Strategy Tester Report
MTF-HAS-SCALPING-DEMOV1.0

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Minute (M1) 2004.07.01 00:02 - 2007.05.01 00:00 (2004.07.01 - 2007.05.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersSCALPLING_METHOD_SET="---------------------------"; StartTF="MN"; EndTF="M30"; LotsSET="---------------------------"; Lots=1; TakeProfitMethod1="---------------------------"; TPMethodUseATR=false; TPAtrPeriod=14; TPAtrPercentage=0.9; TakeProfitMethod2="---------------------------"; TakeProfitM1=5; TakeProfitM5=10; TakeProfitM15=15; TakeProfitM30=20; TakeProfitH1=25; TakeProfitH4=30; TakeProfitD1=60; TakeProfitW1=100; TakeProfitMN=200; StopLossSET="---------------------------"; StopLoss=0; StartTFStopLossOn=true; TrailingStopLossSET="---------------------------"; BreakEvenOn=false; BreakEvenTrigger=15; TrailingStopOn=false; TrailingStopTrigger=25; TrailingStop=15; COPY_RIGHT_RESERVED="steinitz@cox.net"; MaMetod=2; MaPeriod=6; MaMetod2=3; MaPeriod2=2;
Bars in test885783Ticks modelled4609303Modelling quality25.00%
Initial deposit10000.00
Total net profit-9708.76Gross profit15159.95Gross loss-24868.71
Profit factor0.61Expected payoff-118.40
Absolute drawdown9708.76Maximal drawdown16858.70 (98.30%)Relative drawdown98.30% (16858.70)
Total trades82Short positions (won %)53 (98.11%)Long positions (won %)29 (93.10%)
Profit trades (% of total)79 (96.34%)Loss trades (% of total)3 (3.66%)
Largestprofit trade300.00loss trade-16858.70
Averageprofit trade191.90loss trade-8289.57
Maximumconsecutive wins (profit in money)52 (9910.03)consecutive losses (loss in money)1 (-16858.70)
Maximalconsecutive profit (count of wins)9910.03 (52)consecutive loss (count of losses)-16858.70 (1)
Averageconsecutive wins26consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12004.07.01 08:30buy11.001.81750.00001.8195
22004.07.01 20:17t/p11.001.81950.00001.8195200.0010200.00
32004.07.02 03:30buy21.001.81990.00001.8214
42004.07.02 14:30t/p21.001.82140.00001.8214149.9910349.99
52004.07.05 08:15buy31.001.83430.00001.8358
62004.07.05 08:53t/p31.001.83580.00001.8358149.9910499.98
72004.07.05 13:30buy41.001.83290.00001.8349
82004.07.06 12:47t/p41.001.83490.00001.8349198.0010697.98
92004.07.07 01:52buy51.001.84150.00001.8430
102004.07.07 01:56t/p51.001.84300.00001.8430150.0010847.98
112004.07.07 03:46buy61.001.84160.00001.8431
122004.07.07 05:16t/p61.001.84310.00001.8431150.0010997.98
132004.07.08 01:45buy71.001.85520.00001.8567
142004.07.08 16:08t/p71.001.85670.00001.8567150.0011147.98
152004.07.09 00:01buy81.001.85010.00001.8531
162004.07.09 01:42t/p81.001.85310.00001.8531299.9911447.97
172004.07.09 01:42buy91.001.85350.00001.8565
182004.07.09 03:37t/p91.001.85650.00001.8565299.9911747.96
192004.07.09 03:37buy101.001.85690.00001.8599
202004.07.09 22:00t/p101.001.85990.00001.8599300.0012047.96
212004.07.12 06:34buy111.001.85890.00001.8604
222004.07.12 08:05t/p111.001.86040.00001.8604150.0012197.96
232004.07.12 15:00buy121.001.86250.00001.8640
242004.07.12 15:37t/p121.001.86400.00001.8640150.0012347.96
252004.07.13 10:39buy131.001.85930.00001.8613
262004.07.13 13:31t/p131.001.86130.00001.8613199.9912547.95
272004.07.13 14:30buy141.001.85950.00001.8620
282004.07.16 14:31t/p141.001.86200.00001.8620240.0012787.95
292004.07.19 13:30buy151.001.87280.00001.8748
302004.11.24 10:15t/p151.001.87480.00001.8748-56.0012731.95
312004.11.24 22:46buy161.001.88130.00001.8828
322004.11.25 07:05t/p161.001.88280.00001.8828144.0012875.95
332004.11.26 12:30buy171.001.89590.00001.8979
