Strategy Tester Report
xmt-scalper_v2.4.1
CFHMarkets-Demo (Build 438)

SymbolEURUSD.dflt (Euro vs US Dollar)
Period1 Minute (M1) 2012.01.02 02:00 - 2012.09.30 22:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersConfiguration="==== Configuration ===="; Magic=-1; OrderCmt="XMT-Scalper 2.4.1"; ECN_Mode=true; Debug=false; Verbose=false; TradingSettings="==== Trade settings ===="; MaxSpread=30; MaxExecution=3000; MaxExecutionMinutes=5; StopLoss=0; TakeProfit=100; AddPriceGap=0; TrailingStart=23; Commission=0; Slippage=3; MinimumUseStopLevel=10; VolatilitySettings="==== Volatility Settings ===="; UseDynamicVolatilityLimit=true; VolatilityMultiplier=125; VolatilityLimit=180; UseVolatilityPercentage=true; VolatilityPercentageLimit=70; UseIndicatorSet="=== Indicators: 1 = Moving Average, 2 = BollingerBand, 3 = Envelopes"; UseIndicatorSwitch=3; BBDeviation=1.5; EnvelopesDeviation=0.07; OrderExpireSeconds=3600; Money_Management="==== Money Management ===="; MoneyManagement=true; MinLots=0.01; MaxLots=100; Risk=2; ManualLotsize=0.1; Screen_Shooter="==== Screen Shooter ===="; TakeShots=false; DelayTicks=1; ShotsPerBar=1;
Bars in test280152Ticks modelled12121534Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit6447.11Gross profit14726.05Gross loss-8278.94
Profit factor1.78Expected payoff126.41
Absolute drawdown394.86Maximal drawdown3125.44 (19.02%)Relative drawdown19.02% (3125.44)
Total trades51Short positions (won %)38 (42.11%)Long positions (won %)13 (38.46%)
Profit trades (% of total)21 (41.18%)Loss trades (% of total)30 (58.82%)
Largestprofit trade3078.50loss trade-422.28
Averageprofit trade701.24loss trade-275.96
Maximumconsecutive wins (profit in money)3 (688.64)consecutive losses (loss in money)6 (-1557.63)
Maximalconsecutive profit (count of wins)3078.50 (1)consecutive loss (count of losses)-1557.63 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.01.18 05:13sell stop19.801.283210.000000.00000
22012.01.18 05:13modify19.801.283211.283481.28221
32012.01.18 05:13sell19.801.283211.283481.28221
42012.01.18 05:13s/l19.801.283481.283481.28221-264.609735.40
52012.01.18 05:13sell stop29.541.283210.000000.00000
62012.01.18 05:13modify29.541.283211.283481.28221
72012.01.18 05:13sell29.541.283211.283481.28221
82012.01.18 05:13modify29.541.283211.283191.28192
92012.01.18 05:13modify29.541.283211.282951.28168
102012.01.18 05:13s/l29.541.282951.282951.28168248.049983.44
112012.01.18 05:13sell stop39.781.282700.000000.00000
122012.01.18 05:13modify39.781.282701.282971.28170
132012.01.18 05:14sell39.781.282701.282971.28170
142012.01.18 05:14s/l39.781.282971.282971.28170-264.069719.38
152012.02.02 05:32sell stop49.521.316600.000000.00000
162012.02.02 05:32modify49.521.316601.316871.31560
172012.02.02 05:32modify49.521.317121.317391.31612
182012.02.02 05:32sell49.521.317121.317391.31612
192012.02.02 05:32modify49.521.317121.317021.31575
202012.02.02 05:32modify49.521.317121.316771.31550
212012.02.02 05:32modify49.521.317121.316471.31520
222012.02.02 05:32s/l49.521.316471.316471.31520618.8010338.18
232012.02.20 21:49sell stop510.131.322770.000000.00000
242012.02.20 21:49modify510.131.322771.323041.32177
252012.02.20 21:49modify510.131.324081.324351.32308
262012.02.20 21:49sell510.131.324081.324351.32308
272012.02.20 21:49s/l510.131.324351.324351.32308-273.5110064.67
282012.02.20 21:49sell stop69.861.324080.000000.00000
292012.02.20 21:49modify69.861.324081.324351.32308
302012.02.20 21:49modify69.861.324411.324681.32341
312012.02.20 21:49modify69.861.325321.325591.32432
322012.02.20 21:50sell69.861.325321.325591.32432
332012.02.20 21:50s/l69.861.325591.325591.32432-266.229798.45
342012.02.29 10:06buy stop79.601.339890.000000.00000
352012.02.29 10:06modify79.601.339891.339621.34089
362012.02.29 10:06buy79.601.339891.339621.34089
372012.02.29 10:06modify79.601.339891.339911.34118
382012.02.29 10:06modify79.601.339891.340151.34142
392012.02.29 10:07modify79.601.339891.340481.34175
402012.02.29 10:07s/l79.601.340481.340481.34175566.4010364.85
412012.04.06 07:30sell stop810.161.308680.000000.00000
422012.04.06 07:30modify810.161.308681.308951.30768
432012.04.06 07:30sell810.161.308681.308951.30768
442012.04.06 07:30modify810.161.308681.308641.30737
452012.04.06 07:30s/l810.161.308641.308641.3073740.6410405.49
462012.04.06 07:30sell stop910.201.308260.000000.00000
472012.04.06 07:30modify910.201.308261.308531.30726
482012.04.06 07:30sell910.201.308261.308531.30726
492012.04.06 07:30modify910.201.308261.308181.30691
502012.04.06 07:30s/l910.201.308181.308181.3069181.6010487.09
512012.04.06 07:30sell stop1010.281.308070.000000.00000
522012.04.06 07:30modify1010.281.308071.308341.30707
532012.04.06 07:30sell1010.281.308071.308341.30707
542012.04.06 07:30s/l1010.281.308341.308341.30707-277.5610209.53
552012.04.06 07:30sell stop1110.001.308100.000000.00000
562012.04.06 07:30modify1110.001.308101.308371.30710
572012.04.06 07:30sell1110.001.308101.308371.30710
582012.04.06 07:30modify1110.001.308101.308131.30686
592012.04.06 07:30s/l1110.001.308131.308131.30686-30.0010179.53
602012.04.06 07:30sell stop129.971.307860.000000.00000
612012.04.06 07:30modify129.971.307861.308131.30686
622012.04.06 07:30sell129.971.307861.308131.30686
632012.04.06 07:30modify129.971.307861.307861.30659
642012.04.06 07:30modify129.971.307861.307621.30635
652012.04.06 07:30modify129.971.307861.307361.30609
662012.04.06 07:30s/l129.971.307361.307361.30609498.5010678.03
672012.04.06 07:30sell stop1310.461.307770.000000.00000
682012.04.06 07:30modify1310.461.307771.308041.30677
692012.04.06 07:30sell1310.461.307771.308041.30677
702012.04.06 07:30modify1310.461.307771.307261.30599
712012.04.06 07:30s/l1310.461.307261.307261.30599533.4611211.49
722012.04.06 07:30sell stop1410.991.307140.000000.00000
732012.04.06 07:30modify1410.991.307141.307411.30614
742012.04.06 07:30sell1410.991.307141.307411.30614
752012.04.06 07:30s/l1410.991.307411.307411.30614-296.7310914.76
762012.04.06 07:30sell stop1510.701.307170.000000.00000
772012.04.06 07:30modify1510.701.307171.307441.30617
782012.04.06 07:30modify1510.701.307491.307761.30649
792012.04.06 07:30sell1510.701.307491.307761.30649
802012.04.06 07:30modify1510.701.307491.307501.30623
812012.04.06 07:30s/l1510.701.307501.307501.30623-10.7010904.06
822012.04.06 07:30sell stop1610.691.307630.000000.00000
832012.04.06 07:30modify1610.691.307631.307901.30663
842012.04.06 07:31modify1610.691.308001.308271.30700
852012.04.06 07:31modify1610.691.308351.308621.30735
862012.04.06 07:31sell1610.691.308351.308621.30735
872012.04.06 07:31s/l1610.691.308621.308621.30735-288.6310615.43
882012.05.18 14:04sell stop1710.401.277910.000000.00000
892012.05.18 14:04modify1710.401.277911.278181.27691
902012.05.18 14:04sell1710.401.277911.278181.27691
912012.05.18 14:04modify1710.401.277911.277941.27667
922012.05.18 14:04modify1710.401.277911.277531.27626
932012.05.18 14:04modify1710.401.277911.277031.27576
942012.05.18 14:05s/l1710.401.277031.277031.27576915.2011530.63
952012.05.30 06:00sell stop1811.301.246400.000000.00000
962012.05.30 06:00modify1811.301.246401.246671.24540
972012.05.30 06:00modify1811.301.246721.246991.24572
982012.05.30 06:00sell1811.301.246721.246991.24572
992012.05.30 06:00modify1811.301.246721.246721.24545
1002012.05.30 06:00modify1811.301.246721.246421.24515
1012012.05.30 06:00modify1811.301.246721.245931.24466
1022012.05.30 06:00s/l1811.301.245931.245931.24466892.7012423.33
1032012.05.30 06:00sell stop1912.171.245600.000000.00000
1042012.05.30 06:00modify1912.171.245601.245871.24460
1052012.05.30 06:00sell1912.171.245601.245871.24460
1062012.05.30 06:00s/l1912.171.245871.245871.24460-328.5912094.74
1072012.05.30 06:00sell stop2011.851.245880.000000.00000
1082012.05.30 06:00modify2011.851.245881.246151.24488
1092012.05.30 06:00sell2011.851.245881.246151.24488
1102012.05.30 06:00s/l2011.851.246151.246151.24488-319.9511774.79
1112012.05.30 06:00sell stop2111.541.246380.000000.00000
1122012.05.30 06:00modify2111.541.246381.246651.24538
1132012.05.30 06:00sell2111.541.246381.246651.24538
1142012.05.30 06:00s/l2111.541.246651.246651.24538-311.5811463.21
1152012.05.30 06:00sell stop2211.231.246230.000000.00000
1162012.05.30 06:00modify2211.231.246231.246501.24523
1172012.05.30 06:00modify2211.231.246781.247051.24578
1182012.05.30 06:00sell2211.231.246781.247051.24578
1192012.05.30 06:01modify2211.231.246781.246711.24544
1202012.05.30 06:01s/l2211.231.246711.246711.2454478.6111541.82
1212012.06.28 22:00sell stop2311.311.255060.000000.00000
1222012.06.28 22:00modify2311.311.255061.255331.25406
1232012.06.28 22:00sell2311.311.255061.255331.25406
1242012.06.28 22:00modify2311.311.255061.255011.25374
1252012.06.28 22:00modify2311.311.255061.254701.25343
1262012.06.28 22:00s/l2311.311.254701.254701.25343407.1611948.98
1272012.06.28 22:00sell stop2411.711.254760.000000.00000
1282012.06.28 22:00modify2411.711.254761.255031.25376
1292012.06.28 22:01modify2411.711.255401.255671.25440
1302012.06.28 22:01sell2411.711.255401.255671.25440
1312012.06.28 22:01s/l2411.711.255671.255671.25440-316.1711632.81
1322012.06.28 22:01sell stop2511.401.258390.000000.00000
1332012.06.28 22:01modify2511.401.258391.258661.25739
1342012.06.28 22:01modify2511.401.259181.259451.25818
1352012.06.28 22:01modify2511.401.260261.260531.25926
1362012.06.28 22:02modify2511.401.260511.260781.25951
1372012.06.28 22:02modify2511.401.261021.261291.26002
1382012.06.28 22:02modify2511.401.261841.262111.26084
1392012.06.28 22:02modify2511.401.262211.262481.26121
1402012.06.28 22:02sell2511.401.262211.262481.26121
1412012.06.28 22:02s/l2511.401.262481.262481.26121-307.8011325.01
1422012.07.25 02:00sell stop2611.101.209540.000000.00000
1432012.07.25 02:00modify2611.101.209541.209811.20854
1442012.07.25 02:00modify2611.101.209901.210171.20890
1452012.07.25 02:00modify2611.101.210141.210411.20914
1462012.07.25 02:01modify2611.101.210431.210701.20943
1472012.07.25 02:01sell2611.101.210431.210701.20943
1482012.07.25 02:01modify2611.101.210431.210411.20914
1492012.07.25 02:01modify2611.101.210431.210131.20886
1502012.07.25 02:01modify2611.101.210431.209901.20863
1512012.07.25 02:01modify2611.101.210431.209551.20828
1522012.07.25 02:01s/l2611.101.209551.209551.20828976.8012301.81
1532012.08.02 07:36sell stop2712.061.240140.000000.00000
1542012.08.02 07:36modify2712.061.240141.240411.23914
1552012.08.02 07:36sell2712.061.240141.240411.23914
1562012.08.02 07:36s/l2712.061.240411.240411.23914-325.6211976.19
1572012.08.02 07:36sell stop2811.741.240150.000000.00000
1582012.08.02 07:36modify2811.741.240151.240421.23915
1592012.08.02 07:36sell2811.741.240151.240421.23915
1602012.08.02 07:36modify2811.741.240151.240161.23889
1612012.08.02 07:37modify2811.741.240151.239831.23856
1622012.08.02 07:37s/l2811.741.239831.239831.23856375.6812351.87
1632012.09.12 03:07sell stop2912.101.286460.000000.00000
1642012.09.12 03:07modify2912.101.286461.286731.28546
1652012.09.12 03:07modify2912.101.287041.287311.28604
1662012.09.12 03:07sell2912.101.287041.287311.28604
1672012.09.12 03:07modify2912.101.287041.286771.28550
1682012.09.12 03:07modify2912.101.287041.286201.28493
1692012.09.12 03:07modify2912.101.287041.285941.28467
1702012.09.12 03:08modify2912.101.287041.285711.28444
1712012.09.12 03:08modify2912.101.287041.285351.28408
1722012.09.12 03:08s/l2912.101.285351.285351.284082044.9014396.77
1732012.09.13 11:30buy stop3014.111.285970.000000.00000
1742012.09.13 11:30modify3014.111.285971.285701.28697
1752012.09.13 11:30buy3014.111.285971.285701.28697
1762012.09.13 11:30s/l3014.111.285701.285701.28697-380.9714015.80
1772012.09.13 11:30buy stop3113.741.286250.000000.00000
1782012.09.13 11:30modify3113.741.286251.285981.28725
1792012.09.13 11:30buy3113.741.286251.285981.28725
1802012.09.13 11:30modify3113.741.286251.286221.28749
1812012.09.13 11:30s/l3113.741.286221.286221.28749-41.2213974.58
1822012.09.13 11:30buy stop3213.701.286550.000000.00000
1832012.09.13 11:30modify3213.701.286551.286281.28755
1842012.09.13 11:30buy3213.701.286551.286281.28755
1852012.09.13 11:30modify3213.701.286551.286601.28787
1862012.09.13 11:30s/l3213.701.286601.286601.2878768.5014043.08
1872012.09.13 11:30buy stop3313.761.286870.000000.00000
1882012.09.13 11:30modify3313.761.286871.286601.28787
1892012.09.13 11:30buy3313.761.286871.286601.28787
1902012.09.13 11:30modify3313.761.286871.286941.28821
1912012.09.13 11:30s/l3313.761.286941.286941.2882196.3214139.40
1922012.09.13 11:30buy stop3413.861.287190.000000.00000
1932012.09.13 11:30modify3413.861.287191.286921.28819
1942012.09.13 11:30buy3413.861.287191.286921.28819
1952012.09.13 11:30modify3413.861.287191.287401.28867
1962012.09.13 11:30s/l3413.861.287401.287401.28867291.0614430.46
1972012.09.13 11:30buy stop3514.141.287670.000000.00000
1982012.09.13 11:30modify3514.141.287671.287401.28867
1992012.09.13 11:31buy3514.141.287671.287401.28867
2002012.09.13 11:31s/l3514.141.287401.287401.28867-381.7814048.68
2012012.09.13 11:31sell stop3613.771.290850.000000.00000
2022012.09.13 11:31modify3613.771.290851.291121.28985
2032012.09.13 11:31sell3613.771.290851.291121.28985
2042012.09.13 11:31s/l3613.771.291121.291121.28985-371.7913676.89
2052012.09.13 11:31sell stop3713.401.290950.000000.00000
2062012.09.13 11:31modify3713.401.290951.291221.28995
2072012.09.13 11:31sell3713.401.290951.291221.28995
2082012.09.13 11:31modify3713.401.290951.290351.28908
2092012.09.13 11:31s/l3713.401.290351.290351.28908804.0014480.89
2102012.09.13 11:31sell stop3814.191.289850.000000.00000
2112012.09.13 11:31modify3814.191.289851.290121.28885
2122012.09.13 11:31sell3814.191.289851.290121.28885
2132012.09.13 11:31s/l3814.191.290121.290121.28885-383.1314097.76
2142012.09.13 11:31sell stop3913.821.289850.000000.00000
2152012.09.13 11:31modify3913.821.289851.290121.28885
2162012.09.13 11:31sell3913.821.289851.290121.28885
2172012.09.13 11:31modify3913.821.289851.289331.28806
2182012.09.13 11:31modify3913.821.289851.288991.28772
2192012.09.13 11:31modify3913.821.289851.288471.28720
2202012.09.13 11:31s/l3913.821.288471.288471.287201907.1616004.92
2212012.09.13 11:31buy stop4015.691.287200.000000.00000
2222012.09.13 11:31modify4015.691.287201.286931.28820
2232012.09.13 11:31buy4015.691.287201.286931.28820
2242012.09.13 11:31modify4015.691.287201.287171.28844
2252012.09.13 11:31s/l4015.691.287171.287171.28844-47.0715957.85
2262012.09.13 11:31sell stop4115.641.289400.000000.00000
2272012.09.13 11:31modify4115.641.289401.289671.28840
2282012.09.13 11:31modify4115.641.289661.289931.28866
2292012.09.13 11:32sell4115.641.289661.289931.28866
2302012.09.13 11:32s/l4115.641.289931.289931.28866-422.2815535.57
2312012.09.13 11:32sell stop4215.231.293080.000000.00000
2322012.09.13 11:32modify4215.231.293081.293351.29208
2332012.09.13 11:32modify4215.231.294651.294921.29365
2342012.09.13 11:32sell4215.231.294651.294921.29365
2352012.09.13 11:32s/l4215.231.294921.294921.29365-411.2115124.36
2362012.09.13 11:32sell stop4314.821.294660.000000.00000
2372012.09.13 11:32modify4314.821.294661.294931.29366
2382012.09.13 11:32sell4314.821.294661.294931.29366
2392012.09.13 11:32s/l4314.821.294931.294931.29366-400.1414724.22
2402012.09.13 11:32sell stop4414.431.294660.000000.00000
2412012.09.13 11:32modify4414.431.294661.294931.29366
2422012.09.13 11:32sell4414.431.294661.294931.29366
2432012.09.13 11:32modify4414.431.294661.294521.29325
2442012.09.13 11:32s/l4414.431.294521.294521.29325202.0214926.24
2452012.09.13 11:32sell stop4514.631.294070.000000.00000
2462012.09.13 11:32modify4514.631.294071.294341.29307
2472012.09.13 11:32sell4514.631.294071.294341.29307
2482012.09.13 11:32modify4514.631.294071.294091.29282
2492012.09.13 11:32s/l4514.631.294091.294091.29282-29.2614896.98
2502012.09.13 11:32sell stop4614.601.294060.000000.00000
2512012.09.13 11:32modify4614.601.294061.294331.29306
2522012.09.13 11:33sell4614.601.294061.294331.29306
2532012.09.13 11:33s/l4614.601.294331.294331.29306-394.2014502.78
2542012.09.13 11:34buy stop4714.211.290340.000000.00000
2552012.09.13 11:34modify4714.211.290341.290071.29134
2562012.09.13 11:34buy4714.211.290341.290071.29134
2572012.09.13 11:34modify4714.211.290341.290331.29160
2582012.09.13 11:34s/l4714.211.290331.290331.29160-14.2114488.57
2592012.09.13 11:34buy stop4814.201.290390.000000.00000
2602012.09.13 11:34modify4814.201.290391.290121.29139
2612012.09.13 11:34buy4814.201.290391.290121.29139
2622012.09.13 11:34s/l4814.201.290121.290121.29139-383.4014105.17
2632012.09.13 11:34buy stop4913.821.290010.000000.00000
2642012.09.13 11:34modify4913.821.290011.289741.29101
2652012.09.13 11:34buy4913.821.290011.289741.29101
2662012.09.13 11:34s/l4913.821.289741.289741.29101-373.1413732.03
2672012.09.13 11:34buy stop5013.461.289760.000000.00000
2682012.09.13 11:34modify5013.461.289761.289491.29076
2692012.09.13 11:34buy5013.461.289761.289491.29076
2702012.09.13 11:34s/l5013.461.289491.289491.29076-363.4213368.61
2712012.09.13 11:34buy stop5113.101.289700.000000.00000
2722012.09.13 11:34modify5113.101.289701.289431.29070
2732012.09.13 11:34buy5113.101.289701.289431.29070
2742012.09.13 11:34modify5113.101.289701.289991.29126
2752012.09.13 11:34modify5113.101.289701.290581.29185
2762012.09.13 11:34modify5113.101.289701.290891.29216
2772012.09.13 11:34modify5113.101.289701.291191.29246
2782012.09.13 11:34modify5113.101.289701.291481.29275
2792012.09.13 11:34modify5113.101.289701.292051.29332
2802012.09.13 11:34s/l5113.101.292051.292051.293323078.5016447.11