RangerFX - page 4

 
ElectricSavant:
bummer...so you removed the EA after getting everybodies interest and time...and now I bet you will sell it on your website when you rewrite it...

Thanks anyways...it was fun

ES

If someone is willing to sponsor me to do forward testing, i will be willing to help manage his or her fund at no extra charge.

this will be based on mutual trust.

Bars in test 7131

Ticks modelled 12705674

Modelling quality 90.00%

Mismatched charts errors 0

Initial deposit 1000.00

Total net profit 1486.91

Gross profit 3062.48

Gross loss -1575.56

Profit factor 1.94

Expected payoff 10.12

Absolute drawdown 19.38

Maximal drawdown 222.21 (9.53%)

Relative drawdown 15.56% (216.81)

Total trades 147

Short positions (won %) 70 (62.86%)

Long positions (won %) 77 (66.23%)

Profit trades (% of total) 95 (64.63%)

Loss trades (% of total) 52 (35.37%)

Largest

profit trade 206.70

loss trade -47.30

Average

profit trade 32.24

loss trade -30.30

Maximum

consecutive wins (profit in money) 8 (143.05)

consecutive losses (loss in money) 5 (-127.35)

Maximal

consecutive profit (count of wins) 441.78 (7)

consecutive loss (count of losses) -132.44 (3)

Average

consecutive wins 3

consecutive losses 1

backtesting for whole year of 2009

Files:
 

some more tweaking

backtest whole year of 2009

Bars in test 7131

Ticks modelled 12705674

Modelling quality 90.00%

Mismatched charts errors 0

Initial deposit 1000.00

Total net profit 1511.05

Gross profit 2578.64

Gross loss -1067.59

Profit factor 2.42

Expected payoff 13.49

Absolute drawdown 21.66

Maximal drawdown 185.52 (8.15%)

Relative drawdown 9.30% (136.31)

Total trades 112

Short positions (won %) 54 (68.52%)

Long positions (won %) 58 (70.69%)

Profit trades (% of total) 78 (69.64%)

Loss trades (% of total) 34 (30.36%)

Largest

profit trade 206.70

loss trade -46.70

Average

profit trade 33.06

loss trade -31.40

Maximum

consecutive wins (profit in money) 8 (154.38)

consecutive losses (loss in money) 3 (-85.57)

Maximal

consecutive profit (count of wins) 252.06 (3)

consecutive loss (count of losses) -88.33 (2)

Average

consecutive wins 3

consecutive losses 1

Files:
testergraph.gif  12 kb
 

updated

refer to post 1