Confused about Strategy Tester results

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Hello:

I am testing a new EA and I am confused about how to interpret the results I have got. I am testing two different SL and TP figures for the same EA on the same chart and the same date period; my results are:

  • Test A: Total net profit = 100,30 . Profit factor = 1,43 . Expected payoff = 2,64
  • Test B: Total net profit = 92,96 . Profit factor = 1,62 . Expected payoff = 5,47

To my (little) understanding, the second test should have rendered a larger net profit, as the two other results are better; the modelling quality was 50% for both.

Could the "missing" 50% of quality be accountable for a missing profit in test B? If I had no other data, which of the two configurations would be advisable for a Real account?


Thanks in advance.

Roberto Valbuena

 

https://www.mql5.com/en/articles/1486

ProfitFactor = GrossProfit / GrossLoss


Expected Payoff = TotalNetProfit / TotalTrades

I'm guessing your Test B produced fewer trades?

 

Yes, Phillip, you are right: setting A produced 38 trades and setting B only 17 ... so I am guessing that the best selection criteria to pick a configuration from the Testing is the Total Net Profit earned.


Thanks!

 
That I do is use the top profit factor from the top few net profits
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