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Jarora

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Posts posted by Jarora

  1. Backtest 10 years

    Low Risk

    0-24h

     

    Moneymaker5M_2.0m_Demo

    AlpariUK-Demo (Build 229)

     

    Symbol EURUSD (Euro vs US Dollar)

    Period 5 Minutes (M5) 2000.01.03 00:00 - 2011.02.14 23:55 (2000.01.01 - 2011.02.15)

    Model Every tick (the most precise method based on all available least timeframes)

    Parameters Lots=0.01; MiniLots=true; OptimizeLots=true; MaximumRisk=1; StopLoss=24; gmt=2; MaxLosses=5; Lots_MaxLoss=0.02; MaxTrades=9099; hStart=0; hStopp=24; TakeProfit=35; MAGB=20090402;

    Bars in test 805434 Ticks modelled 43213131 Modelling quality 90.00%

    Mismatched charts errors 44

    Initial deposit 5000.00

    Total net profit 64523.50 Gross profit 205663.51 Gross loss -141140.01

    Profit factor 1.46 Expected payoff 14.34

    Absolute drawdown 2588.14 Maximal drawdown 3360.82 (58.22%) Relative drawdown 58.22% (3360.82)

    Total trades 4500 Short positions (won %) 2289 (51.86%) Long positions (won %) 2211 (51.11%)

    Profit trades (% of total) 2317 (51.49%) Loss trades (% of total) 2183 (48.51%)

    Largest profit trade 996.36 loss trade -703.20

    Average profit trade 88.76 loss trade -64.65

    Maximum consecutive wins (profit in money) 11 (406.43) consecutive losses (loss in money) 11 (-258.37)

    Maximal consecutive profit (count of wins) 3708.61 (7) consecutive loss (count of losses) -1872.00 (4)

    Average consecutive wins 2 consecutive losses 2

     

    http://www.multiupload.com/F2EDTZG61I

  2. Backtest 10 years

    Low Risk

    Moneymaker5M_2.0m_Demo

    AlpariUK-Demo (Build 229)

     

    Symbol EURUSD (Euro vs US Dollar)

    Period 5 Minutes (M5) 2000.01.03 00:00 - 2011.02.14 23:55 (2000.01.01 - 2011.02.15)

    Model Every tick (the most precise method based on all available least timeframes)

    Parameters Lots=0.01; MiniLots=true; OptimizeLots=true; MaximumRisk=1; StopLoss=24; gmt=2; MaxLosses=5; Lots_MaxLoss=0.02; MaxTrades=9099; hStart=8; hStopp=22; TakeProfit=35; MAGB=20090402;

    Bars in test 805434 Ticks modelled 43213131 Modelling quality 90.00%

    Mismatched charts errors 44

    Initial deposit 5000.00

    Total net profit 52611.94 Gross profit 146847.93 Gross loss -94235.98

    Profit factor 1.56 Expected payoff 15.13

    Absolute drawdown 2777.61 Maximal drawdown 3305.74 (59.80%) Relative drawdown 59.80% (3305.74)

    Total trades 3477 Short positions (won %) 1772 (52.26%) Long positions (won %) 1705 (51.03%)

    Profit trades (% of total) 1796 (51.65%) Loss trades (% of total) 1681 (48.35%)

    Largest profit trade 802.90 loss trade -580.80

    Average profit trade 81.76 loss trade -56.06

    Maximum consecutive wins (profit in money) 12 (384.65) consecutive losses (loss in money) 10 (-151.79)

    Maximal consecutive profit (count of wins) 4468.88 (11) consecutive loss (count of losses) -1104.00 (3)

    Average consecutive wins 2 consecutive losses 2

     

    http://www.multiupload.com/7LYI0VF0G8

  3. Max Risk

     

    Moneymaker5M_2.0m_Demo

    AlpariUK-Demo (Build 229)

     

    Symbol EURUSD (Euro vs US Dollar)

    Period 5 Minutes (M5) 2010.01.04 00:00 - 2011.02.14 23:55 (2010.01.01 - 2011.02.15)

    Model Every tick (the most precise method based on all available least timeframes)

    Parameters Lots=0.01; MiniLots=true; OptimizeLots=true; MaximumRisk=5; StopLoss=24; gmt=2; MaxLosses=5; Lots_MaxLoss=0.02; MaxTrades=9099; hStart=8; hStopp=22; TakeProfit=35; MAGB=20090402;

    Bars in test 63598 Ticks modelled 9198285 Modelling quality 90.00%

    Mismatched charts errors 44

    Initial deposit 5000.00

    Total net profit 2132490.36 Gross profit 4473234.64 Gross loss -2340744.28

    Profit factor 1.91 Expected payoff 5990.14

    Absolute drawdown 287.22 Maximal drawdown 455886.17 (20.94%) Relative drawdown 27.73% (324006.96)

    Total trades 356 Short positions (won %) 181 (62.43%) Long positions (won %) 175 (64.57%)

    Profit trades (% of total) 226 (63.48%) Loss trades (% of total) 130 (36.52%)

    Largest profit trade 145632.97 loss trade -117969.60

    Average profit trade 19793.07 loss trade -18005.73

    Maximum consecutive wins (profit in money) 11 (79745.79) consecutive losses (loss in money) 5 (-259389.60)

    Maximal consecutive profit (count of wins) 736713.83 (7) consecutive loss (count of losses) -341971.20 (4)

    Average consecutive wins 3 consecutive losses 2

  4. Medium Risk

     

    Moneymaker5M_2.0m_Demo

    AlpariUK-Demo (Build 229)

     

    Symbol EURUSD (Euro vs US Dollar)

    Period 5 Minutes (M5) 2010.01.04 00:00 - 2011.02.14 23:55 (2010.01.01 - 2011.02.15)

    Model Every tick (the most precise method based on all available least timeframes)

    Parameters Lots=0.01; MiniLots=true; OptimizeLots=true; MaximumRisk=3; StopLoss=24; gmt=2; MaxLosses=5; Lots_MaxLoss=0.02; MaxTrades=9099; hStart=8; hStopp=22; TakeProfit=35; MAGB=20090402;

    Bars in test 63598 Ticks modelled 9198285 Modelling quality 90.00%

    Mismatched charts errors 44

    Initial deposit 5000.00

    Total net profit 235216.47 Gross profit 451027.68 Gross loss -215811.21

    Profit factor 2.09 Expected payoff 658.87

    Absolute drawdown 146.13 Maximal drawdown 31298.68 (13.08%) Relative drawdown 17.55% (28256.78)

    Total trades 357 Short positions (won %) 181 (63.54%) Long positions (won %) 176 (65.34%)

    Profit trades (% of total) 230 (64.43%) Loss trades (% of total) 127 (35.57%)

    Largest profit trade 10187.80 loss trade -7632.00

    Average profit trade 1960.99 loss trade -1699.30

    Maximum consecutive wins (profit in money) 11 (15028.88) consecutive losses (loss in money) 5 (-22476.00)

    Maximal consecutive profit (count of wins) 54930.34 (7) consecutive loss (count of losses) -23536.80 (4)

    Average consecutive wins 3 consecutive losses 2

  5. Backtest is very good but will work to live account and will be profitable?

     

    Low Risk

     

    Moneymaker5M_2.0m_Demo

    AlpariUK-Demo (Build 229)

     

    Symbol EURUSD (Euro vs US Dollar)

    Period 5 Minutes (M5) 2010.01.04 00:00 - 2011.02.14 23:55 (2010.01.01 - 2011.02.15)

    Model Every tick (the most precise method based on all available least timeframes)

    Parameters Lots=0.01; MiniLots=true; OptimizeLots=true; MaximumRisk=1; StopLoss=24; gmt=2; MaxLosses=5; Lots_MaxLoss=0.02; MaxTrades=9099; hStart=8; hStopp=22; TakeProfit=35; MAGB=20090402;

    Bars in test 63598 Ticks modelled 9198285 Modelling quality 90.00%

    Mismatched charts errors 44

    Initial deposit 5000.00

    Total net profit 13218.39 Gross profit 24336.12 Gross loss -11117.72

    Profit factor 2.19 Expected payoff 37.03

    Absolute drawdown 58.17 Maximal drawdown 977.91 (6.14%) Relative drawdown 6.14% (977.91)

    Total trades 357 Short positions (won %) 181 (63.54%) Long positions (won %) 176 (64.77%)

    Profit trades (% of total) 229 (64.15%) Loss trades (% of total) 128 (35.85%)

    Largest profit trade 275.31 loss trade -184.80

    Average profit trade 106.27 loss trade -86.86

    Maximum consecutive wins (profit in money) 11 (1200.79) consecutive losses (loss in money) 5 (-777.60)

    Maximal consecutive profit (count of wins) 1550.15 (7) consecutive loss (count of losses) -777.60 (5)

    Average consecutive wins 3 consecutive losses 2

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