Scold :) Interested to hear your opinion regarding... - page 6

 
I mean the idea that it could be interesting, in terms of the fact that in one thread, over time, there will be many results of the "life" of advisers and their further discussion, so that in one place there will be a lot of interesting and different information
 

The test period is slightly shorter.



Bars in history 49003

Simulated ticks 4404703
Simulation quality 89.82%
Chart mismatch errors 0
Initial deposit 1000.00
Net profit 63610.28
Total profit 72680.74
Total loss -9070.46
Profitability 8.01
Expectation of winning 18.93
Absolute drawdown 24.86
Maximum drawdown 3143.02 (5.05%)
Relative drawdown 17.22% (282.21)
Total trades 3360
Short positions (% win) 1953 (98.72%)
Long positions (% win) 1407 (99.29%)
Profitable trades (% of all) 3325 (98.96%)
Loss trades (% of all) 35 (1.04%)
Largest
profitable trade 221.79
losing trade -2325.50
Average
profitable trade 21.86
losing trade -259.16
Maximum
continuous wins (profit) 1163 (24496.86)
continuous losses (loss) 17 (-7013.94)
Maximum
continuous profits (number of wins) 24496.86 (1163)
continuous losses (number of losses) -7013.94 (17)
Average
continuous wins 238

Continuous loss 3

 
Mathemat писал (а) >>

2 Vita: Why is your criterion for evaluating a strategy so tied to TP/SL = 1? I'm trying to do something with that ratio as well, but I'm interested in your opinion.

О... A couple of words, :))/// yet I can't resist... :))) Mathematician, so my seed has fallen on fertile ground after all.

 
geopoint писал (а) >>
Short positions (% wins) 1953 (98.72%)
Long Positions (% wins) 1407 (99.29%)
Profitable trades (% of all) 3325 (98.96%)
Loss trades (% of all) 35 (1.04%)
That's right... 98%! Exactly.... Great result ! :))
 


There's no such thing :)

NProgrammer, the profitable trades are 99.8%. Naturally it's a nefarious piper who makes millions on the demo in a couple of days.

 
NProgrammer писал (а) >>
Exactly... 98%! Exactly.... Great result ! :))

You're the one who can't be bothered. But once again, you don't shine with knowledge. First of all, it's a pip trader. This is a different topic and a different psychology of trading. Totally different rules than the overturned TP with stops starting from 100 pips. I do not like and do not understand scalping strategies. Although I do not deny that such TS may have the right to exist (unlike you, who can not understand that there may be TS that are not 98% profitable trades). And in previous posts, I mentioned that my words do not apply to pipsaw TS. Secondly, this report is not from OOS(if you know what it is), but from the optimization period. And there's a very good chance that it's just a fit to the story. I can show you FCs with 100% profitable deals at optimization period and they successfully lost on real trade (or OOS). Although it may not apply to scalpers - I just do not know. And thirdly, "there is a "TS like a TS". And it is not possible on the example of one TS to discuss another. More precisely, it is impossible to fit all the TCs under one template and one rule........

Here, have a look at "high class" pipswitch - https://www.mql5.com/ru/users/winwin2007

 
NProgrammer писал (а) >>
That's right... 98%! Exactly.... Great result ! :))

:-) ... Are you serious ?

 
alexx_v писал (а) >>

Actually not a grail, as I have not searched for it and am unlikely to do so :)

The EA uses nothing but MM, i.e. no turkeys, i.e. nothing at all :)

All it uses is shoot moose in early childhood :) and grow fat profits of course :)

Strategy Tester Report

AS+TP

FtTrade-Server (Build 216)


Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2007.06.12 00:00 - 2008.06.11 23:00 (2007.06.12 - 2008.06.12)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters LossSpreds=4; ProfitSpreds=70; Lots=0.1;
Bars in history 7151 Modelled ticks 1944321 Simulation quality 90.00%
Plot mismatch errors 7
Initial deposit 10000.00
Net profit 3493.84 Total profit 10307.52 Total loss -6813.68
Profitability 1.51 Expected payoff 6.99
Absolute drawdown 304.94 Maximum drawdown 937.32 (8.82%) Relative drawdown 8.82% (937.32)
Total trades 500 Short positions (% win) 242 (8.26%) Long positions (% win) 258 (11.63%)
Profitable trades (% of all) 50 (10.00%) Loss trades (% of all) 450 (90.00%)
Largest profitable trade 210.45 losing transaction -20.00
Average profitable deal 206.15 losing trade -15.14
Maximum number continuous wins (profit) 5 (1042.51) Continuous losses (loss) 48 (-725.44)
Maximum continuous profits (number of wins) 1042.51 (5) Continuous loss (number of losses) -725.44 (48)
Average continuous winnings 1 Continuous loss 10

2007.06.12 EUR 1.3360

2008.06.11 EUR 1.5560

The Expert Advisor is clearly using the existence of a trend in this area. (258-242)*206.15=3298.40 - as you see, all profits are due to the trend. The MM has nothing to do with it. Publication of such results is tantamount to publishing: "2007.06.12 EA bought 1 lot of Euro at 1.3360, and 2008.06.11 sold it at 1.5560. Gain 1200 pips."

 

NP, what's the 98-99% to you? Look at the ratio of loss to profit, 12:1 (and that 12:1 is inherent in the strategy). You wouldn't be able to estimate it by your supercriterion. But if it were 1:1, it would be a brilliance.

2 geopoint: I realised my mistake. You can't call it pipsing; it's more like overbetting. The excess of balance over equity at the end of the period is around 5-6k. This is a slippage of approximately 8% that is always visible at the moment and almost never decreases (in terms of percentage value). But there is a self-deception in the form of growing balance. It's like when you take out loans all the time, but you postpone payments and your debt grows, even though you technically have caviar, houses, cars, girlfriends, etc.

 
How does an EA know, if there will be a trend during a year or not, and if there will be a trend, then what kind - up-trend or down-trend, or a flat, or alternation of one, the other and the third, or events will develop in some other way... And MM has nothing to do with it, we could open with 1 lot down (because the Expert Advisor has no functions to estimate the market direction, etc.) and just wait for Kolya Morzhov to come... But instead he is literally fumbling for price movement with small lots.
Reason: