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

SymbolEURAUD (Euro 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 test816945Ticks modelled1632806Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread10
Total net profit676.29Gross profit1001.31Gross loss-325.02
Profit factor3.08Expected payoff11.46
Absolute drawdown45.67Maximal drawdown164.18 (1.52%)Relative drawdown1.52% (164.18)
Total trades59Short positions (won %)28 (39.29%)Long positions (won %)31 (45.16%)
Profit trades (% of total)25 (42.37%)Loss trades (% of total)34 (57.63%)
Largestprofit trade173.27loss trade-37.87
Averageprofit trade40.05loss trade-9.56
Maximumconsecutive wins (profit in money)5 (379.71)consecutive losses (loss in money)9 (-142.84)
Maximalconsecutive profit (count of wins)379.71 (5)consecutive loss (count of losses)-142.84 (9)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.05.20 03:55sell10.101.620500.000000.00000
22008.05.20 03:55modify10.101.620501.625591.59595
32008.05.20 06:10close10.101.621001.625591.59595-3.979996.03
42008.06.12 03:45buy20.101.650500.000000.00000
52008.06.12 03:45modify20.101.650501.644141.67042
62008.06.12 05:20close20.101.649501.644141.67042-7.529988.51
72008.07.10 03:35sell30.101.638200.000000.00000
82008.07.10 03:35modify30.101.638201.642591.61977
92008.07.10 04:45close30.101.640101.642591.61977-13.909974.61
102008.08.05 06:45buy40.101.681700.000000.00000
112008.08.05 06:45modify40.101.681701.676941.69879
122008.08.05 07:20close40.101.679601.676941.69879-15.329959.29
132008.12.12 04:25buy50.102.005300.000000.00000
142008.12.12 04:25modify50.102.005301.994382.09247
152008.12.12 05:10modify50.102.005302.004902.09247
162008.12.12 07:45close50.102.029802.004902.09247173.2710132.56
172009.02.04 08:05buy60.102.018300.000000.00000
182009.02.04 08:05modify60.102.018302.008272.07167
192009.02.04 08:25close60.102.031702.008272.0716794.5710227.13
202009.10.08 02:35sell70.101.638300.000000.00000
212009.10.08 02:35modify70.101.638301.643111.61705
222009.10.08 21:50close70.101.630901.643111.6170552.0410279.17
232010.04.06 06:40sell80.101.458290.000000.00000
242010.04.06 06:40modify80.101.458291.461681.44071
252010.04.06 06:55modify80.101.458291.458691.44071
262010.04.06 08:40close80.101.452961.458691.4407137.3610316.53
272010.07.28 03:35buy90.101.449210.000000.00000
282010.07.28 03:35modify90.101.449211.443511.47823
292010.07.28 03:50modify90.101.449211.448811.47823
302010.07.28 03:55close90.101.452441.448811.4782322.4710339.00
312010.09.09 03:40sell100.101.379910.000000.00000
322010.09.09 03:40modify100.101.379911.383251.35888
332010.09.09 04:00close100.101.380171.383251.35888-2.2710336.73
342010.10.05 05:35buy110.101.421480.000000.00000
352010.10.05 05:35modify110.101.421481.416171.43829
362010.10.05 05:55close110.101.423771.416171.4382915.8110352.54
372010.10.07 02:35sell120.101.415890.000000.00000
382010.10.07 02:35modify120.101.415891.420781.39896
392010.10.07 02:55close120.101.414931.420781.398966.3710358.91
402011.04.07 03:45sell130.101.366410.000000.00000
412011.04.07 03:45modify130.101.366411.369891.34947
422011.04.07 04:25close130.101.366601.369891.34947-1.7810357.13
432011.06.07 06:45buy140.101.365980.000000.00000
442011.06.07 06:45modify140.101.365981.361951.38035
452011.06.07 07:10modify140.101.365981.365581.38035
462011.06.07 07:50close140.101.367981.365581.3803513.7410370.87
472011.07.27 03:35sell150.101.315390.000000.00000
482011.07.27 03:35modify150.101.315391.320391.30162
492011.07.27 04:05modify150.101.315391.315791.30162
502011.07.27 07:10close150.101.313271.315791.3016214.6010385.47
512011.10.26 02:35buy160.101.339560.000000.00000
522011.10.26 02:35modify160.101.339561.336171.35838
532011.10.26 03:35modify160.101.339561.339161.35838
542011.10.26 10:50close160.101.345861.339161.3583844.2310429.70
552012.03.22 03:40buy170.101.269400.000000.00000
562012.03.22 03:40modify170.101.269401.266051.28282
572012.03.22 03:55modify170.101.269401.269001.28282
582012.03.22 09:30s/l170.101.269001.269001.28282-3.2610426.44
592012.04.12 03:35sell180.101.265640.000000.00000
602012.04.12 03:35modify180.101.265641.268871.25259
612012.04.12 04:00close180.101.266161.268871.25259-4.1210422.32
622012.04.24 03:45buy190.101.280060.000000.00000
632012.04.24 03:45modify190.101.280061.276711.29310
642012.04.24 04:40close190.101.279761.276711.29310-2.5610419.76
652012.05.01 06:35buy200.101.280780.000000.00000
662012.05.01 06:35modify200.101.280781.275861.29351
672012.05.01 07:00modify200.101.280781.280381.29351
682012.05.01 07:05close200.101.282861.280381.2935114.3210434.08
692012.06.06 03:35sell210.101.268580.000000.00000
702012.06.06 03:35modify210.101.268581.272051.25644
712012.06.06 04:20close210.101.268701.272051.25644-1.2810432.80
722012.10.02 06:35buy220.101.249260.000000.00000
732012.10.02 06:35modify220.101.249261.245891.26073
742012.10.02 07:25close220.101.252691.245891.2607323.8910456.69
752012.10.11 02:40sell230.101.251780.000000.00000
762012.10.11 02:40modify230.101.251781.254871.23987
772012.10.11 05:20close230.101.251931.254871.23987-1.4910455.20
782013.05.07 06:35buy240.101.284650.000000.00000
792013.05.07 06:35modify240.101.284651.280241.29827
802013.05.07 07:05close240.101.284211.280241.29827-3.5510451.65
812013.06.07 05:20buy250.101.395470.000000.00000
822013.06.07 05:20modify250.101.395471.390391.41080
832013.06.07 06:10close250.101.393171.390391.41080-16.7310434.92
842013.07.03 05:05buy260.101.423020.000000.00000
852013.07.03 05:05modify260.101.423021.419151.44249
862013.07.03 08:25close260.101.429911.419151.4424948.4210483.34
872013.07.24 03:50buy270.101.427440.000000.00000
882013.07.24 03:50modify270.101.427441.423071.44928
892013.07.24 04:50close270.101.425911.423071.44928-11.2810472.06
902013.08.08 05:20sell280.101.470920.000000.00000
912013.08.08 05:20modify280.101.470921.475661.44750
922013.08.08 06:30close280.101.471261.475661.44750-2.8410469.22
932013.09.12 03:35buy290.101.433120.000000.00000
942013.09.12 03:35modify290.101.433121.428371.45331
952013.09.12 04:00modify290.101.433121.432721.45331
962013.09.12 06:45close290.101.439051.432721.4533141.6110510.83
972014.01.23 03:00buy300.101.539590.000000.00000
982014.01.23 03:00modify300.101.539591.535221.55686
992014.01.23 03:35close300.101.538911.535221.55686-5.2510505.58
1002014.02.20 02:50buy310.101.534640.000000.00000
1012014.02.20 02:50modify310.101.534641.529561.55429
1022014.02.20 09:00s/l310.101.529561.529561.55429-36.4410469.14
1032014.07.03 03:05buy320.101.455380.000000.00000
1042014.07.03 03:05modify320.101.455381.450841.46731
1052014.07.03 04:00close320.101.454751.450841.46731-4.9010464.24
1062014.12.03 02:35buy330.101.473290.000000.00000
1072014.12.03 02:35modify330.101.473291.468171.49035
1082014.12.03 04:30close330.101.473211.468171.49035-1.0010463.24
1092015.02.03 05:35buy340.101.475520.000000.00000
1102015.02.03 05:35modify340.101.475521.463661.49688
1112015.02.03 05:55close340.101.479751.463661.4968829.5610492.80
1122015.03.03 05:35sell350.101.432180.000000.00000
1132015.03.03 05:35modify350.101.432181.436511.41121
1142015.03.03 05:55close350.101.433171.436511.41121-7.4510485.35
1152015.04.07 07:30sell360.101.426180.000000.00000
1162015.04.07 07:30modify360.101.426181.432861.40558
1172015.04.07 07:50close360.101.421641.432861.4055831.7610517.11
1182015.04.16 04:35sell370.101.380490.000000.00000
1192015.04.16 04:35modify370.101.380491.386371.36088
1202015.04.16 05:05modify370.101.380491.380891.36088
1212015.04.16 07:55close370.101.377711.380891.3608819.2810536.39
1222015.05.28 04:35buy380.101.415180.000000.00000
1232015.05.28 04:35modify380.101.415181.410661.43591
1242015.05.28 10:50close380.101.423891.410661.4359161.3210597.71
1252015.06.02 07:50sell390.101.423790.000000.00000
1262015.06.02 07:50modify390.101.423791.428371.40282
1272015.06.02 10:30close390.101.424751.428371.40282-7.2410590.47
1282015.08.04 07:40sell400.101.492500.000000.00000
1292015.08.04 07:40modify400.101.492501.496811.47057
1302015.08.04 07:50modify400.101.492501.492901.47057
1312015.08.04 08:00close400.101.489001.492901.4705724.3810614.85
1322015.08.11 04:25buy410.101.493820.000000.00000
1332015.08.11 04:25modify410.101.493821.488321.51599
1342015.08.11 04:45close410.101.493191.488321.51599-4.9010609.95
1352015.10.22 07:35buy420.101.576190.000000.00000
1362015.10.22 07:35modify420.101.576191.572421.60715
1372015.10.22 08:50close420.101.574531.572421.60715-12.2010597.75
1382015.11.12 02:35sell430.101.509550.000000.00000
1392015.11.12 02:35modify430.101.509551.516271.48352
1402015.11.12 02:55modify430.101.509551.509951.48352
1412015.11.12 09:10close430.101.503361.509951.4835243.4610641.21
1422016.01.06 03:25buy440.101.507930.000000.00000
1432016.01.06 03:25modify440.101.507931.503051.52925
1442016.01.06 04:05modify440.101.507931.507531.52925
1452016.01.06 05:45s/l440.101.507531.507531.52925-3.2710637.94
1462016.04.27 04:35buy450.101.469030.000000.00000
1472016.04.27 04:35modify450.101.469031.462541.49128
1482016.04.27 04:50modify450.101.469031.468631.49128
1492016.04.27 04:55close450.101.474181.468631.4912836.0810674.02
1502016.05.06 04:35buy460.101.535380.000000.00000
1512016.05.06 04:35modify460.101.535381.530131.55800
1522016.05.06 05:00modify460.101.535381.534981.55800
1532016.05.06 09:25close460.101.543751.534981.5580058.9110732.93
1542016.05.17 04:35sell470.101.544810.000000.00000
1552016.05.17 04:35modify470.101.544811.549541.52279
1562016.05.17 04:50modify470.101.544811.545211.52279
1572016.05.17 04:55close470.101.541481.545211.5227923.1810756.11
1582016.05.24 06:40buy480.101.558920.000000.00000
1592016.05.24 06:40modify480.101.558921.555141.57874
1602016.05.24 07:30close480.101.557901.555141.57874-7.6610748.45
1612016.05.31 04:40sell490.101.543620.000000.00000
1622016.05.31 04:40modify490.101.543621.547401.52445
1632016.05.31 05:00modify490.101.543621.544021.52445
1642016.05.31 06:50close490.101.538601.544021.5244535.1610783.61
1652016.06.01 04:35sell500.101.526980.000000.00000
1662016.06.01 04:35modify500.101.526981.532621.50782
1672016.06.01 05:10modify500.101.526981.527381.50782
1682016.06.01 05:50s/l500.101.527381.527381.50782-3.2710780.34
1692016.07.26 07:30sell510.101.459290.000000.00000
1702016.07.26 07:30modify510.101.459291.463721.44210
1712016.07.26 07:50close510.101.461511.463721.44210-16.1710764.17
1722016.07.27 04:30sell520.101.453730.000000.00000
1732016.07.27 04:30modify520.101.453731.459011.43664
1742016.07.27 04:35s/l520.101.459011.459011.43664-37.8710726.30
1752016.10.26 03:35sell530.101.415790.000000.00000
1762016.10.26 03:35modify530.101.415791.420851.40016
1772016.10.26 06:20close530.101.416631.420851.40016-6.3910719.91
1782016.11.03 05:05buy540.101.454540.000000.00000
1792016.11.03 05:05modify540.101.454541.450371.47054
1802016.11.03 06:00s/l540.101.450371.450371.47054-29.9910689.92
1812017.04.13 04:35sell550.101.408980.000000.00000
1822017.04.13 04:35modify550.101.408981.412701.39506
1832017.04.13 05:00s/l550.101.412701.412701.39506-26.8010663.12
1842017.07.04 07:40buy560.101.490240.000000.00000
1852017.07.04 07:40modify560.101.490241.485121.50516
1862017.07.04 08:20modify560.101.490241.489841.50516
1872017.07.04 17:25s/l560.101.489841.489841.50516-3.2710659.85
1882017.09.14 04:35sell570.101.482020.000000.00000
1892017.09.14 04:35modify570.101.482021.486201.46677
1902017.09.14 05:30close570.101.483731.486201.46677-12.5510647.30
1912018.11.15 02:35sell580.101.556600.000000.00000
1922018.11.15 02:35modify580.101.556601.560811.54328
1932018.11.15 04:30close580.101.557461.560811.54328-6.5310640.77
1942019.02.05 05:40sell590.101.578930.000000.00000
1952019.02.05 05:40modify590.101.578931.583231.56245
1962019.02.05 05:50modify590.101.578931.579331.56245
1972019.02.05 09:30close590.101.573861.579331.5624535.5210676.29