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 profit29485.34Gross profit48542.43Gross loss-19057.09
Profit factor2.55Expected payoff204.76
Absolute drawdown54.47Maximal drawdown4567.21 (14.19%)Relative drawdown14.19% (4567.21)
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 trade1272.64loss trade-2660.75
Averageprofit trade379.24loss trade-1191.07
Maximumconsecutive wins (profit in money)28 (11087.25)consecutive losses (loss in money)1 (-2660.75)
Maximalconsecutive profit (count of wins)11087.25 (28)consecutive loss (count of losses)-2660.75 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 09:10buy12.5091.82091.54091.910
22009.01.05 09:13t/p12.5091.91091.54091.910244.8010244.80
32009.01.05 20:52buy22.5093.14392.86393.233
42009.01.05 20:56t/p22.5093.23392.86393.233241.3110486.11
52009.01.15 01:55sell32.6089.17489.46489.044
62009.01.15 02:18close32.6089.07089.46489.044303.5810789.69
72009.01.15 08:51sell42.6089.09889.38888.968
82009.01.15 09:16close42.6089.00489.38888.968274.5911064.28
92009.01.22 04:00sell52.7089.35289.64289.222
102009.01.22 04:14t/p52.7089.22289.64289.222393.4511457.73
112009.01.29 06:22buy62.8089.92789.64790.017
122009.01.29 07:30close62.8089.94089.64790.01740.4711498.20
132009.02.06 02:19buy72.8090.92990.64991.019
142009.02.06 02:32t/p72.8091.01990.64991.019276.8611775.06
152009.02.06 05:03buy82.9090.80590.52590.895
162009.02.06 05:15t/p82.9090.89590.52590.895287.1412062.20
172009.02.06 08:45buy93.0090.81390.53390.903
182009.02.06 09:07t/p93.0090.90390.53390.903297.0212359.22
192009.02.06 12:54buy103.0091.17590.89591.265
202009.02.06 14:02close103.0091.18690.89591.26536.1912395.41
212009.02.09 10:38sell113.0091.50291.79291.372
222009.02.09 10:53close113.0091.39791.79291.372344.6512740.06
232009.02.12 09:56sell123.1090.17690.46690.046
242009.02.12 10:24close123.1090.11490.46690.046213.2912953.35
252009.02.16 01:06buy133.2091.73091.45091.820
262009.02.16 01:49close133.2091.76091.45091.820104.6213057.97
272009.02.17 09:18buy143.2092.30092.02092.390
282009.02.17 09:24t/p143.2092.39092.02092.390311.6913369.66
292009.02.17 10:04buy153.3092.16091.88092.250
302009.02.17 10:56close153.3092.18091.88092.25071.6013441.26
312009.02.18 20:22buy163.3093.53993.25993.629
322009.02.18 20:55close163.3093.61093.25993.629250.2913691.55
332009.02.19 06:49buy173.4093.45893.17893.548
342009.02.19 07:57close173.4093.47093.17893.54843.6513735.20
352009.02.23 16:56buy183.4094.42194.14194.511
362009.02.23 17:16s/l183.4094.14194.14194.511-1011.2612723.94
372009.02.24 02:17buy193.1094.27093.99094.360
382009.02.24 02:51close193.1094.34093.99094.360230.0212953.96
392009.02.25 01:59buy203.2096.56096.28096.650
402009.02.25 02:04t/p203.2096.65096.28096.650297.9813251.94
412009.02.25 03:13buy213.3096.49096.21096.580
422009.02.25 03:53close213.3096.52096.21096.580102.5713354.51
432009.02.25 08:36buy223.3096.88096.60096.970
442009.02.25 08:45t/p223.3096.97096.60096.970306.2813660.79
452009.02.26 13:57buy233.4097.80097.52097.890
462009.02.26 14:05t/p233.4097.89097.52097.890312.6013973.39
472009.02.26 20:24buy243.4098.37098.09098.460
482009.02.26 20:43t/p243.4098.46098.09098.460310.7614284.15
492009.03.02 16:26sell253.5097.47097.76097.340
502009.03.02 17:01s/l253.5097.76097.76097.340-1038.1813245.97
512009.03.03 23:39buy263.3098.08797.80798.177
