في هذه اختبارات الـBacktests - كما ذكرنا من قبل - تم تطبيق الإعدادات الافتراضية في الغالب باستثناء إزاحة GMT التي تم ضبطها على يدوي، و0 وإعدادات السجل أيضًا التي تم ضبطها على false لتسريع الاختبار.
يبدو أن نتيجة اختبار الـBacktest تتعارض مع نتائج الاختبار الأمامي:
6/2008 - 10/2009
Backtests Settings
Symbol
EURCHF (Euro vs Swiss Franc)
Period
15 Minutes (M15) 1970.01.01 00:00 - 1970.01.01 00:00
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
____Scalper___________="--- Scalper EURCHF, EURGPB, GBPCHF or USDCAD M15 ---"; UseScalperStrategy=true; Scalper_Lots=0.1; Scalper_UseMM=true; Scalper_LotsRiskReductor=5; Scalper_MaxLots=10; Scalper_UseAutoGMToffset=false; Scalper_ManualGMToffset=0; Scalper_StartWorkTimeHour=21; Scalper_StartSessionMinute=0; Scalper_EndWorkTimeHour=23; Scalper_EndSessionMinute=30; Scalper_EURGBP_TakeProfit=6; Scalper_EURGBP_StopLoss=35; Scalper_EURCHF_TakeProfit=5; Scalper_EURCHF_StopLoss=49; Scalper_GBPCHF_TakeProfit=10; Scalper_GBPCHF_StopLoss=81; Scalper_USDCAD_TakeProfit=10; Scalper_USDCAD_StopLoss=58; Scalper_StealthMode=true; Scalper_ProfitLimit=0; Scalper_LossLimit=0; Scalper_UseCustomLevels=true; Scalper_RelaxHours=0; Scalper_SimpleHeightFilter=true; Scalper_TrendFilter=true; Scalper_TradeMonday=true; Scalper_TradeFriday=false; Scalper_OneTrade=0; Scalper_OneOpenTrade=false; Scalper_ReverseTrade=0; Scalper_UseFilterMA=false; Scalper_PeriodFilterMA=100; Scalper_PriceFilterMA=0; Scalper_MethodFilterMA=0; Scalper_MaxSpread=5; Scalper_Slippage=6; Scalper_ExpertComment="TradingRobot"; Scalper_MagicNumber=12464336; ____FapTurbo__________="---------- FapTurbo EUR/USD M1 ----------"; FapTurbo_Lots=0.01; FapTurbo_LotsRiskReductor=1; FapTurbo_MaxOrders=1; FapTurbo_MaxLots=10; FapTurbo_StopTime=9; FapTurbo_aaa=35; FapTurbo_bbb=48; FapTurbo_TakeProfit=140; FapTurbo_StopLoss=500; FapTurbo_TrailingStop=0; FapTurbo_DurationInHours=0; FapTurbo_CloseAfterXmonths=1; FapTurbo_PeriodMALarge=100; FapTurbo_PeriodMASmall=30; FapTurbo_PriceMA_0_6=0; FapTurbo_TypeMA_0_3=0; FapTurbo_ShiftMALarge=3; FapTurbo_ShiftMASmall=1; FapTurbo_LookForDays=2; FapTurbo_CriticalDays=45; FapTurbo_RelaxDays=0; FapTurbo_AlterPosLotReducer=0; FapTurbo_AlterPositions=0; FapTurbo_TradeNFP=1; FapTurbo_TradeFriday=1; FapTurbo_Prudent=0; FapTurbo_SymAlligatorOnCritica=1; FapTurbo_FixedDirection=1; FapTurbo_ClsLsrOnMrktChnge=0; FapTurbo_AlwaysTrade=0; FapTurbo_LowLot=0.1; FapTurbo_TooGoodToBeTrue=50; FapTurbo_PrudentPeriod=30; FapTurbo_StartWorkTimeHour=0; FapTurbo_StartWorkTimeMin=0; FapTurbo_EndWorkTimeHour=0; FapTurbo_EndWorkTimeMin=0; FapTurbo_OneTrade=0; FapTurbo_SpanGator=0.5; FapTurbo_SlipPage=3; FapTurbo_ExpertComment="FapTurboEA"; FapTurbo_MagicNumber=12464337; ____Other_Parameters__="-----------------------------------------"; TradeMicroLots=true; SendEmail=false; SoundAlert=false; SoundFileAtOpen="alert.wav"; SoundFileAtClose="alert.wav"; ColorBuy=Blue; ColorSell=Red; WriteLog=true; WriteDebugLog=false; PrintLogOnChart=true; KEY="012345";
Initial Deposit
$10000.00
Backtests Results
Maximal Bal DD
1197.24 (11.04%)
Relative Bal DD
11.04% (1197.24)
Short positions (won %)
123 (91.87%)
Long positions (won %)
446 (91.03%)
Profit trades (% of total)
519 (91.21%)
Loss trades (% of total)
50 (8.79%)
Largest Profit trade
50.18
Largest Loss trade
-218.38
Average Profit trade
20.01
Average Loss trade
-80.68
Maximum consecutive wins (profit in money)
85 (1931.16)
Maximum consecutive losses (loss in money)
2 (-325.21)
Maximal consecutive profit (count of wins)
1931.16 (85)
Maximal consecutive loss (count of losses)
-325.21 (2)
Avarage consecutive wins
11
Avarage consecutive losses
1
Backtests Settings
Symbol
EURGBP (Euro vs Great Britain Pound )
Period
15 Minutes (M15) 1970.01.01 00:00 - 1970.01.01 00:00
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
____Scalper___________="--- Scalper EURCHF, EURGPB, GBPCHF or USDCAD M15 ---"; UseScalperStrategy=true; Scalper_Lots=0.1; Scalper_UseMM=true; Scalper_LotsRiskReductor=5; Scalper_MaxLots=10; Scalper_UseAutoGMToffset=false; Scalper_ManualGMToffset=0; Scalper_StartWorkTimeHour=21; Scalper_StartSessionMinute=0; Scalper_EndWorkTimeHour=23; Scalper_EndSessionMinute=30; Scalper_EURGBP_TakeProfit=6; Scalper_EURGBP_StopLoss=35; Scalper_EURCHF_TakeProfit=5; Scalper_EURCHF_StopLoss=49; Scalper_GBPCHF_TakeProfit=10; Scalper_GBPCHF_StopLoss=81; Scalper_USDCAD_TakeProfit=10; Scalper_USDCAD_StopLoss=58; Scalper_StealthMode=true; Scalper_ProfitLimit=0; Scalper_LossLimit=0; Scalper_UseCustomLevels=true; Scalper_RelaxHours=0; Scalper_SimpleHeightFilter=true; Scalper_TrendFilter=true; Scalper_TradeMonday=true; Scalper_TradeFriday=false; Scalper_OneTrade=0; Scalper_OneOpenTrade=false; Scalper_ReverseTrade=0; Scalper_UseFilterMA=false; Scalper_PeriodFilterMA=100; Scalper_PriceFilterMA=0; Scalper_MethodFilterMA=0; Scalper_MaxSpread=5; Scalper_Slippage=6; Scalper_ExpertComment="TradingRobot"; Scalper_MagicNumber=12464336; ____FapTurbo__________="---------- FapTurbo EUR/USD M1 ----------"; FapTurbo_Lots=0.01; FapTurbo_LotsRiskReductor=1; FapTurbo_MaxOrders=1; FapTurbo_MaxLots=10; FapTurbo_StopTime=9; FapTurbo_aaa=35; FapTurbo_bbb=48; FapTurbo_TakeProfit=140; FapTurbo_StopLoss=500; FapTurbo_TrailingStop=0; FapTurbo_DurationInHours=0; FapTurbo_CloseAfterXmonths=1; FapTurbo_PeriodMALarge=100; FapTurbo_PeriodMASmall=30; FapTurbo_PriceMA_0_6=0; FapTurbo_TypeMA_0_3=0; FapTurbo_ShiftMALarge=3; FapTurbo_ShiftMASmall=1; FapTurbo_LookForDays=2; FapTurbo_CriticalDays=45; FapTurbo_RelaxDays=0; FapTurbo_AlterPosLotReducer=0; FapTurbo_AlterPositions=0; FapTurbo_TradeNFP=1; FapTurbo_TradeFriday=1; FapTurbo_Prudent=0; FapTurbo_SymAlligatorOnCritica=1; FapTurbo_FixedDirection=1; FapTurbo_ClsLsrOnMrktChnge=0; FapTurbo_AlwaysTrade=0; FapTurbo_LowLot=0.1; FapTurbo_TooGoodToBeTrue=50; FapTurbo_PrudentPeriod=30; FapTurbo_StartWorkTimeHour=0; FapTurbo_StartWorkTimeMin=0; FapTurbo_EndWorkTimeHour=0; FapTurbo_EndWorkTimeMin=0; FapTurbo_OneTrade=0; FapTurbo_SpanGator=0.5; FapTurbo_SlipPage=3; FapTurbo_ExpertComment="FapTurboEA"; FapTurbo_MagicNumber=12464337; ____Other_Parameters__="-----------------------------------------"; TradeMicroLots=true; SendEmail=false; SoundAlert=false; SoundFileAtOpen="alert.wav"; SoundFileAtClose="alert.wav"; ColorBuy=Blue; ColorSell=Red; WriteLog=true; WriteDebugLog=false; PrintLogOnChart=true; KEY="012345";
Initial Deposit
$10000.00
Backtests Results
Total net profit
22822.13
Maximal Bal DD
1137.60 (3.39%)
Relative Bal DD
5.27% (672.63)
Short positions (won %)
250 (88.00%)
Long positions (won %)
298 (92.28%)
Profit trades (% of total)
495 (90.33%)
Loss trades (% of total)
53 (9.67%)
Largest Profit trade
170.09
Largest Loss trade
-665.38
Average Profit trade
62.97
Average Loss trade
-157.55
Maximum consecutive wins (profit in money)
46 (2783.36)
Maximum consecutive losses (loss in money)
2 (-633.45)
Maximal consecutive profit (count of wins)
3579.82 (44)
Maximal consecutive loss (count of losses)
-665.38 (1)
Avarage consecutive wins
11
Avarage consecutive losses
1
Backtests Settings
Symbol
GBPCHF (Great Britain Pound vs Swiss Franc)
Period
15 Minutes (M15) 1970.01.01 00:00 - 1970.01.01 00:00
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
____Scalper___________="--- Scalper EURCHF, EURGPB, GBPCHF or USDCAD M15 ---"; UseScalperStrategy=true; Scalper_Lots=0.1; Scalper_UseMM=true; Scalper_LotsRiskReductor=5; Scalper_MaxLots=10; Scalper_UseAutoGMToffset=false; Scalper_ManualGMToffset=0; Scalper_StartWorkTimeHour=21; Scalper_StartSessionMinute=0; Scalper_EndWorkTimeHour=23; Scalper_EndSessionMinute=30; Scalper_EURGBP_TakeProfit=6; Scalper_EURGBP_StopLoss=35; Scalper_EURCHF_TakeProfit=5; Scalper_EURCHF_StopLoss=49; Scalper_GBPCHF_TakeProfit=10; Scalper_GBPCHF_StopLoss=81; Scalper_USDCAD_TakeProfit=10; Scalper_USDCAD_StopLoss=58; Scalper_StealthMode=true; Scalper_ProfitLimit=0; Scalper_LossLimit=0; Scalper_UseCustomLevels=true; Scalper_RelaxHours=0; Scalper_SimpleHeightFilter=true; Scalper_TrendFilter=true; Scalper_TradeMonday=true; Scalper_TradeFriday=false; Scalper_OneTrade=0; Scalper_OneOpenTrade=false; Scalper_ReverseTrade=0; Scalper_UseFilterMA=false; Scalper_PeriodFilterMA=100; Scalper_PriceFilterMA=0; Scalper_MethodFilterMA=0; Scalper_MaxSpread=5; Scalper_Slippage=6; Scalper_ExpertComment="TradingRobot"; Scalper_MagicNumber=12464336; ____FapTurbo__________="---------- FapTurbo EUR/USD M1 ----------"; FapTurbo_Lots=0.01; FapTurbo_LotsRiskReductor=1; FapTurbo_MaxOrders=1; FapTurbo_MaxLots=10; FapTurbo_StopTime=9; FapTurbo_aaa=35; FapTurbo_bbb=48; FapTurbo_TakeProfit=140; FapTurbo_StopLoss=500; FapTurbo_TrailingStop=0; FapTurbo_DurationInHours=0; FapTurbo_CloseAfterXmonths=1; FapTurbo_PeriodMALarge=100; FapTurbo_PeriodMASmall=30; FapTurbo_PriceMA_0_6=0; FapTurbo_TypeMA_0_3=0; FapTurbo_ShiftMALarge=3; FapTurbo_ShiftMASmall=1; FapTurbo_LookForDays=2; FapTurbo_CriticalDays=45; FapTurbo_RelaxDays=0; FapTurbo_AlterPosLotReducer=0; FapTurbo_AlterPositions=0; FapTurbo_TradeNFP=1; FapTurbo_TradeFriday=1; FapTurbo_Prudent=0; FapTurbo_SymAlligatorOnCritica=1; FapTurbo_FixedDirection=1; FapTurbo_ClsLsrOnMrktChnge=0; FapTurbo_AlwaysTrade=0; FapTurbo_LowLot=0.1; FapTurbo_TooGoodToBeTrue=50; FapTurbo_PrudentPeriod=30; FapTurbo_StartWorkTimeHour=0; FapTurbo_StartWorkTimeMin=0; FapTurbo_EndWorkTimeHour=0; FapTurbo_EndWorkTimeMin=0; FapTurbo_OneTrade=0; FapTurbo_SpanGator=0.5; FapTurbo_SlipPage=3; FapTurbo_ExpertComment="FapTurboEA"; FapTurbo_MagicNumber=12464337; ____Other_Parameters__="-----------------------------------------"; TradeMicroLots=true; SendEmail=false; SoundAlert=false; SoundFileAtOpen="alert.wav"; SoundFileAtClose="alert.wav"; ColorBuy=Blue; ColorSell=Red; WriteLog=false; WriteDebugLog=false; PrintLogOnChart=false; KEY="012345";
Initial Deposit
$10000.00
Backtests Results
Total net profit
29409.70
Maximal Bal DD
2028.69 (4.99%)
Relative Bal DD
5.70% (622.48)
Short positions (won %)
337 (94.36%)
Long positions (won %)
371 (90.84%)
Profit trades (% of total)
655 (92.51%)
Loss trades (% of total)
53 (7.49%)
Largest Profit trade
287.75
Largest Loss trade
-1019.86
Average Profit trade
75.69
Average Loss trade
-380.57
Maximum consecutive wins (profit in money)
66 (5523.26)
Maximum consecutive losses (loss in money)
3 (-288.18)
Maximal consecutive profit (count of wins)
5523.26 (66)
Maximal consecutive loss (count of losses)
-1062.45 (2)
Avarage consecutive wins
15
Avarage consecutive losses
1
Backtests Settings
Symbol
USDCAD (US Dollar vs Canadian Dollar)
Period
15 Minutes (M15) 1970.01.01 00:00 - 1970.01.01 00:00
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
____Scalper___________="--- Scalper EURCHF, EURGPB, GBPCHF or USDCAD M15 ---"; UseScalperStrategy=true; Scalper_Lots=0.1; Scalper_UseMM=true; Scalper_LotsRiskReductor=5; Scalper_MaxLots=10; Scalper_UseAutoGMToffset=false; Scalper_ManualGMToffset=0; Scalper_StartWorkTimeHour=21; Scalper_StartSessionMinute=0; Scalper_EndWorkTimeHour=23; Scalper_EndSessionMinute=30; Scalper_EURGBP_TakeProfit=6; Scalper_EURGBP_StopLoss=35; Scalper_EURCHF_TakeProfit=5; Scalper_EURCHF_StopLoss=49; Scalper_GBPCHF_TakeProfit=10; Scalper_GBPCHF_StopLoss=81; Scalper_USDCAD_TakeProfit=10; Scalper_USDCAD_StopLoss=58; Scalper_StealthMode=true; Scalper_ProfitLimit=0; Scalper_LossLimit=0; Scalper_UseCustomLevels=true; Scalper_RelaxHours=0; Scalper_SimpleHeightFilter=true; Scalper_TrendFilter=true; Scalper_TradeMonday=true; Scalper_TradeFriday=false; Scalper_OneTrade=0; Scalper_OneOpenTrade=false; Scalper_ReverseTrade=0; Scalper_UseFilterMA=false; Scalper_PeriodFilterMA=100; Scalper_PriceFilterMA=0; Scalper_MethodFilterMA=0; Scalper_MaxSpread=5; Scalper_Slippage=6; Scalper_ExpertComment="TradingRobot"; Scalper_MagicNumber=12464336; ____FapTurbo__________="---------- FapTurbo EUR/USD M1 ----------"; FapTurbo_Lots=0.01; FapTurbo_LotsRiskReductor=1; FapTurbo_MaxOrders=1; FapTurbo_MaxLots=10; FapTurbo_StopTime=9; FapTurbo_aaa=35; FapTurbo_bbb=48; FapTurbo_TakeProfit=140; FapTurbo_StopLoss=500; FapTurbo_TrailingStop=0; FapTurbo_DurationInHours=0; FapTurbo_CloseAfterXmonths=1; FapTurbo_PeriodMALarge=100; FapTurbo_PeriodMASmall=30; FapTurbo_PriceMA_0_6=0; FapTurbo_TypeMA_0_3=0; FapTurbo_ShiftMALarge=3; FapTurbo_ShiftMASmall=1; FapTurbo_LookForDays=2; FapTurbo_CriticalDays=45; FapTurbo_RelaxDays=0; FapTurbo_AlterPosLotReducer=0; FapTurbo_AlterPositions=0; FapTurbo_TradeNFP=1; FapTurbo_TradeFriday=1; FapTurbo_Prudent=0; FapTurbo_SymAlligatorOnCritica=1; FapTurbo_FixedDirection=1; FapTurbo_ClsLsrOnMrktChnge=0; FapTurbo_AlwaysTrade=0; FapTurbo_LowLot=0.1; FapTurbo_TooGoodToBeTrue=50; FapTurbo_PrudentPeriod=30; FapTurbo_StartWorkTimeHour=0; FapTurbo_StartWorkTimeMin=0; FapTurbo_EndWorkTimeHour=0; FapTurbo_EndWorkTimeMin=0; FapTurbo_OneTrade=0; FapTurbo_SpanGator=0.5; FapTurbo_SlipPage=3; FapTurbo_ExpertComment="FapTurboEA"; FapTurbo_MagicNumber=12464337; ____Other_Parameters__="-----------------------------------------"; TradeMicroLots=true; SendEmail=false; SoundAlert=false; SoundFileAtOpen="alert.wav"; SoundFileAtClose="alert.wav"; ColorBuy=Blue; ColorSell=Red; WriteLog=false; WriteDebugLog=false; PrintLogOnChart=false; KEY="012345";
Initial Deposit
$10000.00
Backtests Results
Total net profit
13831.05
Maximal Bal DD
1086.08 (8.96%)
Relative Bal DD
8.96% (1086.08)
Short positions (won %)
209 (88.04%)
Long positions (won %)
217 (89.40%)
Profit trades (% of total)
378 (88.73%)
Loss trades (% of total)
48 (11.27%)
Largest Profit trade
168.76
Largest Loss trade
-696.19
Average Profit trade
56.09
Average Loss trade
-153.59
Maximum consecutive wins (profit in money)
55 (3102.01)
Maximum consecutive losses (loss in money)
4 (-374.03)
Maximal consecutive profit (count of wins)
3102.01 (55)
Maximal consecutive loss (count of losses)
-696.19 (1)
Avarage consecutive wins
9
Avarage consecutive losses
1
استراتيجية طويلة المدى
لا يبدو منحنى التوازن مريحًا في هذه اختبارات الـBacktests. ربما تم تصميمه للعمل في الفترة التي سبقت إطلاق روبوت الفوركس، وقد فشل بعد ذلك، ولم يتم حتى إجراء اختبار الأداء المباشر المستقبلي في عام 2009. وهذا يعني أن روبوت الفوركس لا يمكن الاعتماد عليه كثيرًا، ولكن بسبب مع انخفاض عدد الصفقات لكل وحدة زمنية، هناك حاجة إلى نطاق أعلى من اختبار الـBacktest لتأكيد ذلك.
Backtests Settings
Symbol
EURUSD (Euro vs US Dollar)
Period
1 Minute (M1) 1970.01.01 00:00 - 1970.01.01 00:00
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
____Scalper___________="--- Scalper EURCHF, EURGPB, GBPCHF or USDCAD M15 ---"; UseScalperStrategy=false; Scalper_Lots=0.1; Scalper_UseMM=true; Scalper_LotsRiskReductor=5; Scalper_MaxLots=10; Scalper_UseAutoGMToffset=false; Scalper_ManualGMToffset=0; Scalper_StartWorkTimeHour=21; Scalper_StartSessionMinute=0; Scalper_EndWorkTimeHour=23; Scalper_EndSessionMinute=30; Scalper_EURGBP_TakeProfit=6; Scalper_EURGBP_StopLoss=35; Scalper_EURCHF_TakeProfit=5; Scalper_EURCHF_StopLoss=49; Scalper_GBPCHF_TakeProfit=10; Scalper_GBPCHF_StopLoss=81; Scalper_USDCAD_TakeProfit=10; Scalper_USDCAD_StopLoss=58; Scalper_StealthMode=true; Scalper_ProfitLimit=0; Scalper_LossLimit=0; Scalper_UseCustomLevels=true; Scalper_RelaxHours=0; Scalper_SimpleHeightFilter=true; Scalper_TrendFilter=true; Scalper_TradeMonday=true; Scalper_TradeFriday=false; Scalper_OneTrade=0; Scalper_OneOpenTrade=false; Scalper_ReverseTrade=0; Scalper_UseFilterMA=false; Scalper_PeriodFilterMA=100; Scalper_PriceFilterMA=0; Scalper_MethodFilterMA=0; Scalper_MaxSpread=5; Scalper_Slippage=6; Scalper_ExpertComment="TradingRobot"; Scalper_MagicNumber=12464336; ____FapTurbo__________="---------- FapTurbo EUR/USD M1 ----------"; FapTurbo_Lots=0; FapTurbo_LotsRiskReductor=1; FapTurbo_MaxOrders=1; FapTurbo_MaxLots=10; FapTurbo_StopTime=9; FapTurbo_aaa=35; FapTurbo_bbb=48; FapTurbo_TakeProfit=140; FapTurbo_StopLoss=500; FapTurbo_TrailingStop=0; FapTurbo_DurationInHours=0; FapTurbo_CloseAfterXmonths=1; FapTurbo_PeriodMALarge=100; FapTurbo_PeriodMASmall=30; FapTurbo_PriceMA_0_6=0; FapTurbo_TypeMA_0_3=0; FapTurbo_ShiftMALarge=3; FapTurbo_ShiftMASmall=1; FapTurbo_LookForDays=2; FapTurbo_CriticalDays=45; FapTurbo_RelaxDays=0; FapTurbo_AlterPosLotReducer=0; FapTurbo_AlterPositions=0; FapTurbo_TradeNFP=1; FapTurbo_TradeFriday=1; FapTurbo_Prudent=0; FapTurbo_SymAlligatorOnCritica=1; FapTurbo_FixedDirection=1; FapTurbo_ClsLsrOnMrktChnge=0; FapTurbo_AlwaysTrade=0; FapTurbo_LowLot=0.1; FapTurbo_TooGoodToBeTrue=50; FapTurbo_PrudentPeriod=30; FapTurbo_StartWorkTimeHour=0; FapTurbo_StartWorkTimeMin=0; FapTurbo_EndWorkTimeHour=0; FapTurbo_EndWorkTimeMin=0; FapTurbo_OneTrade=0; FapTurbo_SpanGator=0.5; FapTurbo_SlipPage=3; FapTurbo_ExpertComment="FapTurboEA"; FapTurbo_MagicNumber=12464337; ____Other_Parameters__="-----------------------------------------"; TradeMicroLots=true; SendEmail=false; SoundAlert=false; SoundFileAtOpen="alert.wav"; SoundFileAtClose="alert.wav"; ColorBuy=Blue; ColorSell=Red; WriteLog=false; WriteDebugLog=false; PrintLogOnChart=false; KEY="012345";
Initial Deposit
$10000.00
Backtests Results
Maximal Bal DD
2082.07 (18.11%)
Relative Bal DD
18.11% (2082.07)
Short positions (won %)
43 (76.74%)
Long positions (won %)
33 (66.67%)
Profit trades (% of total)
55 (72.37%)
Loss trades (% of total)
21 (27.63%)
Largest Profit trade
124.40
Largest Loss trade
-440.98
Average Profit trade
96.79
Average Loss trade
-216.82
Maximum consecutive wins (profit in money)
7 (768.06)
Maximum consecutive losses (loss in money)
2 (-682.10)
Maximal consecutive profit (count of wins)
768.06 (7)
Maximal consecutive loss (count of losses)
-682.10 (2)
Avarage consecutive wins
3
Avarage consecutive losses
1
Backtests Settings
Symbol
EURUSD (Euro vs US Dollar)
Period
1 Minute (M1) 2006.01.02 00:01 - 2009.10.15 00:09 (2006.01.01 - 2009.11.01)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
____Scalper___________="--- Scalper EURCHF, EURGPB, GBPCHF or USDCAD M15 ---"; UseScalperStrategy=false; Scalper_Lots=0.1; Scalper_UseMM=true; Scalper_LotsRiskReductor=5; Scalper_MaxLots=10; Scalper_UseAutoGMToffset=false; Scalper_ManualGMToffset=1; Scalper_StartWorkTimeHour=21; Scalper_StartSessionMinute=0; Scalper_EndWorkTimeHour=23; Scalper_EndSessionMinute=30; Scalper_EURGBP_TakeProfit=6; Scalper_EURGBP_StopLoss=35; Scalper_EURCHF_TakeProfit=5; Scalper_EURCHF_StopLoss=49; Scalper_GBPCHF_TakeProfit=10; Scalper_GBPCHF_StopLoss=81; Scalper_USDCAD_TakeProfit=10; Scalper_USDCAD_StopLoss=58; Scalper_StealthMode=true; Scalper_ProfitLimit=0; Scalper_LossLimit=0; Scalper_UseCustomLevels=true; Scalper_RelaxHours=0; Scalper_SimpleHeightFilter=true; Scalper_TrendFilter=true; Scalper_TradeMonday=true; Scalper_TradeFriday=false; Scalper_OneTrade=0; Scalper_OneOpenTrade=false; Scalper_ReverseTrade=0; Scalper_UseFilterMA=false; Scalper_PeriodFilterMA=100; Scalper_PriceFilterMA=0; Scalper_MethodFilterMA=0; Scalper_MaxSpread=5; Scalper_Slippage=6; Scalper_ExpertComment="TradingRobot"; Scalper_MagicNumber=12464336; ____FapTurbo__________="---------- FapTurbo EUR/USD M1 ----------"; FapTurbo_Lots=0; FapTurbo_LotsRiskReductor=1; FapTurbo_MaxOrders=1; FapTurbo_MaxLots=10; FapTurbo_StopTime=9; FapTurbo_aaa=35; FapTurbo_bbb=48; FapTurbo_TakeProfit=140; FapTurbo_StopLoss=500; FapTurbo_TrailingStop=0; FapTurbo_DurationInHours=0; FapTurbo_CloseAfterXmonths=1; FapTurbo_PeriodMALarge=100; FapTurbo_PeriodMASmall=30; FapTurbo_PriceMA_0_6=0; FapTurbo_TypeMA_0_3=0; FapTurbo_ShiftMALarge=3; FapTurbo_ShiftMASmall=1; FapTurbo_LookForDays=2; FapTurbo_CriticalDays=45; FapTurbo_RelaxDays=0; FapTurbo_AlterPosLotReducer=0; FapTurbo_AlterPositions=0; FapTurbo_TradeNFP=1; FapTurbo_TradeFriday=1; FapTurbo_Prudent=0; FapTurbo_SymAlligatorOnCritica=1; FapTurbo_FixedDirection=1; FapTurbo_ClsLsrOnMrktChnge=0; FapTurbo_AlwaysTrade=0; FapTurbo_LowLot=0.1; FapTurbo_TooGoodToBeTrue=50; FapTurbo_PrudentPeriod=30; FapTurbo_StartWorkTimeHour=0; FapTurbo_StartWorkTimeMin=0; FapTurbo_EndWorkTimeHour=0; FapTurbo_EndWorkTimeMin=0; FapTurbo_OneTrade=0; FapTurbo_SpanGator=0.5; FapTurbo_SlipPage=3; FapTurbo_ExpertComment="FapTurboEA"; FapTurbo_MagicNumber=12464337; ____Other_Parameters__="-----------------------------------------"; TradeMicroLots=true; SendEmail=false; SoundAlert=false; SoundFileAtOpen="alert.wav"; SoundFileAtClose="alert.wav"; ColorBuy=Blue; ColorSell=Red; WriteLog=false; WriteDebugLog=false; PrintLogOnChart=false; KEY="012345";
Backtests Results
Maximal Bal DD
250.21 (18.01%)
Relative Bal DD
18.01% (250.21)
Short positions (won %)
52 (71.15%)
Long positions (won %)
82 (70.73%)
Profit trades (% of total)
95 (70.90%)
Loss trades (% of total)
39 (29.10%)
Largest Profit trade
11.77
Largest Loss trade
-40.21
Average Profit trade
9.56
Average Loss trade
-17.73
Maximum consecutive wins (profit in money)
11 (116.88)
Maximum consecutive losses (loss in money)
6 (-85.50)
Maximal consecutive profit (count of wins)
116.88 (11)
Maximal consecutive loss (count of losses)
-85.50 (6)
Avarage consecutive wins
3
Avarage consecutive losses
1
تم استخدام بيانات مركز التاريخ بدلاً من بيانات التجزئة للاختبار الخلفي حيث تستخدم هذه الإستراتيجية أهداف tp/sl كبيرة جدًا. وكانت هناك صفقات متطابقة تقريبا مع وجود اختلافات صغيرة متفرقة. في الختام، لم تثبت هذه الإستراتيجية أنها جيدة، ويمكنك تجاهلها بأمان، تمامًا كما فعل المطورون.
استراتيجية سكالبينج
يمكنك ملاحظة أنه حتى عندما لم يعد الحساب الحقيقي مربحًا، فإن جميع أزواج السكالبينج تظل مربحة، وهذا ما يحدث بعد دمج الرسوم البيانية:
الآن، أصبح هذا الأمر أكثر حيرة ويحتاج إلى مستوى آخر من اختبارات الـBacktests بشكل متزامن مع الحساب الحقيقي عندما كان من الواضح أنه لم يكن مربحًا للغاية، بدأ هذا في حوالي 01/06/2009.
2009/06/01 - 2009/10/01
Backtests Settings
Symbol
EURCHF (Euro vs Swiss Franc)
Period
15 Minutes (M15) 1970.01.01 00:00 - 1970.01.01 00:00 (2009.06.01 - 2009.11.01)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
____Scalper___________="--- Scalper EURCHF, EURGPB, GBPCHF or USDCAD M15 ---"; UseScalperStrategy=true; Scalper_Lots=0.1; Scalper_UseMM=true; Scalper_LotsRiskReductor=5; Scalper_MaxLots=10; Scalper_UseAutoGMToffset=false; Scalper_ManualGMToffset=0; Scalper_StartWorkTimeHour=21; Scalper_StartSessionMinute=0; Scalper_EndWorkTimeHour=23; Scalper_EndSessionMinute=30; Scalper_EURGBP_TakeProfit=6; Scalper_EURGBP_StopLoss=35; Scalper_EURCHF_TakeProfit=5; Scalper_EURCHF_StopLoss=49; Scalper_GBPCHF_TakeProfit=10; Scalper_GBPCHF_StopLoss=81; Scalper_USDCAD_TakeProfit=10; Scalper_USDCAD_StopLoss=58; Scalper_StealthMode=true; Scalper_ProfitLimit=0; Scalper_LossLimit=0; Scalper_UseCustomLevels=true; Scalper_RelaxHours=0; Scalper_SimpleHeightFilter=true; Scalper_TrendFilter=true; Scalper_TradeMonday=true; Scalper_TradeFriday=false; Scalper_OneTrade=0; Scalper_OneOpenTrade=false; Scalper_ReverseTrade=0; Scalper_UseFilterMA=false; Scalper_PeriodFilterMA=100; Scalper_PriceFilterMA=0; Scalper_MethodFilterMA=0; Scalper_MaxSpread=5; Scalper_Slippage=6; Scalper_ExpertComment="TradingRobot"; Scalper_MagicNumber=12464336; ____FapTurbo__________="---------- FapTurbo EUR/USD M1 ----------"; FapTurbo_Lots=0.01; FapTurbo_LotsRiskReductor=1; FapTurbo_MaxOrders=1; FapTurbo_MaxLots=10; FapTurbo_StopTime=9; FapTurbo_aaa=35; FapTurbo_bbb=48; FapTurbo_TakeProfit=140; FapTurbo_StopLoss=500; FapTurbo_TrailingStop=0; FapTurbo_DurationInHours=0; FapTurbo_CloseAfterXmonths=1; FapTurbo_PeriodMALarge=100; FapTurbo_PeriodMASmall=30; FapTurbo_PriceMA_0_6=0; FapTurbo_TypeMA_0_3=0; FapTurbo_ShiftMALarge=3; FapTurbo_ShiftMASmall=1; FapTurbo_LookForDays=2; FapTurbo_CriticalDays=45; FapTurbo_RelaxDays=0; FapTurbo_AlterPosLotReducer=0; FapTurbo_AlterPositions=0; FapTurbo_TradeNFP=1; FapTurbo_TradeFriday=1; FapTurbo_Prudent=0; FapTurbo_SymAlligatorOnCritica=1; FapTurbo_FixedDirection=1; FapTurbo_ClsLsrOnMrktChnge=0; FapTurbo_AlwaysTrade=0; FapTurbo_LowLot=0.1; FapTurbo_TooGoodToBeTrue=50; FapTurbo_PrudentPeriod=30; FapTurbo_StartWorkTimeHour=0; FapTurbo_StartWorkTimeMin=0; FapTurbo_EndWorkTimeHour=0; FapTurbo_EndWorkTimeMin=0; FapTurbo_OneTrade=0; FapTurbo_SpanGator=0.5; FapTurbo_SlipPage=3; FapTurbo_ExpertComment="FapTurboEA"; FapTurbo_MagicNumber=12464337; ____Other_Parameters__="-----------------------------------------"; TradeMicroLots=true; SendEmail=false; SoundAlert=false; SoundFileAtOpen="alert.wav"; SoundFileAtClose="alert.wav"; ColorBuy=Blue; ColorSell=Red; WriteLog=false; WriteDebugLog=false; PrintLogOnChart=false; KEY="012345";
Initial Deposit
$10000.00
Backtests Results
Maximal Bal DD
84.50 (0.75%)
Relative Bal DD
0.75% (84.50)
Short positions (won %)
35 (94.29%)
Long positions (won %)
58 (96.55%)
Profit trades (% of total)
89 (95.70%)
Loss trades (% of total)
4 (4.30%)
Largest Profit trade
24.11
Largest Loss trade
-13.91
Average Profit trade
14.97
Maximum consecutive wins (profit in money)
56 (902.09)
Maximum consecutive losses (loss in money)
1 (-13.91)
Maximal consecutive profit (count of wins)
902.09 (56)
Maximal consecutive loss (count of losses)
-13.91 (1)
Avarage consecutive wins
18
Avarage consecutive losses
1
Backtests Settings
Symbol
EURGBP (Euro vs Great Britain Pound )
Period
15 Minutes (M15) 1970.01.01 00:00 - 1970.01.01 00:00 (2009.06.01 - 2009.11.01)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
____Scalper___________="--- Scalper EURCHF, EURGPB, GBPCHF or USDCAD M15 ---"; UseScalperStrategy=true; Scalper_Lots=0.1; Scalper_UseMM=true; Scalper_LotsRiskReductor=5; Scalper_MaxLots=10; Scalper_UseAutoGMToffset=false; Scalper_ManualGMToffset=0; Scalper_StartWorkTimeHour=21; Scalper_StartSessionMinute=0; Scalper_EndWorkTimeHour=23; Scalper_EndSessionMinute=30; Scalper_EURGBP_TakeProfit=6; Scalper_EURGBP_StopLoss=35; Scalper_EURCHF_TakeProfit=5; Scalper_EURCHF_StopLoss=49; Scalper_GBPCHF_TakeProfit=10; Scalper_GBPCHF_StopLoss=81; Scalper_USDCAD_TakeProfit=10; Scalper_USDCAD_StopLoss=58; Scalper_StealthMode=true; Scalper_ProfitLimit=0; Scalper_LossLimit=0; Scalper_UseCustomLevels=true; Scalper_RelaxHours=0; Scalper_SimpleHeightFilter=true; Scalper_TrendFilter=true; Scalper_TradeMonday=true; Scalper_TradeFriday=false; Scalper_OneTrade=0; Scalper_OneOpenTrade=false; Scalper_ReverseTrade=0; Scalper_UseFilterMA=false; Scalper_PeriodFilterMA=100; Scalper_PriceFilterMA=0; Scalper_MethodFilterMA=0; Scalper_MaxSpread=5; Scalper_Slippage=6; Scalper_ExpertComment="TradingRobot"; Scalper_MagicNumber=12464336; ____FapTurbo__________="---------- FapTurbo EUR/USD M1 ----------"; FapTurbo_Lots=0.01; FapTurbo_LotsRiskReductor=1; FapTurbo_MaxOrders=1; FapTurbo_MaxLots=10; FapTurbo_StopTime=9; FapTurbo_aaa=35; FapTurbo_bbb=48; FapTurbo_TakeProfit=140; FapTurbo_StopLoss=500; FapTurbo_TrailingStop=0; FapTurbo_DurationInHours=0; FapTurbo_CloseAfterXmonths=1; FapTurbo_PeriodMALarge=100; FapTurbo_PeriodMASmall=30; FapTurbo_PriceMA_0_6=0; FapTurbo_TypeMA_0_3=0; FapTurbo_ShiftMALarge=3; FapTurbo_ShiftMASmall=1; FapTurbo_LookForDays=2; FapTurbo_CriticalDays=45; FapTurbo_RelaxDays=0; FapTurbo_AlterPosLotReducer=0; FapTurbo_AlterPositions=0; FapTurbo_TradeNFP=1; FapTurbo_TradeFriday=1; FapTurbo_Prudent=0; FapTurbo_SymAlligatorOnCritica=1; FapTurbo_FixedDirection=1; FapTurbo_ClsLsrOnMrktChnge=0; FapTurbo_AlwaysTrade=0; FapTurbo_LowLot=0.1; FapTurbo_TooGoodToBeTrue=50; FapTurbo_PrudentPeriod=30; FapTurbo_StartWorkTimeHour=0; FapTurbo_StartWorkTimeMin=0; FapTurbo_EndWorkTimeHour=0; FapTurbo_EndWorkTimeMin=0; FapTurbo_OneTrade=0; FapTurbo_SpanGator=0.5; FapTurbo_SlipPage=3; FapTurbo_ExpertComment="FapTurboEA"; FapTurbo_MagicNumber=12464337; ____Other_Parameters__="-----------------------------------------"; TradeMicroLots=true; SendEmail=false; SoundAlert=false; SoundFileAtOpen="alert.wav"; SoundFileAtClose="alert.wav"; ColorBuy=Blue; ColorSell=Red; WriteLog=true; WriteDebugLog=false; PrintLogOnChart=true; KEY="012345";
Initial Deposit
$10000.00
Backtests Results
Maximal Bal DD
384.21 (3.38%)
Relative Bal DD
3.38% (384.21)
Short positions (won %)
60 (78.33%)
Long positions (won %)
57 (85.96%)
Profit trades (% of total)
96 (82.05%)
Loss trades (% of total)
21 (17.95%)
Largest Profit trade
49.56
Largest Loss trade
-223.12
Average Profit trade
24.20
Average Loss trade
-57.79
Maximum consecutive wins (profit in money)
25 (630.70)
Maximum consecutive losses (loss in money)
2 (-47.15)
Maximal consecutive profit (count of wins)
630.70 (25)
Maximal consecutive loss (count of losses)
-223.12 (1)
Avarage consecutive wins
6
Avarage consecutive losses
1
Backtests Settings
Symbol
GBPCHF (Great Britain Pound vs Swiss Franc)
Period
15 Minutes (M15) 1970.01.01 00:00 - 1970.01.01 00:00 (2009.06.01 - 2009.11.01)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
____Scalper___________="--- Scalper EURCHF, EURGPB, GBPCHF or USDCAD M15 ---"; UseScalperStrategy=true; Scalper_Lots=0.1; Scalper_UseMM=true; Scalper_LotsRiskReductor=5; Scalper_MaxLots=10; Scalper_UseAutoGMToffset=false; Scalper_ManualGMToffset=0; Scalper_StartWorkTimeHour=21; Scalper_StartSessionMinute=0; Scalper_EndWorkTimeHour=23; Scalper_EndSessionMinute=30; Scalper_EURGBP_TakeProfit=6; Scalper_EURGBP_StopLoss=35; Scalper_EURCHF_TakeProfit=5; Scalper_EURCHF_StopLoss=49; Scalper_GBPCHF_TakeProfit=10; Scalper_GBPCHF_StopLoss=81; Scalper_USDCAD_TakeProfit=10; Scalper_USDCAD_StopLoss=58; Scalper_StealthMode=true; Scalper_ProfitLimit=0; Scalper_LossLimit=0; Scalper_UseCustomLevels=true; Scalper_RelaxHours=0; Scalper_SimpleHeightFilter=true; Scalper_TrendFilter=true; Scalper_TradeMonday=true; Scalper_TradeFriday=false; Scalper_OneTrade=0; Scalper_OneOpenTrade=false; Scalper_ReverseTrade=0; Scalper_UseFilterMA=false; Scalper_PeriodFilterMA=100; Scalper_PriceFilterMA=0; Scalper_MethodFilterMA=0; Scalper_MaxSpread=5; Scalper_Slippage=6; Scalper_ExpertComment="TradingRobot"; Scalper_MagicNumber=12464336; ____FapTurbo__________="---------- FapTurbo EUR/USD M1 ----------"; FapTurbo_Lots=0.01; FapTurbo_LotsRiskReductor=1; FapTurbo_MaxOrders=1; FapTurbo_MaxLots=10; FapTurbo_StopTime=9; FapTurbo_aaa=35; FapTurbo_bbb=48; FapTurbo_TakeProfit=140; FapTurbo_StopLoss=500; FapTurbo_TrailingStop=0; FapTurbo_DurationInHours=0; FapTurbo_CloseAfterXmonths=1; FapTurbo_PeriodMALarge=100; FapTurbo_PeriodMASmall=30; FapTurbo_PriceMA_0_6=0; FapTurbo_TypeMA_0_3=0; FapTurbo_ShiftMALarge=3; FapTurbo_ShiftMASmall=1; FapTurbo_LookForDays=2; FapTurbo_CriticalDays=45; FapTurbo_RelaxDays=0; FapTurbo_AlterPosLotReducer=0; FapTurbo_AlterPositions=0; FapTurbo_TradeNFP=1; FapTurbo_TradeFriday=1; FapTurbo_Prudent=0; FapTurbo_SymAlligatorOnCritica=1; FapTurbo_FixedDirection=1; FapTurbo_ClsLsrOnMrktChnge=0; FapTurbo_AlwaysTrade=0; FapTurbo_LowLot=0.1; FapTurbo_TooGoodToBeTrue=50; FapTurbo_PrudentPeriod=30; FapTurbo_StartWorkTimeHour=0; FapTurbo_StartWorkTimeMin=0; FapTurbo_EndWorkTimeHour=0; FapTurbo_EndWorkTimeMin=0; FapTurbo_OneTrade=0; FapTurbo_SpanGator=0.5; FapTurbo_SlipPage=3; FapTurbo_ExpertComment="FapTurboEA"; FapTurbo_MagicNumber=12464337; ____Other_Parameters__="-----------------------------------------"; TradeMicroLots=true; SendEmail=false; SoundAlert=false; SoundFileAtOpen="alert.wav"; SoundFileAtClose="alert.wav"; ColorBuy=Blue; ColorSell=Red; WriteLog=false; WriteDebugLog=false; PrintLogOnChart=false; KEY="012345";
Initial Deposit
$10000.00
Backtests Results
Maximal Bal DD
569.41 (4.93%)
Relative Bal DD
4.93% (569.41)
Short positions (won %)
71 (90.14%)
Long positions (won %)
69 (85.51%)
Profit trades (% of total)
123 (87.86%)
Loss trades (% of total)
17 (12.14%)
Largest Profit trade
79.20
Largest Loss trade
-285.95
Average Profit trade
28.51
Average Loss trade
-135.68
Maximum consecutive wins (profit in money)
39 (1096.68)
Maximum consecutive losses (loss in money)
2 (-298.02)
Maximal consecutive profit (count of wins)
1096.68 (39)
Maximal consecutive loss (count of losses)
-298.02 (2)
Avarage consecutive wins
9
Avarage consecutive losses
1
Backtests Settings
Symbol
USDCAD (US Dollar vs Canadian Dollar)
Period
15 Minutes (M15) 1970.01.01 00:00 - 1970.01.01 00:00 (2009.06.01 - 2009.11.01)
Model
Every tick (the most precise method based on all available least timeframes)
Parameters
