Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.01.01 23:00 - 2009.08.14 22:00 (2009.01.01 - 2009.08.17) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 4819 | Ticks modelled | 3680683 | Modelling quality | n/a |
Mismatched charts errors | 19352 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 416936.08 | Gross profit | 418151.08 | Gross loss | -1215.00 |
Profit factor | 344.16 | Expected payoff | 18127.66 | ||
Absolute drawdown | 1451.10 | Maximal drawdown | 83596.56 (22.90%) | Relative drawdown | 29.80% (9962.40) |
Total trades | 23 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 22 (95.65%) | Loss trades (% of total) | 1 (4.35%) | ||
Largest | profit trade | 88153.00 | loss trade | -1215.00 | |
Average | profit trade | 19006.87 | loss trade | -1215.00 | |
Maximum | consecutive wins (profit in money) | 17 (412837.98) | consecutive losses (loss in money) | 1 (-1215.00) | |
Maximal | consecutive profit (count of wins) | 412837.98 (17) | consecutive loss (count of losses) | -1215.00 (1) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
- What is the optimum depth of history for identifying a useful signal?
- Experts: NirvamanImax
- ADX, RSI & ATR strategy
How did it do through 2008?
100+ trades is better to asses
-BB-
How did it do through 2008?
100+ trades is better to asses
-BB-
DD very high.
Best regards,
Dan
How did it do through 2008?
100+ trades is better to asses
-BB-
Here EA performance from 1..1.08 till today.
Till 7/25/08 it was almost flat.
Also there are only 53 trades made. Does number of trade matter as long as DD is ok and other relevant factors?
Symbol | EURUSD (Euro vs. United States Dollar) | ||||
Period | 1 Hour (H1) 2008.01.02 11:00 - 2009.08.17 23:00 (2008.01.01 - 2009.08.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) |
Bars in test | 11014 | Ticks modelled | 8477897 | Modelling quality | n/a |
Mismatched charts errors | 2436 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1508609.00 | Gross profit | 1791385.39 | Gross loss | -282776.39 |
Profit factor | 6.33 | Expected payoff | 28464.32 | ||
Absolute drawdown | 497.54 | Maximal drawdown | 342762.02 (31.24%) | Relative drawdown | 58.01% (16916.19) |
Total trades | 53 | Short positions (won %) | 26 (69.23%) | Long positions (won %) | 27 (70.37%) |
Profit trades (% of total) | 37 (69.81%) | Loss trades (% of total) | 16 (30.19%) | ||
Largest | profit trade | 331483.20 | loss trade | -47291.16 | |
Average | profit trade | 48415.82 | loss trade | -17673.52 | |
Maximum | consecutive wins (profit in money) | 7 (578433.94) | consecutive losses (loss in money) | 4 (-10446.63) | |
Maximal | consecutive profit (count of wins) | 578433.94 (7) | consecutive loss (count of losses) | -128059.70 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
-----------------------------------
Here is the report with no mismatch error. EA run from 1.1.2008 till today.
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.01.02 06:00 - 2009.08.14 22:00 (2009.01.01 - 2009.08.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) |
Bars in test | 4825 | Ticks modelled | 8094861 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 511034.28 | Gross profit | 553014.33 | Gross loss | -41980.05 |
Profit factor | 13.17 | Expected payoff | 11614.42 | ||
Absolute drawdown | 1431.10 | Maximal drawdown | 113317.70 (25.35%) | Relative drawdown | 38.75% (7132.92) |
Total trades | 44 | Short positions (won %) | 24 (83.33%) | Long positions (won %) | 20 (90.00%) |
Profit trades (% of total) | 38 (86.36%) | Loss trades (% of total) | 6 (13.64%) | ||
Largest | profit trade | 67262.00 | loss trade | -19837.50 | |
Average | profit trade | 14553.01 | loss trade | -6996.68 | |
Maximum | consecutive wins (profit in money) | 23 (359486.20) | consecutive losses (loss in money) | 2 (-36668.05) | |
Maximal | consecutive profit (count of wins) | 359486.20 (23) | consecutive loss (count of losses) | -36668.05 (2) | |
Average | consecutive wins | 10 | consecutive losses | 2 |
Still a lot of mismatched errors. Re-download your history and re-run the period_converter so your history is as precise as possible on H1.
.
I'm not sure what you changed but the first run was showing much better results even if the second is still pretty good.
.
Jon
You need to fix the mismatched errors so modeling quality can achieve 90%. This result has too many errors and cannot be trusted.
To do so, delete your history file from the folder "history/downloads" and re-download and re-run history test.
Thanks.
Still a lot of mismatched errors. Re-download your history and re-run the period_converter so your history is as precise as possible on H1.
.
I'm not sure what you changed but the first run was showing much better results even if the second is still pretty good.
.
Jon
I re-optimized for this period therefore you can see lil bit changed.
Still looking good!
.
Now this is obviously with a MM system that increments lots as the balance grows. For testing purposes, post one that uses a 0.1 static lot size throughout the test. This will help us see the kinks in the chart and perhaps find and fix problems in certain periods when going back to the charts.
.
Jon
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