For those who are convinced that all EAs with a martin are losing out. - page 4

 
khorosh:
I agree, butwith a martin many people think they always lose 100%.


It's not about the martin per se, it's about what to screw it to. If you add it to a sinker, sooner or later this mix will 100% go to zero, and if you add it to Expert Advisor, which is already working in profit, then martin may help (to decorate the balance curve) and very well may not go to zero, it all depends on the possible series of losses ...
 
khorosh:

Can we hope that this EA with a Martin will work for several years without losing money? Can I trust this Expert Advisor with a large initial deposit? The tester optimizer has not been used. The critical parameters were selected at random during several tester tests. I agree in advance with possible critics of low profitability of the Expert Advisor. The average annual profit from 2008 is about 63% of the initial deposit, the maximal drawdown being 6712 and relative drawdown being 31.34%.

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 1999.01.04 10:15 - 2013.05.15 09:44 (1999.01.01 - 2013.06.01)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)


Bars in history356594Modelled ticks711834Modeling qualityn/a
Chart mismatch errors0
Initial deposit10000.00
Net profit57851.79Total profit127073.53Total loss-69221.74
Profitability1.84Expected payoff7.62
Absolute drawdown4872.55Maximum drawdown7313.65 (21.14%)Relative drawdown58.29% (7166.17)
Total trades7592Short positions (% win)4223 (67.65%)Long positions (% win)3369 (70.61%)
Profitable trades (% of all)5236 (68.97%)Loss trades (% of all)2356 (31.03%)
Largestprofitable trade2030.65losing transaction-419.27
Averageprofitable deal24.27losing deal-29.38
Maximum numbercontinuous wins (profit)21 (116.41)Continuous losses (loss)8 (-583.38)
MaximumContinuous Profit (number of wins)2556.76 (6)Continuous loss (number of losses)-1428.60 (7)
Averagecontinuous winnings4continuous loss2


Bank interest on deposits in local currency in Ukraine ~17%.

Year Deposit Bank interest
1999 10000 1,17
2000 11700
2001 13689
2002 16016,13
2003 18738,87
2004 21924,48
2005 25651,64
2006 30012,42
2007 35114,53
2008 41084
2009 48068,28
2010 56239,89
2011 65800,67
2012 76986,79
2013 90074,54
 
alsu:

It's not about the martin per se, it's about what you screw it to. If it is attached to sinker, sooner or later this mixture will 100% go to zero, and if it is attached to Expert Advisor, which is already working in profit, then martin may well help (to decorate the balance curve) and it may even be that it will not go to zero, it all depends on the possible series of losses ...


Depressing, somehow...

For some reason, Cat on a Hot Tin Roof comes to mind.

 
tara:


It's depressing somehow...

For some reason, "Cat on a Hot Tin Roof" comes to mind.

A bit of colouring....

At a 50% drawdown you close all the trades and you're left with half the money! And start all over again.....

Conclusion: martin has nothing to do with it. The problem is in the system!

 
alsu:
But if to an EA, which is already working in the plus, then martin may well help (decorate the balance curve) and very possibly not lose, it all depends on the possible series of losses...
Yeah, but in such a system it's not fucking necessary.
 
Well, an extra dick doesn't hurt your arse :)
 
peco:

The bank interest on deposits in local currency in Ukraine is ~17%.

Year Deposit Bank interest
1999 10000 1,17
2000 11700
2001 13689
2002 16016,13
2003 18738,87
2004 21924,48
2005 25651,64
2006 30012,42
2007 35114,53
2008 41084
2009 48068,28
2010 56239,89
2011 65800,67
2012 76986,79
2013 90074,54

1. It is no coincidence that I have given profit figures (63%) also from 2008 besides the report. Low volatility in earlier years underestimates the total profit for the whole period.

2. It is incorrect to compare deposit growth with and without reinvestment.

 
peco:

A bit of colouring....

At a 50% drawdown you close all trades and you're left with half the money! And start all over again.....

Conclusion: martin has nothing to do with it. The problem is in the system!

Since 2008 the drawdown has been31.34%. The lot build-up has a big effect on the drawdown, so martin has a lot to do with it.
 

khorosh
:

...

2. It is incorrect to compare deposit growth with and without reinvestment.

In this case, it is very correct. For we are comparing two investment options. And both of them are of "maximum settings".

 
Heroix:

In this case, it is very correct. For the two investment options are being compared. And both of them are with "maximum settings".

If you add reinvestment to the Expert Advisor, the profit will be much larger.
Reason: