Tester charts of future championship participants - page 23

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Serg_ASV писал (а) >>

Are there more brave people :), or can we already make a copy of the branch before the charts are deleted.

Unfortunately we didn't see schedules of most of the "luminaries" of programming - maybe they have something to hide...

I think this post will come back after the championship...

Can a list of "programming luminaries" be published? If we are talking about the winners of the last championship, only Better has not posted a graph, and Wackena hardly reads this forum. Although the graphs are posted by the "serious" ones! Such work is worthy of participation in the championship and respect! The main thing is that the tests on the history coincide with real trading :)

 
If you need it, you can make such a chart for yourself: on each bar you provide the current equity and the volume of new open positions, if any, and then you upload them into Excel or something else and draw the charts.
 
Valmars писал (а) >>
Waiting for an explanation.

My apologies for the error in your disqualification. I was let down by my reliance on the 'ironclad' logbook report.

 
Strategy Tester Report
euro_grabber
MetaQuotes-Demo (Build 218)

Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2008.01.02 09:00 - 2008.08.19 23:00 (2008.01.01 - 2008.08.20)
Model Every tick (the most precise method based on all available minimum timeframes)
Parameters stoploss=100; TP=50; ind1=20; ind3=42; ind2_lvl=50; ind2_lvl2=20; lot=0; LotsPercent=17; MinLot=0.1; MaxLot=5; iTrl_dist_1=50; iLevel_1=60; iTrl_dist_2=15; iLevel_2=80; iTrl_dist_3=10;
Bars in test 4919 Ticks modelled 1560779 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 78105.38 Gross profit 90617.72 Gross loss -12512.34
Profit factor 7.24 Expected payoff 1183.41
Absolute drawdown 6746.20 Maximal drawdown 12497.91 (79.34%) Relative drawdown 79.34% (12497.91)
Total trades 66 Short positions (won %) 0 (0.00%) Long positions (won %) 66 (90.91%)
Profit trades (% of total) 60 (90.91%) Loss trades (% of total) 6 (9.09%)
Largest profit trade 3544.17 loss trade -2448.00
Average profit trade 1510.30 loss trade -2085.39
Maximum (profit in money) 48 (83333.58) consecutive losses (loss in money) 3 (-7344.00)
Maximal consecutive profit (count of wins) 83333.58 (48) consecutive loss (count of losses) -7344.00 (3)
Average consecutive wins 20 consecutive losses 3

Extremely modest, but let's see!

 

grider_2008_2
Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 2008.01.02 10:00 - 2008.08.19 23:45 (2008.01.01 - 2008.08.20)
Model Every tick (the most precise method based on all available timeframes)
Parameters OrdersCount=3; MaxOrderLot=5; MaximumRisk=33;

Initial deposit 10000.00
Total net profit 72207.39 Gross profit 91906.20 Gross loss -19698.82
Profit factor 4.67 Expected payoff 229.23
Absolute drawdown 1328.85 Maximal drawdown 10361.37 (16.06%) Relative drawdown 36.93% (8676.28)

Total trades 315 Short positions (won %) 128 (85.94%) Long positions (won %) 187 (93.58%)
Profit trades (% of total) 285 (90.48%) Loss trades (% of total) 30 (9.52%)
Largest profit trade 455.15 loss trade -5086.96
Average profit trade 322.48 loss trade -656.63
Maximum consecutive wins (profit in money) 50 (12199.21) consecutive losses (loss in money) 4 (-5485.80)
Maximal consecutive profit (count of wins) 13021.02 (35) consecutive losses (count of losses) -5485.80 (4)
Average consecutive wins 17 consecutive losses 2


 
Yeah, and you're a crosafcheg yourself too :).

MM - from the series "total drawdown not exceeding a given percentage", i.e. geometric reduction of the lot in a series of losses? I.e. if tested at 0.1, then in the area of the horizontal section of the curve is actually a loss?

Thanks for the compliment of course :D, I don't know what MM means and I don't know what you mean :)


"Total drawdown is no more than a specified percentage" - about the same, the only difference is that the percentage also varies with the given conditions. Everything is primitive. The straight line exactly shows the minimum drawdown percentage, and about trading with 0.1 lot - I don't know, I've never traded on real account and my experience is much less. I just wondered. If guessed, there is a chance, otherwise alas...

 
Automated Trading Championship 2007
Strategy Tester Report
champion-2007
MetaQuotes-Demo (Build 210)
Symbol GBPJPY (Great Britain Pound vs Japanese Yen)
Period 1 Hour (H1) 2007.01.02 00:00 - 2007.08.17 22:00 (2007.01.01 - 2007.08.20)
Model Every tick (the most accurate method based on all available timeframes)
Bars in test 8122 Ticks modelled 1978510 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 262776.85 Gross profit 489731.01 Gross loss -226954.16
Profit factor 2.16 Expected payoff 890.77
Absolute drawdown 77.83 Maximal drawdown 34458.12 (17.87%) Relative drawdown 42.10% (12367.38)
Total trades 295 Short positions (won %) 106 (74.53%) Long positions (won %) 189 (76.19%)
Profit trades (% of total) 223 (75.59%) Loss trades (% of total) 72 (24.41%)
Largest profit trade 30401.92 loss trade -10778.21
Average profit trade 2196.10 loss trade -3152.14
Maximum consecutive wins (profit in money) 18 (25575.78) consecutive losses (loss in money) 6 (-16041.25)
Maximal consecutive profit (count of wins) 65863.85 (10) consecutive loss (count of losses) -17505.88 (3)
Average consecutive wins 6 consecutive losses 2
This is the Automated Trading Championship 2007 test, the final balance is 10,680.41 (Account 500551). Conclusions.
 
RIM писал (а) >>
This is the Automated Trading Championship 2007 test, resulting in a balance of 10680.41 ( Account 500551). You may draw your own conclusions.

The conclusion is that the greater lifetime of the Expert Advisor on the curve is a flat and the result is appropriate.

 
I must be in the championship for nothing
 
m_a_sim >> :
I guess I'm in the championship for nothing.

If that's the kind of thinking you're doing, it's definitely for nothing.

1. The opportunity to test the strategy for free on normal hardware and conditions, albeit on demo, but still.

2. Passing the selection process already means something.

3. experience and the possibility, even if it's a hundredth of a percent, but it's always there, of getting into the top three.


If the strategy has been tested in real life, there's always point 3. But there's not a lot of strategies like that.


Any of these points already means that the participation is not in vain.

All IMHO.

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