Earl's setting 06 07 08

[Earl]

it's amazing the setting made it through 3 years with IRR at 11%

Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2006.01.02 01:00 - 2008.11.14 22:55 (2006.01.01 - 2008.11.15)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0; LotsRiskReductor=11; MaxOrders=1; MaxLots=1; StopTime=5; aaa=20; bbb=8; TakeProfit=20; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=75; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="158136131";

Bars in test 212917 Ticks modelled 6077503 Modelling quality 90.00%
Mismatched charts errors 7

Initial deposit 3000.00
Total net profit 45472.88 Gross profit 87495.04 Gross loss -42022.16
Profit factor 2.08 Expected payoff 84.05
Absolute drawdown 2529.17 Maximal drawdown 10651.88 (95.77%) Relative drawdown 95.77% (10651.88)

Total trades 541 Short positions (won %) 205 (96.59%) Long positions (won %) 336 (93.15%)
Profit trades (% of total) 511 (94.45%) Loss trades (% of total) 30 (5.55%)
Largest profit trade 431.52 loss trade -5713.71
Average profit trade 171.22 loss trade -1400.74
Maximum consecutive wins (profit in money) 74 (14546.68) consecutive losses (loss in money) 2 (-1667.35)
Maximal consecutive profit (count of wins) 14546.68 (74) consecutive loss (count of losses) -5713.71 (1)
Average consecutive wins 18 consecutive losses 1

[Big Toe]

Nope I dont get those results. On my backtest it takes on a .5 lot sell at 1.2237 on 1/23/06 and holds on to it until 5/4/06 when it closes at 1.2720 for a $2932.5 loss and an account blowout.

[Sooner]

Look at that draw down though, 97.5% that is oh so close to a margin call. I would say backing the LRR off to about 5-8 might yield better results or at least leave you at less of a risk for a blow out.

[oofdah]

I don't get those results either... although mine craps out in Nov 06 as opposed to May.

[Earl]

Look at that draw down though, 97.5% that is oh so close to a margin call. I would say backing the LRR off to about 5-8 might yield better results or at least leave you at less of a risk for a blow out.point was just to show you...look 1 trade made it through 3years with risk 11%

almost had a blow out but didn't is my point....

and after going down 97% still coming back to make 40K+

ask me can you beat that????? nope 90% modelling

10 errors in total




no matter how you try you can't blow out the account even at 11%:D

[Earl]

Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2006.01.02 01:00 - 2008.11.14 22:55 (2006.01.01 - 2008.11.15)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0; LotsRiskReductor=5; MaxOrders=1; MaxLots=5; StopTime=5; aaa=20; bbb=8; TakeProfit=25; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=75; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="126744631";

Bars in test 212905 Ticks modelled 6068182 Modelling quality n/a
Mismatched charts errors 557

Initial deposit 10000.00
Total net profit 96754.72 Gross profit 255636.99 Gross loss -158882.27
Profit factor 1.61 Expected payoff 229.28
Absolute drawdown 4158.79 Maximal drawdown 82432.62 (60.59%) Relative drawdown 71.84% (14904.68)

Total trades 422 Short positions (won %) 137 (95.62%) Long positions (won %) 285 (91.58%)
Profit trades (% of total) 392 (92.89%) Loss trades (% of total) 30 (7.11%)
Largest profit trade 1273.64 loss trade -59540.78
Average profit trade 652.14 loss trade -5296.08
Maximum consecutive wins (profit in money) 42 (46321.71) consecutive losses (loss in money) 2 (-2408.18)
Maximal consecutive profit (count of wins) 46321.71 (42) consecutive loss (count of losses) -59540.78 (1)
Average consecutive wins 14 consecutive losses 1

[Earl]

this last test done on my dads computer from his office...same results

3 years 5% risk 1 trade at a time

[Sooner]

Try going back to 2005 and start it, I get a blow out at the end of 06 with 11% LRR. Based on my testing it would seem that 2005 -2006 were tough years for this system, any settings I throw at those years seem to fail miserably.

Bars in test 150035
Ticks modelled 4188623
Modelling quality 90.00%
Mismatched charts errors 16
Initial deposit 3000.00
Total net profit -2933.84
Gross profit 7040.89
Gross loss -9974.73
Profit factor 0.71
Expected payoff -14.31
Absolute drawdown 2933.84
Maximal drawdown 3653.55 (98.22%)
Relative drawdown 98.22% (3653.55)
Total trades 205
Short positions (won %) 99 (87.88%)
Long positions (won %) 106 (88.68%)
Profit trades (% of total) 181 (88.29%)
Loss trades (% of total) 24 (11.71%)
Largest
profit trade 154.09
loss trade -2194.83
Average
profit trade 38.90
loss trade -415.61
Maximum
consecutive wins (profit in money) 23 (474.06)
consecutive losses (loss in money) 2 (-277.23)
Maximal
consecutive profit (count of wins) 741.60 (8)
consecutive loss (count of losses) -2194.83 (1)
Average
consecutive wins 8
consecutive losses 1