|
EmaFibo_v1 EA backtesting results
EmaFibo_v1 EA.
M30 timeframe.
1. GBPUSD, no MM;
Period of backtesting: 17th of January 2001 till 02nd of August 2006.
Every tick, modeling quality 90%.
0.1 lot size.
Initial deposit $10,000.
Total net profit: 1440.50
Gross profit 16520.69.
Profit factor 1.10.
Absolute drawdown 1107.65.
Maximal drawdown 1406.02 (13.65%).
Total trades 920
Short positions (won %) 474 (34.18%).
Long positions (won %) 446 (33.86%).
Profit trades (% of total) 313 (34.02%) Loss trades (% of total) 607 (65.98%).
Largest profit trade 282.94; loss trade -160.30.
Average profit trade 52.78; loss trade -24.84.
The same EA, no MM, GBPUSD, M30 timeframe. backtesting since 2001 till 2006 year by year:
2001:
Initial deposit $10,000.
Total net profit: -124.26
Gross profit 0.95
2002:
Initial deposit $10,000.
Total net profit: -642.18
Gross profit 0.72
2003:
Initial deposit 10000.00
Total net profit -98.17
Profit factor 0.96
2004:
Initial deposit 10000.00
Total net profit 1689.81
Profit factor 1.69
2005:
Initial deposit 10000.00
Total net profit -236.40
Profit factor 0.92
2006:
Initial deposit 10000.00
Total net profit 907.54
Profit factor 1.66
2. GBPUSD, MM (just slightly MMed);
Period of backtesting: 17th of January 2001 till 02nd of August 2006.
Every tick, modeling quality 90%.
0.1 lot size.
Initial deposit $10,000.
Total net profit: 2422.62
Gross profit 21522.09
Profit factor 1.13
Absolute drawdown 1337.50
Maximal drawdown 1528.52 (13.16%)
Total trades 920
Short positions (won %) 474 (34.18%)
Long positions (won %) 446 (33.86%)
Profit trades (% of total) 313 (34.02%), Loss trades (% of total) 607 (65.98%)
Largest profit trade 565.88; loss trade -221.20.
Average profit trade 68.76; loss trade -31.47.
The same EA, slightly MMed, GBPUSD, M30 timeframe. backtesting since 2001 till 2006 year by year:
2001:
Initial deposit 10000.00
Total net profit -385.87
Profit factor 0.86
2002:
Initial deposit 10000.00
Total net profit -648.90
Profit factor 0.72
2003:
Initial deposit 10000.00
Total net profit -241.28
Profit factor 0.93
2004:
Initial deposit 10000.00
Total net profit 2767.04
Profit factor 1.67
2005:
Initial deposit 10000.00
Total net profit -373.77
Profit factor 0.88
2006:
Initial deposit 10000.00
Total net profit 724.02
Profit factor 1.26
Please find all backtesting results, EA and pre-set files) attached.
Will post the other pairs later.
-------------
Next version: EmaFibo_v1.1.
Ma mode is changable in the settings for all 3 indicators separatedly:
0=sma, 1=ema, 2=smma, 3=lwma
Last edited by newdigital; 03-09-2008 at 01:40 PM.
|