different strategy tester results with same EA, same parameters, same time frame on same computer??

 

Hi all,

I have 2 instances of MT4. I wrote a basic EA and tested it on 2 instances of MT4 with same parameters, time frame, etc. Both instances are from the same setup file which is InterbankFX version of MT4.

I ran the test on M30 and one instance always execute trade one bar before the other one (i.e. if one MT4 executes on 5:30 and the other does it on 6:00, etc), also the prices are not the same.

Anyone knows why or know of good articles out there talking about this?

Thanks!

MikeEA1
InterbankFX-MT4 Demo Accounts 2 (Build 216)


Symbol EURUSD (Euro vs US Dollar)
Period 30 Minutes (M30) 2008.06.23 00:00 - 2008.06.24 22:30 (2008.06.23 - 2008.06.25)
Model Every tick (the most precise method based on all available least timeframes)
Parameters TakeProfit=60; Lots=0.1; TrailingStop=30;
Bars in test 1094 Ticks modelled 21066 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 46.66 Gross profit 84.00 Gross loss -37.34
Profit factor 2.25 Expected payoff 11.66
Absolute drawdown 6.00 Maximal drawdown 68.00 (0.68%) Relative drawdown 0.68% (68.00)
Total trades 4 Short positions (won %) 2 (50.00%) Long positions (won %) 2 (50.00%)
Profit trades (% of total) 2 (50.00%) Loss trades (% of total) 2 (50.00%)
Largest profit trade 60.00 loss trade -30.00
Average profit trade 42.00 loss trade -18.67
Maximum consecutive wins (profit in money) 1 (60.00) consecutive losses (loss in money) 2 (-37.34)
Maximal consecutive profit (count of wins) 60.00 (1) consecutive loss (count of losses) -37.34 (2)
Average consecutive wins 1 consecutive losses 2

Strategy Tester Report
MikeEA1
InterbankFX-MT4 Demo Accounts 2 (Build 216)


Symbol EURUSD (Euro vs US Dollar)
Period 30 Minutes (M30) 2008.06.23 00:00 - 2008.06.24 23:30 (2008.06.23 - 2008.06.25)
Model Every tick (the most precise method based on all available least timeframes)
Parameters TakeProfit=60; Lots=0.1; TrailingStop=30;
Bars in test 1097 Ticks modelled 21227 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 76.66 Gross profit 120.00 Gross loss -43.34
Profit factor 2.77 Expected payoff 19.16
Absolute drawdown 4.00 Maximal drawdown 52.00 (0.52%) Relative drawdown 0.52% (52.00)
Total trades 4 Short positions (won %) 2 (50.00%) Long positions (won %) 2 (50.00%)
Profit trades (% of total) 2 (50.00%) Loss trades (% of total) 2 (50.00%)
Largest profit trade 60.00 loss trade -31.00
Average profit trade 60.00 loss trade -21.67
Maximum consecutive wins (profit in money) 1 (60.00) consecutive losses (loss in money) 2 (-43.34)
Maximal consecutive profit (count of wins) 60.00 (1) consecutive loss (count of losses) -43.34 (2)
Average consecutive wins 1 consecutive losses 2

 

Maybe

Every tick mode means that, the tick data is simulated by a math model of MT, and will not repeat totally.

and the result also related with how your EA to work.

if you want check it, you should check and compare each position (time, price and lots) betweent them, then to judge what is the resons.

 
Fix back testing interval and retry.
 
mikeli123 wrote >>

Hi all,

I have 2 instances of MT4. I wrote a basic EA and tested it on 2 instances of MT4 with same parameters, time frame, etc. Both instances are from the same setup file which is InterbankFX version of MT4.

I ran the test on M30 and one instance always execute trade one bar before the other one (i.e. if one MT4 executes on 5:30 and the other does it on 6:00, etc), also the prices are not the same.

Anyone knows why or know of good articles out there talking about this?

Thanks!

Strategy Tester Report
MikeEA1
InterbankFX-MT4 Demo Accounts 2 (Build 216)


Symbol EURUSD (Euro vs US Dollar)
Period 30 Minutes (M30) 2008.06.23 00:00 - 2008.06.24 22:30 (2008.06.23 - 2008.06.25)
Model Every tick (the most precise method based on all available least timeframes)
Parameters TakeProfit=60; Lots=0.1; TrailingStop=30;
Bars in test 1094 Ticks modelled 21066 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 46.66 Gross profit 84.00 Gross loss -37.34
Profit factor 2.25 Expected payoff 11.66
Absolute drawdown 6.00 Maximal drawdown 68.00 (0.68%) Relative drawdown 0.68% (68.00)
Total trades 4 Short positions (won %) 2 (50.00%) Long positions (won %) 2 (50.00%)
Profit trades (% of total) 2 (50.00%) Loss trades (% of total) 2 (50.00%)
Largest profit trade 60.00 loss trade -30.00
Average profit trade 42.00 loss trade -18.67
Maximum consecutive wins (profit in money) 1 (60.00) consecutive losses (loss in money) 2 (-37.34)
Maximal consecutive profit (count of wins) 60.00 (1) consecutive loss (count of losses) -37.34 (2)
Average consecutive wins 1 consecutive losses 2

