can some expert please analyze my result?

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HI,
Attached is my EA backtest result.

I built my history data from dukascopy data and it shows 99% quality.

I have delveloped this EA myself with complex money,lot management techniques and also i used only pure mathematical decisions. (no indicators used)

The results I see is too good to be true.

So i need an expert eye to give me some comments on it.

Every trade has SL and TP. Risk % per trade is 1% of equity.

Test period - 01/01/2011 to 17/06/2011 (there is some gaps in other period so i didnt use it. Even if i use it is not a problem as I have proper SL and TP on trades)

Attached is my results page.

Thanks in advance


 
Most people with 3-Months of EA building experience can duplicate those results on 6-months of data.
 
ubzen:
Most people with 3-Months of EA building experience can duplicate those results on 6-months of data.
Well I must be thick then because I have never produced results anywhere near as good as that :-(
 

Still u would actually need to post the trades taken by the ea to be able to analyze if it is really possible :D.. just from that statement, pretty hard :D

also after watching a little you`re back test numbers, there are a few things, which do not make sense.


1st, u have way to many bars in you`re test for the test period you specified.

2nd, if you risk 1%/deal, than you`re maximal loss could have been 81 and not 181

3rd from you`re back test numbers is obvious that you`re take profit is half the stop-loss... which would indicate you actually gain 0.5 % on every win . theoretically speaking, you would need 2 winners to offset a loss . now theoretically speaking to offset 20 losses you need 40 winners. So basically, from 179 winners u are left with 139 ....this is all theoretical!!!!! ... now with 139 trades, gaining 0.5 %/ trade you cannot have a return of over 500% you just can`t ... you`re return will be around 77% .. now even with 179 trades, no losses, u`re gain would have been around 120 % ... so basically somewhere in you`re "Every trade has SL and TP. Risk % per trade is 1% of equity." statement, there is something wrong . Cheers

 
MickyMouse:also after watching a little your back test numbers, there are a few things, which do not make sense.


1st, u have way too many bars in your test for the test period you specified.

2nd, if you risk 1%/deal, than your maximal loss could have been 81 and not 181

(corrections in bold)

Well spotted! If the final account balance is

deposit + net profit = 1000 + 5559 = 6559

then 1% on profit or loss is only a maximum of 66 according to my figures.

On my system, poor (low) modeling quality is pink. 90% quality is mostly grey with green at the end. I can't get 99%.

 
dabbler:

Well spotted! If the final account balance is

deposit + net profit = 1000 + 5559 = 6559

then 1% on profit or loss is only a maximum of 66 according to my figures.

On my system, poor (low) modeling quality is pink. 90% quality is mostly grey with green at the end. I can't get 99%.

I bet you i know what he is using ... i just need to figure out how :D

Is not his EA, he just modified an existing one ... just need to figure out how....

if he is using dukaskopy Tick data it is possible to have the bar red :d... the only thing that doesn't make sense is the amount of bars .

 
MickyMouse:

I bet you i know what he is using ... i just need to figure out how :D

Is not his EA, he just modified an existing one ... just need to figure out how....

if he is using dukaskopy Tick data it is possible to have the bar red :d... the only thing that doesn't make sense is the amount of bars .

Hi dabbler,

First I thank you for spending your time for analyzing my result. And I am so happy that I produced something that can be compared with an existing EA known to you :)

but i wish you must know that I am working on developing this EA for last 1 year.

After many tries I concluded that indicators is not sufficient. So i completely ignored them.

I am simply applying my own MM technique. thats it in it.

Ok now, i tried a lot to setup history data using dukascopy as said in "Birts EA" . But it is producing confusing results as you can see

So herewith I am attaching a 7 day trial version of my EA (hope you all respect my work on it)

I will be very thankful if you or someone has a proper history data and run my EA against it and post the results.

You can change the parameters as you like or leave to default as what i used.

Attached EA wont be as aggression as what is shown above. You can get that result by altering the parameters.

Attached EA expires on 26-dec-11


thanks

 
sorry mate, that file is crashing any platform im putting it on :D.. cant test ...
 

forget it, got it to trade....

so first of all, your ea only trades on 4 digit brokers...

second the log is full of errors related to lot size


third it jumps from 0.2 lots to 64 lots... there has to be some error in the coding

 

First I thank you for spending your time for analyzing my result. And I am so happy that I produced something that can be compared with an existing EA known to you :)

but i wish you must know that I am working on developing this EA for last 1 year.

After many tries I concluded that indicators is not sufficient. So i completely ignored them.


Hi!


I have proper history data but the backtest crashed, too. Any hints how to solve that problem?

What is the mathematic basic concept the EA trades on? I am curious about it because I left the idea about indicators behind after many tries without success. If you write that it is similar to an already excisting one you could post a link maybe?


@ MickeyMouse: If you run your backtest the "birts way" you have that amount of bars.

 

So bottom line is, if you really want somebody to be able to analyze it, put a version as the one you have on you`re first post... otherwise, impossible mate .

this one has 4 consecutive wins, 4 consecutive losses with a profit factor of 1.02 ... it is deffenetly not working like the one in first post :D.

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