Realistic backtesting?

 
Activtrades-Server (Build 216)

Symbol EURJPY (Euro vs Japanese Yen)
Periode 1 Minute (M1) 2008.06.10 07:06 - 2008.06.18 23:59 (2008.01.01 - 2008.06.19)
Modell Jedes Ticksignal (präziseste Methode, die auf allen nächsten verfügbaren kleineren Zeitrahmen basiert)
Parameter MagicN=400000000; Lot=10; TP=3; SL=50; Level=3; Down=30; Up=70; Down2=25; Up2=70; MaxOrders=2; Risk=3; MinMarginLevel=200;
Balken im Test 9598 Ticks modelliert 143022 Modellierungsqualität 24.75%
Fehler in Charts-Anpassung 0
Ursprüngliche Einlage 10000.00
Gesamt netto Profit 3759.88 Brutto Profit 3759.88 Brutto Loss 0.00
Profit Faktor Erwartetes Ergebnis 94.00
Drawdown absolut 527.88 Maximaler Drawdown 2561.21 (19.19%) Relative Drawdown 19.19% (2561.21)
Trades gesamt 40 Short Positionen (gewonnen %) 24 (100.00%) Long Positionen (gewonnen %) 16 (100.00%)
Profit Trades (% gesamt) 40 (100.00%) Loss Trades (% gesamtl) 0 (0.00%)
Grösster Profit Trade 113.65 Loss Trade 0.00
Durchschnitt Profit Trade 94.00 Loss Trade 0.00
Maximum aufeinanderfolgende Gewinne (Profit in Geld) 40 (3759.88) Aufeinanderfolgende Verluste (Verlust in Geld) 0 (0.00)
Maximal Aufeinanderfolgender Profit (Anzahl der Gewinne) 3759.88 (40) Aufeinanderfolgende Verluste (Anzahl der Verluste) 0.00 (0)
Durchschnitt aufeinanderfolgende Gewinne 40 aufeinanderfolgende Verluste 0

Hi all, first best regards from eaustria/europe.

i have lot experience in programming, a little experience in forex, but not somuch in backtesting... :-(

Someone here want to discuss with me and maybe other users here how realistic can be this result?

I know .. trying in the live account ... i was puting already tonight on a mini account an the first 3 Orders was winners.

brgd, viennatrader

 

Sorry, i forgot before ... results like this i have also for EURUSD, USDJPY.

Other Pairs i am trying now.

 

30% in knapp 8 Tagen - das ist doch nett! ;) Nimm 1000 EUR und lass es ein paar Tage laufen, dann weißt du, ob dein Backtest realistisch war.

Und jetzt überlass ich das Feld den ganzen Geiern, die dich gleich um deinen Code anbetteln werden...

 
schnappi wrote >>

30% in knapp 8 Tagen - das ist doch nett! ;) Nimm 1000 EUR und lass es ein paar Tage laufen, dann weißt du, ob dein Backtest realistisch war.

Und jetzt überlass ich das Feld den ganzen Geiern, die dich gleich um deinen Code anbetteln werden...

I bet you knew some would want to know what you said, yes?

So, being ever the curious one... off I go to yahoo Babel Fish and:

30% in scarcely 8 days - that is nevertheless nice! ;) Take 1000 EUR and let it a few days run, then you know whether your baking test was realistic. And now leave I the field to the whole vultures, which become you equal around your code anbetteln…

not being funny or mocking your use of .de, But... I just love the translators! Gives one a massive :o) when read results!

ie, baking, vultures

errrr, maybe is receipe for baking vultures - Yummy! :o)))

Regards to both,

and - results do sound interesting too :)

 

Looks promising as a scalper but your broker may not be happy :(

Also, there are not at least 100 trades here, 100 is where results start to get useful

Hope it works out though, I'd love an M1 scalper but the TP would need to be >=6 pips

Good Luck

-BB-

 
BarrowBoy wrote >>

Looks promising as a scalper but your broker may not be happy :(

Also, there are not at least 100 trades here, 100 is where results start to get useful

Hope it works out though, I'd love an M1 scalper but the TP would need to be >=6 pips

Good Luck

-BB-

Yes, thx. I try with new settings and tell here...

 
wow, very good EA, 0% loss trade! unfortunately you didn't share the code or ex4....
 
viennatrader wrote >>
Activtrades-Server (Build 216)

Symbol EURJPY (Euro vs Japanese Yen)
Periode 1 Minute (M1) 2008.06.10 07:06 - 2008.06.18 23:59 (2008.01.01 - 2008.06.19)
Modell Jedes Ticksignal (präziseste Methode, die auf allen nächsten verfügbaren kleineren Zeitrahmen basiert)
Parameter MagicN=400000000; Lot=10; TP=3; SL=50; Level=3; Down=30; Up=70; Down2=25; Up2=70; MaxOrders=2; Risk=3; MinMarginLevel=200;
Balken im Test 9598 Ticks modelliert 143022 Modellierungsqualität 24.75%
Fehler in Charts-Anpassung 0
Ursprüngliche Einlage 10000.00
Gesamt netto Profit 3759.88 Brutto Profit 3759.88 Brutto Loss 0.00
Profit Faktor Erwartetes Ergebnis 94.00
Drawdown absolut 527.88 Maximaler Drawdown 2561.21 (19.19%) Relative Drawdown 19.19% (2561.21)
Trades gesamt 40 Short Positionen (gewonnen %) 24 (100.00%) Long Positionen (gewonnen %) 16 (100.00%)
Profit Trades (% gesamt) 40 (100.00%) Loss Trades (% gesamtl) 0 (0.00%)
Grösster Profit Trade 113.65 Loss Trade 0.00
Durchschnitt Profit Trade 94.00 Loss Trade 0.00
Maximum aufeinanderfolgende Gewinne (Profit in Geld) 40 (3759.88) Aufeinanderfolgende Verluste (Verlust in Geld) 0 (0.00)
Maximal Aufeinanderfolgender Profit (Anzahl der Gewinne) 3759.88 (40) Aufeinanderfolgende Verluste (Anzahl der Verluste) 0.00 (0)
Durchschnitt aufeinanderfolgende Gewinne 40 aufeinanderfolgende Verluste 0

Hi all, first best regards from eaustria/europe.

i have lot experience in programming, a little experience in forex, but not somuch in backtesting... :-(

Someone here want to discuss with me and maybe other users here how realistic can be this result?

I know .. trying in the live account ... i was puting already tonight on a mini account an the first 3 Orders was winners.

brgd, viennatrader

Looks Great

how had it been doing Real time?

can you send me the Code

JMB9922@yahoo.com

 

I think this results proofs nothing because period of time is too small. Your EA has very big TP/SL ratio what means that one loose trade can destroy your account especially when you trade 10 lots what is definitely too much for 10000 account. So reduce your lot size to 0.1 this is the best for testing because when you set lo size to 0.1 then your profit in dolars represents the amount of pips it gained. And secondly run this test for longer period of time at least 6 months. Then you can post your results again.


Your EA will be succesfull when your Average Profit to Average Loss Ratio times Win Loss percentage will be grater then 1. If your EA uses constant TP/SL ratio then you only have to determine Win to Loss percentate but it is impossible if you have so less data. You have to have not more then 3 loosing trades per 50 winning trades. Here you have 0 loosing trades per 40 winning but it is all about probability. To measure the ration you must have much more data.


So good luck, have a nice testing and do not trade real this EA yet.

 

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