|Symbol||Gross Profit, USD||Loss, USD||Profit, USD|
|Symbol||Gross Profit, pips||Loss, pips||Profit, pips|
Maximum profit (MFE) and maximum loss (MAE) values are recorded for each open position during its lifetime. These parameters additionally characterize each closed position using the values of the maximum unrealized potential and maximum permitted risk. MFE/Profit and MAE/Profit distribution graphs display each position as a point with received profit/loss value plotted along the X-axis, while maximum displayed values of potential profit (MFE) and potential loss (MAE) are plotted along the Y-axis.
Place your cursor over parameters/graph captions to see the best and worst trading series. Find out more about MAE and MFE distributions in the article Mathematics in Trading: How to Estimate Trade Results.
The average slippage based on execution statistics on real accounts of various brokers is specified in pips. It depends on the difference between the provider's quotes from "AdmiralMarkets-Live" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
Some people say there is no profitable working mechanical EA based on indicators, but probably here it is:
After one year of programming, more than 1 million tested years and optimization, I finally finished this EA based on ATR, RSI and ADX indicator glued together by a technique I accidentally discovered while programming another EA last year.
This is no Scalper and no Martingale! Just indicator magic :-)
Good luck everybody! This EA is dedicated to the ancient Egyptian female Pharaoh Hatschepsut.
CFD trading is a high risk market. You may lose substantial amount of money by taking the risk of live trading. I shall not be held responsible for any loss.
Backtesting results on DAX30 for the last 8 years (Money management enabled):
|Broker:||Admiral Markets AS|
|Initial Deposit:||5 000.00|
|Bars:||2668 576||Ticks:||9703 545||Symbols:||1|
|Total Net Profit:||1332 785.03||Balance Drawdown Absolute:||486.27||Equity Drawdown Absolute:||511.77|
|Gross Profit:||2533 484.41||Balance Drawdown Maximal:||62 642.30 (7.11%)||Equity Drawdown Maximal:||74 949.98 (8.43%)|
|Gross Loss:||-1200 699.38||Balance Drawdown Relative:||14.61% (9 992.39)||Equity Drawdown Relative:||16.35% (50 676.71)|
|Profit Factor:||2.11||Expected Payoff:||894.49||Margin Level:||2398.64%|
|Recovery Factor:||17.78||Sharpe Ratio:||0.20||Z-Score:||0.48 (36.88%)|
|AHPR:||1.0039 (0.39%)||LR Correlation:||0.87||OnTester result:||0|
|GHPR:||1.0038 (0.38%)||LR Standard Error:||227 514.05|
|Correlation (Profits,MFE):||0.78||Correlation (Profits,MAE):||0.27||Correlation (MFE,MAE):||- 0.22|
|Minimal position holding time:||0:01:00||Maximal position holding time:||15:08:00||Average position holding time:||6:05:23|
|Total Trades:||1 490||Short Trades (won %):||1024 (52.93%)||Long Trades (won %):||466 (61.80%)|
|Total Deals:||2 980||Profit Trades (% of total):||830 (55.70%)||Loss Trades (% of total):||660 (44.30%)|
|Largest profit trade:||58 411.53||Largest loss trade:||-30 549.42|
|Average profit trade:||3 052.39||Average loss trade:||-1 819.24|
|Maximum consecutive wins ($):||15 (5 940.86)||Maximum consecutive losses ($):||8 (-51 939.02)|
|Maximal consecutive profit (count):||110 839.05 (14)||Maximal consecutive loss (count):||-52 208.74 (3)|
|Average consecutive wins:||2||Average consecutive losses:||2|