Strategy Tester Report
SFE-FAF-S1-R510
ICMarkets-Live02 (Build 1170)

SymbolGBPCAD (Great Britain Pound vs Canadian Dollar)
Period5 Minutes (M5) 2008.01.02 10:00 - 2019.02.06 23:59 (2008.01.01 - 2019.02.07)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
Parametersparam_broker="-------- BROKER PARAMETERS --------"; p111="Enter the GMT offset of your broker in the winter period (not DST)."; Broker_Server_GMT_Winter=2; p121="Enter 'yes' if your broker changes the GMT offset, in the DST period."; Broker_Adapt_GMT_On_DST_Period=1; param_pairs="-------- LIST OF PAIRS -------- (Applies only in live trading. In the backtest, the expert uses the selected pair)"; p11=" -> The list of pairs to trade. You must use the semicolon character (;) to separate the pairs selected."; Pairs_List="AUDCAD;AUDUSD;EURAUD;EURGBP;EURUSD;GBPAUD;GBPCAD;GBPCHF;GBPUSD;USDCHF;USDJPY;XAUUSD"; param_size="-------- ORDER SIZE PARAMETERS --------"; p21="-> Order size in lots. Used if the parameter 'BALANCE_FOR_EVERY_001_Lots' is zero."; Fixed_Order_Size=0.1; p22="-> If you set here a value > 0, for example 1000, the size of the trade will be 0.01 lots for every 1000 of balance."; Balance_For_Every_001_Lots=0; p23=" -> Define the percentage of your account balance to assign (value between 0-200.0)."; Autolot_Balance_Percentage=100; param_other="--------- OTHER PARAMETERS --------"; p31=" -> set 'yes' ONLY if your account is FIFO compliant (only opens 1 order/pair at the same time)."; Apply_FIFO_Compliant=1; p32=" -> Define the value of the order comment. Special key words: #period #magic"; Order_Comment="default";
Bars in test821940Ticks modelled1642704Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread10
Total net profit830.37Gross profit1469.72Gross loss-639.35
Profit factor2.30Expected payoff12.39
Absolute drawdown27.55Maximal drawdown134.40 (1.32%)Relative drawdown1.32% (134.40)
Total trades67Short positions (won %)35 (37.14%)Long positions (won %)32 (37.50%)
Profit trades (% of total)25 (37.31%)Loss trades (% of total)42 (62.69%)
Largestprofit trade219.00loss trade-47.45
Averageprofit trade58.79loss trade-15.22
Maximumconsecutive wins (profit in money)5 (215.67)consecutive losses (loss in money)5 (-92.43)
Maximalconsecutive profit (count of wins)251.70 (4)consecutive loss (count of losses)-97.33 (4)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.01.29 14:45sell10.101.977800.000000.00000
22008.01.29 14:45modify10.101.977801.984211.94635
32008.01.29 15:05close10.101.980001.984211.94635-17.009983.00
42008.03.07 14:40buy20.101.976200.000000.00000
52008.03.07 14:40modify20.101.976201.970402.00538
62008.03.07 15:10modify20.101.976201.975802.00538
72008.03.10 16:45t/p20.102.005381.975802.00538219.0010202.00
82008.04.23 14:40buy30.102.021900.000000.00000
92008.04.23 14:40modify30.102.021902.013052.05289
102008.04.23 15:35close30.102.017802.013052.05289-31.3210170.68
112008.09.03 15:35sell40.101.888800.000000.00000
122008.09.03 15:35modify40.101.888801.897421.86607
132008.09.03 16:40close40.101.889701.897421.86607-7.2110163.47
142009.01.28 14:45sell50.101.725700.000000.00000
152009.01.28 14:45modify50.101.725701.737371.67212
162009.01.28 17:30close50.101.730901.737371.67212-39.6110123.86
172009.06.04 14:05sell60.101.798140.000000.00000
182009.06.04 14:05modify60.101.798141.808091.77006
192009.06.04 14:25close60.101.800631.808091.77006-19.1910104.67
202009.10.20 15:05buy70.101.707240.000000.00000
212009.10.20 15:05modify70.101.707241.699661.73528
222009.10.20 16:05modify70.101.707241.706841.73528
232009.10.20 19:30close70.101.715281.706841.7352860.1510164.82
242009.12.30 15:35buy80.101.679120.000000.00000
252009.12.30 15:35modify80.101.679121.672311.70549
262009.12.30 17:30close80.101.690221.672311.7054983.2210248.04
272010.02.05 14:45sell90.101.677570.000000.00000
282010.02.05 14:45modify90.101.677571.683571.65493
292010.02.05 16:45close90.101.669811.683571.6549358.0410306.08
302010.08.06 14:40buy100.101.628960.000000.00000
312010.08.06 14:40modify100.101.628961.624131.65374
322010.08.06 16:15close100.101.635691.624131.6537450.2910356.37
332010.10.19 15:20buy110.101.625100.000000.00000
342010.10.19 15:20modify110.101.625101.618941.64649
352010.10.19 17:00close110.101.622351.618941.64649-21.1610335.21
362010.12.03 14:35buy120.101.576030.000000.00000
372010.12.03 14:35modify120.101.576031.570311.59726
382010.12.03 14:55modify120.101.576031.575631.59726
392010.12.03 15:15s/l120.101.575631.575631.59726-3.4410331.77
402011.01.05 14:25sell130.101.551130.000000.00000
412011.01.05 14:25modify130.101.551131.556031.52917
422011.01.05 14:50modify130.101.551131.551531.52917
432011.01.06 00:25close130.101.544331.551531.5291751.4410383.21
442011.06.03 15:35buy140.101.606470.000000.00000
452011.06.03 15:35modify140.101.606471.601191.62353
462011.06.03 16:05close140.101.605521.601191.62353-7.5910375.62
472011.07.07 15:25sell150.101.532330.000000.00000
482011.07.07 15:25modify150.101.532331.536321.51484
492011.07.07 15:50close150.101.533321.536321.51484-7.8910367.73
502011.07.19 16:20sell160.101.531410.000000.00000
512011.07.19 16:20modify160.101.531411.535781.51382
522011.07.19 17:50s/l160.101.535781.535781.51382-33.3610334.37
532011.07.22 14:10buy170.101.549400.000000.00000
542011.07.22 14:10modify170.101.549401.543991.56689
552011.07.22 14:35close170.101.547871.543991.56689-11.9510322.42
562011.07.29 15:35buy180.101.558540.000000.00000
572011.07.29 15:35modify180.101.558541.553381.57605
582011.07.29 15:50modify180.101.558541.558141.57605
592011.07.29 15:55close180.101.567721.558141.5760568.7510391.17
602011.08.25 16:25sell190.101.605800.000000.00000
612011.08.25 16:25modify190.101.605801.610551.58533
622011.08.25 20:40close190.101.606251.610551.58533-3.8210387.35
632011.09.08 14:15buy200.101.577780.000000.00000
642011.09.08 14:15modify200.101.577781.573081.59850
652011.09.08 14:50close200.101.576431.573081.59850-10.6110376.74
662011.10.25 16:10buy210.101.611680.000000.00000
672011.10.25 16:10modify210.101.611681.605651.63303
682011.10.25 16:35modify210.101.611681.611281.63303
692011.10.25 16:45close210.101.619861.611281.6330361.2110437.95
702011.12.06 16:15sell220.101.584460.000000.00000
712011.12.06 16:15modify220.101.584461.588541.56389
722011.12.06 18:45close220.101.575001.588541.5638970.8610508.81
732012.03.09 15:40sell230.101.558100.000000.00000
742012.03.09 15:40modify230.101.558101.562831.54460
752012.03.09 16:00modify230.101.558101.558501.54460
762012.03.12 07:15close230.101.554261.558501.5446028.7110537.52
772012.04.05 15:35sell240.101.573480.000000.00000
782012.04.05 15:35modify240.101.573481.578561.56025
792012.04.05 15:55modify240.101.573481.573881.56025
802012.04.05 17:50close240.101.568971.573881.5602533.5610571.08
812012.04.17 16:10sell250.101.578900.000000.00000
822012.04.17 16:10modify250.101.578901.584001.56536
832012.04.17 16:40modify250.101.578901.579301.56536
842012.04.18 02:05close250.101.576041.579301.5653621.3310592.41
852012.10.23 16:05sell260.101.582920.000000.00000
862012.10.23 16:05modify260.101.582921.588251.57116
872012.10.23 16:30modify260.101.582921.583321.57116
882012.10.23 19:05s/l260.101.583321.583321.57116-3.4510588.96
892013.03.07 14:05buy270.101.551440.000000.00000
902013.03.07 14:05modify270.101.551441.547291.56713
912013.03.07 14:35modify270.101.551441.551041.56713
922013.03.07 15:35s/l270.101.551041.551041.56713-3.4510585.51
932013.03.08 15:35sell280.101.534340.000000.00000
