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 profit20186.31Gross profit32852.10Gross loss-12665.79
Profit factor2.59Expected payoff140.18
Absolute drawdown43.57Maximal drawdown2935.15 (11.47%)Relative drawdown11.47% (2935.15)
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 trade791.87loss trade-1596.45
Averageprofit trade256.66loss trade-791.61
Maximumconsecutive wins (profit in money)28 (7504.67)consecutive losses (loss in money)1 (-1596.45)
Maximalconsecutive profit (count of wins)7504.67 (28)consecutive loss (count of losses)-1596.45 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 09:10buy12.0091.82091.54091.910
22009.01.05 09:13t/p12.0091.91091.54091.910195.8410195.84
32009.01.05 20:52buy22.0093.14392.86393.233
42009.01.05 20:56t/p22.0093.23392.86393.233193.0510388.89
52009.01.15 01:55sell32.0089.17489.46489.044
62009.01.15 02:18close32.0089.07089.46489.044233.5210622.41
72009.01.15 08:51sell42.1089.09889.38888.968
82009.01.15 09:16close42.1089.00489.38888.968221.7910844.20
92009.01.22 04:00sell52.1089.35289.64289.222
102009.01.22 04:14t/p52.1089.22289.64289.222306.0211150.22
112009.01.29 06:22buy62.2089.92789.64790.017
122009.01.29 07:30close62.2089.94089.64790.01731.8011182.02
132009.02.06 02:19buy72.2090.92990.64991.019
142009.02.06 02:32t/p72.2091.01990.64991.019217.5311399.55
152009.02.06 05:03buy82.2090.80590.52590.895
162009.02.06 05:15t/p82.2090.89590.52590.895217.8311617.38
172009.02.06 08:45buy92.3090.81390.53390.903
182009.02.06 09:07t/p92.3090.90390.53390.903227.7111845.09
192009.02.06 12:54buy102.3091.17590.89591.265
202009.02.06 14:02close102.3091.18690.89591.26527.7511872.84
212009.02.09 10:38sell112.3091.50291.79291.372
222009.02.09 10:53close112.3091.39791.79291.372264.2312137.07
232009.02.12 09:56sell122.4090.17690.46690.046
242009.02.12 10:24close122.4090.11490.46690.046165.1212302.19
252009.02.16 01:06buy132.4091.73091.45091.820
262009.02.16 01:49close132.4091.76091.45091.82078.4712380.66
272009.02.17 09:18buy142.4092.30092.02092.390
282009.02.17 09:24t/p142.4092.39092.02092.390233.7712614.43
292009.02.17 10:04buy152.5092.16091.88092.250
302009.02.17 10:56close152.5092.18091.88092.25054.2412668.67
312009.02.18 20:22buy162.5093.53993.25993.629
322009.02.18 20:55close162.5093.61093.25993.629189.6212858.29
332009.02.19 06:49buy172.5093.45893.17893.548
342009.02.19 07:57close172.5093.47093.17893.54832.1012890.39
352009.02.23 16:56buy182.5094.42194.14194.511
362009.02.23 17:16s/l182.5094.14194.14194.511-743.5712146.82
372009.02.24 02:17buy192.4094.27093.99094.360
382009.02.24 02:51close192.4094.34093.99094.360178.0812324.90
392009.02.25 01:59buy202.4096.56096.28096.650
402009.02.25 02:04t/p202.4096.65096.28096.650223.4912548.39
412009.02.25 03:13buy212.5096.49096.21096.580
422009.02.25 03:53close212.5096.52096.21096.58077.7012626.09
432009.02.25 08:36buy222.5096.88096.60096.970
442009.02.25 08:45t/p222.5096.97096.60096.970232.0312858.12
452009.02.26 13:57buy232.5097.80097.52097.890
462009.02.26 14:05t/p232.5097.89097.52097.890229.8513087.97
472009.02.26 20:24buy242.6098.37098.09098.460
482009.02.26 20:43t/p242.6098.46098.09098.460237.6513325.62
492009.03.02 16:26sell252.6097.47097.76097.340
502009.03.02 17:01s/l252.6097.76097.76097.340-771.2212554.40
512009.03.03 23:39buy262.5098.08797.80798.177
522009.03.03 23:50t/p262.5098.17797.80798.177229.1712783.57
532009.03.04 17:16buy272.5099.12398.84399.213
542009.03.04 17:27t/p272.5099.21398.84399.213226.7713010.34
552009.03.04 22:54buy282.6099.08098.80099.170
562009.03.04 23:55close282.6099.09098.80099.17026.2413036.58
572009.03.09 14:43buy292.6098.77698.49698.866
582009.03.09 14:48t/p292.6098.86698.49698.866236.6813273.26
592009.03.09 16:58buy302.6098.82098.54098.910
602009.03.09 17:30close302.6098.90098.54098.910210.3113483.57
612009.03.17 18:46buy312.6098.63098.35098.720
622009.03.17 19:49close312.6098.64098.35098.72026.3613509.93
632009.03.26 14:54buy322.7098.12397.84398.213
642009.03.26 15:16t/p322.7098.21397.84398.213247.4213757.35
652009.03.26 18:26buy332.7098.35898.07898.448
662009.03.26 18:34t/p332.7098.44898.07898.448246.8314004.18
672009.03.27 02:13buy342.8098.46398.18398.553
682009.03.27 02:36t/p342.8098.55398.18398.553255.7014259.88
692009.03.31 16:54buy352.8098.30798.02798.397
702009.03.31 17:26close352.8098.37998.02798.397204.9214464.80
712009.03.31 22:50buy362.8098.92798.64799.017
722009.03.31 22:59t/p362.8099.01798.64799.017254.5014719.30
732009.04.01 00:13buy372.9098.74598.46598.835
742009.04.01 00:16t/p372.9098.83598.46598.835264.0714983.37
752009.04.06 12:56buy382.90101.138100.858101.228
762009.04.06 13:06t/p382.90101.228100.858101.228257.8315241.20
772009.04.06 14:34buy393.00100.972100.692101.062
782009.04.06 15:26s/l393.00100.692100.692101.062-834.2614406.94
792009.04.07 17:36sell402.80100.538100.828100.408
802009.04.07 18:26close402.80100.501100.828100.408103.0814510.02
812009.04.08 15:26sell412.90100.198100.488100.068
822009.04.08 15:40t/p412.90100.068100.488100.068376.7714886.79
832009.04.14 02:35sell422.90100.230100.520100.100
842009.04.14 04:00close422.90100.218100.520100.10034.7214921.51
852009.04.22 17:12sell432.9098.13398.42398.003
862009.04.22 17:52close432.9098.07398.42398.003177.4215098.93
872009.04.22 21:41sell443.0098.20298.49298.072
882009.04.22 22:23close443.0098.15898.49298.072134.4815233.41
892009.04.23 20:09sell453.0097.97898.26897.848
902009.04.23 21:24close453.0097.96498.26897.84842.8715276.28
912009.05.12 10:16sell463.0097.44097.73097.310
922009.05.12 11:18s/l463.0097.73097.73097.310-890.2114386.07
932009.05.14 09:36sell472.8095.76296.05295.632
942009.05.14 09:39t/p472.8095.63296.05295.632380.6414766.71
952009.05.14 15:49sell482.9095.57495.86495.444
962009.05.14 16:06close482.9095.48395.86495.444276.3815043.09
972009.05.18 08:23sell493.0095.02595.31594.895
982009.05.18 09:01close493.0094.95995.31594.895208.5115251.60
992009.05.20 10:10sell503.0095.86596.15595.735
1002009.05.20 11:50close503.0095.91996.15595.735-168.8915082.71
1012009.05.22 09:09sell513.0094.26294.55294.132
1022009.05.22 09:34close513.0094.20294.55294.132191.0815273.79
1032009.05.27 09:28buy523.0095.25494.97495.344
1042009.05.27 10:18close523.0095.28494.97495.34494.4515368.24
1052009.06.02 02:12buy533.0096.40896.12896.498
1062009.06.02 02:55close533.0096.43996.12896.49896.4315464.67
1072009.06.02 17:10sell543.0096.00996.29995.879
1082009.06.02 17:19t/p543.0095.87996.29995.879406.7715871.44
1092009.06.08 02:29buy553.1098.45798.17798.547
1102009.06.08 02:32t/p553.1098.54798.17798.547283.1016154.54
1112009.06.18 08:43sell563.2095.87296.16295.742