522009.03.03 23:50t/p263.3098.17797.80798.177302.5113548.48
532009.03.04 17:16buy273.3099.12398.84399.213
542009.03.04 17:27t/p273.3099.21398.84399.213299.3413847.82
552009.03.04 22:54buy283.4099.08098.80099.170
562009.03.04 23:55close283.4099.09098.80099.17034.3113882.13
572009.03.09 14:43buy293.4098.77698.49698.866
582009.03.09 14:48t/p293.4098.86698.49698.866309.5014191.63
592009.03.09 16:58buy303.5098.82098.54098.910
602009.03.09 17:30close303.5098.90098.54098.910283.1114474.74
612009.03.17 18:46buy313.6098.63098.35098.720
622009.03.17 19:49close313.6098.64098.35098.72036.5014511.24
632009.03.26 14:54buy323.6098.12397.84398.213
642009.03.26 15:16t/p323.6098.21397.84398.213329.8914841.13
652009.03.26 18:26buy333.7098.35898.07898.448
662009.03.26 18:34t/p333.7098.44898.07898.448338.2415179.37
672009.03.27 02:13buy343.7098.46398.18398.553
682009.03.27 02:36t/p343.7098.55398.18398.553337.8915517.26
692009.03.31 16:54buy353.8098.30798.02798.397
702009.03.31 17:26close353.8098.37998.02798.397278.1115795.37
712009.03.31 22:50buy363.9098.92798.64799.017
722009.03.31 22:59t/p363.9099.01798.64799.017354.4816149.85
732009.04.01 00:13buy374.0098.74598.46598.835
742009.04.01 00:16t/p374.0098.83598.46598.835364.2416514.09
752009.04.06 12:56buy384.10101.138100.858101.228
762009.04.06 13:06t/p384.10101.228100.858101.228364.5216878.61
772009.04.06 14:34buy394.20100.972100.692101.062
782009.04.06 15:26s/l394.20100.692100.692101.062-1167.9615710.65
792009.04.07 17:36sell403.90100.538100.828100.408
802009.04.07 18:26close403.90100.501100.828100.408143.5815854.23
812009.04.08 15:26sell413.90100.198100.488100.068
822009.04.08 15:40t/p413.90100.068100.488100.068506.6916360.92
832009.04.14 02:35sell424.00100.230100.520100.100
842009.04.14 04:00close424.00100.218100.520100.10047.9016408.82
852009.04.22 17:12sell434.1098.13398.42398.003
862009.04.22 17:52close434.1098.07398.42398.003250.8316659.65
872009.04.22 21:41sell444.1098.20298.49298.072
882009.04.22 22:23close444.1098.15898.49298.072183.7916843.44
892009.04.23 20:09sell454.2097.97898.26897.848
902009.04.23 21:24close454.2097.96498.26897.84860.0216903.46
912009.05.12 10:16sell464.2097.44097.73097.310
922009.05.12 11:18s/l464.2097.73097.73097.310-1246.2915657.17
932009.05.14 09:36sell473.9095.76296.05295.632
942009.05.14 09:39t/p473.9095.63296.05295.632530.1816187.35
952009.05.14 15:49sell484.0095.57495.86495.444
962009.05.14 16:06close484.0095.48395.86495.444381.2216568.57
972009.05.18 08:23sell494.1095.02595.31594.895
982009.05.18 09:01close494.1094.95995.31594.895284.9716853.54
992009.05.20 10:10sell504.2095.86596.15595.735
1002009.05.20 11:50close504.2095.91996.15595.735-236.4516617.09
1012009.05.22 09:09sell514.1094.26294.55294.132
1022009.05.22 09:34close514.1094.20294.55294.132261.1416878.23
1032009.05.27 09:28buy524.2095.25494.97495.344
1042009.05.27 10:18close524.2095.28494.97495.344132.2417010.47
1052009.06.02 02:12buy534.2096.40896.12896.498
1062009.06.02 02:55close534.2096.43996.12896.498135.0117145.48
1072009.06.02 17:10sell544.2096.00996.29995.879
1082009.06.02 17:19t/p544.2095.87996.29995.879569.4817714.96
1092009.06.08 02:29buy554.4098.45798.17798.547
1102009.06.08 02:32t/p554.4098.54798.17798.547401.8218116.78
1112009.06.18 08:43sell564.5095.87296.16295.742
1122009.06.18 09:09close564.5095.81296.16295.742281.8018398.58
1132009.06.22 10:02sell574.5096.25796.54796.127
1142009.06.22 10:09t/p574.5096.12796.54796.127608.5719007.15
1152009.06.30 12:37sell584.7095.76696.05695.636
1162009.06.30 14:17close584.7095.96096.05695.636-950.1918056.96
1172009.07.01 08:34buy594.5096.70596.42596.795
1182009.07.01 09:30close594.5096.72596.42596.79593.0518150.01
1192009.07.01 15:15buy604.5096.74896.46896.838
1202009.07.01 15:16t/p604.5096.83896.46896.838418.2218568.23
1212009.07.01 15:36buy614.6096.62596.34596.715
1222009.07.01 15:49t/p614.6096.71596.34596.715428.0518996.28
1232009.07.06 22:00sell624.7095.26095.55095.130
1242009.07.06 23:40close624.7095.32895.55095.130-335.2618661.02
1252009.07.15 09:21buy634.6093.41893.13893.508
1262009.07.15 10:54close634.6093.42993.13893.50854.1618715.18
1272009.07.16 04:37buy644.6094.18393.90394.273
1282009.07.16 06:38close644.6094.04093.90394.273-699.4918015.69
1292009.07.16 21:01sell654.5093.75094.04093.620
1302009.07.16 21:12t/p654.5093.62094.04093.620624.8718640.56
1312009.07.20 08:41buy664.6094.58694.30694.676
1322009.07.20 09:01t/p664.6094.67694.30694.676437.2719077.83
1332009.07.20 11:00buy674.7094.49394.21394.583
1342009.07.20 11:03t/p674.7094.58394.21394.583447.2219525.05
1352009.07.23 23:03buy684.8095.01294.73295.102
1362009.07.23 23:12t/p684.8095.10294.73295.102454.2519979.30
1372009.07.24 03:04buy694.9094.90594.62594.995
1382009.07.24 03:32close694.9094.97694.62594.995366.3020345.60
1392009.07.28 23:01sell705.0094.64894.93894.518
1402009.07.28 23:48close705.0094.60794.93894.518216.6920562.29
1412009.07.29 20:28buy715.1094.93194.65195.021
1422009.07.29 20:39t/p715.1095.02194.65195.021483.0521045.34
1432009.07.30 22:44buy725.2095.44895.16895.538
1442009.07.30 23:27close725.2095.48195.16895.538179.7221225.06
1452009.08.10 07:41buy735.3097.13896.85897.228
1462009.08.10 08:07close735.3097.21596.85897.228419.7921644.85
1472009.08.17 10:23sell745.4094.69694.98694.566
1482009.08.17 11:01close745.4094.63594.98694.566348.0721992.92
1492009.08.21 10:05sell755.4094.01994.30993.889
1502009.08.21 10:42close755.4093.95794.30993.889356.3322349.25
1512009.08.27 15:39sell765.5093.78594.07593.655
1522009.08.27 16:36close765.5093.76394.07593.655129.0522478.30
1532009.08.31 14:20sell775.6093.24593.53593.115
1542009.08.31 14:45close775.6093.18493.53593.115366.5922844.89
1552009.08.31 20:23sell785.7092.98093.27092.850
1562009.08.31 21:13close785.7092.95593.27092.850153.3022998.19
1572009.09.09 21:02sell795.7092.15992.44992.029
1582009.09.09 21:54close795.7092.13992.44992.029123.7323121.92
1592009.09.30 15:30sell805.7089.70289.99289.572
1602009.09.30 16:45close805.7089.69189.99289.57269.9123191.83
1612009.10.05 14:58buy815.7089.86089.58089.950
1622009.10.05 15:38close815.7089.89089.58089.950190.2323382.06
1632009.10.06 09:51sell825.8089.36589.65589.235
1642009.10.06 10:04t/p825.8089.23589.65589.235844.9624227.02
1652009.10.07 03:05sell836.0088.92889.21888.798
1662009.10.07 03:20close836.0088.83889.21888.798607.8524834.87
1672009.10.08 13:22sell846.2088.36888.65888.238
1682009.10.08 14:06close846.2088.32688.65888.238294.8225129.69
1692009.10.13 04:02sell856.2089.86490.15489.734
1702009.10.13 05:18close856.2089.85390.15489.73475.9025205.59
1712009.10.13 16:03sell866.3089.71290.00289.582
