EA review - SFE Night Scalper
| Rating total: | |
| Backtests: | |
| Live performance: | |
| Risk control: | |
| Customizability: | |
| Price: |
| Vendor link | Price: | $100 (2022.11.17) |
| Trading strategy: | Night Scalper |
| Vendor live account: | Yes |
| Own live account: | No |
| Latest tested version: | v6.0 |
| Latest tested date: | 2019.10.25 |
| Risk factors: | News, flash crashes, broker dependent |
SFE Night Scalper is an old member of the SFE EA family. With over 4 years of live history, this asian scalper has one of the longest history public track record for this type of strategy.
SFE Night Scalper uses a mean-reversion strategy on M5 time frame and trades around the end of the NY and start of the Asian session. The most important timeframe for this strategy is the hour directly after the rollover, when the spreads are the highest. All pairs trade here and only a few trade before or right after this hour.
We recommended to check out our spread compare tool to find a broker with the lowest spreads during this timeframe.
It use pending orders to enter the market and partial exits on many trades to close the trades.
There is no news filter available currently.
With the recently released version 5.x, the author made a general review of his EA.
Sadly he removed to possibility to test more than a single hour in a backtests. To make a backtest for the hours 21 till 0, we had to create 4 independent backtests. A single backtests would produce diffferent results.
UPDATE 25th October 2019: We tested v6.0 and we can see a improved performance on the backtests from the year 2015. It seems the author optimized this period. We uppered the backtest rating from 2 to 3 points.
Our opinion
The live performance is the most important factor and SFE Night Scalper proofed that it's profitable on long term. However some backtests are really bad (while a few are quite good). This could be the results of the higher Dukascopy spreads. So this strategy is highly broker dependend and not very scalable. Higher lot sizes will lead to more slippage (due to low liquidity in the hour after the rollover time), which could end up in a much lower profitable or even unprofitable result.Live performance
Fixed lot size backtests
Why do we use fixed lot size (0.1 lots)? Check our educational page.
Dukascopy| Symbol | AUDCAD (Australian Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728732 | Ticks modelled | 183179278 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 409.64 | Gross profit | 3645.93 | Gross loss | -3236.29 |
| Profit factor | 1.13 | Expected payoff | 0.27 | ||
| Absolute drawdown | 139.88 | Maximal drawdown | 351.08 (3.42%) | Relative drawdown | 3.42% (351.08) |
| Total trades | 1518 | Short positions (won %) | 691 (51.66%) | Long positions (won %) | 827 (52.72%) |
| Profit trades (% of total) | 793 (52.24%) | Loss trades (% of total) | 725 (47.76%) | ||
| Largest | profit trade | 27.58 | loss trade | -65.80 | |
| Average | profit trade | 4.60 | loss trade | -4.46 | |
| Maximum | consecutive wins (profit in money) | 26 (214.85) | consecutive losses (loss in money) | 23 (-36.87) | |
| Maximal | consecutive profit (count of wins) | 214.85 (26) | consecutive loss (count of losses) | -208.63 (8) | |
| Average | consecutive wins | 5 | consecutive losses | 5 | |
| Symbol | AUDCAD (Australian Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=1; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728732 | Ticks modelled | 183179278 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 678.27 | Gross profit | 3482.47 | Gross loss | -2804.20 |
| Profit factor | 1.24 | Expected payoff | 0.40 | ||
| Absolute drawdown | 80.21 | Maximal drawdown | 482.01 (4.63%) | Relative drawdown | 4.63% (482.01) |
| Total trades | 1704 | Short positions (won %) | 940 (50.85%) | Long positions (won %) | 764 (46.34%) |
| Profit trades (% of total) | 832 (48.83%) | Loss trades (% of total) | 872 (51.17%) | ||
| Largest | profit trade | 25.17 | loss trade | -71.04 | |
| Average | profit trade | 4.19 | loss trade | -3.22 | |
| Maximum | consecutive wins (profit in money) | 23 (205.86) | consecutive losses (loss in money) | 31 (-93.77) | |
| Maximal | consecutive profit (count of wins) | 205.86 (23) | consecutive loss (count of losses) | -145.29 (12) | |
| Average | consecutive wins | 5 | consecutive losses | 5 | |
| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728030 | Ticks modelled | 149104406 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 526.67 | Gross profit | 6344.22 | Gross loss | -5817.55 |
| Profit factor | 1.09 | Expected payoff | 0.13 | ||
| Absolute drawdown | 482.26 | Maximal drawdown | 901.87 (8.66%) | Relative drawdown | 8.66% (901.87) |
| Total trades | 4175 | Short positions (won %) | 1611 (66.54%) | Long positions (won %) | 2564 (55.73%) |
| Profit trades (% of total) | 2501 (59.90%) | Loss trades (% of total) | 1674 (40.10%) | ||
| Largest | profit trade | 37.39 | loss trade | -135.61 | |
| Average | profit trade | 2.54 | loss trade | -3.48 | |
| Maximum | consecutive wins (profit in money) | 50 (161.86) | consecutive losses (loss in money) | 24 (-30.15) | |
