Strategy Tester Report
MTF-HAS-SCALPLING-DEMO517

SymbolGBPUSD (Great British Pound vs US Dollar)
Period4 Hours (H4) 2006.03.29 08:00 - 2007.05.17 16:00
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersSCALPLING_METHOD="Inventer:DON STEINITZ ;Programmer:LEE YAN"; StartTF="MN"; EndTF="M30"; Lots=1; TakeProfitMethod1="TPMethodUseATR=true: USE TakeProfitMethod1"; TPMethodUseATR=true; TPAtrPeriod=14; TPAtrPercentage=0.9; TakeProfitMethod2="TPMethodUseATR=false: USE TakeProfitMethod2"; TakeProfitW1=100; TakeProfitD1=60; TakeProfitH4=35; TakeProfitH1=25; TakeProfitM30=20; TakeProfitM15=15; TakeProfitM5=5; StopLossSET="---------------------------"; StopLoss=0; StartTFStopLossOn=false; TrailingStopLossSET="---------------------------"; BreakEvenOn=true; BreakEvenTrigger=10; TrailingStopOn=false; TrailingStopTrigger=25; TrailingStop=15; ContackUS="steinitz@cox.net ; lee_yan_cn@126.com"; MaMetod=2; MaPeriod=6; MaMetod2=3; MaPeriod2=2;
Bars in test1912Ticks modelled2091919Modelling quality53.34%
Initial deposit10000.00
Total net profit4424.20Gross profit4424.20Gross loss0.00
Profit factorExpected payoff98.32
Absolute drawdown1926.20Maximal drawdown2326.20 (22.37%)Relative drawdown22.37% (2326.20)
Total trades45Short positions (won %)0 (0.00%)Long positions (won %)45 (100.00%)
Profit trades (% of total)45 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade830.00loss trade0.00
Averageprofit trade98.32loss trade0.00
Maximumconsecutive wins (profit in money)45 (4424.20)consecutive losses (loss in money)0 (0.00)
Maximalconsecutive profit (count of wins)4424.20 (45)consecutive loss (count of losses)0.00 (0)
Averageconsecutive wins45consecutive losses0
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.03.30 16:01buy11.001.74420.00001.7526
22006.03.30 16:01modify11.001.74421.74421.7526
32006.03.30 16:18s/l11.001.74421.74421.75260.0010000.00
42006.03.30 16:18buy21.001.74450.00001.7529
52006.03.30 16:32modify21.001.74451.74451.7529
62006.03.30 16:43s/l21.001.74451.74451.75290.0010000.00
72006.03.30 16:43buy31.001.74480.00001.7532
82006.03.30 19:43modify31.001.74481.74481.7532
92006.03.30 19:59s/l31.001.74481.74481.75320.0010000.00
102006.03.30 19:59buy41.001.74400.00001.7524
112006.03.30 20:02modify41.001.74401.74401.7524
122006.03.31 06:49s/l41.001.74401.74401.75241.9010001.90
132006.03.31 06:49buy51.001.74430.00001.7526
142006.04.04 10:01modify51.001.74431.74431.7526
152006.04.04 10:18s/l51.001.74431.74431.75263.8010005.70
162006.04.04 10:18buy61.001.74460.00001.7529
172006.04.04 11:01modify61.001.74461.74461.7529
182006.04.04 11:20s/l61.001.74461.74461.75290.0010005.70
192006.04.04 11:20buy71.001.74490.00001.7532
202006.04.04 11:39modify71.001.74491.74491.7532
212006.04.04 12:19s/l71.001.74491.74491.75320.0010005.70
222006.04.04 12:19buy81.001.74520.00001.7535
232006.04.04 13:48modify81.001.74521.74521.7535
242006.04.04 14:18t/p81.001.75351.74521.7535830.0010835.70
252006.04.04 14:18buy91.001.75380.00001.7621
262006.04.04 15:39modify91.001.75381.75381.7621
272006.04.05 01:18s/l91.001.75381.75381.76211.9010837.60
282006.04.05 01:30buy101.001.75390.00001.7550
292006.04.05 02:31t/p101.001.75500.00001.7550110.0010947.60
302006.04.05 02:31buy111.001.75530.00001.7564
312006.04.05 03:18modify111.001.75531.75531.7564
322006.04.05 03:18t/p111.001.75641.75531.7564110.0011057.60
332006.04.05 11:00buy121.001.75420.00001.7561
342006.04.06 09:19modify121.001.75421.75421.7561
352006.04.06 09:26s/l121.001.75421.75421.75615.7011063.30
362006.04.06 15:30buy131.001.75400.00001.7564
372006.04.06 15:36modify131.001.75401.75401.7564
382006.04.06 15:39s/l131.001.75401.75401.75640.0011063.30
392006.04.06 15:39buy141.001.75430.00001.7567
402006.04.12 10:49modify141.001.75431.75431.7567
412006.04.12 10:56s/l141.001.75431.75431.75677.6011070.90
422006.04.13 00:44buy151.001.75110.00001.7534
432006.04.13 03:19modify151.001.75111.75111.7534
442006.04.13 03:27s/l151.001.75111.75111.75340.0011070.90
452006.04.13 03:27buy161.001.75140.00001.7535
462006.04.13 07:14modify161.001.75141.75141.7535
472006.04.13 07:36t/p161.001.75351.75141.7535210.0011280.90
482006.04.13 12:30buy171.001.75270.00001.7542
492006.04.13 20:19modify171.001.75271.75271.7542
502006.04.13 20:48s/l171.001.75271.75271.75420.0011280.90
512006.04.14 01:30buy181.001.75150.00001.7524
522006.04.14 08:00t/p181.001.75240.00001.752490.0011370.90
532006.04.14 10:30buy191.001.75180.00001.7524
542006.04.17 00:00t/p191.001.75240.00001.752461.9011432.80
552006.04.17 22:00buy201.001.76950.00001.7713
562006.04.17 23:19modify201.001.76951.76951.7713
572006.04.17 23:50s/l201.001.76951.76951.77130.0011432.80
582006.04.18 01:30buy211.001.76940.00001.7704
592006.04.18 01:50t/p211.001.77040.00001.7704100.0011532.80
602006.04.18 01:52buy221.001.77050.00001.7715
612006.04.18 02:19t/p221.001.77150.00001.7715100.0011632.80
622006.04.18 07:30buy231.001.77070.00001.7717
632006.04.18 08:18t/p231.001.77170.00001.7717100.0011732.80
642006.04.18 10:30buy241.001.76920.00001.7704
652006.04.18 11:13modify241.001.76921.76921.7704
662006.04.18 11:14t/p241.001.77041.76921.7704120.0011852.80
672006.04.18 11:30buy251.001.77150.00001.7730
682006.04.18 11:32modify251.001.77151.77151.7730
692006.04.18 11:36t/p251.001.77301.77151.7730150.0012002.80
702006.04.18 11:43buy261.001.77200.00001.7735
712006.04.18 12:14modify261.001.77201.77201.7735
722006.04.18 12:18t/p261.001.77351.77201.7735150.0012152.80
732006.04.19 05:00buy271.001.78170.00001.7829
742006.04.19 08:48modify271.001.78171.78171.7829
752006.04.19 08:48t/p271.001.78291.78171.7829120.0012272.80
762006.04.19 15:00buy281.001.78420.00001.7863
772006.04.19 15:59t/p281.001.78630.00001.7863210.0012482.80
782006.04.20 02:00buy291.001.79090.00001.7919
792006.04.24 10:18t/p291.001.79190.00001.7919103.8012586.60
802006.04.24 14:00buy301.001.78820.00001.7902
812006.04.24 19:44modify301.001.78821.78821.7902
822006.04.24 20:06t/p301.001.79021.78821.7902200.0012786.60
832006.04.25 00:00buy311.001.78620.00001.7877
842006.04.25 00:49modify311.001.78621.78621.7877
852006.04.25 01:19s/l311.001.78621.78621.78770.0012786.60
862006.04.25 06:00buy321.001.78670.00001.7886
872006.04.25 08:01modify321.001.78671.78671.7886
882006.04.25 08:19s/l321.001.78671.78671.78860.0012786.60
892006.04.25 14:00buy331.001.78610.00001.7879
902006.04.25 14:09modify331.001.78611.78611.7879
912006.04.25 14:10t/p331.001.78791.78611.7879180.0012966.60
922006.04.25 14:10buy341.001.78820.00001.7900
932006.04.25 14:14modify341.001.78821.78821.7900
942006.04.25 14:19t/p341.001.79001.78821.7900180.0013146.60
952006.04.25 17:18buy351.001.78680.00001.7897
962006.04.25 18:01modify351.001.78681.78681.7897
972006.04.25 18:15s/l351.001.78681.78681.78970.0013146.60
982006.04.25 18:15buy361.001.78710.00001.7900
992006.04.25 20:44modify361.001.78711.78711.7900
1002006.04.25 21:35s/l361.001.78711.78711.79000.0013146.60
1012006.04.26 01:14buy371.001.78750.00001.7885
1022006.04.26 02:43t/p371.001.78850.00001.7885100.0013246.60
1032006.04.26 04:00buy381.001.78660.00001.7875
1042006.04.26 05:15t/p381.001.78750.00001.787590.0013336.60
1052006.04.26 05:30buy391.001.78820.00001.7906
1062006.04.26 17:49modify391.001.78821.78821.7906
1072006.04.26 18:06t/p391.001.79061.78821.7906240.0013576.60
1082006.04.26 18:14buy401.001.78980.00001.7950
1092006.04.27 16:08modify401.001.78981.78981.7950
1102006.04.27 16:17t/p401.001.79501.78981.7950525.7014102.30
1112006.04.28 04:00buy411.001.80070.00001.8017
1122006.04.28 08:08t/p411.001.80170.00001.8017100.0014202.30
1132006.05.01 10:00buy421.001.82460.00001.8257
1142006.05.01 11:50t/p421.001.82570.00001.8257110.0014312.30
1152006.05.01 11:50buy431.001.82600.00001.8271
1162006.05.01 13:49t/p431.001.82710.00001.8271110.0014422.30
1172006.05.01 18:30buy441.001.82810.00001.8314
1182006.05.01 19:48modify441.001.82811.82811.8314
1192006.05.01 20:14s/l441.001.82811.82811.83140.0014422.30
1202006.05.01 20:14buy451.001.82840.00001.8318
1212006.05.02 10:33modify451.001.82841.82841.8318
1222006.05.02 10:37s/l451.001.82841.82841.83181.9014424.20