1722009.10.13 16:54close866.3089.69290.00289.582140.4825346.07
1732009.10.14 13:17sell876.3089.36589.65589.235
1742009.10.14 13:33close876.3089.27589.65589.235635.1225981.19
1752009.10.20 11:03sell886.4090.35190.64190.221
1762009.10.20 11:22close886.4090.26090.64190.221645.2526626.44
1772009.10.21 16:49buy896.6090.83390.55390.923
1782009.10.21 16:50t/p896.6090.92390.55390.923653.2827279.72
1792009.10.21 20:19buy906.8090.91090.63091.000
1802009.10.21 20:54close906.8090.97090.63091.000448.5027728.22
1812009.10.22 13:18buy916.9091.16090.88091.250
1822009.10.22 13:43t/p916.9091.25090.88091.250680.5428408.76
1832009.10.26 02:08buy927.1091.96191.68192.051
1842009.10.26 02:26t/p927.1092.05191.68192.051694.1829102.94
1852009.10.29 09:11sell937.2090.55790.84790.427
1862009.10.29 10:51close937.2090.72390.84790.427-1317.4227785.52
1872009.10.30 13:30sell946.9091.12191.41190.991
1882009.10.30 14:57close946.9091.11191.41190.99175.7327861.25
1892009.11.04 21:19buy956.9090.80990.52990.899
1902009.11.04 21:21t/p956.9090.89990.52990.899683.1328544.38
1912009.11.11 07:59sell967.1089.55289.84289.422
1922009.11.11 08:52s/l967.1089.84289.84289.422-2291.8026252.58
1932009.11.30 15:06sell976.5086.49286.78286.362
1942009.11.30 15:12t/p976.5086.36286.78286.362978.4827231.06
1952009.12.02 18:57buy986.8087.13486.85487.224
1962009.12.02 19:06t/p986.8087.22486.85487.224701.6427932.70
1972009.12.04 02:19buy996.9088.10387.82388.193
1982009.12.04 03:03close996.9088.13387.82388.193234.8728167.57
1992009.12.09 02:23sell1007.0088.65488.94488.524
2002009.12.09 02:53close1007.0088.59388.94488.524481.9828649.55
2012009.12.10 00:13sell1017.1087.97588.26587.845
2022009.12.10 01:53close1017.1088.02688.26587.845-411.3628238.19
2032009.12.14 06:30sell1027.0088.90889.19888.778
2042009.12.14 06:40t/p1027.0088.77889.19888.7781025.0529263.24
2052009.12.15 22:14buy1037.3089.65789.37789.747
2062009.12.15 23:44close1037.3089.66789.37789.74781.4129344.65
2072009.12.16 01:54buy1047.3089.55789.27789.647
2082009.12.16 02:28close1047.3089.62989.27789.647586.4229931.07
2092009.12.17 09:04buy1057.4089.98789.70790.077
2102009.12.17 09:26s/l1057.4089.70789.70790.077-2309.7427621.33
2112009.12.23 03:07buy1066.9091.64491.36491.734
2122009.12.23 04:22close1066.9091.65991.36491.734112.9227734.25
2132009.12.29 20:56buy1076.9091.86891.58891.958
2142009.12.29 21:29close1076.9091.93991.58891.958532.8528267.10
2152009.12.30 08:03buy1087.0092.04791.76792.137
2162009.12.30 08:58close1087.0092.06791.76792.137152.0628419.16
2172010.01.04 01:16buy1097.1092.84192.56192.931
2182010.01.04 02:04close1097.1092.87292.56192.931236.9928656.15
2192010.01.04 05:51buy1107.1092.78292.50292.872
2202010.01.04 07:26close1107.1092.79392.50292.87284.1728740.32
2212010.01.05 13:22sell1117.1092.11592.40591.985
2222010.01.05 13:48close1117.1092.05592.40591.985462.7729203.09
2232010.01.06 03:18sell1127.3091.75692.04691.626
2242010.01.06 04:58close1127.3091.81692.04691.626-477.0428726.05
2252010.01.06 21:05buy1137.1092.41792.13792.507
2262010.01.06 22:07close1137.1092.42892.13792.50784.5028810.55
2272010.01.11 11:53sell1147.2092.51792.80792.387
2282010.01.11 12:42close1147.2092.47492.80792.387334.8029145.35
2292010.01.11 15:37sell1157.2092.50092.79092.370
2302010.01.11 15:59close1157.2092.40692.79092.370732.4229877.77
