3k to 133k in 6 years! ;)

 

Holy Grail?...Noooope, not yet. But let me share my report with you guys. Honestly, no cheating, no money management with fixed lots size 0.3 lots, no risk control with fixed stoploss 25 pips. Trade only one trade in a time. Please don't misleading by the EA name, it is not only looking for 10pips in profit. It created in purpose for testing entry and exit signals, so it is not a complete EA. Please don't ask me for the EA, I won't share it out. But question are welcome. Not to hide its faults, the EA cannot keep its promise after the year 2006. It performs poor in 2007 and worse in 2008, I am still trying to figure out the problems with these years. I think which may related to the market enviornment change. If anyone have ideas, please give me an advise and thanks. Below is my report:

Strategy Tester Report

XABCT Lib 10pips Test

FXDD-MT4 Demo Server 2 (Build 223)

Symbol EURUSD (Euro vs. United States Dollar)
Period 1 Minute (M1) 2000.01.03 01:01 - 2006.12.29 23:59 (2000.01.01 - 2006.12.31)
Model Every tick (the most precise method based on all available least timeframes)
Parameters lots=0.3; trade_threadhold=0; stoploss=25; bars_for_samples=28800;
Bars in test 2533593 Ticks modelled 14335420 Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 3000.00
Total net profit 131845.97 Gross profit 303972.49 Gross loss -172126.52
Profit factor 1.77 Expected payoff 7.25
Absolute drawdown 1222.96 Maximal drawdown 1579.96 (47.06%) Relative drawdown 47.06% (1579.96)
Total trades 18182 Short positions (won %) 8964 (87.12%) Long positions (won %) 9218 (89.11%)
Profit trades (% of total) 16023 (88.13%) Loss trades (% of total) 2159 (11.87%)
Largest profit trade 147.00 loss trade -444.00
Average profit trade 18.97 loss trade -79.73
Maximum consecutive wins (profit in money) 69 (1203.00) consecutive losses (loss in money) 6 (-498.00)
Maximal consecutive profit (count of wins) 1223.51 (61) consecutive loss (count of losses) -522.00 (2)
Average consecutive wins 9 consecutive losses 1

 

Not to hide its faults, the EA cannot keep its promise after the year 2006. It performs poor in 2007 and worse in 2008, I am still trying to figure out the problems with these years. I think which may related to the market enviornment change.

That happens. Things may seem quite consistent for a while, and then completely change. Yes, things change, and that's about as technical an answer as I can give you. :)


Some EAs may just need the parameters to be re-optimized, others need significant re-writes.

 
Oh, it's came again. Holy grails attack traders' brains.
 
25%? That back test is worthless. I want the last 10 seconds of my life back.
 
mmeredith82 wrote >>
25%? That back test is worthless. I want the last 10 seconds of my life back.

Can I ask a question? How can I increase the percentage of the modelling quality? I have no ideal how to get it like 100%. The history data is download from download center, is there something I can do to make it more accuracy? Thanks.

 
mmeredith82 wrote >>
25%? That back test is worthless. I want the last 10 seconds of my life back.

Please have a read on 'One-Minute Data Modelling Quality Rating' I have found. The modelling quality is not possible to more than 25% with 1M chart. So my test is already the best quality I can do. Thanks.

 
brother3th wrote >>

Please have a read on 'One-Minute Data Modelling Quality Rating' I have found. The modelling quality is not possible to more than 25% with 1M chart. So my test is already the best quality I can do. Thanks.

You should still be better off testing with EA that has > 25% modelling quality, even with 1M timeframe.

I am still working with my EA trying to add more logics to it. I have gone live with my EA for almost a month now with impressing results, sorry, don't plan to share it either. I have a day job, so EA is my best choice, make money while you sleep and work ;)

Here is the result of my EA with 90% modelling quality on 5M chart, backtested from Jan 05, 2009 through Apr 10, 2009, (simulation of 30% Requotes was added to the EA for backtesting purposes only) with $1000 (one thousand dollar) initial capital with maximal drawdown of 6.07%

Good luck!

 

Sorry I thought I have attached the image.

This is EA does not use indicators, just statistical based EA...

 



Strategy Tester Report
!Graal_For_Tester!
Alpari-Demo (Build 220)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период15 Минут (M15) 2009.02.06 00:00 - 2009.04.06 00:00 (2009.02.06 - 2009.04.06)
МодельКонтрольные точки (очень грубый метод, результаты нельзя принимать во внимание)
ПараметрыRisk=27; SL=900; TP=500; Проходов=1;

Баров в истории4889Смоделировано тиков139284Качество моделированияn/a
Ошибки рассогласования графиков165




Начальный депозит500.00



Чистая прибыль125369027.55Общая прибыль125369441.55Общий убыток-414.00
Прибыльность302824.74Матожидание выигрыша455887.37

Абсолютная просадка453.60Максимальная просадка1373000.00 (1.77%)Относительная просадка0.35% (651.86)

Всего сделок275Короткие позиции (% выигравших)137 (99.27%)Длинные позиции (% выигравших)138 (100.00%)

Прибыльные сделки (% от всех)274 (99.64%)Убыточные сделки (% от всех)1 (0.36%)
Самая большаяприбыльная сделка500000.00убыточная сделка-414.00
Средняяприбыльная сделка457552.71убыточная сделка-414.00
Максимальное количествонепрерывных выигрышей (прибыль)274 (125369441.55)непрерывных проигрышей (убыток)1 (-414.00)
Максимальнаянепрерывная прибыль (число выигрышей)125369441.55 (274)непрерывный убыток (число проигрышей)-414.00 (1)
Среднийнепрерывный выигрыш274непрерывный проигрыш1
 

After have some study on !Graal_For_Tester!, it just amazing how an EA can work in this way with damn good performance. It works like some kind of pattern matching with historial data but it is difficult to collect statistic data with live trade that need to randomly open orders for generate statistic data. Interesting! Bring me a new look of an EA. Thanks.

 
brother3th wrote >>

After have some study on !Graal_For_Tester!, it just amazing how an EA can work in this way with damn good performance. It works like some kind of pattern matching with historial data but it is difficult to collect statistic data with live trade that need to randomly open orders for generate statistic data. Interesting! Bring me a new look of an EA. Thanks.

Don't get confused, there are 2 people posting here in the last 3 posts before your post. My EA only made less than a million in 3 months, while the other EA (with Russian language) produced 125Million in 2 months! (Stop loss of 900 pips!).

My EA only uses 25pips SL - 12pips TP and 5% Risk, I don't know if I have the guts to trade with Stoploss of 900 pips.

Good Luck!

Reason: