The backtests have been completed utilizing the 1.2 model of Rollover Scalper EA, MT5, GBPUSD chart, a set 0.01 lot measurement.
Backtests over the 2015.01-2022.07 interval have been completed utilizing ICMarkets actual ticks.
Backtests over the 2004/2006-2022.04 time frame have been completed utilizing Dukascopy actual ticks.
— units which don’t maintain trades over weekend —
2015.01-2022.07 | 427$ revenue, 28$ DD, 2,996 trades
2006.02-2022.04 | 1,245$ revenue, 144$ DD, 8,953 trades
2015.01-2022.07 | 683$ revenue, 74$ DD, 11,167 trades
2006.02-2022.04 | 2,462$ revenue, 171$ DD, 28,357 trades
2015.01-2022.07 | 352$ revenue, 35$ DD, 6,973 trades
2004.01-2022.04 | 2247$ revenue, 53$ DD, 19,558 trades
2015.01-2022.07 | 576$ revenue, 44$ DD, 6,810 trades
2004.01-2022.04 | 3,805$ revenue, 51$ DD, 22,575 trades
— units which maintain trades over weekend —
v1.2 default set
2015.01-2022.07 | 477$ revenue, 27$ DD, 3,697 trades
2004.01-2022.04 | 2,050$ revenue, 87$ DD, 11,353 trades
2015.01-2022.07 | 821$ revenue, 32$ DD, 5,553 trades
2004.01-2022.04 | 4,098$ revenue, 49$ DD, 17,419 trades
— some feedback on all units —
LF and HF have been created for v1.0 set. They commerce (apart from different pairs) EURAUD and AUDUSD, which although lately present an okay drawdown, earlier than 2010 are exhibiting a a lot greater drawdown. Due to these pairs the set can’t be backtested sooner than 2006.
HF2 was created for v1.1. The pairs it makes use of present an identical drawdown since 2004 until now, not like units LF and HF which might have a much bigger drawdown up to now.
HF3, MF and “v1.2 default” have been created for v1.2. All of them use the identical pairs as HF2, so the drawdown is usually related since 2004
v1.1 was supporting fairly the units from v1.0.
v1.2 nevertheless exhibits an identical drawdown however a a lot decrease revenue for the units from the earlier variations (1.1 and 1.0). That is so as a result of v1.2 had essentially the most elementary adjustments, the principle being:
1. indicators are utilizing the earlier bar (in v1.2) as an alternative of the present bar (in v1.0 and v1.1)
2. a second unfold filter which deletes the pending orders when the unfold is greater than 100 factors (this may be modified although)
3. a “minimal revenue” parameter which filters out the trades with a TP too small.