1 year Scalper + Long Term back test results

Sooner · #1 11-27-2008, 03:44 PM

Scalper Settings: Default EXCEPT for SimpleHeightFilter = False
Long Term Settings: Default
Starting Balance $300 USD
Broker - Alpari Demo

Code:

   Date 	 Total profit 	 Balance 
 2008.01.02 	 $54.57 	 $354.57 
 2008.01.03 	 $39.42 	 $393.99 
 2008.01.04 	 $15.10 	 $409.09 
 2008.01.07 	 $10.16 	 $419.25 
 2008.01.08 	 $(108.71)	 $310.54 
 2008.01.09 	 $46.91 	 $357.45 
 2008.01.10 	 $9.16 	 $366.61 
 2008.01.11 	 $7.13 	 $373.74 
 2008.01.14 	 $2.75 	 $376.49 
 2008.01.15 	 $(39.37)	 $337.12 
 2008.01.16 	 $(61.09)	 $276.03 
 2008.01.17 	 $(3.61)	 $272.42 
 2008.01.18 	 $18.10 	 $290.52 
 2008.01.21 	 $2.00 	 $292.52 
 2008.01.22 	 $82.82 	 $375.34 
 2008.01.23 	 $92.64 	 $467.98 
 2008.01.24 	 $(41.70)	 $426.28 
 2008.01.25 	 $17.51 	 $443.79 
 2008.01.29 	 $41.06 	 $484.85 
 2008.01.30 	 $26.30 	 $511.15 
 2008.01.31 	 $22.11 	 $533.26 
 2008.02.01 	 $(7.24)	 $526.02 
 2008.02.04 	 $7.99 	 $534.01 
 2008.02.05 	 $8.38 	 $542.39 
 2008.02.06 	 $32.08 	 $574.47 
 2008.02.07 	 $70.46 	 $644.93 
 2008.02.08 	 $7.24 	 $652.17 
 2008.02.11 	 $28.80 	 $680.97 
 2008.02.12 	 $67.47 	 $748.44 
 2008.02.13 	 $29.91 	 $778.35 
 2008.02.14 	 $25.42 	 $803.77 
 2008.02.15 	 $12.12 	 $815.89 
 2008.02.19 	 $(9.10)	 $806.79 
 2008.02.20 	 $47.01 	 $853.80 
 2008.02.21 	 $5.43 	 $859.23 
 2008.02.22 	 $9.45 	 $868.68 
 2008.02.26 	 $62.38 	 $931.06 
 2008.02.27 	 $(43.52)	 $887.54 
 2008.02.28 	 $(1.65)	 $885.89 
 2008.02.29 	 $15.62 	 $901.51 
 2008.03.03 	 $37.31 	 $938.82 
 2008.03.04 	 $14.53 	 $953.35 
 2008.03.05 	 $57.41 	 $1,010.76 
 2008.03.06 	 $57.61 	 $1,068.37 
 2008.03.07 	 $20.54 	 $1,088.91 
 2008.03.10 	 $16.64 	 $1,105.55 
 2008.03.11 	 $43.98 	 $1,149.53 
 2008.03.12 	 $24.11 	 $1,173.64 
 2008.03.13 	 $81.94 	 $1,255.58 
 2008.03.14 	 $0.25 	 $1,255.83 
 2008.03.17 	 $51.56 	 $1,307.39 
 2008.03.18 	 $22.44 	 $1,329.83 
 2008.03.19 	 $16.79 	 $1,346.62 
 2008.03.20 	 $(119.13)	 $1,227.49 
 2008.03.21 	 $8.45 	 $1,235.94 
 2008.03.24 	 $(49.89)	 $1,186.05 
 2008.03.25 	 $72.23 	 $1,258.28 
 2008.03.26 	 $(124.57)	 $1,133.71 
 2008.03.27 	 $13.95 	 $1,147.66 
 2008.03.28 	 $5.97 	 $1,153.63 
 2008.03.31 	 $55.97 	 $1,209.60 
 2008.04.01 	 $116.73 	 $1,326.33 
 2008.04.02 	 $21.17 	 $1,347.50 
 2008.04.03 	 $11.47 	 $1,358.97 
 2008.04.04 	 $8.01 	 $1,366.98 
 2008.04.07 	 $17.40 	 $1,384.38 
 2008.04.08 	 $(4.24)	 $1,380.14 
 2008.04.09 	 $(167.98)	 $1,212.16 
 2008.04.10 	 $(31.97)	 $1,180.19 
 2008.04.11 	 $23.62 	 $1,203.81 
 2008.04.14 	 $2.33 	 $1,206.14 
 2008.04.15 	 $18.58 	 $1,224.72 
 2008.04.16 	 $(21.48)	 $1,203.24 
 2008.04.17 	 $(3.51)	 $1,199.73 
 2008.04.18 	 $(1.11)	 $1,198.62 
 2008.04.22 	 $63.60 	 $1,262.22 
 2008.04.23 	 $35.40 	 $1,297.62 
 2008.04.24 	 $11.63 	 $1,309.25 
 2008.04.25 	 $5.61 	 $1,314.86 
 2008.04.28 	 $2.08 	 $1,316.94 
 2008.04.29 	 $71.36 	 $1,388.30 
 2008.04.30 	 $13.28 	 $1,401.58 
 2008.05.01 	 $(3.47)	 $1,398.11 
 2008.05.02 	 $54.38 	 $1,452.49 
 2008.05.05 	 $2.50 	 $1,454.99 
 2008.05.06 	 $(8.24)	 $1,446.75 
 2008.05.07 	 $16.56 	 $1,463.31 
 2008.05.08 	 $57.16 	 $1,520.47 
 2008.05.09 	 $26.22 	 $1,546.69 
 2008.05.13 	 $26.61 	 $1,573.30 
 2008.05.14 	 $129.27 	 $1,702.57 
 2008.05.15 	 $(35.38)	 $1,667.19 
 2008.05.16 	 $2.33 	 $1,669.52 
 2008.05.19 	 $3.50 	 $1,673.02 
 2008.05.20 	 $3.04 	 $1,676.06 
 2008.05.21 	 $(174.15)	 $1,501.91 
 2008.05.22 	 $27.53 	 $1,529.44 
 2008.05.23 	 $3.30 	 $1,532.74 
 2008.05.26 	 $44.74 	 $1,577.48 
 2008.05.27 	 $(14.53)	 $1,562.95 
 2008.05.28 	 $127.42 	 $1,690.37 
 2008.05.29 	 $48.32 	 $1,738.69 
 2008.05.30 	 $(7.18)	 $1,731.51 
 2008.06.02 	 $12.20 	 $1,743.71 
 2008.06.03 	 $86.63 	 $1,830.34 
 2008.06.04 	 $104.88 	 $1,935.22 
 2008.06.05 	 $21.45 	 $1,956.67 
 2008.06.06 	 $48.38 	 $2,005.05 
 2008.06.10 	 $(0.54)	 $2,004.51 
 2008.06.11 	 $44.98 	 $2,049.49 
 2008.06.12 	 $(247.04)	 $1,802.45 
 2008.06.13 	 $39.39 	 $1,841.84 
 2008.06.16 	 $3.50 	 $1,845.34 
 2008.06.17 	 $9.34 	 $1,854.68 
 2008.06.18 	 $50.57 	 $1,905.25 
 2008.06.19 	 $11.51 	 $1,916.76 
 2008.06.20 	 $(42.20)	 $1,874.56 
 2008.06.24 	 $4.91 	 $1,879.47 
 2008.06.25 	 $71.08 	 $1,950.55 
 2008.06.26 	 $9.91 	 $1,960.46 
 2008.06.27 	 $27.42 	 $1,987.88 
 2008.06.30 	 $78.85 	 $2,066.73 
 2008.07.01 	 $206.20 	 $2,272.93 
 2008.07.02 	 $48.02 	 $2,320.95 
 2008.07.03 	 $8.40 	 $2,329.35 
 2008.07.04 	 $8.30 	 $2,337.65 
 2008.07.07 	 $4.66 	 $2,342.31 
 2008.07.08 	 $71.98 	 $2,414.29 
 2008.07.09 	 $81.13 	 $2,495.42 
 2008.07.10 	 $87.50 	 $2,582.92 
 2008.07.11 	 $(6.49)	 $2,576.43 
 2008.07.14 	 $6.87 	 $2,583.30 
 2008.07.15 	 $13.40 	 $2,596.70 
 2008.07.16 	 $37.73 	 $2,634.43 
 2008.07.17 	 $27.72 	 $2,662.15 
 2008.07.18 	 $8.70 	 $2,670.85 
 2008.07.22 	 $(5.02)	 $2,665.83 
 2008.07.23 	 $58.39 	 $2,724.22 
 2008.07.24 	 $78.91 	 $2,803.13 
 2008.07.25 	 $10.05 	 $2,813.18 
 2008.07.28 	 $8.10 	 $2,821.28 
 2008.07.29 	 $73.87 	 $2,895.15 
 2008.07.30 	 $10.50 	 $2,905.65 
 2008.07.31 	 $40.52 	 $2,946.17 
 2008.08.01 	 $(59.60)	 $2,886.57 
 2008.08.05 	 $(362.22)	 $2,524.35 
 2008.08.06 	 $120.59 	 $2,644.94 
 2008.08.07 	 $(72.46)	 $2,572.48 
 2008.08.08 	 $95.38 	 $2,667.86 
 2008.08.12 	 $117.45 	 $2,785.31 
 2008.08.13 	 $8.63 	 $2,793.94 
 2008.08.14 	 $278.31 	 $3,072.25 
 2008.08.15 	 $0.43 	 $3,072.68 
 2008.08.18 	 $17.02 	 $3,089.70 
 2008.08.19 	 $93.35 	 $3,183.05 
 2008.08.20 	 $135.13 	 $3,318.18 
 2008.08.21 	 $(262.16)	 $3,056.02 
 2008.08.22 	 $3.73 	 $3,059.75 
 2008.08.25 	 $60.75 	 $3,120.50 
 2008.08.26 	 $69.03 	 $3,189.53 
 2008.08.27 	 $14.70 	 $3,204.23 
 2008.08.28 	 $(23.03)	 $3,181.20 
 2008.08.29 	 $23.08 	 $3,204.28 
 2008.09.01 	 $150.25 	 $3,354.53 
 2008.09.02 	 $133.23 	 $3,487.76 
 2008.09.03 	 $(314.63)	 $3,173.13 
 2008.09.04 	 $109.51 	 $3,282.64 
 2008.09.05 	 $34.05 	 $3,316.69 
 2008.09.08 	 $240.16 	 $3,556.85 
 2008.09.09 	 $84.23 	 $3,641.08 
 2008.09.10 	 $282.15 	 $3,923.23 
 2008.09.11 	 $74.75 	 $3,997.98 
 2008.09.12 	 $14.44 	 $4,012.42 
 2008.09.15 	 $42.49 	 $4,054.91 
 2008.09.16 	 $(48.57)	 $4,006.34 
 2008.09.17 	 $75.89 	 $4,082.23 
 2008.09.18 	 $(202.41)	 $3,879.82 
 2008.09.19 	 $101.84 	 $3,981.66 
 2008.09.22 	 $(167.16)	 $3,814.50 
 2008.09.23 	 $170.33 	 $3,984.83 
 2008.09.24 	 $31.92 	 $4,016.75 
 2008.09.25 	 $(244.11)	 $3,772.64 
 2008.09.26 	 $(2.18)	 $3,770.46 
 2008.09.29 	 $41.41 	 $3,811.87 
 2008.09.30 	 $(145.68)	 $3,666.19 
 2008.10.01 	 $89.38 	 $3,755.57 
 2008.10.02 	 $171.03 	 $3,926.60 
 2008.10.03 	 $(347.58)	 $3,579.02 
 2008.10.06 	 $151.99 	 $3,731.01 
 2008.10.07 	 $273.85 	 $4,004.86 
 2008.10.08 	 $320.66 	 $4,325.52 
 2008.10.09 	 $389.53 	 $4,715.05 
 2008.10.10 	 $15.70 	 $4,730.75 
 2008.10.13 	 $7.50 	 $4,738.25 
 2008.10.14 	 $(751.89)	 $3,986.36 
 2008.10.15 	 $(283.40)	 $3,702.96 
 2008.10.16 	 $(246.17)	 $3,456.79 
 2008.10.17 	 $7.74 	 $3,464.53 
 2008.10.20 	 $85.30 	 $3,549.83 
 2008.10.21 	 $233.72 	 $3,783.55 
 2008.10.22 	 $(137.01)	 $3,646.54 
 2008.10.23 	 $165.46 	 $3,812.00 
 2008.10.24 	 $(66.86)	 $3,745.14 
 2008.10.27 	 $121.96 	 $3,867.10 
 2008.10.28 	 $154.54 	 $4,021.64 
 2008.10.29 	 $(477.82)	 $3,543.82 
 2008.10.30 	 $(85.72)	 $3,458.10 
 2008.10.31 	 $(72.84)	 $3,385.26 
 2008.11.03 	 $83.52 	 $3,468.78 
 2008.11.04 	 $507.50 	 $3,976.28 
 2008.11.05 	 $108.71 	 $4,084.99 
 2008.11.06 	 $(119.41)	 $3,965.58 
 2008.11.07 	 $16.29 	 $3,981.87 
 2008.11.10 	 $60.47 	 $4,042.34 
 2008.11.11 	 $84.50 	 $4,126.84 
 2008.11.12 	 $(63.45)	 $4,063.39 
 2008.11.13 	 $327.33 	 $4,390.72 
 2008.11.14 	 $2.95 	 $4,393.67 
 2008.11.17 	 $80.64 	 $4,474.31 
 2008.11.18 	 $370.59 	 $4,844.90 
 2008.11.19 	 $252.94 	 $5,097.84 
 2008.11.20 	 $367.75 	 $5,465.59 
 2008.11.24 	 $15.14 	 $5,480.73 
 2008.11.25 	 $(43.85)	 $5,436.88 
 2008.11.26 	 $416.64 	 $5,853.52 
 Grand Total 	 $5,553.52

Based on these results and letting FAPS handle the money management it does appear to perform very well with both the 4 short term trades running as well as the long term EURUSD pair. The lowest daily account balance was 272 and while I can't account for draw down as there simply is no way to calculate the date for drawdowns in back tests, it would appear that the system works pretty well.

I have also attached a graphic which shows the percentage total of profit by currency pair as well as the breadown in dollar for the year. NOTE: the long term EURUSD strategy did not trade from 1-1-2008 to 1-31-2008. Due to its own internal filters it determined that period to be to risky to trade in, so the EURUSD numbers actually only encompass 10 months of trades but nearly 11 full months of back testing.

alan · #2 11-28-2008, 12:07 AM

Hmmm, interesting results. I hope my long term demo test results bear the same results. I am testing fap turbo long term strategy by itself, all scalpers, and long term + scalpers on separate demo accounts.

oofdah · #3 11-28-2008, 08:51 PM

Sooner -

How did you run this test? I mean, with the long term and scalper together?

I'm getting really crappy results on nearly every backtest I do... even forward testing hasn't been all that great.