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Merge pull request #281 from EA31337/dev
Final release updates
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38 changes: 19 additions & 19 deletions
38
...r/backtest/Advanced/all-yearly/2020/_results/EA31337-Advanced_2020_100000USD_spread1.json
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| { | ||
| "Time": "42", | ||
| "Time": "44", | ||
| "Title": "Strategy Tester Report", | ||
| "EA Name": "EA31337-Advanced-f4e993a9c7bb1e659276574867d40bf24e280bba", | ||
| "EA Name": "EA31337-Advanced-d673664b487e9ae8efc61c1f2cc2f6a34897af6e", | ||
| "Build": "1280", | ||
| "Symbol": "EURUSD (Euro vs US Dollar)", | ||
| "Period": "1 Minute (M1) 2020.01.01 23:41 - 2020.12.30 23:59 (2020.01.01 - 2020.12.31)", | ||
| "Model": "Every tick ", | ||
| "Initial deposit": "100000.00", | ||
| "Spread": "1", | ||
| "Modelling quality": "24.99%", | ||
| "Parameters": "__EA_Params__=">> EA31337 Advanced v2.005 build 1630605769 <<"; __Strategies_Active__="-- Active strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=2; Strategy_M30=3; Strategy_H1=4; Strategy_H4=30; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=4; EA_Stops_M30=30; EA_Stops_H1=14; EA_Stops_H4=30; __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=12; EA_SignalOpenStrategyFilter=2; EA_TickFilterMethod=7; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=0; EA_Task1_Then=0; EA_Task2_If=0; EA_Task2_Then=0; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=0; EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=5; __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 v2.005 build 1630668770 <<"; __Strategies_Active__="-- Active strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=2; Strategy_M30=3; Strategy_H1=4; Strategy_H4=30; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=4; EA_Stops_M30=30; EA_Stops_H1=14; EA_Stops_H4=30; __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=12; EA_SignalOpenStrategyFilter=2; EA_TickFilterMethod=7; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=0; EA_Task1_Then=0; EA_Task2_If=0; EA_Task2_Then=0; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=300; EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__="-- EA's risk management --"; __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": "372155", | ||
| "Ticks modelled": "167831773", | ||
| "Mismatched charts errors": "0", | ||
| "Total net profit": "591.61", | ||
| "Gross profit": "6992.13", | ||
| "Gross loss": "-6400.52", | ||
| "Total net profit": "578.26", | ||
| "Gross profit": "7255.03", | ||
| "Gross loss": "-6676.77", | ||
| "Profit factor": "1.09", | ||
| "Expected payoff": "0.25", | ||
| "Absolute drawdown": "119.10", | ||
| "Maximal drawdown": "1751.04 (1.72%)", | ||
| "Relative drawdown": "1.72% (1751.04)", | ||
| "Total trades": "2330", | ||
| "Short positions": "1160 (54.66%)", | ||
| "Long positions": "1170 (57.18%)", | ||
| "Profit trades": "1303 (55.92%)", | ||
| "Loss trades": "1027 (44.08%)", | ||
| "profit trade": "51.70,5.37", | ||
| "loss trade": "-50.40,-6.23", | ||
| "consecutive wins (profit in money)": "85 (640.70)", | ||
| "Maximal drawdown": "1215.10 (1.20%)", | ||
| "Relative drawdown": "1.20% (1215.10)", | ||
| "Total trades": "2348", | ||
| "Short positions": "1169 (55.00%)", | ||
| "Long positions": "1179 (55.98%)", | ||
| "Profit trades": "1303 (55.49%)", | ||
| "Loss trades": "1045 (44.51%)", | ||
| "profit trade": "51.70,5.57", | ||
| "loss trade": "-50.40,-6.39", | ||
| "consecutive wins (profit in money)": "60 (99.50)", | ||
| "consecutive losses (loss in money)": "37 (-292.30)", | ||
| "consecutive profit": "640.70 (85)", | ||
| "consecutive loss": "37 (-292.30),-660.75 (30),12", | ||
| "consecutive wins": "85 (640.70),16", | ||
| "consecutive profit": "531.80 (59)", | ||
| "consecutive loss": "37 (-292.30),-409.00 (26),12", | ||
| "consecutive wins": "60 (99.50),15", | ||
| "consecutive losses": "37 (-292.30),12" | ||
| } |
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48 changes: 24 additions & 24 deletions
48
.../backtest/Advanced/all-yearly/2020/_results/EA31337-Advanced_2020_100000USD_spread10.json
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,37 +1,37 @@ | ||
| { | ||
| "Time": "35", | ||
| "Time": "46", | ||
| "Title": "Strategy Tester Report", | ||
| "EA Name": "EA31337-Advanced-f4e993a9c7bb1e659276574867d40bf24e280bba", | ||
| "EA Name": "EA31337-Advanced-d673664b487e9ae8efc61c1f2cc2f6a34897af6e", | ||
| "Build": "1280", | ||
| "Symbol": "EURUSD (Euro vs US Dollar)", | ||
| "Period": "1 Minute (M1) 2020.01.01 23:41 - 2020.12.30 23:59 (2020.01.01 - 2020.12.31)", | ||
| "Model": "Every tick ", | ||
| "Initial deposit": "100000.00", | ||
| "Spread": "10", | ||
| "Modelling quality": "24.99%", | ||
| "Parameters": "__EA_Params__=">> EA31337 Advanced v2.005 build 1630605769 <<"; __Strategies_Active__="-- Active strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=2; Strategy_M30=3; Strategy_H1=4; Strategy_H4=30; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=4; EA_Stops_M30=30; EA_Stops_H1=14; EA_Stops_H4=30; __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=12; EA_SignalOpenStrategyFilter=2; EA_TickFilterMethod=7; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=0; EA_Task1_Then=0; EA_Task2_If=0; EA_Task2_Then=0; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=0; EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__="-- EA's risk management --"; EA_Risk_MarginMax=5; __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 v2.005 build 1630668770 <<"; __Strategies_Active__="-- Active strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=2; Strategy_M30=3; Strategy_H1=4; Strategy_H4=30; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=0; EA_Stops_M15=4; EA_Stops_M30=30; EA_Stops_H1=14; EA_Stops_H4=30; __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32; EA_SignalCloseFilter=32; EA_SignalOpenFilterTime=12; EA_SignalOpenStrategyFilter=2; EA_TickFilterMethod=7; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=0; EA_Task1_Then=0; EA_Task2_If=0; EA_Task2_Then=0; __Order_Params__="-- Orders' limits --"; EA_OrderCloseLoss=300; EA_OrderCloseProfit=0; EA_OrderCloseTime=-40; __EA_Risk_Params__="-- EA's risk management --"; __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": "372155", | ||
| "Ticks modelled": "167831773", | ||
| "Mismatched charts errors": "0", | ||
| "Total net profit": "1555.32", | ||
| "Gross profit": "15326.74", | ||
| "Gross loss": "-13771.42", | ||
| "Profit factor": "1.11", | ||
| "Expected payoff": "2.36", | ||
| "Absolute drawdown": "1269.97", | ||
| "Maximal drawdown": "4383.34 (4.18%)", | ||
| "Relative drawdown": "4.18% (4383.34)", | ||
| "Total trades": "658", | ||
| "Short positions": "318 (33.65%)", | ||
| "Long positions": "340 (49.41%)", | ||
| "Profit trades": "275 (41.79%)", | ||
| "Loss trades": "383 (58.21%)", | ||
| "profit trade": "276.88,55.73", | ||
| "loss trade": "-111.67,-35.96", | ||
| "consecutive wins (profit in money)": "40 (2737.55)", | ||
| "consecutive losses (loss in money)": "66 (-3749.66)", | ||
| "consecutive profit": "2737.55 (40)", | ||
| "consecutive loss": "66 (-3749.66),-3749.66 (66),15", | ||
| "consecutive wins": "40 (2737.55),11", | ||
| "consecutive losses": "66 (-3749.66),15" | ||
| "Total net profit": "1416.57", | ||
| "Gross profit": "15167.02", | ||
| "Gross loss": "-13750.44", | ||
| "Profit factor": "1.10", | ||
| "Expected payoff": "1.73", | ||
| "Absolute drawdown": "1093.30", | ||
| "Maximal drawdown": "3888.05 (3.71%)", | ||
| "Relative drawdown": "3.71% (3888.05)", | ||
| "Total trades": "821", | ||
| "Short positions": "468 (47.22%)", | ||
| "Long positions": "353 (39.66%)", | ||
| "Profit trades": "361 (43.97%)", | ||
| "Loss trades": "460 (56.03%)", | ||
| "profit trade": "223.50,42.01", | ||
| "loss trade": "-114.20,-29.89", | ||
| "consecutive wins (profit in money)": "38 (2064.00)", | ||
| "consecutive losses (loss in money)": "28 (-943.44)", | ||
| "consecutive profit": "2064.00 (38)", | ||
| "consecutive loss": "28 (-943.44),-1155.74 (18),14", | ||
| "consecutive wins": "38 (2064.00),11", | ||
| "consecutive losses": "28 (-943.44),14" | ||
| } |
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