A System: Test

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3001

Ais 2008.11.06 00:39

Hello,

Optimization helps to select best values combination of variables defined as "extern".
Of course, "best" means "most suitable to our goals and preferences".
Backtest "Out Of Sample" helps to inspect stability and confidence of trade system with optimized values combination.
Optimization is great opportunity to speed up trade automation development.

Best regards,

Ais.

3001	Ais 2008.11.08 01:30 A System: Test: Weekly Report: 2: 03.11.2008-07.11.2008

3001

Ais 2008.11.08 01:31

Account 1

A System: MetaQuotes Software Corp.

Account: 1129677 Name: Airat Safin Currency: USD 2008 November 7, 22:59

Closed Transactions:

Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit

6757427 2008.10.28 16:36 balance Deposit 100 000.00

0.00 0.00 7.77 -4 889.00

Closed P/L: -4 881.23

Open Trades:

Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit

6862360 2008.11.07 05:44 buy 0.60 eurusd 1.2780 1.2704 1.3118 1.2717 0.00 0.00 0.00 -378.00

6864551 2008.11.07 09:39 buy 1.30 eurusd 1.2812 1.2697 1.2855 1.2717 0.00 0.00 0.00 -1 235.00

0.00 0.00 0.00 -1 613.00

Floating P/L: -1 613.00

Working Orders:

Ticket Open Time Type Size Item Price S / L T / P Market Price

No transactions

Summary:

Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00

Closed Trade P/L: -4 881.23 Floating P/L: -1 613.00 Margin: 2 432.36

Balance: 95 118.77 Equity: 93 505.77 Free Margin: 91 073.41

Details:

Gross Profit: 8 962.12 Gross Loss: 13 843.35 Total Net Profit: -4 881.23

Profit Factor: 0.65 Expected Payoff: -147.92

Absolute Drawdown: 4 881.23 Maximal Drawdown: 8 473.63 (8.18%) Relative Drawdown: 8.18% (8 473.63)

Total Trades: 33 Short Positions (won %): 16 (18.75%) Long Positions (won %): 17 (11.76%)

Profit Trades (% of total): 5 (15.15%) Loss trades (% of total): 28 (84.85%)

Largest profit trade: 6 699.00 loss trade: -816.12

Average profit trade: 1 792.42 loss trade: -494.41

Maximum consecutive wins ($): 2 (1 446.40) consecutive losses ($): 12 (-6 694.43)

Maximal consecutive profit (count): 6 699.00 (1) consecutive loss (count): -6 694.43 (12)

Average consecutive wins: 1 consecutive losses: 6

3001

Ais 2008.11.08 01:31

Account 2

A System: Alpari Ltd

Account: 1218761

Name: Airat Safin

Currency: USD

2008 November 7, 22:59

Closed Transactions:

Ticket

Open Time

Type

Size

Item

Price

S / L

T / P

Close Time

Price

Commission

Taxes

Swap

Profit

32141162

2008.10.28 16:43

balance

Deposit

100 000.00

0.00

-11.57

-4 090.40

Closed P/L:

-4 101.97

Open Trades:

Ticket

Open Time

Type

Size

Item

Price

S / L

T / P

Price

Commission

Taxes

Swap

Profit

32917436

2008.11.07 09:39

buy

1.32

eurusd

1.2812

1.2697

1.2855

1.2717

0.00

-1 254.00

0.00

-1 254.00

Floating P/L:

-1 254.00

Working Orders:

Ticket

Open Time

Type

Size

Item

Price

S / L

T / P

Market Price

No transactions

Summary:

Deposit/Withdrawal:

100 000.00

Credit Facility:

0.00

Closed Trade P/L:

-4 101.97

Floating P/L:

-1 254.00

Margin:

1 691.18

Balance:

95 898.03

Equity:

94 644.03

Free Margin:

92 952.85

Details:

Gross Profit:

10 294.59

Gross Loss:

14 396.56

Total Net Profit:

-4 101.97

Profit Factor:

0.72

Expected Payoff:

-124.30

Absolute Drawdown:

4 101.97

Maximal Drawdown:

7 731.15 (7.46%)

Relative Drawdown:

7.46% (7 731.15)

Total Trades:

Short Positions (won %):

15 (26.67%)

Long Positions (won %):

18 (16.67%)

Profit Trades (% of total):

7 (21.21%)

Loss trades (% of total):

26 (78.79%)

Largest

profit trade:

6 780.20

loss trade:

-995.23

Average

profit trade:

1 470.66

loss trade:

-553.71

Maximum

consecutive wins ($):

3 (1 057.10)

consecutive losses ($):

12 (-6 914.80)

Maximal

consecutive profit (count):

6 780.20 (1)

consecutive loss (count):

-6 914.80 (12)

Average

consecutive wins:

consecutive losses:

3001

Ais 2008.11.08 01:31

Account 3

A System: BrokerCreditService (Cyprus) Limited

Account: 315243 Name: Airat Safin Currency: USD 2008 November 7, 21:00

Closed Transactions:

Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit

291974 2008.10.28 16:30 balance Deposit 100 000.00

0.00 0.00 -64.83 2 276.00

Closed P/L: 2 211.17

Open Trades:

Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit

309384 2008.11.07 05:44 buy 0.70 eurusd 1.2777 1.2704 1.3128 1.2745 0.00 0.00 0.00 -224.00

309584 2008.11.07 08:00 buy 1.30 eurusd 1.2754 1.2721 1.2943 1.2745 0.00 0.00 0.00 -117.00

309740 2008.11.07 09:39 buy 1.30 eurusd 1.2813 1.2697 1.2855 1.2745 0.00 0.00 0.00 -884.00

309916 2008.11.07 11:43 sell 1.00 eurusd 1.2803 1.2833 1.2524 1.2748 0.00 0.00 0.00 550.00

0.00 0.00 0.00 -675.00

Floating P/L: -675.00

Working Orders:

Ticket Open Time Type Size Item Price S / L T / P Market Price

No transactions

Summary:

Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00

Closed Trade P/L: 2 211.17 Floating P/L: -675.00 Margin: 4 219.70

Balance: 102 211.17 Equity: 101 536.17 Free Margin: 97 316.47

Details:

Gross Profit: 14 608.75 Gross Loss: 12 397.58 Total Net Profit: 2 211.17

Profit Factor: 1.18 Expected Payoff: 76.25

Absolute Drawdown: 2 472.40 Maximal Drawdown: 6 700.18 (6.42%) Relative Drawdown: 6.42% (6 700.18)

Total Trades: 29 Short Positions (won %): 14 (35.71%) Long Positions (won %): 15 (26.67%)

Profit Trades (% of total): 9 (31.03%) Loss trades (% of total): 20 (68.97%)

Largest profit trade: 6 804.00 loss trade: -1 575.00

Average profit trade: 1 623.19 loss trade: -619.88

Maximum consecutive wins ($): 2 (4 283.75) consecutive losses ($): 12 (-6 640.18)

Maximal consecutive profit (count): 6 804.00 (1) consecutive loss (count): -6 640.18 (12)

Average consecutive wins: 2 consecutive losses: 4

3001

Ais 2008.11.08 01:32

Account 4

A System: Interbank FX, LLC

Account: 2159136 Name: Airat Safin Currency: USD 2008 November 7, 20:59

Closed Transactions:

Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit

124193467 2008.10.28 15:56 balance Deposit 100 000.00

0.00 0.00 -1.68 -3 210.50

Closed P/L: -3 212.18

Open Trades:

Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit

126464378 2008.11.07 08:44 buy 1.44 eurusd 1.2821 1.2715 1.2858 1.2762 0.00 0.00 5.76 -849.60

126614375 2008.11.07 19:42 buy 1.68 eurusd 1.2748 1.2722 1.2898 1.2762 0.00 0.00 6.72 235.20

126615621 2008.11.07 19:47 buy 1.05 eurusd 1.2763 1.2722 1.2919 1.2762 0.00 0.00 4.20 -10.50

0.00 0.00 16.68 -624.90

Floating P/L: -608.22

Working Orders:

Ticket Open Time Type Size Item Price S / L T / P Market Price

No transactions

Summary:

Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00

Closed Trade P/L: -3 212.18 Floating P/L: -608.22 Margin: 4 170.00

Balance: 96 787.82 Equity: 96 179.60 Free Margin: 92 009.60

Details:

Gross Profit: 11 197.46 Gross Loss: 14 409.64 Total Net Profit: -3 212.18

Profit Factor: 0.78 Expected Payoff: -82.36

Absolute Drawdown: 3 265.10 Maximal Drawdown: 6 739.38 (6.51%) Relative Drawdown: 6.51% (6 739.38)

Total Trades: 39 Short Positions (won %): 19 (47.37%) Long Positions (won %): 20 (15.00%)

Profit Trades (% of total): 12 (30.77%) Loss trades (% of total): 27 (69.23%)

Largest profit trade: 6 762.00 loss trade: -993.06

Average profit trade: 933.12 loss trade: -533.69

Maximum consecutive wins ($): 5 (749.12) consecutive losses ($): 12 (-6 739.38)

Maximal consecutive profit (count): 6 762.00 (1) consecutive loss (count): -6 739.38 (12)

Average consecutive wins: 2 consecutive losses: 5

3001

Ais 2008.11.08 01:32

Account 5

A System: FXDD

Account: 5886725 Name: Airat Safin Currency: USD 2008 November 7, 23:00

Closed Transactions:

Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit

46688759 2008.10.28 18:13 balance Deposit 100 000.00

0.00 0.00 -18.47 -844.70

Closed P/L: -863.17

Open Trades:

Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit

48785575 2008.11.07 12:41 sell 1.11 eurusd 1.2806 1.2829 1.2534 1.2764 0.00 0.00 -13.29 466.20

48841243 2008.11.07 16:47 sell 1.39 eurusd 1.2736 1.2847 1.2681 1.2764 0.00 0.00 -16.64 -389.20

48889340 2008.11.07 21:47 buy 1.09 eurusd 1.2763 1.2722 1.2919 1.2762 0.00 0.00 7.60 -10.90

0.00 0.00 -22.33 66.10

Floating P/L: 43.77

Working Orders:

Ticket Open Time Type Size Item Price S / L T / P Market Price

No transactions

Summary:

Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00

Closed Trade P/L: -863.17 Floating P/L: 43.77 Margin: 1 799.98

Balance: 99 136.83 Equity: 99 180.60 Free Margin: 97 380.62

Details:

Gross Profit: 11 308.68 Gross Loss: 12 171.85 Total Net Profit: -863.17

Profit Factor: 0.93 Expected Payoff: -29.76

Absolute Drawdown: 3 179.62 Maximal Drawdown: 5 286.24 (5.10%) Relative Drawdown: 5.10% (5 286.24)

Total Trades: 29 Short Positions (won %): 14 (35.71%) Long Positions (won %): 15 (20.00%)

Profit Trades (% of total): 8 (27.59%) Loss trades (% of total): 21 (72.41%)

Largest profit trade: 6 781.60 loss trade: -1 007.09

Average profit trade: 1 413.59 loss trade: -579.61

Maximum consecutive wins ($): 2 (1 036.60) consecutive losses ($): 10 (-5 286.24)

Maximal consecutive profit (count): 6 781.60 (1) consecutive loss (count): -5 286.24 (10)

Average consecutive wins: 2 consecutive losses: 4

3001

Ais 2008.11.08 01:33

Account 6

A System: Interbank FX, LLC

Account: 2159142

Name: Airat Safin

Currency: USD

2008 November 7, 20:59

Closed Transactions:

Ticket

Open Time

Type

Size

Item

Price

S / L

T / P

Close Time

Price

Commission

Taxes

Swap

Profit

124193656

2008.10.28 15:57

balance

Deposit

100 000.00

0.00

-13.14

476.20

Closed P/L:

463.06

Open Trades:

Ticket

Open Time

Type

Size

Item

Price

S / L

T / P

Price

Commission

Taxes

Swap

Profit

126464377

2008.11.07 08:44

buy

1.49

eurusd

1.2821

1.2715

1.2858

1.2762

0.00

5.96

-879.10

126614359

2008.11.07 19:42

buy

1.90

eurusd

1.2746

1.2722

1.2896

1.2762

0.00

7.60

304.00

126615622

2008.11.07 19:47

buy

1.09

eurusd

1.2763

1.2722

1.2919

1.2762

0.00

4.36

-10.90

0.00

17.92

-586.00

Floating P/L:

-568.08

Working Orders:

Ticket

Open Time

Type

Size

Item

Price

S / L

T / P

Market Price

No transactions

Summary:

Deposit/Withdrawal:

100 000.00

Credit Facility:

0.00

Closed Trade P/L:

463.06

Floating P/L:

-568.08

Margin:

1 120.00

Balance:

100 463.06

Equity:

99 894.98

Free Margin:

98 774.98

Details:

Gross Profit:

12 737.02

Gross Loss:

12 273.96

Total Net Profit:

463.06

Profit Factor:

1.04

Expected Payoff:

12.86

Absolute Drawdown:

2 524.00

Maximal Drawdown:

5 438.98 (5.21%)

Relative Drawdown:

5.21% (5 438.98)

Total Trades:

Short Positions (won %):

18 (55.56%)

Long Positions (won %):

18 (16.67%)

Profit Trades (% of total):

13 (36.11%)

Loss trades (% of total):

23 (63.89%)

Largest

profit trade:

6 820.80

loss trade:

-1 001.70

Average

profit trade:

979.77

loss trade:

-533.65

Maximum

consecutive wins ($):

5 (759.16)

consecutive losses ($):

10 (-5 438.98)

Maximal

consecutive profit (count):

6 820.80 (1)

consecutive loss (count):

-5 438.98 (10)

Average

consecutive wins:

consecutive losses:

3001

Ais 2008.11.08 01:33

Account 7

A System: Alpari Ltd

Account: 1218861 Name: Airat Safin Currency: USD 2008 November 7, 22:59

Closed Transactions:

Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit

32145935 2008.10.28 17:34 balance Deposit 10 000.00

0.00 0.00 -2.65 -539.20

Closed P/L: -541.85

Open Trades:

Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit

32917440 2008.11.07 09:39 buy 0.13 eurusd 1.2812 1.2697 1.2855 1.2717 0.00 0.00 0.00 -123.50

0.00 0.00 0.00 -123.50

Floating P/L: -123.50

Working Orders:

Ticket Open Time Type Size Item Price S / L T / P Market Price

No transactions

Summary:

Deposit/Withdrawal: 10 000.00 Credit Facility: 0.00

Closed Trade P/L: -541.85 Floating P/L: -123.50 Margin: 33.31

Balance: 9 458.15 Equity: 9 334.65 Free Margin: 9 301.34

Details:

Gross Profit: 572.49 Gross Loss: 1 114.34 Total Net Profit: -541.85

Profit Factor: 0.51 Expected Payoff: -16.93

Absolute Drawdown: 541.85 Maximal Drawdown: 683.30 (6.74%) Relative Drawdown: 6.74% (683.30)

Total Trades: 32 Short Positions (won %): 15 (26.67%) Long Positions (won %): 17 (17.65%)

Profit Trades (% of total): 7 (21.88%) Loss trades (% of total): 25 (78.13%)

Largest profit trade: 231.00 loss trade: -81.41

Average profit trade: 81.78 loss trade: -44.57

Maximum consecutive wins ($): 3 (128.43) consecutive losses ($): 12 (-595.38)

Maximal consecutive profit (count): 231.00 (1) consecutive loss (count): -595.38 (12)

Average consecutive wins: 2 consecutive losses: 6

3001

Ais 2008.11.08 01:34

A System: Test: Weekly Report: 2: 03.11.2008-07.11.2008

Summary:

Equity, USD ============================================================================================== Account 28.10.2008 Change, $ Change, % 31.10.2008 Change, $ Change, % 07.11.2008 ---------------------------------------------------------------------------------------------- 1 100000,00 - 1083,36 - 1,08 % 98916,64 - 5410,87 - 5,47 % 93505,77 2 100000,00 - 798,60 - 0,80 % 99201,40 - 4557,37 - 4,59 % 94644,03 3 100000,00 - 489,70 - 0,49 % 99510,30 + 2025,87 + 2,04 % 101536,17 4 100000,00 - 1438,72 - 1,44 % 98561,28 - 2381,68 - 2,42 % 96179,60 5 100000,00 - 732,70 - 0,73 % 99267,30 - 86,70 - 0,09 % 99180,60 6 100000,00 - 848,06 - 0,85 % 99151,94 + 743,04 + 0,75 % 99894,98 7 10000,00 - 25,48 - 0,25 % 9974,52 - 639,87 - 6,42 % 9334,65 ---------------------------------------------------------------------------------------------- Total: 610000,00 - 5416,62 - 0,89 % 604583,38 - 10307,58 -1,70 % 594275,80 ==============================================================================================

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A System: Test