942013.03.08 15:35modify280.101.534341.541331.51856
952013.03.08 16:10close280.101.528621.541331.5185642.6710628.18
962013.07.04 14:10sell290.101.593130.000000.00000
972013.07.04 14:10modify290.101.593131.599861.57866
982013.07.04 14:25modify290.101.593131.593531.57866
992013.07.04 15:10s/l290.101.593531.593531.57866-3.4410624.74
1002013.12.20 15:45buy300.101.751420.000000.00000
1012013.12.20 15:45modify300.101.751421.747121.76714
1022013.12.20 16:00s/l300.101.747121.747121.76714-32.8310591.91
1032014.01.02 16:50sell310.101.742360.000000.00000
1042014.01.02 16:50modify310.101.742361.747071.72643
1052014.01.02 18:00s/l310.101.747071.747071.72643-35.9210555.99
1062014.01.10 15:35buy320.101.791510.000000.00000
1072014.01.10 15:35modify320.101.791511.786421.80850
1082014.01.10 15:55modify320.101.791511.791111.80850
1092014.01.10 16:40close320.101.801161.791111.8085072.2910628.28
1102014.02.19 15:45buy330.101.832600.000000.00000
1112014.02.19 15:45modify330.101.832601.826911.85396
1122014.02.19 16:20modify330.101.832601.832201.85396
1132014.02.19 17:30close330.101.844311.832201.8539687.8110716.09
1142014.03.07 15:35buy340.101.850980.000000.00000
1152014.03.07 15:35modify340.101.850981.846111.87304
1162014.03.07 16:00modify340.101.850981.850581.87304
1172014.03.07 18:00s/l340.101.850581.850581.87304-3.4510712.64
1182014.03.21 14:35sell350.101.842740.000000.00000
1192014.03.21 14:35modify350.101.842741.849831.82111
1202014.03.21 15:35close350.101.845941.849831.82111-24.5510688.09
1212014.04.04 15:35sell360.101.817590.000000.00000
1222014.04.04 15:35modify360.101.817591.822661.79777
1232014.04.04 17:10s/l360.101.822661.822661.79777-38.6310649.46
1242014.06.20 15:35sell370.101.833060.000000.00000
1252014.06.20 15:35modify370.101.833061.838341.82092
1262014.06.20 20:30close370.101.828881.838341.8209231.0710680.53
1272014.09.30 15:35buy380.101.815070.000000.00000
1282014.09.30 15:35modify380.101.815071.810841.82933
1292014.09.30 15:55close380.101.813771.810841.82933-10.2310670.30
1302015.03.03 15:35sell390.101.911830.000000.00000
1312015.03.03 15:35modify390.101.911831.916961.88851
1322015.03.03 16:05close390.101.912731.916961.88851-7.2110663.09
1332015.06.05 15:35sell400.101.904240.000000.00000
1342015.06.05 15:35modify400.101.904241.910571.88284
1352015.06.05 16:55close400.101.906881.910571.88284-20.3210642.77
1362015.06.30 15:45buy410.101.953580.000000.00000
1372015.06.30 15:45modify410.101.953581.948651.97431
1382015.06.30 16:00modify410.101.953581.953181.97431
1392015.06.30 16:05close410.101.957901.953181.9743132.1210674.89
1402015.09.10 14:15buy420.102.042920.000000.00000
1412015.09.10 14:15modify420.102.042922.037392.06910
1422015.09.10 14:50close420.102.041352.037392.06910-12.2610662.63
1432015.11.05 14:05sell430.102.015090.000000.00000
1442015.11.05 14:05modify430.102.015092.020251.99075
1452015.11.05 14:20modify430.102.015092.015491.99075
1462015.11.06 01:40close430.102.001812.015491.9907599.8510762.48
1472016.03.31 15:45sell440.101.853690.000000.00000
1482016.03.31 15:45modify440.101.853691.858871.82429
1492016.03.31 16:15close440.101.855031.858871.82429-10.5210751.96
1502016.04.22 15:40sell450.101.820780.000000.00000
1512016.04.22 15:40modify450.101.820781.826371.79402
1522016.04.22 16:35close450.101.821901.826371.79402-8.8710743.09
1532016.06.10 15:35sell460.101.826030.000000.00000
1542016.06.10 15:35modify460.101.826031.831641.80501
1552016.06.10 15:55close460.101.826311.831641.80501-2.5410740.55
1562016.07.11 14:00buy470.101.697240.000000.00000
1572016.07.11 14:00modify470.101.697241.690921.72660
1582016.07.11 15:00close470.101.696411.690921.72660-6.6810733.87
1592016.08.04 14:10sell480.101.722160.000000.00000
