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Friday, November 30, 2012

New Version 2.0.0.0 Test Results And Graphs

I finally finished the new version 2.0 and tests results for last 3 years are done.
all values are from 2010.1.1 to 2012.11.1:
Profit: 107.6%
Drawdown: 9.3%
Max leverage: 6.57
Avg leverage: 0.732953595174
Sharp ratio: 1.89336547786

Max Drawdown per symbol is very low 6% only

Test Results per Symbol:


 All Symbols combined graph:

 
Drawdown combined with each symbol with a different color.

 This version has been running already for 3 weeks on a demo account, I will soon move it to a real account.
anyone interested in detailed reports just write a comment and I will reply.
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5 comments:

  1. GiladDecember 2, 2012 at 12:04 AM

    do you do WFA for your simulation?

    ReplyDelete
  2. GiladDecember 3, 2012 at 10:41 PM

    walk forward analysis

    ReplyDelete
    Replies
    1. UnknownDecember 3, 2012 at 11:15 PM

      All simulation parameters were created using only two month data, so actually all those tests are WFA.
      Its been running on demo account for a month now, I will start running it on real money this week.
      please let me know if that answers your question.

      Delete
  3. GiladDecember 5, 2012 at 4:08 AM

    yes, thanks

    ReplyDelete

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