Sooner
11-20-2008, 07:29 PM
So I have been working for about a week back testing settings for EURJPY and I just could not find any that FAPS would do well with. Finally today I did some math on the average hourly range and it hit me that the average hourly range is considerably higher on this pair than on the others where FAPS usually excels.
So I came up with the following settings and they have performed very well on the H1 time frame, it looks like there is a large loss at the end but that is just the strategy tester running out of data and closing the last open position when it stops which would have closed today in profit. Anyone got anything better for EURJPY as putting all my eggs in the USD basket kind of scares me at times considering that the bottom is likely to fall out of it in the next year. Ending balance would be $106,794 with the last trade closed beginning with a $3,000 starting balance.
Symbol EURJPY (Euro vs. Japanese Yen)
Period 1 Hour (H1) 2008.01.02 10:00 - 2008.11.14 23:00 (2008.01.01 - 2008.11.19)
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=13; bbb=14; TakeProfit=50; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=48; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=10; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="573084248";
Bars in test 6416 Ticks modelled 4915589 Modelling quality 90.00%
Mismatched charts errors 1
Initial deposit 3000.00
Total net profit 81048.86 Gross profit 159607.88 Gross loss -78559.02
Profit factor 2.03 Expected payoff 566.78
Absolute drawdown 408.85 Maximal drawdown 82049.10 (71.95%) Relative drawdown 71.95% (82049.10)
Total trades 143 Short positions (won %) 105 (96.19%) Long positions (won %) 38 (89.47%)
Profit trades (% of total) 135 (94.41%) Loss trades (% of total) 8 (5.59%)
Largest profit trade 2665.81 loss trade -52598.52
Average profit trade 1182.28 loss trade -9819.88
Maximum consecutive wins (profit in money) 36 (82419.37) consecutive losses (loss in money) 1 (-52598.52)
Maximal consecutive profit (count of wins) 82419.37 (36) consecutive loss (count of losses) -52598.52 (1)
Average consecutive wins 17 consecutive losses 1
So I came up with the following settings and they have performed very well on the H1 time frame, it looks like there is a large loss at the end but that is just the strategy tester running out of data and closing the last open position when it stops which would have closed today in profit. Anyone got anything better for EURJPY as putting all my eggs in the USD basket kind of scares me at times considering that the bottom is likely to fall out of it in the next year. Ending balance would be $106,794 with the last trade closed beginning with a $3,000 starting balance.
Symbol EURJPY (Euro vs. Japanese Yen)
Period 1 Hour (H1) 2008.01.02 10:00 - 2008.11.14 23:00 (2008.01.01 - 2008.11.19)
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=13; bbb=14; TakeProfit=50; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=48; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=10; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="573084248";
Bars in test 6416 Ticks modelled 4915589 Modelling quality 90.00%
Mismatched charts errors 1
Initial deposit 3000.00
Total net profit 81048.86 Gross profit 159607.88 Gross loss -78559.02
Profit factor 2.03 Expected payoff 566.78
Absolute drawdown 408.85 Maximal drawdown 82049.10 (71.95%) Relative drawdown 71.95% (82049.10)
Total trades 143 Short positions (won %) 105 (96.19%) Long positions (won %) 38 (89.47%)
Profit trades (% of total) 135 (94.41%) Loss trades (% of total) 8 (5.59%)
Largest profit trade 2665.81 loss trade -52598.52
Average profit trade 1182.28 loss trade -9819.88
Maximum consecutive wins (profit in money) 36 (82419.37) consecutive losses (loss in money) 1 (-52598.52)
Maximal consecutive profit (count of wins) 82419.37 (36) consecutive loss (count of losses) -52598.52 (1)
Average consecutive wins 17 consecutive losses 1