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 profit3050.75Gross profit4805.93Gross loss-1755.18
Profit factor2.74Expected payoff21.19
Absolute drawdown10.89Maximal drawdown355.39 (2.84%)Relative drawdown2.84% (355.39)
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 trade90.32loss trade-193.67
Averageprofit trade37.55loss trade-109.70
Maximumconsecutive wins (profit in money)28 (1014.10)consecutive losses (loss in money)1 (-193.67)
Maximalconsecutive profit (count of wins)1014.10 (28)consecutive loss (count of losses)-193.67 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 09:10buy10.5091.82091.54091.910
22009.01.05 09:13t/p10.5091.91091.54091.91048.9610048.96
32009.01.05 20:52buy20.5093.14392.86393.233
42009.01.05 20:56t/p20.5093.23392.86393.23348.2610097.22
52009.01.15 01:55sell30.5089.17489.46489.044
62009.01.15 02:18close30.5089.07089.46489.04458.3810155.60
72009.01.15 08:51sell40.5089.09889.38888.968
82009.01.15 09:16close40.5089.00489.38888.96852.8110208.41
92009.01.22 04:00sell50.5089.35289.64289.222
102009.01.22 04:14t/p50.5089.22289.64289.22272.8610281.27
112009.01.29 06:22buy60.5089.92789.64790.017
122009.01.29 07:30close60.5089.94089.64790.0177.2310288.50
132009.02.06 02:19buy70.5090.92990.64991.019
142009.02.06 02:32t/p70.5091.01990.64991.01949.4410337.94
152009.02.06 05:03buy80.5090.80590.52590.895
162009.02.06 05:15t/p80.5090.89590.52590.89549.5110387.45
172009.02.06 08:45buy90.5090.81390.53390.903
182009.02.06 09:07t/p90.5090.90390.53390.90349.5010436.95
192009.02.06 12:54buy100.5091.17590.89591.265
202009.02.06 14:02close100.5091.18690.89591.2656.0310442.98
212009.02.09 10:38sell110.5091.50291.79291.372
222009.02.09 10:53close110.5091.39791.79291.37257.4410500.42
232009.02.12 09:56sell120.5090.17690.46690.046
242009.02.12 10:24close120.5090.11490.46690.04634.4010534.82
252009.02.16 01:06buy130.5091.73091.45091.820
262009.02.16 01:49close130.5091.76091.45091.82016.3510551.17
272009.02.17 09:18buy140.5092.30092.02092.390
282009.02.17 09:24t/p140.5092.39092.02092.39048.7010599.87
292009.02.17 10:04buy150.5092.16091.88092.250
302009.02.17 10:56close150.5092.18091.88092.25010.8510610.72
312009.02.18 20:22buy160.5093.53993.25993.629
322009.02.18 20:55close160.5093.61093.25993.62937.9210648.64
332009.02.19 06:49buy170.5093.45893.17893.548
342009.02.19 07:57close170.5093.47093.17893.5486.4210655.06
352009.02.23 16:56buy180.5094.42194.14194.511
362009.02.23 17:16s/l180.5094.14194.14194.511-148.7210506.34
372009.02.24 02:17buy190.5094.27093.99094.360
382009.02.24 02:51close190.5094.34093.99094.36037.1010543.44
392009.02.25 01:59buy200.5096.56096.28096.650
402009.02.25 02:04t/p200.5096.65096.28096.65046.5610590.00
412009.02.25 03:13buy210.5096.49096.21096.580
422009.02.25 03:53close210.5096.52096.21096.58015.5410605.54
432009.02.25 08:36buy220.5096.88096.60096.970
442009.02.25 08:45t/p220.5096.97096.60096.97046.4110651.95
452009.02.26 13:57buy230.5097.80097.52097.890
462009.02.26 14:05t/p230.5097.89097.52097.89045.9710697.92
472009.02.26 20:24buy240.5098.37098.09098.460
482009.02.26 20:43t/p240.5098.46098.09098.46045.7110743.63
492009.03.02 16:26sell250.5097.47097.76097.340
502009.03.02 17:01s/l250.5097.76097.76097.340-148.3110595.32
512009.03.03 23:39buy260.5098.08797.80798.177
