Strategy Tester Report
Daily Scalping EA v1.0chris
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2007.02.12 00:00 - 2007.02.16 22:00 (2007.02.11 - 2007.02.17) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | GMT_Shift=0; TakeProfit=999; StopLoss=40; HourToCloseOrders=17; SundayCandleExists=false; Lots=1; UseMoneyManagement=false; Risk=2; Slippage=3; MaxLossesTradesPerDay=4; BreakEvenAfterPips=40; TrailingStop_Setting="---------- Trail Management Settings"; TrailingStopType=2; TrailingStop=0; | ||||
| Bars in test | 16512 | Ticks modelled | 42258 | Modelling quality | 90.00% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 2670.00 | Gross profit | 2960.00 | Gross loss | -290.00 |
| Profit factor | 10.21 | Expected payoff | 296.67 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 290.00 (2.78%) | Relative drawdown | 2.78% (290.00) |
| Total trades | 9 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
| Largest | profit trade | 1479.99 | loss trade | -290.00 | |
| Average | profit trade | 370.00 | loss trade | -290.00 | |
| Maximum | consecutive wins (profit in money) | 4 (2519.99) | consecutive losses (loss in money) | 1 (-290.00) | |
| Maximal | consecutive profit (count of wins) | 2519.99 (4) | consecutive loss (count of losses) | -290.00 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2007.02.12 00:00 | buy | 1 | 1.00 | 1.9519 | 1.9479 | 2.0518 | ||
| 2 | 2007.02.12 07:14 | modify | 1 | 1.00 | 1.9519 | 1.9519 | 2.0518 | ||
| 3 | 2007.02.12 08:54 | s/l | 1 | 1.00 | 1.9519 | 1.9519 | 2.0518 | 0.00 | 10000.00 |
| 4 | 2007.02.12 08:54 | sell | 2 | 1.00 | 1.9517 | 1.9557 | 1.8518 | ||
| 5 | 2007.02.12 10:30 | modify | 2 | 1.00 | 1.9517 | 1.9517 | 1.8518 | ||
| 6 | 2007.02.12 17:00 | close | 2 | 1.00 | 1.9473 | 1.9517 | 1.8518 | 440.00 | 10440.00 |
| 7 | 2007.02.13 00:00 | buy | 3 | 1.00 | 1.9458 | 1.9418 | 2.0457 | ||
| 8 | 2007.02.13 06:13 | modify | 3 | 1.00 | 1.9458 | 1.9458 | 2.0457 | ||
| 9 | 2007.02.13 10:29 | s/l | 3 | 1.00 | 1.9458 | 1.9458 | 2.0457 | 0.01 | 10440.01 |
| 10 | 2007.02.13 10:29 | sell | 4 | 1.00 | 1.9454 | 1.9494 | 1.8455 | ||
| 11 | 2007.02.13 10:44 | modify | 4 | 1.00 | 1.9454 | 1.9454 | 1.8455 | ||
| 12 | 2007.02.13 14:30 | s/l | 4 | 1.00 | 1.9454 | 1.9454 | 1.8455 | 0.00 | 10440.01 |
| 13 | 2007.02.13 14:30 | buy | 5 | 1.00 | 1.9455 | 1.9415 | 2.0454 | ||
| 14 | 2007.02.13 17:00 | close | 5 | 1.00 | 1.9426 | 1.9415 | 2.0454 | -290.00 | 10150.01 |
| 15 | 2007.02.14 00:00 | buy | 6 | 1.00 | 1.9461 | 1.9421 | 2.0460 | ||
| 16 | 2007.02.14 08:44 | modify | 6 | 1.00 | 1.9461 | 1.9461 | 2.0460 | ||
| 17 | 2007.02.14 17:00 | close | 6 | 1.00 | 1.9609 | 1.9461 | 2.0460 | 1479.99 | 11630.00 |
| 18 | 2007.02.15 00:00 | buy | 7 | 1.00 | 1.9631 | 1.9591 | 2.0630 | ||
| 19 | 2007.02.15 09:47 | modify | 7 | 1.00 | 1.9631 | 1.9631 | 2.0630 | ||
| 20 | 2007.02.15 10:30 | s/l | 7 | 1.00 | 1.9631 | 1.9631 | 2.0630 | 0.00 | 11630.00 |
| 21 | 2007.02.15 10:30 | sell | 8 | 1.00 | 1.9631 | 1.9671 | 1.8632 | ||
| 22 | 2007.02.15 10:31 | modify | 8 | 1.00 | 1.9631 | 1.9631 | 1.8632 | ||
| 23 | 2007.02.15 17:00 | close | 8 | 1.00 | 1.9539 | 1.9631 | 1.8632 | 920.00 | 12550.00 |
| 24 | 2007.02.16 00:00 | sell | 9 | 1.00 | 1.9507 | 1.9547 | 1.8508 | ||
| 25 | 2007.02.16 15:12 | modify | 9 | 1.00 | 1.9507 | 1.9507 | 1.8508 | ||
| 26 | 2007.02.16 17:00 | close | 9 | 1.00 | 1.9495 | 1.9507 | 1.8508 | 120.00 | 12670.00 |