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

SymbolAUDUSD (Australian Dollar vs US Dollar)
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 test823104Ticks modelled1644569Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread10
Total net profit618.90Gross profit818.06Gross loss-199.16
Profit factor4.11Expected payoff22.92
Absolute drawdown15.43Maximal drawdown69.53 (0.66%)Relative drawdown0.66% (69.53)
Total trades27Short positions (won %)7 (57.14%)Long positions (won %)20 (55.00%)
Profit trades (% of total)15 (55.56%)Loss trades (% of total)12 (44.44%)
Largestprofit trade122.57loss trade-50.03
Averageprofit trade54.54loss trade-16.60
Maximumconsecutive wins (profit in money)2 (208.91)consecutive losses (loss in money)2 (-53.06)
Maximalconsecutive profit (count of wins)208.91 (2)consecutive loss (count of losses)-53.06 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.01.30 20:25buy10.100.897000.000000.00000
22008.01.30 20:25modify10.100.897000.892710.91226
32008.01.30 20:55modify10.100.897000.896600.91226
42008.01.30 21:00close10.100.899500.896600.9122624.5710024.57
52008.07.17 20:15sell20.100.967900.000000.00000
62008.07.17 20:15modify20.100.967900.972670.95868
72008.07.17 21:30close20.100.969500.972670.95868-16.4310008.14
82008.12.16 20:25buy30.100.685800.000000.00000
92008.12.16 20:25modify30.100.685800.681040.72215
102008.12.16 21:20modify30.100.685800.685400.72215
112008.12.17 00:20close30.100.694500.685400.7221586.3410094.48
122009.03.18 19:20buy40.100.666800.000000.00000
132009.03.18 19:20modify40.100.666800.662880.68721
142009.03.18 19:50modify40.100.666800.666400.68721
152009.03.18 20:05close40.100.679100.666400.68721122.5710217.05
162009.05.27 21:30sell50.100.777560.000000.00000
172009.05.27 21:30modify50.100.777560.781100.75899
182009.05.27 21:55close50.100.778420.781100.75899-9.0310208.02
192010.09.21 20:20buy60.100.952830.000000.00000
202010.09.21 20:20modify60.100.952830.948980.96665
212010.09.22 01:25close60.100.955050.948980.9666521.5410229.56
222010.11.03 20:00buy70.100.999990.000000.00000
232010.11.03 20:00modify70.100.999990.994891.01230
242010.11.03 21:15modify70.100.999990.999591.01230
252010.11.03 22:00close70.101.005970.999591.0123059.3710288.93
262010.11.09 21:45sell80.101.000420.000000.00000
272010.11.09 21:45modify80.101.000421.006250.98807
282010.11.09 23:45close80.101.001211.006250.98807-8.3310280.60
292011.02.16 20:40buy90.101.003250.000000.00000
302011.02.16 20:40modify90.101.003251.000891.01593
312011.02.16 23:00close90.101.003231.000891.01593-0.6310279.97
322011.09.21 20:40sell100.101.013770.000000.00000
332011.09.21 20:40modify100.101.013771.019610.99457
342011.09.21 21:25modify100.101.013771.014170.99457
352011.09.21 21:35close100.101.009211.014170.9945745.1710325.14
362011.10.04 21:55buy110.100.951500.000000.00000
372011.10.04 21:55modify110.100.951500.945860.97314
382011.10.04 22:10modify110.100.951500.951100.97314
392011.10.04 22:15close110.100.957270.951100.9731457.2710382.41
402011.10.18 21:15buy120.101.030810.000000.00000
412011.10.18 21:15modify120.101.030811.026621.05300
422011.10.18 21:45close120.101.029831.026621.05300-10.2310372.18
432012.06.18 19:00buy130.101.012860.000000.00000
442012.06.18 19:00modify130.101.012861.010331.02589
452012.06.18 19:30close130.101.012061.010331.02589-8.4310363.75
462012.09.13 19:30buy140.101.052970.000000.00000
472012.09.13 19:30modify140.101.052971.047961.06178
482012.09.14 16:25t/p140.101.061781.047961.0617887.4410451.20
492013.09.18 20:05buy150.100.944560.000000.00000
502013.09.18 20:05modify150.100.944560.940500.95826
512013.09.18 20:40modify150.100.944560.944160.95826
522013.09.18 20:55close150.100.949040.944160.9582644.3710495.57
532013.12.18 20:10buy160.100.892060.000000.00000
542013.12.18 20:10modify160.100.892060.887170.90303
552013.12.18 20:15s/l160.100.887170.887170.90303-49.3310446.24
562014.03.19 19:10sell170.100.906960.000000.00000
572014.03.19 19:10modify170.100.906960.909690.89620
582014.03.19 20:05modify170.100.906960.907360.89620
592014.03.19 20:20close170.100.902320.907360.8962045.9710492.21
602015.04.15 20:25buy180.100.768000.000000.00000
612015.04.15 20:25modify180.100.768000.764620.78036
622015.04.15 22:45close180.100.767740.764620.78036-3.0310489.18
632015.12.16 21:45buy190.100.727640.000000.00000
642015.12.16 21:45modify190.100.727640.722680.73792
652015.12.16 22:15s/l190.100.722680.722680.73792-50.0310439.15
662016.03.16 20:05buy200.100.750230.000000.00000
672016.03.16 20:05modify200.100.750230.746600.76307
682016.03.16 20:30modify200.100.750230.749830.76307
692016.03.16 21:40close200.100.755280.749830.7630750.0710489.22
702016.03.29 19:25buy210.100.760720.000000.00000
712016.03.29 19:25modify210.100.760720.758140.77308
722016.03.29 20:25modify210.100.760720.760320.77308
732016.03.30 13:35close210.100.766920.760320.7730861.3410550.56
742016.04.06 19:00buy220.100.761270.000000.00000
752016.04.06 19:00modify220.100.761270.757780.77124
762016.04.06 21:00close220.100.759670.757780.77124-16.4310534.13
772016.12.14 21:10sell230.100.746590.000000.00000
782016.12.14 21:10modify230.100.746590.748810.73706
792016.12.14 21:55modify230.100.746590.746990.73706
802016.12.14 22:40close230.100.740790.746990.7370657.5710591.70
812018.03.21 21:20buy240.100.775220.000000.00000
822018.03.21 21:20modify240.100.775220.772570.78431
832018.03.21 21:50close240.100.774930.772570.78431-3.3310588.37
842018.11.28 19:05buy250.100.728320.000000.00000
852018.11.28 19:05modify250.100.728320.725320.73582
862018.11.29 06:25close250.100.731200.725320.7358227.6910616.05
872018.12.19 21:05sell260.100.713350.000000.00000
882018.12.19 21:05modify260.100.713350.715340.70559
892018.12.19 22:05modify260.100.713350.713750.70559
902018.12.20 02:20close260.100.710650.713750.7055926.7810642.83
912019.01.17 21:45buy270.100.721740.000000.00000
922019.01.17 21:45modify270.100.721740.719390.72997
932019.01.17 22:00s/l270.100.719390.719390.72997-23.9310618.90