There are two better results in the long-term EA backtesting. How to choose?

[Deleted] 2022.01.06 12:53

There are two better results in the long-term EA backtesting. How to choose?

High profit is better?

Results 1：

Settings

Expert:

MT5-USDJPY@M15

Symbol:

USDJPY

Period:

M15 (1999.01.01 - 2021.01.01)

Results

History Quality:

98%

Bars:

544239

Ticks:

256858954

Symbols:

1

Total Net Profit:

982.23

Balance Drawdown Absolute:

102.63

Equity Drawdown Absolute:

107.83

Gross Profit:

13 057.85

Balance Drawdown Maximal:

268.85 (2.60%)

Equity Drawdown Maximal:

275.05 (2.66%)

Gross Loss:

-12 075.62

Balance Drawdown Relative:

2.60% (268.85)

Equity Drawdown Relative:

2.66% (275.05)

Profit Factor:

1.08

Expected Payoff:

0.27

Margin Level:

98921.70%

Recovery Factor:

3.57

Sharpe Ratio:

0.03

Z-Score:

-0.34 (26.61%)

AHPR:

1.0000 (0.00%)

LR Correlation:

0.96

OnTester result:

0

GHPR:

1.0000 (0.00%)

LR Standard Error:

86.16

Total Trades:

3702

Short Trades (won %):

1220 (77.05%)

Long Trades (won %):

2482 (62.73%)

Total Deals:

7404

Profit Trades (% of total):

2497 (67.45%)

Loss Trades (% of total):

1205 (32.55%)

Largest profit trade:

18.7

Largest loss trade:

-20.4

Average profit trade:

5.23

Average loss trade:

-10.02

Maximum consecutive wins ($):

25 (119.48)

Maximum consecutive losses ($):

7 (-69.89)

Maximal consecutive profit (count):

119.48 (25)

Maximal consecutive loss (count):

-69.89 (7)

Average consecutive wins:

3

Average consecutive losses:

1

Results 2：

Settings

Expert:

MT5-USDJPY@M15

Symbol:

USDJPY

Period:

M15 (1999.01.01 - 2021.01.01)

Results

History Quality:

98%

Bars:

544239

Ticks:

256858954

Symbols:

1

Total Net Profit:

1 257.24

Balance Drawdown Absolute:

20.04

Equity Drawdown Absolute:

25.94

Gross Profit:

12 285.98

Balance Drawdown Maximal:

233.43 (2.17%)

Equity Drawdown Maximal:

241.34 (2.24%)

Gross Loss:

-11 028.74

Balance Drawdown Relative:

2.17% (233.43)

Equity Drawdown Relative:

2.24% (241.34)

Profit Factor:

1.11

Expected Payoff:

0.42

Margin Level:

99740.60%

Recovery Factor:

5.21

Sharpe Ratio:

0.05

Z-Score:

-0.63 (47.13%)

AHPR:

1.0000 (0.00%)

LR Correlation:

0.97

OnTester result:

0

GHPR:

1.0000 (0.00%)

LR Standard Error:

100.43

Total Trades:

2964

Short Trades (won %):

976 (68.65%)

Long Trades (won %):

1988 (59.76%)

Total Deals:

5928

Profit Trades (% of total):

1858 (62.69%)

Loss Trades (% of total):

1106 (37.31%)

Largest profit trade:

25.79

Largest loss trade:

-14.4

Average profit trade:

6.61

Average loss trade:

-9.97

Maximum consecutive wins ($):

11 (104.64)

Maximum consecutive losses ($):

9 (-89.80)

Maximal consecutive profit (count):

104.64 (11)

Maximal consecutive loss (count):

-89.80 (9)

Average consecutive wins:

3

Average consecutive losses:

2

、

[Deleted] 2022.01.07 00:32 #1

Results 2 profit better ，but profit trades and total trades lower