sell762.4093.78594.07593.655
1522009.08.27 16:36close762.4093.76394.07593.65556.3116250.95
1532009.08.31 14:20sell772.4093.24593.53593.115
1542009.08.31 14:45close772.4093.18493.53593.115157.1116408.06
1552009.08.31 20:23sell782.4092.98093.27092.850
1562009.08.31 21:13close782.4092.95593.27092.85064.5516472.61
1572009.09.09 21:02sell792.4092.15992.44992.029
1582009.09.09 21:54close792.4092.13992.44992.02952.1016524.71
1592009.09.30 15:30sell802.4089.70289.99289.572
1602009.09.30 16:45close802.4089.69189.99289.57229.4316554.14
1612009.10.05 14:58buy812.4089.86089.58089.950
1622009.10.05 15:38close812.4089.89089.58089.95080.1016634.24
1632009.10.06 09:51sell822.4089.36589.65589.235
1642009.10.06 10:04t/p822.4089.23589.65589.235349.6416983.88
1652009.10.07 03:05sell832.5088.92889.21888.798
1662009.10.07 03:20close832.5088.83889.21888.798253.2717237.15
1672009.10.08 13:22sell842.5088.36888.65888.238
1682009.10.08 14:06close842.5088.32688.65888.238118.8817356.03
1692009.10.13 04:02sell852.6089.86490.15489.734
1702009.10.13 05:18close852.6089.85390.15489.73431.8317387.86
1712009.10.13 16:03sell862.6089.71290.00289.582
1722009.10.13 16:54close862.6089.69290.00289.58257.9817445.84
1732009.10.14 13:17sell872.6089.36589.65589.235
1742009.10.14 13:33close872.6089.27589.65589.235262.1117707.95
1752009.10.20 11:03sell882.6090.35190.64190.221
1762009.10.20 11:22close882.6090.26090.64190.221262.1317970.08
1772009.10.21 16:49buy892.6090.83390.55390.923
1782009.10.21 16:50t/p892.6090.92390.55390.923257.3518227.43
1792009.10.21 20:19buy902.7090.91090.63091.000
1802009.10.21 20:54close902.7090.97090.63091.000178.0818405.51
1812009.10.22 13:18buy912.7091.16090.88091.250
1822009.10.22 13:43t/p912.7091.25090.88091.250266.2918671.80
1832009.10.26 02:08buy922.8091.96191.68192.051
1842009.10.26 02:26t/p922.8092.05191.68192.051273.7618945.56
1852009.10.29 09:11sell932.8090.55790.84790.427
1862009.10.29 10:51close932.8090.72390.84790.427-512.3318433.23
1872009.10.30 13:30sell942.7091.12191.41190.991
1882009.10.30 14:57close942.7091.11191.41190.99129.6318462.86
1892009.11.04 21:19buy952.7090.80990.52990.899
1902009.11.04 21:21t/p952.7090.89990.52990.899267.3118730.17
1912009.11.11 07:59sell962.8089.55289.84289.422
1922009.11.11 08:52s/l962.8089.84289.84289.422-903.8117826.36
1932009.11.30 15:06sell972.6086.49286.78286.362
1942009.11.30 15:12t/p972.6086.36286.78286.362391.4018217.76
1952009.12.02 18:57buy982.7087.13486.85487.224
1962009.12.02 19:06t/p982.7087.22486.85487.224278.5918496.35
1972009.12.04 02:19buy992.7088.10387.82388.193
1982009.12.04 03:03close992.7088.13387.82388.19391.9118588.26
1992009.12.09 02:23sell1002.7088.65488.94488.524
2002009.12.09 02:53close1002.7088.59388.94488.524185.9118774.17
2012009.12.10 00:13sell1012.8087.97588.26587.845
2022009.12.10 01:53close1012.8088.02688.26587.845-162.2218611.95
2032009.12.14 06:30sell1022.7088.90889.19888.778
2042009.12.14 06:40t/p1022.7088.77889.19888.778395.3819007.33
2052009.12.15 22:14buy1032.8089.65789.37789.747
2062009.12.15 23:44close1032.8089.66789.37789.74731.2319038.56
2072009.12.16 01:54buy1042.8089.55789.27789.647
2082009.12.16 02:28close1042.8089.62989.27789.647224.9319263.49
2092009.12.17 09:04buy1052.8089.98789.70790.077
2102009.12.17 09:26s/l1052.8089.70789.70790.077-873.9618389.53
2112009.12.23 03:07buy1062.7091.64491.36491.734
2122009.12.23 04:22close1062.7091.65991.36491.73444.1918433.72
2132009.12.29 20:56buy1072.7091.86891.58891.958
2142009.12.29 21:29close1072.7091.93991.58891.958208.5118642.23
2152009.12.30 08:03buy1082.7092.04791.76792.137
2162009.12.30 08:58close1082.7092.06791.76792.13758.6518700.88
2172010.01.04 01:16buy1092.8092.84192.56192.931
2182010.01.04 02:04close1092.8092.87292.56192.93193.4618794.34
2192010.01.04 05:51buy1102.8092.78292.50292.872
2202010.01.04 07:26close1102.8092.79392.50292.87233.1918827.53
