Trading style: Asian session scalping on AUDCAD. It opens up to 7 positions at once (all of them having the same lot size) using different strategies and acting somewhat like a grid.
Currency pairs: AUDCAD
Timeframe: M1
Price: $179
License: 1 live account, 1 demo account
NFA compliance: yes
Refund policy: 90 days via Click2Sell (note: vendor claims there are no refunds but that’s against the Click2Sell policy)
Read more at the ACTrader website

Buy ACTrader Scalper

Note: this EA is a scalper and it is very sensitive to spreads and slippage. You should only use it on brokerages who have an average spread lower than 4 pips during the Asian session.

Birt’s forward test

Settings: default, risk 3
Started: 27.08.2012
Stopped: 14.06.2014 (no longer available for sale, no longer authenticates)
Broker: PrivateFx
Account type: live, micro
Starting balance: $300
Current EA version: 1.5

ACTrader Scalper live forward test

Official accounts

Settings: default
Started: 14.06.2012
Broker: Pepperstone
Account type: Standard live
Starting balance: AUD 98

ACTrader Scalper official Pepperstone Standard live account



Settings: max spread 3.7, risk 20
Started: 27.08.2012
Broker: Pepperstone
Account type: Razor live
Starting balance: AUD 194
ACTrader Scalper official Pepperstone Razor live account



Settings: max spread 3.7
Started: 25.06.2012
Broker: ThinkForex
Account type: live
Starting balance: AUD 247
ACTrader Scalper official ThinkForex live account

Backtests

Dukascopy tick data

The Dukascopy data features rather awful historical spreads for most cross pairs including AUDCAD, so I chose to test using a fixed spread of 4.0 because the default value for the max spread built in the EA is 4.1.

The backtests were performed using v1.3 which does not have a news filter. The newer version – v1.4 – features a server-based news filter and should (in theory) show better results live.

ACTrader Scalper v1.3 2007-2012 Dukascopy tick data backtest, spread 4.0, default settings, risk 3

ACTrader Scalper v1.3 2007-2012 Dukascopy tick data backtest, spread 4.0, default settings, risk 3

Show backtest summary »

Symbol AUDCAD (Australian Dollar vs Canadian Dollar)
Period 1 Minute (M1) 2010.02.16 11:19 - 2012.08.17 21:00 (2010.02.17 - 1970.01.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters licenseKey=""; orderMagic=9897856; orderComment="ACTrader Scalper"; slippage=15; useFixedLots=false; fixedLot=0.1; risk=3; shouldITrade=true; OpenHour=19; CloseHour=23; maxSpread=4.1;
Bars in test 936221 Ticks modelled 30809268 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 23347.59 Gross profit 59626.96 Gross loss -36279.36
Profit factor 1.64 Expected payoff 11.86
Absolute drawdown 521.81 Maximal drawdown 5923.05 (17.42%) Relative drawdown 21.08% (2531.84)
Total trades 1969 Short positions (won %) 891 (75.53%) Long positions (won %) 1078 (69.20%)
Profit trades (% of total) 1419 (72.07%) Loss trades (% of total) 550 (27.93%)
Largest profit trade 292.39 loss trade -582.89
Average profit trade 42.02 loss trade -65.96
Maximum consecutive wins (profit in money) 45 (1401.62) consecutive losses (loss in money) 14 (-1173.88)
Maximal consecutive profit (count of wins) 1942.89 (29) consecutive loss (count of losses) -1983.91 (5)
Average consecutive wins 5 consecutive losses 2

Since I recently added the slippage simulation feature to the Tick Data Suite, I figured I should also give it a try here. I configured a slippage of max 1 pip with a 25% chance to get slipped in our favor.

ACTrader Scalper v1.3 2007-2012 Dukascopy tick data backtest, spread 4.0, slippage max 1.0 pips 75% unfavorable, default settings, risk 3

ACTrader Scalper v1.3 2007-2012 Dukascopy tick data backtest, spread 4.0, slippage max 1.0 pips 75% unfavorable, default settings, risk 3

Show backtest summary »

Symbol AUDCAD (Australian Dollar vs Canadian Dollar)
Period 1 Minute (M1) 2010.02.16 11:19 - 2012.08.17 21:00 (2010.02.17 - 1970.01.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters licenseKey=""; orderMagic=9897856; orderComment="ACTrader Scalper"; slippage=15; useFixedLots=false; fixedLot=0.1; risk=3; shouldITrade=true; OpenHour=19; CloseHour=23; maxSpread=4.1;
Bars in test 936221 Ticks modelled 30809268 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 14946.71 Gross profit 46459.07 Gross loss -31512.36
Profit factor 1.47 Expected payoff 7.59
Absolute drawdown 725.98 Maximal drawdown 4914.51 (18.74%) Relative drawdown 21.46% (2534.06)
Total trades 1969 Short positions (won %) 891 (73.85%) Long positions (won %) 1078 (66.60%)
Profit trades (% of total) 1376 (69.88%) Loss trades (% of total) 593 (30.12%)
Largest profit trade 229.40 loss trade -463.42
Average profit trade 33.76 loss trade -53.14
Maximum consecutive wins (profit in money) 38 (1213.37) consecutive losses (loss in money) 10 (-1324.88)
Maximal consecutive profit (count of wins) 1247.21 (7) consecutive loss (count of losses) -1872.27 (6)
Average consecutive wins 5 consecutive losses 2

MB Trading tick data

Since the spread for this data was more acceptable, I decided to use the real spread when generating the FXT files. To make the conditions even worse, I used a commission of $6/lot. It’s worth mentioning that the spread during the EA operational hours (for the whole period covered by the data) was fluctuating mostly between 3-5 pips with an average of around 3.8. Also, the spread filter is based on the MarketInfo() function with MODE_SPREAD which does not work properly in backtests so some of the trades were definitely opened when there were spread conditions worse than the EA would normally allow.

ACTrader Scalper v1.3 2011-2012 MB Trading tick data backtest, real spread, default settings, risk 3

ACTrader Scalper v1.3 2011-2012 MB Trading tick data backtest, real spread, default settings, risk 3

Show backtest summary »

Symbol AUDCAD (Australian Dollar vs Canadian Dollar)
Period 1 Minute (M1) 2011.01.16 22:30 - 2012.08.22 20:58 (2011.01.18 - 1970.01.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters licenseKey=""; orderMagic=9897856; orderComment="ACTrader Scalper"; slippage=15; useFixedLots=false; fixedLot=0.1; risk=3; shouldITrade=true; OpenHour=19; CloseHour=23; maxSpread=4.1;
Bars in test 593185 Ticks modelled 53890397 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2422.02 Gross profit 18494.61 Gross loss -16072.59
Profit factor 1.15 Expected payoff 2.02
Absolute drawdown 840.91 Maximal drawdown 2866.86 (19.58%) Relative drawdown 19.58% (2866.86)
Total trades 1201 Short positions (won %) 581 (66.61%) Long positions (won %) 620 (63.87%)
Profit trades (% of total) 783 (65.20%) Loss trades (% of total) 418 (34.80%)
Largest profit trade 241.30 loss trade -277.43
Average profit trade 23.62 loss trade -38.45
Maximum consecutive wins (profit in money) 27 (579.94) consecutive losses (loss in money) 9 (-610.20)
Maximal consecutive profit (count of wins) 758.35 (23) consecutive loss (count of losses) -1109.72 (4)
Average consecutive wins 4 consecutive losses 2

To make it endure even harder circumstances, I also ran a backtest with slippage enabled just like I did with the Dukascopy data.

ACTrader Scalper v1.3 2011-2012 MB Trading tick data backtest, real spread, slippage max 1.0 pips 75% unfavorable, default settings, risk 3

ACTrader Scalper v1.3 2011-2012 MB Trading tick data backtest, real spread, slippage max 1.0 pips 75% unfavorable, default settings, risk 3

Bottom line is that the EA is clearly very sensitive to spread and execution and you should be very careful with your choice of brokerage if you intend to use ACTrader Scalper.