For those who are convinced that all EAs with a martin are losing out. - page 23

 
Roman.:

... So go ahead, IMHO! The investors will pour... ...the dough into the account!


Did they give you some?
 
khorosh:
Have you been given the slip?


I'm still running out of PAMMs... :-)
 
forexn:

You got lazy and only looked at page 1. There is a test of the original variant. Here are the results of the last variant. I purposely made the same period and the same initial deposit for comparison. Compare the absolute drawdown, relative drawdown and profitability. Also, you have a much smaller number of trades, which reduces the validity of the results .


SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2000.01.03 00:00 - 2013.05.17 22:59 (2000.01.01 - 2013.05.19)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)


Bars in history332499Modelled ticks663871Modeling qualityn/a
Chart mismatch errors0
Initial deposit100000.00
Net profit1442831.02Total profit2545366.01Total loss-1102534.99
Profitability2.31Expected payoff212.93
Absolute drawdown17954.39Maximum drawdown160150.79 (12.21%)Relative drawdown36.18% (82319.90)
Total trades6776Short positions (% win)3393 (62.95%)Long positions (% win)3383 (63.17%)
Profitable trades (% of all)4273 (63.06%)Loss trades (% of all)2503 (36.94%)
Largestprofitable trade73355.28losing transaction-51767.10
Averageprofitable deal595.69losing deal-440.49
Maximum numbercontinuous wins (profit)22 (30186.86)continuous losses (loss)8 (-129952.91)
MaximumContinuous Profit (number of wins)73355.28 (1)continuous loss (number of losses)-129952.91 (8)
Averagecontinuous winnings3continuous loss2




 
khorosh:

You got lazy and only looked at page 1. There is a test of the original variant. Here are the results of the last variant. I purposely made the same period and the same initial deposit for comparison. Compare absolute drawdown, relative drawdown and profitability.

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2000.01.03 00:00 - 2013.05.17 22:59 (2000.01.01 - 2013.05.19)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)


Bars in history332499Modelled ticks663871Simulation qualityn/a
Chart mismatch errors0
Initial deposit100000.00
Net profit1442831.02Total profit2545366.01Total loss-1102534.99
Profitability2.31Expected payoff212.93
Absolute drawdown17954.39Maximum drawdown160150.79 (12.21%)Relative drawdown36.18% (82319.90)
Total trades6776Short positions (% win)3393 (62.95%)Long positions (% win)3383 (63.17%)
Profitable trades (% of all)4273 (63.06%)Loss trades (% of all)2503 (36.94%)
Largestprofitable trade73355.28losing transaction-51767.10
Averageprofitable deal595.69losing deal-440.49
Maximumcontinuous wins (profit)22 (30186.86)continuous losses (loss)8 (-129952.91)
MaximumContinuous Profit (number of wins)73355.28 (1)continuous loss (number of losses)-129952.91 (8)
Averagecontinuous winnings3continuous loss2




 

pay attention to the quality of the modelling

 
khorosh:

Why so rude?

Instead of a slap in the face. It might make your mind go back to sleep.
 
forexn:

pay attention to the quality of the modelling

When working at opening prices, quality is always N/A there is no other. And you don't seem to have a loss limit.
 
TheXpert:
Instead of a slap in the face. In case the mind goes blank.


Real programmers, and even more so professionals, are supposed to be intelligent).
 
khorosh:
When working at opening prices, quality is always n/a no other.

 

still don't trust n/a

Reason: