Looking for an MTS. giving a steady 20% or more per month - page 51

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tradingexpert-SpWS
SystemGates-Server (Build 211)

Symbol EURUSD (Euro vs US Dollar)
Period 5 Minutes (M5) 2009.01.02 10:00 - 2009.05.29 22:55 (2009.01.01 - 2009.05.31)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters StopLoss=200; TakeProfit=100; ProfitB=300; ProfitS=300; Tral_Stop=300; Tral_Step=5; StepP=2; StepL=2; Stop_L0t=1.6; Lots=0.4; Prots=0.5; M=8; N=14; D=23; K=23; Z=13; T=240;
Bars in history 31107 Modelled ticks 1352178 Modeling quality 86.59%
Chart mismatch errors 37
Initial deposit 10000.00
Net profit 10581.28 Total profit 28246.80 Total loss -17665.52
Profitability 1.60 Expected payoff 167.96
Absolute drawdown 1038.16 Maximum drawdown 5643.84 (35.02%) Relative drawdown 35.02% (5643.84)
Total trades 63 Short positions (% win) 35 (71.43%) Long positions (% win) 28 (71.43%)
Profitable trades (% of all) 45 (71.43%) Loss trades (% of all) 18 (28.57%)
Largest profitable trade 1600.00 losing deal -1629.12
Average profitable deal 627.71 losing deal -981.42
Maximum number continuous wins (profit) 6 (2798.48) Continuous losses (loss) 2 (-2431.20)
Maximum Continuous Profit (number of wins) 2798.48 (6) Continuous loss (number of losses) -2431.20 (2)
Average continuous winnings 3 Continuous loss 1
Graph
 
and no one said thank you...
 

In general, the meaning of my question was to show how the EA behaves on the data which it has not optimized on. As it is clear from your pictures, the Expert Advisor has been optimized on 2008.12.01 00:00 - 2009.05.21 23:55, I wanted to see how it behaved after 2009.05.21. And it makes no sense to see one more optimization from 2009.01.02 10:00 - 2009.05.29 22:55. Everyone can reoptimise, so that the profit would be great. I am interested in the profit on the data, on which the Expert Advisor has not optimized (OOS)

 
firemast >> :
and no one said thank you...

You're welcome. The show was third-rate.

 
LeoV писал(а) >>

In general, the meaning of my question was to show how the EA behaves on the data which it has not optimized on. As it is clear from your pictures, the Expert Advisor was optimized on 2008.12.01 00:00 - 2009.05.21 23:55, I wanted to see how it behaved after 2009.05.21. However, there is no sense in showing one more optimization from 2009.01.02 10:00 - 2009.05.29 22:55. Everyone can reoptimise, so that the profit would be great. I want to know the profits on the data, on which the Expert Advisor has not optimized (OOS).

>> The OOS is not optimized at all.

 

I understand you have your own show, but if anyone also has a MTS which has been tested since 2005, I would like to discuss the criteria for determining a change in the trend,

Tradingexpert-SpWenec
SystemGates-Server (Build 211)


Symbol EURJPY (Euro vs Japanese Yen)
Period 15 Minutes (M15) 2005.01.03 00:00 - 2009.05.29 22:45 (2005.01.01 - 2009.05.31)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters StopLoss=200; TakeProfit=100; ProfitB=500; ProfitS=500; Tral_Stop=250; Tral_Step=5; StepP=2; StepL=2; Stop_L0t=1.6; Lots=0.1; Prots=0.5; M=8; N=14; D=23; K=13; Z=11; T=240;
Bars in history 109916 Simulated ticks 18113511 Modeling quality 90.00%
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 20998.27 Total profit 94994.81 Total loss -73996.54
Profitability 1.28 Expectation of winning 38.04
Absolute drawdown 3149.85 Maximum drawdown 5748.78 (21.44%) Relative drawdown 39.48% (4469.21)
Total trades 552 Short positions (% win) 255 (65.10%) Long positions (% win) 297 (67.68%)
Profitable trades (% of all) 367 (66.49%) Loss trades (% of all) 185 (33.51%)
Largest profitable trade 1691.49 losing transaction -1713.11
Average profitable deal 258.84 losing trade -399.98
Maximum continuous wins (profit) 14 (1573.59) Continuous losses (loss) 4 (-3156.68)
Maximum Continuous Profit (number of wins) 3177.55 (4) Continuous loss (number of losses) -3156.68 (4)
Average continuous winnings 3 continuous loss 1

Graph
 
GRAAL4rus
BroCo-San-Francisco (Build 224)

SymbolEURUSD (EURO vs US DOLLAR)
Period1 Minute (M1) 2009.04.01 00:00 - 2009.05.29 22:59 (2009.04.01 - 2009.05.31)
ModelAll ticks (most accurate method based on all smallest available timeframes)
Parameters_si_Info="show info-------------------"; _bInfo=false; _FontSize=10; _DistY=12; _ColorText=White; _ColorP=Lime; _ColorM=Pink; _si_Digits="settings depending on number of characters--------"; _StringNumberDigits="3.5"; _NumberMultiply=10; _bInterception=true; TMAUS=false; SMAUS=false; BAY="BACKGROUND SETTINGS. :"; StopLoss1=70; TakeProfit1=10; TrailingStop1=3; Pips1=3; MED="MEDIUM SETTINGS :"; TakeProfit2=15; TrailingStop2=10; Pips2=5; SEL="LONG SETTINGS:"; StopLoss=70; TakeProfit=35; TrailingStop=18; Pips=10; LOT="LOT SETTINGS:"; Lots=0.01; LotsD=0.1; LOT_ADR=0.2; LOT_ADR=0.3; В="OPEN TIME:"; UseTradeTime=false; START=8; END=23; News="NEWS Pause:"; NEWS_PAUSE=true; HOUR_PLAY_PAUSE=23; HOUR_PLAY_PAUSE=8; DAY_PLAY_PAUSE=6; DAY_END_PAUSE=1; N="DIFFERENT:"; MAX_COMP_ORDERS=3; MAX_COMP_DOLL=3; CREDIT_LEVEL=0; slip=2; TF_DOP_TREND=5; BARS=1; DELAYS=1; DELAYB=1; U="LEVELS OF LONG PASSES:"; SM=90; BM=20; ASTIK=60; BTIK=40; SM5=70; BM5=30; UB30=20; US30=80; SH="SHORT POSITION LEVELS:"; ASM=90; ABM=20; ASTIK=60; ABTIK=30; ASM5=70; ABM5=25; FLAG="FLAGS:"; BUY=1; SELL=1; CLOSEBUY=1; CLOSESELL=1; SHORT=true; MEDIUM=true; LONG=true; MIN_PROFIT_short=5; MIN_PROFIT_LONG=20; MIN_PROFIT_WIDE=20; TP="LONG ORDER TYPE:"; IMMEDIATE=true; STOP=false; LIMIT=true; IMMEDIATE.A=true; STOP.A=false; LIMIT.A=false; TPB="LONG POSE ORDER TYPE:"; IMMEDIATEB=true; STOPB=false; LIMITB=true; IMMEDIATE.AB=true; STOP.AB=false; LIMIT.AB=false; TPA="SHORT POSE ORDER TYPE:"; IMMEDIATEA=true; STOPA=false; LIMITA=false; IMMEDIATE.AA=true; STOP.AA=false; LIMIT.AA=false; DELETE_STOPA=false; TIMELIVE=0.3; DELETE=false; M="SHORT MAGIC:"; MAGA=899; MSR="MEDIUM MAGIC:"; MAGB=455; MDL="LINE MAGIC:"; MAG=577; Z=1; NamePrice="Price_1"; LineColor=Gold; NamePrice1="Price_2"; LineColor1=Lime;

Errors of chart mismatch







0




Initial deposit100.00



Net profit10294.38Total profit10294.46Total loss-0.08
Profitability121194.05Expected payoff51.22

Absolute drawdown10.10Maximum drawdown2286.30 (29.07%)Relative drawdown49.46% (106.40)

Total trades201Short positions (% win)47 (100.00%)Long positions (% win)154 (99.35%)

Profitable trades (% of all)200 (99.50%)Loss trades (% of all)1 (0.50%)
Largestprofitable trade483.92losing transaction-0.08
Averageprofitable deal51.47losing trade-0.08
Maximum numbercontinuous wins (profit)138 (10087.89)Continuous losses (loss)1 (-0.08)
MaximumContinuous Profit (number of wins)10087.89 (138)Continuous loss (number of losses)-0.08 (1)
Averagecontinuous winnings100Continuous loss1
#topbar_informer{position:fixed;left:0px;top:10px;width:800px;border:0px solid black;padding:0px;z-index:100;colour:#000000;}
 

sllawa3, interestingly enough, the loss is 0.08 and the drawdown is 29%. What are "sitting", who are we waiting for? And the quality of modelling is interesting, because tails like #topbar_informer{position:fixed;left:0px;top:10px;width:800px;border:0px solid black;padding:0px;z-index:100;colour:#000000;}

make it hard to see what's what.

 

Awesome. But the drawdown for such a depot... show me the graph.

 

sllawa3, I get the impression that all your source variables are extern.

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