Tester charts of future championship participants - page 22

 
LeoV писал (а) >>

In fact, it's an interesting result. Of course, there are a lot of questions about why and why, but I think the championship will answer them comprehensively. So I won't ask now - we'll see everything ))))

I agree completely.I am also interested to see the Bettera picture.

 

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 5 Minutes (M5) 2008.01.02 09:00 - 2008.08.19 23:55 (2008.01.01 - 2008.08.20)
Model Every tick (the most precise method based on all available timeframes)

Bars in test 47401 Ticks modelled 1631940 Modelling quality 90.00%
Mismatched charts errors 0

Initial deposit 10000.00
Total net profit 171905.98 Gross profit 391496.71 Gross loss -219590.73
Profit factor 1.78 Expected payoff 397.93
Absolute drawdown 1108.24 Maximal drawdown 24154.00 (24.58%) Relative drawdown 31.92% (4326.63)

Total trades 432 Short positions (won %) 237 (80.17%) Long positions (won %) 195 (72.82%)
Profit trades (% of total) 332 (76.85%) Loss trades (% of total) 100 (23.15%)
Largest profit trade 6000.00 loss trade -4243.00
Average profit trade 1179.21 loss trade -2195.91
Maximum consecutive wins (profit in money) 21 (25891.25) consecutive losses (loss in money) 6 (-15437.50)
Maximum consecutive profit (count of wins) 29350.00 (15) consecutive losses (count of losses) -15437.50 (6)
Average consecutive wins 6 consecutive losses

Euro/bucks has also been tested, but despite the larger profit the drawdown is disproportionately larger, i.e. the recovery factor is smaller. Therefore, Pound/Bucks has been selected. The results of the tests from the Championship and those made by me are almost the same - the difference of 5 trades, about 1.1%.

 
Strategy Tester: SuperNeuron
Strategy Tester Report
SuperNeuron
Alpari-Classic (Build 218)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period5 Minutes (M5) 2007.10.01 00:00 - 2007.12.24 18:55 (2007.10.01 - 2007.12.25)
ModelAll ticks (most accurate method based on all smallest timeframes available)
Initial deposit10000.00
Net profit42914.75Total profit100012.40Total loss-57097.65
Profitability1.75Expectation of winning275.09
Absolute drawdown1032.85Maximum drawdown15578.50 (26.37%)Relative drawdown49.74% (8876.00)
Total trades156Short positions (% win)69 (81.16%)Long positions (% win)87 (78.16%)
Profitable trades (% of all)124 (79.49%)Loss trades (% of all)32 (20.51%)
Largestprofitable trade6000.00losing deal-4150.00
Averageprofitable deal806.55losing deal-1784.30
Maximum numbercontinuous wins (profit)21 (18909.85)Continuous losses (loss)6 (-6420.00)
MaximumContinuous Profit (number of wins)26831.00 (13)Continuous loss (number of losses)-8750.00 (3)
Averagecontinuous winnings6Continuous loss2

And here is the last championship (according to my tester, of course)

 

Are there more brave people :), or can we already make a copy of the branch before the charts are deleted.

Unfortunately we didn't see schedules of most of the "luminaries" of programming - maybe they have something to hide...

I think we will come back to this post after the championship...

 

Compared to what is already posted here, the luminaries would be ashamed to post their modest results :)


P.S. By the way, who are the "luminaries" of programming? And how is "luminosity" in programming related to "luminosity" in trading?

 
Valmars писал(а) >>
Strategy Tester Report
tran_ms
MetaQuotes-Demo (Build 218)

Symbol GBPJPY (Great Britain Pound vs Japanese Yen)
Period 4 Hours (H4) 2008.01.02 08:00 - 2008.08.19 20:00 (2008.01.01 - 2008.08.20)
Model Every tick (the most precise method based on all available minimum timeframes)
Parameters TakeProfit=530; StopLoss=170; _Param_Trailing_=" --- ��������� ��������-����� ---"; UseTrailing=1; MinProfit=350; TrailingStop=100; TrailingStep=140; UnLossLewel=56; N=19; Lots=0; PercentFreeMargin=30; MAGIC=12345; MA_Short_Period=4; Info=true; Unloss=true; Distance=12; Sense=8; Period_X=240;
Bars in test 1990 Ticks modelled 4289983 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 304376.32 Gross profit 378401.66 Gross loss -74025.34
Profit factor 5.11 Expected payoff 3074.51
Absolute drawdown 702.93 Maximal drawdown 34552.60 (13.83%) Relative drawdown 50.76% (12112.54)
Total trades 99 Short positions (won %) 82 (74.39%) Long positions (won %) 17 (76.47%)
Profit trades (% of total) 74 (74.75%) Loss trades (% of total) 25 (25.25%)
Largest profit trade 24626.08 loss trade -6829.63
Average profit trade 5113.54 loss trade -2961.01
Maximum consecutive wins (profit in money) 24 (164915.45) consecutive losses (loss in money) 7 (-18519.27)
Maximal consecutive profit (count of wins) 164915.45 (24) consecutive loss (count of losses) -18519.27 (7)
Average consecutive wins 6 consecutive losses

2

>> Let's team up.

 
bstone писал (а) >>

Compared to what is already posted here, the luminaries would be ashamed to post their modest results :)


P.S. By the way, who are the "luminaries" of programming? How is the "luminosity" in programming related to the "luminosity" in trading?

In fact, the most interesting topic will be the topic if someone does it after December 25th.

it will be interesting to see the charts of all those who have posted here

i like almost all the charts! especially if we could go back to 01 01 2008 !

 

My humble contribution(

Strategy Tester Report
ma10_30
MetaQuotes-Demo (Build 218)
Symbol USDCHF (US Dollar vs Swiss Franc)
Period 1 Hour (H1) 2008.01.02 09:00 - 2008.08.19 23:00 (2008.01.01 - 2008.08.20)
Model Every tick (the most precise method based on all available timeframes)
Parameters RiskPercent=25; MA1=10; MA2=30;

Bars in test 4919 Ticks modelled 1464324 Modelling quality 90.00%
Mismatched charts errors 0

Initial deposit 10000.00
Total net profit 46405.42 Gross profit 173040.31 Gross loss -126634.89
Profit factor 1.37 Expected payoff 281.24
Absolute drawdown 4201.61 Maximal drawdown 24945.02 (59.29%) Relative drawdown 59.29% (24945.02)

Total trades 165 Short positions (won %) 76 (42.11%) Long positions (won %) 89 (33.71%)
Profit trades (% of total) 62 (37.58%) Loss trades (% of total) 103 (62.42%)
Largest profit trade 14045.43 loss trade -5053.45
Average profit trade 2790.97 loss trade -1229.46
Maximum consecutive wins (profit in money) 3 (14658.80) consecutive losses (loss in money) 13 (-16655.56)
Maximal consecutive profit (count of wins) 14658.80 (3) consecutive losses (count of losses) -16655.56 (13)
Average consecutive wins 2 consecutive losses 3

 

About all these charts. I don't know if anyone has asked this question.

In the tester report, all trades are evenly distributed on a time scale. I would like to see a real time chart, that is, say, looking at the chart, see that February and March were profitable, but from June to August everything stood still.

For example, instead of a picture like this:



to be like this:


 
Parabellum >> :

About all these charts. I don't know if anyone has asked this question.

In the tester report, all trades are evenly distributed on a time scale. I would like to see a real time chart, that is, say, looking at the chart, see that February and March were profitable, but from June to August everything stood still.

For example, instead of a picture like this:



to be like this:




It's been asking for a long time,