Backtesting Profitable EAs on Multiple Computers

 
I have had lots of problems with the backtesting in Metatrader and I have asked around. It seems that everyone in the community is having the same reliability problem; hence, Metaquotes needs to address this issue. For instance I only trade the Euro and have designed 6 EAs using 6 different trading techniques. The majorities of my EAs do not use an averaging or technical indicator as they are too prompt to curve fitting during optimization and would fail during live trading. I would test my 6 EAs on 3 different computers and would get completely different results even when the 3 computers are using the same imported 1min historical data with 90% model quality.

...... Computer A ...... Computer B ... ... Computer C
EA1 very profitable... No good ............. very profitable
EA2 very profitable... very profitable........ No good
EA3 very profitable... No good ......... .... No good
EA4 very profitable... very profitable ......... No good
EA5 very profitable... very profitable ........ . No good
EA6 very profitable... No good ....... ..... very profitable

Note: very profitable is defined as profit to loss ratio of 5:1, for instance my stoploss would be 10pips and my limit would be 50pips. No good is defined as money losing EA. How is it possible to be very profitable on one computer, and then not profitable at all but then 100% correllation on another EA?
 
continuation of discussion from ....

https://championship.mql5.com/2012/en/2006


I am quite confidence in the data as I have exported the data onto a 4th computer and got the following results:

...... Computer A ...... Computer B ... ... Computer C ...... Computer D
EA1 very profitable... No good ............. very profitable...... Very Profitable
EA2 very profitable... very profitable........ No good............. Very Profitable
EA3 very profitable... No good ......... .... No good................Very Profitable
EA4 very profitable... very profitable ......... No good............Very Profitable
EA5 very profitable... very profitable ...... . No good.............Very Profitable
EA6 very profitable... No good ....... ..... very profitable..........No Good

From the above tests, 4 out of 6 EAs are profitable on 3 computers and only 2 EAs are only profitable on 2 computers. I am now certain that Strategic Tester is not stable. Have you guys ran across any profitable EAs that you can test on multiple computers? BTW, most of my EAs are on the 1hour chart; hence, the 1min data should make the strategic tester quite stable.
 
Please expose tester reports without trade list
 
how do i upload a file or image?
 
There is special site for MQL4 programmers - www.mql4.com. You can start discussion on its forum, its editor allows to insert images.

You can just copy-past generated report here. for instance
===
Strategy Tester Report
rTrader02

Symbol EURUSD (Euro vs US Dollar)
Period 5 Minutes (M5) 2005.04.01 04:45 - 2006.09.26 16:35
Model Every tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test 104507 Ticks modelled 974008 Modelling quality 89.91%

Initial deposit 10000.00
Total net profit -7156.64 Gross profit 10996.32 Gross loss -18152.96
Profit factor 0.61 Expected payoff -46.17
Absolute drawdown 7839.24 Maximal drawdown 7839.24 (78.39%) Relative drawdown 78.39% (7839.24)

Total trades 155 Short positions (won %) 76 (28.95%) Long positions (won %) 79 (25.32%)
Profit trades (% of total) 42 (27.10%) Loss trades (% of total) 113 (72.90%)
Largest profit trade 841.40 loss trade -592.24
Average profit trade 261.82 loss trade -160.65
Maximum consecutive wins (profit in money) 10 (3897.08) consecutive losses (loss in money) 13 (-2292.08)
Maximal consecutive profit (count of wins) 3897.08 (10) consecutive loss (count of losses) -2292.08 (13)
Average consecutive wins 2 consecutive losses 5
===
but there is too hard to analyze such text, but there is possible
 
Hi, all six of my EAs are giving similar report like this one below with modelling quality approx 89.9% or better. Max drawdown is less than 1000 and total net profit is better than 5000. It is so strange that from computer to computer, some of the EAs yield the similar result; whereas, other EAs would fail miserably. Any clues??? One of you must have tested your EAs on more than one computer?

TH

_____________________________________
Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2005.07.03 23:00 - 2006.07.24 00:00 (2005.07.02 - 2006.07.24)
Model Every tick (based on all available least timeframes with fractal interpolation of every tick)
Bars in test 13635 Ticks modelled 646143 Modelling quality 89.99%

Initial deposit 10000.00
Total net profit 5950.00 Gross profit 21550.00 Gross loss -15600.00
Profit factor 1.38 Expected payoff 4.08
Absolute drawdown 245.00 Maximal drawdown 935.00 (6.61%) Relative drawdown 6.61% (935.00)

Total trades 1458 Short positions (won %) 729 (52.26%) Long positions (won %) 729 (40.74%)
Profit trades (% of total) 678 (46.50%) Loss trades (% of total) 780 (53.50%)
Largest profit trade 150.00 loss trade -20.00
Average profit trade 31.78 loss trade -20.00
Maximum consecutive wins (profit in money) 11 (250.00) consecutive losses (loss in money) 12 (-240.00)
Maximal consecutive profit (count of wins) 900.00 (10) consecutive loss (count of losses) -240.00 (12)
Average consecutive wins 3 consecutive losses 4
Reason: