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EA review - SFE Night Scalper

Rating total:
Backtests:
Live performance:
Risk control:
Customizability:
Price:
Vendor link | Price: $1200  (2019.09.24)
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

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolAUDCAD (Australian Dollar vs Canadian Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728732Ticks modelled183179278Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit409.64Gross profit3645.93Gross loss-3236.29
Profit factor1.13Expected payoff0.27
Absolute drawdown139.88Maximal drawdown351.08 (3.42%)Relative drawdown3.42% (351.08)
Total trades1518Short 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%)
Largestprofit trade27.58loss trade-65.80
Averageprofit trade4.60loss trade-4.46
Maximumconsecutive wins (profit in money)26 (214.85)consecutive losses (loss in money)23 (-36.87)
Maximalconsecutive profit (count of wins)214.85 (26)consecutive loss (count of losses)-208.63 (8)
Averageconsecutive wins5consecutive losses5
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolAUDCAD (Australian Dollar vs Canadian Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728732Ticks modelled183179278Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit678.27Gross profit3482.47Gross loss-2804.20
Profit factor1.24Expected payoff0.40
Absolute drawdown80.21Maximal drawdown482.01 (4.63%)Relative drawdown4.63% (482.01)
Total trades1704Short 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%)
Largestprofit trade25.17loss trade-71.04
Averageprofit trade4.19loss trade-3.22
Maximumconsecutive wins (profit in money)23 (205.86)consecutive losses (loss in money)31 (-93.77)
Maximalconsecutive profit (count of wins)205.86 (23)consecutive loss (count of losses)-145.29 (12)
Averageconsecutive wins5consecutive losses5
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolAUDUSD (Australian Dollar vs US Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728030Ticks modelled149104406Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit526.67Gross profit6344.22Gross loss-5817.55
Profit factor1.09Expected payoff0.13
Absolute drawdown482.26Maximal drawdown901.87 (8.66%)Relative drawdown8.66% (901.87)
Total trades4175Short 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%)
Largestprofit trade37.39loss trade-135.61
Averageprofit trade2.54loss trade-3.48
Maximumconsecutive wins (profit in money)50 (161.86)consecutive losses (loss in money)24 (-30.15)
Maximalconsecutive profit (count of wins)166.70 (24)consecutive loss (count of losses)-233.25 (11)
Averageconsecutive wins6consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolAUDUSD (Australian Dollar vs US Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728030Ticks modelled149104406Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-282.75Gross profit6729.15Gross loss-7011.90
Profit factor0.96Expected payoff-0.07
Absolute drawdown1044.53Maximal drawdown1368.19 (13.25%)Relative drawdown13.25% (1368.19)
Total trades3999Short 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%)
Largestprofit trade36.09loss trade-108.26
Averageprofit trade2.99loss trade-4.02
Maximumconsecutive wins (profit in money)44 (144.89)consecutive losses (loss in money)30 (-112.59)
Maximalconsecutive profit (count of wins)157.50 (10)consecutive loss (count of losses)-279.94 (10)
Averageconsecutive wins6consecutive losses5
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolCADCHF (Canadian Dollar vs Swiss Franc)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728004Ticks modelled137663856Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit266.62Gross profit1953.64Gross loss-1687.02
Profit factor1.16Expected payoff0.41
Absolute drawdown261.15Maximal drawdown727.93 (6.90%)Relative drawdown6.90% (727.93)
Total trades646Short 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%)
Largestprofit trade51.42loss trade-181.39
Averageprofit trade5.71loss trade-5.55
Maximumconsecutive wins (profit in money)27 (36.99)consecutive losses (loss in money)17 (-21.39)
Maximalconsecutive profit (count of wins)418.90 (23)consecutive loss (count of losses)-516.36 (3)
Averageconsecutive wins6consecutive losses5
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolCADCHF (Canadian Dollar vs Swiss Franc)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728004Ticks modelled137663856Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit54.14Gross profit1629.61Gross loss-1575.47
Profit factor1.03Expected payoff0.10
Absolute drawdown256.56Maximal drawdown607.01 (5.86%)Relative drawdown5.86% (607.01)
Total trades533Short 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%)
Largestprofit trade34.67loss trade-173.31
Averageprofit trade5.21loss trade-7.16
Maximumconsecutive wins (profit in money)35 (283.99)consecutive losses (loss in money)14 (-20.06)
Maximalconsecutive profit (count of wins)343.98 (30)consecutive loss (count of losses)-345.41 (2)
Averageconsecutive wins6consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolCHFJPY (Swiss Frank vs Japanese Yen)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729255Ticks modelled198112243Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1410.57Gross profit5658.82Gross loss-4248.25
Profit factor1.33Expected payoff0.45
Absolute drawdown165.97Maximal drawdown766.84 (7.22%)Relative drawdown7.22% (766.84)
Total trades3108Short 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%)
Largestprofit trade61.38loss trade-145.24
Averageprofit trade3.21loss trade-3.16
Maximumconsecutive wins (profit in money)39 (127.29)consecutive losses (loss in money)31 (-62.98)
Maximalconsecutive profit (count of wins)176.59 (31)consecutive loss (count of losses)-296.59 (5)
Averageconsecutive wins5consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolCHFJPY (Swiss Frank vs Japanese Yen)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729255Ticks modelled198112243Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1139.96Gross profit4356.22Gross loss-3216.26
Profit factor1.35Expected payoff0.43
Absolute drawdown195.62Maximal drawdown421.58 (4.04%)Relative drawdown4.04% (421.58)
Total trades2637Short 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%)
Largestprofit trade31.39loss trade-156.04
Averageprofit trade2.87loss trade-2.87
Maximumconsecutive wins (profit in money)42 (132.60)consecutive losses (loss in money)23 (-158.68)
Maximalconsecutive profit (count of wins)146.63 (16)consecutive loss (count of losses)-161.32 (22)
Averageconsecutive wins6consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolCHFJPY (Swiss Frank vs Japanese Yen)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729255Ticks modelled198112243Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit600.70Gross profit3507.56Gross loss-2906.86
Profit factor1.21Expected payoff0.29
Absolute drawdown398.32Maximal drawdown481.30 (4.77%)Relative drawdown4.77% (481.30)
Total trades2097Short 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%)
Largestprofit trade34.70loss trade-112.19
Averageprofit trade3.19loss trade-2.92
Maximumconsecutive wins (profit in money)28 (68.91)consecutive losses (loss in money)31 (-161.17)
Maximalconsecutive profit (count of wins)155.35 (10)consecutive loss (count of losses)-219.95 (2)
Averageconsecutive wins5consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolCHFJPY (Swiss Frank vs Japanese Yen)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729255Ticks modelled198112243Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1773.99Gross profit5891.65Gross loss-4117.66
Profit factor1.43Expected payoff0.58
Absolute drawdown90.11Maximal drawdown756.26 (7.09%)Relative drawdown7.09% (756.26)
Total trades3085Short 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%)
Largestprofit trade50.33loss trade-186.82
Averageprofit trade3.22loss trade-3.28
Maximumconsecutive wins (profit in money)32 (65.35)consecutive losses (loss in money)23 (-73.49)
Maximalconsecutive profit (count of wins)184.78 (27)consecutive loss (count of losses)-330.05 (5)
Averageconsecutive wins6consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURAUD (Euro vs Australian Dollar)
Period5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728575Ticks modelled252728029Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit807.07Gross profit6165.22Gross loss-5358.15
Profit factor1.15Expected payoff0.30
Absolute drawdown2.58Maximal drawdown806.09 (7.24%)Relative drawdown7.24% (806.09)
Total trades2692Short 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%)
Largestprofit trade41.94loss trade-160.51
Averageprofit trade3.95loss trade-4.74
Maximumconsecutive wins (profit in money)42 (112.16)consecutive losses (loss in money)26 (-163.70)
Maximalconsecutive profit (count of wins)214.19 (12)consecutive loss (count of losses)-395.91 (4)
Averageconsecutive wins6consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURAUD (Euro vs Australian Dollar)
Period5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728575Ticks modelled252728029Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit488.56Gross profit6048.99Gross loss-5560.43
Profit factor1.09Expected payoff0.20
Absolute drawdown560.42Maximal drawdown867.29 (8.41%)Relative drawdown8.41% (867.29)
Total trades2468Short 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%)
Largestprofit trade39.71loss trade-141.96
Averageprofit trade4.25loss trade-5.33
Maximumconsecutive wins (profit in money)37 (93.36)consecutive losses (loss in money)27 (-56.64)
Maximalconsecutive profit (count of wins)207.13 (20)consecutive loss (count of losses)-337.76 (8)
Averageconsecutive wins6consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURAUD (Euro vs Australian Dollar)
Period5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728575Ticks modelled252728029Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1319.63Gross profit4737.78Gross loss-3418.15
Profit factor1.39Expected payoff0.75
Absolute drawdown97.71Maximal drawdown338.63 (3.11%)Relative drawdown3.29% (336.74)
Total trades1749Short 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%)
Largestprofit trade41.47loss trade-94.49
Averageprofit trade4.79loss trade-4.50
Maximumconsecutive wins (profit in money)30 (125.68)consecutive losses (loss in money)19 (-95.34)
Maximalconsecutive profit (count of wins)207.10 (15)consecutive loss (count of losses)-199.05 (4)
Averageconsecutive wins5consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURAUD (Euro vs Australian Dollar)
Period5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728575Ticks modelled252728029Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit3278.48Gross profit8379.38Gross loss-5100.90
Profit factor1.64Expected payoff0.81
Absolute drawdown37.44Maximal drawdown365.39 (3.10%)Relative drawdown3.10% (365.39)
Total trades4044Short 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%)
Largestprofit trade44.56loss trade-78.47
Averageprofit trade3.30loss trade-3.39
Maximumconsecutive wins (profit in money)52 (414.06)consecutive losses (loss in money)31 (-118.04)
Maximalconsecutive profit (count of wins)414.06 (52)consecutive loss (count of losses)-165.04 (12)
Averageconsecutive wins7consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURAUD (Euro vs Australian Dollar)
Period5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728575Ticks modelled252728029Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit375.46Gross profit7315.45Gross loss-6939.99
Profit factor1.05Expected payoff0.11
Absolute drawdown744.36Maximal drawdown1066.67 (10.33%)Relative drawdown10.33% (1066.67)
Total trades3388Short 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%)
Largestprofit trade42.14loss trade-130.82
Averageprofit trade3.94loss trade-4.53
Maximumconsecutive wins (profit in money)33 (108.44)consecutive losses (loss in money)23 (-73.88)
Maximalconsecutive profit (count of wins)181.16 (11)consecutive loss (count of losses)-225.39 (15)
Averageconsecutive wins6consecutive losses5
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURCAD (Euro vs Canadian Dollar)
Period5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728623Ticks modelled234250662Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit811.21Gross profit2666.60Gross loss-1855.39
Profit factor1.44Expected payoff0.80
Absolute drawdown182.23Maximal drawdown248.50 (2.25%)Relative drawdown2.30% (239.04)
Total trades1015Short 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%)
Largestprofit trade32.35loss trade-107.07
Averageprofit trade4.72loss trade-4.12
Maximumconsecutive wins (profit in money)29 (361.96)consecutive losses (loss in money)24 (-158.34)
Maximalconsecutive profit (count of wins)361.96 (29)consecutive loss (count of losses)-172.92 (2)
Averageconsecutive wins6consecutive losses5
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURCHF (Euro vs Swiss Franc)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729164Ticks modelled129247952Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1133.71Gross profit3538.67Gross loss-2404.96
Profit factor1.47Expected payoff0.45
Absolute drawdown103.19Maximal drawdown400.14 (3.82%)Relative drawdown3.82% (400.14)
Total trades2525Short 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%)
Largestprofit trade47.46loss trade-160.25
Averageprofit trade2.54loss trade-2.13
Maximumconsecutive wins (profit in money)28 (120.22)consecutive losses (loss in money)23 (-8.61)
Maximalconsecutive profit (count of wins)120.22 (28)consecutive loss (count of losses)-206.49 (2)