Strategy Tester Report
MikeEA1
InterbankFX-MT4 Demo Accounts 2 (Build 216)


Symbol EURUSD (Euro vs US Dollar)
Period 30 Minutes (M30) 2008.06.23 00:00 - 2008.06.24 23:30 (2008.06.23 - 2008.06.25)
Model Every tick (the most precise method based on all available least timeframes)
Parameters TakeProfit=60; Lots=0.1; TrailingStop=30;
Bars in test 1097 Ticks modelled 21227 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 76.66 Gross profit 120.00 Gross loss -43.34
Profit factor 2.77 Expected payoff 19.16
Absolute drawdown 4.00 Maximal drawdown 52.00 (0.52%) Relative drawdown 0.52% (52.00)
Total trades 4 Short positions (won %) 2 (50.00%) Long positions (won %) 2 (50.00%)
Profit trades (% of total) 2 (50.00%) Loss trades (% of total) 2 (50.00%)
Largest profit trade 60.00 loss trade -31.00
Average profit trade 60.00 loss trade -21.67
Maximum consecutive wins (profit in money) 1 (60.00) consecutive losses (loss in money) 2 (-43.34)
Maximal consecutive profit (count of wins) 60.00 (1) consecutive loss (count of losses) -43.34 (2)
Average consecutive wins 1 consecutive losses 2

mikeli123
wrote
>>

Hi all,

I have 2 instances of MT4. I wrote a basic EA and tested it on 2 instances of MT4 with same parameters, time frame, etc. Both instances are from the same setup file which is InterbankFX version of MT4.

I ran the test on M30 and one instance always execute trade one bar before the other one (i.e. if one MT4 executes on 5:30 and the other does it on 6:00, etc), also the prices are not the same.

Anyone knows why or know of good articles out there talking about this?

Thanks!

Strategy Tester Report
MikeEA1
InterbankFX-MT4 Demo Accounts 2 (Build 216)


Symbol EURUSD (Euro vs US Dollar)
Period 30 Minutes (M30) 2008.06.23 00:00 - 2008.06.24 22:30 (2008.06.23 - 2008.06.25)
Model Every tick (the most precise method based on all available least timeframes)
Parameters TakeProfit=60; Lots=0.1; TrailingStop=30;
Bars in test 1094 Ticks modelled 21066 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 46.66 Gross profit 84.00 Gross loss -37.34
Profit factor 2.25 Expected payoff 11.66
Absolute drawdown 6.00 Maximal drawdown 68.00 (0.68%) Relative drawdown 0.68% (68.00)
Total trades 4 Short positions (won %) 2 (50.00%) Long positions (won %) 2 (50.00%)
Profit trades (% of total) 2 (50.00%) Loss trades (% of total) 2 (50.00%)
Largest profit trade 60.00 loss trade -30.00
Average profit trade 42.00 loss trade -18.67
Maximum consecutive wins (profit in money) 1 (60.00) consecutive losses (loss in money) 2 (-37.34)
Maximal consecutive profit (count of wins) 60.00 (1) consecutive loss (count of losses) -37.34 (2)
Average consecutive wins 1 consecutive losses 2

Strategy Tester Report
MikeEA1
InterbankFX-MT4 Demo Accounts 2 (Build 216)


Symbol EURUSD (Euro vs US Dollar)
Period 30 Minutes (M30) 2008.06.23 00:00 - 2008.06.24 23:30 (2008.06.23 - 2008.06.25)
Model Every tick (the most precise method based on all available least timeframes)
Parameters TakeProfit=60; Lots=0.1; TrailingStop=30;
Bars in test 1097 Ticks modelled 21227 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 76.66 Gross profit 120.00 Gross loss -43.34
Profit factor 2.77 Expected payoff 19.16
Absolute drawdown 4.00 Maximal drawdown 52.00 (0.52%) Relative drawdown 0.52% (52.00)
Total trades 4 Short positions (won %) 2 (50.00%) Long positions (won %) 2 (50.00%)
Profit trades (% of total) 2 (50.00%) Loss trades (% of total) 2 (50.00%)
Largest profit trade 60.00 loss trade -31.00
Average profit trade 60.00 loss trade -21.67
Maximum consecutive wins (profit in money) 1 (60.00) consecutive losses (loss in money) 2 (-43.34)
Maximal consecutive profit (count of wins) 60.00 (1) consecutive loss (count of losses) -43.34 (2)
Average consecutive wins 1 consecutive losses 2

There is 1 hr diference in the testing data range

Reason: