A System: Test - page 4

New comment
 

Hello,

Optimization helps to select best values combination of variables defined as "extern".
Of course, "best" means "most suitable to our goals and preferences".
Backtest "Out Of Sample" helps to inspect stability and confidence of trade system with optimized values combination.
Optimization is great opportunity to speed up trade automation development.

Best regards,

Ais.

 
A System: Test: Weekly Report: 2: 03.11.2008-07.11.2008
 
Account 1
A System: MetaQuotes Software Corp.

Account: 1129677 Name: Airat Safin Currency: USD 2008 November 7, 22:59
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
6757427 2008.10.28 16:36 balance Deposit 100 000.00
0.00 0.00 7.77 -4 889.00
Closed P/L: -4 881.23
Open Trades:
Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit
6862360 2008.11.07 05:44 buy 0.60 eurusd 1.2780 1.2704 1.3118 1.2717 0.00 0.00 0.00 -378.00
6864551 2008.11.07 09:39 buy 1.30 eurusd 1.2812 1.2697 1.2855 1.2717 0.00 0.00 0.00 -1 235.00
0.00 0.00 0.00 -1 613.00
Floating P/L: -1 613.00
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price
No transactions
Summary:
Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00
Closed Trade P/L: -4 881.23 Floating P/L: -1 613.00 Margin: 2 432.36
Balance: 95 118.77 Equity: 93 505.77 Free Margin: 91 073.41
Details:
Graph
Gross Profit: 8 962.12 Gross Loss: 13 843.35 Total Net Profit: -4 881.23
Profit Factor: 0.65 Expected Payoff: -147.92
Absolute Drawdown: 4 881.23 Maximal Drawdown: 8 473.63 (8.18%) Relative Drawdown: 8.18% (8 473.63)
Total Trades: 33 Short Positions (won %): 16 (18.75%) Long Positions (won %): 17 (11.76%)
Profit Trades (% of total): 5 (15.15%) Loss trades (% of total): 28 (84.85%)
Largest profit trade: 6 699.00 loss trade: -816.12
Average profit trade: 1 792.42 loss trade: -494.41
Maximum consecutive wins ($): 2 (1 446.40) consecutive losses ($): 12 (-6 694.43)
Maximal consecutive profit (count): 6 699.00 (1) consecutive loss (count): -6 694.43 (12)
Average consecutive wins: 1 consecutive losses: 6
 
Account 2
A System: Alpari Ltd

Account: 1218761 Name: Airat Safin Currency: USD 2008 November 7, 22:59
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
32141162 2008.10.28 16:43 balance Deposit 100 000.00
0.00 0.00 -11.57 -4 090.40
Closed P/L: -4 101.97
Open Trades:
Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit
32917436 2008.11.07 09:39 buy 1.32 eurusd 1.2812 1.2697 1.2855 1.2717 0.00 0.00 0.00 -1 254.00
0.00 0.00 0.00 -1 254.00
Floating P/L: -1 254.00
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price
No transactions
Summary:
Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00
Closed Trade P/L: -4 101.97 Floating P/L: -1 254.00 Margin: 1 691.18
Balance: 95 898.03 Equity: 94 644.03 Free Margin: 92 952.85
Details:
Graph
Gross Profit: 10 294.59 Gross Loss: 14 396.56 Total Net Profit: -4 101.97
Profit Factor: 0.72 Expected Payoff: -124.30
Absolute Drawdown: 4 101.97 Maximal Drawdown: 7 731.15 (7.46%) Relative Drawdown: 7.46% (7 731.15)
Total Trades: 33 Short Positions (won %): 15 (26.67%) Long Positions (won %): 18 (16.67%)
Profit Trades (% of total): 7 (21.21%) Loss trades (% of total): 26 (78.79%)
Largest profit trade: 6 780.20 loss trade: -995.23
Average profit trade: 1 470.66 loss trade: -553.71
Maximum consecutive wins ($): 3 (1 057.10) consecutive losses ($): 12 (-6 914.80)
Maximal consecutive profit (count): 6 780.20 (1) consecutive loss (count): -6 914.80 (12)
Average consecutive wins: 2 consecutive losses: 7
 
