Experts: Gandalf_PRO

[Automated-Trading]

Gandalf_PRO:

The creation of the Expert Advisor stems from the topic "Neural networks - where to start studying them".

Author: Vladimir Karputov

[Kurt]

Automated-Trading:

Gandalf_PRO:

Author: Vladimir Karputov

I did backtest with optimization on H1 USDCAD. Here is the preset file with the result.

Strategy Tester Report

ForexTimeFXTM-MT5 (Build 1629)

Settings

Expert:

Gandalf_PRO

Symbol:

USDCAD

Period:

H1 (2017.06.05 - 2017.07.01)

Inputs:

In_BUY=true

w_price=0.96

w_trend=0.38

SL_buy=200

Risk_buy=32

In_SELL=true

m_price=0.06

m_trend=1.26

SL_sell=75

Risk_sell=12

Broker:

FXTM FT Global Ltd.

Currency:

USD

Initial Deposit:

10 000,00

Leverage:

1:500

Results

History Quality:

100%

Bars:

480

Ticks:

113 735

Symbols:

1

Total Net Profit:

8 256,36

Balance Drawdown Absolute:

2,40

Equity Drawdown Absolute:

105,50

Gross Profit:

9 453,12

Balance Drawdown Maximal:

1 070.30 (6.98%)

Equity Drawdown Maximal:

1 495.34 (9.96%)

Gross Loss:

-1 196,76

Balance Drawdown Relative:

6.98% (1 070.30)

Equity Drawdown Relative:

9.96% (1 495.34)

Profit Factor:

7,90

Expected Payoff:

258,01

Margin Level:

1520.16%

Recovery Factor:

5,52

Sharpe Ratio:

1,06

Z-Score:

2.32 (97.91%)

AHPR:

1.0192 (1.92%)

LR Correlation:

0,99

OnTester result:

0

GHPR:

1.0190 (1.90%)

LR Standard Error:

271,28

Correlation (Profits,MFE):

0,60

Correlation (Profits,MAE):

0,29

Correlation (MFE,MAE):

- 0,19

Minimal position holding time:

0:11:40

Maximal position holding time:

68:14:40

Average position holding time:

11:38:46

Total Trades:

32

Short Trades (won %):

27 (96.30%)

Long Trades (won %):

5 (100.00%)

Total Deals:

64

Profit Trades (% of total):

31 (96.88%)

Loss Trades (% of total):

1 (3.13%)

Largest profit trade:

594,44

Largest loss trade:

-1 066,88

Average profit trade:

304,94

Average loss trade:

-1 196,76

Maximum consecutive wins ($):

18 (5 402.88)

Maximum consecutive losses ($):

1 (-1 066.88)

Maximal consecutive profit (count):

5 402.88 (18)

Maximal consecutive loss (count):

-1 066.88 (1)

Average consecutive wins:

16

Average consecutive losses:

1

[Imtiaz Ahmed]

Good work Kurt now i have to try it does it still making profit??