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Sistemi Esperti

FX-CHAOS - sistema esperto per MetaTrader 4

Visualizzazioni:
13304
Valutazioni:
(4)
Pubblicato:
2008.05.16 06:39
Aggiornato:
2014.04.21 14:52
Freelance MQL5 Hai bisogno di un robot o indicatore basato su questo codice? Ordinalo su Freelance Vai a Freelance

Symbol EURJPY (Euro vs Japanese Yen)
Timeframe 4 Hours (H4) 2006.12.05 00:00 - 2007.03.07 00:00 (2006.12.05 - 2007.03.07)
Model

Control points (a very crude method, the results must not be considered)

Bars in history 1380 Ticks modelled 5265 Modelling quality n/a
Charts mismatch errors 10




Initial deposit 10000.00



Net profit 4740.25 Total profit 5014.92 Total loss -274.67
Profit factor 18.26 Expected payoff 364.63

Absolute drawdown 1071.62 Maximum drawdown 3220.28 (26.51%) Relative drawdown 26.51% (3220.28)

Total trades 13 Short positions (% of won) 13 (76.92%) Long positions (% of won) 0 (0.00%)

Profitable trades (% of the total) 10 (76.92%) Losing trades (% of the total) 3 (23.08%)
The largest profitable trade 1403.65 losing trade -151.13
Average profitable trade 501.49 losing trade -91.56
Maximum amount of successive wins (profit) 8 (4449.25) successive losses (loss) 2 (-196.69)
Maximal successive profit (amount of wins) 4449.25 (8) successive loss (amount of losses) -196.69 (2)
Average successive win 5 successive loss 2

Order Time Type Order Volume Price S/L T/P Profit Balance
1 2006.12.05 08:20 sell 1 0.40 153.35 0.00 0.00
2 2006.12.06 02:40 sell 2 2.00 152.90 0.00 0.00
3 2006.12.06 06:20 sell 3 1.60 152.68 0.00 0.00
4 2006.12.06 06:40 sell 4 1.20 152.76 0.00 0.00
5 2006.12.06 07:20 sell 5 0.80 152.79 0.00 0.00
6 2006.12.06 10:00 modify 1 0.40 153.35 152.73 0.00
7 2006.12.06 10:00 modify 2 2.00 152.90 152.73 0.00
8 2006.12.06 10:00 modify 3 1.60 152.68 152.73 0.00
9 2006.12.06 10:00 modify 4 1.20 152.76 152.73 0.00
10 2006.12.06 10:00 modify 5 0.80 152.79 152.73 0.00
11 2006.12.06 12:20 s/l 1 0.40 152.73 152.73 0.00 234.25 10234.25
12 2006.12.06 12:20 s/l 2 2.00 152.73 152.73 0.00 331.41 10565.66
13 2006.12.06 12:20 s/l 3 1.60 152.73 152.73 0.00 -77.98 10487.68
14 2006.12.06 12:20 s/l 4 1.20 152.73 152.73 0.00 35.09 10522.77
15 2006.12.06 12:20 s/l 5 0.80 152.73 152.73 0.00 46.79 10569.56
16 2006.12.14 16:20 sell 6 0.40 154.87 0.00 0.00
17 2006.12.15 03:20 sell 7 2.00 154.80 0.00 0.00
18 2006.12.15 16:40 modify 6 0.40 154.87 154.56 0.00
19 2006.12.15 16:40 modify 7 2.00 154.80 154.56 0.00
20 2006.12.15 17:40 modify 6 0.40 154.87 154.40 0.00
21 2006.12.15 17:40 modify 7 2.00 154.80 154.40 0.00
22 2006.12.15 18:20 modify 6 0.40 154.87 154.08 0.00
23 2006.12.15 18:20 modify 7 2.00 154.80 154.08 0.00
24 2006.12.15 19:59 s/l 6 0.40 154.08 154.08 0.00 300.53 10870.09
25 2006.12.15 19:59 s/l 7 2.00 154.08 154.08 0.00 1403.65 12273.74
26 2006.12.21 08:20 sell 8 0.40 155.59 0.00 0.00
27 2007.01.08 01:40 sell 9 2.00 154.09 0.00 0.00
28 2007.01.08 11:20 modify 8 0.40 155.59 153.96 0.00
29 2007.01.08 11:20 modify 9 2.00 154.09 153.96 0.00
30 2007.01.08 11:59 s/l 8 0.40 153.96 153.96 0.00 515.73 12789.48
31 2007.01.08 11:59 s/l 9 2.00 153.96 153.96 0.00 253.44 13042.92
32 2007.01.10 00:20 sell 10 0.40 154.61 0.00 0.00
33 2007.03.05 21:40 sell 11 2.00 151.54 0.00 0.00
34 2007.03.05 22:20 sell 12 1.60 151.04 0.00 0.00
35 2007.03.05 22:40 sell 13 1.20 150.94 0.00 0.00
36 2007.03.05 23:00 modify 10 0.40 154.61 151.05 0.00
37 2007.03.05 23:00 modify 11 2.00 151.54 151.05 0.00
38 2007.03.05 23:00 modify 12 1.60 151.04 151.05 0.00
39 2007.03.05 23:00 modify 13 1.20 150.94 151.05 0.00
40 2007.03.06 00:20 s/l 10 0.40 151.05 151.05 0.00 976.21 14019.13
41 2007.03.06 00:20 s/l 11 2.00 151.05 151.05 0.00 917.81 14936.94
42 2007.03.06 00:20 s/l 12 1.60 151.05 151.05 0.00 -45.55 14891.38
43 2007.03.06 00:20 s/l 13 1.20 151.05 151.05 0.00 -151.13 14740.25

Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/8055

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