Settings EURUSD Short, with backtest results

Dutch3men · #1 12-04-2008, 08:14 AM

Hi guys,

I'm quite new to this world and I edited the settings for EURUSD, i'm using as broker FxPro on a practise account with only $250,-

My settings for EURCHF/EURGBP/GBPCHF/USDCAD/ are fine, and i'm only getting profit there.
I was playing with the settings for EURUSD to get it work. I didn't get it to work with Long Only preset of Long & Short but my Short Only settings seems te be quite good.
Here you see the results for a 2 month backtest from: 2008.09.01 - 2008.11.01

And this is de result of a backtest from: 2008.10.01 - 2008.11.01

But now if i'm going to back test from: 2008.11.01 - 2008.12.01
I got this as a result and I don't get it why this is going wrong because the 2 tests above are going fine.

And this are my settings:

Code:

____Scalper___________=--- Scalper EURCHF, EURGPB, GBPCHF or USDCAD M15 ---
UseScalperStrategy=0
Scalper_Lots=0.10000000
Scalper_Lots,F=0
Scalper_Lots,1=0.10000000
Scalper_Lots,2=0.00000000
Scalper_Lots,3=0.00000000
Scalper_UseMM=0
Scalper_LotsRiskReductor=1.50000000
Scalper_LotsRiskReductor,F=0
Scalper_LotsRiskReductor,1=1.50000000
Scalper_LotsRiskReductor,2=0.00000000
Scalper_LotsRiskReductor,3=0.00000000
Scalper_MaxLots=10.00000000
Scalper_MaxLots,F=0
Scalper_MaxLots,1=10.00000000
Scalper_MaxLots,2=0.00000000
Scalper_MaxLots,3=0.00000000
Scalper_GMTOffset=1
Scalper_GMTOffset,F=0
Scalper_GMTOffset,1=1
Scalper_GMTOffset,2=0
Scalper_GMTOffset,3=0
Scalper_StealthMode=1
Scalper_UseCustomLevels=1
Scalper_RelaxHours=0
Scalper_RelaxHours,F=0
Scalper_RelaxHours,1=0
Scalper_RelaxHours,2=0
Scalper_RelaxHours,3=0
Scalper_SimpleHeightFilter=1
Scalper_TrendFilter=1
Scalper_TradeFriday=0
Scalper_OneTrade=0
Scalper_OneTrade,F=0
Scalper_OneTrade,1=0
Scalper_OneTrade,2=0
Scalper_OneTrade,3=0
Scalper_UseFilterMA=0
Scalper_PeriodFilterMA=100
Scalper_PeriodFilterMA,F=0
Scalper_PeriodFilterMA,1=100
Scalper_PeriodFilterMA,2=0
Scalper_PeriodFilterMA,3=0
Scalper_PriceFilterMA=0
Scalper_PriceFilterMA,F=0
Scalper_PriceFilterMA,1=0
Scalper_PriceFilterMA,2=0
Scalper_PriceFilterMA,3=0
Scalper_MethodFilterMA=0
Scalper_MethodFilterMA,F=0
Scalper_MethodFilterMA,1=0
Scalper_MethodFilterMA,2=0
Scalper_MethodFilterMA,3=0
Scalper_ExpertComment=FapTurboScalper
____FapTurbo__________=---------- FapTurbo EUR/USD M1 ----------
FapTurbo_Lots=0.01000000
FapTurbo_Lots,F=0
FapTurbo_Lots,1=0.00000000
FapTurbo_Lots,2=0.00000000
FapTurbo_Lots,3=0.00000000
FapTurbo_LotsRiskReductor=1.00000000
FapTurbo_LotsRiskReductor,F=0
FapTurbo_LotsRiskReductor,1=1.00000000
FapTurbo_LotsRiskReductor,2=0.00000000
FapTurbo_LotsRiskReductor,3=0.00000000
FapTurbo_MaxOrders=2
FapTurbo_MaxOrders,F=0
FapTurbo_MaxOrders,1=5
FapTurbo_MaxOrders,2=0
FapTurbo_MaxOrders,3=0
FapTurbo_MaxLots=5
FapTurbo_MaxLots,F=0
FapTurbo_MaxLots,1=10
FapTurbo_MaxLots,2=0
FapTurbo_MaxLots,3=0
FapTurbo_StopTime=5
FapTurbo_StopTime,F=0
FapTurbo_StopTime,1=9
FapTurbo_StopTime,2=0
FapTurbo_StopTime,3=0
FapTurbo_aaa=20
FapTurbo_aaa,F=0
FapTurbo_aaa,1=35
FapTurbo_aaa,2=0
FapTurbo_aaa,3=0
FapTurbo_bbb=8
FapTurbo_bbb,F=0
FapTurbo_bbb,1=48
FapTurbo_bbb,2=0
FapTurbo_bbb,3=0
FapTurbo_TakeProfit=10.00000000
FapTurbo_TakeProfit,F=0
FapTurbo_TakeProfit,1=140.00000000
FapTurbo_TakeProfit,2=0.00000000
FapTurbo_TakeProfit,3=0.00000000
FapTurbo_StopLoss=0.00000000
FapTurbo_StopLoss,F=0
FapTurbo_StopLoss,1=500.00000000
FapTurbo_StopLoss,2=0.00000000
FapTurbo_StopLoss,3=0.00000000
FapTurbo_TrailingStop=0.00000000
FapTurbo_TrailingStop,F=0
FapTurbo_TrailingStop,1=0.00000000
FapTurbo_TrailingStop,2=0.00000000
FapTurbo_TrailingStop,3=0.00000000
FapTurbo_DurationInHours=0
FapTurbo_DurationInHours,F=0
FapTurbo_DurationInHours,1=0
FapTurbo_DurationInHours,2=0
FapTurbo_DurationInHours,3=0
FapTurbo_CloseAfterXmonths=0
FapTurbo_CloseAfterXmonths,F=0
FapTurbo_CloseAfterXmonths,1=1
FapTurbo_CloseAfterXmonths,2=0
FapTurbo_CloseAfterXmonths,3=0
FapTurbo_PeriodMALarge=100
FapTurbo_PeriodMALarge,F=0
FapTurbo_PeriodMALarge,1=100
FapTurbo_PeriodMALarge,2=0
FapTurbo_PeriodMALarge,3=0
FapTurbo_PeriodMASmall=30
FapTurbo_PeriodMASmall,F=0
FapTurbo_PeriodMASmall,1=30
FapTurbo_PeriodMASmall,2=0
FapTurbo_PeriodMASmall,3=0
FapTurbo_PriceMA_0_6=0
FapTurbo_PriceMA_0_6,F=0
FapTurbo_PriceMA_0_6,1=0
FapTurbo_PriceMA_0_6,2=0
FapTurbo_PriceMA_0_6,3=0
FapTurbo_TypeMA_0_3=0
FapTurbo_TypeMA_0_3,F=0
FapTurbo_TypeMA_0_3,1=0
FapTurbo_TypeMA_0_3,2=0
FapTurbo_TypeMA_0_3,3=0
FapTurbo_ShiftMALarge=3
FapTurbo_ShiftMALarge,F=0
FapTurbo_ShiftMALarge,1=3
FapTurbo_ShiftMALarge,2=0
FapTurbo_ShiftMALarge,3=0
FapTurbo_ShiftMASmall=1
FapTurbo_ShiftMASmall,F=0
FapTurbo_ShiftMASmall,1=1
FapTurbo_ShiftMASmall,2=0
FapTurbo_ShiftMASmall,3=0
FapTurbo_LookForDays=2
FapTurbo_LookForDays,F=0
FapTurbo_LookForDays,1=2
FapTurbo_LookForDays,2=0
FapTurbo_LookForDays,3=0
FapTurbo_CriticalDays=45
FapTurbo_CriticalDays,F=0
FapTurbo_CriticalDays,1=45
FapTurbo_CriticalDays,2=0
FapTurbo_CriticalDays,3=0
FapTurbo_RelaxDays=0
FapTurbo_RelaxDays,F=0
FapTurbo_RelaxDays,1=0
FapTurbo_RelaxDays,2=0
FapTurbo_RelaxDays,3=0
FapTurbo_HedgingLotReducer=0.00000000
FapTurbo_HedgingLotReducer,F=0
FapTurbo_HedgingLotReducer,1=0.00000000
FapTurbo_HedgingLotReducer,2=0.00000000
FapTurbo_HedgingLotReducer,3=0.00000000
FapTurbo_Hedging=0
FapTurbo_Hedging,F=0
FapTurbo_Hedging,1=0
FapTurbo_Hedging,2=0
FapTurbo_Hedging,3=0
FapTurbo_TradeNFP=1
FapTurbo_TradeNFP,F=0
FapTurbo_TradeNFP,1=1
FapTurbo_TradeNFP,2=0
FapTurbo_TradeNFP,3=0
FapTurbo_TradeFriday=1
FapTurbo_TradeFriday,F=0
FapTurbo_TradeFriday,1=1
FapTurbo_TradeFriday,2=0
FapTurbo_TradeFriday,3=0
FapTurbo_Prudent=0
FapTurbo_Prudent,F=0
FapTurbo_Prudent,1=0
FapTurbo_Prudent,2=0
FapTurbo_Prudent,3=0
FapTurbo_SymAlligatorOnCritica=1
FapTurbo_SymAlligatorOnCritica,F=0
FapTurbo_SymAlligatorOnCritica,1=1
FapTurbo_SymAlligatorOnCritica,2=0
FapTurbo_SymAlligatorOnCritica,3=0
FapTurbo_FixedDirection=1
FapTurbo_FixedDirection,F=0
FapTurbo_FixedDirection,1=1
FapTurbo_FixedDirection,2=0
FapTurbo_FixedDirection,3=0
FapTurbo_ClsLsrOnMrktChnge=0
FapTurbo_ClsLsrOnMrktChnge,F=0
FapTurbo_ClsLsrOnMrktChnge,1=0
FapTurbo_ClsLsrOnMrktChnge,2=0
FapTurbo_ClsLsrOnMrktChnge,3=0
FapTurbo_AlwaysTrade=0
FapTurbo_AlwaysTrade,F=0
FapTurbo_AlwaysTrade,1=0
FapTurbo_AlwaysTrade,2=0
FapTurbo_AlwaysTrade,3=0
FapTurbo_LowLot=0.10000000
FapTurbo_LowLot,F=0
FapTurbo_LowLot,1=0.10000000
FapTurbo_LowLot,2=0.00000000
FapTurbo_LowLot,3=0.00000000
FapTurbo_TooGoodToBeTrue=50
FapTurbo_TooGoodToBeTrue,F=0
FapTurbo_TooGoodToBeTrue,1=50
FapTurbo_TooGoodToBeTrue,2=0
FapTurbo_TooGoodToBeTrue,3=0
FapTurbo_PrudentPeriod=30
FapTurbo_PrudentPeriod,F=0
FapTurbo_PrudentPeriod,1=30
FapTurbo_PrudentPeriod,2=0
FapTurbo_PrudentPeriod,3=0
FapTurbo_StartWorkTimeHour=0
FapTurbo_StartWorkTimeHour,F=0
FapTurbo_StartWorkTimeHour,1=0
FapTurbo_StartWorkTimeHour,2=0
FapTurbo_StartWorkTimeHour,3=0
FapTurbo_StartWorkTimeMin=0
FapTurbo_StartWorkTimeMin,F=0
FapTurbo_StartWorkTimeMin,1=0
FapTurbo_StartWorkTimeMin,2=0
FapTurbo_StartWorkTimeMin,3=0
FapTurbo_EndWorkTimeHour=0
FapTurbo_EndWorkTimeHour,F=0
FapTurbo_EndWorkTimeHour,1=0
FapTurbo_EndWorkTimeHour,2=0
FapTurbo_EndWorkTimeHour,3=0
FapTurbo_EndWorkTimeMin=0
FapTurbo_EndWorkTimeMin,F=0
FapTurbo_EndWorkTimeMin,1=0
FapTurbo_EndWorkTimeMin,2=0
FapTurbo_EndWorkTimeMin,3=0
FapTurbo_OneTrade=0
FapTurbo_OneTrade,F=0
FapTurbo_OneTrade,1=0
FapTurbo_OneTrade,2=0
FapTurbo_OneTrade,3=0
FapTurbo_SpanGator=0.50000000
FapTurbo_SpanGator,F=0
FapTurbo_SpanGator,1=0.50000000
FapTurbo_SpanGator,2=0.00000000
FapTurbo_SpanGator,3=0.00000000
FapTurbo_SlipPage=3
FapTurbo_SlipPage,F=0
FapTurbo_SlipPage,1=3
FapTurbo_SlipPage,2=0
FapTurbo_SlipPage,3=0
FapTurbo_ExpertComment=FapTurboEA
____Other_Parameters__=-----------------------------------------
MagicNumber=231313
MagicNumber,F=0
MagicNumber,1=231313
MagicNumber,2=0
MagicNumber,3=0
ColorBuy=16711680
ColorSell=255
WriteLog=1
WriteDebugLog=0
PrintLogOnChart=1
KEY=

hansje · #2 12-04-2008, 08:27 AM

Hey there, I experience the same problem... (also using FxPro by the way)
perhaps someone know why the backtest results show a sudden drop ?

Sooner · #3 12-04-2008, 09:53 AM

Quote:

Originally Posted by hansje

Hey there, I experience the same problem... (also using FxPro by the way)
perhaps someone know why the backtest results show a sudden drop ?

You will always see a drop at the end of the test as it closes out any trades which you currently have open at the end of the test, however you are stacking the deck in your favor from a back testing perspective with short only during any time included in the last half of 2008. Take a look at the monthly charts and you will see that EURUSD has been in a nose dive since then.

When you get a stop out go back and look at the last actual trade, take note of the price and date then go find that on your H1 chart, you should be able to follow it and see if your data has holes in it (IE. it should have closed out for profit but did not), or if that really would have resulted in a margin call.

The last chart looks like a margin call and November was a pretty rough month with a number of different bull traps so it is quite likely that you could have hit your margin call amount even if you were trading with the overall downward trend.