Adaptive risk EA

 

This an EA that enters on bounces from pivot points witha tight railing stop and changes its position sizing according to the distribution of its losses. A penny for you thouhts.

Here are results

Strategy Tester Report
SamuelTrader
ICM-Demo (Build 225)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period1 Hour (H1) 1999.08.06 03:00 - 2005.11.23 23:00 (1999.01.01 - 2005.11.24)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRiskLevel=2; TS=1; SL=5; IncPer=1.03; IncAmt=0.02; DecPer=0.99; DecAmt=0.0005;
Bars in test33869Ticks modelled10406862Modelling quality89.73%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1561846.35Gross profit2514058.59Gross loss-952212.24
Profit factor2.64Expected payoff785.24
Absolute drawdown6060.86Maximal drawdown248958.48 (22.11%)Relative drawdown65.64% (7526.09)
Total trades1989Short positions (won %)1011 (98.12%)Long positions (won %)978 (98.16%)
Profit trades (% of total)1952 (98.14%)Loss trades (% of total)37 (1.86%)
Largestprofit trade86623.22loss trade-237717.59
Averageprofit trade1287.94loss trade-25735.47
Maximumconsecutive wins (profit in money)219 (78910.92)consecutive losses (loss in money)2 (-228378.02)
Maximalconsecutive profit (count of wins)561534.49 (127)consecutive loss (count of losses)-237717.59 (1)
Averageconsecutive wins53consecutive losses1

 

So?

Where is the code?

 
and the backtest record from mid 08 to date?