1602016.08.04 14:10modify480.101.722161.733181.68950
1612016.08.04 14:35modify480.101.722161.722561.68950
1622016.08.04 16:50close480.101.711011.722561.6895083.5910817.46
1632016.10.25 16:20sell490.101.619630.000000.00000
1642016.10.25 16:20modify490.101.619631.623921.59725
1652016.10.25 16:45modify490.101.619631.620031.59725
1662016.10.25 18:05s/l490.101.620031.620031.59725-3.4510814.01
1672016.11.21 15:35buy500.101.678340.000000.00000
1682016.11.21 15:35modify500.101.678341.672251.70405
1692016.11.21 16:20s/l500.101.672251.672251.70405-46.3310767.68
1702017.01.06 15:40sell510.101.629610.000000.00000
1712017.01.06 15:40modify510.101.629611.634721.60590
1722017.01.06 16:55close510.101.626871.634721.6059020.2210787.90
1732017.03.10 15:40sell520.101.633990.000000.00000
1742017.03.10 15:40modify520.101.633991.638371.61511
1752017.03.10 16:00close520.101.635041.638371.61511-8.3410779.56
1762017.06.15 14:05buy530.101.697050.000000.00000
1772017.06.15 14:05modify530.101.697051.690641.71709
1782017.06.15 14:50close530.101.695561.690641.71709-11.6610767.90
1792017.06.28 16:45buy540.101.692070.000000.00000
1802017.06.28 16:45modify540.101.692071.685171.71277
1812017.06.28 18:10close540.101.691071.685171.71277-7.9710759.93
1822017.07.28 15:35sell550.101.633850.000000.00000
1832017.07.28 15:35modify550.101.633851.638171.61411
1842017.07.28 15:50modify550.101.633851.634251.61411
1852017.07.28 16:30close550.101.629621.634251.6141131.4510791.38
1862017.09.14 14:05buy560.101.617660.000000.00000
1872017.09.14 14:05modify560.101.617661.609321.63585
1882017.09.14 14:20modify560.101.617661.617261.63585
1892017.09.14 14:25close560.101.622331.617261.6358534.7610826.14
1902017.10.31 15:35buy570.101.704990.000000.00000
1912017.10.31 15:35modify570.101.704991.700131.72443
1922017.10.31 18:40close570.101.708951.700131.7244329.4110855.55
1932017.11.17 15:45buy580.101.689780.000000.00000
1942017.11.17 15:45modify580.101.689781.685681.70953
1952017.11.17 16:10close580.101.688351.685681.70953-11.2010844.35
1962017.12.22 15:35buy590.101.710140.000000.00000
1972017.12.22 15:35modify590.101.710141.704601.73006
1982017.12.22 16:30close590.101.710061.704601.73006-1.0310843.32
1992018.01.05 15:35sell600.101.683500.000000.00000
2002018.01.05 15:35modify600.101.683501.689931.66437
2012018.01.05 16:05modify600.101.683501.683901.66437
2022018.01.05 16:10close600.101.677691.683901.6643743.3510886.67
2032018.03.23 15:40sell610.101.814600.000000.00000
2042018.03.23 15:40modify610.101.814601.820331.79595
2052018.03.23 16:20close610.101.816991.820331.79595-18.4410868.23
2062018.06.21 14:05buy620.101.756570.000000.00000
2072018.06.21 14:05modify620.101.756571.751501.77374
2082018.06.21 14:35modify620.101.756571.756171.77374
2092018.06.22 06:45close620.101.763931.756171.7737454.5710922.80
2102018.06.22 15:35buy630.101.775410.000000.00000
2112018.06.22 15:35modify630.101.775411.769171.79273
2122018.06.22 16:55s/l630.101.769171.769171.79273-47.4510875.35
2132018.08.02 14:55sell640.101.698980.000000.00000
2142018.08.02 14:55modify640.101.698981.704521.68278
2152018.08.02 15:25modify640.101.698981.699381.68278
2162018.08.02 15:45s/l640.101.699381.699381.68278-3.4510871.90
2172018.09.05 16:10buy650.101.706220.000000.00000
2182018.09.05 16:10modify650.101.706221.697741.72111
2192018.09.05 19:25close650.101.702791.697741.72111-26.2810845.62
2202018.09.10 16:00buy660.101.715900.000000.00000
2212018.09.10 16:00modify660.101.715901.710951.73095
2222018.09.10 17:10close660.101.714351.710951.73095-12.1110833.51
2232018.11.19 14:00sell670.101.687590.000000.00000
2242018.11.19 14:00modify670.101.687591.691821.66783
2252018.11.19 14:30close670.101.687951.691821.66783-3.1410830.37