Un sistema: Test - pagina 2

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Automatic trade has started.
  
It is OK to post any comments and suggestions.
  
Good Luck
 

Airat, hai già testato il tuo sistema?

Ci mostrerai i risultati?

Che rendimento e drawdown ti aspetti?

Grazie,

Alex

  
Hello,
1. Backtest 2004.01.01 - 2008.10.30:
A System: Strategy Tester Report
1
MetaQuotes-Demo (Build 218)

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2004.01.01 04:24 - 2008.10.29 23:59 (2004.01.01 - 2008.10.30)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test1693213Ticks modelled10592460Modelling quality25.00%
Mismatched charts errors0
Initial deposit100000.00
Total net profit49075.22Gross profit284833.43Gross loss-235758.21
Profit factor1.21Expected payoff70.51
Absolute drawdown10086.05Maximal drawdown22352.33 (19.34%)Relative drawdown19.34% (22352.33)
Total trades696Short positions (won %)325 (52.92%)Long positions (won %)371 (61.73%)
Profit trades (% of total)401 (57.61%)Loss trades (% of total)295 (42.39%)
Largestprofit trade2308.60loss trade-1437.24
Averageprofit trade710.31loss trade-799.18
Maximumconsecutive wins (profit in money)17 (10968.80)consecutive losses (loss in money)10 (-6699.24)
Maximalconsecutive profit (count of wins)12071.28 (14)consecutive loss (count of losses)-6745.66 (6)
Averageconsecutive wins4consecutive losses3
2. Backtest 2008.01.01 - 2008.10.30:
A System: Strategy Tester Report
1
MetaQuotes-Demo (Build 218)


SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2008.01.02 09:01 - 2008.10.29 23:59 (2008.01.01 - 2008.10.30)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test283615Ticks modelled2533474Modelling quality25.00%
Mismatched charts errors0
Initial deposit100000.00
Total net profit38137.69Gross profit74232.44Gross loss-36094.75
Profit factor2.06Expected payoff276.36
Absolute drawdown2589.34Maximal drawdown7163.20 (6.18%)Relative drawdown6.18% (7163.20)
Total trades138Short positions (won %)71 (70.42%)Long positions (won %)67 (67.16%)
Profit trades (% of total)95 (68.84%)Loss trades (% of total)43 (31.16%)
Largestprofit trade1925.28loss trade-1285.20
Averageprofit trade781.39loss trade-839.41
Maximumconsecutive wins (profit in money)17 (10192.50)consecutive losses (loss in money)6 (-6364.30)
Maximalconsecutive profit (count of wins)10773.00 (14)consecutive loss (count of losses)-6364.30 (6)
Averageconsecutive wins5consecutive losses2



Best regards,
Ais.
 
L'anno 2008 sembra impressionante se è Out Of Sample.
 
Hello,
As for the backtests, October 2008 is Out Of Sample.
Exactly, orders 684-696 of backtest 1 and orders 126-138 of backtest 2 were opened and closed Out Of Sample.
Best regards,
Ais.
 
A System: Test: Weekly Report: 1: 28.10.2008-31.10.2008

 
Account 1
Un sistema: Test: MetaQuotes Software Corp.


Conto demo: 1129677 Nome: Airat Safin Valuta: USD 31 ottobre 2008, 22:00
Transazioni chiuse:
Biglietto Tempo aperto Tipo Dimensione Articolo Prezzo S / L T / P Tempo di chiusura Prezzo Commissione Tasse Swap Profitto
6757427 2008.10.28 16:36 saldo Deposito 100 000.00
0.00 0.00 0.00 0.00
P/L chiuso 0.00
Compravendite aperte:
Biglietto Tempo aperto Tipo Dimensione Articolo Prezzo S / L T / P Prezzo Commissione Tasse Swap Profitto
6771939 2008.10.30 01:19 comprare 0.20 eurusd 1.2998 1.2627 1.3615 1.2727 0.00 0.00 1.32 -542.00
6771943 2008.10.30 01:19 comprare 0.20 eurusd 1.2999 1.2627 1.3289 1.2727 0.00 0.00 1.32 -544.00
0.00 0.00 2.64 -1 086.00
P/L fluttuante: -1 083.36
Ordini di lavoro:
Biglietto Tempo aperto Tipo Dimensione Articolo Prezzo S / L T / P Prezzo di mercato
Nessuna transazione
Riepilogo:
Deposito/prelievo: 100 000.00 Fido: 0.00
Commercio chiuso P/L: 0.00 P/L fluttuante: -1 083.36 Margine: 519.94
Saldo: 100 000.00 Patrimonio netto: 98 916.64 Margine libero: 98 396.70

 
Account 2
Un sistema: Test: Alpari Ltd


Conto demo: 1218761 Nome: Airat Safin Valuta: USD 2008 Ottobre 31, 22:00
Transazioni chiuse:
Biglietto Tempo aperto Tipo Dimensione Articolo Prezzo S / L T / P Tempo di chiusura Prezzo Commissione Tasse Swap Profitto
32295989 2008.10.30 01:19 comprare 0.26 eurusd 1.2999 1.2626 1.3290 2008.10.30 03:41 1.3290 0.00 0.00 0.00 756.60
32141162 2008.10.28 16:43 saldo Deposito 100 000.00
0.00 0.00 0.00 756.60
P/L chiuso 756.60
Compravendite aperte:
Biglietto Tempo aperto Tipo Dimensione Articolo Prezzo S / L T / P Prezzo Commissione Tasse Swap Profitto
32295970 2008.10.30 01:19 comprare 0.26 eurusd 1.2998 1.2626 1.3617 1.2725 0.00 0.00 1.33 -709.80
32305177 2008.10.30 03:41 comprare 0.15 eurusd 1.3290 1.2626 1.3581 1.2725 0.00 0.00 0.77 -847.50
0.00 0.00 2.10 -1 557.30
P/L fluttuante: -1 555.20
Ordini di lavoro:
Biglietto Tempo aperto Tipo Dimensione Articolo Prezzo S / L T / P Prezzo di mercato
Nessuna transazione
Riepilogo:
Deposito/prelievo: 100 000.00 Fido: 0.00
Commercio chiuso P/L: 756.60 P/L fluttuante: -1 555.20 Margine: 537.30
Saldo: 100 756.60 Patrimonio netto: 99 201.40 Margine libero: 98 664.10

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