Avalanche - page 296

 
khorosh писал(а) >>
Where's the header of the report?

I forgot, it's taking a long time to test, it'll take a long time to run it again...
 

the eu since the beginning of the year.

Bars in history 101959
Modelled ticks 202431
Modeling quality n/a
Chart mismatch errors 0
Initial deposit 1000.00
Net profit 2886.90
Total profit 4194.45
Total loss -1307.55
Profitability 3.21
Expected payoff 16.04
Absolute drawdown 160.67
Maximum drawdown 632.12 (42.96%)
Relative drawdown 42.96% (632.12)
Total trades 180
Short positions (% win) 90 (74.44%)
Long positions (% win) 90 (80.00%)
Profitable trades (% of all) 139 (77.22%)
Loss trades (% of all) 41 (22.78%)
Most profitable trades
largest profitable trade 190.00
Deal Deal loss -87.12
Average
gest profitable deal 30.18
losing trade -31.89
Maximum number
continuous wins (profit) 15 (422.88)
Continuous Losses (Loss) 3 (-174.36)
Maximum
Continuous Profit (number of wins) 422.88 (15)
Continuous loss (number of losses) -174.36 (3)
Average
continuous winnings 5
Continuous loss 1

 
sever29 >>:

запамятвовал, очень долго тестируется почему то, заново прогонять много времени займет...
At opening prices, it shouldn't be long.
 
khorosh писал(а) >>
At opening prices, it shouldn't be long.

maybe the rendering on the chart is slowing it down?
 
lasso >>:

1) Не проблема, извиняю. Сразу вопрос - почему идет медленно? Вы же не используете тяжелых и вообще никаких индикаторов?

2) Варианты настроек (подгонки) это конечно хорошо.

Только поймите, то что я вам предложил - нужно не мне, в первую очередь это нужно Вам.

Почему? Попробую объяснить:

Судя по вашим постам, Вы - человек адекватный. Следовательно, должны понимать, что любая ТС которая по различным причинам использует НЕ постоянный лот (Мартин, ММ, и пр. ) обязательно должна быть изучена и всесторонне протестирована (с использованием множеств статистик не используемых в стандартном тестере) на постоянном лоте. В противном случае вы сильно рискуете, при этом не имея оценок этих самых рисков.

1) the tick test is always quite slow, there are many cycles, and the computer is not the fastest.

2) I only need to know what my maximum drawdown is to assess the risk.

 

My fault, all the runs are before 14 April this year, I didn't see...

 
sever29 >>:

может отрисовка на графике замедляет? пипец как долго...
Perhaps I don't have a chart. If you compare the results, my initial deposit increases more times in a month and the maximum drawdown is much smaller.
 
sever29 >>:

rumata1984 писал(а) >>

бессоница...

Прогон с 01.06.2009г. (очень медлено тестируется)

A downtrend. Since mid-October there has been a local uptrend - that's where Martin came in handy (see volumes). It was only once - hence the impression that: "... at most one flip. I think this reversal could be done without martin, all the prerequisites are present. ".

There shouldn't be a feeling of slow testing.

 
khorosh писал(а) >>
I may not have a graph. If you compare results, my initial deposit increases more times in a month and the maximum drawdown is much less.


Everything is already fine-tuned and optimized in your case, and here the forwards... The tame pattern works and that's all, profit and drawdown will increase and decrease accordingly.

>> from the beginning of the year to today...

There are 138329 bars in the history
Modelled ticks 275423
Modeling quality n/a
Chart mismatch errors 0
Initial deposit 1000.00
Net profit 3900.20
Total profit 5942.94
Total loss -2042.74
Profitability 2.91
Expected payoff 25.66
Absolute drawdown 164.38
Maximum drawdown 1016.87 (36.78%)
Relative drawdown 36.78% (1016.87)
Total trades 152
Short positions (% win) 74 (72.97%)
Long positions (% win) 78 (78.21%)
Profitable trades (% of all) 115 (75.66%)
Loss trades (% of all) 37 (24.34%)
Largest
profitable trade 387.13
Deal Deal loss -176.84
Average
51.68 current profit
losing deal -55.21
Maximum number
continuous wins (profit) 13 (894.28)
Continuous Losses (Loss) 3 (-219.87)
Maximum
Continuous Profit (number of wins) 894.28 (13)
Continuous loss (number of losses) -353.68 (2)
Average
continuous winnings 5
Continuous loss 1

 
sever29 >>:


у Вас уже все отточено до совершенства, а тут бэки... прирученная закономерность работает и только, прибыль и просадку будем увеличивать и уменьшать соответственно.


There's still a long way to go before it's perfect. I am still working on it.
Reason: