Deposit acceleration - page 15

 
IvanIvanov:

I'm confused about something.... there's a branch called..... :-)))

As for the question, of course not, the risk is always geometrically proportional to the profitability, and on the topic, I will do the next movie with cent.

But it even turned out quite good, under the risk was 100% and the yield was 150% in principle the ratio of SL to TP, 2 to 3, nothing unusual, just a second chance for this deposit was not

Here we come very close to one of the main parameters of the system, "Quality of Entry", unfortunately there is no such parameter in the signals, but it must be evaluated when developing a strategy.

It is assessed very simply, let's say the SL and TP are set to 1 and on a large series of deals.......... there should be more profitable deals, at least by 1na, then it makes sense to continue working on the system.

51% to 49% towards profitable trades, this is very cool, it's almost a grail.... Well, of course, taking into account the other components built reasonably

Then, it turns out that, I should be happy that I have "only" 63/37% at TP=SL=300pp. on euro/dollar from early 2009 to present time with constant lot 0.01 on TF D1, hindsight N=300 trading days?

Bars in history 2269
Modelled ticks 3883
Modelling quality n/a
Chart mismatch errors 0
Initial deposit 100.00
Spread Current (51)
Net Profit 11835.73
Total Profit 30020.45
Total Loss -184.72
Profitability 1.65
Win expectation 7.33
Absolute drawdown 50.35
Maximum drawdown 2730.12 (28.88%)
Relative drawdown 94.00% (778.31)
Total trades 1614
Short positions (% win) 813 (65.93%)
Long positions (% win) 801 (60.17%)
Profitable trades (% of all) 1018 (63.07%)
Losing trades (% of all) 596 (36.93%)
Largest
profitable trade 29.99
losing trade -35.13
Average
profitable trade 29.49
losing trade -30.51
Maximum
continuous wins (profit) 91 (2686.18)
continuous losses (loss) 79 (-2556.96)
Maximum
continuous profits (number of wins) 2686.18 (91)
continuous loss (number of losses) -2556.96 (79)
Average
continuous gain 16
continuous loss 9

 
chuvels:

Found out today - alcohol cuts off communication with the cosmos for 3 years........

where'd you get that?

 
yosuf:

Then, it turns out that, I should be happy that I have "only" 63/37% at TP=SL=300pp. on euro/dollar from early 2009 to the present time with constant 0.1 lot on TF D1?


Little information, I can say that the general direction is correct, the signals are much better on higher timeframes, this only confirms once again the idea that big players tend to act on higher timeframes.

In this example I am a bit worried by such modest TP and SL, did I get it right - 300 five digits? Well it works.... what can I say.

The only thing, I am very cautious about information from the tester in general, but it depends on the trading system

 
IvanIvanov:

Little information, I can say that the general direction is correct, the signals are of much higher quality on higher timeframes, it just confirms once again the idea that the big players tend to act on higher timeframes.

In this example I am a bit worried by such modest TP and SL, did I get it right - 300 five digits? Well it works.... what can I say.

The only thing, I am very cautious about information from the tester in general, but it depends on the trading system

1. On 4 digits;

2. I ran it on a centivic to test it out. Now, you have to be disciplined and not close profitable positions before 300 pips, no matter how tempting it is. Usually my results on the real account do not differ much from those of the tester.

3. I must add that the period of analysis of history (hindsight) is T = 300 trading days. Apparently, the indicator catches some economic cycle.

4. On timeframes smaller than D1 I have not found reliable and/or clear patterns. It appears to be like Ilyich: "Fewer (trades) is better".

 
yosuf:

1. On the 4 digits;

you wrote that you have a lot of 0.1, and your average trade is $30, which is 30 four-figures or 300 five-figures
 
IvanIvanov:
you wrote that you have a lot of 0.1 and you have an average trade of $30, which is 30 four-figures or 300 five-figures
Wrong, it's 0.01. Corrected, my apologies.
 
yosuf:
Error, lot 0.01. Corrected, sorry about that.
That's really impressive!
 
yosuf:

Then, it turns out that, I should be happy that I have "only" 63/37% at TP=SL=300pp. on Euro/Dollar from early 2009 to date with a constant 0.01 lot on TF D1, hindsight N=300 trading days?

There are 2269 bars in the history
Modelled ticks: 3883
Modeling quality n/a
Chart mismatch errors 0
Initial deposit 100.00
Spread Current (51)
Net profit 11835.73
Total profit 30020.45
Total loss -1884.72
Profitability 1.65
Expected payoff 7.33
Absolute drawdown 50.35
Maximum drawdown 2730.12 (28.88%)
Relative drawdown 94.00% (778.31)
Total trades 1614
Short positions (% win) 813 (65.93%)
Long positions (% win) 801 (60.17%)
Profitable trades (% of all) 1018 (63.07%)
Loss trades (% of all) 596 (36.93%)
Largest
largest profitable trade 29.99
losing trade -35.13
Average
profitable trade 29.49
losing trade -30.51
Maximum number
continuous wins (profit) 91 (2686.18)
Continuous losses (loss) 79 (-2556.96)
Maximum
Continuous Profit (number of wins) 2686.18 (91)
Continuous loss (number of losses) -2556.96 (79)
Average
continuous win 16
Continuous loss 9

And I'm happy 100/0%.

Total trades: 41
Profitable trades: 41 (100.00%)
Losing trades: 0 (0.00%)
Best trade: 200.00 USC
Worst trade: 0.00 USC
Total profit: 475.20 USC (209 pips)
Total loss: 0.00 USC
Max winning streak: 41 (475.20 USC )
Max profit per series: 475.20 USC (41)
Sharpe Ratio: 0.26
Recovery Factor: 0.00
Long trades: 31 (75.61%)
Short trades: 10 (24.39%)
Profit factor: n/a
Expectation: 11.59 USC
Average profit: 11.59 USC
Average loss: 0.00 USC
Maximum losing streak: 0 (0.00 USC )
Max. losing streak: 0.00 USC (0)
 
MIG32:

And I'm happy 100/0%.

Total trades: 41
Profitable trades: 41 (100.00%)
Losing trades: 0 (0.00%)
Best trade: 200.00 USC
Worst trade: 0.00 USC
Total profit: 475.20 USC (209 pips)
Total loss: 0.00 USC
Max winning streak: 41 (475.20 USC )
Max profit per series: 475.20 USC (41)
Sharpe Ratio: 0.26
Recovery Factor: 0.00
Long trades: 31 (75.61%)
Short trades: 10 (24.39%)
Profit factor: n/a
Expectation: 11.59 USC
Average profit: 11.59 USC
Average loss: 0.00 USC
Maximum losing streak: 0 (0.00 USC )
Max. loss in series: 0.00 USC (0)
Is this with a SL and TP of 1 to 1? 41 trades, very little even for manual testing
 
IvanIvanov:
Is this with a SL and TP of 1 to 1? 41 trades, very little even for manual testing
The SL and TP of the current situation. This is not a test, this is a real trade. It is impossible to test this TS. Manual trade. All trades are closed on the opening day.