Strategy Tester Report
XMT-Scalper_v2.4
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=""; ECN_Mode=false; Debug=false; Verbose=false; TradingSettings="==== Trade settings ===="; MaxSpread=30; MaxExecution=0; 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=1; BBDeviation=1.5; EnvelopesDeviation=0.01; 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 deposit100000.00
Total net profit114058.05Gross profit161084.79Gross loss-47026.74
Profit factor3.43Expected payoff2001.02
Absolute drawdown8280.53Maximal drawdown8800.00 (4.36%)Relative drawdown8.28% (8280.53)
Total trades57Short positions (won %)41 (51.22%)Long positions (won %)16 (81.25%)
Profit trades (% of total)34 (59.65%)Loss trades (% of total)23 (40.35%)
Largestprofit trade15600.00loss trade-2700.00
Averageprofit trade4737.79loss trade-2044.64
Maximumconsecutive wins (profit in money)6 (18300.00)consecutive losses (loss in money)3 (-5700.00)
Maximalconsecutive profit (count of wins)24400.00 (2)consecutive loss (count of losses)-5700.00 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.01.18 05:13sell stop198.031.283211.283481.28221
22012.01.18 05:13sell198.031.283211.283481.28221
32012.01.18 05:13s/l198.031.283481.283481.28221-2646.8197353.19
42012.01.18 05:13sell stop295.441.283231.283501.28223
52012.01.18 05:13sell295.441.283231.283501.28223
62012.01.18 05:13modify295.441.283231.283161.28189
72012.01.18 05:13s/l295.441.283161.283161.28189668.0898021.27
82012.01.18 05:13sell stop396.091.282941.283211.28194
92012.01.18 05:13sell396.091.282941.283211.28194
102012.01.18 05:13modify396.091.282941.282971.28170
112012.01.18 05:13s/l396.091.282971.282971.28170-288.2797733.00
122012.01.18 05:13sell stop495.811.282701.282971.28170
132012.01.18 05:14sell495.811.282701.282971.28170
142012.01.18 05:14s/l495.811.282971.282971.28170-2586.8795146.13
152012.02.02 05:32sell stop593.281.316601.316871.31560
162012.02.02 05:32modify593.281.317221.317491.31622
172012.02.02 05:32sell593.281.317221.317491.31622
182012.02.02 05:32s/l593.281.317491.317491.31622-2518.5692627.57
192012.02.02 05:32sell stop690.811.317231.317501.31623
202012.02.02 05:32sell690.811.317231.317501.31623
212012.02.02 05:32modify690.811.317231.317021.31575
222012.02.02 05:32modify690.811.317231.316771.31550
232012.02.02 05:32modify690.811.317231.316471.31520
242012.02.02 05:32s/l690.811.316471.316471.315206901.5699529.13
252012.02.02 05:32sell stop797.571.316231.316501.31523
262012.02.02 05:33modify797.571.316481.316751.31548
272012.02.02 05:33modify797.571.316721.316991.31572
282012.02.02 05:33modify797.571.317011.317281.31601
292012.02.02 05:33modify797.571.317911.318181.31691
302012.02.02 05:33modify797.571.318141.318411.31714
312012.02.02 05:33sell797.571.318141.318411.31714
322012.02.02 05:33modify797.571.318141.318181.31691
332012.02.02 05:33modify797.571.318141.317941.31667
342012.02.02 05:33s/l797.571.317941.317941.316671951.40101480.53
352012.02.20 21:49sell stop899.491.322771.323041.32177
362012.02.20 21:49modify899.491.323581.323851.32258
372012.02.20 21:49modify899.491.324081.324351.32308
382012.02.20 21:49sell899.491.324081.324351.32308
392012.02.20 21:49s/l899.491.324351.324351.32308-2686.2398794.30
402012.02.20 21:49sell stop996.851.324081.324351.32308
412012.02.20 21:49modify996.851.324351.324621.32335
422012.02.20 21:49modify996.851.325471.325741.32447
432012.02.20 21:49sell996.851.325471.325741.32447
442012.02.20 21:50modify996.851.325471.324721.32345
452012.02.20 21:50s/l996.851.324721.324721.323457263.75106058.05
462012.02.29 10:06buy stop10100.001.339891.339621.34089
472012.02.29 10:06buy10100.001.339891.339621.34089
482012.02.29 10:06modify10100.001.339891.339911.34118
492012.02.29 10:06modify10100.001.339891.340151.34142
502012.02.29 10:07modify10100.001.339891.340481.34175
512012.02.29 10:07s/l10100.001.340481.340481.341755900.00111958.05
522012.04.06 07:30sell stop11100.001.308681.308951.30768
532012.04.06 07:30sell11100.001.308681.308951.30768
542012.04.06 07:30modify11100.001.308681.308591.30732
552012.04.06 07:30s/l11100.001.308591.308591.30732900.00112858.05
562012.04.06 07:30sell stop12100.001.308601.308871.30760
572012.04.06 07:30sell12100.001.308601.308871.30760
582012.04.06 07:30modify12100.001.308601.308631.30736
592012.04.06 07:30s/l12100.001.308631.308631.30736-300.00112558.05
602012.04.06 07:30sell stop13100.001.308361.308631.30736
612012.04.06 07:30sell13100.001.308361.308631.30736
622012.04.06 07:30modify13100.001.308361.308181.30691
632012.04.06 07:30s/l13100.001.308181.308181.306911800.00114358.05
642012.04.06 07:30sell stop14100.001.308011.308281.30701
652012.04.06 07:30sell14100.001.308011.308281.30701
662012.04.06 07:30s/l14100.001.308281.308281.30701-2700.00111658.05
672012.04.06 07:30sell stop15100.001.308021.308291.30702
682012.04.06 07:30sell15100.001.308021.308291.30702
692012.04.06 07:30modify15100.001.308021.307961.30669
702012.04.06 07:30modify15100.001.308021.307631.30636
712012.04.06 07:30modify15100.001.308021.307361.30609
722012.04.06 07:30s/l15100.001.307361.307361.306096600.00118258.05
732012.04.06 07:30sell stop16100.001.307771.308041.30677
742012.04.06 07:30sell16100.001.307771.308041.30677
752012.04.06 07:30modify16100.001.307771.307811.30654
762012.04.06 07:30modify16100.001.307771.307261.30599
772012.04.06 07:30s/l16100.001.307261.307261.305995100.00123358.05
782012.04.06 07:30sell stop17100.001.307491.307761.30649
792012.04.06 07:30sell17100.001.307491.307761.30649
802012.04.06 07:30modify17100.001.307491.307501.30623
812012.04.06 07:30s/l17100.001.307501.307501.30623-100.00123258.05
822012.04.06 07:30sell stop18100.001.307631.307901.30663
832012.04.06 07:31modify18100.001.308001.308271.30700
842012.04.06 07:31modify18100.001.308391.308661.30739
852012.04.06 07:31sell18100.001.308391.308661.30739
862012.04.06 07:31s/l18100.001.308661.308661.30739-2700.00120558.05
872012.05.18 14:04sell stop19100.001.277911.278181.27691
882012.05.18 14:04sell19100.001.277911.278181.27691
892012.05.18 14:04modify19100.001.277911.277941.27667
902012.05.18 14:04modify19100.001.277911.277531.27626
912012.05.18 14:04modify19100.001.277911.277211.27594
922012.05.18 14:04s/l19100.001.277211.277211.275947000.00127558.05
932012.05.18 14:04sell stop20100.001.276951.277221.27595
942012.05.18 14:04sell20100.001.276951.277221.27595
952012.05.18 14:05modify20100.001.276951.276981.27571
962012.05.18 14:05s/l20100.001.276981.276981.27571-300.00127258.05
972012.05.30 06:00sell stop21100.001.246401.246671.24540
982012.05.30 06:00modify21100.001.246671.246941.24567
992012.05.30 06:00modify21100.001.246931.247201.24593
1002012.05.30 06:00sell21100.001.246931.247201.24593
1012012.05.30 06:00modify21100.001.246931.246721.24545
1022012.05.30 06:00modify21100.001.246931.246421.24515
1032012.05.30 06:00modify21100.001.246931.245951.24468
1042012.05.30 06:00s/l21100.001.245951.245951.244689800.00137058.05
1052012.05.30 06:00sell stop22100.001.245721.245991.24472
1062012.05.30 06:00sell22100.001.245721.245991.24472
1072012.05.30 06:00s/l22100.001.245991.245991.24472-2700.00134358.05
1082012.05.30 06:00sell stop23100.001.245851.246121.24485
1092012.05.30 06:00sell23100.001.245851.246121.24485
1102012.05.30 06:00s/l23100.001.246121.246121.24485-2700.00131658.05
1112012.05.30 06:00sell stop24100.001.246211.246481.24521
1122012.05.30 06:00modify24100.001.246491.246761.24549
1132012.05.30 06:00modify24100.001.246881.247151.24588
1142012.05.30 06:00sell24100.001.246881.247151.24588
1152012.05.30 06:00modify24100.001.246881.246911.24564
1162012.05.30 06:01s/l24100.001.246911.246911.24564-300.00131358.05
1172012.06.28 22:00sell stop25100.001.255061.255331.25406
1182012.06.28 22:00sell25100.001.255061.255331.25406
1192012.06.28 22:00modify25100.001.255061.255011.25374
1202012.06.28 22:00modify25100.001.255061.254731.25346
1212012.06.28 22:00s/l25100.001.254731.254731.253463300.00134658.05
1222012.06.28 22:00sell stop26100.001.254761.255031.25376
1232012.06.28 22:01modify26100.001.255401.255671.25440
1242012.06.28 22:01sell26100.001.255401.255671.25440
1252012.06.28 22:01s/l26100.001.255671.255671.25440-2700.00131958.05
1262012.06.28 22:01sell stop27100.001.258391.258661.25739
1272012.06.28 22:01modify27100.001.258631.258901.25763
1282012.06.28 22:01modify27100.001.259181.259451.25818
1292012.06.28 22:01modify27100.001.260011.260281.25901
1302012.06.28 22:01modify27100.001.260261.260531.25926
1312012.06.28 22:02modify27100.001.260501.260771.25950
1322012.06.28 22:02modify27100.001.260741.261011.25974
1332012.06.28 22:02modify27100.001.261021.261291.26002
1342012.06.28 22:02modify27100.001.261481.261751.26048
1352012.06.28 22:02modify27100.001.261721.261991.26072
1362012.06.28 22:02modify27100.001.262031.262301.26103
1372012.06.28 22:02modify27100.001.262421.262691.26142
1382012.06.28 22:02sell27100.001.262421.262691.26142
1392012.06.28 22:02modify27100.001.262421.262401.26113
1402012.06.28 22:02modify27100.001.262421.262171.26090
1412012.06.28 22:02modify27100.001.262421.261921.26065
1422012.06.28 22:02modify27100.001.262421.261641.26037
1432012.06.28 22:02modify27100.001.262421.261341.26007
1442012.06.28 22:02modify27100.001.262421.261111.25984
1452012.06.28 22:02modify27100.001.262421.260861.25959
1462012.06.28 22:02s/l27100.001.260861.260861.2595915600.00147558.05
1472012.07.25 02:00sell stop28100.001.209541.209811.20854
1482012.07.25 02:00modify28100.001.209901.210171.20890
1492012.07.25 02:00modify28100.001.210141.210411.20914
1502012.07.25 02:01modify28100.001.210431.210701.20943
1512012.07.25 02:01sell28100.001.210431.210701.20943
1522012.07.25 02:01modify28100.001.210431.210411.20914
1532012.07.25 02:01modify28100.001.210431.210131.20886
1542012.07.25 02:01modify28100.001.210431.209901.20863
1552012.07.25 02:01modify28100.001.210431.209551.20828
1562012.07.25 02:01s/l28100.001.209551.209551.208288800.00156358.05
1572012.08.02 07:36sell stop29100.001.240141.240411.23914
1582012.08.02 07:36sell29100.001.240141.240411.23914
1592012.08.02 07:36s/l29100.001.240411.240411.23914-2700.00153658.05
1602012.08.02 07:36sell stop30100.001.240151.240421.23915
1612012.08.02 07:36sell30100.001.240151.240421.23915
1622012.08.02 07:36modify30100.001.240151.240161.23889
1632012.08.02 07:37modify30100.001.240151.239911.23864
1642012.08.02 07:37s/l30100.001.239911.239911.238642400.00156058.05
1652012.09.12 03:07sell stop31100.001.286461.286731.28546
1662012.09.12 03:07modify31100.001.286721.286991.28572
1672012.09.12 03:07modify31100.001.286961.287231.28596
1682012.09.12 03:07sell31100.001.286961.287231.28596
1692012.09.12 03:07modify31100.001.286961.286931.28566
1702012.09.12 03:07modify31100.001.286961.286681.28541
1712012.09.12 03:07modify31100.001.286961.286371.28510
1722012.09.12 03:07modify31100.001.286961.286111.28484
1732012.09.12 03:08modify31100.001.286961.285821.28455
1742012.09.12 03:08modify31100.001.286961.285561.28429
1752012.09.12 03:08s/l31100.001.285561.285561.2842914000.00170058.05
1762012.09.13 11:30buy stop32100.001.285971.285701.28697
1772012.09.13 11:30buy32100.001.285971.285701.28697
1782012.09.13 11:30s/l32100.001.285701.285701.28697-2700.00167358.05
1792012.09.13 11:30buy stop33100.001.285901.285631.28690
1802012.09.13 11:30buy33100.001.285901.285631.28690
1812012.09.13 11:30modify33100.001.285901.285881.28715
1822012.09.13 11:30modify33100.001.285901.286151.28742
1832012.09.13 11:30modify33100.001.285901.286541.28781
1842012.09.13 11:30modify33100.001.285901.286921.28819
1852012.09.13 11:30s/l33100.001.286921.286921.2881910200.00177558.05
1862012.09.13 11:30buy stop34100.001.287181.286911.28818
1872012.09.13 11:30modify34100.001.286871.286601.28787
1882012.09.13 11:30modify34100.001.286521.286251.28752
1892012.09.13 11:30buy34100.001.286521.286251.28752
1902012.09.13 11:30modify34100.001.286521.286611.28788
1912012.09.13 11:30modify34100.001.286521.286941.28821
1922012.09.13 11:30s/l34100.001.286941.286941.288214200.00181758.05
1932012.09.13 11:30buy stop35100.001.287171.286901.28817
1942012.09.13 11:30buy35100.001.287171.286901.28817
1952012.09.13 11:30modify35100.001.287171.287481.28875
1962012.09.13 11:30s/l35100.001.287481.287481.288753100.00184858.05
1972012.09.13 11:30buy stop36100.001.287741.287471.28874
1982012.09.13 11:31modify36100.001.287211.286941.28821
1992012.09.13 11:31buy36100.001.287211.286941.28821
2002012.09.13 11:31modify36100.001.287211.287211.28848
2012012.09.13 11:31s/l36100.001.287211.287211.288480.00184858.05
2022012.09.13 11:31sell stop37100.001.290851.291121.28985
2032012.09.13 11:31sell37100.001.290851.291121.28985
2042012.09.13 11:31s/l37100.001.291121.291121.28985-2700.00182158.05
2052012.09.13 11:31sell stop38100.001.290951.291221.28995
2062012.09.13 11:31sell38100.001.290951.291221.28995
2072012.09.13 11:31modify38100.001.290951.290591.28932
2082012.09.13 11:31modify38100.001.290951.290351.28908
2092012.09.13 11:31s/l38100.001.290351.290351.289086000.00188158.05
2102012.09.13 11:31sell stop39100.001.290591.290861.28959
2112012.09.13 11:31sell39100.001.290591.290861.28959
2122012.09.13 11:31modify39100.001.290591.290221.28895
2132012.09.13 11:31s/l39100.001.290221.290221.288953700.00191858.05
2142012.09.13 11:31sell stop40100.001.290421.290691.28942
2152012.09.13 11:32sell40100.001.290421.290691.28942
2162012.09.13 11:32modify40100.001.290421.289811.28854
2172012.09.13 11:32s/l40100.001.289811.289811.288546100.00197958.05
2182012.09.13 11:32sell stop41100.001.293081.293351.29208
2192012.09.13 11:32modify41100.001.293391.293661.29239
2202012.09.13 11:32modify41100.001.293721.293991.29272
2212012.09.13 11:32modify41100.001.294691.294961.29369
2222012.09.13 11:32sell41100.001.294691.294961.29369
2232012.09.13 11:32modify41100.001.294691.294391.29312
2242012.09.13 11:32s/l41100.001.294391.294391.293123000.00200958.05
2252012.09.13 11:32sell stop42100.001.294631.294901.29363
2262012.09.13 11:32sell42100.001.294631.294901.29363
2272012.09.13 11:32s/l42100.001.294901.294901.29363-2700.00198258.05
2282012.09.13 11:32sell stop43100.001.294661.294931.29366
2292012.09.13 11:32sell43100.001.294661.294931.29366
2302012.09.13 11:32modify43100.001.294661.294621.29335
2312012.09.13 11:32s/l43100.001.294621.294621.29335400.00198658.05