1122009.06.18 09:09close563.2095.81296.16295.742200.3916354.93
1132009.06.22 10:02sell573.2096.25796.54796.127
1142009.06.22 10:09t/p573.2096.12796.54796.127432.7616787.69
1152009.06.30 12:37sell583.3095.76696.05695.636
1162009.06.30 14:17close583.3095.96096.05695.636-667.1516120.54
1172009.07.01 08:34buy593.2096.70596.42596.795
1182009.07.01 09:30close593.2096.72596.42596.79566.1716186.71
1192009.07.01 15:15buy603.2096.74896.46896.838
1202009.07.01 15:16t/p603.2096.83896.46896.838297.4016484.11
1212009.07.01 15:36buy613.2096.62596.34596.715
1222009.07.01 15:49t/p613.2096.71596.34596.715297.7816781.89
1232009.07.06 22:00sell623.3095.26095.55095.130
1242009.07.06 23:40close623.3095.32895.55095.130-235.4016546.49
1252009.07.15 09:21buy633.3093.41893.13893.508
1262009.07.15 10:54close633.3093.42993.13893.50838.8516585.34
1272009.07.16 04:37buy643.3094.18393.90394.273
1282009.07.16 06:38close643.3094.04093.90394.273-501.8116083.53
1292009.07.16 21:01sell653.2093.75094.04093.620
1302009.07.16 21:12t/p653.2093.62094.04093.620444.3516527.88
1312009.07.20 08:41buy663.3094.58694.30694.676
1322009.07.20 09:01t/p663.3094.67694.30694.676313.6916841.57
1332009.07.20 11:00buy673.3094.49394.21394.583
1342009.07.20 11:03t/p673.3094.58394.21394.583314.0117155.58
1352009.07.23 23:03buy683.4095.01294.73295.102
1362009.07.23 23:12t/p683.4095.10294.73295.102321.7617477.34
1372009.07.24 03:04buy693.4094.90594.62594.995
1382009.07.24 03:32close693.4094.97694.62594.995254.1717731.51
1392009.07.28 23:01sell703.5094.64894.93894.518
1402009.07.28 23:48close703.5094.60794.93894.518151.6817883.19
1412009.07.29 20:28buy713.5094.93194.65195.021
1422009.07.29 20:39t/p713.5095.02194.65195.021331.5018214.69
1432009.07.30 22:44buy723.6095.44895.16895.538
1442009.07.30 23:27close723.6095.48195.16895.538124.4218339.11
1452009.08.10 07:41buy733.6097.13896.85897.228
1462009.08.10 08:07close733.6097.21596.85897.228285.1418624.25
1472009.08.17 10:23sell743.7094.69694.98694.566
1482009.08.17 11:01close743.7094.63594.98694.566238.5018862.75
1492009.08.21 10:05sell753.7094.01994.30993.889
1502009.08.21 10:42close753.7093.95794.30993.889244.1519106.90
1512009.08.27 15:39sell763.8093.78594.07593.655
1522009.08.27 16:36close763.8093.76394.07593.65589.1619196.06
1532009.08.31 14:20sell773.8093.24593.53593.115
1542009.08.31 14:45close773.8093.18493.53593.115248.7619444.82
1552009.08.31 20:23sell783.8092.98093.27092.850
1562009.08.31 21:13close783.8092.95593.27092.850102.2019547.02
1572009.09.09 21:02sell793.9092.15992.44992.029
1582009.09.09 21:54close793.9092.13992.44992.02984.6519631.67
1592009.09.30 15:30sell803.9089.70289.99289.572
1602009.09.30 16:45close803.9089.69189.99289.57247.8319679.50
1612009.10.05 14:58buy813.9089.86089.58089.950
1622009.10.05 15:38close813.9089.89089.58089.950130.1619809.66
1632009.10.06 09:51sell823.9089.36589.65589.235
1642009.10.06 10:04t/p823.9089.23589.65589.235568.1620377.82
1652009.10.07 03:05sell834.0088.92889.21888.798
1662009.10.07 03:20close834.0088.83889.21888.798405.2320783.05
1672009.10.08 13:22sell844.1088.36888.65888.238
1682009.10.08 14:06close844.1088.32688.65888.238194.9620978.01
1692009.10.13 04:02sell854.1089.86490.15489.734
1702009.10.13 05:18close854.1089.85390.15489.73450.1921028.20