Averageconsecutive wins5consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURCHF (Euro vs Swiss Franc)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729164Ticks modelled129247952Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit882.17Gross profit2702.74Gross loss-1820.57
Profit factor1.48Expected payoff0.44
Absolute drawdown165.21Maximal drawdown330.18 (2.98%)Relative drawdown2.98% (330.18)
Total trades1999Short 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%)
Largestprofit trade44.21loss trade-104.69
Averageprofit trade2.60loss trade-1.90
Maximumconsecutive wins (profit in money)27 (107.56)consecutive losses (loss in money)22 (-25.14)
Maximalconsecutive profit (count of wins)130.44 (14)consecutive loss (count of losses)-137.60 (15)
Averageconsecutive wins5consecutive losses5
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURCHF (Euro vs Swiss Franc)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729164Ticks modelled129247952Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit212.88Gross profit1877.62Gross loss-1664.74
Profit factor1.13Expected payoff0.14
Absolute drawdown61.99Maximal drawdown476.43 (4.47%)Relative drawdown4.47% (476.43)
Total trades1485Short 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%)
Largestprofit trade46.14loss trade-102.66
Averageprofit trade2.47loss trade-2.30
Maximumconsecutive wins (profit in money)27 (19.93)consecutive losses (loss in money)31 (-22.69)
Maximalconsecutive profit (count of wins)140.81 (14)consecutive loss (count of losses)-222.01 (3)
Averageconsecutive wins5consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURCHF (Euro vs Swiss Franc)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729164Ticks modelled129247952Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit739.68Gross profit3063.90Gross loss-2324.22
Profit factor1.32Expected payoff0.37
Absolute drawdown188.14Maximal drawdown670.14 (6.39%)Relative drawdown6.39% (670.14)
Total trades1985Short 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%)
Largestprofit trade58.18loss trade-238.25
Averageprofit trade2.67loss trade-2.77
Maximumconsecutive wins (profit in money)45 (46.55)consecutive losses (loss in money)22 (-22.46)
Maximalconsecutive profit (count of wins)274.87 (10)consecutive loss (count of losses)-628.40 (3)
Averageconsecutive wins6consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURCHF (Euro vs Swiss Franc)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729164Ticks modelled129247952Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-12.29Gross profit2518.05Gross loss-2530.34
Profit factor1.00Expected payoff-0.01
Absolute drawdown789.51Maximal drawdown887.09 (8.79%)Relative drawdown8.79% (887.09)
Total trades1808Short 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%)
Largestprofit trade40.48loss trade-237.29
Averageprofit trade2.58loss trade-3.04
Maximumconsecutive wins (profit in money)33 (18.30)consecutive losses (loss in money)24 (-59.29)
Maximalconsecutive profit (count of wins)214.85 (16)consecutive loss (count of losses)-431.45 (3)
Averageconsecutive wins5consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURCHF (Euro vs Swiss Franc)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729164Ticks modelled129247952Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit664.04Gross profit3332.91Gross loss-2668.87
Profit factor1.25Expected payoff0.27
Absolute drawdown420.24Maximal drawdown548.80 (5.42%)Relative drawdown5.42% (548.80)
Total trades2420Short 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%)
Largestprofit trade35.53loss trade-200.84
Averageprofit trade2.64loss trade-2.31
Maximumconsecutive wins (profit in money)34 (25.56)consecutive losses (loss in money)23 (-13.62)
Maximalconsecutive profit (count of wins)399.97 (25)consecutive loss (count of losses)-240.59 (19)
Averageconsecutive wins5consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURGBP (Euro vs Great Britain Pound )
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729259Ticks modelled166426912Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit560.85Gross profit3057.18Gross loss-2496.33
Profit factor1.22Expected payoff0.21
Absolute drawdown92.24Maximal drawdown480.04 (4.44%)Relative drawdown4.44% (480.04)
Total trades2664Short 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%)
Largestprofit trade30.32loss trade-85.90
Averageprofit trade2.11loss trade-2.05
Maximumconsecutive wins (profit in money)30 (35.66)consecutive losses (loss in money)33 (-110.96)
Maximalconsecutive profit (count of wins)159.76 (25)consecutive loss (count of losses)-225.83 (12)
Averageconsecutive wins5consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURNZD (Euro vs New Zealand Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728682Ticks modelled228882610Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-424.92Gross profit12394.90Gross loss-12819.83
Profit factor0.97Expected payoff-0.31
Absolute drawdown1560.22Maximal drawdown2284.76 (21.30%)Relative drawdown21.30% (2284.76)
Total trades1362Short 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%)
Largestprofit trade46.68loss trade-185.71
Averageprofit trade12.62loss trade-33.74
Maximumconsecutive wins (profit in money)43 (537.85)consecutive losses (loss in money)14 (-61.98)
Maximalconsecutive profit (count of wins)759.43 (41)consecutive loss (count of losses)-547.53 (3)
Averageconsecutive wins8consecutive losses3
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURNZD (Euro vs New Zealand Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728682Ticks modelled228882610Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-955.86Gross profit12823.10Gross loss-13778.97
Profit factor0.93Expected payoff-0.61
Absolute drawdown2111.31Maximal drawdown2379.60 (23.17%)Relative drawdown23.17% (2379.60)
Total trades1566Short 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%)
Largestprofit trade45.65loss trade-176.57
Averageprofit trade11.48loss trade-30.69
Maximumconsecutive wins (profit in money)39 (542.75)consecutive losses (loss in money)21 (-130.78)
Maximalconsecutive profit (count of wins)542.75 (39)consecutive loss (count of losses)-884.81 (7)
Averageconsecutive wins7consecutive losses3
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729339Ticks modelled187801002Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit920.49Gross profit3477.29Gross loss-2556.80
Profit factor1.36Expected payoff0.38
Absolute drawdown141.36Maximal drawdown596.07 (5.70%)Relative drawdown5.70% (596.07)
Total trades2406Short 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%)
Largestprofit trade35.58loss trade-82.73
Averageprofit trade2.19loss trade-3.12
Maximumconsecutive wins (profit in money)43 (129.59)consecutive losses (loss in money)28 (-115.38)
Maximalconsecutive profit (count of wins)129.59 (43)consecutive loss (count of losses)-168.37 (13)
Averageconsecutive wins7consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolGBPCAD (Great Britain Pound vs Canadian Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728112Ticks modelled241865157Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1104.96Gross profit3386.82Gross loss-2281.86
Profit factor1.48Expected payoff2.55
Absolute drawdown352.45Maximal drawdown483.55 (4.62%)Relative drawdown4.62% (483.55)
Total trades433Short 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%)
Largestprofit trade62.05loss trade-133.28
Averageprofit trade10.42loss trade-21.13
Maximumconsecutive wins (profit in money)23 (379.38)consecutive losses (loss in money)7 (-82.43)
Maximalconsecutive profit (count of wins)379.38 (23)consecutive loss (count of losses)-221.18 (3)
Averageconsecutive wins7consecutive losses2
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolGBPCAD (Great Britain Pound vs Canadian Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728112Ticks modelled241865157Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit641.81Gross profit2750.54Gross loss-2108.73
Profit factor1.30Expected payoff1.73
Absolute drawdown245.34Maximal drawdown637.93 (5.98%)Relative drawdown5.98% (637.93)
Total trades370Short 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%)
Largestprofit trade41.66loss trade-126.30
Averageprofit trade9.62loss trade-25.10
Maximumconsecutive wins (profit in money)48 (673.03)consecutive losses (loss in money)9 (-84.28)
Maximalconsecutive profit (count of wins)673.03 (48)consecutive loss (count of losses)-365.45 (6)
Averageconsecutive wins9consecutive losses3
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolGBPUSD (Great Britan Pound vs US Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729260Ticks modelled186042681Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit426.56Gross profit4449.04Gross loss-4022.48
Profit factor1.11Expected payoff0.20
Absolute drawdown388.61Maximal drawdown750.33 (7.09%)Relative drawdown7.09% (750.33)
Total trades2134Short 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%)
Largestprofit trade45.28loss trade-167.65
Averageprofit trade3.48loss trade-4.70
Maximumconsecutive wins (profit in money)34 (97.70)consecutive losses (loss in money)30 (-127.90)
Maximalconsecutive profit (count of wins)186.05 (9)consecutive loss (count of losses)-497.57 (6)
Averageconsecutive wins7consecutive losses5
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolGBPUSD (Great Britan Pound vs US Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729260Ticks modelled186042681Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-181.94Gross profit3716.55Gross loss-3898.49
Profit factor0.95Expected payoff-0.08
Absolute drawdown515.93Maximal drawdown556.83 (5.55%)Relative drawdown5.55% (556.83)
Total trades2265Short 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%)
Largestprofit trade48.28loss trade-135.01
Averageprofit trade2.93loss trade-3.91
Maximumconsecutive wins (profit in money)43 (58.75)consecutive losses (loss in money)27 (-122.63)
Maximalconsecutive profit (count of wins)192.35 (20)consecutive loss (count of losses)-174.78 (16)
Averageconsecutive wins6consecutive losses5
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729201Ticks modelled143986734Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit614.47Gross profit2230.68Gross loss-1616.21
Profit factor1.38Expected payoff0.30
Absolute drawdown47.83Maximal drawdown308.54 (3.01%)Relative drawdown3.01% (308.54)
Total trades2041Short 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%)
Largestprofit trade27.45loss trade-132.37
Averageprofit trade1.79loss trade-2.03
Maximumconsecutive wins (profit in money)27 (55.48)consecutive losses (loss in money)21 (-69.34)
Maximalconsecutive profit (count of wins)80.18 (14)consecutive loss (count of losses)-261.09 (2)
Averageconsecutive wins6consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolUSDCHF (US Dollar vs Swiss Franc)
Period5 Minutes (M5) 2010.01.01 02:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test729315Ticks modelled130081655Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit481.62Gross profit2292.22Gross loss-1810.60
Profit factor1.27Expected payoff0.33
Absolute drawdown69.01Maximal drawdown375.61 (3.63%)Relative drawdown3.63% (375.61)
Total trades1448Short 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%)
Largestprofit trade51.74loss trade-144.43
Averageprofit trade2.83loss trade-2.83
Maximumconsecutive wins (profit in money)28 (86.38)consecutive losses (loss in money)20 (-41.15)
Maximalconsecutive profit (count of wins)183.99 (26)consecutive loss (count of losses)-144.43 (1)
Averageconsecutive wins6consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolUSDJPY (US Dollar vs Japanese Yen)
Period5 Minutes (M5) 2010.01.04 00:00 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test728627Ticks modelled151700069Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1968.50Gross profit6119.58Gross loss-4151.08
Profit factor1.47Expected payoff0.53
Absolute drawdown47.37Maximal drawdown444.58 (4.24%)Relative drawdown4.24% (444.58)
Total trades3689Short 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%)
Largestprofit trade33.60loss trade-129.74
Averageprofit trade2.55loss trade-3.22
Maximumconsecutive wins (profit in money)39 (112.42)consecutive losses (loss in money)27 (-82.40)
Maximalconsecutive profit (count of wins)145.89 (31)consecutive loss (count of losses)-208.92 (2)
Averageconsecutive wins7consecutive losses4
Graph

Full backtest report

Strategy Tester: SFE Night Scalper
SymbolUSDSGD (US Dollar vs Singapore Dollar)
Period5 Minutes (M5) 2010.08.13 18:20 - 2019.09.30 23:55 (2010.01.01 - 2019.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersparam1=""; 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 test680545Ticks modelled57789277Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-615.14Gross profit1540.76Gross loss-2155.90
Profit factor0.71Expected payoff-0.62
Absolute drawdown767.54Maximal drawdown807.60 (8.04%)Relative drawdown8.04% (807.60)
Total trades997Short 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%)
Largestprofit trade29.02loss trade-96.39
Averageprofit trade3.32loss trade-4.04
Maximumconsecutive wins (profit in money)23 (28.19)consecutive losses (loss in money)24 (-99.98)
Maximalconsecutive profit (count of wins)173.92 (12)consecutive loss (count of losses)-318.36 (5)
Averageconsecutive wins4consecutive losses4
Graph

Portfolio backtest

Link to PDF file

Portfolio backtest

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