342004.11.30 11:24t/p171.001.89790.00001.8979195.9913071.94
352004.12.01 00:17buy181.001.91090.00001.9124
362004.12.01 01:56t/p181.001.91240.00001.9124150.0013221.94
372004.12.02 07:16buy191.001.93460.00001.9361
382004.12.02 08:42t/p191.001.93610.00001.9361150.0013371.94
392004.12.02 15:30buy201.001.93700.00001.9390
402004.12.03 19:00t/p201.001.93900.00001.9390197.9913569.93
412004.12.06 04:46buy211.001.94200.00001.9435
422004.12.06 09:13t/p211.001.94350.00001.9435150.0013719.93
432004.12.06 13:30buy221.001.94300.00001.9445
442004.12.07 07:26t/p221.001.94450.00001.9445148.0013867.93
452004.12.07 21:00buy231.001.94600.00001.9480
462004.12.16 12:11t/p231.001.94800.00001.9480178.0014045.93
472004.12.17 07:00buy241.001.93430.00001.9368
482004.12.17 09:32t/p241.001.93680.00001.9368250.0014295.93
492004.12.17 09:32buy251.001.93720.00001.9397
502004.12.17 10:08t/p251.001.93970.00001.9397250.0014545.93
512004.12.17 10:08buy261.001.94030.00001.9428
522004.12.17 10:10t/p261.001.94280.00001.9428250.0014795.93
532004.12.17 10:10buy271.001.94220.00001.9447
542004.12.20 09:11t/p271.001.94470.00001.9447248.0015043.93
552004.12.21 00:00buy281.001.94700.00001.9485
562004.12.21 01:13t/p281.001.94850.00001.9485149.9915193.92
572004.12.21 02:45buy291.001.94770.00001.9492
582005.03.28 00:04close291.001.87010.00001.9492-7954.017239.91
592005.03.31 00:00sell301.001.87840.00001.8759
602005.03.31 08:32t/p301.001.87590.00001.8759250.007489.91
612005.03.31 08:32sell311.001.87550.00001.8730
622005.04.04 15:17t/p311.001.87300.00001.8730251.107741.01
632005.04.05 03:11sell321.001.87400.00001.8720
642005.04.07 19:47t/p321.001.87200.00001.8720202.207943.21
652005.04.08 13:00sell331.001.86900.00001.8675
662005.05.12 08:33t/p331.001.86750.00001.8675168.708111.91
672005.05.12 23:00sell341.001.86510.00001.8636
682005.05.12 23:11t/p341.001.86360.00001.8636149.998261.90
692005.05.13 05:30sell351.001.86430.00001.8628
702005.05.13 09:05t/p351.001.86280.00001.8628150.008411.90
712005.05.16 21:24sell361.001.83630.00001.8348
722005.05.17 02:42t/p361.001.83480.00001.8348150.558562.45
732005.05.17 08:37sell371.001.83570.00001.8337
742005.05.17 21:52t/p371.001.83370.00001.8337200.008762.45
752005.05.18 09:45sell381.001.83270.00001.8312
762005.05.20 14:52t/p381.001.83120.00001.8312152.208914.65
772005.05.23 15:17sell391.001.82750.00001.8255
782005.05.25 10:32t/p391.001.82550.00001.8255201.109115.75
792005.05.26 05:00sell401.001.83060.00001.8281
802005.05.26 07:04t/p401.001.82810.00001.8281250.009365.75
812005.05.26 07:04sell411.001.82760.00001.8251
822005.05.26 08:39t/p411.001.82510.00001.8251250.009615.75
832005.05.27 11:58sell421.001.82230.00001.8203
842005.05.30 02:12t/p421.001.82030.00001.8203200.559816.30
852005.05.30 08:01sell431.001.82300.00001.8210
862005.05.30 13:06t/p431.001.82100.00001.8210200.0010016.30
872005.05.30 19:37sell441.001.82280.00001.8213
882005.05.31 02:12t/p441.001.82130.00001.8213150.5510166.85
892005.05.31 19:21sell451.001.81890.00001.8169
902005.05.31 21:29t/p451.001.81690.00001.8169200.0010366.85
912005.06.01 08:00sell461.001.81920.00001.8172
922005.06.01 10:04t/p461.001.81720.00001.8172200.0010566.85
932005.06.02 12:30sell471.001.81440.00001.8124
942005.06.03 17:33t/p471.001.81240.00001.8124200.5510767.40
952005.06.03 17:33sell481.001.81190.00001.8094
962005.06.13 03:06t/p481.001.80940.00001.8094254.4011021.80
972005.06.13 07:19sell491.001.81020.00001.8087
982005.06.13 10:20t/p491.001.80870.00001.8087150.0011171.80
992005.06.14 01:30sell501.001.80540.00001.8034
1002005.06.14 01:57t/p501.001.80340.00001.8034200.0011371.80
1012005.06.14 01:57sell511.001.80300.00001.8010
1022005.06.29 16:12t/p511.001.80100.00001.8010208.2511580.05
1032005.06.30 01:33sell521.001.80620.00001.8047
1042005.06.30 09:37t/p521.001.80470.00001.8047150.0011730.05
1052005.06.30 09:37sell531.001.80430.00001.8023
1062005.06.30 10:31t/p531.001.80230.00001.8023200.0011930.05
1072005.07.04 10:30sell541.001.76140.00001.7599
1082005.07.04 11:38t/p541.001.75990.00001.7599150.0012080.05
1092005.07.04 17:15sell551.001.75990.00001.7584
1102005.07.04 20:17t/p551.001.75840.00001.7584150.0012230.05
1112005.07.05 05:30sell561.001.75990.00001.7579
1122005.07.05 08:04t/p561.001.75790.00001.7579200.0012430.05
1132005.07.05 16:58sell571.001.75420.00001.7527
1142005.07.05 17:04t/p571.001.75270.00001.7527150.0012580.05
1152005.07.06 03:30sell581.001.75650.00001.7545
1162005.07.06 11:21t/p581.001.75450.00001.7545200.0012780.05
1172005.07.06 20:42sell591.001.75610.00001.7541
1182005.07.06 22:57t/p591.001.75410.00001.7541200.0112980.06
1192005.07.07 11:00sell601.001.75120.00001.7497
1202005.07.07 11:17t/p601.001.74970.00001.7497150.0013130.06
1212005.07.07 23:45sell611.001.74350.00001.7420
1222005.07.08 01:26t/p611.001.74200.00001.7420150.5513280.61
1232005.07.11 12:30sell621.001.74240.00001.7404
1242005.07.19 08:55t/p621.001.74040.00001.7404204.4113485.02
1252005.07.20 05:00sell631.001.73880.00001.7373
1262005.07.20 05:54t/p631.001.73730.00001.7373150.0013635.02
1272005.07.20 10:45sell641.001.73320.00001.7317
1282005.07.20 16:28t/p641.001.73170.00001.7317150.0013785.02
1292005.07.21 17:00sell651.001.74580.00001.7433
1302005.07.22 15:50t/p651.001.74330.00001.7433250.5514035.57
1312005.07.22 15:50sell661.001.74290.00001.7404
1322005.07.22 17:54t/p661.001.74040.00001.7404250.0014285.57
1332005.07.26 04:01sell671.001.74320.00001.7407
1342005.07.26 10:13t/p671.001.74070.00001.7407249.9914535.56
1352005.07.26 21:05sell681.001.73950.00001.7375
1362005.07.26 22:57t/p681.001.73750.00001.7375200.0014735.56
1372005.07.27 14:30sell691.001.73640.00001.7344
1382005.11.08 09:39t/p691.001.73440.00001.7344257.2014992.76
1392005.11.09 01:00sell701.001.74240.00001.7404
1402005.11.09 10:44t/p701.001.74040.00001.7404200.0115192.77
1412005.11.09 15:45sell711.001.73860.00001.7371
1422005.11.14 14:28t/p711.001.73710.00001.7371152.7515345.52
1432005.11.14 14:28sell721.001.73660.00001.7341
1442005.11.15 11:07t/p721.001.73410.00001.7341250.5515596.07
1452005.11.15 18:49sell731.001.73420.00001.7327
1462005.11.15 20:26t/p731.001.73270.00001.7327150.0015746.07
1472005.11.16 03:00sell741.001.73500.00001.7330
1482005.11.16 11:08t/p741.001.73300.00001.7330200.0015946.07
1492005.11.17 02:30sell751.001.71800.00001.7165
1502005.11.17 03:53t/p751.001.71650.00001.7165150.0116096.08
1512005.11.17 06:26sell761.001.71760.00001.7161
1522005.11.17 08:38t/p761.001.71610.00001.7161150.0016246.08
1532005.11.17 12:18sell771.001.71830.00001.7163
1542005.11.18 04:37t/p771.001.71630.00001.7163200.5516446.63
1552005.11.18 14:50sell781.001.71450.00001.7130
1562005.11.18 16:19t/p781.001.71300.00001.7130150.0016596.63
1572005.11.18 17:17sell791.001.71500.00001.7130
1582005.11.22 09:40t/p791.001.71300.00001.7130201.1016797.73
1592005.11.23 01:31sell801.001.71800.00001.7160
1602005.11.25 16:59t/p801.001.71600.00001.7160202.2116999.94
1612005.11.28 08:15sell811.001.71150.00001.7100
1622005.11.28 08:25t/p811.001.71000.00001.7100150.0017149.94
1632005.11.28 13:45sell821.001.70920.00001.7077
1642006.05.11 16:36close at stop821.001.87870.00001.7077-16858.70291.24