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Merge pull request #354 from EA31337/dev
Updates for 1.012 release with backtest results
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48 changes: 24 additions & 24 deletions
48
...r/backtest/Advanced/all-yearly/2017/_results/EA31337-Advanced_2017_100000USD_spread1.json
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| { | ||
| "Time": "16", | ||
| "Time": "12", | ||
| "Title": "Strategy Tester Report", | ||
| "EA Name": "EA31337-Advanced-9d7c4086240dd9f9eb52ebf89736c38746f5dd14", | ||
| "EA Name": "EA31337-Advanced-0bea76565eb90fd8afb9c30c303239ffd5fcf066", | ||
| "Build": "1359", | ||
| "Symbol": "EURUSD (Euro vs US Dollar)", | ||
| "Period": "1 Minute (M1) 2017.01.02 01:17 - 2017.12.29 21:59 (2017.01.01 - 2017.12.31)", | ||
| "Model": "Every tick ", | ||
| "Initial deposit": "100000.00", | ||
| "Spread": "1", | ||
| "Modelling quality": "24.99%", | ||
| "Parameters": "__EA_Params__=">> EA31337 Advanced v2.011 build 1671029994 <<"; __Strategies_Active__="-- Active strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; Strategy_H1=4; Strategy_H2=32; Strategy_H3=32; Strategy_H4=32; Strategy_H6=4; Strategy_H8=35; Strategy_H12=23; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=0; EA_Stops_M30=0; EA_Stops_H1=0; EA_Stops_H2=0; EA_Stops_H3=0; EA_Stops_H4=0; EA_Stops_H6=0; EA_Stops_H8=0; EA_Stops_H12=0; __Signal_Filters__="-- Signal filters --"; EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=3; EA_Task2_If=4; EA_Task2_Then=5; EA_Task3_If=9; EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=200; EA_OrderCloseProfit=0; EA_OrderCloseTime=0; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true; ,", | ||
| "Parameters": "__EA_Params__=">> EA31337 Advanced v2.012 build 1684363196 <<"; __Strategies_Active__="-- Active strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; Strategy_H1=4; Strategy_H2=32; Strategy_H3=32; Strategy_H4=32; Strategy_H6=4; Strategy_H8=35; Strategy_H12=23; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=1; EA_Stops_M30=0; EA_Stops_H1=0; EA_Stops_H2=0; EA_Stops_H3=0; EA_Stops_H4=0; EA_Stops_H6=0; EA_Stops_H8=0; EA_Stops_H12=0; __Signal_Filters__="-- Signal filters --"; EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=3; EA_Task2_If=4; EA_Task2_Then=5; EA_Task3_If=9; EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=300; EA_OrderCloseProfit=0; EA_OrderCloseTime=0; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MaxSpread=3.0999999; EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true; ,", | ||
| "Bars in test": "329944", | ||
| "Ticks modelled": "81780937", | ||
| "Mismatched charts errors": "0", | ||
| "Total net profit": "-175.90", | ||
| "Gross profit": "2233.17", | ||
| "Gross loss": "-2409.07", | ||
| "Profit factor": "0.93", | ||
| "Expected payoff": "-0.84", | ||
| "Absolute drawdown": "502.82", | ||
| "Maximal drawdown": "873.09 (0.87%)", | ||
| "Relative drawdown": "0.87% (873.09)", | ||
| "Total trades": "210", | ||
| "Short positions": "126 (33.33%)", | ||
| "Long positions": "84 (52.38%)", | ||
| "Profit trades": "86 (40.95%)", | ||
| "Loss trades": "124 (59.05%)", | ||
| "profit trade": "217.70,25.97", | ||
| "loss trade": "-86.20,-19.43", | ||
| "consecutive wins (profit in money)": "5 (342.72)", | ||
| "consecutive losses (loss in money)": "9 (-133.70)", | ||
| "consecutive profit": "342.72 (5)", | ||
