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MartinGrail???

kookoo23

Member
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This one actually survived a 10 Yr Backtest on USD JPY :D Which is a first for me. And nearly 90% modeling quality on price data that I just downloaded from my broker?

The interesting bit on the backtest doesnt load because the statement is so big so I include it here. Max lot size used was 1.28, I have not yet optimized anything...

Bars in test 68452
Ticks modelled 36932484
Modelling quality 89.87%
Mismatched charts errors 1
Initial deposit 10000.00
Total net profit 50146.07
Gross profit 139794.29
Gross loss -89648.22
Profit factor 1.56
Expected payoff 0.80
Absolute drawdown 703.03
Maximal drawdown 14317.50 (26.10%)
Relative drawdown 46.62% (9905.07)
Total trades 62970
Short positions (won %) 33846 (60.69%)
Long positions (won %) 29124 (60.66%)
Profit trades (% of total) 38209 (60.68%)
Loss trades (% of total) 24761 (39.32%)
Largest profit trade 1403.32
loss trade -92.80
Average profit trade 3.66
loss trade -3.62
Maximum consecutive wins (profit in money) 18 (22.56)
consecutive losses (loss in money) 7 (-354.20)
Maximal consecutive profit (count of wins) 2332.18 (9)
consecutive loss (count of losses) -354.20 (7)
Average consecutive wins 2
consecutive losses 1

I think I posted this in the wrong place, It should be in Expert Advisors results.
 

maximo

Member
I would like to see a percent per annum measure in MT5

Here we have less than 20% per year return average.

Can we do better or are we satified considering risk?

Thanks kookoo, nice equity curve.
 

kookoo23

Member
I would like to see a percent per annum measure in MT5

Here we have less than 20% per year return average.

Can we do better or are we satified considering risk?

Thanks kookoo, nice equity curve.

Hi Maximo - yes would be better with some MM to increase the lot size as the account grew. That would lead to a much better curve

where is the EA or am I missing something??

Thanks,

Sree.

Hi Sree, here is the EA and backtest - please share if you find a new pair with good settings.
 

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