macd sample 1010 - эксперт для MetaTrader 4

Если он выигрывает, то выигрывает 100 пунктов, если теряет, то только 50.

Согласно результатам тестирования, просадка составляет не более 20%, как видно на тесте GBPUSD.

При торговле на GBPJPY он произвел подряд четыре убыточные сделки, но быстро восстановился и начал приносить прибыль.

Результаты тестирования:

Strategy Tester Report

MACD Sample101

BroCo-Demo (Build 225)

Symbol		GBPJPY (GREAT BRITAIN POUND vs JAPANESE YEN)
Period		5 Minutes (M5) 2009.05.08 04:30 - 2009.11.16 13:35
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		stopLoss=50; TakeProfit=100; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; MovingPeriod=50; MovingShift=0;
Bars in test	38737	Ticks modelled	3089350	Modelling quality	n/a
Mismatched charts errors	622
Initial deposit	10000.00
Total net profit	35685.62	Gross profit	222105.32	Gross loss	-186419.70
Profit factor	1.19	Expected payoff	47.58
Absolute drawdown	7081.51	Maximal drawdown	14868.70 (83.59%)	Relative drawdown	83.59% (14868.70)
Total trades	750	Short positions (won %)	385 (31.69%)	Long positions (won %)	365 (32.33%)
		Profit trades (% of total)	240 (32.00%)	Loss trades (% of total)	510 (68.00%)
Largest		profit trade	3353.27	loss trade	-1684.16
Average		profit trade	925.44	loss trade	-365.53
Maximum		consecutive wins (profit in money)	4 (2513.11)	consecutive losses (loss in money)	16 (-3967.37)
Maximal		consecutive profit (count of wins)	3909.91 (3)	consecutive loss (count of losses)	-3967.37 (16)
Average		consecutive wins	1	consecutive losses	3

on different broker with more errors

Strategy Tester Report

MACD Sample1010

AlpariUK-Demo (Build 225)

Symbol		GBPJPY (Great Britain Pound vs Japanese Yen)
Period		5 Minutes (M5) 2009.05.05 05:50 - 2009.11.16 14:20
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		sl=50; TakeProfit=100; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; MovingPeriod=50; MovingShift=5;
Bars in test	39874	Ticks modelled	11118308	Modelling quality	n/a
Mismatched charts errors	2146
Initial deposit	10000.00
Total net profit	21649.21	Gross profit	237462.42	Gross loss	-215813.21
Profit factor	1.10	Expected payoff	26.24
Absolute drawdown	9442.05	Maximal drawdown	17049.11 (65.87%)	Relative drawdown	95.94% (13184.45)
Total trades	825	Short positions (won %)	416 (30.29%)	Long positions (won %)	409 (30.81%)
		Profit trades (% of total)	252 (30.55%)	Loss trades (% of total)	573 (69.45%)
Largest		profit trade	3368.25	loss trade	-1696.74
Average		profit trade	942.31	loss trade	-376.64
Maximum		consecutive wins (profit in money)	4 (4205.82)	consecutive losses (loss in money)	18 (-4074.73)
Maximal		consecutive profit (count of wins)	4205.82 (4)	consecutive loss (count of losses)	-4074.73 (18)
Average		consecutive wins	1	consecutive losses	3

Strategy Tester Report

MACD Sample1010

AlpariUK-Demo (Build 225)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		5 Minutes (M5) 2009.06.05 12:20 - 2009.11.16 15:35
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		sl=50; TakeProfit=100; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; MovingPeriod=50; MovingShift=5;
Bars in test	33231	Ticks modelled	6772669	Modelling quality	n/a
Mismatched charts errors	540
Initial deposit	10000.00
Total net profit	19486.76	Gross profit	91399.60	Gross loss	-71912.84
Profit factor	1.27	Expected payoff	56.00
Absolute drawdown	2163.00	Maximal drawdown	9927.02 (34.39%)	Relative drawdown	38.33% (5971.70)
Total trades	348	Short positions (won %)	162 (32.72%)	Long positions (won %)	186 (35.48%)
		Profit trades (% of total)	119 (34.20%)	Loss trades (% of total)	229 (65.80%)
Largest		profit trade	3003.60	loss trade	-1500.00
Average		profit trade	768.06	loss trade	-314.03
Maximum		consecutive wins (profit in money)	5 (4004.80)	consecutive losses (loss in money)	11 (-3302.68)
Maximal		consecutive profit (count of wins)	4004.80 (5)	consecutive loss (count of losses)	-3302.68 (11)
Average		consecutive wins	2	consecutive losses	3

Примечание редакции:

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