| "consecutive loss": "9 (-133.70),-236.03 (5),3", | ||
| "consecutive wins": "5 (342.72),2", | ||
| "consecutive losses": "9 (-133.70),3" | ||
| "Total net profit": "-693.97", | ||
| "Gross profit": "1826.06", | ||
| "Gross loss": "-2520.03", | ||
| "Profit factor": "0.72", | ||
| "Expected payoff": "-4.45", | ||
| "Absolute drawdown": "719.35", | ||
| "Maximal drawdown": "1180.31 (1.17%)", | ||
| "Relative drawdown": "1.17% (1180.31)", | ||
| "Total trades": "156", | ||
| "Short positions": "95 (32.63%)", | ||
| "Long positions": "61 (57.38%)", | ||
| "Profit trades": "66 (42.31%)", | ||
| "Loss trades": "90 (57.69%)", | ||
| "profit trade": "217.70,27.67", | ||
| "loss trade": "-86.20,-28.00", | ||
| "consecutive wins (profit in money)": "6 (82.37)", | ||
| "consecutive losses (loss in money)": "7 (-293.14)", | ||
| "consecutive profit": "240.80 (2)", | ||
| "consecutive loss": "7 (-293.14),-293.14 (7),3", | ||
| "consecutive wins": "6 (82.37),2", | ||
| "consecutive losses": "7 (-293.14),3" | ||
| } |
56 changes: 28 additions & 28 deletions
56
...er/backtest/Advanced/all-yearly/2017/_results/EA31337-Advanced_2017_100000USD_spread1.txt
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| Strategy Tester Report | ||
| EA31337-Advanced-9d7c4086240dd9f9eb52ebf89736c38746f5dd14 | ||
| EA31337-Advanced-0bea76565eb90fd8afb9c30c303239ffd5fcf066 | ||
| (Build 1359) | ||
|
|
||
| Symbol EURUSD (Euro vs US Dollar) | ||
| Period 1 Minute (M1) 2017.01.02 01:17 - 2017.12.29 21:59 (2017.01.01 - 2017.12.31) | ||
| Model Every tick (the most precise method based on all available least timeframes) | ||
| __EA_Params__=">> EA31337 Advanced v2.011 build 1671029994 <<"; __Strategies_Active__="-- Active strategies --"; | ||
| Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; Strategy_H1=4; Strategy_H2=32; Strategy_H3=32; | ||
| Strategy_H4=32; Strategy_H6=4; Strategy_H8=35; Strategy_H12=23; __Strategies_Stops__="-- Strategies' stops --"; | ||
| EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=0; EA_Stops_M30=0; EA_Stops_H1=0; EA_Stops_H2=0; EA_Stops_H3=0; | ||
| EA_Stops_H4=0; EA_Stops_H6=0; EA_Stops_H8=0; EA_Stops_H12=0; __Signal_Filters__="-- Signal filters --"; | ||
| Parameters EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; | ||
| __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=3; EA_Task2_If=4; EA_Task2_Then=5; EA_Task3_If=9; | ||
| EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=200; EA_OrderCloseProfit=0; | ||
| EA_OrderCloseTime=0; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005; | ||
| __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__="-- EA's | ||
| logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true; | ||
| Bars in test 329944 Ticks modelled 81780937 Modelling quality 24.99% | ||
| Mismatched charts errors 0 | ||
| Initial deposit 100000.00 Spread 1 | ||
| Total net profit -175.90 Gross profit 2233.17 Gross loss -2409.07 | ||
| Profit factor 0.93 Expected payoff -0.84 | ||
| Absolute drawdown 502.82 Maximal drawdown 873.09 (0.87%) Relative drawdown 0.87% (873.09) | ||
| Total trades 210 Short positions (won %) 126 (33.33%) Long positions (won %) 84 (52.38%) | ||
| Profit trades (% of total) 86 (40.95%) Loss trades (% of total) 124 (59.05%) | ||
| Largest profit trade 217.70 loss trade -86.20 | ||
| Average profit trade 25.97 loss trade -19.43 | ||
| Maximum consecutive wins (profit in money) 5 (342.72) consecutive losses (loss in money) 9 (-133.70) | ||
| Maximal consecutive profit (count of wins) 342.72 (5) consecutive loss (count of losses) -236.03 (5) | ||
| Average consecutive wins 2 consecutive losses 3 | ||
| Symbol EURUSD (Euro vs US Dollar) | ||
| Period 1 Minute (M1) 2017.01.02 01:17 - 2017.12.29 21:59 (2017.01.01 - 2017.12.31) | ||
| Model Every tick (the most precise method based on all available least timeframes) | ||
| __EA_Params__=">> EA31337 Advanced v2.012 build 1684363196 <<"; __Strategies_Active__="-- Active strategies --"; | ||
| Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; Strategy_H1=4; Strategy_H2=32; Strategy_H3=32; | ||
| Strategy_H4=32; Strategy_H6=4; Strategy_H8=35; Strategy_H12=23; __Strategies_Stops__="-- Strategies' stops --"; | ||
| EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=1; EA_Stops_M30=0; EA_Stops_H1=0; EA_Stops_H2=0; EA_Stops_H3=0; | ||
| EA_Stops_H4=0; EA_Stops_H6=0; EA_Stops_H8=0; EA_Stops_H12=0; __Signal_Filters__="-- Signal filters --"; | ||
| Parameters EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; | ||
| __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=3; EA_Task2_If=4; EA_Task2_Then=5; EA_Task3_If=9; | ||
| EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=300; EA_OrderCloseProfit=0; | ||
| EA_OrderCloseTime=0; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005; | ||
| __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MaxSpread=3.0999999; EA_MagicNumber=31337; | ||
| __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true; | ||
| Bars in test 329944 Ticks modelled 81780937 Modelling quality 24.99% | ||
| Mismatched charts errors 0 | ||
| Initial deposit 100000.00 Spread 1 | ||
| Total net profit -693.97 Gross profit 1826.06 Gross loss -2520.03 | ||
| Profit factor 0.72 Expected payoff -4.45 | ||
| Absolute drawdown 719.35 Maximal drawdown 1180.31 (1.17%) Relative drawdown 1.17% (1180.31) | ||
| Total trades 156 Short positions (won %) 95 (32.63%) Long positions (won %) 61 (57.38%) | ||
| Profit trades (% of total) 66 (42.31%) Loss trades (% of total) 90 (57.69%) | ||
| Largest profit trade 217.70 loss trade -86.20 | ||
| Average profit trade 27.67 loss trade -28.00 | ||
| Maximum consecutive wins (profit in money) 6 (82.37) consecutive losses (loss in money) 7 (-293.14) | ||
| Maximal consecutive profit (count of wins) 240.80 (2) consecutive loss (count of losses) -293.14 (7) | ||
| Average consecutive wins 2 consecutive losses 3 | ||
| [Graph] |
48 changes: 24 additions & 24 deletions
48
.../backtest/Advanced/all-yearly/2017/_results/EA31337-Advanced_2017_100000USD_spread10.json
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,37 +1,37 @@ | ||
| { | ||
| "Time": "16", | ||
| "Time": "10", | ||
| "Title": "Strategy Tester Report", | ||
| "EA Name": "EA31337-Advanced-9d7c4086240dd9f9eb52ebf89736c38746f5dd14", | ||
| "EA Name": "EA31337-Advanced-0bea76565eb90fd8afb9c30c303239ffd5fcf066", | ||
| "Build": "1359", | ||
| "Symbol": "EURUSD (Euro vs US Dollar)", | ||
| "Period": "1 Minute (M1) 2017.01.02 01:17 - 2017.12.29 21:59 (2017.01.01 - 2017.12.31)", | ||
| "Model": "Every tick ", | ||
| "Initial deposit": "100000.00", | ||
| "Spread": "10", | ||
| "Modelling quality": "24.99%", | ||