2322012.09.13 11:32sell stop44100.001.294491.294761.29349
2332012.09.13 11:32sell44100.001.294491.294761.29349
2342012.09.13 11:32s/l44100.001.294761.294761.29349-2700.00195958.05
2352012.09.13 11:32sell stop45100.001.294631.294901.29363
2362012.09.13 11:32sell45100.001.294631.294901.29363
2372012.09.13 11:32modify45100.001.294631.294521.29325
2382012.09.13 11:32s/l45100.001.294521.294521.293251100.00197058.05
2392012.09.13 11:32sell stop46100.001.294271.294541.29327
2402012.09.13 11:32sell46100.001.294271.294541.29327
2412012.09.13 11:32modify46100.001.294271.294291.29302
2422012.09.13 11:32s/l46100.001.294291.294291.29302-200.00196858.05
2432012.09.13 11:32sell stop47100.001.294051.294321.29305
2442012.09.13 11:33sell47100.001.294051.294321.29305
2452012.09.13 11:33s/l47100.001.294321.294321.29305-2700.00194158.05
2462012.09.13 11:34buy stop48100.001.290341.290071.29134
2472012.09.13 11:34modify48100.001.290101.289831.29110
2482012.09.13 11:34buy48100.001.290101.289831.29110
2492012.09.13 11:34modify48100.001.290101.290121.29139
2502012.09.13 11:34modify48100.001.290101.290451.29172
2512012.09.13 11:34s/l48100.001.290451.290451.291723500.00197658.05
2522012.09.13 11:34buy stop49100.001.290391.290121.29139
2532012.09.13 11:34buy49100.001.290391.290121.29139
2542012.09.13 11:34s/l49100.001.290121.290121.29139-2700.00194958.05
2552012.09.13 11:34buy stop50100.001.290021.289751.29102
2562012.09.13 11:34modify50100.001.289611.289341.29061
2572012.09.13 11:34buy50100.001.289611.289341.29061
2582012.09.13 11:34modify50100.001.289611.289961.29123
2592012.09.13 11:34s/l50100.001.289961.289961.291233500.00198458.05
2602012.09.13 11:34buy stop51100.001.290131.289861.29113
2612012.09.13 11:34modify51100.001.289761.289491.29076
2622012.09.13 11:34buy51100.001.289761.289491.29076
2632012.09.13 11:34s/l51100.001.289491.289491.29076-2700.00195758.05
2642012.09.13 11:34buy stop52100.001.289621.289351.29062
2652012.09.13 11:34buy52100.001.289621.289351.29062
2662012.09.13 11:34modify52100.001.289621.289601.29087
2672012.09.13 11:34modify52100.001.289621.289951.29122
2682012.09.13 11:34modify52100.001.289621.290201.29147
2692012.09.13 11:34s/l52100.001.290201.290201.291475800.00201558.05
2702012.09.13 11:34buy stop53100.001.290361.290091.29136
2712012.09.13 11:34buy53100.001.290361.290091.29136
2722012.09.13 11:34modify53100.001.290361.290581.29185
2732012.09.13 11:34modify53100.001.290361.290891.29216
2742012.09.13 11:34modify53100.001.290361.291181.29245
2752012.09.13 11:34s/l53100.001.291181.291181.292458200.00209758.05
2762012.09.13 11:34buy stop54100.001.291441.291171.29244
2772012.09.13 11:34buy54100.001.291441.291171.29244
2782012.09.13 11:34modify54100.001.291441.291481.29275
2792012.09.13 11:34s/l54100.001.291481.291481.29275400.00210158.05
2802012.09.13 11:34buy stop55100.001.291671.291401.29267
2812012.09.13 11:34buy55100.001.291671.291401.29267
2822012.09.13 11:34modify55100.001.291671.291671.29294
2832012.09.13 11:34s/l55100.001.291671.291671.292940.00210158.05
2842012.09.13 11:34buy stop56100.001.291941.291671.29294
2852012.09.13 11:34buy56100.001.291941.291671.29294
2862012.09.13 11:34modify56100.001.291941.292051.29332
2872012.09.13 11:34s/l56100.001.292051.292051.293321100.00211258.05
2882012.09.13 11:34buy stop57100.001.292301.292031.29330
2892012.09.13 11:35modify57100.001.291731.291461.29273
2902012.09.13 11:35buy57100.001.291731.291461.29273
2912012.09.13 11:35modify57100.001.291731.292011.29328
2922012.09.13 11:35s/l57100.001.292011.292011.293282800.00214058.05