Trading time: 6:15-6:30, SL 45, BE 18, BEw/pips 18, BE Proft2 25, BE addpips2 5, 1st profit 20, 82% close, Exit 1, 2nd profit 30. ADR False. 5% risk. All the rest is default.
I backtested just now and decided to go with 45 SL, and lower my TP's. With a higher TP and higher SL, the earnings are less. A higher BE also earns much less. A BE w/pips lower also earns less. I backtested from March 26 with the time change through and including April 21. Broker is IBFX.
I backtested just now and decided to go with 45 SL, and lower my TP's. With a higher TP and higher SL, the earnings are less. A higher BE also earns much less. A BE w/pips lower also earns less. I backtested from March 26 with the time change through and including April 21. Broker is IBFX.
3PO
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Hi, I typed in your data and zipped the .set file. If you unzip it you will have the .set one. Can you check it for me? I am in the CE time zone that is the resson for 07:15-07:30 timing.
Thanks, 3PO
Last night the trade backtracked after reaching 18 pips, but it didn't BE, and went to full SL.
I realized that with the same BE w/pips amount as the BE will not allow the trade to move much.
Backtesting showed good profits with a 20 TP. But if Break even is 18, then you might want to not use a BE w/pips. Since my BE didn't BE last night, it might be useful to try 16 or 17 BE.
I think updating the strategy every few months is useful because the market is never static, it's always changing.
I lowered my risk this week to 2% based upon other's knowledgable opinions. Good thing I did.
I realized that with the same BE w/pips amount as the BE will not allow the trade to move much.
Backtesting showed good profits with a 20 TP. But if Break even is 18, then you might want to not use a BE w/pips. Since my BE didn't BE last night, it might be useful to try 16 or 17 BE.
I think updating the strategy every few months is useful because the market is never static, it's always changing.
I lowered my risk this week to 2% based upon other's knowledgable opinions. Good thing I did.
stevechelt
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The UK quarterly GDP figures are due at 8.30am (BST) tomorrow, as this will possibly lead to a quiet spell pre 8.30 followed by much volatility I am considering not trading TMT in the morning. Anyone else think the same?
Also as there are only 3 'normal' days this week here in the UK sandwiched between 2 long weekends I am trading with a reduced lot size until next Tuesday, this week does have a bit of a holiday feel about it here which brings back memories of December/early January when my demo account took a bashing (I took the advice and turned my live off then thankfully!)
Also as there are only 3 'normal' days this week here in the UK sandwiched between 2 long weekends I am trading with a reduced lot size until next Tuesday, this week does have a bit of a holiday feel about it here which brings back memories of December/early January when my demo account took a bashing (I took the advice and turned my live off then thankfully!)
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Well, something crazy must be going on with my backtester. Everytime I tested Hammy's settings I got about a $200 profit. Just now I backtested it and it's better than my settings. But I also use ADR off. Comparing with ADR True or False, ADR False earns more.
Hammy's settings, 5% risk, not including Good Friday, from March 26 - today, with ADR False, earned $1139, with $3000 deposit.
With ADR True, it earned $741.
I compared his settings to mine, with variations.
Hammy's settings with ADR False earned the most.
Hammy's settings, 5% risk, not including Good Friday, from March 26 - today, with ADR False, earned $1139, with $3000 deposit.
With ADR True, it earned $741.
I compared his settings to mine, with variations.
Hammy's settings with ADR False earned the most.
3PO
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Hi, my backtesting runs very slowly, can you run the backtest for the same period, with Hammy's settings and ADR false with 2% risk? Thank you!
3PO
magicdogsbrain
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Seem to do quite well with the following settings...
TradingTimeFrom="07:15";
TradingTimeTo="07:30";
StopLossPips=45;
BreakEvenAtPipsProfit=18;
BreakEvenAddPips=5;
BreakEvenAtPipsProfit2=25;
BreakEvenAddPips2=10;
FirstProfitTargetPips=25;
FirstTargetClosingPercent=66;
SecondProfitTargetPips=50;
TrailingStopPips=20;
UseADRFilter=true;
UseMomentumBoundary=true;
UseLongCandleFilter=true;
.....
15 Minutes (M15) 2010.01.20 00:00 - 2011.04.20 23:45 (2010.01.20 - 2011.04.21)
Parameters __s1="----- Trading time --------------------"; TradingTimeFrom="07:15"; TradingTimeTo="07:30"; __s1.1="----- Entry type --------------------"; EntryType=1; EntryPipsOffset=5; LimitOrderExpirationHours=2; __s2="----- Stop Loss & Break even --------------------"; StopLossPips=45; BreakEvenAtPipsProfit=18; BreakEvenAddPips=5; BreakEvenAtPipsProfit2=25; BreakEvenAddPips2=10; __s3="----- First Profit target --------------------"; FirstProfitTargetPips=25; FirstTargetClosingPercent=66; __s4="----- Second Profit target --------------------"; SecondProfitExitStrategy=3; __s4_1="----- Second Profit target options --------------------"; SecondProfitTargetPips=50; TrailingStopPips=20; UseAtrTrailing=false; AtrTrailingPeriod=20; AtrTrailingCoef=1; ExitAtOppositeSignal=false; CandlesBack=3; CandlesSLOffset=15; __s5="----- Money Management --------------------"; Lots=0.2; UseMoneyManagement=true; LotsDecimals=2; RiskInPercent=5; MaximumLots=1; __s6="----- Stealth mode --------------------"; UseStealthMode=false; StealthModePips=15; __s7="----- Additional Filtering --------------------"; UseADRFilter=true; UseMomentumBoundary=true; UseLongCandleFilter=true; LongCandleLookBack=15; LongCandleAtr=20; LongCandleCoef=3; Monday=true; Tuesday=true; Wednesday=true; Thursday=true; Friday=true;
Bars in test 24651 Ticks modelled 13638560 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 20683.48 Gross profit 29233.48 Gross loss -8550.00
Profit factor 3.42 Expected payoff 70.83
Absolute drawdown 332.00 Maximal drawdown 1716.42 (6.70%) Relative drawdown 11.96% (1336.00)
Total trades 292 Short positions (won %) 132 (93.94%) Long positions (won %) 160 (93.13%)
Profit trades (% of total) 273 (93.49%) Loss trades (% of total) 19 (6.51%)
Largest profit trade 333.20 loss trade -450.00
Average profit trade 107.08 loss trade -450.00
Maximum consecutive wins (profit in money) 58 (6046.64) consecutive losses (loss in money) 2 (-900.00)
Maximal consecutive profit (count of wins) 6046.64 (58) consecutive loss (count of losses) -900.00 (2)
Average consecutive wins 16 consecutive losses 1
TradingTimeFrom="07:15";
TradingTimeTo="07:30";
StopLossPips=45;
BreakEvenAtPipsProfit=18;
BreakEvenAddPips=5;
BreakEvenAtPipsProfit2=25;
BreakEvenAddPips2=10;
FirstProfitTargetPips=25;
FirstTargetClosingPercent=66;
SecondProfitTargetPips=50;
TrailingStopPips=20;
UseADRFilter=true;
UseMomentumBoundary=true;
UseLongCandleFilter=true;
.....
15 Minutes (M15) 2010.01.20 00:00 - 2011.04.20 23:45 (2010.01.20 - 2011.04.21)
Parameters __s1="----- Trading time --------------------"; TradingTimeFrom="07:15"; TradingTimeTo="07:30"; __s1.1="----- Entry type --------------------"; EntryType=1; EntryPipsOffset=5; LimitOrderExpirationHours=2; __s2="----- Stop Loss & Break even --------------------"; StopLossPips=45; BreakEvenAtPipsProfit=18; BreakEvenAddPips=5; BreakEvenAtPipsProfit2=25; BreakEvenAddPips2=10; __s3="----- First Profit target --------------------"; FirstProfitTargetPips=25; FirstTargetClosingPercent=66; __s4="----- Second Profit target --------------------"; SecondProfitExitStrategy=3; __s4_1="----- Second Profit target options --------------------"; SecondProfitTargetPips=50; TrailingStopPips=20; UseAtrTrailing=false; AtrTrailingPeriod=20; AtrTrailingCoef=1; ExitAtOppositeSignal=false; CandlesBack=3; CandlesSLOffset=15; __s5="----- Money Management --------------------"; Lots=0.2; UseMoneyManagement=true; LotsDecimals=2; RiskInPercent=5; MaximumLots=1; __s6="----- Stealth mode --------------------"; UseStealthMode=false; StealthModePips=15; __s7="----- Additional Filtering --------------------"; UseADRFilter=true; UseMomentumBoundary=true; UseLongCandleFilter=true; LongCandleLookBack=15; LongCandleAtr=20; LongCandleCoef=3; Monday=true; Tuesday=true; Wednesday=true; Thursday=true; Friday=true;
Bars in test 24651 Ticks modelled 13638560 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 20683.48 Gross profit 29233.48 Gross loss -8550.00
Profit factor 3.42 Expected payoff 70.83
Absolute drawdown 332.00 Maximal drawdown 1716.42 (6.70%) Relative drawdown 11.96% (1336.00)
Total trades 292 Short positions (won %) 132 (93.94%) Long positions (won %) 160 (93.13%)
Profit trades (% of total) 273 (93.49%) Loss trades (% of total) 19 (6.51%)
Largest profit trade 333.20 loss trade -450.00
Average profit trade 107.08 loss trade -450.00
Maximum consecutive wins (profit in money) 58 (6046.64) consecutive losses (loss in money) 2 (-900.00)
Maximal consecutive profit (count of wins) 6046.64 (58) consecutive loss (count of losses) -900.00 (2)
Average consecutive wins 16 consecutive losses 1
Last edited:
3PO
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Hi, quite impressive. I was wondering if you have a 15 minutes window for trading time will it not cause multiple entries? Can you run your backtest for 2% too? Thanks, 3PO
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magicdogsbrain
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No TMT looks for signal at start time - if there is no trade it looks again after 15 minutes up to and including the stop time. If there is a trade it stops looking for a signal - not sure what happens if there is a trade and then it closes due to TP or SL before the end time.
GBPUSD (Great Britain Pound vs US Dollar)
Period 15 Minutes (M15) 2010.01.20 00:00 - 2011.04.20 23:45 (2010.01.20 - 2011.04.21)
Model Every tick (the most precise method based on all available least timeframes)
Parameters __s1="----- Trading time --------------------"; TradingTimeFrom="07:15"; TradingTimeTo="07:30"; __s1.1="----- Entry type --------------------"; EntryType=1; EntryPipsOffset=5; LimitOrderExpirationHours=2; __s2="----- Stop Loss & Break even --------------------"; StopLossPips=45; BreakEvenAtPipsProfit=18; BreakEvenAddPips=5; BreakEvenAtPipsProfit2=25; BreakEvenAddPips2=10; __s3="----- First Profit target --------------------"; FirstProfitTargetPips=25; FirstTargetClosingPercent=66; __s4="----- Second Profit target --------------------"; SecondProfitExitStrategy=3; __s4_1="----- Second Profit target options --------------------"; SecondProfitTargetPips=50; TrailingStopPips=20; UseAtrTrailing=false; AtrTrailingPeriod=20; AtrTrailingCoef=1; ExitAtOppositeSignal=false; CandlesBack=10; CandlesSLOffset=15; __s5="----- Money Management --------------------"; Lots=0.2; UseMoneyManagement=true; LotsDecimals=2; RiskInPercent=2; MaximumLots=1; __s6="----- Stealth mode --------------------"; UseStealthMode=false; StealthModePips=15; __s7="----- Additional Filtering --------------------"; UseADRFilter=true; UseMomentumBoundary=true; UseLongCandleFilter=true; LongCandleLookBack=15; LongCandleAtr=20; LongCandleCoef=3; Monday=true; Tuesday=true; Wednesday=true; Thursday=true; Friday=true; __s8="----- Other Settings --------------------"; SendEmailAfterSignal=true; CCIPeriod=60; MomentumPeriod=60; VisualStopsMove=true;
Bars in test 24651 Ticks modelled 13638560 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 14987.32 Gross profit 21570.82 Gross loss -6583.50
Profit factor 3.28 Expected payoff 51.15
Absolute drawdown 145.20 Maximal drawdown 1484.28 (7.45%) Relative drawdown 7.45% (1484.28)
Total trades 293 Short positions (won %) 132 (93.94%) Long positions (won %) 161 (93.17%)
Profit trades (% of total) 274 (93.52%) Loss trades (% of total) 19 (6.48%)
Largest profit trade 235.30 loss trade -445.50
Average profit trade 78.73 loss trade -346.50
Maximum consecutive wins (profit in money) 58 (4661.47) consecutive losses (loss in money) 2 (-787.50)
Maximal consecutive profit (count of wins) 4661.47 (58) consecutive loss (count of losses) -787.50 (2)
Average consecutive wins 16 consecutive losses 1
3PO
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magicdogsbrain
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(correction - although it specifies 2007 below, I only selected from April 2010 to April 2011 - so the results below are only for the last year)
Tested the following 4 strategies over three years with 99% quality: -
My settings:
PF of 2.59 drawdown of 5.63
TMT Hammy
PF of 2.38 drawdown of 7.76
TMT orig split profit
PF of 2.23 drawdown of 8.1 %
Magicpips settings
PF of 2.07 drawdown of 5.2%
Closer comparisons between hammys settings and my own I am still undecided, the slightly better results of my values may be a case of over optimization, would be interested to see other peoples settings ......
===================================================================================================================
Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.04.01 00:59 (2010.04.05 - 2011.04.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
TradingTimeFrom="06:15";
TradingTimeTo="06:30";
StopLossPips=45;
BreakEvenAtPipsProfit=18;
BreakEvenAddPips=5;
BreakEvenAtPipsProfit2=25;
BreakEvenAddPips2=10;
FirstProfitTargetPips=25;
FirstTargetClosingPercent=66;
SecondProfitExitStrategy=3;
SecondProfitTargetPips=50;
TrailingStopPips=20;
UseADRFilter=true;
UseMomentumBoundary=true;
UseLongCandleFilter=true;
LongCandleLookBack=15;
LongCandleAtr=20;
LongCandleCoef=3;
Bars in test 99503 Ticks modelled 46796478 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 1400.00
Total net profit 822.16 Gross profit 1338.71 Gross loss -516.55
Profit factor 2.59 Expected payoff 3.01
Absolute drawdown 8.26 Maximal drawdown 115.85 (5.63%) Relative drawdown 5.63% (115.85)
Total trades 273 Short positions (won %) 140 (92.86%) Long positions (won %) 133 (90.98%)
Profit trades (% of total) 251 (91.94%) Loss trades (% of total) 22 (8.06%)
Largest profit trade 14.29 loss trade -27.65
Average profit trade 5.33 loss trade -23.48
Maximum consecutive wins (profit in money) 60 (325.58) consecutive losses (loss in money) 2 (-52.55)
Maximal consecutive profit (count of wins) 325.58 (60) consecutive loss (count of losses) -52.55 (2)
Average consecutive wins 12 consecutive losses 1
===================================================================================================================
Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.04.01 00:59 (2010.04.05 - 2011.04.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
TradingTimeFrom="06:15";
TradingTimeTo="06:15";
StopLossPips=45;
BreakEvenAtPipsProfit=25;
BreakEvenAddPips=5;
BreakEvenAtPipsProfit2=0;
BreakEvenAddPips2=0;
FirstProfitTargetPips=35;
FirstTargetClosingPercent=50;
SecondProfitTargetPips=40;
TrailingStopPips=20;
UseMoneyManagement=true;
LotsDecimals=2;
RiskInPercent=2;
MaximumLots=10;
UseADRFilter=true;
UseMomentumBoundary=true;
UseLongCandleFilter=true;
LongCandleLookBack=15;
LongCandleAtr=20;
LongCandleCoef=3;
Bars in test 99503 Ticks modelled 46796478 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 1400.00
Total net profit 1041.67 Gross profit 1814.88 Gross loss -773.21
Profit factor 2.35 Expected payoff 4.17
Absolute drawdown 8.26 Maximal drawdown 184.38 (7.76%) Relative drawdown 7.76% (184.38)
Total trades 250 Short positions (won %) 117 (89.74%) Long positions (won %) 133 (87.22%)
Profit trades (% of total) 221 (88.40%) Loss trades (% of total) 29 (11.60%)
Largest profit trade 37.07 loss trade -33.39
Average profit trade 8.21 loss trade -26.66
Maximum consecutive wins (profit in money) 36 (306.00) consecutive losses (loss in money) 3 (-90.61)
Maximal consecutive profit (count of wins) 306.00 (36) consecutive loss (count of losses) -90.61 (3)
Average consecutive wins 9 consecutive losses 1
Tested the following 4 strategies over three years with 99% quality: -
My settings:
PF of 2.59 drawdown of 5.63
TMT Hammy
PF of 2.38 drawdown of 7.76
TMT orig split profit
PF of 2.23 drawdown of 8.1 %
Magicpips settings
PF of 2.07 drawdown of 5.2%
Closer comparisons between hammys settings and my own I am still undecided, the slightly better results of my values may be a case of over optimization, would be interested to see other peoples settings ......