2312010.01.13 09:07sell1167.4091.26491.55491.134
2322010.01.13 09:25close1167.4091.17391.55491.134738.6030616.37
2332010.01.15 13:48sell1177.6090.93991.22990.809
2342010.01.15 14:03close1177.6090.84491.22990.809794.7731411.14
2352010.01.21 15:36buy1187.8091.62891.34891.718
2362010.01.21 15:54t/p1187.8091.71891.34891.718765.3932176.53
2372010.01.21 17:23buy1198.0091.56491.28491.654
2382010.01.21 17:29s/l1198.0091.28491.28491.654-2453.9129722.62
2392010.01.26 09:01sell1207.4090.08490.37489.954
2402010.01.26 09:54close1207.4090.06390.37489.954172.5529895.17
2412010.02.01 06:59sell1217.4090.20290.49290.072
2422010.02.01 08:01close1217.4090.19090.49290.07298.4629993.63
2432010.02.11 15:30sell1227.4089.77090.06089.640
2442010.02.11 15:57close1227.4089.70990.06089.640503.1830496.81
2452010.02.11 17:46sell1237.6089.84390.13389.713
2462010.02.11 18:14close1237.6089.78190.13389.713524.8331021.64
2472010.02.17 18:01buy1247.7090.78390.50390.873
2482010.02.17 18:55close1247.7090.80390.50390.873169.6031191.24
2492010.02.18 04:55buy1257.7090.91390.63391.003
2502010.02.18 05:23close1257.7090.98390.63391.003592.4231783.66
2512010.02.23 13:11sell1267.9091.08691.37690.956
2522010.02.23 13:30close1267.9090.99491.37690.956798.7332582.39
2532010.03.08 10:04buy1278.1090.31090.03090.400
2542010.03.08 11:19close1278.1090.32290.03090.400107.6132690.00
2552010.03.10 19:09buy1288.1090.55190.27190.641
2562010.03.10 19:52close1288.1090.58490.27190.641295.0932985.09
2572010.03.11 01:47buy1298.2090.40190.12190.491
2582010.03.11 01:55t/p1298.2090.49190.12190.491815.5433800.63
2592010.04.08 09:19sell1308.4093.38093.67093.250
2602010.04.08 09:29t/p1308.4093.25093.67093.2501171.0634971.69
2612010.04.14 15:43buy1318.7093.39393.11393.483
2622010.04.14 15:48t/p1318.7093.48393.11393.483837.5635809.25
2632010.04.19 12:34sell1328.9091.97692.26691.846
2642010.04.19 13:23close1328.9091.93492.26691.846406.6036215.85
2652010.04.19 15:00sell1339.0092.06892.35891.938
2662010.04.19 15:10t/p1339.0091.93892.35891.9381272.6437488.49
2672010.04.22 09:18sell1349.3092.95793.24792.827
2682010.04.22 10:58close1349.3093.00293.24792.827-449.9937038.50
2692010.04.27 14:52sell1359.2093.89394.18393.763
2702010.04.27 15:17close1359.2093.83394.18393.763588.2837626.78
2712010.04.28 21:14buy1369.4093.93993.65994.029
2722010.04.28 21:16t/p1369.4094.02993.65994.029899.6638526.44
2732010.05.04 10:28buy1379.6094.75494.47494.844
2742010.05.04 11:30close1379.6094.76594.47494.844111.4338637.87
2752010.05.14 07:33sell1389.6092.89693.18692.766
2762010.05.14 08:44close1389.6092.88393.18692.766134.3638772.23
2772010.05.28 01:23buy1399.6090.87390.59390.963
2782010.05.28 02:03close1399.6090.93490.59390.963643.9839416.21
2792010.05.31 09:49buy1409.8091.35291.07291.442
2802010.05.31 10:08t/p1409.8091.44291.07291.442964.5340380.74
2812010.06.02 06:39buy14110.0091.42891.14891.518
2822010.06.02 07:13close14110.0091.49891.14891.518765.0441145.78
2832010.06.03 15:39buy14210.2092.53892.25892.628
2842010.06.03 16:33close14210.2092.55892.25892.628220.4041366.18
2852010.06.03 17:24buy14310.3092.37792.09792.467
2862010.06.03 17:58close14310.3092.44792.09792.467779.9142146.09
2872010.06.15 19:06sell14410.5091.32191.61191.191
2882010.06.15 20:46close14410.5091.55391.61191.191-2660.7539485.34