Martingale is Evil?! - page 8

 
 
Can you show the tester's stats from the last five years?
 
RomanS >>:
Стейт с тестера за последние 5 лет сможешь показать?


Symbol USDJPY (US Dollar vs Japanese Yen)
Period 1 Minute (M1) 2000.01.03 00:01 - 2010.03.11 23:59 (2000.01.01 - 2010.03.12)
Model By open prices (only for Expert Advisors with explicit bar opening control)
Parameters MAGIC=951; Lots=0.1;

Bars in history 3485362 Simulated ticks 6735847 Modeling quality n/a
Chart mismatch errors 0

Initial deposit 25000.00
Net profit 317507.14 Total profit 620939.04 Total loss -303431.90
Profitability 2.05 Expected payoff 26.64
Absolute Drawdown 3764.67 Maximum Drawdown 32892.99 (21.95%) Relative Drawdown 52.24% (30477.38)

Total trades 11919 Short positions (% win) 8629 (56.45%) Long positions (% win) 3290 (57.60%)
Profitable trades (% of all) 6766 (56.77%) Loss trades (% of all) 5153 (43.23%)
The most profitable trade 10371.29 (loss trade -1956.18)
Average profitable trade 91.77 losing trade -58.88
Maximal number of continuous wins (profit) 27 (533.19) continuous losses (loss) 14 (-5648.26)
Maximum continuous profits (number of wins) 12620.14 (7) continuous losses (number of losses) -6258.21 (12)
Average continuous gain 5 continuous loss 4


And plus a report in another format, for connoisseurs:
Files:
 
Lord_Shadows писал(а) >>




You to the titans.

 
Isthe grail only for the yen or are there other pairs present?
What about the Eurobucks?
 
sever29 >>:


Вам к титанам.

Titans rest, it's cooler here...
Slow, but stable!

 
No Vladimir. There's something else entirely... Demo yes plus "Games of Gods".
I am simply conducting an experiment. First, the demo was tested algorithm itself in real time, found and fixed errors in handling breaks in communication and power off the computer. Now we are experimenting with real money. So far it has been proved that this smart Expert Advisor with the elements of martingale in terms of MM deserves the right to at least try it out.
 
Lord_Shadows >>:
Не Владимир. Там совсем иное... демо да плюс "ИГРЫ в Богов".
У меня же просто идёт эксперимент. Сначало на демо был проверен сам алгоритм в реальном времене, найдены и исправлены ошибки по обработке обрыва связи и отключения питанаия компа. Теперь уже и с реальными деньгами. Пока подтверждается, что умный советник с элементами мартингейла в плане ММ вполне заслуживает право как минимум на пробу пера.

Please tell me, how does your expert deal with a breakdown of communication and power failure?

 
RomanS >>:
Грааль только для ены? или еще пары присутствуют?
Как на счет евробакса?


And so does EURUSD... I've already posted it somewhere. I'll look for the test now.
One thing is disappointing, there is no interest from the regulars.
But the subject comes up for discussion with an enviable periodicity.
You can, after all, and discuss without foam at the mouth that it is not possible on the type that is impossible in principle ...
 
Lord_Shadows писал(а) >>


And so does EURUSD... already posted somewhere. I'll look for the test now.
One thing is disappointing, there is no interest shown by the regulars.
But the subject comes up for discussion with an enviable periodicity.
You can, after all, and discuss without foam at the mouth that it is not possible on the type that is impossible in principle...

What?