In just 4 months
Symbol | GBPJPY (Great Britan vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2008.10.01 00:00 - 2009.02.06 22:00 (2008.10.01 - 2009.02.07) | ||||
Model | Every tick (the most precise method based on all available least timeframes) |
Bars in test | 3106 | Ticks modelled | 3740321 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 112066.49 | Gross profit | 169665.33 | Gross loss | -57598.84 |
Profit factor | 2.95 | Expected payoff | 1697.98 | ||
Absolute drawdown | 69.05 | Maximal drawdown | 30096.68 (20.90%) | Relative drawdown | 45.20% (17139.15) |
Total trades | 66 | Short positions (won %) | 34 (70.59%) | Long positions (won %) | 32 (50.00%) |
Profit trades (% of total) | 40 (60.61%) | Loss trades (% of total) | 26 (39.39%) | ||
Largest | profit trade | 13898.76 | loss trade | -4776.53 | |
Average | profit trade | 4241.63 | loss trade | -2215.34 | |
Maximum | consecutive wins (profit in money) | 8 (60975.15) | consecutive losses (loss in money) | 6 (-18556.68) | |
Maximal | consecutive profit (count of wins) | 60975.15 (8) | consecutive loss (count of losses) | -18556.68 (6) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
Results after optimization over a year show promise. Got to do a few more optimizations before I can start selecting which ones work best when... and at 20-100 hours a time its gonna be a while yet... Why oh why cant MT4 use multi-threading on optimization? I have 3 cores sitting idle most of the time = ( Oh I changed the code so lot size is never greater than 0.4. I'm happy with the draw down and Average Profit:Average Loss ratio, accuracy could be higher thou. I've ran it on different broker data and it comes up with similar results give or take a fraction. Have sent the code with instructions to a friend, should have results from a different machine soon too.
Symbol | GBPJPY (Great Britan vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2006.01.02 01:00 - 2007.01.31 23:00 (2006.01.01 - 2007.02.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 7727 | Ticks modelled | 3776366 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 24412.92 | Gross profit | 34157.87 | Gross loss | -9744.96 |
Profit factor | 3.51 | Expected payoff | 343.84 | ||
Absolute drawdown | 505.61 | Maximal drawdown | 3241.91 (9.27%) | Relative drawdown | 15.63% (2806.19) |
Total trades | 71 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 58 (44.83%) |
Profit trades (% of total) | 30 (42.25%) | Loss trades (% of total) | 41 (57.75%) | ||
Largest | profit trade | 2930.55 | loss trade | -479.09 | |
Average | profit trade | 1138.60 | loss trade | -237.68 | |
Maximum | consecutive wins (profit in money) | 8 (13380.24) | consecutive losses (loss in money) | 9 (-1189.31) | |
Maximal | consecutive profit (count of wins) | 13380.24 (8) | consecutive loss (count of losses) | -1506.49 (4) | |
Average | consecutive wins | 3 | consecutive losses | 4 |
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Thats the results so far, thats the 1H results GBPJPY... Have tested it on a few other currencies and it seems to fair best when trading JPY pairs and worst when trading EUR.
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And those are the 4H results for GBPJPY. Any thoughts? Have been coding this EA for about 3 days now, still havent got it trading in both directions yet and havent got my close order function working so im setting variable TP and i still dont have trailing stops coded, let alone getting a money management strategy in there...