profitability 43!

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Bars in history 617733
Simulated ticks 2576426
Simulation quality 25.00%
Chart mismatch errors 0
Initial deposit 1000.00
Net profit 4870996.26
Total profit 4985180.01
Total loss -114183.75
Profitability 43.66
Expectation of winning 530.38
Absolute drawdown 0.00
Maximum drawdown 5919.00 (0.21%)
Relative drawdown 7.80% (2195.68)
Total trades 9184
Short positions (% win) 5038 (99.44%)
Long positions (% win) 4146 (98.43%)
Profitable trades (% of all) 9091 (98.99%)
Loss trades (% of all) 93 (1.01%)
Largest
profitable trade 2959.50
losing trade -2761.78
Average
profitable trade 548.36
losing trade -1227.78
Maximum
continuous wins (profit) 592 (344103.50)
continuous losses (loss) 2 (-4932.50)
Maximum
continuous profits (number of wins) 344103.50 (592)
continuous losses (number of losses) -4932.50 (2)
Average
continuous wins 104
continuous losses 1

child report 6 mb, so it is only as follows

 
If only brokerage companies would not limit lots, and the bit size would not be limited and we would get a graph like the right branch of the parabola :)
 
Beautiful chart, just a dream :). Even with a stable lot it's very nice
And on what interval was it tested?
 

Very much like fitting a story.

 
The span is almost two years. 9,000 transactions. 20 a day.
 
Vinin:

Very much like fitting a story.


for 8 years the same thing, with the same parameters
 
Mathemat:
The span is almost two years. 9,000 transactions. 20 a day.

I tried to squeeze as much out of the Expert Advisor as possible, and reducing the number of trades only adds stability, of course.
 
Vinin писал (а): It's very much like fitting into a story.
I would even specify: it's not a story, but rather a tester. Such a phenomenal profit factor - with so many trades - is unrealistic. It may well be a great number of deals performed within a minute bar. The modeling quality is low; there is nothing definite to be said. Increase the working TF, delyus, if you want certainty. And one more thing: showing the results of testing on a growing lot is a mauvais ton. Play with millions for yourself as much as you want, but why show this self-deception to others!
 

delyus, aren't you getting your hopes up a bit early (no irony)? Not so long ago I also got the same result in the tester. Perhaps our algorithms are similar in some way... But when running online, the Expert Advisor fails. Slowly but surely. Although it gives profit when testing outside the sample, it is as good as when optimizing it. I am still figuring out why it happens. My Expert Advisor is based on "purely logical" logic, without indicators.

But yours? What timeframe and symbol did you use to perform the test? I hope this is not a secret? And how does your Expert Advisor work online today?

By the way, here is my similar test - lot=0.1/permanent.

Modeling quality 90.00% Chart mismatch errors 4

Initial deposit 10000.00

Net profit 79966.53

Profitability 2.75 Expected payoff 7.40

Absolute drawdown 0.66 Maximum drawdown 826.46 (1.01%) Relative drawdown 1.76% (387.19)

Total trades 10804 Profitable trades (% of all) 5130 (47.48%) Loss trades (% of all) 5674 (52.52%)

Average profitable trade 24.50 losing trade -8.06

 
delyus:
Vinin:

It's very much like fitting a story.


8 years old same thing, with the same parameters


Just did those pictures myself. Just being aware that there was an adjustment to the story.

And other developers have made such pictures. But warned straight away that it was a fitting.

Maybe it would be better to put it on Demo for a month. And in a month post the result.

 
Mathemat:
Vinin wrote (a): Very much like fitting a story.
I would even specify: it's more like a tester rather than a story. Such a phenomenal profit factor - with so many trades - is unrealistic. It may well be a great number of deals occurring within a minute bar. The modeling quality is low; there is nothing definite to be said. Increase the working TF, delyus, if you want certainty. And one more thing: showing the results of testing on a growing lot is a mauvais ton. You may play with millions for yourself as much as you want, but why should you show this self-deception to others?

max lot 10. if you put max lot 10,000, you can get america's budget in a few months))
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