Sooner
11-27-2008, 03:44 PM
Scalper Settings: Default EXCEPT for SimpleHeightFilter = False
Long Term Settings: Default
Starting Balance $300 USD
Broker - Alpari Demo
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.
Long Term Settings: Default
Starting Balance $300 USD
Broker - Alpari Demo
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.