[WARNING CLOSED] UmnickTrader Adaptive EA - page 7

 
komposter:

Based on these figures, to get about 4.5K a year ($46340 / 10 years) you need to have a deposit of at least 18.5K

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

Is the game worth the candle?


And Alexey is right, 600 trades is not enough.


The main thing here is not to break the algorithm over a long period of time.

All other figures are secondary as they can improve.

And 20% a year is very good, from a good deposit :)

On the other hand, everything is relative.

Do you personally have a better Expert Advisor? If so, then let's compare them - conduct a similar test and put the source code in the code base, so that everyone who is interested could conduct an independent testing.

In my branch of PAMM, with a decent attendance, since the publication of this test, no one has been able to provide a test with better results.


On a shorter period of 4.5 years there is such a test - it was published in the code base - see in the comments.


EURUSD symbol (Euro vs US Dollar)
Period 1 Minute (M1) 2006.01.02 00:51 - 2010.05.11 23:59 (2006.01.01 - 2010.05.12)
Model All ticks (the most accurate method based on the smallest available timeframes)
Parameters StopBase=0.005; marketOrderOn=false; spred=0.0005; slippage=200; absAmount=1; timeframe=240;

Bars in history 1453206 Modelled ticks 23538591 Modelling quality 25.00%
Chart mismatch errors 0

Initial deposit 10000.00
Net profit 48460.60 Total profit 277029.60 Total loss -228569.00
Profitability 1.21 Expected payoff 47.32
Absolute drawdown 1902.80 Maximum drawdown 7386.80 (21.01%) Relative drawdown 33.06% (3998.40)

Total trades 1024 Short positions (% win) 508 (53.94%) Long positions (% win) 516 (54.65%)
Profitable trades (% of all) 556 (54.30%) Loss trades (% of all) 468 (45.70%)
Largest profitable trade 524.00 (loss trade -503.60)
Average profitable trade 498.25 losing trade -488.40
Maximal number of continuous wins (profit) 10 (4905.60) continuous losses (loss) 6 (-2963.20)
Maximum number of continuous wins (number of wins) 4905.60 (10) continuous losses (number of losses) -2963.20 (6)
Average continuous gain 2 continuous loss 2

 
VictorArt:

And 20% a year is very good, from a good deposit :)

It was pointed out to you - the 20% is not done by the Expert Advisor every year, look at your own test, there are even losing years, the Expert Advisor is unstable.

Do you personally have a better EA? If so, then let's compare - conduct a similar test and put the source code in the code base, so that everyone can conduct independent testing.

Why would anyone want to show you their profitable systems or even their tests? Do you want to show off? In front of whom?

In my branch of PAMM, with a decent attendance, since the publication of this test, no one has been able to provide a test with better results.

That's what I'm talking about. Nobody cares about it.
 
alsu:

It has been pointed out to you - the EA does not do 20% every year, look at your test, there are even losing years, the EA is unstable.

Why would anyone want to show you their profitable systems or even their tests? Do you want to show off? In front of whom?

That's what I'm saying. Nobody cares.


I doubt very much that the systems you are talking about exist in nature :)

Let me put it another way. Usually, it is those who have never had any profitable systems who show off. Those who have profitable systems usually just use them, without showing off on forums. Money likes silence.

So that's how it is. No purely scientific interest - "walk away". This topic is not for you.

 
VictorArt:


I highly doubt that the systems you speak of exist in nature :)

Let me put it another way. Usually, it is those who have never had any profitable systems who show off. Those who have profitable systems usually just use them, without showing off on forums. Money likes silence.

So that's how it is. No purely scientific interest - "walk away". This topic is not for you.


I can sense your deep knowledge of the subject.
 
VictorArt:


I doubt very much that the systems you are talking about exist in nature :)

If you're talking about a tester's report, there are such systems. On the FC website, in some threads, beginners post reports and, sometimes, code of the systems they create to learn how to create systems, because more experienced people tell them something from these results. Some post code and descriptions. There are systems with better results - more trades, test in the same or longer time, higher percentages. But these are only test results, and more often, as far as I remember, without a forward.
 
VictorArt:


Usually, it's the ones who have never had any profitable systems that ponce around.

Well, that's very honest. It's become clear why you started this thread.
 
VictorArt:


Usually, it's the ones who have never had any profitable systems that ponce around.

Yep, a heartfelt confession ...
 
-Aleksey-:
If you are talking about a tester report, there are such systems. In some threads of the FC's site beginners post reports and sometimes code of their systems to learn how to create systems, because more experienced people give them some tips from these results. Some post code and descriptions. There are systems with better results - more trades, test in the same or longer time, higher percentages. But these are only test results, and more often, as far as I remember, without a forward.

Without OOS there is no point - it is easy to get any result on the story, including using "hidden parameters" (constants within the code).

Here OOS is 9 years old. The code is not bound to history. I am not aware of the existence of similar test results. If someone knows an EA that can pass such a test with OOS of 9 years, please link to it.

 
I am amazed at people's ability to see only what they want in a picture. Look closely, out of your nine years, a maximum of 2.5-3 years have been profitable, the rest have ended in a loss.
 
alsu:
I am amazed at people's ability to see only what they want in a picture. Open your eyes, out of your nine years a maximum of 2.5-3 years are profitable, the rest are finished with a loss.


So what.

Show me a better result with OOS 9 years - there will be something to talk about, but for now stop acting like a "tough professional" - you don't even have such a result.