For those who like to measure... achievements))) - page 31

 
moskitman:

Underneath the most colourful peacock's tail is the most common chicken's arse. Less of the pompousness, gentlemen.

This is just for those who like to measure... achievement. ;)

A penchant for plagiarism.
 
Why do you create this thread if you do not want to post your achievements in the field of forex trading? I do not see any plagiarism here.
 
Profitov:
Why do you create this thread if you do not want to post your achievements in the field of forex trading? I do not see any plagiarism here.
He's talking about "chicken ass" (c), not achievements )))
 
evillive:
He's all about "chicken ass" (c), not achievements )))


chicken ass is a famous saying by Ranevskaya.
 
Sta2066:

The chicken's arse is a famous saying of Ranevskaya

Well, I mean the same thing, the Komar-Man plagiarized the same saying, and the post about plagiarism did not touch upon the topic of this thread ;)
 
Poor is right - I should have pointed out that it was Ranevskaya, but her phrase fits the topic of the thread perfectly.
 

As a continuation of this (result improved by an order of magnitude, also M1, same period):

Bars in history 686760
Modelled ticks 1369514
Modeling quality n/a
Error of chart mismatch 0
Initial deposit 2 800.00
Net profit 124 363 968.77
Total profit 248141719.02
Total loss -1237750.25
Profitability 2.00
Expected payoff 6877.40
Absolute drawdown 387.36
Maximum drawdown 60535452.83 (40.37%)
Relative drawdown 96.35% (109665.49)
Total trades 18083
Short positions (% win) 14357 (77.20%)
Long positions (% win) 3726 (56.66%)
Profitable trades (% of all) 13194 (72.96%)
Loss trades (% of all) 4889 (27.04%)
Largest
profitable trade 11143549.78
losing deal -11796398.12
Average
18807.16 profitable deal
losing deal -25317.60
Maximum number
continuous wins (profit) 208 (22489663.10)
Continuous Losses (Loss) 132 (-34138.30)
Maximum
Continuous Profit (number of wins) 23767455.36 (113)
Continuous loss (number of losses) -38003927.68 (56)
Average
continuous winnings 51
Continuous loss 19

 
_new-rena:

As a continuation of this (result improved by an order of magnitude, also M1, same period):

Bars in history 686760
Modelled ticks 1369514
Modeling quality n/a
Error of chart mismatch 0
Initial deposit 2800.00
Net profit 124 363 968.77
Total profit 248141719.02
Total loss -1237750.25
Profitability 2.00
Expected payoff 6877.40
Absolute drawdown 387.36
Maximum drawdown 60535452.83 (40.37%)
Relative drawdown 96.35% (109665.49)
Total trades 18083
Short positions (% win) 14357 (77.20%)
Long positions (% win) 3726 (56.66%)
Profitable trades (% of all) 13194 (72.96%)
Loss trades (% of all) 4889 (27.04%)
Largest
profitable trade 11143549.78
losing deal -11796398.12
Average
18807.16 profitable deal
losing deal -25317.60
Maximum number
continuous wins (profit) 208 (22489663.10)
Continuous Losses (Loss) 132 (-34138.30)
Maximum
Continuous Profit (number of wins) 23767455.36 (113)
Continuous loss (number of losses) -38003927.68 (56)
Average
continuous winnings 51
Continuous loss 19


It does not look bad. The only confusion is the failure at the end of the trade, and the maximum profit trade is less than the largest loss trade, and therefore the average profit trade is less than the average loss trade.
 
Sepulca:

It does not look bad. The only confusion is the failure at the end of trading and the maximum profit trade is less than the largest loss trade, and accordingly the average profit trade is less than the average loss trade.
The failure is because the test finishes at unclosed positions and positions are compared - previous closed and the next unclosed. It can be seen that 35 mults have gone down somewhere.
 
Sepulca: The only thing confusing is the failure at the end of trading, and the maximum profit trade is less than the largest loss trade, and accordingly the average profit trade is less than the average loss trade.
The implication is incorrect. Statistics of extreme values are very different from statistics of average values.