[WARNING CLOSED] UmnickTrader Adaptive EA - page 6

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I'm going to try it myself
 

One year's test. Hastily, default settings. Starting deposit 1000

My computer is not very powerful.

This is the only way to do it.

 
fozi:

the period is too short (M1)

Personally, I don't see the point in such a thing.

The DC will be putting sticks in it.

There are plenty of DCs who don't do it...
 
dimeon:
There are plenty of DCs who don't put sticks in...

Maybe.
 
It's about time they banned this scammer. Or his robots would have accidentally made a profitable month. He should be roosting here right now, talking about his advanced drainage technology. =)
 
wise:
It's about time they banned this scammer. Or his robots would have accidentally made a profitable month. He would have been roosting here now, talking about his advanced drainage technology. =)
Without a second thought. It just happened :)
 

I tested a little bit the "UmnickTrader V3 Adaptive EA" on a 10 year period:
1. I ran the optimizer on the period 2001.01.01-2002.01.01. 2.
2. The best StopBase was 0.012
3. Ran the test on period 2001.01.01 00:01 - 2010.12.31
4. I have got such result - see below and picture.

This test shows 9 years of data, on which the adaptive EA has not optimized - the Out Of Sample (OOS) test.


EURUSD symbol (Euro vs US Dollar)
Period 1 Minute (M1) 2001.01.01 00:01 - 2010.12.31 18:59 (2001.01.01 - 2011.01.01)
Model All ticks (the most accurate method based on the smallest available timeframes)
Parameters StopBase=0.012; marketOrderOn=false; spred=0.0005; slippage=200; absAmount=1; timeframe=240; currentIdOrder="1";

Bars in history 3424790 Modelled ticks 41854886 Modelling quality 25.00%
Chart mismatch errors 0

Initial deposit 10000.00
Net profit 46341.00 Total profit 398791.40 Total loss -352450.40
Profitability 1.13 Expected payoff 73.21
Absolute drawdown 641.20 Maximum drawdown 18473.00 (52.43%) Relative drawdown 52.43% (18473.00)

Total trades 633 Short positions (% win) 311 (52.09%) Long positions (% win) 322 (53.73%)
Profitable trades (% of all) 335 (52.92%) Loss trades (% of all) 298 (47.08%)
Largest profitable trade 1215.00 (loss trade -1216.20)
Average profitable trade 1190.42 losing trade -1182.72
Maximum number of uninterrupted wins (profit) 11 (13161.00) uninterrupted losses (loss) 9 (-10671.20)
Maximum continuous profits (number of wins) 13161.00 (11) continuous losses (number of losses) -10671.20 (9)
Average continuous gain 2 continuous loss 2


 

Unfortunately, the profitability is too low (1.13) for so many trades to draw any more or less confident conclusions.

The lot, I hope, is permanent, Victor?

 
Mathemat:

Unfortunately, the profitability is too low (1.13) for so many trades to draw any more or less confident conclusions.

The lot, I hope, is permanent, Victor?


Yes, the lot is fixed.
 

VictorArt:

(2001.01.01 - 2011.01.01)

Net profit 46341.00

Maximum drawdown 18473.00

Judging by these figures, to earn about 4.5K per year ($46340 / 10 years) you must have a deposit of at least 18.5K

If you make at least a small margin of safety (drawdown may increase) - for example, to increase the deposit up to 25K, we obtain less than 20% per year. This is - at best, judging by the test, you can hang around zero for a few years...

Is it worth the money?


And Alexey is right, 600 trades is not enough.

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