blogzr3:
Max drawdown is too high, higher than your initial deposit.
Not some sort of Martingale, is it?
Not really... i just used several entry point n several exit point....
if hedge is not allowed this EA will not used.
here is some of trade result
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.02 07:00 | buy | 1 | 1.00 | 1.4638 | 0.0000 | 0.0000 | ||
2 | 2009.01.02 09:00 | buy | 2 | 1.00 | 1.4616 | 0.0000 | 0.0000 | ||
3 | 2009.01.02 14:00 | sell | 3 | 1.00 | 1.4495 | 0.0000 | 0.0000 | ||
4 | 2009.01.02 19:00 | sell | 4 | 1.00 | 1.4518 | 0.0000 | 0.0000 | ||
5 | 2009.01.02 23:00 | sell | 5 | 1.00 | 1.4499 | 0.0000 | 0.0000 | ||
6 | 2009.01.05 00:00 | sell | 6 | 1.00 | 1.4540 | 0.0000 | 0.0000 | ||
7 | 2009.01.05 02:00 | sell | 7 | 1.00 | 1.4524 | 0.0000 | 0.0000 | ||
8 | 2009.01.05 07:00 | buy | 8 | 1.00 | 1.4473 | 0.0000 | 0.0000 | ||
9 | 2009.01.05 12:00 | sell | 9 | 1.00 | 1.4482 | 0.0000 | 0.0000 | ||
10 | 2009.01.05 13:00 | buy | 10 | 1.00 | 1.4563 | 0.0000 | 0.0000 | ||
11 | 2009.01.05 14:00 | buy | 11 | 1.00 | 1.4505 | 0.0000 | 0.0000 | ||
12 | 2009.01.06 04:00 | buy | 12 | 1.00 | 1.4658 | 0.0000 | 0.0000 | ||
13 | 2009.01.06 05:00 | buy | 13 | 1.00 | 1.4657 | 0.0000 | 0.0000 | ||
14 | 2009.01.06 06:00 | buy | 14 | 1.00 | 1.4665 | 0.0000 | 0.0000 | ||
15 | 2009.01.06 07:00 | buy | 15 | 1.00 | 1.4630 | 0.0000 | 0.0000 | ||
16 | 2009.01.06 12:00 | sell | 16 | 1.00 | 1.4675 | 0.0000 | 0.0000 | ||
17 | 2009.01.06 19:35 | sell | 17 | 2.00 | 1.4853 | 0.0000 | 0.0000 | ||
18 | 2009.01.06 19:35 | close by | 15 | 1.00 | 1.4853 | 0.0000 | 0.0000 | 2230.00 | 12230.00 |
19 | 2009.01.06 19:35 | close by | 17 | 0.00 | 1.4853 | 0.0000 | 0.0000 | 0.00 | 12230.00 |
20 | 2009.01.06 19:35 | sell | 18 | 1.00 | 1.4853 | 0.0000 | 0.0000 | ||
21 | 2009.01.06 19:35 | close by | 14 | 1.00 | 1.4853 | 0.0000 | 0.0000 | 1880.00 | 14110.00 |
22 | 2009.01.06 19:35 | close by | 18 | 0.00 | 1.4853 | 0.0000 | 0.0000 | 0.00 | 14110.00 |
23 | 2009.01.06 19:35 | close by | 13 | 1.00 | 1.4675 | 0.0000 | 0.0000 | 180.00 | 14290.00 |
24 | 2009.01.06 19:35 | close by | 16 | 0.00 | 1.4675 | 0.0000 | 0.0000 | 0.00 | 14290.00 |
25 | 2009.01.06 19:35 | close by | 12 | 1.00 | 1.4482 | 0.0000 | 0.0000 | -1774.47 | 12515.53 |
26 | 2009.01.06 19:35 | close by | 9 | 0.00 | 1.4482 | 0.0000 | 0.0000 | 0.00 | 12515.53 |
27 | 2009.01.06 19:35 | close by | 11 | 1.00 | 1.4524 | 0.0000 | 0.0000 | 176.65 | 12692.18 |
28 | 2009.01.06 19:35 | close by | 7 | 0.00 | 1.4524 | 0.0000 | 0.0000 | 0.00 | 12692.18 |
29 | 2009.01.06 19:35 | close by | 10 | 1.00 | 1.4540 | 0.0000 | 0.0000 | -243.35 | 12448.83 |
30 | 2009.01.06 19:35 | close by | 6 | 0.00 | 1.4540 | 0.0000 | 0.0000 | 0.00 | 12448.83 |
31 | 2009.01.06 19:35 | close by | 8 | 1.00 | 1.4499 | 0.0000 | 0.0000 | 232.18 | 12681.01 |
32 | 2009.01.06 19:35 | close by | 5 | 0.00 | 1.4499 | 0.0000 | 0.0000 | 0.00 | 12681.01 |
33 | 2009.01.06 19:35 | close by | 2 | 1.00 | 1.4518 | 0.0000 | 0.0000 | -1006.71 | 11674.30 |
34 | 2009.01.06 19:35 | close by | 4 | 0.00 | 1.4518 | 0.0000 | 0.0000 | 0.00 | 11674.30 |
35 | 2009.01.06 19:35 | close by | 1 | 1.00 | 1.4495 | 0.0000 | 0.0000 | -1456.71 | 10217.60 |
36 | 2009.01.06 19:35 | close by | 3 | 0.00 | 1.4495 | 0.0000 | 0.0000 | 0.00 | 10217.60 |
.......
2765 | 2009.08.27 18:00 | sell | 1383 | 1.00 | 1.6208 | 0.0000 | 0.0000 | ||
2766 | 2009.08.27 19:00 | sell | 1384 | 1.00 | 1.6207 | 0.0000 | 0.0000 | ||
2767 | 2009.08.27 23:00 | buy | 1385 | 1.00 | 1.6279 | 0.0000 | 0.0000 | ||
2768 | 2009.08.28 05:00 | buy | 1386 | 1.00 | 1.6273 | 0.0000 | 0.0000 | ||
2769 | 2009.08.28 06:00 | buy | 1387 | 1.00 | 1.6269 | 0.0000 | 0.0000 | ||
2770 | 2009.08.28 17:00 | buy | 1388 | 1.00 | 1.6311 | 0.0000 | 0.0000 | ||
2771 | 2009.08.28 22:29 | close at stop | 1388 | 1.00 | 1.6273 | 0.0000 | 0.0000 | -380.00 | 59052.04 |
2772 | 2009.08.28 22:29 | close at stop | 1387 | 1.00 | 1.6273 | 0.0000 | 0.0000 | 40.00 | 59092.04 |
2773 | 2009.08.28 22:29 | close at stop | 1386 | 1.00 | 1.6273 | 0.0000 | 0.0000 | 0.00 | 59092.04 |
2774 | 2009.08.28 22:29 | close at stop | 1385 | 1.00 | 1.6273 | 0.0000 | 0.0000 | -58.89 | 59033.15 |
2775 | 2009.08.28 22:29 | close at stop | 1384 | 1.00 | 1.6276 | 0.0000 | 0.0000 | -704.47 | 58328.69 |
2776 | 2009.08.28 22:29 | close at stop | 1383 | 1.00 | 1.6276 | 0.0000 | 0.0000 | -694.47 | 57634.22 |
Not good :(
Profit Factor too low
Drawdown too high
There is no consideration for the fact that like most pairs, this one drops faster than it goes up
Hence your lower success rate on Longs...
Even a range-trading strategy might be asymmetrical for entry signals, TP, SL and TS, any trend-following EA certainly should be..
My 2c worth :)
Good Luck
-BB-
Drawdown too big for me.
Did you test it further back, say from 2004?
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