| Maximal | consecutive profit (count of wins) | 166.70 (24) | consecutive loss (count of losses) | -233.25 (11) | |
| Average | consecutive wins | 6 | consecutive losses | 4 | |
| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=1; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728030 | Ticks modelled | 149104406 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | -282.75 | Gross profit | 6729.15 | Gross loss | -7011.90 |
| Profit factor | 0.96 | Expected payoff | -0.07 | ||
| Absolute drawdown | 1044.53 | Maximal drawdown | 1368.19 (13.25%) | Relative drawdown | 13.25% (1368.19) |
| Total trades | 3999 | Short positions (won %) | 1722 (57.96%) | Long positions (won %) | 2277 (55.12%) |
| Profit trades (% of total) | 2253 (56.34%) | Loss trades (% of total) | 1746 (43.66%) | ||
| Largest | profit trade | 36.09 | loss trade | -108.26 | |
| Average | profit trade | 2.99 | loss trade | -4.02 | |
| Maximum | consecutive wins (profit in money) | 44 (144.89) | consecutive losses (loss in money) | 30 (-112.59) | |
| Maximal | consecutive profit (count of wins) | 157.50 (10) | consecutive loss (count of losses) | -279.94 (10) | |
| Average | consecutive wins | 6 | consecutive losses | 5 | |
| Symbol | CADCHF (Canadian Dollar vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="CADCHF;CHFJPY;EURAUD;EURCAD;EURCHF;EURNZD;GBPAUD;GBPCAD;GBPCHF;GBPNZD;GBPUSD;NZDCAD;USDCHF;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;21;0;0;0;21;0;0;0;0;0;0;0;23"; End_Trade_Hour_List="0;1;0;0;1;0;0;0;1;1;0;1;0;1"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=3.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728004 | Ticks modelled | 137663856 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 266.62 | Gross profit | 1953.64 | Gross loss | -1687.02 |
| Profit factor | 1.16 | Expected payoff | 0.41 | ||
| Absolute drawdown | 261.15 | Maximal drawdown | 727.93 (6.90%) | Relative drawdown | 6.90% (727.93) |
| Total trades | 646 | Short positions (won %) | 325 (52.92%) | Long positions (won %) | 321 (52.96%) |
| Profit trades (% of total) | 342 (52.94%) | Loss trades (% of total) | 304 (47.06%) | ||
| Largest | profit trade | 51.42 | loss trade | -181.39 | |
| Average | profit trade | 5.71 | loss trade | -5.55 | |
| Maximum | consecutive wins (profit in money) | 27 (36.99) | consecutive losses (loss in money) | 17 (-21.39) | |
| Maximal | consecutive profit (count of wins) | 418.90 (23) | consecutive loss (count of losses) | -516.36 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 5 | |
| Symbol | CADCHF (Canadian Dollar vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=1; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728004 | Ticks modelled | 137663856 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 54.14 | Gross profit | 1629.61 | Gross loss | -1575.47 |
| Profit factor | 1.03 | Expected payoff | 0.10 | ||
| Absolute drawdown | 256.56 | Maximal drawdown | 607.01 (5.86%) | Relative drawdown | 5.86% (607.01) |
| Total trades | 533 | Short positions (won %) | 388 (62.63%) | Long positions (won %) | 145 (48.28%) |
| Profit trades (% of total) | 313 (58.72%) | Loss trades (% of total) | 220 (41.28%) | ||
| Largest | profit trade | 34.67 | loss trade | -173.31 | |
| Average | profit trade | 5.21 | loss trade | -7.16 | |
| Maximum | consecutive wins (profit in money) | 35 (283.99) | consecutive losses (loss in money) | 14 (-20.06) | |
| Maximal | consecutive profit (count of wins) | 343.98 (30) | consecutive loss (count of losses) | -345.41 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 4 | |
| Symbol | CHFJPY (Swiss Frank vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="CADCHF;CHFJPY;EURAUD;EURCAD;EURCHF;EURNZD;GBPAUD;GBPCAD;GBPCHF;GBPNZD;GBPUSD;NZDCAD;USDCHF;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;21;0;0;0;21;0;0;0;0;0;0;0;23"; End_Trade_Hour_List="0;1;0;0;1;0;0;0;1;1;0;1;0;1"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=21; param4="The expert won't open market orders above this spread."; Max_Spread_pt=3.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729255 | Ticks modelled | 198112243 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 1410.57 | Gross profit | 5658.82 | Gross loss | -4248.25 |
| Profit factor | 1.33 | Expected payoff | 0.45 | ||
| Absolute drawdown | 165.97 | Maximal drawdown | 766.84 (7.22%) | Relative drawdown | 7.22% (766.84) |
| Total trades | 3108 | Short positions (won %) | 1583 (56.54%) | Long positions (won %) | 1525 (56.92%) |
| Profit trades (% of total) | 1763 (56.72%) | Loss trades (% of total) | 1345 (43.28%) | ||
| Largest | profit trade | 61.38 | loss trade | -145.24 | |
| Average | profit trade | 3.21 | loss trade | -3.16 | |
| Maximum | consecutive wins (profit in money) | 39 (127.29) | consecutive losses (loss in money) | 31 (-62.98) | |
| Maximal | consecutive profit (count of wins) | 176.59 (31) | consecutive loss (count of losses) | -296.59 (5) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| Symbol | CHFJPY (Swiss Frank vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="CADCHF;CHFJPY;EURAUD;EURCAD;EURCHF;EURNZD;GBPAUD;GBPCAD;GBPCHF;GBPNZD;GBPUSD;NZDCAD;USDCHF;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;21;0;0;0;21;0;0;0;0;0;0;0;23"; End_Trade_Hour_List="0;1;0;0;1;0;0;0;1;1;0;1;0;1"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=22; param4="The expert won't open market orders above this spread."; Max_Spread_pt=3.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729255 | Ticks modelled | 198112243 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 1139.96 | Gross profit | 4356.22 | Gross loss | -3216.26 |
| Profit factor | 1.35 | Expected payoff | 0.43 | ||
| Absolute drawdown | 195.62 | Maximal drawdown | 421.58 (4.04%) | Relative drawdown | 4.04% (421.58) |
| Total trades | 2637 | Short positions (won %) | 1367 (52.38%) | Long positions (won %) | 1270 (63.07%) |
| Profit trades (% of total) | 1517 (57.53%) | Loss trades (% of total) | 1120 (42.47%) | ||
| Largest | profit trade | 31.39 | loss trade | -156.04 | |
| Average | profit trade | 2.87 | loss trade | -2.87 | |
| Maximum | consecutive wins (profit in money) | 42 (132.60) | consecutive losses (loss in money) | 23 (-158.68) | |
| Maximal | consecutive profit (count of wins) | 146.63 (16) | consecutive loss (count of losses) | -161.32 (22) | |
| Average | consecutive wins | 6 | consecutive losses | 4 | |
| Symbol | CHFJPY (Swiss Frank vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="CADCHF;CHFJPY;EURAUD;EURCAD;EURCHF;EURNZD;GBPAUD;GBPCAD;GBPCHF;GBPNZD;GBPUSD;NZDCAD;USDCHF;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;21;0;0;0;21;0;0;0;0;0;0;0;23"; End_Trade_Hour_List="0;1;0;0;1;0;0;0;1;1;0;1;0;1"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=23; param4="The expert won't open market orders above this spread."; Max_Spread_pt=3.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729255 | Ticks modelled | 198112243 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 600.70 | Gross profit | 3507.56 | Gross loss | -2906.86 |
| Profit factor | 1.21 | Expected payoff | 0.29 | ||
| Absolute drawdown | 398.32 | Maximal drawdown | 481.30 (4.77%) | Relative drawdown | 4.77% (481.30) |
| Total trades | 2097 | Short positions (won %) | 1197 (48.54%) | Long positions (won %) | 900 (57.67%) |
| Profit trades (% of total) | 1100 (52.46%) | Loss trades (% of total) | 997 (47.54%) | ||
| Largest | profit trade | 34.70 | loss trade | -112.19 | |
| Average | profit trade | 3.19 | loss trade | -2.92 | |
| Maximum | consecutive wins (profit in money) | 28 (68.91) | consecutive losses (loss in money) | 31 (-161.17) | |
| Maximal | consecutive profit (count of wins) | 155.35 (10) | consecutive loss (count of losses) | -219.95 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| Symbol | CHFJPY (Swiss Frank vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="CADCHF;CHFJPY;EURAUD;EURCAD;EURCHF;EURNZD;GBPAUD;GBPCAD;GBPCHF;GBPNZD;GBPUSD;NZDCAD;USDCHF;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;21;0;0;0;21;0;0;0;0;0;0;0;23"; End_Trade_Hour_List="0;1;0;0;1;0;0;0;1;1;0;1;0;1"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=3.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729255 | Ticks modelled | 198112243 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 1773.99 | Gross profit | 5891.65 | Gross loss | -4117.66 |
| Profit factor | 1.43 | Expected payoff | 0.58 | ||
| Absolute drawdown | 90.11 | Maximal drawdown | 756.26 (7.09%) | Relative drawdown | 7.09% (756.26) |
| Total trades | 3085 | Short positions (won %) | 1711 (56.87%) | Long positions (won %) | 1374 (62.30%) |
| Profit trades (% of total) | 1829 (59.29%) | Loss trades (% of total) | 1256 (40.71%) | ||
| Largest | profit trade | 50.33 | loss trade | -186.82 | |
| Average | profit trade | 3.22 | loss trade | -3.28 | |
| Maximum | consecutive wins (profit in money) | 32 (65.35) | consecutive losses (loss in money) | 23 (-73.49) | |
| Maximal | consecutive profit (count of wins) | 184.78 (27) | consecutive loss (count of losses) | -330.05 (5) | |
| Average | consecutive wins | 6 | consecutive losses | 4 | |
| Symbol | EURAUD (Euro vs Australian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=21; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728575 | Ticks modelled | 252728029 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 807.07 | Gross profit | 6165.22 | Gross loss | -5358.15 |
| Profit factor | 1.15 | Expected payoff | 0.30 | ||
| Absolute drawdown | 2.58 | Maximal drawdown | 806.09 (7.24%) | Relative drawdown | 7.24% (806.09) |
| Total trades | 2692 | Short positions (won %) | 1334 (54.95%) | Long positions (won %) | 1358 (61.05%) |
| Profit trades (% of total) | 1562 (58.02%) | Loss trades (% of total) | 1130 (41.98%) | ||
| Largest | profit trade | 41.94 | loss trade | -160.51 | |
| Average | profit trade | 3.95 | loss trade | -4.74 | |
| Maximum | consecutive wins (profit in money) | 42 (112.16) | consecutive losses (loss in money) | 26 (-163.70) | |
| Maximal | consecutive profit (count of wins) | 214.19 (12) | consecutive loss (count of losses) | -395.91 (4) | |
| Average | consecutive wins | 6 | consecutive losses | 4 | |
| Symbol | EURAUD (Euro vs Australian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=22; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728575 | Ticks modelled | 252728029 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 488.56 | Gross profit | 6048.99 | Gross loss | -5560.43 |
| Profit factor | 1.09 | Expected payoff | 0.20 | ||
| Absolute drawdown | 560.42 | Maximal drawdown | 867.29 (8.41%) | Relative drawdown | 8.41% (867.29) |
| Total trades | 2468 | Short positions (won %) | 1261 (56.86%) | Long positions (won %) | 1207 (58.57%) |
| Profit trades (% of total) | 1424 (57.70%) | Loss trades (% of total) | 1044 (42.30%) | ||
| Largest | profit trade | 39.71 | loss trade | -141.96 | |
| Average | profit trade | 4.25 | loss trade | -5.33 | |
| Maximum | consecutive wins (profit in money) | 37 (93.36) | consecutive losses (loss in money) | 27 (-56.64) | |
| Maximal | consecutive profit (count of wins) | 207.13 (20) | consecutive loss (count of losses) | -337.76 (8) | |
| Average | consecutive wins | 6 | consecutive losses | 4 | |
| Symbol | EURAUD (Euro vs Australian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=23; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728575 | Ticks modelled | 252728029 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 1319.63 | Gross profit | 4737.78 | Gross loss | -3418.15 |
| Profit factor | 1.39 | Expected payoff | 0.75 | ||
| Absolute drawdown | 97.71 | Maximal drawdown | 338.63 (3.11%) | Relative drawdown | 3.29% (336.74) |
| Total trades | 1749 | Short positions (won %) | 841 (52.20%) | Long positions (won %) | 908 (60.57%) |
| Profit trades (% of total) | 989 (56.55%) | Loss trades (% of total) | 760 (43.45%) | ||
| Largest | profit trade | 41.47 | loss trade | -94.49 | |
| Average | profit trade | 4.79 | loss trade | -4.50 | |
| Maximum | consecutive wins (profit in money) | 30 (125.68) | consecutive losses (loss in money) | 19 (-95.34) | |
| Maximal | consecutive profit (count of wins) | 207.10 (15) | consecutive loss (count of losses) | -199.05 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| Symbol | EURAUD (Euro vs Australian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="CADCHF;CHFJPY;EURAUD;EURCAD;EURCHF;EURNZD;GBPAUD;GBPCAD;GBPCHF;GBPNZD;GBPUSD;NZDCAD;USDCHF;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;21;0;0;0;21;0;0;0;0;0;0;0;23"; End_Trade_Hour_List="0;1;0;0;1;0;0;0;1;1;0;1;0;1"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=3.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728575 | Ticks modelled | 252728029 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 3278.48 | Gross profit | 8379.38 | Gross loss | -5100.90 |
| Profit factor | 1.64 | Expected payoff | 0.81 | ||
| Absolute drawdown | 37.44 | Maximal drawdown | 365.39 (3.10%) | Relative drawdown | 3.10% (365.39) |
| Total trades | 4044 | Short positions (won %) | 2175 (58.48%) | Long positions (won %) | 1869 (67.84%) |
| Profit trades (% of total) | 2540 (62.81%) | Loss trades (% of total) | 1504 (37.19%) | ||
| Largest | profit trade | 44.56 | loss trade | -78.47 | |
| Average | profit trade | 3.30 | loss trade | -3.39 | |
| Maximum | consecutive wins (profit in money) | 52 (414.06) | consecutive losses (loss in money) | 31 (-118.04) | |
| Maximal | consecutive profit (count of wins) | 414.06 (52) | consecutive loss (count of losses) | -165.04 (12) | |
| Average | consecutive wins | 7 | consecutive losses | 4 | |
| Symbol | EURAUD (Euro vs Australian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=1; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728575 | Ticks modelled | 252728029 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 375.46 | Gross profit | 7315.45 | Gross loss | -6939.99 |
| Profit factor | 1.05 | Expected payoff | 0.11 | ||
| Absolute drawdown | 744.36 | Maximal drawdown | 1066.67 (10.33%) | Relative drawdown | 10.33% (1066.67) |
| Total trades | 3388 | Short positions (won %) | 2190 (54.06%) | Long positions (won %) | 1198 (56.18%) |
| Profit trades (% of total) | 1857 (54.81%) | Loss trades (% of total) | 1531 (45.19%) | ||
| Largest | profit trade | 42.14 | loss trade | -130.82 | |
| Average | profit trade | 3.94 | loss trade | -4.53 | |
| Maximum | consecutive wins (profit in money) | 33 (108.44) | consecutive losses (loss in money) | 23 (-73.88) | |
| Maximal | consecutive profit (count of wins) | 181.16 (11) | consecutive loss (count of losses) | -225.39 (15) | |
| Average | consecutive wins | 6 | consecutive losses | 5 | |
| Symbol | EURCAD (Euro vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728623 | Ticks modelled | 234250662 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 811.21 | Gross profit | 2666.60 | Gross loss | -1855.39 |
| Profit factor | 1.44 | Expected payoff | 0.80 | ||
| Absolute drawdown | 182.23 | Maximal drawdown | 248.50 (2.25%) | Relative drawdown | 2.30% (239.04) |
| Total trades | 1015 | Short positions (won %) | 558 (53.41%) | Long positions (won %) | 457 (58.42%) |
| Profit trades (% of total) | 565 (55.67%) | Loss trades (% of total) | 450 (44.33%) | ||
| Largest | profit trade | 32.35 | loss trade | -107.07 | |
| Average | profit trade | 4.72 | loss trade | -4.12 | |
| Maximum | consecutive wins (profit in money) | 29 (361.96) | consecutive losses (loss in money) | 24 (-158.34) | |
| Maximal | consecutive profit (count of wins) | 361.96 (29) | consecutive loss (count of losses) | -172.92 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 5 | |
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=21; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729164 | Ticks modelled | 129247952 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 1133.71 | Gross profit | 3538.67 | Gross loss | -2404.96 |
| Profit factor | 1.47 | Expected payoff | 0.45 | ||
| Absolute drawdown | 103.19 | Maximal drawdown | 400.14 (3.82%) | Relative drawdown | 3.82% (400.14) |
| Total trades | 2525 | Short positions (won %) | 1260 (53.17%) | Long positions (won %) | 1265 (57.23%) |
| Profit trades (% of total) | 1394 (55.21%) | Loss trades (% of total) | 1131 (44.79%) | ||
| Largest | profit trade | 47.46 | loss trade | -160.25 | |
| Average | profit trade | 2.54 | loss trade | -2.13 | |
| Maximum | consecutive wins (profit in money) | 28 (120.22) | consecutive losses (loss in money) | 23 (-8.61) | |
| Maximal | consecutive profit (count of wins) | 120.22 (28) | consecutive loss (count of losses) | -206.49 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=22; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729164 | Ticks modelled | 129247952 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 882.17 | Gross profit | 2702.74 | Gross loss | -1820.57 |
| Profit factor | 1.48 | Expected payoff | 0.44 | ||
| Absolute drawdown | 165.21 | Maximal drawdown | 330.18 (2.98%) | Relative drawdown | 2.98% (330.18) |
| Total trades | 1999 | Short positions (won %) | 1078 (48.70%) | Long positions (won %) | 921 (55.92%) |
| Profit trades (% of total) | 1040 (52.03%) | Loss trades (% of total) | 959 (47.97%) | ||
| Largest | profit trade | 44.21 | loss trade | -104.69 | |
| Average | profit trade | 2.60 | loss trade | -1.90 | |
| Maximum | consecutive wins (profit in money) | 27 (107.56) | consecutive losses (loss in money) | 22 (-25.14) | |
| Maximal | consecutive profit (count of wins) | 130.44 (14) | consecutive loss (count of losses) | -137.60 (15) | |
| Average | consecutive wins | 5 | consecutive losses | 5 | |
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=23; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729164 | Ticks modelled | 129247952 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 212.88 | Gross profit | 1877.62 | Gross loss | -1664.74 |
| Profit factor | 1.13 | Expected payoff | 0.14 | ||
| Absolute drawdown | 61.99 | Maximal drawdown | 476.43 (4.47%) | Relative drawdown | 4.47% (476.43) |
| Total trades | 1485 | Short positions (won %) | 751 (43.68%) | Long positions (won %) | 734 (58.99%) |
| Profit trades (% of total) | 761 (51.25%) | Loss trades (% of total) | 724 (48.75%) | ||
| Largest | profit trade | 46.14 | loss trade | -102.66 | |
| Average | profit trade | 2.47 | loss trade | -2.30 | |
| Maximum | consecutive wins (profit in money) | 27 (19.93) | consecutive losses (loss in money) | 31 (-22.69) | |
| Maximal | consecutive profit (count of wins) | 140.81 (14) | consecutive loss (count of losses) | -222.01 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729164 | Ticks modelled | 129247952 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 739.68 | Gross profit | 3063.90 | Gross loss | -2324.22 |
| Profit factor | 1.32 | Expected payoff | 0.37 | ||
| Absolute drawdown | 188.14 | Maximal drawdown | 670.14 (6.39%) | Relative drawdown | 6.39% (670.14) |
| Total trades | 1985 | Short positions (won %) | 750 (41.47%) | Long positions (won %) | 1235 (67.69%) |
| Profit trades (% of total) | 1147 (57.78%) | Loss trades (% of total) | 838 (42.22%) | ||
| Largest | profit trade | 58.18 | loss trade | -238.25 | |
| Average | profit trade | 2.67 | loss trade | -2.77 | |
| Maximum | consecutive wins (profit in money) | 45 (46.55) | consecutive losses (loss in money) | 22 (-22.46) | |
| Maximal | consecutive profit (count of wins) | 274.87 (10) | consecutive loss (count of losses) | -628.40 (3) | |
| Average | consecutive wins | 6 | consecutive losses | 4 | |
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=1; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729164 | Ticks modelled | 129247952 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | -12.29 | Gross profit | 2518.05 | Gross loss | -2530.34 |
| Profit factor | 1.00 | Expected payoff | -0.01 | ||
| Absolute drawdown | 789.51 | Maximal drawdown | 887.09 (8.79%) | Relative drawdown | 8.79% (887.09) |
| Total trades | 1808 | Short positions (won %) | 940 (46.49%) | Long positions (won %) | 868 (62.10%) |
| Profit trades (% of total) | 976 (53.98%) | Loss trades (% of total) | 832 (46.02%) | ||
| Largest | profit trade | 40.48 | loss trade | -237.29 | |
| Average | profit trade | 2.58 | loss trade | -3.04 | |
| Maximum | consecutive wins (profit in money) | 33 (18.30) | consecutive losses (loss in money) | 24 (-59.29) | |
| Maximal | consecutive profit (count of wins) | 214.85 (16) | consecutive loss (count of losses) | -431.45 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| Symbol | EURCHF (Euro vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=2; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729164 | Ticks modelled | 129247952 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 664.04 | Gross profit | 3332.91 | Gross loss | -2668.87 |
| Profit factor | 1.25 | Expected payoff | 0.27 | ||
| Absolute drawdown | 420.24 | Maximal drawdown | 548.80 (5.42%) | Relative drawdown | 5.42% (548.80) |
| Total trades | 2420 | Short positions (won %) | 1404 (49.36%) | Long positions (won %) | 1016 (56.20%) |
| Profit trades (% of total) | 1264 (52.23%) | Loss trades (% of total) | 1156 (47.77%) | ||
| Largest | profit trade | 35.53 | loss trade | -200.84 | |
| Average | profit trade | 2.64 | loss trade | -2.31 | |
| Maximum | consecutive wins (profit in money) | 34 (25.56) | consecutive losses (loss in money) | 23 (-13.62) | |
| Maximal | consecutive profit (count of wins) | 399.97 (25) | consecutive loss (count of losses) | -240.59 (19) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| Symbol | EURGBP (Euro vs Great Britain Pound ) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729259 | Ticks modelled | 166426912 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 560.85 | Gross profit | 3057.18 | Gross loss | -2496.33 |
| Profit factor | 1.22 | Expected payoff | 0.21 | ||
| Absolute drawdown | 92.24 | Maximal drawdown | 480.04 (4.44%) | Relative drawdown | 4.44% (480.04) |
| Total trades | 2664 | Short positions (won %) | 1133 (58.96%) | Long positions (won %) | 1531 (50.82%) |
| Profit trades (% of total) | 1446 (54.28%) | Loss trades (% of total) | 1218 (45.72%) | ||
| Largest | profit trade | 30.32 | loss trade | -85.90 | |
| Average | profit trade | 2.11 | loss trade | -2.05 | |
| Maximum | consecutive wins (profit in money) | 30 (35.66) | consecutive losses (loss in money) | 33 (-110.96) | |
| Maximal | consecutive profit (count of wins) | 159.76 (25) | consecutive loss (count of losses) | -225.83 (12) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| Symbol | EURNZD (Euro vs New Zealand Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728682 | Ticks modelled | 228882610 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | -424.92 | Gross profit | 12394.90 | Gross loss | -12819.83 |
| Profit factor | 0.97 | Expected payoff | -0.31 | ||
| Absolute drawdown | 1560.22 | Maximal drawdown | 2284.76 (21.30%) | Relative drawdown | 21.30% (2284.76) |
| Total trades | 1362 | Short positions (won %) | 778 (69.28%) | Long positions (won %) | 584 (75.86%) |
| Profit trades (% of total) | 982 (72.10%) | Loss trades (% of total) | 380 (27.90%) | ||
| Largest | profit trade | 46.68 | loss trade | -185.71 | |
| Average | profit trade | 12.62 | loss trade | -33.74 | |
| Maximum | consecutive wins (profit in money) | 43 (537.85) | consecutive losses (loss in money) | 14 (-61.98) | |
| Maximal | consecutive profit (count of wins) | 759.43 (41) | consecutive loss (count of losses) | -547.53 (3) | |
| Average | consecutive wins | 8 | consecutive losses | 3 | |
| Symbol | EURNZD (Euro vs New Zealand Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=1; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728682 | Ticks modelled | 228882610 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | -955.86 | Gross profit | 12823.10 | Gross loss | -13778.97 |
| Profit factor | 0.93 | Expected payoff | -0.61 | ||
| Absolute drawdown | 2111.31 | Maximal drawdown | 2379.60 (23.17%) | Relative drawdown | 23.17% (2379.60) |
| Total trades | 1566 | Short positions (won %) | 1014 (70.22%) | Long positions (won %) | 552 (73.37%) |
| Profit trades (% of total) | 1117 (71.33%) | Loss trades (% of total) | 449 (28.67%) | ||
| Largest | profit trade | 45.65 | loss trade | -176.57 | |
| Average | profit trade | 11.48 | loss trade | -30.69 | |
| Maximum | consecutive wins (profit in money) | 39 (542.75) | consecutive losses (loss in money) | 21 (-130.78) | |
| Maximal | consecutive profit (count of wins) | 542.75 (39) | consecutive loss (count of losses) | -884.81 (7) | |
| Average | consecutive wins | 7 | consecutive losses | 3 | |
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729339 | Ticks modelled | 187801002 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 920.49 | Gross profit | 3477.29 | Gross loss | -2556.80 |
| Profit factor | 1.36 | Expected payoff | 0.38 | ||
| Absolute drawdown | 141.36 | Maximal drawdown | 596.07 (5.70%) | Relative drawdown | 5.70% (596.07) |
| Total trades | 2406 | Short positions (won %) | 1058 (68.81%) | Long positions (won %) | 1348 (63.72%) |
| Profit trades (% of total) | 1587 (65.96%) | Loss trades (% of total) | 819 (34.04%) | ||
| Largest | profit trade | 35.58 | loss trade | -82.73 | |
| Average | profit trade | 2.19 | loss trade | -3.12 | |
| Maximum | consecutive wins (profit in money) | 43 (129.59) | consecutive losses (loss in money) | 28 (-115.38) | |
| Maximal | consecutive profit (count of wins) | 129.59 (43) | consecutive loss (count of losses) | -168.37 (13) | |
| Average | consecutive wins | 7 | consecutive losses | 4 | |