2212010.01.05 13:22sell1112.8092.11592.40591.985
2222010.01.05 13:48close1112.8092.05592.40591.985182.5019010.03
2232010.01.06 03:18sell1122.8091.75692.04691.626
2242010.01.06 04:58close1122.8091.81692.04691.626-182.9718827.06
2252010.01.06 21:05buy1132.8092.41792.13792.507
2262010.01.06 22:07close1132.8092.42892.13792.50733.3218860.38
2272010.01.11 11:53sell1142.8092.51792.80792.387
2282010.01.11 12:42close1142.8092.47492.80792.387130.2018990.58
2292010.01.11 15:37sell1152.8092.50092.79092.370
2302010.01.11 15:59close1152.8092.40692.79092.370284.8319275.41
2312010.01.13 09:07sell1162.8091.26491.55491.134
2322010.01.13 09:25close1162.8091.17391.55491.134279.4719554.88
2332010.01.15 13:48sell1172.9090.93991.22990.809
2342010.01.15 14:03close1172.9090.84491.22990.809303.2719858.15
2352010.01.21 15:36buy1182.9091.62891.34891.718
2362010.01.21 15:54t/p1182.9091.71891.34891.718284.5720142.72
2372010.01.21 17:23buy1193.0091.56491.28491.654
2382010.01.21 17:29s/l1193.0091.28491.28491.654-920.2119222.51
2392010.01.26 09:01sell1202.8090.08490.37489.954
2402010.01.26 09:54close1202.8090.06390.37489.95465.2919287.80
2412010.02.01 06:59sell1212.8090.20290.49290.072
2422010.02.01 08:01close1212.8090.19090.49290.07237.2519325.05
2432010.02.11 15:30sell1222.8089.77090.06089.640
2442010.02.11 15:57close1222.8089.70990.06089.640190.3919515.44
2452010.02.11 17:46sell1232.9089.84390.13389.713
2462010.02.11 18:14close1232.9089.78190.13389.713200.2719715.71
2472010.02.17 18:01buy1242.9090.78390.50390.873
2482010.02.17 18:55close1242.9090.80390.50390.87363.8719779.58
2492010.02.18 04:55buy1252.9090.91390.63391.003
2502010.02.18 05:23close1252.9090.98390.63391.003223.1220002.70
2512010.02.23 13:11sell1263.0091.08691.37690.956
2522010.02.23 13:30close1263.0090.99491.37690.956303.3220306.02
2532010.03.08 10:04buy1273.0090.31090.03090.400
2542010.03.08 11:19close1273.0090.32290.03090.40039.8620345.88
2552010.03.10 19:09buy1283.0090.55190.27190.641
2562010.03.10 19:52close1283.0090.58490.27190.641109.2920455.17
2572010.03.11 01:47buy1293.0090.40190.12190.491
2582010.03.11 01:55t/p1293.0090.49190.12190.491298.3720753.54
2592010.04.08 09:19sell1303.1093.38093.67093.250
2602010.04.08 09:29t/p1303.1093.25093.67093.250432.1821185.72
2612010.04.14 15:43buy1313.1093.39393.11393.483
2622010.04.14 15:48t/p1313.1093.48393.11393.483298.4421484.16
2632010.04.19 12:34sell1323.2091.97692.26691.846
2642010.04.19 13:23close1323.2091.93492.26691.846146.1921630.35
2652010.04.19 15:00sell1333.2092.06892.35891.938
2662010.04.19 15:10t/p1333.2091.93892.35891.938452.5022082.85
2672010.04.22 09:18sell1343.3092.95793.24792.827
2682010.04.22 10:58close1343.3093.00293.24792.827-159.6721923.18
2692010.04.27 14:52sell1353.2093.89394.18393.763
2702010.04.27 15:17close1353.2093.83394.18393.763204.6222127.80
2712010.04.28 21:14buy1363.3093.93993.65994.029
2722010.04.28 21:16t/p1363.3094.02993.65994.029315.8422443.64
2732010.05.04 10:28buy1373.3094.75494.47494.844
2742010.05.04 11:30close1373.3094.76594.47494.84438.3122481.95
2752010.05.14 07:33sell1383.3092.89693.18692.766
2762010.05.14 08:44close1383.3092.88393.18692.76646.1922528.14
2772010.05.28 01:23buy1393.3090.87390.59390.963
2782010.05.28 02:03close1393.3090.93490.59390.963221.3722749.51
2792010.05.31 09:49buy1403.4091.35291.07291.442
2802010.05.31 10:08t/p1403.4091.44291.07291.442334.6323084.14
2812010.06.02 06:39buy1413.4091.42891.14891.518
2822010.06.02 07:13close1413.4091.49891.14891.518260.1123344.25
2832010.06.03 15:39buy1423.5092.53892.25892.628
2842010.06.03 16:33close1423.5092.55892.25892.62875.6323419.88
2852010.06.03 17:24buy1433.5092.37792.09792.467
2862010.06.03 17:58close1433.5092.44792.09792.467265.0223684.90
2872010.06.15 19:06sell1443.5091.32191.61191.191
2882010.06.15 20:46close1443.5091.55391.61191.191-886.9222797.98