1712009.10.13 16:03sell864.2089.71290.00289.582
1722009.10.13 16:54close864.2089.69290.00289.58293.6521121.85
1732009.10.14 13:17sell874.2089.36589.65589.235
1742009.10.14 13:33close874.2089.27589.65589.235423.4121545.26
1752009.10.20 11:03sell884.3090.35190.64190.221
1762009.10.20 11:22close884.3090.26090.64190.221433.5321978.79
1772009.10.21 16:49buy894.3090.83390.55390.923
1782009.10.21 16:50t/p894.3090.92390.55390.923425.6222404.41
1792009.10.21 20:19buy904.4090.91090.63091.000
1802009.10.21 20:54close904.4090.97090.63091.000290.2122694.62
1812009.10.22 13:18buy914.5091.16090.88091.250
1822009.10.22 13:43t/p914.5091.25090.88091.250443.8323138.45
1832009.10.26 02:08buy924.6091.96191.68192.051
1842009.10.26 02:26t/p924.6092.05191.68192.051449.7523588.20
1852009.10.29 09:11sell934.7090.55790.84790.427
1862009.10.29 10:51close934.7090.72390.84790.427-859.9822728.22
1872009.10.30 13:30sell944.5091.12191.41190.991
1882009.10.30 14:57close944.5091.11191.41190.99149.3922777.61
1892009.11.04 21:19buy954.5090.80990.52990.899
1902009.11.04 21:21t/p954.5090.89990.52990.899445.5223223.13
1912009.11.11 07:59sell964.6089.55289.84289.422
1922009.11.11 08:52s/l964.6089.84289.84289.422-1484.8321738.30
1932009.11.30 15:06sell974.3086.49286.78286.362
1942009.11.30 15:12t/p974.3086.36286.78286.362647.3022385.60
1952009.12.02 18:57buy984.4087.13486.85487.224
1962009.12.02 19:06t/p984.4087.22486.85487.224454.0022839.60
1972009.12.04 02:19buy994.5088.10387.82388.193
1982009.12.04 03:03close994.5088.13387.82388.193153.1822992.78
1992009.12.09 02:23sell1004.5088.65488.94488.524
2002009.12.09 02:53close1004.5088.59388.94488.524309.8423302.62
2012009.12.10 00:13sell1014.6087.97588.26587.845
2022009.12.10 01:53close1014.6088.02688.26587.845-266.5123036.11
2032009.12.14 06:30sell1024.6088.90889.19888.778
2042009.12.14 06:40t/p1024.6088.77889.19888.778673.6123709.72
2052009.12.15 22:14buy1034.7089.65789.37789.747
2062009.12.15 23:44close1034.7089.66789.37789.74752.4223762.14
2072009.12.16 01:54buy1044.7089.55789.27789.647
2082009.12.16 02:28close1044.7089.62989.27789.647377.5624139.70
2092009.12.17 09:04buy1054.8089.98789.70790.077
2102009.12.17 09:26s/l1054.8089.70789.70790.077-1498.2122641.49
2112009.12.23 03:07buy1064.5091.64491.36491.734
2122009.12.23 04:22close1064.5091.65991.36491.73473.6422715.13
2132009.12.29 20:56buy1074.5091.86891.58891.958
2142009.12.29 21:29close1074.5091.93991.58891.958347.5123062.64
2152009.12.30 08:03buy1084.6092.04791.76792.137
2162009.12.30 08:58close1084.6092.06791.76792.13799.9323162.57
2172010.01.04 01:16buy1094.6092.84192.56192.931
2182010.01.04 02:04close1094.6092.87292.56192.931153.5423316.11
2192010.01.04 05:51buy1104.6092.78292.50292.872
2202010.01.04 07:26close1104.6092.79392.50292.87254.5323370.64
2212010.01.05 13:22sell1114.6092.11592.40591.985
2222010.01.05 13:48close1114.6092.05592.40591.985299.8223670.46
2232010.01.06 03:18sell1124.7091.75692.04691.626
2242010.01.06 04:58close1124.7091.81692.04691.626-307.1423363.32
2252010.01.06 21:05buy1134.6092.41792.13792.507
2262010.01.06 22:07close1134.6092.42892.13792.50754.7523418.07
2272010.01.11 11:53sell1144.6092.51792.80792.387
2282010.01.11 12:42close1144.6092.47492.80792.387213.9023631.97
2292010.01.11 15:37sell1154.7092.50092.79092.370
2302010.01.11 15:59close1154.7092.40692.79092.370478.1124110.08