| "Parameters": "__EA_Params__=">> EA31337 Advanced v2.011 build 1671029994 <<"; __Strategies_Active__="-- Active strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; Strategy_H1=4; Strategy_H2=32; Strategy_H3=32; Strategy_H4=32; Strategy_H6=4; Strategy_H8=35; Strategy_H12=23; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=0; EA_Stops_M30=0; EA_Stops_H1=0; EA_Stops_H2=0; EA_Stops_H3=0; EA_Stops_H4=0; EA_Stops_H6=0; EA_Stops_H8=0; EA_Stops_H12=0; __Signal_Filters__="-- Signal filters --"; EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=3; EA_Task2_If=4; EA_Task2_Then=5; EA_Task3_If=9; EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=200; EA_OrderCloseProfit=0; EA_OrderCloseTime=0; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true; ,", | ||
| "Parameters": "__EA_Params__=">> EA31337 Advanced v2.012 build 1684363196 <<"; __Strategies_Active__="-- Active strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; Strategy_H1=4; Strategy_H2=32; Strategy_H3=32; Strategy_H4=32; Strategy_H6=4; Strategy_H8=35; Strategy_H12=23; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=1; EA_Stops_M30=0; EA_Stops_H1=0; EA_Stops_H2=0; EA_Stops_H3=0; EA_Stops_H4=0; EA_Stops_H6=0; EA_Stops_H8=0; EA_Stops_H12=0; __Signal_Filters__="-- Signal filters --"; EA_SignalOpenFilterMethod=37; EA_SignalCloseFilterMethod=40; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=5; EA_Task1_Then=3; EA_Task2_If=4; EA_Task2_Then=5; EA_Task3_If=9; EA_Task3_Then=2; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=300; EA_OrderCloseProfit=0; EA_OrderCloseTime=0; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MaxSpread=3.0999999; EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true; ,", | ||
| "Bars in test": "329944", | ||
| "Ticks modelled": "81780937", | ||
| "Mismatched charts errors": "0", | ||
| "Total net profit": "-324.97", | ||
| "Gross profit": "2297.99", | ||
| "Gross loss": "-2622.97", | ||
| "Profit factor": "0.88", | ||
| "Expected payoff": "-1.39", | ||
| "Absolute drawdown": "654.73", | ||
| "Maximal drawdown": "1003.19 (1.00%)", | ||
| "Relative drawdown": "1.00% (1003.19)", | ||
| "Total trades": "234", | ||
| "Short positions": "126 (30.95%)", | ||
| "Long positions": "108 (49.07%)", | ||
| "Profit trades": "92 (39.32%)", | ||
| "Loss trades": "142 (60.68%)", | ||
| "profit trade": "216.80,24.98", | ||
| "loss trade": "-87.10,-18.47", | ||
| "consecutive wins (profit in money)": "6 (72.70)", | ||
| "consecutive losses (loss in money)": "10 (-197.50)", | ||
| "consecutive profit": "340.02 (5)", | ||
| "consecutive loss": "10 (-197.50),-240.53 (5),3", | ||
| "consecutive wins": "6 (72.70),2", | ||
| "consecutive losses": "10 (-197.50),3" | ||
| "Total net profit": "-613.04", | ||
| "Gross profit": "2040.47", | ||
| "Gross loss": "-2653.51", | ||
| "Profit factor": "0.77", | ||
| "Expected payoff": "-3.41", | ||
| "Absolute drawdown": "839.93", | ||
| "Maximal drawdown": "1280.88 (1.28%)", | ||
| "Relative drawdown": "1.28% (1280.88)", | ||
| "Total trades": "180", | ||
| "Short positions": "95 (30.53%)", | ||
| "Long positions": "85 (58.82%)", | ||
| "Profit trades": "79 (43.89%)", | ||
| "Loss trades": "101 (56.11%)", | ||
| "profit trade": "216.80,25.83", | ||
| "loss trade": "-87.10,-26.27", | ||
| "consecutive wins (profit in money)": "7 (141.72)", | ||
| "consecutive losses (loss in money)": "9 (-291.79)", | ||
| "consecutive profit": "239.90 (2)", | ||
| "consecutive loss": "9 (-291.79),-291.79 (9),3", | ||
| "consecutive wins": "7 (141.72),2", | ||
| "consecutive losses": "9 (-291.79),3" | ||
| } |
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