Create a simple Martingale - page 7

 
khorosh:
The maximum drawdown without reinvestment does not depend on the size of the deposit. I also tested it with reinvestment and posted it in a branch of villagers.

I mean, if a martin started out with a depo of 1,000, that's lucky. Here he has already increased the deposit. We have, let's say, 3,000. Now there is a drawdown of 2,000. Would he have passed the martin test, having started from this point with a depo of 1000 or would he have lost?????

I'm telling you - you need reinvestment and constant lot value relative to the size of the depo to update the test result!

This condition must be taken into account for any Expert Advisor, not necessarily for a Martin. Bottom line = you get the right MM and MM and the real profit percentage. And another thing, everything that has been tested on TFs higher than M1 is not relevant to the real account.

 
Mathemat:


The best for adequate evaluation is an initial capital of $1000, a constant lot of 0.1 and at least 1000 trades. If at that the profitability is at 2.5-3 and max drawdown (any) is no more than 20%, then you can look at it more closely.

(But I haven't started talking about RF, the return factor... )


IMHO, for an adequate estimation the best thing is the estimation of the ratio of points taken to the maximum possible on independent trades - all deals in the trend direction within the trend - are dependent. However, for this purpose we need to define the notion of a trend and a pullback within a trend (i.e. what distinguishes a pullback within a trend from a change of the trend). The evaluation should be made by the number of trades that are independent (in terms of the above).
 
_new-rena:

I mean, if a martin started out with a depo of 1,000, that's lucky. Here he has already increased the deposit. We have, let's say, 3,000. Now there is a drawdown of 2,000. Would he have passed the martin test, having started from this point with a depo of 1000 or would he have lost?????

I'm telling you - we need reinvestment and constant lot value relative to the size of the depo to update the test result!

Reasonable people don't use an initial deposit less than the maximum drawdown. In my example the initial deposit is about 2 times the maximum drawdown. So if you want to take that risk and use an initial deposit of 1000 with a drawdown of 2000, then you are welcome, but it does not suit me.
 
khorosh:
Smart people do not use the initial deposit less than the maximum drawdown. In my example the initial deposit is about 2 times the maximum drawdown. So if you want to take such a risk and use an initial deposit of 1000 with a drawdown of 2000, then you are welcome, but it does not suit me.

Yeah, I agree. And where do you see the maximum drawdown? For example, the drawdown at 1000 was 800. That means 80%. And on the increased depo - in 8000 also 800 (the same lot) it is already 10%. Now let us assume that the testing was performed in such a way that the first drawdown at 1000 was when the deposit was 8000. The result of testing is the maximum drawdown - 10%.

Now, let's take the reinvestment and obtain the real drawdown of 80% and the correct risk.

There is a difference, isn't there?

 
_new-rena:

And where do you see the maximum drawdown? For example, the drawdown at 1000 was 800. That means 80%. And on the higher depo - in 8000 also 800 (the same lot) it is already 10%. Now let us assume that the testing was performed in such a way that the first drawdown at 1000 was when the deposit was 8000. The result of testing is the maximum drawdown - 10%.

Now, let's take the reinvestment and obtain the real drawdown of 80% and the correct risk.

There is a difference, isn't there?

The maximum drawdown I see from the test results, I have 7613.32 and this value does not depend on the deposit. The percentages are relative values andI am less interested in them. For me it is important to provide exceeding of initial deposit with reserve of this value of maximum drawdown and at withdrawal of funds I should not leave in the account less than the initial deposit.
 
khorosh:
The maximum drawdown I see from the test results, I have it 7613.32 and this value does not depend on the deposit. As for the percentage, it is a relative value andI am less interested init. For me it is important to ensure exceeding of the initial deposit with margin of maximum drawdown.

With a depot of 10,000? That's what I'm talking about.

Dogma helps to drain....

Show me a test with an initial lot on a martin - on the principle of reinvesting on a linear percentage of the depo and I will believe

 
_new-rena:

At a 10,000 depo?

Dogma helps to drain....

If you had watched the report more closely you would have found out that the initial depo was 15,000.
 
khorosh:
If you watched the report more carefully you would know that the initial deposit is 15000.

Show me a test with an initial lot on a martin - on the principle of reinvesting according to a linear percentage of the deposit and I'll believe it.

Roman sometimes asks about reinvesting for a reason, because a martin is an iron fist!

 
_new-rena:

Show me a test with an initial lot on a martin - on the principle of reinvesting on a linear percentage of the deposit and I'll believe it

I do not care whether you believe or not, I wrote that I have already posted in the branch of farmers. The Expert Advisor has been successfully working on the real account for 10 months now.
 
khorosh:
The Expert Advisor has been working successfully on real account for 10 months now. My Expert Advisor has been successfully working on real account for 10 months now.

I will never put more than 10 bucks in the depot. Feeding the forum is not my task. The task looks exactly the opposite:

I was 10, I'm a cartoon.

Reason: