Aggressive Trend Scalper Tickdata Backtest Reports:

Trading and Markets
1

Here is the merged tickdata backtest report of Aggressive Trend Scalper system.

Disclaimer: Backtest data has not been verified by Collective2.

Chart 1: Merged Tickdata backtest from 2013
Backtest conditions
①spread: eurusd 0.4 pip, usdjpy 0.3 pip
②commissions: $2-2.5 per side per stndard lot
③volume: fixed 10 lot per trade for $50k virtual balance
④period: from 2013.01.01 to 2019.02.01
⑤Backtest Tool: Tickdata suite on MT4 terminal, Tickdata data source: Dukascopy
⑥Please note that backtest is only hypothetical performance results based on historical data.

merged%20backtest
merged backtest.png1023×904 63.9 KB

Comments: New users could not post more pictures in one topic. I’ll post the backtest result of every EA gradually. Thanks,

2

Welcome @PipMaster2018, I am providing a link to your strategy in case any potential subs may be interested.

Good luck.

3

Nice backtest. I would have made the pip spread at least 1 (I always use 2 pips), but to each their own.

A couple things:

  1. I never saw a backtest on these forums boards I didn’t like :wink:
  2. Over $100k profit a year on a $50k account. Bold targets. Bold leverage. Seems like he is sticking to his SL’s so far.
  3. With a scalping system like this, I wouldn’t touch it until it has a REAL money track record. Alot of these trades are a minute or less. As I’ve said before, scalping on C2 is notoriously difficult.

Good luck.

4

Hi,

Thank you very much for your great help!

If have further questions, I’ll look for your help again.

Have a nice day!

1 Like
5

Hi,

Many thanks for your kindly reply.

  1. The system has fixed 20 pips stop loss. It could also detect the trend on a very short term period, once potential short term trend reversal is flagged, it will exit the trade no matter win or loss.

  2. Although the name of the system is “scalper”, it is indeed a “short term trend follower”, when use reversed trading, the profit will drop in a line. I’ll also post the reverse logic backtest report later.

  3. When copy it in real account, I think some slippage is inevitable. Generally speaking, the order sent from broker server to LP (Liquidity Provider) server may need some time, during this progress, we’ll see some slippage. However, as the market is keep moving, we may have negative or positive slippage.

From a long term view, as long as the broker is “honest”, the possibility of negative and positive slippage should be balanced each other.

Welcome to further discussion…:slight_smile:

Thanks,
Have a nice day!

6

Here is backtest report of eurusd and usdjpy with Tickdata Suite on MT4 terminal.
Disclaimer: Backtest data has not been verified by Collective2.
Please note that backtest is only hypothetical performance results based on historical data.

Chart 1. EURUSD Version 1

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1.png976×678 40.2 KB

Chart 2. EURUSD Version 2

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2.png914×680 40.2 KB

Chart 3. USDJPY Version 1

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3.png885×680 40.1 KB

Chart 4. USDJPY Version 2

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4.png923×675 40.2 KB

7

What’s the backtest say with the spread at 2.0 ? Not 0.4. How about with slippage?

Love me some backtests. What could go wrong.

8

Hi,
Many thanks for your kindly reply.

①In Tickdata Suite, the spread=4, means 0.4 pip.
This is almost the same with my master account.
(spread of eurusd 0.4 pip, spread of usdjpy 0.3 pip)

②About the slippage, in backtest, I did not use slippage option.
However, we could use expected payoff as a reference.
For example, the Expectancy of “EURUSD Version 1” is 2.2 pips.
That means as long as the slippage < 2.2 pips, theoretically the strategy should work.
Please see the chart below.

③Again about the slippage, just as we discussed before, I think in any tradycopy platform, the slippage should be inevitable due to the signal transferred from server to server.
However, from a long term view, the chance of “negative slippage” and “positive slippage” should be balanced themself.

④About the spread: I already create another strategy which could work on higher spread accounts. (We assume the spread of eurusd and usdjpy is 1.5 pips).
I’ll post the backtest results later today or tomorrow.

Thanks,

Chart1. Expectancy of EURUSD Version 1
expectancy
Disclaimer: Backtest data has not been verified by Collective2.
Please note that backtest is only hypothetical performance results based on historical data.

9

I just wanted to bring this back up to the top, so far so good in terms of profit ratio, sortino, max DD.