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

SymbolEURGBP (Euro vs Great Britain Pound)
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 test795406Ticks modelled1588832Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread10
Total net profit1016.38Gross profit1602.78Gross loss-586.39
Profit factor2.73Expected payoff13.03
Absolute drawdown52.94Maximal drawdown148.66 (1.41%)Relative drawdown1.41% (148.66)
Total trades78Short positions (won %)43 (37.21%)Long positions (won %)35 (45.71%)
Profit trades (% of total)32 (41.03%)Loss trades (% of total)46 (58.97%)
Largestprofit trade227.40loss trade-56.21
Averageprofit trade50.09loss trade-12.75
Maximumconsecutive wins (profit in money)3 (220.00)consecutive losses (loss in money)7 (-126.74)
Maximalconsecutive profit (count of wins)227.40 (1)consecutive loss (count of losses)-126.74 (7)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.02.01 14:45buy10.100.753000.000000.00000
22008.02.01 14:45modify10.100.753000.751010.76032
32008.02.01 15:05close10.100.752600.751010.76032-5.619994.39
42008.03.06 14:15sell20.100.763800.000000.00000
52008.03.06 14:15modify20.100.763800.766590.75778
62008.03.06 15:00s/l20.100.766590.766590.75778-36.549957.85
72008.03.20 10:40sell30.100.782700.000000.00000
82008.03.20 10:40modify30.100.782700.784790.77476
92008.03.20 11:10modify30.100.782700.783100.77476
102008.03.20 20:25close30.100.778100.783100.7747659.1010016.95
112008.03.26 11:05buy40.100.785300.000000.00000
122008.03.26 11:05modify40.100.785300.782370.79321
132008.03.26 11:50modify40.100.785300.784900.79321
142008.03.26 18:55close40.100.788400.784900.7932139.6810056.63
152008.06.17 11:45buy50.100.793800.000000.00000
162008.06.17 11:45modify50.100.793800.790450.80093
172008.06.17 13:45modify50.100.793800.793400.80093
182008.06.17 18:05s/l50.100.793400.793400.80093-5.6110051.02
192008.07.03 14:55sell60.100.794500.000000.00000
202008.07.03 14:55modify60.100.794500.797010.78645
212008.07.03 16:30close60.100.793000.797010.7864518.9810070.00
222008.08.13 11:35buy70.100.789900.000000.00000
232008.08.13 11:35modify70.100.789900.787390.79684
242008.08.13 12:05modify70.100.789900.789500.79684
252008.08.13 16:40close70.100.796600.789500.7968486.2810156.28
262008.10.24 11:00buy80.100.808400.000000.00000
272008.10.24 11:00modify80.100.808400.802320.81730
282008.10.24 11:35t/p80.100.817300.802320.81730114.7410271.02
292008.11.12 11:45buy90.100.821100.000000.00000
302008.11.12 11:45modify90.100.821100.817790.83555
312008.11.12 12:05close90.100.820900.817790.83555-3.0210268.00
322009.02.04 14:00sell100.100.889700.000000.00000
332009.02.04 14:00modify100.100.889700.898270.87216
342009.02.06 09:00t/p100.100.872160.898270.87216227.4010495.40
352009.06.01 09:45sell110.100.867900.000000.00000
362009.06.01 09:45modify110.100.867900.870550.85739
372009.06.01 12:30close110.100.868400.870550.85739-6.9010488.50
382009.08.06 13:05buy120.100.853200.000000.00000
392009.08.06 13:05modify120.100.853200.849380.86370
402009.08.07 01:30close120.100.855400.849380.8637027.6810516.17
412009.09.01 11:15buy130.100.883100.000000.00000
422009.09.01 11:15modify130.100.883100.879980.89071
432009.09.01 15:15close130.100.882600.879980.89071-6.9110509.26
442009.10.23 10:35buy140.100.909800.000000.00000
452009.10.23 10:35modify140.100.909800.905040.92013
462009.10.23 10:55close140.100.912900.905040.9201339.6910548.95
472009.11.05 13:10sell150.100.894400.000000.00000
482009.11.05 13:10modify150.100.894400.897130.88319
492009.11.05 14:45s/l150.100.897130.897130.88319-35.7610513.19
502009.11.11 11:40buy160.100.901360.000000.00000
512009.11.11 11:40modify160.100.901360.897770.91270
522009.11.11 12:00modify160.100.901360.900960.91270
532009.11.11 15:00s/l160.100.900960.900960.91270-5.6110507.58
542010.01.22 13:15buy170.100.875600.000000.00000
552010.01.22 13:15modify170.100.875600.873060.88542
562010.01.25 10:20close170.100.875510.873060.88542-1.9610505.62
572010.02.04 13:15sell180.100.871840.000000.00000
582010.02.04 13:15modify180.100.871840.873950.86216
592010.02.04 13:40close180.100.872200.873950.86216-5.0910500.53
602010.06.04 14:00sell190.100.827250.000000.00000
612010.06.04 14:00modify190.100.827250.830140.81733
622010.06.04 20:45close190.100.828100.830140.81733-11.4310489.10
632010.06.24 10:45sell200.100.819390.000000.00000
642010.06.24 10:45modify200.100.819390.821970.80924
652010.06.24 16:10s/l200.100.821970.821970.80924-33.8210455.28
662010.08.19 10:40sell210.100.820640.000000.00000
672010.08.19 10:40modify210.100.820640.822720.81103
682010.08.19 10:55modify210.100.820640.821040.81103
692010.08.19 11:00close210.100.819700.821040.8110311.7410467.02
702010.08.19 11:00sell220.100.819600.000000.00000
712010.08.19 11:00modify220.100.819600.822290.81187
722010.08.19 12:00close220.100.820090.822290.81187-6.7810460.24
732010.11.10 11:40sell230.100.858090.000000.00000
742010.11.10 11:40modify230.100.858090.860930.84758
752010.11.10 12:10close230.100.856470.860930.8475820.5310480.77
762011.01.06 10:40buy240.100.847540.000000.00000
772011.01.06 10:40modify240.100.847540.845330.85767
782011.01.06 11:25close240.100.847490.845330.85767-1.0810479.69
792011.02.03 10:35sell250.100.847120.000000.00000
802011.02.03 10:35modify250.100.847120.849490.83719
812011.02.03 12:05s/l250.100.849490.849490.83719-31.1010448.59
822011.03.03 14:40buy260.100.856010.000000.00000
832011.03.03 14:40modify260.100.856010.853050.86554
842011.03.03 15:30close260.100.855830.853050.86554-2.7610445.83
852011.05.05 14:35sell270.100.893770.000000.00000
862011.05.05 14:35modify270.100.893770.896730.88507
872011.05.05 15:10modify270.100.893770.894170.88507
882011.05.06 08:50close270.100.888110.894170.8850773.0210518.85
892011.05.11 11:40sell280.100.873910.000000.00000
902011.05.11 11:40modify280.100.873910.876670.86468
912011.05.11 12:20modify280.100.873910.874310.86468
922011.05.11 12:25close280.100.872210.874310.8646821.5710540.42
932011.07.01 11:15buy290.100.907990.000000.00000
942011.07.01 11:15modify290.100.907990.905180.91593
952011.07.01 11:55s/l290.100.905180.905180.91593-36.8010503.62
962011.10.06 13:05buy300.100.870670.000000.00000
972011.10.06 13:05modify300.100.870670.866360.88093
982011.10.06 14:10s/l300.100.866360.866360.88093-56.2110447.41
992011.10.21 13:10sell310.100.867670.000000.00000
1002011.10.21 13:10modify310.100.867670.869790.85749
1012011.10.21 13:20modify310.100.867670.868070.85749
1022011.10.21 13:35s/l310.100.868070.868070.85749-5.6110441.80
1032011.11.03 14:50sell320.100.859180.000000.00000
1042011.11.03 14:50modify320.100.859180.861210.84891
1052011.11.03 17:00close320.100.860190.861210.84891-13.5110428.29
1062012.07.05 14:00sell330.100.798150.000000.00000
1072012.07.05 14:00modify330.100.798150.800980.79129
1082012.07.05 14:20close330.100.798370.800980.79129-3.2710425.02
1092012.08.02 14:55sell340.100.784700.000000.00000
1102012.08.02 14:55modify340.100.784700.787880.77774
1112012.08.02 15:45close340.100.785350.787880.77774-8.8410416.18
1122012.08.08 12:10sell350.100.789470.000000.00000
1132012.08.08 12:10modify350.100.789470.792180.78234
1142012.08.08 18:35close350.100.789630.792180.78234-2.5010413.68
1152013.02.07 14:50sell360.100.858860.000000.00000
1162013.02.07 14:50modify360.100.858860.861260.85216
1172013.02.07 15:50modify360.100.858860.859260.85216
1182013.02.07 15:55close360.100.854570.859260.8521655.1010468.78
1192013.02.13 11:45buy370.100.865320.000000.00000
1202013.02.13 11:45modify370.100.865320.861980.87280
1212013.02.13 13:40close370.100.867920.861980.8728033.2210502.00
1222013.06.24 14:45sell380.100.849700.000000.00000
1232013.06.24 14:45modify380.100.849700.851990.84422
1242013.06.24 18:00close380.100.849890.851990.84422-2.8910499.11
1252013.07.03 09:55sell390.100.852730.000000.00000
1262013.07.03 09:55modify390.100.852730.855210.84621
1272013.07.03 10:55modify390.100.852730.853130.84621
1282013.07.03 11:45close390.100.849360.853130.8462143.1910542.30
1292013.07.04 13:10buy400.100.860140.000000.00000
1302013.07.04 13:10modify400.100.860140.855950.86679
1312013.07.04 14:30close400.100.860020.855950.86679-1.9910540.31
1322013.11.07 13:50sell410.100.832480.000000.00000
1332013.11.07 13:50modify410.100.832480.836790.82675
1342013.11.07 16:45close410.100.834090.836790.82675-21.2710519.04
1352014.01.17 10:35sell420.100.827130.000000.00000
1362014.01.17 10:35modify420.100.827130.830410.82079
1372014.01.17 11:25close420.100.827310.830410.82079-2.7610516.28
1382014.01.24 12:30buy430.100.827410.000000.00000
1392014.01.24 12:30modify430.100.827410.824870.83362
1402014.01.24 15:55close430.100.829400.824870.8336225.3210541.60
1412014.02.06 14:50buy440.100.833120.000000.00000
1422014.02.06 14:50modify440.100.833120.830450.83979
1432014.02.06 15:15modify440.100.833120.832720.83979
1442014.02.06 16:45s/l440.100.832720.832720.83979-5.6110535.99
1452014.02.28 11:15buy450.100.824380.000000.00000
1462014.02.28 11:15modify450.100.824380.821860.83101
1472014.02.28 12:25close450.100.825600.821860.8310115.3610551.35
1482014.06.05 14:40sell460.100.806910.000000.00000
1492014.06.05 14:40modify460.100.806910.810480.80242
1502014.06.05 15:15close460.100.807700.810480.80242-10.6510540.70
1512014.08.13 11:35buy470.100.797760.000000.00000
1522014.08.13 11:35modify470.100.797760.794760.80225
1532014.08.14 09:50close470.100.801810.794760.8022550.8910591.58
1542014.09.04 13:50sell480.100.793360.000000.00000
1552014.09.04 13:50modify480.100.793360.796090.78875
1562014.09.05 03:25close480.100.793200.796090.788751.8410593.42
1572014.11.12 12:15buy490.100.786330.000000.00000
1582014.11.12 12:15modify490.100.786330.783130.79161
1592014.11.12 14:00modify490.100.786330.785930.79161
1602014.11.12 20:45close490.100.787600.785930.7916116.0010609.42
1612015.02.02 12:00buy500.100.756210.000000.00000
1622015.02.02 12:00modify500.100.756210.753010.76267
1632015.02.02 13:45close500.100.754740.753010.76267-19.4510589.97
1642015.06.02 13:35buy510.100.723040.000000.00000
1652015.06.02 13:35modify510.100.723040.721020.73195
1662015.06.02 16:10close510.100.727600.721020.7319558.5810648.55
1672015.07.13 11:00sell520.100.715220.000000.00000
1682015.07.13 11:00modify520.100.715220.717770.70752
1692015.07.13 12:15modify520.100.715220.715620.70752
1702015.07.13 12:45close520.100.711180.715620.7075251.8610700.41
1712015.07.14 12:55sell530.100.708110.000000.00000
1722015.07.14 12:55modify530.100.708110.710780.69836
1732015.07.14 15:30close530.100.708240.710780.69836-2.1110698.30
1742015.07.27 10:20buy540.100.713850.000000.00000
1752015.07.27 10:20modify540.100.713850.711360.72312
1762015.07.27 11:00modify540.100.713850.713450.72312
1772015.07.27 11:40s/l540.100.713450.713450.72312-5.6010692.70
1782015.08.06 14:05buy550.100.703360.000000.00000
1792015.08.06 14:05modify550.100.703360.700350.71265
1802015.08.06 15:20s/l550.100.700350.700350.71265-39.3810653.32
1812015.10.15 10:45sell560.100.738360.000000.00000
1822015.10.15 10:45modify560.100.738360.740480.73070
1832015.10.15 12:15close560.100.738670.740480.73070-4.4410648.88
1842015.11.05 14:05buy570.100.709940.000000.00000
1852015.11.05 14:05modify570.100.709940.707740.71868
1862015.11.05 14:20modify570.100.709940.709540.71868
1872015.11.05 18:10close570.100.712800.709540.7186836.5910685.47
1882016.02.18 13:20sell580.100.773510.000000.00000
1892016.02.18 13:20modify580.100.773510.775790.76265
1902016.02.18 14:05modify580.100.773510.773910.76265
1912016.02.18 18:35s/l580.100.773910.773910.76265-5.6010679.87
1922016.03.10 14:50sell590.100.767090.000000.00000
1932016.03.10 14:50modify590.100.767090.770260.75592
1942016.03.10 15:05modify590.100.767090.767490.75592
1952016.03.10 15:15s/l590.100.767490.767490.75592-5.6110674.26
1962016.04.11 11:15sell600.100.801100.000000.00000
1972016.04.11 11:15modify600.100.801100.804820.79102
1982016.04.11 12:05close600.100.802290.804820.79102-15.8310658.43
1992016.05.18 14:15sell610.100.777020.000000.00000
2002016.05.18 14:15modify610.100.777020.779940.77043
2012016.05.18 15:15close610.100.774820.779940.7704328.0510686.48
2022016.07.11 13:50sell620.100.853660.000000.00000
2032016.07.11 13:50modify620.100.853660.855810.84113
2042016.07.11 14:30modify620.100.853660.854060.84113
2052016.07.11 15:40s/l620.100.854060.854060.84113-5.6010680.88
2062016.07.22 11:40buy630.100.837310.000000.00000
2072016.07.22 11:40modify630.100.837310.833600.85138
2082016.07.22 12:15close630.100.837190.833600.85138-1.9810678.90
2092016.08.04 14:10buy640.100.844960.000000.00000
2102016.08.04 14:10modify640.100.844960.839720.85915
2112016.08.04 15:50close640.100.847590.839720.8591533.6110712.51
2122016.11.03 12:10sell650.100.894980.000000.00000
2132016.11.03 12:10modify650.100.894980.897610.88465
2142016.11.04 09:25close650.100.889980.897610.8846564.4910777.00
2152016.12.12 14:05sell660.100.838840.000000.00000
2162016.12.12 14:05modify660.100.838840.840960.82582
2172016.12.12 14:50close660.100.839090.840960.82582-3.6710773.33
2182017.01.17 14:30sell670.100.873420.000000.00000
2192017.01.17 14:30modify670.100.873420.877130.86413
2202017.01.17 15:45modify670.100.873420.873820.86413
2212017.01.17 16:20t/p670.100.864130.873820.86413119.8110893.14
2222017.02.02 14:10buy680.100.856490.000000.00000
2232017.02.02 14:10modify680.100.856490.853760.86740
2242017.02.02 14:25modify680.100.856490.856090.86740
2252017.02.02 16:35close680.100.861730.856090.8674067.3810960.52
2262017.06.15 14:05sell690.100.873440.000000.00000
2272017.06.15 14:05modify690.100.873440.876560.86535
2282017.06.15 15:00close690.100.874380.876560.86535-12.6010947.92
2292017.08.03 14:05buy700.100.899470.000000.00000
2302017.08.03 14:05modify700.100.899470.896490.90784
2312017.08.03 14:35modify700.100.899470.899070.90784
2322017.08.03 15:05close700.100.901840.899070.9078430.2410978.16
2332017.08.23 11:45buy710.100.921220.000000.00000
2342017.08.23 11:45modify710.100.921220.918530.92756
2352017.08.23 13:45close710.100.920750.918530.92756-6.5110971.65
2362017.09.14 14:05sell720.100.895700.000000.00000
2372017.09.14 14:05modify720.100.895700.900170.88743
2382017.09.14 14:20modify720.100.895700.896100.88743
2392017.09.14 14:25close720.100.892560.896100.8874340.2111011.86
2402017.11.17 13:30buy730.100.895040.000000.00000
2412017.11.17 13:30modify730.100.895040.892320.90257
2422017.11.17 18:00s/l730.100.892320.892320.90257-35.6310976.23
2432017.12.04 13:20sell740.100.878470.000000.00000
2442017.12.04 13:20modify740.100.878470.880740.86989
2452017.12.04 13:40modify740.100.878470.878870.86989
2462017.12.04 15:30close740.100.876990.878870.8698918.7310994.96
2472018.09.07 14:00sell750.100.893060.000000.00000
2482018.09.07 14:00modify750.100.893060.895420.88700
2492018.09.07 14:20close750.100.893230.895420.88700-2.6410992.32
2502018.11.15 11:00buy760.100.878090.000000.00000
2512018.11.15 11:00modify760.100.878090.874360.88368
2522018.11.15 11:40t/p760.100.883680.874360.8836871.9111064.23
2532018.11.22 12:20sell770.100.886770.000000.00000
2542018.11.22 12:20modify770.100.886770.889640.87956
2552018.11.22 13:30s/l770.100.889640.889640.87956-37.5811026.65
2562019.02.01 12:00buy780.100.879020.000000.00000
2572019.02.01 12:00modify780.100.879020.875790.88603
2582019.02.01 13:00close780.100.878260.875790.88603-10.2711016.38