522009.03.03 23:50t/p260.5098.17797.80798.17745.8310641.15
532009.03.04 17:16buy270.5099.12398.84399.213
542009.03.04 17:27t/p270.5099.21398.84399.21345.3510686.50
552009.03.04 22:54buy280.5099.08098.80099.170
562009.03.04 23:55close280.5099.09098.80099.1705.0510691.55
572009.03.09 14:43buy290.5098.77698.49698.866
582009.03.09 14:48t/p290.5098.86698.49698.86645.5210737.07
592009.03.09 16:58buy300.5098.82098.54098.910
602009.03.09 17:30close300.5098.90098.54098.91040.4410777.51
612009.03.17 18:46buy310.5098.63098.35098.720
622009.03.17 19:49close310.5098.64098.35098.7205.0710782.58
632009.03.26 14:54buy320.5098.12397.84398.213
642009.03.26 15:16t/p320.5098.21397.84398.21345.8210828.40
652009.03.26 18:26buy330.5098.35898.07898.448
662009.03.26 18:34t/p330.5098.44898.07898.44845.7110874.11
672009.03.27 02:13buy340.5098.46398.18398.553
682009.03.27 02:36t/p340.5098.55398.18398.55345.6610919.77
692009.03.31 16:54buy350.5098.30798.02798.397
702009.03.31 17:26close350.5098.37998.02798.39736.5910956.36
712009.03.31 22:50buy360.5098.92798.64799.017
722009.03.31 22:59t/p360.5099.01798.64799.01745.4511001.81
732009.04.01 00:13buy370.5098.74598.46598.835
742009.04.01 00:16t/p370.5098.83598.46598.83545.5311047.34
752009.04.06 12:56buy380.50101.138100.858101.228
762009.04.06 13:06t/p380.50101.228100.858101.22844.4511091.79
772009.04.06 14:34buy390.50100.972100.692101.062
782009.04.06 15:26s/l390.50100.692100.692101.062-139.0410952.75
792009.04.07 17:36sell400.50100.538100.828100.408
802009.04.07 18:26close400.50100.501100.828100.40818.4110971.16
812009.04.08 15:26sell410.50100.198100.488100.068
822009.04.08 15:40t/p410.50100.068100.488100.06864.9611036.12
832009.04.14 02:35sell420.50100.230100.520100.100
842009.04.14 04:00close420.50100.218100.520100.1005.9911042.11
852009.04.22 17:12sell430.5098.13398.42398.003
862009.04.22 17:52close430.5098.07398.42398.00330.5911072.70
872009.04.22 21:41sell440.5098.20298.49298.072
882009.04.22 22:23close440.5098.15898.49298.07222.4111095.11
892009.04.23 20:09sell450.5097.97898.26897.848
902009.04.23 21:24close450.5097.96498.26897.8487.1511102.26
912009.05.12 10:16sell460.5097.44097.73097.310
922009.05.12 11:18s/l460.5097.73097.73097.310-148.3710953.89
932009.05.14 09:36sell470.5095.76296.05295.632
942009.05.14 09:39t/p470.5095.63296.05295.63267.9711021.86
952009.05.14 15:49sell480.5095.57495.86495.444
962009.05.14 16:06close480.5095.48395.86495.44447.6511069.51
972009.05.18 08:23sell490.5095.02595.31594.895
982009.05.18 09:01close490.5094.95995.31594.89534.7511104.26
992009.05.20 10:10sell500.5095.86596.15595.735
1002009.05.20 11:50close500.5095.91996.15595.735-28.1511076.11
1012009.05.22 09:09sell510.5094.26294.55294.132
1022009.05.22 09:34close510.5094.20294.55294.13231.8511107.96
1032009.05.27 09:28buy520.5095.25494.97495.344
1042009.05.27 10:18close520.5095.28494.97495.34415.7411123.70
1052009.06.02 02:12buy530.5096.40896.12896.498
1062009.06.02 02:55close530.5096.43996.12896.49816.0711139.77
1072009.06.02 17:10sell540.5096.00996.29995.879
1082009.06.02 17:19t/p540.5095.87996.29995.87967.8011207.57
1092009.06.08 02:29buy550.5098.45798.17798.547
1102009.06.08 02:32t/p550.5098.54798.17798.54745.6611253.23
1112009.06.18 08:43sell560.5095.87296.16295.742