2312010.01.13 09:07sell1164.8091.26491.55491.134
2322010.01.13 09:25close1164.8091.17391.55491.134479.0924589.17
2332010.01.15 13:48sell1174.9090.93991.22990.809
2342010.01.15 14:03close1174.9090.84491.22990.809512.4225101.59
2352010.01.21 15:36buy1185.0091.62891.34891.718
2362010.01.21 15:54t/p1185.0091.71891.34891.718490.6325592.22
2372010.01.21 17:23buy1195.1091.56491.28491.654
2382010.01.21 17:29s/l1195.1091.28491.28491.654-1564.3624027.86
2392010.01.26 09:01sell1204.8090.08490.37489.954
2402010.01.26 09:54close1204.8090.06390.37489.954111.9224139.78
2412010.02.01 06:59sell1214.8090.20290.49290.072
2422010.02.01 08:01close1214.8090.19090.49290.07263.8724203.65
2432010.02.11 15:30sell1224.8089.77090.06089.640
2442010.02.11 15:57close1224.8089.70990.06089.640326.3924530.04
2452010.02.11 17:46sell1234.9089.84390.13389.713
2462010.02.11 18:14close1234.9089.78190.13389.713338.3824868.42
2472010.02.17 18:01buy1244.9090.78390.50390.873
2482010.02.17 18:55close1244.9090.80390.50390.873107.9324976.35
2492010.02.18 04:55buy1254.9090.91390.63391.003
2502010.02.18 05:23close1254.9090.98390.63391.003376.9925353.34
2512010.02.23 13:11sell1265.0091.08691.37690.956
2522010.02.23 13:30close1265.0090.99491.37690.956505.5325858.87
2532010.03.08 10:04buy1275.1090.31090.03090.400
2542010.03.08 11:19close1275.1090.32290.03090.40067.7625926.63
2552010.03.10 19:09buy1285.1090.55190.27190.641
2562010.03.10 19:52close1285.1090.58490.27190.641185.7926112.42
2572010.03.11 01:47buy1295.2090.40190.12190.491
2582010.03.11 01:55t/p1295.2090.49190.12190.491517.1726629.59
2592010.04.08 09:19sell1305.3093.38093.67093.250
2602010.04.08 09:29t/p1305.3093.25093.67093.250738.8927368.48
2612010.04.14 15:43buy1315.4093.39393.11393.483
2622010.04.14 15:48t/p1315.4093.48393.11393.483519.8627888.34
2632010.04.19 12:34sell1325.5091.97692.26691.846
2642010.04.19 13:23close1325.5091.93492.26691.846251.2728139.61
2652010.04.19 15:00sell1335.6092.06892.35891.938
2662010.04.19 15:10t/p1335.6091.93892.35891.938791.8728931.48
2672010.04.22 09:18sell1345.7092.95793.24792.827
2682010.04.22 10:58close1345.7093.00293.24792.827-275.8028655.68
2692010.04.27 14:52sell1355.7093.89394.18393.763
2702010.04.27 15:17close1355.7093.83394.18393.763364.4829020.16
2712010.04.28 21:14buy1365.8093.93993.65994.029
2722010.04.28 21:16t/p1365.8094.02993.65994.029555.1129575.27
2732010.05.04 10:28buy1375.9094.75494.47494.844
2742010.05.04 11:30close1375.9094.76594.47494.84468.4929643.76
2752010.05.14 07:33sell1385.9092.89693.18692.766
2762010.05.14 08:44close1385.9092.88393.18692.76682.5829726.34
2772010.05.28 01:23buy1395.9090.87390.59390.963
2782010.05.28 02:03close1395.9090.93490.59390.963395.7830122.12
2792010.05.31 09:49buy1406.0091.35291.07291.442
2802010.05.31 10:08t/p1406.0091.44291.07291.442590.5330712.65
2812010.06.02 06:39buy1416.1091.42891.14891.518
2822010.06.02 07:13close1416.1091.49891.14891.518466.6831179.33
2832010.06.03 15:39buy1426.2092.53892.25892.628
2842010.06.03 16:33close1426.2092.55892.25892.628133.9731313.30
2852010.06.03 17:24buy1436.2092.37792.09792.467
2862010.06.03 17:58close1436.2092.44792.09792.467469.4631782.76
2872010.06.15 19:06sell1446.3091.32191.61191.191
2882010.06.15 20:46close1446.3091.55391.61191.191-1596.4530186.31