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

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period5 Minutes (M5) 2008.01.02 09:00 - 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 test821490Ticks modelled1641858Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread10
Total net profit1225.59Gross profit2532.48Gross loss-1306.90
Profit factor1.94Expected payoff13.77
Absolute drawdown175.21Maximal drawdown252.65 (2.32%)Relative drawdown2.32% (252.65)
Total trades89Short positions (won %)41 (41.46%)Long positions (won %)48 (37.50%)
Profit trades (% of total)35 (39.33%)Loss trades (% of total)54 (60.67%)
Largestprofit trade348.81loss trade-110.11
Averageprofit trade72.36loss trade-24.20
Maximumconsecutive wins (profit in money)3 (353.50)consecutive losses (loss in money)9 (-210.77)
Maximalconsecutive profit (count of wins)353.50 (3)consecutive loss (count of losses)-210.77 (9)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.02.01 14:45sell10.102.128400.000000.00000
22008.02.01 14:45modify10.102.128402.136462.09965
32008.02.01 15:05close10.102.128902.136462.09965-5.439994.57
42008.02.07 10:40sell20.102.137600.000000.00000
52008.02.07 10:40modify20.102.137602.143782.10806
62008.02.07 11:20close20.102.137502.143782.108060.579995.14
72008.02.21 10:35buy30.102.145300.000000.00000
82008.02.21 10:35modify30.102.145302.139782.17472
92008.02.21 11:00close30.102.145302.139782.17472-0.439994.71
102008.06.06 14:35sell40.102.020900.000000.00000
112008.06.06 14:35modify40.102.020902.026981.99010
122008.06.06 14:50s/l40.102.026982.026981.99010-61.229933.49
132008.07.01 09:05buy50.102.041900.000000.00000
142008.07.01 09:05modify50.102.041902.035442.07037
152008.07.01 10:00close50.102.039702.035442.07037-22.439911.06
162008.07.14 09:05buy60.102.031700.000000.00000
172008.07.14 09:05modify60.102.031702.026232.05785
182008.07.14 09:45close60.102.030202.026232.05785-15.439895.63
192008.08.01 09:30sell70.102.068800.000000.00000
202008.08.01 09:30modify70.102.068802.074552.04384
212008.08.01 10:25close70.102.070602.074552.04384-18.429877.21
222008.10.08 11:35sell80.101.973100.000000.00000
232008.10.08 11:35modify80.101.973101.984301.94634
242008.10.08 12:10close80.101.976101.984301.94634-30.429846.79
252008.10.24 10:25sell90.101.838900.000000.00000
262008.10.24 10:25modify90.101.838901.851001.80397
272008.10.24 10:40modify90.101.838901.839301.80397
282008.10.24 10:50t/p90.101.803971.839301.80397348.8110195.60
292008.10.30 10:50sell100.101.855300.000000.00000
302008.10.30 10:50modify100.101.855301.866271.81383
312008.10.30 11:15s/l100.101.866271.866271.81383-110.1110085.49
322009.01.08 13:20buy110.101.677300.000000.00000
332009.01.08 13:20modify110.101.677301.666381.72732
342009.01.08 14:20close110.101.673601.666381.72732-37.4310048.06
352009.02.05 13:15buy120.101.695200.000000.00000
362009.02.05 13:15modify120.101.695201.688411.74437
372009.02.05 17:40close120.101.708501.688411.74437132.5710180.63
382009.03.12 14:05buy130.101.626400.000000.00000
392009.03.12 14:05modify130.101.626401.611581.67056
402009.03.12 14:20modify130.101.626401.626001.67056
412009.03.12 14:25close130.101.642401.626001.67056159.5710340.20
422009.04.13 14:35sell140.101.687740.000000.00000
432009.04.13 14:35modify140.101.687741.692501.65187
442009.04.13 15:25modify140.101.687741.688141.65187
452009.04.13 18:55close140.101.681561.688141.6518761.3610401.56
462009.04.15 12:30buy150.101.713950.000000.00000
472009.04.15 12:30modify150.101.713951.708811.74909
482009.04.15 13:00close150.101.712791.708811.74909-12.0310389.53
492009.04.22 14:25sell160.101.691760.000000.00000
502009.04.22 14:25modify160.101.691761.701311.65903
512009.04.22 15:10modify160.101.691761.692161.65903
522009.04.22 17:25close160.101.686351.692161.6590353.6610443.19
532009.05.22 09:20sell170.101.722250.000000.00000
542009.05.22 09:20modify170.101.722251.727471.69395
552009.05.22 09:50close170.101.720361.727471.6939518.4710461.66
562009.09.01 10:35sell180.101.720100.000000.00000
572009.09.01 10:35modify180.101.720101.724721.69716
582009.09.01 10:55modify180.101.720101.720501.69716
592009.09.01 17:30s/l180.101.720501.720501.69716-4.4310457.23
602009.09.29 12:00buy190.101.648500.000000.00000
612009.09.29 12:00modify190.101.648501.644391.66966
622009.09.29 12:20modify190.101.648501.648101.66966
632009.09.29 19:45close190.101.653201.648101.6696646.5610503.79
642009.09.30 14:35buy200.101.666800.000000.00000
652009.09.30 14:35modify200.101.666801.660671.68805
662009.09.30 16:05s/l200.101.660671.660671.68805-61.7310442.06
672009.10.21 10:35buy210.101.671200.000000.00000
682009.10.21 10:35modify210.101.671201.667281.69206
692009.10.21 11:10modify210.101.671201.670801.69206
702009.10.21 17:50s/l210.101.670801.670801.69206-4.4310437.63
712009.10.23 10:35sell220.101.661900.000000.00000
722009.10.23 10:35modify220.101.661901.670141.64095
732009.10.23 11:05modify220.101.661901.662301.64095
742009.10.26 01:10close220.101.641201.662301.64095205.8710643.50
752009.10.30 12:35buy230.101.690580.000000.00000
762009.10.30 12:35modify230.101.690581.685151.71219
772009.10.30 15:20close230.101.689591.685151.71219-10.3310633.17
782009.11.02 09:15sell240.101.673870.000000.00000
792009.11.02 09:15modify240.101.673871.678361.65262
802009.11.02 10:40close240.101.673971.678361.65262-1.4310631.74
812009.11.11 11:40sell250.101.675260.000000.00000
822009.11.11 11:40modify250.101.675261.681681.65341
832009.11.11 12:00modify250.101.675261.675661.65341
842009.11.11 14:55s/l250.101.675661.675661.65341-4.4210627.32
852009.12.21 09:55buy260.101.687870.000000.00000
862009.12.21 09:55modify260.101.687871.683741.70868
872009.12.21 10:05s/l260.101.683741.683741.70868-41.7310585.59
882010.06.04 13:05sell270.101.677420.000000.00000
892010.06.04 13:05modify270.101.677421.684211.65332
902010.06.04 13:45s/l270.101.684211.684211.65332-68.3210517.27
912010.06.08 11:05sell280.101.668830.000000.00000
922010.06.08 11:05modify280.101.668831.676631.64443
932010.06.08 12:30close280.101.671011.676631.64443-22.2210495.05
942010.09.03 14:35buy290.101.575450.000000.00000
952010.09.03 14:35modify290.101.575451.569531.59906
962010.09.03 15:05modify290.101.575451.575051.59906
972010.09.03 16:05s/l290.101.575051.575051.59906-4.4310490.62
982010.09.16 14:05buy300.101.574820.000000.00000
992010.09.16 14:05modify300.101.574821.568201.59891
1002010.09.16 17:00close300.101.584701.568201.5989198.3710588.99
1012010.11.10 11:50buy310.101.559300.000000.00000
1022010.11.10 11:50modify310.101.559301.553691.58275
1032010.11.10 12:25modify310.101.559301.558901.58275
1042010.11.10 16:00s/l310.101.558901.558901.58275-4.4310584.56
1052010.12.03 14:40sell320.101.542600.000000.00000
1062010.12.03 14:40modify320.101.542601.547111.52082
1072010.12.03 14:55modify320.101.542601.543001.52082
1082010.12.03 15:00close320.101.536521.543001.5208260.3610644.92
1092010.12.13 09:35sell330.101.548070.000000.00000
