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=false; TPAtrPeriod=14; TPAtrPercentage=0.9; TakeProfitMethod2="TPMethodUseATR=false: USE TakeProfitMethod2"; TakeProfitW1=100; TakeProfitD1=60; TakeProfitH4=25; TakeProfitH1=25; TakeProfitM30=20; TakeProfitM15=15; TakeProfitM5=8; StopLossSET="---------------------------"; StopLoss=0; StartTFStopLossOn=true; TrailingStopLossSET="---------------------------"; BreakEvenOn=false; BreakEvenTrigger=15; 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 profit10420.50Gross profit10420.50Gross loss0.00
Profit factorExpected payoff231.57
Absolute drawdown1916.20Maximal drawdown8282.10 (45.20%)Relative drawdown45.20% (8282.10)
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 trade605.70loss trade0.00
Averageprofit trade231.57loss trade0.00
Maximumconsecutive wins (profit in money)45 (10420.50)consecutive losses (loss in money)0 (0.00)
Maximalconsecutive profit (count of wins)10420.50 (45)consecutive loss (count of losses)0.00 (0)
Averageconsecutive wins45consecutive losses0
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.03.30 16:01buy11.001.74420.00001.7502
22006.04.04 14:13t/p11.001.75020.00001.7502605.7010605.70
32006.04.04 14:13buy21.001.75050.00001.7565
42006.04.04 15:48t/p21.001.75650.00001.7565600.0011205.70
52006.04.05 01:30buy31.001.75390.00001.7559
62006.04.05 03:14t/p31.001.75590.00001.7559200.0011405.70
72006.04.05 03:14buy41.001.75620.00001.7582
82006.04.05 06:43t/p41.001.75820.00001.7582200.0011605.70
92006.04.05 11:00buy51.001.75420.00001.7562
102006.04.06 10:43t/p51.001.75620.00001.7562205.7011811.40
112006.04.06 15:30buy61.001.75400.00001.7560
122006.04.12 11:01t/p61.001.75600.00001.7560207.6012019.00
132006.04.13 00:44buy71.001.75110.00001.7536
142006.04.13 07:37t/p71.001.75360.00001.7536250.0012269.00
152006.04.13 12:30buy81.001.75270.00001.7547
162006.04.17 00:14t/p81.001.75470.00001.7547203.8012472.80
172006.04.17 22:00buy91.001.76950.00001.7715
182006.04.18 02:19t/p91.001.77150.00001.7715201.9012674.70
192006.04.18 07:30buy101.001.77070.00001.7727
202006.04.18 11:32t/p101.001.77270.00001.7727200.0012874.70
212006.04.18 11:43buy111.001.77200.00001.7745
222006.04.18 14:39t/p111.001.77450.00001.7745250.0013124.70
232006.04.19 05:00buy121.001.78170.00001.7837
242006.04.19 10:14t/p121.001.78370.00001.7837200.0013324.70
252006.04.19 15:00buy131.001.78420.00001.7862
262006.04.19 15:59t/p131.001.78620.00001.7862200.0013524.70
272006.04.20 02:00buy141.001.79090.00001.7929
282006.04.25 15:31t/p141.001.79290.00001.7929205.7013730.40
292006.04.25 17:18buy151.001.78680.00001.7888
302006.04.25 20:49t/p151.001.78880.00001.7888200.0013930.40
312006.04.26 01:14buy161.001.78750.00001.7895
322006.04.26 17:49t/p161.001.78950.00001.7895200.0014130.40
332006.04.26 17:49buy171.001.78980.00001.7923
342006.04.27 16:13t/p171.001.79230.00001.7923255.7014386.10
352006.04.28 04:00buy181.001.80070.00001.8027
362006.04.28 08:18t/p181.001.80270.00001.8027200.0014586.10
372006.05.01 10:00buy191.001.82460.00001.8266
382006.05.01 13:20t/p191.001.82660.00001.8266200.0014786.10
392006.05.01 18:30buy201.001.82810.00001.8301
402006.05.02 10:38t/p201.001.83010.00001.8301201.9014988.00
412006.05.03 01:00buy211.001.83880.00001.8408
422006.05.03 04:13t/p211.001.84080.00001.8408200.0015188.00
432006.05.03 10:00buy221.001.83800.00001.8400
442006.05.03 13:45t/p221.001.84000.00001.8400200.0015388.00
452006.05.03 14:00buy231.001.84040.00001.8429
462006.05.03 17:14t/p231.001.84290.00001.8429250.0015638.00
472006.05.03 21:30buy241.001.84100.00001.8430
482006.05.03 23:20t/p241.001.84300.00001.8430200.0015838.00
492006.05.04 01:00buy251.001.83940.00001.8414
502006.05.04 12:15t/p251.001.84140.00001.8414200.0016038.00
512006.05.05 03:00buy261.001.85090.00001.8529
522006.05.05 14:30t/p261.001.85290.00001.8529200.0016238.00
532006.05.08 04:00buy271.001.86040.00001.8624
542006.05.08 07:19t/p271.001.86240.00001.8624200.0016438.00
552006.05.08 08:30buy281.001.86070.00001.8627
562006.05.08 09:19t/p281.001.86270.00001.8627200.0016638.00
572006.05.08 15:00buy291.001.86390.00001.8659
582006.05.09 16:13t/p291.001.86590.00001.8659201.9016839.90
592006.05.10 03:00buy301.001.86560.00001.8676
602006.05.10 08:39t/p301.001.86760.00001.8676200.0017039.90
612006.05.10 11:00buy311.001.86650.00001.8685
622006.05.10 20:48t/p311.001.86850.00001.8685200.0017239.90
632006.05.10 23:49buy321.001.86430.00001.8663
642006.05.11 12:14t/p321.001.86630.00001.8663205.7017445.60
652006.05.12 17:00buy331.001.89030.00001.8923
662006.05.12 17:14t/p331.001.89230.00001.8923200.0017645.60
672006.05.12 17:14buy341.001.89260.00001.8946
682006.05.12 21:44t/p341.001.89460.00001.8946200.0017845.60
692006.05.15 05:30buy351.001.89570.00001.8977
702006.05.17 10:43t/p351.001.89770.00001.8977203.8018049.40
712006.05.17 15:30buy361.001.89220.00001.8942
722006.05.18 22:49t/p361.001.89420.00001.8942205.7018255.10
732006.05.19 04:00buy371.001.89190.00001.8939
742006.08.04 14:10t/p371.001.89390.00001.8939346.3018601.40
752006.08.07 02:59buy381.001.90730.00001.9093
762006.08.07 12:19t/p381.001.90930.00001.9093200.0018801.40
772006.08.07 19:00buy391.001.90810.00001.9101
782006.08.08 20:13t/p391.001.91010.00001.9101201.9019003.30
792006.08.09 00:00buy401.001.90630.00001.9083
802006.08.09 10:09t/p401.001.90830.00001.9083200.0019203.30
812006.08.09 10:09buy411.001.90860.00001.9111
822006.11.01 16:06t/p411.001.91110.00001.9111409.6019612.90
832006.11.01 17:30buy421.001.90840.00001.9104
842006.11.01 20:35t/p421.001.91040.00001.9104200.0019812.90
852006.11.01 22:30buy431.001.90840.00001.9104
862006.11.02 16:00t/p431.001.91040.00001.9104205.7020018.60
872006.11.02 19:00buy441.001.90750.00001.9095
882006.11.02 20:25t/p441.001.90950.00001.9095200.0020218.60
892006.11.02 22:30buy451.001.90820.00001.9102
902006.11.03 10:37t/p451.001.91020.00001.9102201.9020420.50