Um sistema: Teste

AIRAT SAFIN 2008.10.30 02:17 #11

Automatic trade has started.

AIRAT SAFIN 2008.10.30 02:18 #12

It is OK to post any comments and suggestions.

Ray 2008.10.30 03:52 #13

Good Luck

Alexander Sevastyanov 2008.10.30 09:51 #14

Airat, você já testou seu sistema antes?

Você vai nos mostrar os resultados?

Que retorno e drawdown você espera?

Thx,

Alex

AIRAT SAFIN 2008.10.30 11:54 #15

Hello,

1. Backtest 2004.01.01 - 2008.10.30:

A System: Strategy Tester Report1MetaQuotes-Demo (Build 218)
Symbol EURUSD (Euro vs US Dollar)
Period 1 Minute (M1) 2004.01.01 04:24 - 2008.10.29 23:59 (2004.01.01 - 2008.10.30)
Model Every tick (the most precise method based on all available least timeframes)
Bars in test 1693213 Ticks modelled 10592460 Modelling quality 25.00%
Mismatched charts errors 0 
Initial deposit 100000.00 
Total net profit 49075.22 Gross profit 284833.43 Gross loss -235758.21
Profit factor 1.21 Expected payoff 70.51 
Absolute drawdown 10086.05 Maximal drawdown 22352.33 (19.34%) Relative drawdown 19.34% (22352.33)
Total trades 696 Short positions (won %) 325 (52.92%) Long positions (won %) 371 (61.73%)
Profit trades (% of total) 401 (57.61%) Loss trades (% of total) 295 (42.39%)
Largest profit trade 2308.60 loss trade -1437.24
Average profit trade 710.31 loss trade -799.18
Maximum consecutive wins (profit in money) 17 (10968.80) consecutive losses (loss in money) 10 (-6699.24)
Maximal consecutive profit (count of wins) 12071.28 (14) consecutive loss (count of losses) -6745.66 (6)
Average consecutive wins 4 consecutive losses 3

2. Backtest 2008.01.01 - 2008.10.30:

A System: Strategy Tester Report1MetaQuotes-Demo (Build 218)
Symbol EURUSD (Euro vs US Dollar)
Period 1 Minute (M1) 2008.01.02 09:01 - 2008.10.29 23:59 (2008.01.01 - 2008.10.30)
Model Every tick (the most precise method based on all available least timeframes)
Bars in test 283615 Ticks modelled 2533474 Modelling quality 25.00%
Mismatched charts errors 0 
Initial deposit 100000.00 
Total net profit 38137.69 Gross profit 74232.44 Gross loss -36094.75
Profit factor 2.06 Expected payoff 276.36 
Absolute drawdown 2589.34 Maximal drawdown 7163.20 (6.18%) Relative drawdown 6.18% (7163.20)
Total trades 138 Short positions (won %) 71 (70.42%) Long positions (won %) 67 (67.16%)
Profit trades (% of total) 95 (68.84%) Loss trades (% of total) 43 (31.16%)
Largest profit trade 1925.28 loss trade -1285.20
Average profit trade 781.39 loss trade -839.41
Maximum consecutive wins (profit in money) 17 (10192.50) consecutive losses (loss in money) 6 (-6364.30)
Maximal consecutive profit (count of wins) 10773.00 (14) consecutive loss (count of losses) -6364.30 (6)
Average consecutive wins 5 consecutive losses 2

Best regards,

Ais.

Alexander Sevastyanov 2008.10.30 13:13 #16

O ano de 2008 parece impressionante se estiver fora da amostra.

AIRAT SAFIN 2008.10.30 22:31 #17

Hello,

As for the backtests, October 2008 is Out Of Sample.
Exactly, orders 684-696 of backtest 1 and orders 126-138 of backtest 2 were opened and closed Out Of Sample.

Best regards,

Ais.

AIRAT SAFIN 2008.11.02 00:50 #18

A System: Test: Weekly Report: 1: 28.10.2008-31.10.2008

AIRAT SAFIN 2008.11.02 00:51 #19

Account 1

Um sistema: Teste: MetaQuotes Software Corp.

Conta demo: 1129677

Nome: Airat Safin

Moeda: USD

2008 31 de outubro, 22:00

Transações Fechadas:

Bilhete

Tempo aberto

Tipo

Tamanho

Item

Preço

S / L

T / P

Tempo de fechamento

Preço

Comissão

Impostos

Swap

Lucro

6757427

2008.10.28 16:36

balanço

Depósito

100 000.00

0.00

Fechado P/L:

0.00

Comércio Aberto:

Bilhete

Tempo aberto

Tipo

Tamanho

Item

Preço

S / L

T / P

Preço

Comissão

Impostos

Swap

Lucro

6771939

2008.10.30 01:19

comprar

0.20

eurusd

1.2998

1.2627

1.3615

1.2727

0.00

1.32

-542.00

6771943

2008.10.30 01:19

comprar

0.20

eurusd

1.2999

1.2627

1.3289

1.2727

0.00

1.32

-544.00

0.00

2.64

-1 086.00

P/L flutuante:

-1 083.36

Ordens de trabalho:

Bilhete

Tempo aberto

Tipo

Tamanho

Item

Preço

S / L

T / P

Preço de mercado

Nenhuma transação

Resumo:

Depósito/Retirada:

100 000.00

Facilidade de crédito:

0.00

Comércio Fechado P/L:

0.00

Flutuante P/L:

-1 083.36

Margem:

519.94

Saldo:

100 000.00

Equidade:

98 916.64

Margem livre:

98 396.70

A System: Test É possível duplicar o Como obter lucros gigantescos

AIRAT SAFIN 2008.11.02 00:51 #20

Account 2

Um sistema: Teste: Alpari Ltda.

Conta demo: 1218761

Nome: Airat Safin

Moeda: USD

2008 31 de outubro, 22:00

Transações Fechadas:

Bilhete

Tempo aberto

Tipo

Tamanho

Item

Preço

S / L

T / P

Tempo de fechamento

Preço

Comissão

Impostos

Swap

Lucro

32295989

2008.10.30 01:19

comprar

0.26

eurusd

1.2999

1.2626

1.3290

2008.10.30 03:41

1.3290

0.00

756.60

32141162

2008.10.28 16:43

balanço

Depósito

100 000.00

0.00

756.60

Fechado P/L:

756.60

Comércio Aberto:

Bilhete

Tempo aberto

Tipo

Tamanho

Item

Preço

S / L

T / P

Preço

Comissão

Impostos

Swap

Lucro

32295970

2008.10.30 01:19

comprar

0.26

eurusd

1.2998

1.2626

1.3617

1.2725

0.00

1.33

-709.80

32305177

2008.10.30 03:41

comprar

0.15

eurusd

1.3290

1.2626

1.3581

1.2725

0.00

0.77

-847.50

0.00

2.10

-1 557.30

P/L flutuante:

-1 555.20

Ordens de trabalho:

Bilhete

Tempo aberto

Tipo

Tamanho

Item

Preço

S / L

T / P

Preço de mercado

Nenhuma transação

Resumo:

Depósito/Retirada:

100 000.00

Linha de crédito:

0.00

Comércio Fechado P/L:

756.60

Flutuante P/L:

-1 555.20

Margem:

537.30

Equilíbrio:

100 756.60

Equidade:

99 201.40

Margem Livre:

98 664.10

A System: Test É possível duplicar o Comerciante iniciante trabalhando em

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Minute (M1) 2004.01.01 04:24 - 2008.10.29 23:59 (2004.01.01 - 2008.10.30)
Model		Every tick (the most precise method based on all available least timeframes)
Bars in test	1693213	Ticks modelled	10592460	Modelling quality	25.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	49075.22	Gross profit	284833.43	Gross loss	-235758.21
Profit factor	1.21	Expected payoff	70.51
Absolute drawdown	10086.05	Maximal drawdown	22352.33 (19.34%)	Relative drawdown	19.34% (22352.33)

Total trades	696	Short positions (won %)	325 (52.92%)	Long positions (won %)	371 (61.73%)
		Profit trades (% of total)	401 (57.61%)	Loss trades (% of total)	295 (42.39%)
Largest		profit trade	2308.60	loss trade	-1437.24
Average		profit trade	710.31	loss trade	-799.18
Maximum		consecutive wins (profit in money)	17 (10968.80)	consecutive losses (loss in money)	10 (-6699.24)
Maximal		consecutive profit (count of wins)	12071.28 (14)	consecutive loss (count of losses)	-6745.66 (6)
Average		consecutive wins	4	consecutive losses	3

Um sistema: Teste - página 2