Please comment on the performance of this EA

excellent

I would fix the mismatched errors and run another test and re-post here. With this, the stats all look very nice but it's on mismatched data.

How did it do through 2008?

100+ trades is better to asses

-BB-

DD very high.

Best regards,

Dan

Here EA performance from 1..1.08 till today.

Till 7/25/08 it was almost flat.

Also there are only 53 trades made. Does number of trade matter as long as DD is ok and other relevant factors?

Symbol		EURUSD (Euro vs. United States Dollar)
Period		1 Hour (H1) 2008.01.02 11:00 - 2009.08.17 23:00 (2008.01.01 - 2009.08.18)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	11014	Ticks modelled	8477897	Modelling quality	n/a
Mismatched charts errors	2436
Initial deposit	10000.00
Total net profit	1508609.00	Gross profit	1791385.39	Gross loss	-282776.39
Profit factor	6.33	Expected payoff	28464.32
Absolute drawdown	497.54	Maximal drawdown	342762.02 (31.24%)	Relative drawdown	58.01% (16916.19)
Total trades	53	Short positions (won %)	26 (69.23%)	Long positions (won %)	27 (70.37%)
		Profit trades (% of total)	37 (69.81%)	Loss trades (% of total)	16 (30.19%)
Largest		profit trade	331483.20	loss trade	-47291.16
Average		profit trade	48415.82	loss trade	-17673.52
Maximum		consecutive wins (profit in money)	7 (578433.94)	consecutive losses (loss in money)	4 (-10446.63)
Maximal		consecutive profit (count of wins)	578433.94 (7)	consecutive loss (count of losses)	-128059.70 (3)
Average		consecutive wins	4	consecutive losses	2

-----------------------------------

Here is the report with no mismatch error. EA run from 1.1.2008 till today.

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.01.02 06:00 - 2009.08.14 22:00 (2009.01.01 - 2009.08.18)
Model		Every tick (the most precise method based on all available least timeframes)

Bars in test	4825	Ticks modelled	8094861	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	511034.28	Gross profit	553014.33	Gross loss	-41980.05
Profit factor	13.17	Expected payoff	11614.42
Absolute drawdown	1431.10	Maximal drawdown	113317.70 (25.35%)	Relative drawdown	38.75% (7132.92)
Total trades	44	Short positions (won %)	24 (83.33%)	Long positions (won %)	20 (90.00%)
		Profit trades (% of total)	38 (86.36%)	Loss trades (% of total)	6 (13.64%)
Largest		profit trade	67262.00	loss trade	-19837.50
Average		profit trade	14553.01	loss trade	-6996.68
Maximum		consecutive wins (profit in money)	23 (359486.20)	consecutive losses (loss in money)	2 (-36668.05)
Maximal		consecutive profit (count of wins)	359486.20 (23)	consecutive loss (count of losses)	-36668.05 (2)
Average		consecutive wins	10	consecutive losses	2

Still a lot of mismatched errors. Re-download your history and re-run the period_converter so your history is as precise as possible on H1.

.

I'm not sure what you changed but the first run was showing much better results even if the second is still pretty good.

.

Jon

You need to fix the mismatched errors so modeling quality can achieve 90%. This result has too many errors and cannot be trusted.

To do so, delete your history file from the folder "history/downloads" and re-download and re-run history test.

Thanks.

I re-optimized for this period therefore you can see lil bit changed.

Still looking good!

.

Now this is obviously with a MM system that increments lots as the balance grows. For testing purposes, post one that uses a 0.1 static lot size throughout the test. This will help us see the kinks in the chart and perhaps find and fix problems in certain periods when going back to the charts.

.

Jon