Account 3
A System: BrokerCreditService (Cyprus) Limited

Account: 315243 Name: Airat Safin Currency: USD 2008 November 7, 21:00
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
291974 2008.10.28 16:30 balance Deposit 100 000.00
0.00 0.00 -64.83 2 276.00
Closed P/L: 2 211.17
Open Trades:
Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit
309384 2008.11.07 05:44 buy 0.70 eurusd 1.2777 1.2704 1.3128 1.2745 0.00 0.00 0.00 -224.00
309584 2008.11.07 08:00 buy 1.30 eurusd 1.2754 1.2721 1.2943 1.2745 0.00 0.00 0.00 -117.00
309740 2008.11.07 09:39 buy 1.30 eurusd 1.2813 1.2697 1.2855 1.2745 0.00 0.00 0.00 -884.00
309916 2008.11.07 11:43 sell 1.00 eurusd 1.2803 1.2833 1.2524 1.2748 0.00 0.00 0.00 550.00
0.00 0.00 0.00 -675.00
Floating P/L: -675.00
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price
No transactions
Summary:
Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00
Closed Trade P/L: 2 211.17 Floating P/L: -675.00 Margin: 4 219.70
Balance: 102 211.17 Equity: 101 536.17 Free Margin: 97 316.47
Details:
Graph
Gross Profit: 14 608.75 Gross Loss: 12 397.58 Total Net Profit: 2 211.17
Profit Factor: 1.18 Expected Payoff: 76.25
Absolute Drawdown: 2 472.40 Maximal Drawdown: 6 700.18 (6.42%) Relative Drawdown: 6.42% (6 700.18)
Total Trades: 29 Short Positions (won %): 14 (35.71%) Long Positions (won %): 15 (26.67%)
Profit Trades (% of total): 9 (31.03%) Loss trades (% of total): 20 (68.97%)
Largest profit trade: 6 804.00 loss trade: -1 575.00
Average profit trade: 1 623.19 loss trade: -619.88
Maximum consecutive wins ($): 2 (4 283.75) consecutive losses ($): 12 (-6 640.18)
Maximal consecutive profit (count): 6 804.00 (1) consecutive loss (count): -6 640.18 (12)
Average consecutive wins: 2 consecutive losses: 4
 

Account 4

A System: Interbank FX, LLC

Account: 2159136 Name: Airat Safin Currency: USD 2008 November 7, 20:59
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
124193467 2008.10.28 15:56 balance Deposit 100 000.00
0.00 0.00 -1.68 -3 210.50
Closed P/L: -3 212.18
Open Trades:
Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit
126464378 2008.11.07 08:44 buy 1.44 eurusd 1.2821 1.2715 1.2858 1.2762 0.00 0.00 5.76 -849.60
126614375 2008.11.07 19:42 buy 1.68 eurusd 1.2748 1.2722 1.2898 1.2762 0.00 0.00 6.72 235.20
126615621 2008.11.07 19:47 buy 1.05 eurusd 1.2763 1.2722 1.2919 1.2762 0.00 0.00 4.20 -10.50
0.00 0.00 16.68 -624.90
Floating P/L: -608.22
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price
No transactions
Summary:
Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00
Closed Trade P/L: -3 212.18 Floating P/L: -608.22 Margin: 4 170.00
Balance: 96 787.82 Equity: 96 179.60 Free Margin: 92 009.60
Details:
Graph
Gross Profit: 11 197.46 Gross Loss: 14 409.64 Total Net Profit: -3 212.18
Profit Factor: 0.78 Expected Payoff: -82.36
Absolute Drawdown: 3 265.10 Maximal Drawdown: 6 739.38 (6.51%) Relative Drawdown: 6.51% (6 739.38)
Total Trades: 39 Short Positions (won %): 19 (47.37%) Long Positions (won %): 20 (15.00%)
Profit Trades (% of total): 12 (30.77%) Loss trades (% of total): 27 (69.23%)
Largest profit trade: 6 762.00 loss trade: -993.06
Average profit trade: 933.12 loss trade: -533.69
Maximum consecutive wins ($): 5 (749.12) consecutive losses ($): 12 (-6 739.38)
Maximal consecutive profit (count): 6 762.00 (1) consecutive loss (count): -6 739.38 (12)
Average consecutive wins: 2 consecutive losses: 5
 
Account 5
A System: FXDD

Account: 5886725 Name: Airat Safin Currency: USD 2008 November 7, 23:00
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
46688759 2008.10.28 18:13 balance Deposit 100 000.00
0.00 0.00 -18.47 -844.70
Closed P/L: -863.17
Open Trades:
Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit
48785575 2008.11.07 12:41 sell 1.11 eurusd 1.2806 1.2829 1.2534 1.2764 0.00 0.00 -13.29 466.20
48841243 2008.11.07 16:47 sell 1.39 eurusd 1.2736 1.2847 1.2681 1.2764 0.00 0.00 -16.64 -389.20
48889340 2008.11.07 21:47 buy 1.09 eurusd 1.2763 1.2722 1.2919 1.2762 0.00 0.00 7.60 -10.90
0.00 0.00 -22.33 66.10
Floating P/L: 43.77
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price
No transactions
Summary:
Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00
Closed Trade P/L: -863.17 Floating P/L: 43.77 Margin: 1 799.98
Balance: 99 136.83 Equity: 99 180.60 Free Margin: 97 380.62
Details:
Graph
Gross Profit: 11 308.68 Gross Loss: 12 171.85 Total Net Profit: -863.17
Profit Factor: 0.93 Expected Payoff: -29.76
Absolute Drawdown: 3 179.62 Maximal Drawdown: 5 286.24 (5.10%) Relative Drawdown: 5.10% (5 286.24)
Total Trades: 29 Short Positions (won %): 14 (35.71%) Long Positions (won %): 15 (20.00%)
Profit Trades (% of total): 8 (27.59%) Loss trades (% of total): 21 (72.41%)
Largest profit trade: 6 781.60 loss trade: -1 007.09
Average profit trade: 1 413.59 loss trade: -579.61
Maximum consecutive wins ($): 2 (1 036.60) consecutive losses ($): 10 (-5 286.24)
Maximal consecutive profit (count): 6 781.60 (1) consecutive loss (count): -5 286.24 (10)
Average consecutive wins: 2 consecutive losses: 4
 
Account 6
A System: Interbank FX, LLC

Account: 2159142 Name: Airat Safin Currency: USD 2008 November 7, 20:59
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
124193656 2008.10.28 15:57 balance Deposit 100 000.00
0.00 0.00 -13.14 476.20
Closed P/L: 463.06
Open Trades:
Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit
126464377 2008.11.07 08:44 buy 1.49 eurusd 1.2821 1.2715 1.2858 1.2762 0.00 0.00 5.96 -879.10
126614359 2008.11.07 19:42 buy 1.90 eurusd 1.2746 1.2722 1.2896 1.2762 0.00 0.00 7.60 304.00
126615622 2008.11.07 19:47 buy 1.09 eurusd 1.2763 1.2722 1.2919 1.2762 0.00 0.00 4.36 -10.90
0.00 0.00 17.92 -586.00
Floating P/L: -568.08
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price
No transactions
Summary:
Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00
Closed Trade P/L: 463.06 Floating P/L: -568.08 Margin: 1 120.00
Balance: 100 463.06 Equity: 99 894.98 Free Margin: 98 774.98
Details:
Graph
Gross Profit: 12 737.02 Gross Loss: 12 273.96 Total Net Profit: 463.06
Profit Factor: 1.04 Expected Payoff: 12.86
Absolute Drawdown: 2 524.00 Maximal Drawdown: 5 438.98 (5.21%) Relative Drawdown: 5.21% (5 438.98)
Total Trades: 36 Short Positions (won %): 18 (55.56%) Long Positions (won %): 18 (16.67%)
Profit Trades (% of total): 13 (36.11%) Loss trades (% of total): 23 (63.89%)
Largest profit trade: 6 820.80 loss trade: -1 001.70
Average profit trade: 979.77 loss trade: -533.65
Maximum consecutive wins ($): 5 (759.16) consecutive losses ($): 10 (-5 438.98)
Maximal consecutive profit (count): 6 820.80 (1) consecutive loss (count): -5 438.98 (10)
Average consecutive wins: 2 consecutive losses: 4
 
Account 7
A System: Alpari Ltd

Account: 1218861 Name: Airat Safin Currency: USD 2008 November 7, 22:59
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
32145935 2008.10.28 17:34 balance Deposit 10 000.00
0.00 0.00 -2.65 -539.20
Closed P/L: -541.85
Open Trades:
Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit
32917440 2008.11.07 09:39 buy 0.13 eurusd 1.2812 1.2697 1.2855 1.2717 0.00 0.00 0.00 -123.50
0.00 0.00 0.00 -123.50
Floating P/L: -123.50
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price
No transactions
Summary:
Deposit/Withdrawal: 10 000.00 Credit Facility: 0.00
Closed Trade P/L: -541.85 Floating P/L: -123.50 Margin: 33.31
Balance: 9 458.15 Equity: 9 334.65 Free Margin: 9 301.34
Details:
Graph
Gross Profit: 572.49 Gross Loss: 1 114.34 Total Net Profit: -541.85
Profit Factor: 0.51 Expected Payoff: -16.93
Absolute Drawdown: 541.85 Maximal Drawdown: 683.30 (6.74%) Relative Drawdown: 6.74% (683.30)
Total Trades: 32 Short Positions (won %): 15 (26.67%) Long Positions (won %): 17 (17.65%)
Profit Trades (% of total): 7 (21.88%) Loss trades (% of total): 25 (78.13%)
Largest profit trade: 231.00 loss trade: -81.41
Average profit trade: 81.78 loss trade: -44.57
Maximum consecutive wins ($): 3 (128.43) consecutive losses ($): 12 (-595.38)
Maximal consecutive profit (count): 231.00 (1) consecutive loss (count): -595.38 (12)
Average consecutive wins: 2 consecutive losses: 6
 
A System: Test: Weekly Report: 2: 03.11.2008-07.11.2008
Summary:
Equity, USD
==============================================================================================
Account   28.10.2008   Change, $   Change, %   31.10.2008   Change, $   Change, %   07.11.2008
----------------------------------------------------------------------------------------------
1          100000,00   - 1083,36    - 1,08 %     98916,64   - 5410,87    - 5,47 %     93505,77
2          100000,00   -  798,60    - 0,80 %     99201,40   - 4557,37    - 4,59 %     94644,03
3          100000,00   -  489,70    - 0,49 %     99510,30   + 2025,87    + 2,04 %    101536,17
4          100000,00   - 1438,72    - 1,44 %     98561,28   - 2381,68    - 2,42 %     96179,60
5          100000,00   -  732,70    - 0,73 %     99267,30   -   86,70    - 0,09 %     99180,60
6          100000,00   -  848,06    - 0,85 %     99151,94   +  743,04    + 0,75 %     99894,98
7           10000,00   -   25,48    - 0,25 %      9974,52   -  639,87    - 6,42 %      9334,65
----------------------------------------------------------------------------------------------
Total:     610000,00   - 5416,62    - 0,89 %    604583,38  - 10307,58     -1,70 %    594275,80
==============================================================================================
12345678910
New comment