I have run a backtest which includes 997 trades over a span of the last 3 years to see how it did.
Everything is default except:
- I set Closeonlyonprofit=True
- Friday close=true
- risk=0.5%
Bars in test 100172
Ticks modelled 43636071
Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 3126.28
Gross profit 7815.36
Gross loss -4689.08
Profit factor 1.67
Expected payoff 3.14
Absolute drawdown 44.62
Maximal drawdown 235.27 (1.79%)
Relative drawdown 1.98% (214.14)
Total trades 997
Short positions (won %) 510 (93.14%)
Long positions (won %) 487 (90.97%)
Profit trades (% of total) 918 (92.08%)
Loss trades (% of total) 79 (7.92%)
Largest
profit trade 35.00
loss trade -66.50
Average
profit trade 8.51
loss trade -59.36
Maximum
consecutive wins (profit in money) 52 (401.17)
consecutive losses (loss in money) 2 (-133.00)
Maximal
consecutive profit (count of wins) 417.40 (50)
consecutive loss (count of losses) -133.00 (2)
Average
consecutive wins 13
consecutive losses 1
Tidak ada komentar:
Posting Komentar