Strategy Tester Report
BFScalperPRO_v1.0
Alpari-ECN-Demo (Build 1170)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 1999.01.05 13:00 - 2019.01.24 20:00 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MM="==== Risk Management ===="; FixedLots=0.1; AutoMM=0; GS="==== General Settings ===="; Magic=656565; EA_Coment="SSPMT4"; MaxSpread=3; Slippage=2; TicksTrade=true; StealthMode=false; EmergencyStopDist=50; StopLoss=80; TakeProfit=100; BandPeriod=7; MaxBreakEntry=17; BandBreakEntry=2; BandBreakExit=1; ATR_TF_FL=15; ATR_Per_FL=5; MaxATR_FL=60; ExitProfitOnReverse=7; Reverse_Bar_TF=1; UseTrendFilter=false; MA_Fast_Period=15; MA_Slow_Period=30; MA_Trend_TF=15; Trend_Impulse=5; ATR="==== Dynamic SL & TP ===="; Use_ATR_Profit=false; ATR_Profit_Factor=0.115; Use_ATR_Stop=true; ATR_SL_Factor=2.4; ATR_TF_SL=60; ATR_Per_SL=14; TR="==== Time Restrictions ===="; TimeRestriction=true; CTHour1=0; CTHour2=23; CTHour3=23; CTHour4=55; CTHour5=55; CTHour6=55; CTHour7=55; CTHour8=55; CTHour9=55; CTHour10=55; DR="==== Daily Restrictions ===="; MondayTrading=true; TuesdayTrading=true; WednesdayTrading=true; ThursdayTrading=true; FridayTrading=true; SaturdayTrading=true; SundayTrading=true; SF="==== Wednesday Swap Filter ===="; WednesdaySwapFilter=true; MaxNegSwapPips=-0.5; RF="==== Rollover Time & Spread Filter ===="; RolloverTimeFilter=true; MinutesBefore=5; MinutesAfter=10; x_MaxSpreadFilter=true; x_MaxSpread=2; NN="==== Notifications ===="; EMAIL_Notification=false; PUSH_Notification=false; G="===== GMT Settings ===="; GMT_Offset=2; Calculate_DST=true; NF="==== News Filter Settings ===="; Avoid_News=false; Include_Medium_News=false; Filter_NFP_FOMC_ONLY=false; Wait_Before_News=30; Wait_After_News=30; FE="==== Friday Exit ===="; FridayExit=false; ExitHourFr=21; LastTradeHour=19; | ||||
| Bars in test | 496497 | Ticks modelled | 204353294 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 300.00 | Spread | 10 | ||
| Total net profit | 17711.44 | Gross profit | 32690.45 | Gross loss | -14979.01 |
| Profit factor | 2.18 | Expected payoff | 3.20 | ||
| Absolute drawdown | 35.00 | Maximal drawdown | 478.27 (3.47%) | Relative drawdown | 16.26% (71.23) |
| Total trades | 5529 | Short positions (won %) | 2690 (85.91%) | Long positions (won %) | 2839 (80.63%) |
| Profit trades (% of total) | 4600 (83.20%) | Loss trades (% of total) | 929 (16.80%) | ||
| Largest | profit trade | 100.69 | loss trade | -114.90 | |
| Average | profit trade | 7.11 | loss trade | -16.12 | |
| Maximum | consecutive wins (profit in money) | 73 (596.74) | consecutive losses (loss in money) | 5 (-102.01) | |
| Maximal | consecutive profit (count of wins) | 596.74 (73) | consecutive loss (count of losses) | -204.07 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
