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=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 profit8679.90Gross profit8679.90Gross loss0.00
Profit factorExpected payoff94.35
Absolute drawdown2060.80Maximal drawdown8362.10 (51.30%)Relative drawdown51.30% (8362.10)
Total trades92Short positions (won %)0 (0.00%)Long positions (won %)92 (100.00%)
Profit trades (% of total)92 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade601.90loss trade0.00
Averageprofit trade94.35loss trade0.00
Maximumconsecutive wins (profit in money)92 (8679.90)consecutive losses (loss in money)0 (0.00)
Maximalconsecutive profit (count of wins)8679.90 (92)consecutive loss (count of losses)0.00 (0)
Averageconsecutive wins92consecutive losses0
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.03.30 16:01buy11.001.74420.00001.7502
22006.03.30 16:01modify11.001.74421.74421.7502
32006.03.30 16:18s/l11.001.74421.74421.75020.0010000.00
42006.03.30 16:18buy21.001.74450.00001.7505
52006.03.30 16:32modify21.001.74451.74451.7505
62006.03.30 16:43s/l21.001.74451.74451.75050.0010000.00
72006.03.30 16:43buy31.001.74480.00001.7508
82006.03.30 19:43modify31.001.74481.74481.7508
92006.03.30 19:59s/l31.001.74481.74481.75080.0010000.00
102006.03.30 19:59buy41.001.74400.00001.7500
112006.03.30 20:02modify41.001.74401.74401.7500
122006.03.31 06:49s/l41.001.74401.74401.75001.9010001.90
132006.03.31 06:49buy51.001.74430.00001.7503
142006.04.04 10:01modify51.001.74431.74431.7503
152006.04.04 10:18s/l51.001.74431.74431.75033.8010005.70
162006.04.04 10:18buy61.001.74460.00001.7506
172006.04.04 11:01modify61.001.74461.74461.7506
182006.04.04 11:20s/l61.001.74461.74461.75060.0010005.70
192006.04.04 11:20buy71.001.74490.00001.7509
202006.04.04 11:39modify71.001.74491.74491.7509
212006.04.04 12:19s/l71.001.74491.74491.75090.0010005.70
222006.04.04 12:19buy81.001.74520.00001.7512
232006.04.04 13:48modify81.001.74521.74521.7512
242006.04.04 14:13t/p81.001.75121.74521.7512600.0010605.70
252006.04.04 14:13buy91.001.75150.00001.7575
262006.04.04 14:18modify91.001.75151.75151.7575
272006.04.04 14:48s/l91.001.75151.75151.75750.0010605.70
282006.04.04 14:48buy101.001.75180.00001.7578
292006.04.04 15:14modify101.001.75181.75181.7578
302006.04.05 06:18t/p101.001.75781.75181.7578601.9011207.60
312006.04.05 11:00buy111.001.75420.00001.7562
322006.04.06 09:19modify111.001.75421.75421.7562
332006.04.06 09:26s/l111.001.75421.75421.75625.7011213.30
342006.04.06 15:30buy121.001.75400.00001.7560
352006.04.06 15:36modify121.001.75401.75401.7560
362006.04.06 15:39s/l121.001.75401.75401.75600.0011213.30
372006.04.06 15:39buy131.001.75430.00001.7563
382006.04.12 10:49modify131.001.75431.75431.7563
392006.04.12 10:56s/l131.001.75431.75431.75637.6011220.90
402006.04.13 00:44buy141.001.75110.00001.7536
412006.04.13 03:19modify141.001.75111.75111.7536
422006.04.13 03:27s/l141.001.75111.75111.75360.0011220.90
432006.04.13 03:27buy151.001.75140.00001.7539
442006.04.13 07:14modify151.001.75141.75141.7539
452006.04.13 07:49s/l151.001.75141.75141.75390.0011220.90
462006.04.13 12:30buy161.001.75270.00001.7547
472006.04.13 20:19modify161.001.75271.75271.7547
482006.04.13 20:48s/l161.001.75271.75271.75470.0011220.90
492006.04.14 01:30buy171.001.75150.00001.7535
502006.04.14 08:01modify171.001.75151.75151.7535
512006.04.14 09:14s/l171.001.75151.75151.75350.0011220.90
522006.04.14 10:30buy181.001.75180.00001.7538
532006.04.17 00:00modify181.001.75181.75181.7538
542006.04.17 00:09t/p181.001.75381.75181.7538201.9011422.80
552006.04.17 22:00buy191.001.76950.00001.7715
562006.04.17 23:19modify191.001.76951.76951.7715
572006.04.17 23:50s/l191.001.76951.76951.77150.0011422.80
582006.04.18 01:30buy201.001.76940.00001.7714
592006.04.18 01:50modify201.001.76941.76941.7714
602006.04.18 02:18t/p201.001.77141.76941.7714200.0011622.80
612006.04.18 07:30buy211.001.77070.00001.7727
622006.04.18 08:18modify211.001.77071.77071.7727
632006.04.18 08:31s/l211.001.77071.77071.77270.0011622.80
642006.04.18 10:30buy221.001.76920.00001.7712
652006.04.18 11:13modify221.001.76921.76921.7712
662006.04.18 11:18t/p221.001.77121.76921.7712200.0011822.80
672006.04.18 11:30buy231.001.77150.00001.7740
682006.04.18 11:32modify231.001.77151.77151.7740
692006.04.18 11:44s/l231.001.77151.77151.77400.0011822.80
702006.04.18 11:44buy241.001.77180.00001.7743
712006.04.18 12:13modify241.001.77181.77181.7743
722006.04.18 12:19t/p241.001.77431.77181.7743250.0012072.80
732006.04.19 05:00buy251.001.78170.00001.7837
742006.04.19 08:48modify251.001.78171.78171.7837
752006.04.19 09:02s/l251.001.78171.78171.78370.0012072.80
762006.04.19 15:00buy261.001.78420.00001.7862
772006.04.19 15:59t/p261.001.78620.00001.7862200.0012272.80
782006.04.20 02:00buy271.001.79090.00001.7929
792006.04.24 10:18modify271.001.79091.79091.7929
802006.04.24 10:43s/l271.001.79091.79091.79293.8012276.60
812006.04.24 14:00buy281.001.78820.00001.7902
822006.04.24 19:44modify281.001.78821.78821.7902
832006.04.24 20:06t/p281.001.79021.78821.7902200.0012476.60
842006.04.25 00:00buy291.001.78620.00001.7882
852006.04.25 00:49modify291.001.78621.78621.7882
862006.04.25 01:19s/l291.001.78621.78621.78820.0012476.60
872006.04.25 06:00buy301.001.78670.00001.7892
882006.04.25 08:01modify301.001.78671.78671.7892
892006.04.25 08:19s/l301.001.78671.78671.78920.0012476.60
902006.04.25 14:00buy311.001.78610.00001.7886
912006.04.25 14:09modify311.001.78611.78611.7886
922006.04.25 14:13t/p311.001.78861.78611.7886250.0012726.60
932006.04.25 17:18buy321.001.78680.00001.7888
942006.04.25 18:01modify321.001.78681.78681.7888
952006.04.25 18:15s/l321.001.78681.78681.78880.0012726.60
962006.04.25 18:15buy331.001.78710.00001.7891
972006.04.25 20:44modify331.001.78711.78711.7891
982006.04.25 20:49t/p331.001.78911.78711.7891200.0012926.60
992006.04.26 01:14buy341.001.78750.00001.7895
1002006.04.26 02:43modify341.001.78751.78751.7895
1012006.04.26 03:19s/l341.001.78751.78751.78950.0012926.60
1022006.04.26 04:00buy351.001.78660.00001.7886
1032006.04.26 05:19modify351.001.78661.78661.7886
1042006.04.26 05:48s/l351.001.78661.78661.78860.0012926.60
1052006.04.26 16:00buy361.001.78600.00001.7885
1062006.04.26 16:01modify361.001.78601.78601.7885
1072006.04.26 16:09s/l361.001.78601.78601.78850.0012926.60
1082006.04.26 16:09buy371.001.78630.00001.7888
1092006.04.26 17:38modify371.001.78631.78631.7888
1102006.04.26 17:48t/p371.001.78881.78631.7888250.0013176.60
1112006.04.26 17:48buy381.001.78910.00001.7916
1122006.04.26 18:01modify381.001.78911.78911.7916
1132006.04.26 18:18s/l381.001.78911.78911.79160.0013176.60
1142006.04.26 18:18buy391.001.78940.00001.7919
1152006.04.27 16:08modify391.001.78941.78941.7919
1162006.04.27 16:12t/p391.001.79191.78941.7919255.7013432.30
1172006.04.28 04:00buy401.001.80070.00001.8027
1182006.04.28 08:08modify401.001.80071.80071.8027
1192006.04.28 08:18t/p401.001.80271.80071.8027200.0013632.30
1202006.05.01 10:00buy411.001.82460.00001.8266
1212006.05.01 11:50modify411.001.82461.82461.8266
1222006.05.01 13:20t/p411.001.82661.82461.8266200.0013832.30
1232006.05.01 18:30buy421.001.82810.00001.8301
1242006.05.01 19:48modify421.001.82811.82811.8301
1252006.05.01 20:14s/l421.001.82811.82811.83010.0013832.30
1262006.05.01 20:14buy431.001.82840.00001.8304
1272006.05.02 10:33modify431.001.82841.82841.8304
1282006.05.02 10:37s/l431.001.82841.82841.83041.9013834.20
1292006.05.03 01:00buy441.001.83880.00001.8408
1302006.05.03 03:20modify441.001.83881.83881.8408
1312006.05.03 04:13t/p441.001.84081.83881.8408200.0014034.20
1322006.05.03 10:00buy451.001.83800.00001.8400
1332006.05.03 13:14modify451.001.83801.83801.8400
1342006.05.03 13:45t/p451.001.84001.83801.8400200.0014234.20
1352006.05.03 14:00buy461.001.84040.00001.8429
1362006.05.03 17:09modify461.001.84041.84041.8429
1372006.05.03 17:14t/p461.001.84291.84041.8429250.0014484.20
1382006.05.03 21:30buy471.001.84100.00001.8430
1392006.05.03 22:18modify471.001.84101.84101.8430
1402006.05.03 23:20t/p471.001.84301.84101.8430200.0014684.20
1412006.05.04 01:00buy481.001.83940.00001.8414
1422006.05.04 01:49modify481.001.83941.83941.8414
1432006.05.04 03:00s/l481.001.83941.83941.84140.0014684.20
1442006.05.04 10:31buy491.001.83950.00001.8420
1452006.05.04 12:13modify491.001.83951.83951.8420
1462006.05.04 12:18t/p491.001.84201.83951.8420250.0014934.20
1472006.05.05 03:00buy501.001.85090.00001.8529
1482006.05.05 07:10modify501.001.85091.85091.8529
1492006.05.05 07:48s/l501.001.85091.85091.85290.0014934.20
1502006.05.05 08:30buy511.001.85110.00001.8531
1512006.05.05 08:49modify511.001.85111.85111.8531
1522006.05.05 08:59s/l511.001.85111.85111.85310.0014934.20
1532006.05.05 08:59buy521.001.85130.00001.8533
1542006.05.05 14:30t/p521.001.85330.00001.8533200.0015134.20
1552006.05.08 04:00buy531.001.86040.00001.8624
1562006.05.08 04:20modify531.001.86041.86041.8624
1572006.05.08 04:50s/l531.001.86041.86041.86240.0015134.20
1582006.05.08 05:30buy541.001.86080.00001.8628
1592006.05.08 07:14modify541.001.86081.86081.8628
1602006.05.08 07:48s/l541.001.86081.86081.86280.0015134.20
1612006.05.08 08:30buy551.001.86070.00001.8627
1622006.05.08 09:13modify551.001.86071.86071.8627
1632006.05.08 09:19t/p551.001.86271.86071.8627200.0015334.20
1642006.05.08 15:00buy561.001.86390.00001.8659
1652006.05.09 16:08modify561.001.86391.86391.8659
1662006.05.09 16:13t/p561.001.86591.86391.8659201.9015536.10
1672006.05.10 03:00buy571.001.86560.00001.8676
1682006.05.10 07:49modify571.001.86561.86561.8676
1692006.05.10 08:18s/l571.001.86561.86561.86760.0015536.10
1702006.05.10 11:00buy581.001.86650.00001.8685
1712006.05.10 11:01modify581.001.86651.86651.8685
1722006.05.10 11:13s/l581.001.86651.86651.86850.0015536.10
1732006.05.10 11:13buy591.001.86680.00001.8688
1742006.05.10 20:48modify591.001.86681.86681.8688
1752006.05.10 20:48t/p591.001.86881.86681.8688200.0015736.10
1762006.05.10 23:49buy601.001.86430.00001.8663
1772006.05.11 12:13modify601.001.86431.86431.8663
1782006.05.11 12:14t/p601.001.86631.86431.8663205.7015941.80
1792006.05.12 17:00buy611.001.89030.00001.8923
1802006.05.12 17:09modify611.001.89031.89031.8923
1812006.05.12 17:14t/p611.001.89231.89031.8923200.0016141.80
1822006.05.12 17:14buy621.001.89260.00001.8946
1832006.05.12 20:32modify621.001.89261.89261.8946
1842006.05.12 20:48s/l621.001.89261.89261.89460.0016141.80
1852006.05.15 05:30buy631.001.89570.00001.8977
1862006.05.15 07:49modify631.001.89571.89571.8977
1872006.05.15 08:01s/l631.001.89571.89571.89770.0016141.80
1882006.05.15 08:01buy641.001.89600.00001.8980
1892006.05.17 09:20modify641.001.89601.89601.8980
1902006.05.17 09:21s/l641.001.89601.89601.89803.8016145.60
1912006.05.17 15:30buy651.001.89220.00001.8942
1922006.05.18 15:49modify651.001.89221.89221.8942
1932006.05.18 15:56s/l651.001.89221.89221.89425.7016151.30
1942006.05.19 04:00buy661.001.89190.00001.8939
1952006.08.04 14:08modify661.001.89191.89191.8939
1962006.08.04 14:10t/p661.001.89391.89191.8939346.3016497.60
1972006.08.07 02:59buy671.001.90730.00001.9093
1982006.08.07 01:48modify671.001.90731.90731.9093
1992006.08.07 02:10s/l671.001.90731.90731.90930.0016497.60
2002006.08.07 02:30buy681.001.90690.00001.9089
2012006.08.07 09:48modify681.001.90691.90691.9089
2022006.08.07 10:13s/l681.001.90691.90691.90890.0016497.60
2032006.08.07 12:00buy691.001.90600.00001.9080
2042006.08.07 12:09modify691.001.90601.90601.9080
2052006.08.07 12:14t/p691.001.90801.90601.9080200.0016697.60
2062006.08.07 19:00buy701.001.90810.00001.9101
2072006.08.08 20:13modify701.001.90811.90811.9101
2082006.08.08 20:13t/p701.001.91011.90811.9101201.9016899.50
2092006.08.09 00:00buy711.001.90630.00001.9083
2102006.08.09 09:01modify711.001.90631.90631.9083
2112006.08.09 09:14s/l711.001.90631.90631.90830.0016899.50
2122006.08.09 09:14buy721.001.90660.00001.9091
2132006.08.09 09:31modify721.001.90661.90661.9091
2142006.08.09 09:48s/l721.001.90661.90661.90910.0016899.50
2152006.08.09 09:48buy731.001.90690.00001.9094
2162006.08.09 10:09modify731.001.90691.90691.9094
2172006.08.09 10:18t/p731.001.90941.90691.9094250.0017149.50
2182006.08.09 10:18buy741.001.90970.00001.9122
2192006.08.09 12:49modify741.001.90971.90971.9122
2202006.08.09 12:55s/l741.001.90971.90971.91220.0017149.50
2212006.08.09 20:00buy751.001.90770.00001.9097
2222006.08.10 09:06modify751.001.90771.90771.9097
2232006.08.10 09:08s/l751.001.90771.90771.90975.7017155.20
2242006.08.10 09:19buy761.001.90420.00001.9067
2252006.08.10 09:26modify761.001.90421.90421.9067
2262006.08.10 09:38s/l761.001.90421.90421.90670.0017155.20
2272006.08.11 10:00buy771.001.89490.00001.8974
2282006.08.11 10:14modify771.001.89491.89491.8974
2292006.08.11 10:19t/p771.001.89741.89491.8974250.0017405.20
2302006.08.11 10:19buy781.001.89770.00001.9002
2312006.08.11 11:07modify781.001.89771.89771.9002
2322006.08.11 11:09s/l781.001.89771.89771.90020.0017405.20
2332006.08.11 11:09buy791.001.89800.00001.9005
2342006.08.16 14:49modify791.001.89801.89801.9005
2352006.08.16 14:56s/l791.001.89801.89801.90055.7017410.90
2362006.08.16 20:30buy801.001.89800.00001.9000
2372006.08.17 10:13modify801.001.89801.89801.9000
2382006.08.17 10:18t/p801.001.90001.89801.9000205.7017616.60
2392006.08.17 12:00buy811.001.89670.00001.8987
2402006.08.21 14:19modify811.001.89671.89671.8987
2412006.08.21 14:26s/l811.001.89671.89671.89873.8017620.40
2422006.08.21 14:26buy821.001.89700.00001.9030
2432006.08.21 16:09modify821.001.89701.89701.9030
2442006.08.21 16:49s/l821.001.89701.89701.90300.0017620.40
2452006.08.21 16:49buy831.001.89730.00001.9033
2462006.08.23 16:00modify831.001.89731.89731.9033
2472006.08.23 16:13s/l831.001.89731.89731.90333.8017624.20
2482006.08.24 00:00buy841.001.89280.00001.8948
2492006.08.24 10:49modify841.001.89281.89281.8948
2502006.08.24 11:14s/l841.001.89281.89281.89480.0017624.20
2512006.08.24 17:30buy851.001.89140.00001.8934
2522006.08.28 09:04modify851.001.89141.89141.8934
2532006.08.28 09:09t/p851.001.89341.89141.8934203.8017828.00
2542006.08.29 01:00buy861.001.89540.00001.8979
2552006.08.29 02:40modify861.001.89541.89541.8979
2562006.08.29 05:01t/p861.001.89791.89541.8979250.0018078.00
2572006.08.29 14:30buy871.001.89920.00001.9012
2582006.08.29 16:00modify871.001.89921.89921.9012
2592006.08.29 16:06t/p871.001.90121.89921.9012200.0018278.00
2602006.08.29 16:13buy881.001.89850.00001.9005
2612006.08.29 20:48modify881.001.89851.89851.9005
2622006.08.29 21:14s/l881.001.89851.89851.90050.0018278.00
2632006.08.30 05:00buy891.001.89840.00001.9004
2642006.08.30 06:15modify891.001.89841.89841.9004
2652006.08.30 06:49t/p891.001.90041.89841.9004200.0018478.00
2662006.08.31 06:30buy901.001.90430.00001.9063
2672006.08.31 08:09modify901.001.90431.90431.9063
2682006.08.31 08:18t/p901.001.90631.90431.9063200.0018678.00
2692006.08.31 16:00buy911.001.90400.00001.9060
2702006.08.31 23:06modify911.001.90401.90401.9060
2712006.08.31 23:18s/l911.001.90401.90401.90600.0018678.00
2722006.08.31 23:18buy921.001.90430.00001.9068
2732006.09.01 13:31modify921.001.90431.90431.9068
2742006.09.01 13:48s/l921.001.90431.90431.90681.9018679.90