Sell profitable EA based on AT&CF method with proper MM

[Liliput]

It uses trend detection technique and adaptive digital filters to work. MM is based on history and free margin.
Will answer questions via email [e-mail] or here.

Strategy Tester Report

Contest Pro v5

AlpariUK-Demo (Build 211)

Symbol		EURUSD (Euro vs US Dollar)
Period		5 Minutes (M5) 2007.01.02 00:00 - 2008.02.22 22:55 (2007.01.02 - 2008.02.24)
Model		Every tick (the most precise method based on all available least timeframes)
Bars in test	84674	Ticks modelled	1591822	Modelling quality	90.00%
Mismatched charts errors	1
Initial deposit	50000.00
Total net profit	567783.23	Gross profit	1484376.96	Gross loss	-916593.73
Profit factor	1.62	Expected payoff	317.02
Absolute drawdown	14797.39	Maximal drawdown	158427.30 (32.54%)	Relative drawdown	57.76% (87673.26)
Total trades	1791	Short positions (won %)	32 (34.38%)	Long positions (won %)	1759 (77.37%)
		Profit trades (% of total)	1372 (76.61%)	Loss trades (% of total)	419 (23.39%)
Largest		profit trade	4518.00	loss trade	-9390.60
Average		profit trade	1081.91	loss trade	-2187.57
Maximum		consecutive wins (profit in money)	140 (133865.86)	consecutive losses (loss in money)	37 (-18419.60)
Maximal		consecutive profit (count of wins)	142032.40 (80)	consecutive loss (count of losses)	-70397.30 (26)
Average		consecutive wins	21	consecutive losses	6

[Brian Dee - Random Trader]

L

Good you have single broker history test data - got any forward testing results?

Good PF and win/loss ratio but I'd be concerned over the drawdown figures.

I've seen EA's with highish drawdowns do unexpectedly poorly in live trading - though you could live with this in a high-risk EA, if your PF was higher?

Re the low win % on the shorts, does the code look at underlying longer-term trends adequately - for trade/no trade &/or lot sizing ?

FWIW

-BB-

[Liliput]

Yes, drawdown figures are concern i agree. But this depend on the MM. With constant position size drawdown drops with more than 10%.
Thank you for your comments, i will rethink some parameters.