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

SymbolAUDCAD (Australian Dollar vs Canadian 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 test796871Ticks modelled1592540Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread10
Total net profit314.54Gross profit520.78Gross loss-206.24
Profit factor2.53Expected payoff5.82
Absolute drawdown37.54Maximal drawdown66.33 (0.64%)Relative drawdown0.65% (64.94)
Total trades54Short positions (won %)30 (63.33%)Long positions (won %)24 (29.17%)
Profit trades (% of total)26 (48.15%)Loss trades (% of total)28 (51.85%)
Largestprofit trade53.68loss trade-23.79
Averageprofit trade20.03loss trade-7.37
Maximumconsecutive wins (profit in money)4 (135.59)consecutive losses (loss in money)5 (-41.55)
Maximalconsecutive profit (count of wins)135.59 (4)consecutive loss (count of losses)-41.55 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.03.17 03:20sell10.100.916900.000000.00000
22008.03.17 03:20modify10.100.916900.922890.90140
32008.03.17 03:50close10.100.918100.922890.90140-9.489990.52
42008.07.10 03:35buy20.100.971100.000000.00000
52008.07.10 03:35modify20.100.971100.967980.98417
62008.07.10 05:05close20.100.970300.967980.98417-6.469984.06
72009.10.06 05:35buy30.100.943700.000000.00000
82009.10.06 05:35modify30.100.943700.940390.95522
92009.10.06 06:05close30.100.943200.940390.95522-4.209979.86
102009.10.08 02:40buy40.100.951700.000000.00000
112009.10.08 02:40modify40.100.951700.948300.96314
122009.10.08 03:00close40.100.950700.948300.96314-7.979971.89
132010.02.02 04:35sell50.100.937460.000000.00000
142010.02.02 04:35modify50.100.937460.942120.92539
152010.02.02 05:10close50.100.934940.942120.9253918.569990.45
162010.10.05 05:35sell60.100.983910.000000.00000
172010.10.05 05:35modify60.100.983910.987010.97254
182010.10.05 20:10s/l60.100.987010.987010.97254-23.799966.66
192010.10.07 02:35buy70.100.994230.000000.00000
202010.10.07 02:35modify70.100.994230.990331.00552
212010.10.07 04:00close70.100.993990.990331.00552-2.249964.42
222010.10.27 02:35sell80.101.003530.000000.00000
232010.10.27 02:35modify80.101.003531.006470.99222
242010.10.27 02:50modify80.101.003531.003930.99222
252010.10.27 03:20close80.100.999081.003930.9922233.109997.52
262011.06.09 03:35sell90.101.037100.000000.00000
272011.06.09 03:35modify90.101.037101.040151.02589
282011.06.09 03:45modify90.101.037101.037501.02589
292011.06.09 05:35close90.101.035701.037501.0258910.1210007.64
302011.07.27 03:35buy100.101.040840.000000.00000
312011.07.27 03:35modify100.101.040841.036511.05167
322011.07.27 06:20close100.101.042331.036511.0516710.8010018.44
332011.08.02 06:45sell110.101.043980.000000.00000
342011.08.02 06:45modify110.101.043981.046981.03289
352011.08.02 07:15close110.101.043531.046981.032892.9710021.41
362012.02.07 04:35buy120.101.074620.000000.00000
372012.02.07 04:35modify120.101.074621.070661.08463
382012.02.07 04:55close120.101.074421.070661.08463-1.9310019.48
392012.03.22 03:40sell130.101.033650.000000.00000
402012.03.22 03:40modify130.101.033651.036291.02479
412012.03.22 04:10modify130.101.033651.034051.02479
422012.03.22 07:20close130.101.032241.034051.0247910.1910029.67
432012.06.06 03:35buy140.101.017450.000000.00000
442012.06.06 03:35modify140.101.017451.014831.02662
452012.06.06 05:20close140.101.017331.014831.02662-1.3410028.33
462012.06.29 05:05buy150.101.042190.000000.00000
472012.06.29 05:05modify150.101.042191.039241.05094
482012.06.29 06:05close150.101.041941.039241.05094-2.3110026.02
492012.10.02 06:40sell160.101.012660.000000.00000
502012.10.02 06:40modify160.101.012661.015631.00495
512012.10.02 07:25modify160.101.012661.013061.00495
522012.10.02 08:15close160.101.011121.013061.0049511.1810037.20
532012.11.06 04:45buy170.101.037970.000000.00000
542012.11.06 04:45modify170.101.037971.035211.04611
552012.11.06 05:25close170.101.037491.035211.04611-4.0510033.15
562013.04.15 04:10sell180.101.061190.000000.00000
572013.04.15 04:10modify180.101.061191.063921.05260
582013.04.15 04:35close180.101.061841.063921.05260-5.3310027.82
592013.07.03 05:05sell190.100.960820.000000.00000
602013.07.03 05:05modify190.100.960820.963340.94847
612013.07.03 15:05close190.100.955490.963340.9484739.7410067.56
622013.09.12 03:35sell200.100.958080.000000.00000
632013.09.12 03:35modify200.100.958080.961180.94589
642013.09.12 23:30close200.100.956490.961180.9458911.5510079.11
652014.02.04 04:35buy210.100.978790.000000.00000
662014.02.04 04:35modify210.100.978790.974940.98990
672014.02.04 04:55modify210.100.978790.978390.98990
682014.02.04 08:15close210.100.985970.978390.9899053.6810132.79
692014.04.23 03:35sell220.101.028430.000000.00000
702014.04.23 03:35modify220.101.028431.031451.01827
712014.04.23 03:55modify220.101.028431.028831.01827
722014.04.23 05:40close220.101.024311.028831.0182730.6210163.41
732014.07.03 03:05sell230.101.000840.000000.00000
742014.07.03 03:05modify230.101.000841.003910.99363
752014.07.03 03:35close230.101.001181.003910.99363-2.9910160.42
762014.07.23 03:40buy240.101.012540.000000.00000
772014.07.23 03:40modify240.101.012541.009851.01989
782014.07.23 04:35close240.101.012261.009851.01989-2.5410157.88
792014.12.03 02:35sell250.100.958850.000000.00000
802014.12.03 02:35modify250.100.958850.961930.94723
812014.12.03 04:35close250.100.957860.961930.947237.0310164.91
822015.01.14 04:30sell260.100.971640.000000.00000
832015.01.14 04:30modify260.100.971640.975030.95990
842015.01.14 05:30modify260.100.971640.972040.95990
852015.01.14 10:20s/l260.100.972040.972040.95990-3.4410161.47
862015.02.12 02:35sell270.100.966520.000000.00000
872015.02.12 02:35modify270.100.966520.970660.95283
882015.02.12 03:10close270.100.967420.970660.95283-7.2110154.26
892015.03.03 05:35buy280.100.978430.000000.00000
902015.03.03 05:35modify280.100.978430.975740.99154
912015.03.03 05:55close280.100.977990.975740.99154-3.7510150.51
922015.04.13 05:10sell290.100.959630.000000.00000
932015.04.13 05:10modify290.100.959630.962540.94753
942015.04.13 05:35modify290.100.959630.960030.94753
952015.04.13 07:10close290.100.957690.960030.9475314.1910164.70
962015.05.28 04:40sell300.100.959370.000000.00000
972015.05.28 04:40modify300.100.959370.962660.94757
982015.05.28 12:50close300.100.956520.962660.9475721.0510185.75
992015.06.02 07:45buy310.100.958850.000000.00000
1002015.06.02 07:45modify310.100.958850.955980.97068
1012015.06.02 16:55close310.100.964160.955980.9706839.5810225.33
1022015.07.24 04:50sell320.100.952140.000000.00000
1032015.07.24 04:50modify320.100.952140.954960.94049
1042015.07.24 12:05close320.100.950080.954960.9404915.0910240.42
1052015.07.28 05:40buy330.100.950950.000000.00000
1062015.07.28 05:40modify330.100.950950.948390.96260
1072015.07.28 06:20close330.100.950370.948390.96260-4.8010235.62
1082015.08.04 07:40buy340.100.965060.000000.00000
1092015.08.04 07:40modify340.100.965060.962340.97698
1102015.08.04 07:55modify340.100.965060.964660.97698
1112015.08.04 08:00close340.100.966910.964660.9769813.5210249.14
1122015.08.12 04:25sell350.100.953030.000000.00000
1132015.08.12 04:25modify350.100.953030.955770.94065
1142015.08.12 07:20close350.100.950940.955770.9406515.3210264.46
1152015.11.12 02:35buy360.100.944740.000000.00000
1162015.11.12 02:35modify360.100.944740.940410.95625
1172015.11.12 02:55modify360.100.944740.944340.95625
1182015.11.12 03:05close360.100.946420.944340.9562512.2310276.69
1192015.12.10 02:35buy370.100.990620.000000.00000
1202015.12.10 02:35modify370.100.990620.985281.00120
1212015.12.10 04:35close370.100.989250.985281.00120-10.7610265.93
1222016.02.18 02:35sell380.100.976610.000000.00000
1232016.02.18 02:35modify380.100.976610.979430.96338
1242016.02.18 04:45s/l380.100.979430.979430.96338-21.6810244.25
1252016.03.02 02:35buy390.100.968920.000000.00000
1262016.03.02 02:35modify390.100.968920.965410.98188
1272016.03.02 02:55close390.100.969760.965410.981885.9010250.15
1282016.04.05 07:35buy400.100.996840.000000.00000
1292016.04.05 07:35modify400.100.996840.994101.00903
1302016.04.05 08:15s/l400.100.994100.994101.00903-21.0810229.07
1312016.04.27 04:35sell410.100.969600.000000.00000
1322016.04.27 04:35modify410.100.969600.973810.95830
1332016.04.27 04:50modify410.100.969600.970000.95830
1342016.04.27 04:55close410.100.966410.970000.9583023.6110252.68
1352016.05.06 04:35sell420.100.955580.000000.00000
1362016.05.06 04:35modify420.100.955580.958630.94366
1372016.05.06 05:00modify420.100.955580.955980.94366
1382016.05.06 09:35close420.100.950930.955980.9436634.6110287.29
1392016.05.17 04:35buy430.100.945320.000000.00000
1402016.05.17 04:35modify430.100.945320.942400.95656
1412016.05.17 06:30close430.100.944520.942400.95656-6.4610280.83
1422016.06.01 04:35buy440.100.951410.000000.00000
1432016.06.01 04:35modify440.100.951410.948050.96223
1442016.06.01 06:05close440.100.951210.948050.96223-1.9310278.90
1452016.07.15 05:35buy450.100.988090.000000.00000
1462016.07.15 05:35modify450.100.988090.985280.99951
1472016.07.15 05:55close450.100.987190.985280.99951-7.2110271.69
1482016.08.02 07:30sell460.100.984700.000000.00000
1492016.08.02 07:30modify460.100.984700.987600.97337
1502016.08.02 07:35s/l460.100.987600.987600.97337-22.2810249.41
1512016.12.07 02:35sell470.100.985460.000000.00000
1522016.12.07 02:35modify470.100.985460.988780.97488
1532016.12.07 03:15close470.100.985890.988780.97488-3.6710245.74
1542017.07.04 07:40sell480.100.991420.000000.00000
1552017.07.04 07:40modify480.100.991420.994710.98153
1562017.07.04 08:05modify480.100.991420.991820.98153
1572017.07.04 08:15close480.100.989760.991820.9815312.0810257.82
1582017.07.18 05:00buy490.100.995920.000000.00000
1592017.07.18 05:00modify490.100.995920.991551.00595
1602017.07.18 05:40modify490.100.995920.995521.00595
1612017.07.18 12:20close490.101.000600.995521.0059534.8310292.65
1622017.07.21 05:50sell500.100.993340.000000.00000
1632017.07.21 05:50modify500.100.993340.996210.98325
1642017.07.21 07:35close500.100.993760.996210.98325-3.5910289.06
1652017.10.25 03:35sell510.100.981670.000000.00000
1662017.10.25 03:35modify510.100.981670.984060.97267
1672017.10.25 04:05modify510.100.981670.982070.97267
1682017.10.25 06:40close510.100.979060.982070.9726719.2410308.30
1692017.11.15 02:55sell520.100.967350.000000.00000
1702017.11.15 02:55modify520.100.967350.969900.95881
1712017.11.15 03:20modify520.100.967350.967750.95881
1722017.11.15 09:35close520.100.964640.967750.9588119.9910328.29
1732018.12.05 02:35sell530.100.968730.000000.00000
1742018.12.05 02:35modify530.100.968730.971870.96002
1752018.12.05 03:15close530.100.970040.971870.96002-10.3010317.99
1762019.02.05 05:40buy540.100.949460.000000.00000
1772019.02.05 05:40modify540.100.949460.947110.95799
1782019.02.05 05:55modify540.100.949460.949060.95799
1792019.02.05 12:10s/l540.100.949060.949060.95799-3.4510314.54