EA review - SFE Stealth
Rating total: | |
Backtests: | |
Live performance: | |
Risk control: | |
Customizability: | |
Price: |
Vendor link | Price: | $300 (2022.08.28) |
Trading strategy: | Night Scalper |
Vendor live account: | Yes |
Own live account: | No |
Latest tested version: | v1.0 |
Latest tested date: | 2019.10.16 |
Risk factors: | News, flash crashes |
SFE Stealth is the newest member in the SFE EA family.
SFE Stealth uses a mean-reversion strategy on M5 time frame and trades around the end of the NY and start of the Asian session.
It's currently optimized for 17 currency pairs, which leads to a high diversification factor.
It does not use any kind of grid or martingale strategy, but it can happen that the EA will open multiple positions of the same currency pair in the same direction. Each trade will be managed individually. It sets a TP and SL on each trade, however, most trades will be closed earlier.
All pairs seem to be optimized for a only a few years. Our backtests starting from 2010 show that it would not have performed quite as good in the past (max. stagnation for over one year). However, it would still have been profitable.
There is no news filter available currently, but the author implemented a function that allows him to disable the trading in case of an upcoming dangerous event.
The live account result looks promising, however, with less than three months of live history it's quite early to judge the long-term profitability.
Our opinion
The backtests are not very convincing, but the first three months of live performance are really good. At the end this is what matters. We will review SFE Stealth again in a few months to see how the live performance developed.Fixed lot size backtests
Why do we use fixed lot size (0.1 lots)? Check our educational page.
Dukascopy 2019.10.16, version v1.0Symbol | AUDJPY (Australian Dollar 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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 729325 | Ticks modelled | 203656163 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2478.24 | Gross profit | 6094.40 | Gross loss | -3616.16 |
Profit factor | 1.69 | Expected payoff | 2.67 | ||
Absolute drawdown | 120.28 | Maximal drawdown | 295.32 (13.69%) | Relative drawdown | 23.35% (267.92) |
Total trades | 929 | Short positions (won %) | 498 (80.72%) | Long positions (won %) | 431 (76.57%) |
Profit trades (% of total) | 732 (78.79%) | Loss trades (% of total) | 197 (21.21%) | ||
Largest | profit trade | 57.76 | loss trade | -196.44 | |
Average | profit trade | 8.33 | loss trade | -18.36 | |
Maximum | consecutive wins (profit in money) | 21 (120.31) | consecutive losses (loss in money) | 4 (-137.13) | |
Maximal | consecutive profit (count of wins) | 211.46 (20) | consecutive loss (count of losses) | -265.01 (3) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 728030 | Ticks modelled | 149104406 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2289.45 | Gross profit | 8091.23 | Gross loss | -5801.78 |
Profit factor | 1.39 | Expected payoff | 1.60 | ||
Absolute drawdown | 217.91 | Maximal drawdown | 577.18 (33.06%) | Relative drawdown | 39.33% (506.95) |
Total trades | 1430 | Short positions (won %) | 714 (76.75%) | Long positions (won %) | 716 (74.58%) |
Profit trades (% of total) | 1082 (75.66%) | Loss trades (% of total) | 348 (24.34%) | ||
Largest | profit trade | 95.32 | loss trade | -152.37 | |
Average | profit trade | 7.48 | loss trade | -16.67 | |
Maximum | consecutive wins (profit in money) | 42 (269.03) | consecutive losses (loss in money) | 5 (-268.29) | |
Maximal | consecutive profit (count of wins) | 269.03 (42) | consecutive loss (count of losses) | -268.29 (5) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 729255 | Ticks modelled | 198112243 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1908.13 | Gross profit | 2699.10 | Gross loss | -790.97 |
Profit factor | 3.41 | Expected payoff | 4.91 | ||
Absolute drawdown | 104.98 | Maximal drawdown | 460.51 (27.63%) | Relative drawdown | 27.63% (460.51) |
Total trades | 389 | Short positions (won %) | 213 (79.81%) | Long positions (won %) | 176 (86.36%) |
Profit trades (% of total) | 322 (82.78%) | Loss trades (% of total) | 67 (17.22%) | ||
Largest | profit trade | 160.18 | loss trade | -106.57 | |
Average | profit trade | 8.38 | loss trade | -11.81 | |
Maximum | consecutive wins (profit in money) | 27 (241.46) | consecutive losses (loss in money) | 6 (-84.07) | |
Maximal | consecutive profit (count of wins) | 273.07 (13) | consecutive loss (count of losses) | -172.56 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 728575 | Ticks modelled | 252728029 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1674.09 | Gross profit | 3378.72 | Gross loss | -1704.63 |
Profit factor | 1.98 | Expected payoff | 3.52 | ||
Absolute drawdown | 5.86 | Maximal drawdown | 195.09 (9.16%) | Relative drawdown | 13.29% (184.20) |
Total trades | 475 | Short positions (won %) | 244 (76.64%) | Long positions (won %) | 231 (84.85%) |
Profit trades (% of total) | 383 (80.63%) | Loss trades (% of total) | 92 (19.37%) | ||
Largest | profit trade | 61.21 | loss trade | -133.03 | |
Average | profit trade | 8.82 | loss trade | -18.53 | |
Maximum | consecutive wins (profit in money) | 21 (124.20) | consecutive losses (loss in money) | 3 (-24.34) | |
Maximal | consecutive profit (count of wins) | 197.91 (9) | consecutive loss (count of losses) | -137.58 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 728623 | Ticks modelled | 234250662 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1330.63 | Gross profit | 7895.13 | Gross loss | -6564.50 |
Profit factor | 1.20 | Expected payoff | 0.87 | ||
Absolute drawdown | 486.66 | Maximal drawdown | 744.08 (59.18%) | Relative drawdown | 59.18% (744.08) |
Total trades | 1521 | Short positions (won %) | 769 (67.10%) | Long positions (won %) | 752 (73.01%) |
Profit trades (% of total) | 1065 (70.02%) | Loss trades (% of total) | 456 (29.98%) | ||
Largest | profit trade | 104.20 | loss trade | -110.37 | |
Average | profit trade | 7.41 | loss trade | -14.40 | |
Maximum | consecutive wins (profit in money) | 18 (129.25) | consecutive losses (loss in money) | 8 (-67.10) | |
Maximal | consecutive profit (count of wins) | 246.62 (7) | consecutive loss (count of losses) | -222.44 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 729164 | Ticks modelled | 129247952 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 887.35 | Gross profit | 2034.76 | Gross loss | -1147.41 |
Profit factor | 1.77 | Expected payoff | 1.82 | ||
Absolute drawdown | 17.74 | Maximal drawdown | 770.46 (43.96%) | Relative drawdown | 43.96% (770.46) |
Total trades | 488 | Short positions (won %) | 275 (69.82%) | Long positions (won %) | 213 (68.08%) |
Profit trades (% of total) | 337 (69.06%) | Loss trades (% of total) | 151 (30.94%) | ||
Largest | profit trade | 79.09 | loss trade | -140.08 | |
Average | profit trade | 6.04 | loss trade | -7.60 | |
Maximum | consecutive wins (profit in money) | 16 (112.00) | consecutive losses (loss in money) | 7 (-37.76) | |
Maximal | consecutive profit (count of wins) | 168.88 (5) | consecutive loss (count of losses) | -143.04 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 729259 | Ticks modelled | 166426912 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 778.33 | Gross profit | 2968.78 | Gross loss | -2190.46 |
Profit factor | 1.36 | Expected payoff | 1.11 | ||
Absolute drawdown | 95.74 | Maximal drawdown | 269.98 (15.76%) | Relative drawdown | 15.76% (269.98) |
Total trades | 701 | Short positions (won %) | 311 (72.03%) | Long positions (won %) | 390 (66.15%) |
Profit trades (% of total) | 482 (68.76%) | Loss trades (% of total) | 219 (31.24%) | ||
Largest | profit trade | 97.09 | loss trade | -77.18 | |
Average | profit trade | 6.16 | loss trade | -10.00 | |
Maximum | consecutive wins (profit in money) | 18 (107.61) | consecutive losses (loss in money) | 5 (-168.40) | |
Maximal | consecutive profit (count of wins) | 238.25 (6) | consecutive loss (count of losses) | -168.40 (5) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 5 Minutes (M5) 2010.01.04 00:00 - 2019.09.26 08:55 (2010.01.01 - 2019.10.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 727881 | Ticks modelled | 258921668 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 4822.50 | Gross profit | 11615.47 | Gross loss | -6792.97 |
Profit factor | 1.71 | Expected payoff | 3.07 | ||
Absolute drawdown | 13.10 | Maximal drawdown | 574.87 (24.88%) | Relative drawdown | 24.88% (574.87) |
Total trades | 1573 | Short positions (won %) | 879 (77.13%) | Long positions (won %) | 694 (81.41%) |
Profit trades (% of total) | 1243 (79.02%) | Loss trades (% of total) | 330 (20.98%) | ||
Largest | profit trade | 208.37 | loss trade | -355.57 | |
Average | profit trade | 9.34 | loss trade | -20.58 | |
Maximum | consecutive wins (profit in money) | 34 (348.85) | consecutive losses (loss in money) | 4 (-188.43) | |
Maximal | consecutive profit (count of wins) | 484.98 (30) | consecutive loss (count of losses) | -376.03 (3) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 729339 | Ticks modelled | 187801002 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2734.83 | Gross profit | 8404.99 | Gross loss | -5670.16 |
Profit factor | 1.48 | Expected payoff | 2.05 | ||
Absolute drawdown | 843.09 | Maximal drawdown | 998.98 (86.43%) | Relative drawdown | 86.43% (998.98) |
Total trades | 1337 | Short positions (won %) | 722 (77.70%) | Long positions (won %) | 615 (81.46%) |
Profit trades (% of total) | 1062 (79.43%) | Loss trades (% of total) | 275 (20.57%) | ||
Largest | profit trade | 163.05 | loss trade | -162.09 | |
Average | profit trade | 7.91 | loss trade | -20.62 | |
Maximum | consecutive wins (profit in money) | 38 (411.50) | consecutive losses (loss in money) | 5 (-200.90) | |
Maximal | consecutive profit (count of wins) | 411.50 (38) | consecutive loss (count of losses) | -319.52 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 728112 | Ticks modelled | 241865157 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 657.07 | Gross profit | 6580.31 | Gross loss | -5923.23 |
Profit factor | 1.11 | Expected payoff | 0.63 | ||
Absolute drawdown | 456.90 | Maximal drawdown | 779.88 (37.38%) | Relative drawdown | 54.69% (655.47) |
Total trades | 1044 | Short positions (won %) | 564 (72.52%) | Long positions (won %) | 480 (66.25%) |
Profit trades (% of total) | 727 (69.64%) | Loss trades (% of total) | 317 (30.36%) | ||
Largest | profit trade | 111.86 | loss trade | -216.82 | |
Average | profit trade | 9.05 | loss trade | -18.69 | |
Maximum | consecutive wins (profit in money) | 25 (397.77) | consecutive losses (loss in money) | 8 (-104.76) | |
Maximal | consecutive profit (count of wins) | 397.77 (25) | consecutive loss (count of losses) | -483.67 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
Symbol | GBPCHF (Great Britain Pound 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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 729106 | Ticks modelled | 217139805 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1637.87 | Gross profit | 3853.58 | Gross loss | -2215.71 |
Profit factor | 1.74 | Expected payoff | 3.64 | ||
Absolute drawdown | 23.86 | Maximal drawdown | 1063.00 (44.21%) | Relative drawdown | 44.21% (1063.00) |
Total trades | 450 | Short positions (won %) | 230 (76.09%) | Long positions (won %) | 220 (79.55%) |
Profit trades (% of total) | 350 (77.78%) | Loss trades (% of total) | 100 (22.22%) | ||
Largest | profit trade | 146.52 | loss trade | -197.94 | |
Average | profit trade | 11.01 | loss trade | -22.16 | |
Maximum | consecutive wins (profit in money) | 18 (286.37) | consecutive losses (loss in money) | 5 (-216.09) | |
Maximal | consecutive profit (count of wins) | 419.98 (15) | consecutive loss (count of losses) | -216.09 (5) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 729260 | Ticks modelled | 186042681 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 2988.23 | Gross profit | 8470.85 | Gross loss | -5482.62 |
Profit factor | 1.55 | Expected payoff | 2.29 | ||
Absolute drawdown | 297.98 | Maximal drawdown | 551.84 (44.01%) | Relative drawdown | 44.01% (551.84) |
Total trades | 1305 | Short positions (won %) | 782 (70.20%) | Long positions (won %) | 523 (76.10%) |
Profit trades (% of total) | 947 (72.57%) | Loss trades (% of total) | 358 (27.43%) | ||
Largest | profit trade | 89.78 | loss trade | -189.47 | |
Average | profit trade | 8.94 | loss trade | -15.31 | |
Maximum | consecutive wins (profit in money) | 21 (141.55) | consecutive losses (loss in money) | 5 (-239.82) | |
Maximal | consecutive profit (count of wins) | 226.90 (18) | consecutive loss (count of losses) | -363.54 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 729201 | Ticks modelled | 143986734 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1609.50 | Gross profit | 4950.02 | Gross loss | -3340.52 |
Profit factor | 1.48 | Expected payoff | 1.42 | ||
Absolute drawdown | 18.06 | Maximal drawdown | 411.12 (28.36%) | Relative drawdown | 28.36% (411.12) |
Total trades | 1135 | Short positions (won %) | 467 (68.95%) | Long positions (won %) | 668 (77.84%) |
Profit trades (% of total) | 842 (74.19%) | Loss trades (% of total) | 293 (25.81%) | ||
Largest | profit trade | 53.27 | loss trade | -92.13 | |
Average | profit trade | 5.88 | loss trade | -11.40 | |
Maximum | consecutive wins (profit in money) | 25 (134.41) | consecutive losses (loss in money) | 5 (-7.83) | |
Maximal | consecutive profit (count of wins) | 134.41 (25) | consecutive loss (count of losses) | -133.97 (3) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 729315 | Ticks modelled | 130081655 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 826.14 | Gross profit | 3858.30 | Gross loss | -3032.16 |
Profit factor | 1.27 | Expected payoff | 1.07 | ||
Absolute drawdown | 485.88 | Maximal drawdown | 866.39 (62.76%) | Relative drawdown | 62.76% (866.39) |
Total trades | 772 | Short positions (won %) | 323 (71.52%) | Long positions (won %) | 449 (79.73%) |
Profit trades (% of total) | 589 (76.30%) | Loss trades (% of total) | 183 (23.70%) | ||
Largest | profit trade | 84.85 | loss trade | -204.49 | |
Average | profit trade | 6.55 | loss trade | -16.57 | |
Maximum | consecutive wins (profit in money) | 38 (298.85) | consecutive losses (loss in money) | 6 (-97.99) | |
Maximal | consecutive profit (count of wins) | 298.85 (38) | consecutive loss (count of losses) | -409.94 (4) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 728627 | Ticks modelled | 151700069 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 1186.74 | Gross profit | 2697.37 | Gross loss | -1510.63 |
Profit factor | 1.79 | Expected payoff | 2.31 | ||
Absolute drawdown | 17.96 | Maximal drawdown | 216.30 (10.14%) | Relative drawdown | 11.78% (182.88) |
Total trades | 514 | Short positions (won %) | 251 (77.69%) | Long positions (won %) | 263 (84.79%) |
Profit trades (% of total) | 418 (81.32%) | Loss trades (% of total) | 96 (18.68%) | ||
Largest | profit trade | 37.86 | loss trade | -123.88 | |
Average | profit trade | 6.45 | loss trade | -15.74 | |
Maximum | consecutive wins (profit in money) | 25 (193.72) | consecutive losses (loss in money) | 4 (-54.66) | |
Maximal | consecutive profit (count of wins) | 193.72 (25) | consecutive loss (count of losses) | -123.88 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 680545 | Ticks modelled | 57789277 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | -15.85 | Gross profit | 517.40 | Gross loss | -533.25 |
Profit factor | 0.97 | Expected payoff | -0.09 | ||
Absolute drawdown | 108.15 | Maximal drawdown | 158.10 (15.06%) | Relative drawdown | 15.06% (158.10) |
Total trades | 185 | Short positions (won %) | 110 (67.27%) | Long positions (won %) | 75 (68.00%) |
Profit trades (% of total) | 125 (67.57%) | Loss trades (% of total) | 60 (32.43%) | ||
Largest | profit trade | 32.12 | loss trade | -59.22 | |
Average | profit trade | 4.14 | loss trade | -8.89 | |
Maximum | consecutive wins (profit in money) | 14 (44.02) | consecutive losses (loss in money) | 4 (-67.82) | |
Maximal | consecutive profit (count of wins) | 120.91 (11) | consecutive loss (count of losses) | -67.82 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
Symbol | XAUUSD (Gold 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 | param0=""; Broker_Server_GMT_Winter=2; Broker_Adapt_GMT_On_DST_Period=1; 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_Percentage=100; param2=""; Pairs_List="AUDUSD;AUDJPY;CHFJPY;EURAUD;EURCHF;EURUSD;EURCAD;EURJPY;EURGBP;GBPCAD;GBPCHF;GBPUSD;USDCAD;USDCHF;USDJPY;USDSGD;XAUUSD"; param6=""; Apply_FIFO_Compliant=0; Order_Comment="default"; | ||||
Bars in test | 697570 | Ticks modelled | 278003644 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 3011.57 | Gross profit | 13245.84 | Gross loss | -10234.27 |
Profit factor | 1.29 | Expected payoff | 2.33 | ||
Absolute drawdown | 288.32 | Maximal drawdown | 1759.99 (51.71%) | Relative drawdown | 51.71% (1759.99) |
Total trades | 1294 | Short positions (won %) | 693 (73.30%) | Long positions (won %) | 601 (78.87%) |
Profit trades (% of total) | 982 (75.89%) | Loss trades (% of total) | 312 (24.11%) | ||
Largest | profit trade | 97.67 | loss trade | -326.70 | |
Average | profit trade | 13.49 | loss trade | -32.80 | |
Maximum | consecutive wins (profit in money) | 32 (466.67) | consecutive losses (loss in money) | 5 (-62.26) | |
Maximal | consecutive profit (count of wins) | 645.41 (21) | consecutive loss (count of losses) | -680.84 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
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