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;GBPUSD;GBPAUD;GBPCAD;GBPCHF;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 --------"; 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 profit434.41Gross profit664.29Gross loss-229.88
Profit factor2.89Expected payoff4.53
Absolute drawdown118.08Maximal drawdown138.92 (1.39%)Relative drawdown1.39% (138.92)
Total trades96Short positions (won %)30 (60.00%)Long positions (won %)66 (40.91%)
Profit trades (% of total)45 (46.88%)Loss trades (% of total)51 (53.13%)
Largestprofit trade116.67loss trade-46.77
Averageprofit trade14.76loss trade-4.51
Maximumconsecutive wins (profit in money)11 (175.05)consecutive losses (loss in money)9 (-40.11)
Maximalconsecutive profit (count of wins)175.05 (11)consecutive loss (count of losses)-47.39 (2)
Averageconsecutive wins4consecutive losses4
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 04:45close10.022.177602.157782.21055-4.209995.80
42008.03.17 04:45buy20.082.180502.157782.21055
52008.03.17 05:00close20.082.177702.157782.21055-16.229979.58
62008.06.12 03:45buy30.102.086300.000000.00000
72008.06.12 03:45modify30.102.086302.077782.10990
82008.06.12 05:00close30.022.085402.077782.10990-1.369978.22
92008.06.12 05:00buy40.082.086302.077782.10990
102008.06.12 06:15close40.022.084202.077782.10990-3.069975.17
112008.06.12 06:15buy50.062.086302.077782.10990
122008.06.12 06:45close50.022.084702.077782.10990-2.359972.82
132008.06.12 06:45buy60.042.086302.077782.10990
142008.06.12 07:00close60.042.085602.077782.10990-2.169970.66
152008.08.28 04:00sell70.102.119600.000000.00000
162008.08.28 04:00modify70.102.119602.129492.10010
172008.08.28 06:00close70.022.120802.129492.10010-1.799968.87
182008.08.28 06:00sell80.082.119602.129492.10010
192008.08.28 06:30close80.022.121202.129492.10010-2.359966.53
202008.08.28 06:30sell90.062.119602.129492.10010
212008.08.28 06:45close90.062.121102.129492.10010-6.649959.89
222010.10.05 05:45buy100.101.648730.000000.00000
232010.10.05 05:45modify100.101.648731.641461.66477
242010.10.05 10:30close100.011.655391.641461.664774.689964.57
252010.10.05 10:30buy110.091.648731.641461.66477
262010.10.05 16:05s/l110.091.641461.641461.66477-46.779917.80
272010.11.02 04:45sell120.101.608820.000000.00000
282010.11.02 04:45modify120.101.608821.617021.59274
292010.11.02 05:45close120.021.609201.617021.59274-0.639917.17
302010.11.02 05:45sell130.081.608821.617021.59274
312010.11.03 01:30close130.011.603701.617021.592743.619920.79
322010.11.03 01:30sell140.071.608821.617021.59274
332010.11.03 08:00close140.011.606241.617021.592741.819922.60
342010.11.03 08:00sell150.061.608821.617021.59274
352010.11.03 08:15close150.011.605381.617021.592742.429925.02
362010.11.03 08:15sell160.051.608821.617021.59274
372010.11.03 10:15close160.021.609111.617021.59274-0.459924.57
382010.11.03 10:15sell170.031.608821.617021.59274
392010.11.03 16:30close170.031.615331.617021.59274-13.919910.67
402010.11.29 02:30buy180.101.622260.000000.00000
412010.11.29 02:30modify180.101.622261.616101.63871
422010.11.29 04:00close180.021.619911.616101.63871-3.429907.25
432010.11.29 04:00buy190.081.622261.616101.63871
442010.11.29 05:30close190.021.619821.616101.63871-3.559903.70
452010.11.29 05:30buy200.061.622261.616101.63871
462010.11.29 05:45close200.061.620101.616101.63871-9.459894.26
472011.06.09 04:45buy210.101.550370.000000.00000
482011.06.09 04:45modify210.101.550371.544461.56345
492011.06.09 06:15close210.021.549461.544461.56345-1.389892.88
502011.06.09 06:15buy220.081.550371.544461.56345
512011.06.09 06:30close220.081.550311.544461.56345-0.689892.20
522011.07.27 04:45sell230.101.488100.000000.00000
532011.07.27 04:45modify230.101.488101.493961.47615
542011.07.27 06:15close230.021.488321.493961.47615-0.409891.80
552011.07.27 06:15sell240.081.488101.493961.47615
562011.07.28 07:30close240.011.478821.493961.476156.619898.41
572011.07.28 07:30sell250.071.488101.493961.47615
582011.07.28 07:45close250.011.478341.493961.476156.959905.36
592011.07.28 07:45sell260.061.488101.493961.47615
602011.07.28 08:25t/p260.061.476151.493961.4761551.029956.38
612012.02.07 05:45sell270.101.467260.000000.00000
622012.02.07 05:45modify270.101.467261.472031.45460
632012.02.07 06:45modify270.101.467261.467661.45460
642012.02.07 08:30close270.011.463011.467661.454602.979959.35
652012.02.07 08:30sell280.091.467261.467661.45460
662012.02.07 09:15close280.011.462241.467661.454603.529962.87
672012.02.07 09:15sell290.081.467261.467661.45460
682012.02.07 14:05s/l290.081.467661.467661.45460-2.609960.26
692012.03.22 04:45buy300.101.524850.000000.00000
702012.03.22 04:45modify300.101.524851.519781.53637
712012.03.22 07:45close300.021.524671.519781.53637-0.349959.93
722012.03.22 07:45buy310.081.524851.519781.53637
732012.03.22 08:15close310.021.524731.519781.53637-0.269959.67
742012.03.22 08:15buy320.061.524851.519781.53637
752012.03.22 12:00close320.021.523141.519781.53637-2.519957.17
762012.03.22 12:00buy330.041.524851.519781.53637
772012.03.22 12:45close330.021.523571.519781.53637-1.909955.27
782012.03.22 12:45buy340.021.524851.519781.53637
792012.03.22 13:15close340.021.523091.519781.53637-2.589952.69
802013.03.14 02:45sell350.101.441420.000000.00000
812013.03.14 02:45modify350.101.441421.445851.42889
822013.03.14 04:00close350.021.441761.445851.42889-0.579952.13
832013.03.14 04:00sell360.081.441421.445851.42889
842013.03.14 05:30close360.021.441561.445851.42889-0.299951.84
852013.03.14 05:30sell370.061.441421.445851.42889
862013.03.14 06:15close370.011.440081.445851.428890.919952.75
872013.03.14 06:15sell380.051.441421.445851.42889
882013.03.14 10:30s/l380.051.445851.445851.42889-15.919936.83
892013.09.12 04:45buy390.101.705540.000000.00000
902013.09.12 04:45modify390.101.705541.698671.72473
912013.09.12 06:15modify390.101.705541.705141.72473
922013.09.12 12:30close390.011.712581.705141.724734.959941.78
932013.09.12 12:30buy400.091.705541.705141.72473
942013.09.12 18:15s/l400.091.705141.705141.72473-2.949938.84
952014.04.23 04:45buy410.101.805340.000000.00000
962014.04.23 04:45modify410.101.805341.799711.82001
972014.04.23 06:30close410.011.811601.799711.820014.399943.23
982014.04.23 06:30buy420.091.805341.799711.82001
992014.04.23 06:45modify420.091.805341.804941.82001
1002014.04.23 08:30close420.011.813751.804941.820015.929949.15
1012014.04.23 08:30buy430.081.805341.804941.82001
1022014.04.24 03:05s/l430.081.804941.804941.82001-3.569945.59
1032014.12.03 02:45buy440.101.861970.000000.00000
1042014.12.03 02:45modify440.101.861971.855091.88015
1052014.12.03 04:15close440.021.859691.855091.88015-3.339942.26
1062014.12.03 04:15buy450.081.861971.855091.88015
1072014.12.03 04:30close450.081.860081.855091.88015-11.069931.20
1082014.12.15 02:00buy460.101.914870.000000.00000
1092014.12.15 02:00modify460.101.914871.909281.93333
1102014.12.15 03:00close460.101.914021.909281.93333-6.469924.74
1112015.01.14 04:30buy470.101.868030.000000.00000
1122015.01.14 04:30modify470.101.868031.860421.88708
1132015.01.14 07:30close470.011.874941.860421.887084.869929.60
1142015.01.14 07:30buy480.091.868031.860421.88708
1152015.01.14 08:45close480.011.876371.860421.887085.879935.46
1162015.01.14 08:45buy490.081.868031.860421.88708
1172015.01.14 11:15close490.021.865751.860421.88708-3.329932.15
1182015.01.14 11:15buy500.061.868031.860421.88708
1192015.01.14 11:30close500.061.866251.860421.88708-7.839924.32
1202015.05.28 04:45buy510.101.996750.000000.00000
1212015.05.28 04:45modify510.101.996751.987762.01781
1222015.05.28 09:00close510.021.993871.987762.01781-4.179920.15
1232015.05.28 09:00buy520.081.996751.987762.01781
1242015.05.28 09:15close520.081.995781.987762.01781-5.849914.31
1252015.07.03 05:15buy530.102.056670.000000.00000
1262015.07.03 05:15modify530.102.056672.049142.07803
1272015.07.03 06:15close530.012.059352.049142.078031.869916.17
1282015.07.03 06:15buy540.092.056672.049142.07803
1292015.07.03 08:00close540.022.056522.049142.07803-0.309915.87
1302015.07.03 08:00buy550.072.056672.049142.07803
1312015.07.03 08:45close550.012.057682.049142.078030.679916.54
1322015.07.03 08:45buy560.062.056672.049142.07803
1332015.07.03 09:00close560.012.057692.049142.078030.689917.21
1342015.07.03 09:00buy570.052.056672.049142.07803
1352015.07.03 09:15close570.012.058602.049142.078031.329918.53
1362015.07.03 09:15buy580.042.056672.049142.07803
1372015.07.03 10:45close580.012.062332.049142.078033.979922.50
1382015.07.03 10:45buy590.032.056672.049142.07803
1392015.07.03 11:00close590.012.064972.049142.078035.849928.33
1402015.07.03 11:00buy600.022.056672.049142.07803
1412015.07.03 11:15close600.012.065372.049142.078036.129934.45
1422015.07.03 11:15buy610.012.056672.049142.07803
1432015.07.03 11:30close610.012.065972.049142.078036.559941.00
1442015.08.11 04:30buy620.102.112920.000000.00000
1452015.08.11 04:30modify620.102.112922.105042.13649
1462015.08.11 05:45close620.012.125332.105042.136498.769949.76
1472015.08.11 05:45buy630.092.112922.105042.13649
1482015.08.11 06:00close630.012.127692.105042.1364910.449960.19
1492015.08.11 06:00buy640.082.112922.105042.13649
1502015.08.11 16:45close640.012.132802.105042.1364914.069974.25
1512015.08.11 16:45buy650.072.112922.105042.13649
1522015.08.11 17:20t/p650.072.136492.105042.13649116.6710090.92
1532015.09.23 05:00buy660.102.182860.000000.00000
1542015.09.23 05:00modify660.102.182862.174892.21001
1552015.09.23 06:15close660.022.182732.174892.21001-0.2810090.64
1562015.09.23 06:15buy670.082.182862.174892.21001
1572015.09.23 07:30close670.022.182632.174892.21001-0.4210090.23
1582015.09.23 07:30buy680.062.182862.174892.21001
1592015.09.23 10:00close680.022.178952.174892.21001-5.6410084.59
1602015.09.23 10:00buy690.042.182862.174892.21001
1612015.09.23 10:15close690.042.178992.174892.21001-11.1410073.45
1622015.10.28 03:00buy700.102.147900.000000.00000
1632015.10.28 03:00modify700.102.147902.136102.17385
1642015.10.28 08:30close700.022.147452.136102.17385-0.7310072.72
1652015.10.28 08:30buy710.082.147902.136102.17385
1662015.10.28 08:45close710.082.147812.136102.17385-0.8510071.87
1672016.04.27 04:45buy720.101.901010.000000.00000
1682016.04.27 04:45modify720.101.901011.889901.92248
1692016.04.27 06:15modify720.101.901011.900611.92248
1702016.04.27 06:30close720.011.908461.900611.922485.2410077.11
1712016.04.27 06:30buy730.091.901011.900611.92248
1722016.04.27 07:30close730.011.910981.900611.922487.0310084.13
1732016.04.27 07:30buy740.081.901011.900611.92248
1742016.04.27 10:00close740.011.917441.900611.9224811.6110095.74
1752016.04.27 10:00buy750.071.901011.900611.92248
1762016.04.27 10:15close750.011.918751.900611.9224812.5410108.28
1772016.04.27 10:15buy760.061.901011.900611.92248
1782016.04.27 13:30close760.061.921911.900611.9224888.6410196.92
1792016.05.06 04:45buy770.101.953530.000000.00000
1802016.05.06 04:45modify770.101.953531.945581.97425
1812016.05.06 05:30modify770.101.953531.953131.97425
1822016.05.06 09:45close770.011.961801.953131.974255.8210202.74
1832016.05.06 09:45buy780.091.953531.953131.97425
1842016.05.06 10:00close780.011.965881.953131.974258.7110211.44
1852016.05.06 10:00buy790.081.953531.953131.97425
1862016.05.06 11:30close790.011.967811.953131.9742510.0810221.52
1872016.05.06 11:30buy800.071.953531.953131.97425
1882016.05.06 13:15close800.011.969401.953131.9742511.2110232.73
1892016.05.06 13:15buy810.061.953531.953131.97425
1902016.05.09 00:00s/l810.061.953131.953131.97425-2.1910230.53
1912016.05.31 05:15sell820.102.030340.000000.00000
1922016.05.31 05:15modify820.102.030342.036762.00996
1932016.05.31 07:15close820.012.027692.036762.009961.8410232.37
1942016.05.31 07:15sell830.092.030342.036762.00996
1952016.05.31 07:30close830.012.026302.036762.009962.8210235.19
1962016.05.31 07:30sell840.082.030342.036762.00996
1972016.05.31 08:15modify840.082.030342.030742.00996
1982016.05.31 11:00close840.012.016482.030742.009969.7910244.97
1992016.05.31 11:00sell850.072.030342.030742.00996
2002016.05.31 14:30close850.012.013792.030742.0099611.6910256.66
2012016.05.31 14:30sell860.062.030342.030742.00996
2022016.05.31 17:45t/p860.062.009962.030742.0099686.4410343.10
2032017.01.25 03:15buy870.101.661800.000000.00000
2042017.01.25 03:15modify870.101.661801.655691.67975
2052017.01.25 04:30close870.021.660631.655691.67975-1.7510341.36
2062017.01.25 04:30buy880.081.661801.655691.67975
2072017.01.25 05:00close880.021.661381.655691.67975-0.6910340.67
2082017.01.25 05:00buy890.061.661801.655691.67975
2092017.01.25 05:45close890.021.661521.655691.67975-0.4910340.18
2102017.01.25 05:45buy900.041.661801.655691.67975
2112017.01.25 07:00close900.021.659291.655691.67975-3.6510336.54
2122017.01.25 07:00buy910.021.661801.655691.67975
2132017.01.25 07:15close910.021.659981.655691.67975-2.6710333.87
2142017.07.18 05:00sell920.101.663420.000000.00000
2152017.07.18 05:00modify920.101.663421.670021.64801
2162017.07.18 09:30close920.011.655461.670021.648015.6010339.47
2172017.07.18 09:30sell930.091.663421.670021.64801
2182017.07.18 11:30close930.011.652141.670021.648017.9610347.43
2192017.07.18 11:30sell940.081.663421.670021.64801
2202017.07.18 11:35t/p940.081.648011.670021.6480187.0710434.49
2212019.02.05 05:45sell950.101.799430.000000.00000
2222019.02.05 05:45modify950.101.799431.805651.78124
2232019.02.05 06:30modify950.101.799431.799831.78124
2242019.02.05 06:45close950.011.795321.799831.781242.8710437.36
2252019.02.05 06:45sell960.091.799431.799831.78124
2262019.02.05 10:40s/l960.091.799831.799831.78124-2.9510434.41