NightBat EA (share)

[halcyonn]

Strategy Tester Report

NightBatAndZZ_Expert_ECN

AlpariUK-Demo (Build 226)

 

Symbol EURJPY (Euro vs Japanese Yen)

Period 15 Minutes (M15) 2010.01.04 00:00 - 2010.09.23 23:45 (2010.01.01 - 2010.09.24)

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

Parameters A1="Ïåðèîä ATR è ìíîæèòåëü"; ATRPeriod=8; Factor=5; A2="================================================="; A3="Öåíà ïðèìåíåíèÿ (0-Close, 1-Open, 2-High, 3-Low è ò. ä.)"; Price=0; A4="=================================="; A5="Îáúåì ïåðâîé ñäåëêè. Åñëè Lots = 0, òî ñ÷èòàåòñÿ â ïðîöåíòàõ"; Lots=1; PercentOfDepo=5; A6="==============================================================="; A7="Âðåìÿ íà÷àëà òîðãîâëè"; BeginHour=23; A8="==============================================================="; A9="Âðåìÿ îêîí÷àíèÿ òîðãîâëè"; EndHour=24; A10="==============================================================="; A11="Ïàðàìåòðû ZigZag"; ExtDepth=8; ExtDeviation=8; ExtBackStep=2; A12="==============================================================="; OpenOrderSound="ok.wav"; MagicNumber=11243;

 

Bars in test 12850 Ticks modelled 6424578 Modelling quality n/a

Mismatched charts errors 591

 

Initial deposit 10000.00

Total net profit 21627.66 Gross profit 30479.82 Gross loss -8852.16

Profit factor 3.44 Expected payoff 441.38

Absolute drawdown 2349.44 Maximal drawdown 7096.23 (26.52%) Relative drawdown 33.85% (3914.59)

 

Total trades 49 Short positions (won %) 30 (36.67%) Long positions (won %) 19 (26.32%)

Profit trades (% of total) 16 (32.65%) Loss trades (% of total) 33 (67.35%)

Largest profit trade 6700.37 loss trade -600.94

Average profit trade 1904.99 loss trade -268.25

Maximum consecutive wins (profit in money) 3 (350.47) consecutive losses (loss in money) 10 (-2880.30)

Maximal consecutive profit (count of wins) 6700.37 (1) consecutive loss (count of losses) -2880.30 (10)

Average consecutive wins 2 consecutive losses 3

 

 

NightBatAndZZ_Expert_ECN.zip (7.1 KB) http://www.multiupload.com/OJB7YETTHZ

nightbat eurjpy.gif (5.32 KB) http://www.multiupload.com/EKU565Y3VD

nightbat eurjpy.htm (181.26 KB) http://www.multiupload.com/GABS464YU5

nightbat optimise.set http://www.multiupload.com/HFYDZD607T

 

 

if any friend can get high modelling quality backtest...kindly do!

 

--

the optimise set has been placed there once more.i guess link will work this time.

Edited October 5, 2010 by halcyonn

[⭐ musketeer]

Hi halcyonn,

give your zizag version pls

and i am not able to download test's results - multiupload shows only the names but w/o dwnld links...

 

edit: who is the broker? (in BT) - to may get right time offset....

 

2nd edit: stupid i am - i know who is testing broker... :) so, i've tested with them too

Edited October 5, 2010 by musketeer

[⭐ musketeer]

Symbol    EURJPY (Euro vs Japanese Yen)
Period    15 Minutes (M15) 2010.01.04 00:00 - 2010.10.04 23:45 (2010.01.01 - 2010.10.05)
Model    Every tick (the most precise method based on all available least timeframes)
Parameters    A1="Ïåðèîä ATR è ìíîæèòåëü"; ATRPeriod=8; Factor=5; 
A2="================================================="; 
A3="Öåíà ïðèìåíåíèÿ (0-Close, 1-Open, 2-High, 3-Low è ò. ä.)"; Price=0; 
A4="=================================="; A5="Îáúåì ïåðâîé ñäåëêè. 
Åñëè Lots = 0, òî ñ÷èòàåòñÿ â ïðîöåíòàõ"; Lots=1; PercentOfDepo=5; 
A6="==============================================================="; 
A7="Âðåìÿ íà÷àëà òîðãîâëè"; BeginHour=23; 
A8="==============================================================="; 
A9="Âðåìÿ îêîí÷àíèÿ òîðãîâëè"; EndHour=24; 
A10="==============================================================="; 
A11="Ïàðàìåòðû ZigZag"; ExtDepth=8; ExtDeviation=8; ExtBackStep=2; 
A12="==============================================================="; OpenOrderSound="ok.wav"; MagicNumber=11243;

Bars in test    19657    Ticks modelled    10948713    Modelling quality    90.00%
Mismatched charts errors    7                
Initial deposit    10000.00                
Total net profit    13528.26    Gross profit    31303.56    Gross loss    -17775.30
Profit factor    1.76    Expected payoff    171.24        
Absolute drawdown    2598.05    Maximal drawdown    7419.09 (31.74%)    Relative drawdown    45.36% (6144.35)
Total trades    79    Short positions (won %)    79 (37.97%)    Long positions (won %)    0 (0.00%)
   Profit trades (% of total)    30 (37.97%)    Loss trades (% of total)    49 (62.03%)
Largest    profit trade    4865.57    loss trade    -927.32
Average    profit trade    1043.45    loss trade    -362.76
Maximum    consecutive wins (profit in money)    5 (2949.85)    consecutive losses (loss in money)    7 (-2151.80)
Maximal    consecutive profit (count of wins)    5947.98 (2)    consecutive loss (count of losses)    -2675.70 (6)
Average    consecutive wins    2    consecutive losses    3

 

here it is detailed report including zigzag used for test

http://www.mediafire.com/file/4bbsispev5euabp/StrategyTester-nightbat-halcyonn_set-2010.rar

Edited October 5, 2010 by musketeer

[halcyonn]

thanx Musketeer,much appreciated.still not a bad result!

 

 

00

Edited October 5, 2010 by halcyonn

[⭐ musketeer]

I will try - already started with hours...

 

edit: but it has scary DD... and many loss in a row - means in bad period it will wipe the acc (or may be just fret)... so MM based on % is not reliable with these facts

 

edit2: I will check again, but I've used your settings visible on first post and have tried to copy all of - including deposit

Edited October 5, 2010 by musketeer

[halcyonn]

great...thanx!

 

i suggest you to use optimise set the link for which is fixed now in the first post and run an optimisation on the ea with high modelling quality data you have,then run backtest with best settings.i am sure drawdown will drop and profits rise.

Edited October 5, 2010 by halcyonn

[⭐ musketeer]

10x for the link :)

but lols :) it is a huge optimization... must be in step by step - because of large number of possible passes...

what is you best set, Halcyonn?

I've fix these 7 mismatches and the test will be max reliable - with zero chart mismatches...

[halcyonn]

7 mismatches aren't too many.

 

you run optimisation through control points method and this gives you a quick run of possibly the best inputs.then select them and run every tick method backtest of the same.it works!

[sidecona]

beware of control point back testing...

 

I've had plenty of luck programming stuff that will work with control points, but put it on tick by tick, and it bombs...

 

Am I doing something wrong??

[⭐ musketeer]

it is really sad.... while getting extensive optimizations - more than 23 hours - power outage happens and get all in nowhere... :(