===================================================================================================================
Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.04.01 00:59 (2010.04.05 - 2011.04.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
TradingTimeFrom="06:15";
TradingTimeTo="06:30";
StopLossPips=45;
BreakEvenAtPipsProfit=18;
BreakEvenAddPips=5;
BreakEvenAtPipsProfit2=25;
BreakEvenAddPips2=10;
FirstProfitTargetPips=25;
FirstTargetClosingPercent=66;
SecondProfitExitStrategy=3;
SecondProfitTargetPips=50;
TrailingStopPips=20;
UseADRFilter=true;
UseMomentumBoundary=true;
UseLongCandleFilter=true;
LongCandleLookBack=15;
LongCandleAtr=20;
LongCandleCoef=3;
Bars in test 99503 Ticks modelled 46796478 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 1400.00
Total net profit 822.16 Gross profit 1338.71 Gross loss -516.55
Profit factor 2.59 Expected payoff 3.01
Absolute drawdown 8.26 Maximal drawdown 115.85 (5.63%) Relative drawdown 5.63% (115.85)
Total trades 273 Short positions (won %) 140 (92.86%) Long positions (won %) 133 (90.98%)
Profit trades (% of total) 251 (91.94%) Loss trades (% of total) 22 (8.06%)
Largest profit trade 14.29 loss trade -27.65
Average profit trade 5.33 loss trade -23.48
Maximum consecutive wins (profit in money) 60 (325.58) consecutive losses (loss in money) 2 (-52.55)
Maximal consecutive profit (count of wins) 325.58 (60) consecutive loss (count of losses) -52.55 (2)
Average consecutive wins 12 consecutive losses 1
===================================================================================================================
Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.04.01 00:59 (2010.04.05 - 2011.04.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
TradingTimeFrom="06:15";
TradingTimeTo="06:15";
StopLossPips=45;
BreakEvenAtPipsProfit=25;
BreakEvenAddPips=5;
BreakEvenAtPipsProfit2=0;
BreakEvenAddPips2=0;
FirstProfitTargetPips=35;
FirstTargetClosingPercent=50;
SecondProfitTargetPips=40;
TrailingStopPips=20;
UseMoneyManagement=true;
LotsDecimals=2;
RiskInPercent=2;
MaximumLots=10;
UseADRFilter=true;
UseMomentumBoundary=true;
UseLongCandleFilter=true;
LongCandleLookBack=15;
LongCandleAtr=20;
LongCandleCoef=3;
Bars in test 99503 Ticks modelled 46796478 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 1400.00
Total net profit 1041.67 Gross profit 1814.88 Gross loss -773.21
Profit factor 2.35 Expected payoff 4.17
Absolute drawdown 8.26 Maximal drawdown 184.38 (7.76%) Relative drawdown 7.76% (184.38)
Total trades 250 Short positions (won %) 117 (89.74%) Long positions (won %) 133 (87.22%)
Profit trades (% of total) 221 (88.40%) Loss trades (% of total) 29 (11.60%)
Largest profit trade 37.07 loss trade -33.39
Average profit trade 8.21 loss trade -26.66
Maximum consecutive wins (profit in money) 36 (306.00) consecutive losses (loss in money) 3 (-90.61)
Maximal consecutive profit (count of wins) 306.00 (36) consecutive loss (count of losses) -90.61 (3)
Average consecutive wins 9 consecutive losses 1
Last edited:
magicdogsbrain
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Trying some other settings, I have beaten the above - at least for 2010 (and also January to April 2011) by removing the partial close as follows: -
(April 2010 to April 2011)
TradingTimeFrom="06:15";
