[WARNING CLOSED] UmnickTrader Adaptive EA - page 17
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VictorArt: Тоже самое с реинвестированием.
Simulation quality 25.00%
Relative drawdown 88.70%.
In terms of trivial erudition, in terms of prismatic paradoxicality, the cynicism of your data from the tester in this outline is associated with a deep dive into paradoxical illusions, through which catastrophic mystification by abstractions occurs.
paukas: Злыя вы стали, уйдёть от от нас.
You realise one thing - 186 deals in 10 years in a tester is ridiculous... :-)))
You can't draw any conclusions at all.
It should be interpreted as: "believe me, 186 trades in 10 years is too little"?
A link, please, to mathematically rigorous proof that it is too little - a game of "believe it or not" or a reference to the opinion of some "authorities" is not serious.
See also the test above with increased number of trades - I have already answered a similar question.
You can make as many deals as you want. If you want to.
It should be interpreted as: "believe me, 186 deals in 10 years is too little"?
Please provide a link to mathematically rigorous proof that this is not enough - a game of "believe it or not" or a reference to the opinion of some "authorities" is not serious.
See also the test above with increased number of trades - I have already answered a similar question.
You can make as many deals as you want. If you want to.
Yes mathematically rigorous proof - irrelevant, elementary representativeness of the sample... less than 300-500 is nothing at all...
Yes, I saw that post, saw it. I'll familiarise myself with the owl, throw me a link to the codebase.
Yes mathematically rigorous proof - not relevant, elementary representativeness of the sample... less than 300-500 is nothing at all...
Yes, I saw that post. I'll get acquainted with the owl, throw me a link to the codebase.
Source
In this thread we are discussing modification of "UmnickTrader V3 Adaptive EA" - see source code in comments.
The difference with the first version is insignificant - I just gradually (leisurely) show the various available OTT application possibilities.
Yes mathematically rigorous proof is irrelevant, elementary representativeness of the sample... less than 300-500 is nothing at all...
Yes, I saw that post. I'll check out the owl, throw me a link to the codebase.
EURUSD symbol (Euro vs US Dollar)
Period 1 Minute (M1) 2006.01.02 00:51 - 2010.12.31 18:59 (2006.01.01 - 2011.01.01)
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; amountStep=0; timeframe=240; currentIdOrder="1";
History bars 1693031 Modelled ticks 31397305 Modelling quality 25.00%
Chart mismatch errors 0
Initial deposit 20000.00
Net profit 30252.20 Total profit 319158.00 Total loss -288905.80
Profitability 1.10 Expected payoff 24.52
Absolute drawdown 2503.20 Maximum drawdown 10801.00 (20.70%) Relative drawdown 37.07% (10305.00)
Total trades 1234 Short positions (% win) 613 (51.55%) Long positions (% win) 621 (52.17%)
Profitable trades (% of all) 640 (51.86%) Loss trades (% of all) 594 (48.14%)
Largest profitable trade 526.60 losing trade -514.80
Average profitable trade 498.68 losing trade -486.37
Maximum number of continuous wins (profit) 9 (4594.40) continuous losses (loss) 10 (-4695.80)
Maximum continuous profits (number of wins) 4594.40 (9) continuous losses (number of losses) -4695.80 (10)
Average continuous gain 2 continuous loss 2
Source
In this thread we discuss the modification "UmnickTrader V3 Adaptive EA" - see the source code in the comments.
The difference with the first version is insignificant - I just gradually (leisurely) show the various available OTT application possibilities.
I see. I looked at the year first - 2009 was the basic version, so I thought maybe there was a newer one.
A link, please, to mathematically rigorous proof that this is little - a game of "believe it or not" or a reference to the opinion of certain "authorities" is not serious.
Your judgement on the concept is a complete mystification of the process. More precisely, a mathematically rigorous proof of the problem would be totally illogical or even absurd. Perhaps there is a logical or seemingly logical proof of the problem. It is also worth speculating that there may be another proof or solution leading to a proof of the problem at hand, assuming your proposition and assertion is logical, or at least seems to be. But this condition is clearly absurd, since from the point of view of trivial erudition, not every locally selective individual is capable of ignoring the tendencies of potential emotions and parity-allocating ambivalent quanta of logic, extracted from the anthropomorphic genesis of the heuristic.
A link, please, to mathematically rigorous proof that this is not enough - a game of "believe it or not" or a reference to the opinion of some "authorities" is not serious.
It's not even about 10 years, but exactly about the ratio of profit factor (1.50) and the number of deals (186).
You have 112 profitable and 74 losing trades.
At 186 trades it is easy to estimate the range of real profit factor for a given confidence probability. Here the sigma, i.e. s.c.o., is equal to the root of 186, i.e. about 14.
Even with a deviation of only one and a half sigmas (about 20) you will have 112-20=92 profitable, and 74+20=94 unprofitable. The profit factor is already less than 1 (your average sizes of profits and losses are almost the same).
Get into any textbook on matstat for details.