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=1; 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 profit5331.36Gross profit12786.25Gross loss-7454.89
Profit factor1.72Expected payoff113.43
Absolute drawdown394.86Maximal drawdown3509.95 (22.06%)Relative drawdown22.06% (3509.95)
Total trades47Short positions (won %)35 (42.86%)Long positions (won %)12 (41.67%)
Profit trades (% of total)20 (42.55%)Loss trades (% of total)27 (57.45%)
Largestprofit trade2869.35loss trade-393.66
Averageprofit trade639.31loss trade-276.11
Maximumconsecutive wins (profit in money)3 (688.64)consecutive losses (loss in money)6 (-1452.09)
Maximalconsecutive profit (count of wins)2869.35 (1)consecutive loss (count of losses)-1452.09 (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 stop1410.991.307490.000000.00000
732012.04.06 07:30modify1410.991.307491.307761.30649
742012.04.06 07:30sell1410.991.307491.307761.30649
752012.04.06 07:30modify1410.991.307491.307501.30623
762012.04.06 07:30s/l1410.991.307501.307501.30623-10.9911200.50
772012.04.06 07:30sell stop1510.981.307630.000000.00000
782012.04.06 07:30modify1510.981.307631.307901.30663
792012.04.06 07:31modify1510.981.308001.308271.30700
802012.04.06 07:31modify1510.981.308351.308621.30735
812012.04.06 07:31sell1510.981.308351.308621.30735
822012.04.06 07:31s/l1510.981.308621.308621.30735-296.4610904.04
832012.05.18 14:04sell stop1610.691.277910.000000.00000
842012.05.18 14:04modify1610.691.277911.278181.27691
852012.05.18 14:04sell1610.691.277911.278181.27691
862012.05.18 14:04modify1610.691.277911.277941.27667
872012.05.18 14:04modify1610.691.277911.277531.27626
882012.05.18 14:04modify1610.691.277911.277031.27576
892012.05.18 14:05s/l1610.691.277031.277031.27576940.7211844.76
902012.05.30 06:00sell stop1711.611.246400.000000.00000
912012.05.30 06:00modify1711.611.246401.246671.24540
922012.05.30 06:00modify1711.611.246721.246991.24572
932012.05.30 06:00sell1711.611.246721.246991.24572
942012.05.30 06:00modify1711.611.246721.246721.24545
952012.05.30 06:00modify1711.611.246721.246421.24515
962012.05.30 06:00modify1711.611.246721.245931.24466
972012.05.30 06:00s/l1711.611.245931.245931.24466917.1912761.95
982012.05.30 06:00sell stop1812.511.245600.000000.00000
992012.05.30 06:00modify1812.511.245601.245871.24460
1002012.05.30 06:00sell1812.511.245601.245871.24460
1012012.05.30 06:00s/l1812.511.245871.245871.24460-337.7712424.18
1022012.05.30 06:00sell stop1912.181.245880.000000.00000
1032012.05.30 06:00modify1912.181.245881.246151.24488
1042012.05.30 06:00sell1912.181.245881.246151.24488
1052012.05.30 06:00s/l1912.181.246151.246151.24488-328.8612095.32
1062012.05.30 06:00sell stop2011.851.246380.000000.00000
1072012.05.30 06:00modify2011.851.246381.246651.24538
1082012.05.30 06:00sell2011.851.246381.246651.24538
1092012.05.30 06:00s/l2011.851.246651.246651.24538-319.9511775.37
1102012.05.30 06:00sell stop2111.541.246230.000000.00000
1112012.05.30 06:00modify2111.541.246231.246501.24523
1122012.05.30 06:00modify2111.541.246781.247051.24578
1132012.05.30 06:00sell2111.541.246781.247051.24578
1142012.05.30 06:01modify2111.541.246781.246711.24544
1152012.05.30 06:01s/l2111.541.246711.246711.2454480.7811856.15
1162012.06.28 22:00sell stop2211.621.255060.000000.00000
1172012.06.28 22:00modify2211.621.255061.255331.25406
1182012.06.28 22:00sell2211.621.255061.255331.25406
1192012.06.28 22:00modify2211.621.255061.255011.25374
1202012.06.28 22:00modify2211.621.255061.254701.25343
1212012.06.28 22:00s/l2211.621.254701.254701.25343418.3212274.47
1222012.06.28 22:00sell stop2312.031.254760.000000.00000
1232012.06.28 22:00modify2312.031.254761.255031.25376
1242012.06.28 22:01modify2312.031.255401.255671.25440
1252012.06.28 22:01sell2312.031.255401.255671.25440
1262012.06.28 22:01s/l2312.031.255671.255671.25440-324.8111949.66
1272012.06.28 22:01sell stop2411.711.258390.000000.00000
1282012.06.28 22:01modify2411.711.258391.258661.25739
1292012.06.28 22:01modify2411.711.259181.259451.25818
1302012.06.28 22:01modify2411.711.260261.260531.25926
1312012.06.28 22:02modify2411.711.260511.260781.25951
1322012.06.28 22:02modify2411.711.261021.261291.26002
1332012.06.28 22:02modify2411.711.261841.262111.26084
1342012.06.28 22:02modify2411.711.262211.262481.26121
1352012.06.28 22:02sell2411.711.262211.262481.26121
1362012.06.28 22:02s/l2411.711.262481.262481.26121-316.1711633.49
1372012.07.25 02:00sell stop2511.401.209540.000000.00000
1382012.07.25 02:00modify2511.401.209541.209811.20854
1392012.07.25 02:00modify2511.401.209901.210171.20890
1402012.07.25 02:00modify2511.401.210141.210411.20914
1412012.07.25 02:01modify2511.401.210431.210701.20943
1422012.07.25 02:01sell2511.401.210431.210701.20943
1432012.07.25 02:01modify2511.401.210431.210411.20914
1442012.07.25 02:01modify2511.401.210431.210131.20886
1452012.07.25 02:01modify2511.401.210431.209901.20863
1462012.07.25 02:01modify2511.401.210431.209551.20828
1472012.07.25 02:01s/l2511.401.209551.209551.208281003.2012636.69
1482012.08.02 07:36sell stop2612.381.240140.000000.00000
1492012.08.02 07:36modify2612.381.240141.240411.23914
1502012.08.02 07:36sell2612.381.240141.240411.23914
1512012.08.02 07:36s/l2612.381.240411.240411.23914-334.2612302.43
1522012.08.02 07:36sell stop2712.061.240150.000000.00000
1532012.08.02 07:36modify2712.061.240151.240421.23915
1542012.08.02 07:36sell2712.061.240151.240421.23915
1552012.08.02 07:36modify2712.061.240151.240161.23889
1562012.08.02 07:37modify2712.061.240151.239831.23856
1572012.08.02 07:37s/l2712.061.239831.239831.23856385.9212688.35
1582012.09.12 03:07sell stop2812.431.286460.000000.00000
1592012.09.12 03:07modify2812.431.286461.286731.28546
1602012.09.12 03:07modify2812.431.287041.287311.28604
1612012.09.12 03:07sell2812.431.287041.287311.28604
1622012.09.12 03:07modify2812.431.287041.286771.28550
1632012.09.12 03:07modify2812.431.287041.286201.28493
1642012.09.12 03:07modify2812.431.287041.285941.28467
1652012.09.12 03:08modify2812.431.287041.285711.28444
1662012.09.12 03:08modify2812.431.287041.285351.28408
1672012.09.12 03:08s/l2812.431.285351.285351.284082100.6714789.02
1682012.09.13 11:30buy stop2914.491.285970.000000.00000
1692012.09.13 11:30modify2914.491.285971.285701.28697
1702012.09.13 11:30buy2914.491.285971.285701.28697
1712012.09.13 11:30s/l2914.491.285701.285701.28697-391.2314397.79
1722012.09.13 11:30buy stop3014.111.286250.000000.00000
1732012.09.13 11:30modify3014.111.286251.285981.28725
1742012.09.13 11:30buy3014.111.286251.285981.28725
1752012.09.13 11:30modify3014.111.286251.286221.28749
1762012.09.13 11:30s/l3014.111.286221.286221.28749-42.3314355.46
1772012.09.13 11:30buy stop3114.071.286550.000000.00000
1782012.09.13 11:30modify3114.071.286551.286281.28755
1792012.09.13 11:30buy3114.071.286551.286281.28755
1802012.09.13 11:30modify3114.071.286551.286601.28787
1812012.09.13 11:30s/l3114.071.286601.286601.2878770.3514425.81
1822012.09.13 11:30buy stop3214.141.286870.000000.00000
1832012.09.13 11:30modify3214.141.286871.286601.28787
1842012.09.13 11:30buy3214.141.286871.286601.28787
1852012.09.13 11:30modify3214.141.286871.286941.28821
1862012.09.13 11:30s/l3214.141.286941.286941.2882198.9814524.79
1872012.09.13 11:30buy stop3314.231.287190.000000.00000
1882012.09.13 11:30modify3314.231.287191.286921.28819
1892012.09.13 11:30buy3314.231.287191.286921.28819
1902012.09.13 11:30modify3314.231.287191.287401.28867
1912012.09.13 11:30s/l3314.231.287401.287401.28867298.8314823.62
1922012.09.13 11:30buy stop3414.531.287670.000000.00000
1932012.09.13 11:30modify3414.531.287671.287401.28867
1942012.09.13 11:31buy3414.531.287671.287401.28867
1952012.09.13 11:31s/l3414.531.287401.287401.28867-392.3114431.31
1962012.09.13 11:31sell stop3514.141.290850.000000.00000
1972012.09.13 11:31modify3514.141.290851.291121.28985
1982012.09.13 11:31sell3514.141.290851.291121.28985
1992012.09.13 11:31s/l3514.141.291121.291121.28985-381.7814049.53
2002012.09.13 11:31sell stop3613.771.290950.000000.00000
2012012.09.13 11:31modify3613.771.290951.291221.28995
2022012.09.13 11:31sell3613.771.290951.291221.28995
2032012.09.13 11:31modify3613.771.290951.290351.28908
2042012.09.13 11:31s/l3613.771.290351.290351.28908826.2014875.73
2052012.09.13 11:31sell stop3714.581.290420.000000.00000
2062012.09.13 11:31modify3714.581.290421.290691.28942
2072012.09.13 11:32sell3714.581.290421.290691.28942
2082012.09.13 11:32s/l3714.581.290691.290691.28942-393.6614482.07
2092012.09.13 11:32sell stop3814.191.293080.000000.00000
2102012.09.13 11:32modify3814.191.293081.293351.29208
2112012.09.13 11:32modify3814.191.294651.294921.29365
2122012.09.13 11:32sell3814.191.294651.294921.29365
2132012.09.13 11:32s/l3814.191.294921.294921.29365-383.1314098.94
2142012.09.13 11:32sell stop3913.821.294660.000000.00000
2152012.09.13 11:32modify3913.821.294661.294931.29366
2162012.09.13 11:32sell3913.821.294661.294931.29366
2172012.09.13 11:32s/l3913.821.294931.294931.29366-373.1413725.80
2182012.09.13 11:32sell stop4013.451.294660.000000.00000
2192012.09.13 11:32modify4013.451.294661.294931.29366
2202012.09.13 11:32sell4013.451.294661.294931.29366
2212012.09.13 11:32modify4013.451.294661.294521.29325
2222012.09.13 11:32s/l4013.451.294521.294521.29325188.3013914.10
2232012.09.13 11:32sell stop4113.641.294070.000000.00000
2242012.09.13 11:32modify4113.641.294071.294341.29307
2252012.09.13 11:32sell4113.641.294071.294341.29307
2262012.09.13 11:32modify4113.641.294071.294091.29282
2272012.09.13 11:32s/l4113.641.294091.294091.29282-27.2813886.82
2282012.09.13 11:32sell stop4213.611.294060.000000.00000
2292012.09.13 11:32modify4213.611.294061.294331.29306
2302012.09.13 11:33sell4213.611.294061.294331.29306
2312012.09.13 11:33s/l4213.611.294331.294331.29306-367.4713519.35
2322012.09.13 11:34buy stop4313.251.290340.000000.00000
2332012.09.13 11:34modify4313.251.290341.290071.29134
2342012.09.13 11:34buy4313.251.290341.290071.29134
2352012.09.13 11:34modify4313.251.290341.290331.29160
2362012.09.13 11:34s/l4313.251.290331.290331.29160-13.2513506.10
2372012.09.13 11:34buy stop4413.241.290390.000000.00000
2382012.09.13 11:34modify4413.241.290391.290121.29139
2392012.09.13 11:34buy4413.241.290391.290121.29139
2402012.09.13 11:34s/l4413.241.290121.290121.29139-357.4813148.62
2412012.09.13 11:34buy stop4512.891.290010.000000.00000
2422012.09.13 11:34modify4512.891.290011.289741.29101
2432012.09.13 11:34buy4512.891.290011.289741.29101
2442012.09.13 11:34s/l4512.891.289741.289741.29101-348.0312800.59
2452012.09.13 11:34buy stop4612.541.289760.000000.00000
2462012.09.13 11:34modify4612.541.289761.289491.29076
2472012.09.13 11:34buy4612.541.289761.289491.29076
2482012.09.13 11:34s/l4612.541.289491.289491.29076-338.5812462.01
2492012.09.13 11:34buy stop4712.211.289700.000000.00000
2502012.09.13 11:34modify4712.211.289701.289431.29070
2512012.09.13 11:34buy4712.211.289701.289431.29070
2522012.09.13 11:34modify4712.211.289701.289991.29126
2532012.09.13 11:34modify4712.211.289701.290581.29185
2542012.09.13 11:34modify4712.211.289701.290891.29216
2552012.09.13 11:34modify4712.211.289701.291191.29246
2562012.09.13 11:34modify4712.211.289701.291481.29275
2572012.09.13 11:34modify4712.211.289701.292051.29332
2582012.09.13 11:34s/l4712.211.292051.292051.293322869.3515331.36