Which balance curve is better? - page 3

New comment
 

Here with risk 10 and DecreaseFactor=0 .

Symbol EURUSD (Euro vs US Dollar)
Period 30 Minutes (M30) 1999.01.06 15:30 - 2010.11.26 22:59
Model Open prices only(only for Expert Advisors that explicitly control bar opening)
Bars in test 147350 Ticks modelled 294520 Modelling quality n/a
Mismatched charts errors 0
Initial deposit 200.00
Total net profit 1605210.24 Gross profit 3818476.41 Gross loss -2213266.17
Profit factor 1.73 Expected payoff 548.41
Absolute drawdown 36.00 Maximal drawdown 226718.00 (14.49%) Relative drawdown 30.56% (26645.00)
Total trades 2927 Short positions (won %) 0 (0.00%) Long positions (won %) 2927 (94.19%)
Profit trades (% of total) 2757 (94.19%) Loss trades (% of total) 170 (5.81%)
Largest profit trade 10038.00 loss trade -63635.00
Average profit trade 1385.01 loss trade -13019.21
Maximum consecutive wins (profit in money) 86 (532317.96) consecutive losses (loss in money) 4 (-15875.00)
Maximal consecutive profit (count of wins) 532317.96 (86) consecutive loss (count of losses) -79920.00 (2)
Average consecutive wins 20 consecutive losses 1
Graph

 
001:

Both curves on the 1999-2010 section. M30 on bars. On the m1 all ticks will be the same graphs.

But still try to run your EA "over all ticks" at least for the last 2 years.
 
And the timetable?
 
Techno:
and the timetable ??

This ?


 
How many (on average) pips is a profitable trade? How many digits is the dtz?
 
Techno:
How many (on average) pips is a profitable trade? How many digits does the DTs have?

On average a deal is 5-10 pips and it depends on the pair. I tried both 4 and 5-mark ones. It is almost the same. I need quotes for stocks or indices for 10 years, at least for M30. I was chasing from 2004 till today. It's even more stable there.
 
kch:
Still, try running your EA through "all ticks" for at least the last 2 years.


Here are all the ticks from 1999-2010.

 
5-10 pips on a 5-digit DT ?
 

All ticks risk 20% Factor 5

Symbol		 EURUSD (Euro vs US Dollar)
Period 1 Minute (M1) 1999.10.01 03:17 - 2010.11.09 21:06
Model Every tick (the most precise method based on all available minimum timeframes)
Bars in test 3798097 Ticks modelled 37584894 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 300.00
Total net profit 761305.00 Gross profit 2519160.00 Gross loss -1757855.00
Profit factor 1.43 Expected payoff 516.84
Absolute drawdown 24.00 Maximal drawdown 251851.00 (31.46%) Relative drawdown 51.14% (91815.00)
Total trades 1473 Short positions (won %) 0 (0.00%) Long positions (won %) 1473 (87.85%)
Profit trades (% of total) 1294 (87.85%) Loss trades (% of total) 179 (12.15%)
Largest profit trade 10000.00 loss trade -39960.00
Average profit trade 1946.80 loss trade -9820.42
Maximum (profit in money) 58 (25250.00) consecutive losses (loss in money) 4 (-97320.00)
Maximal consecutive profit (count of wins) 298370.00 (47) consecutive loss (count of losses) -97320.00 (4)
Average consecutive wins 10 consecutive losses

 
Techno:
5-10 pips on a 5-digit DT ?

50-100
12345678
New comment
Reason: