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All about Automated Trading Championship: Statistical Reports

4 August 2008, 10:09
MetaQuotes Software Corp.
Two years have passed since the first Automated Trading Championship. A lot of interesting information has been accumulated for this time: statistical reports, interviews with traders, useful articles. We present to you a selection of these materials that are divided into several parts. The present one contains Statistical Reports of Championships of 2006-2007.

The Championship opened up the unique opportunity to collect divers statistics based on the Participants' trading results. At the first Championship, we immediately implemented displaying statistical data from MetaTrader 4 Client Terminal for each Participant. Visitors could view the real-time opened positions on the contesting account of each Participant on the Championship's website. Trading histories and the logs of the terminal the EA was running on were available, as well.

Besides the information about each Participant, we also prepared reports on the Championship as a whole at each stage of it. This allowed us to cover the overall picture and find interesting regularities in the Expert Advisors' activities.


General Statistics of the First Four Weeks (Statistical Report #1)

Almost a month has passed since the competition started. Now we have some interesting statistics concerning Expert Advisors that participate in the Championship. Statistical data about the Expert Advisors' average equity, as well as amounts of profitable and losing experts are given in this report.

Statistical Report #2

The second report contains information about the most popular symbols and timeframes, as well as about the amount of multicurrency expert advisors. Besides, statistics about the amount of closed orders, their profitability and average profit per trade are published. The report also gives the ratio between the expert profitability and the amount of positions opened by the expert, as well as the ratio between the profitability and the position holding time.

Statistical Report #3

In this statistical report, we analyze 25 of the most profitable Expert Advisors. The analyses are aimed at description of such characteristics of Expert Advisors as risk level and stability.

Statistical Report #4

This statistical report gives analytical results for 25 most profitable Expert Advisors as of the 7th of December 2006. The following characteristics of the Experts were analyzed: profit in points, efficient factor, amount of closed positions, position holding time average, percentage of profitable positions, total profit and loss, expected profit.


The first Automated Trading Championship 2006 provided much useful information to traders. Immediately after it had ended, may Expert Advisors' writers started analyzing all statistics available and preparing to Championship 2007. Analysis of the first Championship showed what approaches were more preferable in the three-month long competition for prize places. In our reports, we also compared the differences between Championship 2007 and the preceding Championship. By many parameters, the results of Participants' trading in 2007 became more grouped. However, on the other hand, trading strategies became more aggressive, which produced dramatic ups and downs during Championship 2007.

Statistical Report #1

A month has passed since the contest started. Now we have a rich source of materials to be analyzed. The results of multiaspect analysis of all Participants' equities are given in the first part of the report.

Statistical Report #2

We go on collecting and analyzing statistical data obtained in the course of the Automated Trading Championship 2007. The results of the second statistical report clearly indicate the changes in views of Expert Advisors' writers after the Automated Trading Championship 2006.

Statistical Report #3

In this Statistical Report we analyze the TOP Ten Expert Advisors for their risk level and stability.

Translated from Russian by MetaQuotes Software Corp.
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