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

SymbolGBPAUD (Great Britain Pound vs Australian 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 test822418Ticks modelled1643766Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread10
Total net profit373.10Gross profit607.96Gross loss-234.86
Profit factor2.59Expected payoff13.82
Absolute drawdown102.39Maximal drawdown139.99 (1.39%)Relative drawdown1.39% (139.99)
Total trades27Short positions (won %)8 (62.50%)Long positions (won %)19 (15.79%)
Profit trades (% of total)8 (29.63%)Loss trades (% of total)19 (70.37%)
Largestprofit trade166.67loss trade-51.97
Averageprofit trade75.99loss trade-12.36
Maximumconsecutive wins (profit in money)2 (185.24)consecutive losses (loss in money)9 (-83.63)
Maximalconsecutive profit (count of wins)185.24 (2)consecutive loss (count of losses)-88.70 (4)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.03.17 03:30buy10.102.180500.000000.00000
22008.03.17 03:30modify10.102.180502.157782.21055
32008.03.17 05:00close10.102.177702.157782.21055-20.289979.72
42008.06.12 03:45buy20.102.086300.000000.00000
52008.06.12 03:45modify20.102.086302.077782.10990
62008.06.12 07:00close20.102.085602.077782.10990-5.399974.33
72008.08.28 04:00sell30.102.119600.000000.00000
82008.08.28 04:00modify30.102.119602.129492.10010
92008.08.28 06:45close30.102.121102.129492.10010-11.069963.27
102010.10.05 05:45buy40.101.648730.000000.00000
112010.10.05 05:45modify40.101.648731.641461.66477
122010.10.05 16:05s/l40.101.641461.641461.66477-51.979911.30
132010.11.02 04:45sell50.101.608820.000000.00000
142010.11.02 04:45modify50.101.608821.617021.59274
152010.11.03 08:15close50.101.605381.617021.5927424.209935.50
162010.11.29 02:30buy60.101.622260.000000.00000
172010.11.29 02:30modify60.101.622261.616101.63871
182010.11.29 05:45close60.101.620101.616101.63871-15.749919.76
192011.06.09 04:45buy70.101.550370.000000.00000
202011.06.09 04:45modify70.101.550371.544461.56345
212011.06.09 06:30close70.101.550311.544461.56345-0.869918.90
222011.07.27 04:45sell80.101.488100.000000.00000
232011.07.27 04:45modify80.101.488101.493961.47615
242011.07.28 08:25t/p80.101.476151.493961.4761585.0310003.94
252012.02.07 05:45sell90.101.467260.000000.00000
262012.02.07 05:45modify90.101.467261.472031.45460
272012.02.07 06:45modify90.101.467261.467661.45460
282012.02.07 14:05s/l90.101.467661.467661.45460-3.2710000.67
292012.03.22 04:45buy100.101.524850.000000.00000
302012.03.22 04:45modify100.101.524851.519781.53637
312012.03.22 13:30close100.101.523511.519781.53637-9.939990.74
322013.03.14 02:45sell110.101.441420.000000.00000
332013.03.14 02:45modify110.101.441421.445851.42889
342013.03.14 10:30s/l110.101.445851.445851.42889-31.849958.90
352013.09.12 04:45buy120.101.705540.000000.00000
362013.09.12 04:45modify120.101.705541.698671.72473
372013.09.12 06:15modify120.101.705541.705141.72473
382013.09.12 18:15s/l120.101.705141.705141.72473-3.279955.63
392014.04.23 04:45buy130.101.805340.000000.00000
402014.04.23 04:45modify130.101.805341.799711.82001
412014.04.23 06:45modify130.101.805341.804941.82001
422014.04.24 03:05s/l130.101.804941.804941.82001-4.459951.18
432014.12.03 02:45buy140.101.861970.000000.00000
442014.12.03 02:45modify140.101.861971.855091.88015
452014.12.03 04:30close140.101.860081.855091.88015-13.839937.35
462014.12.15 02:00buy150.101.914870.000000.00000
472014.12.15 02:00modify150.101.914871.909281.93333
482014.12.15 03:00close150.101.914021.909281.93333-6.469930.89
492015.01.14 04:30buy160.101.868030.000000.00000
502015.01.14 04:30modify160.101.868031.860421.88708
512015.01.14 07:30modify160.101.868031.867631.88708
522015.01.14 10:50s/l160.101.867631.867631.88708-3.279927.62
532015.05.28 04:45buy170.101.996750.000000.00000
542015.05.28 04:45modify170.101.996751.987762.01781
552015.05.28 09:15close170.101.995781.987762.01781-7.319920.31
562015.07.03 05:15buy180.102.056670.000000.00000
572015.07.03 05:15modify180.102.056672.049142.07803
582015.07.03 06:15close180.102.059352.049142.0780318.579938.88
592015.08.11 04:30buy190.102.112920.000000.00000
602015.08.11 04:30modify190.102.112922.105042.13649
612015.08.11 05:45modify190.102.112922.112522.13649
622015.08.11 17:20t/p190.102.136492.112522.13649166.6710105.55
632015.09.23 05:00buy200.102.182860.000000.00000
642015.09.23 05:00modify200.102.182862.174892.21001
652015.09.23 10:15close200.102.178992.174892.21001-27.8710077.68
662015.10.28 03:00buy210.102.147900.000000.00000
672015.10.28 03:00modify210.102.147902.136102.17385
682015.10.28 08:45close210.102.147812.136102.17385-1.0710076.61
692016.04.27 04:45buy220.101.901010.000000.00000
702016.04.27 04:45modify220.101.901011.889901.92248
712016.04.27 06:15modify220.101.901011.900611.92248
722016.04.27 13:30close220.101.921911.900611.92248147.7410224.35
732016.05.06 04:45buy230.101.953530.000000.00000
742016.05.06 04:45modify230.101.953531.945581.97425
752016.05.06 05:30modify230.101.953531.953131.97425
762016.05.09 00:00s/l230.101.953131.953131.97425-3.6510220.69
772016.05.31 05:15sell240.102.030340.000000.00000
782016.05.31 05:15modify240.102.030342.036762.00996
792016.05.31 07:30close240.102.026302.036762.0099628.2110248.90
802017.01.25 03:15buy250.101.661800.000000.00000
812017.01.25 03:15modify250.101.661801.655691.67975
822017.01.25 07:15close250.101.659981.655691.67975-13.3310235.57
832017.07.18 05:00sell260.101.663420.000000.00000
842017.07.18 05:00modify260.101.663421.670021.64801
852017.07.18 11:35t/p260.101.648011.670021.64801108.8210344.39
862019.02.05 05:45sell270.101.799430.000000.00000
872019.02.05 05:45modify270.101.799431.805651.78124
882019.02.05 06:30modify270.101.799431.799831.78124
892019.02.05 06:45close270.101.795321.799831.7812428.7110373.10