1102010.12.13 09:35modify330.101.548071.551381.52662
1112010.12.13 10:10modify330.101.548071.548471.52662
1122010.12.13 13:35close330.101.538101.548471.5266299.2510744.17
1132011.05.06 14:40buy340.101.439500.000000.00000
1142011.05.06 14:40modify340.101.439501.434261.46002
1152011.05.06 15:50s/l340.101.434261.434261.46002-52.8310691.34
1162011.05.11 11:40buy350.101.449580.000000.00000
1172011.05.11 11:40modify350.101.449581.444871.47007
1182011.05.11 12:20modify350.101.449581.449181.47007
1192011.05.11 12:25close350.101.451841.449181.4700722.1610713.50
1202011.05.20 14:10sell360.101.424660.000000.00000
1212011.05.20 14:10modify360.101.424661.430501.40385
1222011.05.20 15:15close360.101.427091.430501.40385-24.7210688.78
1232011.06.01 10:30sell370.101.393630.000000.00000
1242011.06.01 10:30modify370.101.393631.397691.37459
1252011.06.01 16:05t/p370.101.374591.397691.37459189.9310878.71
1262011.06.13 11:30sell380.101.361870.000000.00000
1272011.06.13 11:30modify380.101.361871.366671.34307
1282011.06.13 11:50close380.101.362791.366671.34307-9.6310869.08
1292011.06.30 10:25sell390.101.336080.000000.00000
1302011.06.30 10:25modify390.101.336081.339351.31763
1312011.06.30 11:20modify390.101.336081.336481.31763
1322011.06.30 13:30s/l390.101.336481.336481.31763-4.4210864.66
1332011.07.07 14:30buy400.101.354950.000000.00000
1342011.07.07 14:30modify400.101.354951.350891.37353
1352011.07.07 15:20s/l400.101.350891.350891.37353-41.0310823.63
1362011.07.08 14:35sell410.101.345430.000000.00000
1372011.07.08 14:35modify410.101.345431.351711.32660
1382011.07.08 15:55close410.101.348301.351711.32660-29.1210794.51
1392011.09.20 14:45buy420.101.389630.000000.00000
1402011.09.20 14:45modify420.101.389631.386031.42463
1412011.09.20 15:00modify420.101.389631.389231.42463
1422011.09.20 15:05close420.101.399201.389231.4246395.2710889.78
1432011.11.09 09:20buy430.101.447480.000000.00000
1442011.11.09 09:20modify430.101.447481.443801.47214
1452011.11.09 09:45s/l430.101.443801.443801.47214-37.2310852.55
1462011.11.30 14:10sell440.101.429210.000000.00000
1472011.11.30 14:10modify440.101.429211.434881.41018
1482011.11.30 14:40close440.101.431401.434881.41018-22.3210830.23
1492012.07.05 14:00buy450.101.504700.000000.00000
1502012.07.05 14:00modify450.101.504701.499591.51733
1512012.07.05 17:40close450.101.506711.499591.5173319.6710849.90
1522012.08.02 14:50buy460.101.528850.000000.00000
1532012.08.02 14:50modify460.101.528851.524241.54173
1542012.08.03 00:15close460.101.529671.524241.541738.1510858.05
1552012.08.08 12:10buy470.101.521300.000000.00000
1562012.08.08 12:10modify470.101.521301.516271.53456
1572012.08.08 14:00close470.101.522031.516271.534566.8710864.92
1582013.02.07 11:15buy480.101.430610.000000.00000
1592013.02.07 11:15modify480.101.430611.425801.44294
1602013.02.07 12:45s/l480.101.425801.425801.44294-48.5310816.39
1612013.03.05 10:45buy490.101.428440.000000.00000
1622013.03.05 10:45modify490.101.428441.425021.44354
1632013.03.05 12:05close490.101.426941.425021.44354-15.4310800.96
1642013.03.07 13:05buy500.101.425030.000000.00000
1652013.03.07 13:05modify500.101.425031.421521.44016
1662013.03.07 14:25close500.101.424201.421521.44016-8.7310792.23
1672013.03.12 10:35sell510.101.407010.000000.00000
1682013.03.12 10:35modify510.101.407011.411071.39183
1692013.03.12 11:10close510.101.407571.411071.39183-6.0310786.20
1702013.05.03 14:45buy520.101.455180.000000.00000
1712013.05.03 14:45modify520.101.455181.450801.46900
1722013.05.03 16:40close520.101.454081.450801.46900-11.4310774.77
1732013.07.17 10:35buy530.101.429720.000000.00000
1742013.07.17 10:35modify530.101.429721.424631.44535
1752013.07.17 11:05close530.101.428501.424631.44535-12.6310762.14
1762013.08.05 10:40buy540.101.427010.000000.00000
1772013.08.05 10:40modify540.101.427011.423571.44132
1782013.08.05 11:25close540.101.426941.423571.44132-1.1310761.01
1792013.11.07 13:50buy550.101.479250.000000.00000
1802013.11.07 13:50modify550.101.479251.472381.49040
1812013.11.07 17:20s/l550.101.472381.472381.49040-69.1310691.88
1822013.11.13 11:45buy560.101.468300.000000.00000
1832013.11.13 11:45modify560.101.468301.464571.47959
1842013.11.13 12:00s/l560.101.464571.464571.47959-37.7310654.15
1852014.01.17 10:35buy570.101.489380.000000.00000
1862014.01.17 10:35modify570.101.489381.483871.50209
1872014.01.17 12:25close570.101.490231.483871.502098.0710662.22
1882014.02.06 14:45sell580.101.468960.000000.00000
1892014.02.06 14:45modify580.101.468961.472611.45447
1902014.02.06 15:00modify580.101.468961.469361.45447
1912014.02.06 15:05close580.101.465091.469361.4544738.2710700.49
1922014.02.12 11:35buy590.101.483200.000000.00000
1932014.02.12 11:35modify590.101.483201.479221.49785
1942014.02.12 12:05close590.101.484641.479221.4978513.9710714.46
1952014.02.28 11:20sell600.101.476370.000000.00000
1962014.02.28 11:20modify600.101.476371.480291.46202
1972014.03.04 13:30close600.101.476671.480291.46202-4.7610709.71
1982014.08.13 11:35sell610.101.521630.000000.00000
1992014.08.13 11:35modify610.101.521631.526921.51282
2002014.08.13 14:50t/p610.101.512821.526921.5128287.6510797.36
2012014.09.04 13:50buy620.101.520340.000000.00000
2022014.09.04 13:50modify620.101.520341.515961.52943
2032014.09.04 20:25close620.101.523421.515961.5294330.3710827.73
2042014.11.06 14:50buy630.101.543450.000000.00000
2052014.11.06 14:50modify630.101.543451.537591.55591
2062014.11.06 16:20close630.101.540771.537591.55591-27.2310800.50
2072015.02.09 10:30sell640.101.406250.000000.00000
2082015.02.09 10:30modify640.101.406251.411391.37677
2092015.02.09 10:55close640.101.408451.411391.37677-22.4310778.07
2102015.02.12 12:50buy650.101.423460.000000.00000
2112015.02.12 12:50modify650.101.423461.419101.45322
2122015.02.12 13:10close650.101.425601.419101.4532220.9710799.04
2132015.04.22 14:05buy660.101.437820.000000.00000
2142015.04.22 14:05modify660.101.437821.433851.45662
2152015.04.22 15:00modify660.101.437821.437421.45662
2162015.04.22 15:15close660.101.447831.437421.4566299.6710898.71
2172015.07.27 10:20sell670.101.482090.000000.00000
2182015.07.27 10:20modify670.101.482091.486471.46372
2192015.07.27 12:15close670.101.484071.486471.46372-20.2310878.48
2202015.10.16 14:40sell680.101.467250.000000.00000
2212015.10.16 14:40modify680.101.467251.471161.44681
2222015.10.16 15:20s/l680.101.471161.471161.44681-39.5210838.96
2232015.11.05 14:10sell690.101.523810.000000.00000
2242015.11.05 14:10modify690.101.523811.528391.50530
2252015.11.05 15:10modify690.101.523811.524211.50530
2262015.11.05 18:20close690.101.518161.524211.5053056.0610895.02
2272015.11.27 12:05buy700.101.550520.000000.00000
2282015.11.27 12:05modify700.101.550521.546191.56727
2292015.11.27 13:20s/l700.101.546191.546191.56727-43.7210851.30
2302016.02.11 10:20sell710.101.402040.000000.00000
2312016.02.11 10:20modify710.101.402041.407931.38027
2322016.02.11 16:20close710.101.403431.407931.38027-14.3210836.98
2332016.03.10 14:55buy720.101.423270.000000.00000
2342016.03.10 14:55modify720.101.423271.419511.44595
2352016.03.10 16:00s/l720.101.419511.419511.44595-38.0310798.95
2362016.04.11 11:00buy730.101.350690.000000.00000
2372016.04.11 11:00modify730.101.350691.347451.37043
2382016.04.11 11:20modify730.101.350691.350291.37043
2392016.04.11 13:20close730.101.361461.350291.37043107.2710906.22
2402016.05.18 13:55buy740.101.423890.000000.00000
2412016.05.18 13:55modify740.101.423891.420521.43976
2422016.05.18 14:10modify740.101.423891.423491.43976
2432016.05.18 22:00t/p740.101.439761.423491.43976158.2711064.49
2442016.07.11 13:55buy750.101.272130.000000.00000
2452016.07.11 13:55modify750.101.272131.268371.29639
2462016.07.11 14:30modify750.101.272131.271731.29639
2472016.07.11 15:35s/l750.101.271731.271731.29639-4.4311060.06
2482016.07.21 11:40sell760.101.300910.000000.00000
2492016.07.21 11:40modify760.101.300911.305131.27418
2502016.07.21 12:40close760.101.302101.305131.27418-12.3311047.73
2512016.07.22 11:40sell770.101.298190.000000.00000
2522016.07.22 11:40modify770.101.298191.303921.27139
2532016.07.22 16:35close770.101.290101.303921.2713980.4511128.18
2542016.08.04 14:05sell780.101.283790.000000.00000
2552016.08.04 14:05modify780.101.283791.291141.25675
2562016.08.04 14:35modify780.101.283791.284191.25675
2572016.08.04 16:00close780.101.278061.284191.2567556.8611185.04
2582016.09.05 11:45buy790.101.308240.000000.00000
2592016.09.05 11:45modify790.101.308241.304231.32838
2602016.09.05 12:35s/l790.101.304231.304231.32838-40.5311144.51
2612016.11.30 12:35sell800.101.259690.000000.00000
2622016.11.30 12:35modify800.101.259691.263051.24109
2632016.11.30 13:15close800.101.260281.263051.24109-6.3311138.18
2642017.02.02 14:25sell810.101.243410.000000.00000
2652017.02.02 14:25modify810.101.243411.248401.22705
2662017.02.02 15:25modify810.101.243411.243811.22705
2672017.02.02 17:45close810.101.240211.243811.2270531.5611169.74
2682017.04.18 13:55buy820.101.267370.000000.00000
2692017.04.18 13:55modify820.101.267371.261911.27901
2702017.04.18 14:20modify820.101.267371.266971.27901
2712017.04.18 15:15s/l820.101.266971.266971.27901-4.4311165.31
2722017.06.15 14:05buy830.101.244780.000000.00000
2732017.06.15 14:05modify830.101.244781.240191.25691
2742017.06.15 15:20s/l830.101.240191.240191.25691-46.3311118.98
2752017.07.27 12:40buy840.101.258920.000000.00000
2762017.07.27 12:40modify840.101.258921.255841.27163
2772017.07.27 22:00close840.101.260521.255841.2716315.5711134.55
2782017.08.03 14:05sell850.101.276470.000000.00000
2792017.08.03 14:05modify850.101.276471.280901.26336
2802017.08.03 15:00modify850.101.276471.276871.26336
2812017.08.03 20:55close850.101.273151.276871.2633632.7611167.31
2822017.09.14 14:05buy860.101.283660.000000.00000
2832017.09.14 14:05modify860.101.283661.277711.29771
2842017.09.14 14:25close860.101.287781.277711.2977140.7711208.08
2852018.02.08 14:05buy870.101.321930.000000.00000
2862018.02.08 14:05modify870.101.321931.316781.33522
2872018.02.08 14:35close870.101.321251.316781.33522-7.2311200.85
2882018.06.11 11:45sell880.101.317820.000000.00000
2892018.06.11 11:45modify880.101.317821.321121.30575
2902018.06.11 13:20close880.101.317951.321121.30575-1.7311199.12
2912018.07.18 11:35sell890.101.306240.000000.00000
2922018.07.18 11:35modify890.101.306241.309741.29492
2932018.07.18 13:00close890.101.303551.309741.2949226.4711225.59