1122009.06.18 09:09close560.5095.81296.16295.74231.3111284.54
1132009.06.22 10:02sell570.5096.25796.54796.127
1142009.06.22 10:09t/p570.5096.12796.54796.12767.6211352.16
1152009.06.30 12:37sell580.5095.76696.05695.636
1162009.06.30 14:17close580.5095.96096.05695.636-101.0811251.08
1172009.07.01 08:34buy590.5096.70596.42596.795
1182009.07.01 09:30close590.5096.72596.42596.79510.3411261.42
1192009.07.01 15:15buy600.5096.74896.46896.838
1202009.07.01 15:16t/p600.5096.83896.46896.83846.4711307.89
1212009.07.01 15:36buy610.5096.62596.34596.715
1222009.07.01 15:49t/p610.5096.71596.34596.71546.5211354.41
1232009.07.06 22:00sell620.5095.26095.55095.130
1242009.07.06 23:40close620.5095.32895.55095.130-35.6711318.74
1252009.07.15 09:21buy630.5093.41893.13893.508
1262009.07.15 10:54close630.5093.42993.13893.5085.8911324.63
1272009.07.16 04:37buy640.5094.18393.90394.273
1282009.07.16 06:38close640.5094.04093.90394.273-76.0311248.60
1292009.07.16 21:01sell650.5093.75094.04093.620
1302009.07.16 21:12t/p650.5093.62094.04093.62069.4311318.03
1312009.07.20 08:41buy660.5094.58694.30694.676
1322009.07.20 09:01t/p660.5094.67694.30694.67647.5311365.56
1332009.07.20 11:00buy670.5094.49394.21394.583
1342009.07.20 11:03t/p670.5094.58394.21394.58347.5811413.14
1352009.07.23 23:03buy680.5095.01294.73295.102
1362009.07.23 23:12t/p680.5095.10294.73295.10247.3211460.46
1372009.07.24 03:04buy690.5094.90594.62594.995
1382009.07.24 03:32close690.5094.97694.62594.99537.3811497.84
1392009.07.28 23:01sell700.5094.64894.93894.518
1402009.07.28 23:48close700.5094.60794.93894.51821.6711519.51
1412009.07.29 20:28buy710.5094.93194.65195.021
1422009.07.29 20:39t/p710.5095.02194.65195.02147.3611566.87
1432009.07.30 22:44buy720.5095.44895.16895.538
1442009.07.30 23:27close720.5095.48195.16895.53817.2811584.15
1452009.08.10 07:41buy730.5097.13896.85897.228
1462009.08.10 08:07close730.5097.21596.85897.22839.6011623.75
1472009.08.17 10:23sell740.5094.69694.98694.566
1482009.08.17 11:01close740.5094.63594.98694.56632.2311655.98
1492009.08.21 10:05sell750.5094.01994.30993.889
1502009.08.21 10:42close750.5093.95794.30993.88932.9911688.97
1512009.08.27 15:39sell760.5093.78594.07593.655
1522009.08.27 16:36close760.5093.76394.07593.65511.7311700.70
1532009.08.31 14:20sell770.5093.24593.53593.115
1542009.08.31 14:45close770.5093.18493.53593.11532.7311733.43
1552009.08.31 20:23sell780.5092.98093.27092.850
1562009.08.31 21:13close780.5092.95593.27092.85013.4511746.88
1572009.09.09 21:02sell790.5092.15992.44992.029
1582009.09.09 21:54close790.5092.13992.44992.02910.8511757.73
1592009.09.30 15:30sell800.5089.70289.99289.572
1602009.09.30 16:45close800.5089.69189.99289.5726.1311763.86
1612009.10.05 14:58buy810.5089.86089.58089.950
1622009.10.05 15:38close810.5089.89089.58089.95016.6911780.55
1632009.10.06 09:51sell820.5089.36589.65589.235
1642009.10.06 10:04t/p820.5089.23589.65589.23572.8411853.39
1652009.10.07 03:05sell830.5088.92889.21888.798
1662009.10.07 03:20close830.5088.83889.21888.79850.6511904.04
1672009.10.08 13:22sell840.5088.36888.65888.238
1682009.10.08 14:06close840.5088.32688.65888.23823.7811927.82
1692009.10.13 04:02sell850.5089.86490.15489.734
1702009.10.13 05:18close850.5089.85390.15489.7346.1211933.94