TradingTimeTo="06:30";
EntryType=1;
EntryPipsOffset=5;
LimitOrderExpirationHours=2;
StopLossPips=45;
BreakEvenAtPipsProfit=25;
BreakEvenAddPips=5;
BreakEvenAtPipsProfit2=0;
BreakEvenAddPips2=0;
FirstProfitTargetPips=35;
FirstTargetClosingPercent=100;
SecondProfitExitStrategy=3;
SecondProfitTargetPips=40;
TrailingStopPips=20;
UseAtrTrailing=false;
AtrTrailingPeriod=20;
AtrTrailingCoef=1;
ExitAtOppositeSignal=false;
CandlesBack=3;
CandlesSLOffset=15;
UseMoneyManagement=true;
LotsDecimals=2;
RiskInPercent=2;
MaximumLots=10;
UseADRFilter=true;
UseMomentumBoundary=true;
UseLongCandleFilter=true;
LongCandleLookBack=15;
LongCandleAtr=20;
LongCandleCoef=3;
Monday=true;
Tuesday=true;
Wednesday=true;
Thursday=true;
Friday=true;
Bars in test 99503 Ticks modelled 46796478 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 1400.00
Total net profit 1632.04 Gross profit 2608.23 Gross loss -976.19
Profit factor 2.67 Expected payoff 9.33
Absolute drawdown 8.26 Maximal drawdown 191.91 (6.83%) Relative drawdown 6.83% (191.91)
Total trades 175 Short positions (won %) 85 (84.71%) Long positions (won %) 90 (78.89%)
Profit trades (% of total) 143 (81.71%) Loss trades (% of total) 32 (18.29%)
Largest profit trade 30.18 loss trade -40.07
Average profit trade 18.24 loss trade -30.51
Maximum consecutive wins (profit in money) 20 (424.82) consecutive losses (loss in money) 4 (-140.29)
Maximal consecutive profit (count of wins) 424.82 (20) consecutive loss (count of losses) -140.29 (4)
Average consecutive wins 5 consecutive losses 1
(April 2010 to April 2011)
TradingTimeFrom="06:15";
TradingTimeTo="06:30";
EntryType=1;
EntryPipsOffset=5;
LimitOrderExpirationHours=2;
StopLossPips=45;
BreakEvenAtPipsProfit=25;
BreakEvenAddPips=5;
BreakEvenAtPipsProfit2=0;
BreakEvenAddPips2=0;
FirstProfitTargetPips=35;
FirstTargetClosingPercent=100;
SecondProfitExitStrategy=3;
SecondProfitTargetPips=40;
TrailingStopPips=20;
UseAtrTrailing=false;
AtrTrailingPeriod=20;
AtrTrailingCoef=1;
ExitAtOppositeSignal=false;
CandlesBack=3;
CandlesSLOffset=15;
UseMoneyManagement=true;
LotsDecimals=2;
RiskInPercent=2;
MaximumLots=10;
UseADRFilter=true;
UseMomentumBoundary=true;
UseLongCandleFilter=true;
LongCandleLookBack=15;
LongCandleAtr=20;
LongCandleCoef=3;
Monday=true;
Tuesday=true;
Wednesday=true;
Thursday=true;
Friday=true;
Bars in test 99503 Ticks modelled 46796478 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 1400.00
Total net profit 1632.04 Gross profit 2608.23 Gross loss -976.19
Profit factor 2.67 Expected payoff 9.33
Absolute drawdown 8.26 Maximal drawdown 191.91 (6.83%) Relative drawdown 6.83% (191.91)
Total trades 175 Short positions (won %) 85 (84.71%) Long positions (won %) 90 (78.89%)
Profit trades (% of total) 143 (81.71%) Loss trades (% of total) 32 (18.29%)
Largest profit trade 30.18 loss trade -40.07
Average profit trade 18.24 loss trade -30.51
Maximum consecutive wins (profit in money) 20 (424.82) consecutive losses (loss in money) 4 (-140.29)
Maximal consecutive profit (count of wins) 424.82 (20) consecutive loss (count of losses) -140.29 (4)
Average consecutive wins 5 consecutive losses 1
3PO
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Hi,
as I can see these are the current standard setting for FMT applied to TMT except the time window. Thank you for taking the effort.
3PO