____Scalper___________="--- Scalper EURCHF, EURGPB, GBPCHF or USDCAD M15 ---"; UseScalperStrategy=true; Scalper_Lots=0.1; Scalper_UseMM=true; Scalper_LotsRiskReductor=5; Scalper_MaxLots=10; Scalper_UseAutoGMToffset=false; Scalper_ManualGMToffset=0; Scalper_StartWorkTimeHour=21; Scalper_StartSessionMinute=0; Scalper_EndWorkTimeHour=23; Scalper_EndSessionMinute=30; Scalper_EURGBP_TakeProfit=6; Scalper_EURGBP_StopLoss=35; Scalper_EURCHF_TakeProfit=5; Scalper_EURCHF_StopLoss=49; Scalper_GBPCHF_TakeProfit=10; Scalper_GBPCHF_StopLoss=81; Scalper_USDCAD_TakeProfit=10; Scalper_USDCAD_StopLoss=58; Scalper_StealthMode=true; Scalper_ProfitLimit=0; Scalper_LossLimit=0; Scalper_UseCustomLevels=true; Scalper_RelaxHours=0; Scalper_SimpleHeightFilter=true; Scalper_TrendFilter=true; Scalper_TradeMonday=true; Scalper_TradeFriday=false; Scalper_OneTrade=0; Scalper_OneOpenTrade=false; Scalper_ReverseTrade=0; Scalper_UseFilterMA=false; Scalper_PeriodFilterMA=100; Scalper_PriceFilterMA=0; Scalper_MethodFilterMA=0; Scalper_MaxSpread=5; Scalper_Slippage=6; Scalper_ExpertComment="TradingRobot"; Scalper_MagicNumber=12464336; ____FapTurbo__________="---------- FapTurbo EUR/USD M1 ----------"; FapTurbo_Lots=0.01; FapTurbo_LotsRiskReductor=1; FapTurbo_MaxOrders=1; FapTurbo_MaxLots=10; FapTurbo_StopTime=9; FapTurbo_aaa=35; FapTurbo_bbb=48; FapTurbo_TakeProfit=140; FapTurbo_StopLoss=500; FapTurbo_TrailingStop=0; FapTurbo_DurationInHours=0; FapTurbo_CloseAfterXmonths=1; FapTurbo_PeriodMALarge=100; FapTurbo_PeriodMASmall=30; FapTurbo_PriceMA_0_6=0; FapTurbo_TypeMA_0_3=0; FapTurbo_ShiftMALarge=3; FapTurbo_ShiftMASmall=1; FapTurbo_LookForDays=2; FapTurbo_CriticalDays=45; FapTurbo_RelaxDays=0; FapTurbo_AlterPosLotReducer=0; FapTurbo_AlterPositions=0; FapTurbo_TradeNFP=1; FapTurbo_TradeFriday=1; FapTurbo_Prudent=0; FapTurbo_SymAlligatorOnCritica=1; FapTurbo_FixedDirection=1; FapTurbo_ClsLsrOnMrktChnge=0; FapTurbo_AlwaysTrade=0; FapTurbo_LowLot=0.1; FapTurbo_TooGoodToBeTrue=50; FapTurbo_PrudentPeriod=30; FapTurbo_StartWorkTimeHour=0; FapTurbo_StartWorkTimeMin=0; FapTurbo_EndWorkTimeHour=0; FapTurbo_EndWorkTimeMin=0; FapTurbo_OneTrade=0; FapTurbo_SpanGator=0.5; FapTurbo_SlipPage=3; FapTurbo_ExpertComment="FapTurboEA"; FapTurbo_MagicNumber=12464337; ____Other_Parameters__="-----------------------------------------"; TradeMicroLots=true; SendEmail=false; SoundAlert=false; SoundFileAtOpen="alert.wav"; SoundFileAtClose="alert.wav"; ColorBuy=Blue; ColorSell=Red; WriteLog=false; WriteDebugLog=false; PrintLogOnChart=false; KEY="012345";
Initial Deposit
$10000.00
Backtests Results
Maximal Bal DD
501.68 (3.65%)
Relative Bal DD
3.96% (458.90)
Short positions (won %)
52 (86.54%)
Long positions (won %)
61 (90.16%)
Profit trades (% of total)
100 (88.50%)
Loss trades (% of total)
13 (11.50%)
Largest Profit trade
94.89
Largest Loss trade
-390.72
Average Profit trade
42.16
Average Loss trade
-64.99
Maximum consecutive wins (profit in money)
22 (946.98)
Maximum consecutive losses (loss in money)
2 (-348.20)
Maximal consecutive profit (count of wins)
946.98 (22)
Maximal consecutive loss (count of losses)
-390.72 (1)
Avarage consecutive wins
8
Avarage consecutive losses
1
نتيجة المستغل
تحليل
تذكر الآن كيف أن العدد الضخم من المتداولين الذين يستخدمون روبوت الفوركس هذا قد يؤثر سلبًا على السوق، كما ذكرنا من قبل. لتأكيد ذلك يمكننا أن نأخذ اليورو مقابل الفرنك السويسري كمثال ونبدأ من الآن إلى الوراء لإظهار التجارة الحقيقية على تجارة باكتست:
2009.09.30 18:42 شراء 1.51711 إغلاق 2009.10.01 06:30 1.51734
2009.09.30 21:42 شراء 1.51625 إغلاق 2009.09.30 22:57 1.51670
من الواضح أن فرق تعويض توقيت جرينتش هو -3، ويتم إغلاق الصفقات بشكل أسرع أثناء اختبار الـBacktest بسبب الحاجة إلى نقاط أقل للوصول إلى الربح المستهدف.
الانزلاق: 8.6 نقطة
2009.09.28 18:14 بيع 1.50893 إغلاق 2009.09.30 10:57 1.50874
2009.09.28 21:16 بيع 1.50940 إغلاق 2009.09.29 01:10 1.50945
الانزلاق: 4.7 نقطة
من خلال الاختبار خلال شهر أغسطس، لم يتم العثور على أي تداولات مطابقة على اليورو مقابل الفرنك السويسري، وقد يكون هذا بسبب أن الإصدار المستخدم في ذلك الوقت كان v47 بالإضافة إلى الانتشار الأبطأ في اختبارات الـBacktests مقارنة بخادم المطورين. خلال شهر يوليو، يمكن العثور على المطابقة:
2009.07.30 19:16 بيع 1.53120 إغلاق 2009.07.30 23:16 1.53250
2009.07.30 23:15 بيع 1.53140 إغلاق 2009.07.31 00:52 1.53110
الانزلاق: 2 نقطة
ومع ذلك، نشأ اختلاف عن هاتين النقطتين؛ في اختبار الـBacktest، تم إغلاق المركز بربح، بينما في الحساب الحقيقي تم إغلاقه بخسارة.
أصبح من الواضح الآن أن FAPTurbo يدمر نفسه عن طريق الانزلاق وقد يكون هو فروق الأسعار الواسعة، وحتى الآن لا يوجد دليل واضح على أن السوق لديه تحركات معاكسة لمواقف FAPTurbo بسبب العدد الهائل من المستخدمين الذين يدخلون السوق في نفس الوقت. الاتجاهات.