| Symbol | GBPCAD (Great Britain Pound vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728112 | Ticks modelled | 241865157 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 1104.96 | Gross profit | 3386.82 | Gross loss | -2281.86 |
| Profit factor | 1.48 | Expected payoff | 2.55 | ||
| Absolute drawdown | 352.45 | Maximal drawdown | 483.55 (4.62%) | Relative drawdown | 4.62% (483.55) |
| Total trades | 433 | Short positions (won %) | 274 (72.99%) | Long positions (won %) | 159 (78.62%) |
| Profit trades (% of total) | 325 (75.06%) | Loss trades (% of total) | 108 (24.94%) | ||
| Largest | profit trade | 62.05 | loss trade | -133.28 | |
| Average | profit trade | 10.42 | loss trade | -21.13 | |
| Maximum | consecutive wins (profit in money) | 23 (379.38) | consecutive losses (loss in money) | 7 (-82.43) | |
| Maximal | consecutive profit (count of wins) | 379.38 (23) | consecutive loss (count of losses) | -221.18 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| Symbol | GBPCAD (Great Britain Pound vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=1; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728112 | Ticks modelled | 241865157 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 641.81 | Gross profit | 2750.54 | Gross loss | -2108.73 |
| Profit factor | 1.30 | Expected payoff | 1.73 | ||
| Absolute drawdown | 245.34 | Maximal drawdown | 637.93 (5.98%) | Relative drawdown | 5.98% (637.93) |
| Total trades | 370 | Short positions (won %) | 296 (75.34%) | Long positions (won %) | 74 (85.14%) |
| Profit trades (% of total) | 286 (77.30%) | Loss trades (% of total) | 84 (22.70%) | ||
| Largest | profit trade | 41.66 | loss trade | -126.30 | |
| Average | profit trade | 9.62 | loss trade | -25.10 | |
| Maximum | consecutive wins (profit in money) | 48 (673.03) | consecutive losses (loss in money) | 9 (-84.28) | |
| Maximal | consecutive profit (count of wins) | 673.03 (48) | consecutive loss (count of losses) | -365.45 (6) | |
| Average | consecutive wins | 9 | consecutive losses | 3 | |
| Symbol | GBPUSD (Great Britan Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729260 | Ticks modelled | 186042681 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 426.56 | Gross profit | 4449.04 | Gross loss | -4022.48 |
| Profit factor | 1.11 | Expected payoff | 0.20 | ||
| Absolute drawdown | 388.61 | Maximal drawdown | 750.33 (7.09%) | Relative drawdown | 7.09% (750.33) |
| Total trades | 2134 | Short positions (won %) | 935 (61.93%) | Long positions (won %) | 1199 (58.30%) |
| Profit trades (% of total) | 1278 (59.89%) | Loss trades (% of total) | 856 (40.11%) | ||
| Largest | profit trade | 45.28 | loss trade | -167.65 | |
| Average | profit trade | 3.48 | loss trade | -4.70 | |
| Maximum | consecutive wins (profit in money) | 34 (97.70) | consecutive losses (loss in money) | 30 (-127.90) | |
| Maximal | consecutive profit (count of wins) | 186.05 (9) | consecutive loss (count of losses) | -497.57 (6) | |
| Average | consecutive wins | 7 | consecutive losses | 5 | |
| Symbol | GBPUSD (Great Britan Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=1; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729260 | Ticks modelled | 186042681 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | -181.94 | Gross profit | 3716.55 | Gross loss | -3898.49 |
| Profit factor | 0.95 | Expected payoff | -0.08 | ||
| Absolute drawdown | 515.93 | Maximal drawdown | 556.83 (5.55%) | Relative drawdown | 5.55% (556.83) |
| Total trades | 2265 | Short positions (won %) | 1192 (57.97%) | Long positions (won %) | 1073 (53.68%) |
| Profit trades (% of total) | 1267 (55.94%) | Loss trades (% of total) | 998 (44.06%) | ||
| Largest | profit trade | 48.28 | loss trade | -135.01 | |
| Average | profit trade | 2.93 | loss trade | -3.91 | |
| Maximum | consecutive wins (profit in money) | 43 (58.75) | consecutive losses (loss in money) | 27 (-122.63) | |
| Maximal | consecutive profit (count of wins) | 192.35 (20) | consecutive loss (count of losses) | -174.78 (16) | |
| Average | consecutive wins | 6 | consecutive losses | 5 | |
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729201 | Ticks modelled | 143986734 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 614.47 | Gross profit | 2230.68 | Gross loss | -1616.21 |
| Profit factor | 1.38 | Expected payoff | 0.30 | ||
| Absolute drawdown | 47.83 | Maximal drawdown | 308.54 (3.01%) | Relative drawdown | 3.01% (308.54) |
| Total trades | 2041 | Short positions (won %) | 946 (57.19%) | Long positions (won %) | 1095 (64.29%) |
| Profit trades (% of total) | 1245 (61.00%) | Loss trades (% of total) | 796 (39.00%) | ||
| Largest | profit trade | 27.45 | loss trade | -132.37 | |
| Average | profit trade | 1.79 | loss trade | -2.03 | |
| Maximum | consecutive wins (profit in money) | 27 (55.48) | consecutive losses (loss in money) | 21 (-69.34) | |
| Maximal | consecutive profit (count of wins) | 80.18 (14) | consecutive loss (count of losses) | -261.09 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 4 | |
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 729315 | Ticks modelled | 130081655 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 481.62 | Gross profit | 2292.22 | Gross loss | -1810.60 |
| Profit factor | 1.27 | Expected payoff | 0.33 | ||
| Absolute drawdown | 69.01 | Maximal drawdown | 375.61 (3.63%) | Relative drawdown | 3.63% (375.61) |
| Total trades | 1448 | Short positions (won %) | 680 (50.00%) | Long positions (won %) | 768 (61.07%) |
| Profit trades (% of total) | 809 (55.87%) | Loss trades (% of total) | 639 (44.13%) | ||
| Largest | profit trade | 51.74 | loss trade | -144.43 | |
| Average | profit trade | 2.83 | loss trade | -2.83 | |
| Maximum | consecutive wins (profit in money) | 28 (86.38) | consecutive losses (loss in money) | 20 (-41.15) | |
| Maximal | consecutive profit (count of wins) | 183.99 (26) | consecutive loss (count of losses) | -144.43 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 4 | |
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 728627 | Ticks modelled | 151700069 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | 1968.50 | Gross profit | 6119.58 | Gross loss | -4151.08 |
| Profit factor | 1.47 | Expected payoff | 0.53 | ||
| Absolute drawdown | 47.37 | Maximal drawdown | 444.58 (4.24%) | Relative drawdown | 4.24% (444.58) |
| Total trades | 3689 | Short positions (won %) | 2111 (62.15%) | Long positions (won %) | 1578 (68.95%) |
| Profit trades (% of total) | 2400 (65.06%) | Loss trades (% of total) | 1289 (34.94%) | ||
| Largest | profit trade | 33.60 | loss trade | -129.74 | |
| Average | profit trade | 2.55 | loss trade | -3.22 | |
| Maximum | consecutive wins (profit in money) | 39 (112.42) | consecutive losses (loss in money) | 27 (-82.40) | |
| Maximal | consecutive profit (count of wins) | 145.89 (31) | consecutive loss (count of losses) | -208.92 (2) | |
| Average | consecutive wins | 7 | consecutive losses | 4 | |
| Symbol | USDSGD (US Dollar vs Singapore Dollar) | ||||
| Period | 5 Minutes (M5) 2010.08.13 18:20 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | param1=""; p11="Applies if Option 2 = 0"; Fixed_Order_Size=0.1; p12="Applies if value > 0"; Balance_For_Every_001_Lots=0; Min_Virtual_Balance=0; Autolot_Balance_Percentage2=100; param2=""; Pairs_List="AUDUSD;AUDCAD;CADCHF;CHFJPY;EURAUD;EURCHF;EURNZD;EURUSD;EURCAD;EURGBP;GBPCAD;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD"; p23=" -> Enter the values in the same order of the symbols above."; Start_Trade_Hour_List="0;0;0;21;21;21;0;0;0;0;0;0;0;0;0;0"; End_Trade_Hour_List="1;1;1;0;1;2;1;0;0;0;1;1;0;0;0;0"; param3=""; Channel_Period=50; Test_tp_multiplier=1; Test_sl_multiplier=1; Test_Start_Trade_Hour=0; param4="The expert won't open market orders above this spread."; Max_Spread_pt=2.5; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; BASE_MAGIC_NUMBER=71; | ||||
| Bars in test | 680545 | Ticks modelled | 57789277 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Variable | ||
| Total net profit | -615.14 | Gross profit | 1540.76 | Gross loss | -2155.90 |
| Profit factor | 0.71 | Expected payoff | -0.62 | ||
| Absolute drawdown | 767.54 | Maximal drawdown | 807.60 (8.04%) | Relative drawdown | 8.04% (807.60) |
| Total trades | 997 | Short positions (won %) | 730 (45.21%) | Long positions (won %) | 267 (50.19%) |
| Profit trades (% of total) | 464 (46.54%) | Loss trades (% of total) | 533 (53.46%) | ||
| Largest | profit trade | 29.02 | loss trade | -96.39 | |
| Average | profit trade | 3.32 | loss trade | -4.04 | |
| Maximum | consecutive wins (profit in money) | 23 (28.19) | consecutive losses (loss in money) | 24 (-99.98) | |
| Maximal | consecutive profit (count of wins) | 173.92 (12) | consecutive loss (count of losses) | -318.36 (5) | |
| Average | consecutive wins | 4 | consecutive losses | 4 | |
All EA reviews (15)
Latest EA reviews
AutoGenEA
An EA that is developed by Generic Machine Learning. Check it out
Momentum EA BOA
A momentum / trend following strategy with good and stable backtests.
Scalperinho EA
A very promissing EA that trades intraday pullbacks on a impressive number of 28 pairs.
StarX
A cheap night scalper with promising backtests. Check it out.
Inertia EA Extra
A S/R scalper for the EURUSD pair with an impressive backtest.
SFE Night Scalper
An asian scalper with a 4 years old live account. Check out our review
Aura MT4
A trend follwing system with inconsistent backtests.
SFE Stealth
Promising new Asian scalper with good live results. Check out our review.
FXStabilizer PRO
A martingale system which survived astonishing long in live trading
Mito EA
A trend / counter trend system that trades 31 different pairs. Check it out
FXAdept
A successful trend following EA with nearly two years of live history. Check out our review.
Bazava
A quite cheap intraday scalper for the NZDUSD. Is it worth the money? Check it out.
Tesseract
A counter-trend system with inconsistent backtests
Legend
A combination of a momentum based strategy and an SR level breakout system
CEF Phantom Scalper
An aggressive intraday counter-trend scalper on M1 time frame
Want to start trading on a live or demo account?
Be aware that most retail traders (usually around 60-80%) lose money. Please consider whether you can afford to take the risk of losing your money.