1712009.10.13 16:03sell860.5089.71290.00289.582
1722009.10.13 16:54close860.5089.69290.00289.58211.1511945.09
1732009.10.14 13:17sell870.5089.36589.65589.235
1742009.10.14 13:33close870.5089.27589.65589.23550.4111995.50
1752009.10.20 11:03sell880.5090.35190.64190.221
1762009.10.20 11:22close880.5090.26090.64190.22150.4112045.91
1772009.10.21 16:49buy890.6090.83390.55390.923
1782009.10.21 16:50t/p890.6090.92390.55390.92359.3912105.30
1792009.10.21 20:19buy900.6090.91090.63091.000
1802009.10.21 20:54close900.6090.97090.63091.00039.5712144.87
1812009.10.22 13:18buy910.6091.16090.88091.250
1822009.10.22 13:43t/p910.6091.25090.88091.25059.1712204.04
1832009.10.26 02:08buy920.6091.96191.68192.051
1842009.10.26 02:26t/p920.6092.05191.68192.05158.6612262.70
1852009.10.29 09:11sell930.6090.55790.84790.427
1862009.10.29 10:51close930.6090.72390.84790.427-109.7812152.92
1872009.10.30 13:30sell940.6091.12191.41190.991
1882009.10.30 14:57close940.6091.11191.41190.9916.5912159.51
1892009.11.04 21:19buy950.6090.80990.52990.899
1902009.11.04 21:21t/p950.6090.89990.52990.89959.4012218.91
1912009.11.11 07:59sell960.6089.55289.84289.422
1922009.11.11 08:52s/l960.6089.84289.84289.422-193.6712025.24
1932009.11.30 15:06sell970.6086.49286.78286.362
1942009.11.30 15:12t/p970.6086.36286.78286.36290.3212115.56
1952009.12.02 18:57buy980.6087.13486.85487.224
1962009.12.02 19:06t/p980.6087.22486.85487.22461.9112177.47
1972009.12.04 02:19buy990.6088.10387.82388.193
1982009.12.04 03:03close990.6088.13387.82388.19320.4212197.89
1992009.12.09 02:23sell1000.6088.65488.94488.524
2002009.12.09 02:53close1000.6088.59388.94488.52441.3112239.20
2012009.12.10 00:13sell1010.6087.97588.26587.845
2022009.12.10 01:53close1010.6088.02688.26587.845-34.7612204.44
2032009.12.14 06:30sell1020.6088.90889.19888.778
2042009.12.14 06:40t/p1020.6088.77889.19888.77887.8612292.30
2052009.12.15 22:14buy1030.6089.65789.37789.747
2062009.12.15 23:44close1030.6089.66789.37789.7476.6912298.99
2072009.12.16 01:54buy1040.6089.55789.27789.647
2082009.12.16 02:28close1040.6089.62989.27789.64748.2012347.19
2092009.12.17 09:04buy1050.6089.98789.70790.077
2102009.12.17 09:26s/l1050.6089.70789.70790.077-187.2812159.91
2112009.12.23 03:07buy1060.6091.64491.36491.734
2122009.12.23 04:22close1060.6091.65991.36491.7349.8212169.73
2132009.12.29 20:56buy1070.6091.86891.58891.958
2142009.12.29 21:29close1070.6091.93991.58891.95846.3412216.07
2152009.12.30 08:03buy1080.6092.04791.76792.137
2162009.12.30 08:58close1080.6092.06791.76792.13713.0312229.10
2172010.01.04 01:16buy1090.6092.84192.56192.931
2182010.01.04 02:04close1090.6092.87292.56192.93120.0312249.13
2192010.01.04 05:51buy1100.6092.78292.50292.872
2202010.01.04 07:26close1100.6092.79392.50292.8727.1112256.24
2212010.01.05 13:22sell1110.6092.11592.40591.985
2222010.01.05 13:48close1110.6092.05592.40591.98539.1112295.35
2232010.01.06 03:18sell1120.6091.75692.04691.626
2242010.01.06 04:58close1120.6091.81692.04691.626-39.2112256.14
2252010.01.06 21:05buy1130.6092.41792.13792.507
2262010.01.06 22:07close1130.6092.42892.13792.5077.1412263.28
2272010.01.11 11:53sell1140.6092.51792.80792.387
2282010.01.11 12:42close1140.6092.47492.80792.38727.9012291.18
2292010.01.11 15:37sell1150.6092.50092.79092.370
2302010.01.11 15:59close1150.6092.40692.79092.37061.0312352.21
2312010.01.13 09:07sell1160.6091.26491.55491.134
2322010.01.13 09:25close1160.6091.17391.55491.13459.8912412.10
2332010.01.15 13:48sell1170.6090.93991.22990.809
2342010.01.15 14:03close1170.6090.84491.22990.80962.7412474.84
2352010.01.21 15:36buy1180.6091.62891.34891.718
2362010.01.21 15:54t/p1180.6091.71891.34891.71858.8812533.72
2372010.01.21 17:23buy1190.6091.56491.28491.654
2382010.01.21 17:29s/l1190.6091.28491.28491.654-184.0412349.68
2392010.01.26 09:01sell1200.6090.08490.37489.954
2402010.01.26 09:54close1200.6090.06390.37489.95413.9912363.67
2412010.02.01 06:59sell1210.6090.20290.49290.072
2422010.02.01 08:01close1210.6090.19090.49290.0727.9812371.65
2432010.02.11 15:30sell1220.6089.77090.06089.640
2442010.02.11 15:57close1220.6089.70990.06089.64040.8012412.45
2452010.02.11 17:46sell1230.6089.84390.13389.713
2462010.02.11 18:14close1230.6089.78190.13389.71341.4312453.88
2472010.02.17 18:01buy1240.6090.78390.50390.873
2482010.02.17 18:55close1240.6090.80390.50390.87313.2212467.10
2492010.02.18 04:55buy1250.6090.91390.63391.003
2502010.02.18 05:23close1250.6090.98390.63391.00346.1612513.26
2512010.02.23 13:11sell1260.6091.08691.37690.956
2522010.02.23 13:30close1260.6090.99491.37690.95660.6612573.92
2532010.03.08 10:04buy1270.6090.31090.03090.400
2542010.03.08 11:19close1270.6090.32290.03090.4007.9712581.89
2552010.03.10 19:09buy1280.6090.55190.27190.641
2562010.03.10 19:52close1280.6090.58490.27190.64121.8612603.75
2572010.03.11 01:47buy1290.6090.40190.12190.491
2582010.03.11 01:55t/p1290.6090.49190.12190.49159.6712663.42
2592010.04.08 09:19sell1300.6093.38093.67093.250
2602010.04.08 09:29t/p1300.6093.25093.67093.25083.6512747.07
2612010.04.14 15:43buy1310.6093.39393.11393.483
2622010.04.14 15:48t/p1310.6093.48393.11393.48357.7612804.83
2632010.04.19 12:34sell1320.6091.97692.26691.846
2642010.04.19 13:23close1320.6091.93492.26691.84627.4112832.24
2652010.04.19 15:00sell1330.6092.06892.35891.938
2662010.04.19 15:10t/p1330.6091.93892.35891.93884.8412917.08
2672010.04.22 09:18sell1340.6092.95793.24792.827
2682010.04.22 10:58close1340.6093.00293.24792.827-29.0312888.05
2692010.04.27 14:52sell1350.6093.89394.18393.763
2702010.04.27 15:17close1350.6093.83394.18393.76338.3712926.42
2712010.04.28 21:14buy1360.6093.93993.65994.029
2722010.04.28 21:16t/p1360.6094.02993.65994.02957.4212983.84
2732010.05.04 10:28buy1370.6094.75494.47494.844
2742010.05.04 11:30close1370.6094.76594.47494.8446.9612990.80
2752010.05.14 07:33sell1380.6092.89693.18692.766
2762010.05.14 08:44close1380.6092.88393.18692.7668.4012999.20
2772010.05.28 01:23buy1390.6090.87390.59390.963
2782010.05.28 02:03close1390.6090.93490.59390.96340.2513039.45
2792010.05.31 09:49buy1400.6091.35291.07291.442
2802010.05.31 10:08t/p1400.6091.44291.07291.44259.0513098.50
2812010.06.02 06:39buy1410.6091.42891.14891.518
2822010.06.02 07:13close1410.6091.49891.14891.51845.9013144.40
2832010.06.03 15:39buy1420.6092.53892.25892.628
2842010.06.03 16:33close1420.6092.55892.25892.62812.9613157.36
2852010.06.03 17:24buy1430.6092.37792.09792.467
2862010.06.03 17:58close1430.6092.44792.09792.46745.4313202.79
2872010.06.15 19:06sell1440.6091.32191.61191.191
2882010.06.15 20:46close1440.6091.55391.61191.191-152.0413050.75