Tester charts of future championship participants - page 17

[Yuriy Zaytsev]

Strategy Tester Report

YZLWDC_R1

MetaQuotes-Demo (Build 218)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2008.01.02 09:00 - 2008.09.19 22:59 (2008.01.01 - 2008.09.24)
Model		By open prices (only for Expert Advisors with explicit bar opening control)
Parameters		PIPSIG=15; dayi=30; begSeekBARSig=1; SeekBARSig=25; ECHOerror=0; ECHOObject=0; buyRiskDIV3=24; buyRiskDIV2=24; buyRiskDIV1=24; sellRiskDIV3=24; sellRiskDIV2=24; sellRiskDIV1=24; sellRiskCOV3=24; sellRiskCOV2=24; sellRiskCOV1=24; buyRiskCOV3=24; buyRiskCOV2=24; buyRiskCOV1=24;
Bars in history	18847	Modelled ticks	36691	Simulation quality	n/a
Chart mismatch errors	0
Initial deposit	1000000.00
Net profit	254390.06	Total profit	806639.56	Total loss	-552249.50
Profitability	1.46	Expectation of winning	490.15
Absolute drawdown	18859.50	Maximum drawdown	83104.50(6.47%)	Relative drawdown	6.47% (83104.50)
Total trades	519	Short positions (% win)	266 (63.91%)	Long positions (% win)	253 (65.22%)
		Profitable trades (% of all)	335 (64.55%)	Loss trades (% of all)	184 (35.45%)
Largest		profitable trade	18436.00	losing transaction	-4933.50
Average		profitable deal	2407.88	losing deal	-3001.36
Maximum number		continuous wins (profit)	35 (37163.00)	Continuous losses (loss)	24 (-49218.00)
Maximum		Continuous Profit (number of wins)	62244.66 (30)	Continuous loss (number of losses)	-49218.00 (24)
Average		continuous winnings	9	continuous loss	5

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And how much the stats change with a large deposit!

a drawdown of only 6.47%

[Sceptic Philozoff]

Ahh, a fairy tale. All that's left to do is to find a lemon. But if I had, I'd have found a less risky use for it...

[Parabellum]

Mathemat писал (а) >>
Eh, fairy tale.

What if you shoot from the 270th deal or the 400th?

[Sceptic Philozoff]

Yeah, that's what I'm saying. If I had the money, I would have found a less risky use for it: $950K to the Savings Bank at interest, $10K to MTS, and the rest to live on.

[Yuriy Zaytsev]

Parabellum писал (а) >>

How about a 270 deal or a 400 deal?

On 270th?

Strategy Tester Report

YZLWDC_R1

MetaQuotes-Demo (Build 218)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2008.05.07 00:00 - 2008.09.19 22:59 (2008.05.07 - 2008.09.24)
Model		By open prices (only for Expert Advisors with explicit bar opening control)
Parameters		PIPSIG=15; dayi=30; begSeekBARSig=1; SeekBARSig=25; ECHOerror=0; ECHOObject=0; buyRiskDIV3=24; buyRiskDIV2=24; buyRiskDIV1=24; sellRiskDIV3=24; sellRiskDIV2=24; sellRiskDIV1=24; sellRiskCOV3=24; sellRiskCOV2=24; sellRiskCOV1=24; buyRiskCOV3=24; buyRiskCOV2=24; buyRiskCOV1=24;
Bars in history	10322	Modelled ticks	19643	Simulation quality	n/a
Chart mismatch errors	0
Initial deposit	1000000.00
Net profit	48823.00	Total profit	375158.50	Total loss	-326335.50
Profitability	1.15	Expected payoff	189.97
Absolute drawdown	40156.50	Maximum drawdown	83104.50 (7.70%)	Relative drawdown	7.70% (83104.50)
Total trades	257	Short positions (% win)	148 (58.11%)	Long positions (% win)	109 (64.22%)
		Profitable trades (% of all)	156 (60.70%)	Loss trades (% of all)	101 (39.30%)
Largest		profitable trade	15050.00	losing transaction	-4933.50
Average		profitable deal	2404.86	losing deal	-3231.04
Maximum number		continuous wins (profit)	30 (62244.66)	Continuous losses (loss)	24 (-49218.00)
Maximum		Continuous Profit (number of wins)	62244.66 (30)	Continuous loss (number of losses)	-49218.00 (24)
Average		continuous winnings	9	continuous loss	6

[Yuriy Zaytsev]

Mathemat писал (а) >>

Yeah, that's what I'm saying. If I had the money, I would have found a less risky use for it: $950K to Sberbank at interest, $10K to MTS, and the rest to live on.

From May 7 to September, it was only 50K to live on...

A million at 5-6% interest from Sberbank a bit less.

---

but they'd give me 10k for the same period.

-5502.21

that's the amazing thing!

Net profit.

[Sceptic Philozoff]

Not even a little (and I thought the percentage was higher now), but a different risk.

[Yuriy Zaytsev]

Mathemat писал (а) >>

I thought the percentage was higher now, but the risk is completely different.

The point is that they give 10k - for the same period -5k at the same MTS

And with a lemon - 6% risk only at 250k - in any case, it's more fun! ( I have 10k intact and 250 income and Sberbank with its 5-6 yearly fee is not a competitor )

i.e. with a Lemon the MM is off and there is always 5 lots

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when the MM is off 15K a stable lot is 1.0

but the drawdown is 70%

[Sceptic Philozoff]

Ah, there you go. Well then I'll look for another MTS that doesn't require a lemon to have a 6% drawdown :) I think we'll find something on pay. Yuri, no offence, OK? I'm being overly snide today.

[Yuriy Zaytsev]

Mathemat писал (а) >>

Ah, there you go. Well then I'll look for another MTS that doesn't require a lemon to have a 6% drawdown :) I think we'll find something on pay.ru...

:-) well it's not finished what we're talking about

alas ... didn't even have time to test it out properly - weak laptop on hand

4 gigabytes of RAM and a 3Ghz war horse would have burned it out quickly

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there's a lot of badasses on pay-rouse.