The Sultonov system indicator - page 59

 
Yousufkhodja Sultonov:

Settings

EA: SLT_1.05

Symbol: GBPUSD

Period: Weekly (2017.04.01 - 2019.03.31)

Parameters: magic_num=0

Lot=0.1

lot_order=0

balance_step=200

lot_increment=0.1

margin_max=30

max_spread_in=30

max_deviation=25

str1=======

use_z=0

start_date=1514764800

str2=======

str6=======

str111=<<<<<<<<<<<<

str5_b== BUY =

str112=<<<<<<<<<<<<

str5_s== SELL =

str9=======

custom_test=3

min_pos_test=18

max_equity_loss=210

str_18=

str_55=

str_66=

str_77=

str_88=

str_99=

str_10=======

use_withdraw_funds=false

withdraw_funds_max=999.99

withdraw_funds_min=300

Broker: RoboMarkets Ltd

Currency: USD

Initial deposit: 10 000.00

Leverage: 1:100

Results:

Quality of History: 99%

Bars: 104 Tics: 2929152 Symbols: 1

Net profit: 1 674.55 Absolute drawdown by balance: 252.74 Absolute drawdown by funds: 419.52

Total profit: 2 579.77 Maximum drawdown by balance: 315.90 (2.73%) Maximum drawdown by funds: 603.12 (5.16%)

Total loss: -905.22 Relative drawdown by balance: 2.73% (315.90) Relative drawdown by funds: 5.16% (603.12)


Profitability: 2.85 Expected payoff: 111.64 Margin level: 7369.60%

Recovery Factor: 2.78 Sharpe Ratio: 0.43 Z-score: -0.39 (30.35%)

AHPR: 1.0107 (1.07%) LR Correlation: 0.95 OnTester result: -9999.77

GHPR: 1.0104 (1.04%) LR Standard Error: 236.72


Total trades: 15 Short trades (% wins): 5 (80.00%) Long trades (% wins): 10 (50.00%)

Total trades: 30 Profitable trades (% of all): 9 (60.00%) Loss trades (% of all): 6 (40.00%)

Largest profitable trade: 614.70 Largest losing trade: -271.20

Average profitable trade: 286.64 Average losing trade: -150.87

Maximum number of continuous wins (profit): 4 (1,217.21) Maximum number of continuous losses (loss): 2 (-315.12)

Max. continuous gain (number of wins): 1 217.21 (4) Max. continuous loss (number of losses): -315.12 (2)

Average continuous winnings: 3


if the system is based on mathematical calculation, why is the testing period limited in such a clumsy way?

there is a high probability of absence of stoplosses, so judging by the report, maximal and average profits exceeded maximal drawdowns

there were EURSUD forecasts and calculations in this thread, now it's GBPUSD.... coincidence? )))))

Not to offend the author, I can only sum it up - you use your TS and trade by it

 
Yousufkhodja Sultonov:

Settings

EA: SLT_1.05

Symbol: GBPUSD

Yusuf, the proof of performance is not the tester report but the growth of the deposit on a real or at least a demo account.

I have all 500-plus TS League in the tester showed very good results.

And with real work - the 20/80 rule comes out, and only a hundred TS have profit. The results that can be called "good" are showing even two or three dozen systems.

This is the same with your indicator. In the test, you can always find parameters that give very impressive results.

Try to get these results on a demo account. (Or better yet, on a real account).

 

powerful result...

A recovery factor of 2...3% is excellent.

 
Georgiy Merts:

Yusuf, the proof of performance is not the tester report, but the growth of the deposit on a real or at least a demo account.

In my case, all 500 and more of the League's TS in the tester showed very good results.

And with real work - the 20/80 rule comes out, and only a hundred TS have profit. The results that can be called "good" are showing even two or three dozen systems.

This is the same with your indicator. In the test, you can always find parameters that provide very impressive results.

Try to get these results on a demo account. (Or better - on the real account).

My dear Mertz, this is the first swallow of the fact that a completely nonexistent hypothesis gave some immediate result, even if it is a tester one. Now an army of programmers from among the forum participants will work to improve the Expert Advisor's code.

 

Even these are scary to put on the real, 1200 trades, half the new data

and here's 20 in 3 years... well, good luck, or learn how to test


 
Yousufkhodja Sultonov:

Dear Mertz, this is the first swallow of the fact that a completely non-existent hypothesis has yielded some results, even if they are still tentative. Now the army of programmers from among the forum members will work to improve the Expert Advisor's code.

balance_step=200

lot_increment=0.1

as if hinting :-)

Yusuf, never make tests with MM turned on. Whatever it may be.

 
Maxim Kuznetsov:
balance_step=200

lot_increment=0.1

as if hinting :-)

Yusuf - never do tests with MM on. Whatever it is.

i have a feeling that Yusuf is a complete novice.

it's really too early to criticise. When we were setting game records back in the day, everyone said it was impossible - cheaters, but I know that we were setting them without cheats, mails.ru had to remove the discipline, because everyone around called these achievements cheats, and mails could not banish because there was no proof. just removed from the game section tops.

Schemes were just very tricky and difficult to execute, cheaters could not interrupt, not enough in the head

 

Strategy Tester Report

RoboForex-MetaTrader 5 (Build 2007)


Settings:

Expert Advisor: SLT_1.05

Symbol: GBPUSD

Period: Monthly (2014.02.01 - 2019.03.31)

Parameters: magic_num=0

Lot=0.1

lot_order=0

balance_step=200

lot_increment=0.1

margin_max=10

max_spread_in=30

max_deviation=25

str1=======

use_z=0

start_date=1514764800

str2=======

str6=======

str111=<<<<<<<<<<<<

str5_b== BUY =

str112=<<<<<<<<<<<<

str5_s== SELL =

str9=======

custom_test=3

min_pos_test=18

max_equity_loss=210

str_18=

str_55=

str_66=

str_77=

str_88=

str_99=

str_10=======

use_withdraw_funds=false

withdraw_funds_max=999.99

withdraw_funds_min=300

Broker: RoboMarkets Ltd

Currency: USD

Initial deposit: 10 000.00

Leverage: 1:100


Results:

Quality of History: 99%

Bars: 62 Ticks: 6594116 Symbols: 1

Net profit: 3 899.96 Absolute drawdown by balance: 0.33 Absolute drawdown by funds: 83.16

Total profit: 5 235.00 Maximum drawdown by balance: 896.59 (6.51%) Maximum drawdown by funds: 1 687.68 (12.10%)

Total loss: -1 335.04 Relative drawdown by balance: 6.51% (896.59) Relative drawdown by funds: 12.35% (1 523.08)


Profitability: 3.92 Expected payoff: 260.00 Margin level: 5867.95%

Recovery Factor: 2.31 Sharpe Ratio: 0.36 Z-score: 0.56 (42.45%)

AHPR: 1.0242 (2.42%) LR Correlation: 0.91 OnTester result: -9999.77

GHPR: 1.0222 (2.22%) LR Standard Error: 611.54


Total trades: 15 Short trades (% wins): 9 (55.56%) Long trades (% wins): 6 (50.00%)

Total trades: 30 Profitable trades (% of all): 8 (53.33%) Losing trades (% of all): 7 (46.67%)

Biggest profitable trade: 2 661.65 Biggest losing trade: -506.48

Average profitable trade: 654.38 Average losing trade: -190.72

Maximum number of continuous wins (profit): 3 (1 467.11) Maximum number of continuous losses (loss): 3 (-363.22)

Max. continuous profit (number of wins): 2 661.65 (1) Max. continuous loss (number of losses): -895.82 (2)

Average continuous gain: 2 Average continuous loss: 2

 
Yousufkhodja Sultonov:

Strategy Tester Report

RoboForex-MetaTrader 5 (Build 2007)


Settings:

Expert Advisor: SLT_1.05

Symbol: GBPUSD

Period: Monthly (2014.02.01 - 2019.03.31)

Parameters: magic_num=0

Lot=0.1

lot_order=0

balance_step=200

lot_increment=0.1

margin_max=10

max_spread_in=30

max_deviation=25

str1=======

use_z=0

start_date=1514764800

str2=======

str6=======

str111=<<<<<<<<<<<<

str5_b== BUY =

str112=<<<<<<<<<<<<

str5_s== SELL =

str9=======

custom_test=3

min_pos_test=18

max_equity_loss=210

str_18=

str_55=

str_66=

str_77=

str_88=

str_99=

str_10=======

use_withdraw_funds=false

withdraw_funds_max=999.99

withdraw_funds_min=300

Broker: RoboMarkets Ltd

Currency: USD

Initial deposit: 10 000.00

Leverage: 1:100


Results:

Quality of History: 99%

Bars: 62 Ticks: 6594116 Symbols: 1

Net profit: 3 899.96 Absolute drawdown by balance: 0.33 Absolute drawdown by funds: 83.16

Total profit: 5 235.00 Maximum drawdown by balance: 896.59 (6.51%) Maximum drawdown by funds: 1 687.68 (12.10%)

Total loss: -1 335.04 Relative drawdown by balance: 6.51% (896.59) Relative drawdown by funds: 12.35% (1 523.08)


Profitability: 3.92 Expected payoff: 260.00 Margin level: 5867.95%

Recovery Factor: 2.31 Sharpe Ratio: 0.36 Z-score: 0.56 (42.45%)

AHPR: 1.0242 (2.42%) LR Correlation: 0.91 OnTester result: -9999.77

GHPR: 1.0222 (2.22%) LR Standard Error: 611.54


Total trades: 15 Short trades (% wins): 9 (55.56%) Long trades (% wins): 6 (50.00%)

Total trades: 30 Profitable trades (% of all): 8 (53.33%) Losing trades (% of all): 7 (46.67%)

Biggest profitable trade: 2 661.65 Biggest losing trade: -506.48

Average profitable trade: 654.38 Average losing trade: -190.72

Maximum number of continuous wins (profit): 3 (1 467.11) Maximum number of continuous losses (loss): 3 (-363.22)

Max. continuous profit (number of wins): 2 661.65 (1) Max. continuous loss (number of losses): -895.82 (2)

Average continuous winnings: 2 Average continuous loss: 2

Numbers are not valid - from 100-200 minimum.

 
Roman Shiredchenko:

Qty not valid - from 100-200 minimum.

Make it

Reason: