Name: Artificial Intellegence
Author: Reshetov (2006.11.27 13:02) original code is optimized with higher returns and accuracy for positional traders.
tested on daily chart working best.
for more read at the link in profile.
Strategy Tester Report
Pramod Baviskar auto m5
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | Daily (D1) 2013.12.22 00:00 – 2014.01.22 00:00 (2013.12.22 – 2014.01.23) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 1026 | Ticks modelled | 526529 | Modelling quality | 83.60% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3305.41 | Gross profit | 3624.41 | Gross loss | -319.00 |
| Profit factor | 11.36 | Expected payoff | 472.20 | ||
| Absolute drawdown | 151.40 | Maximal drawdown | 1641.70 (13.42%) | Relative drawdown | 13.42% (1641.70) |
| Total trades | 7 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 1267.10 | loss trade | -319.00 | |
| Average | profit trade | 604.07 | loss trade | -319.00 | |
| Maximum | consecutive wins (profit in money) | 3 (2611.99) | consecutive losses (loss in money) | 1 (-319.00) | |
| Maximal | consecutive profit (count of wins) | 2611.99 (3) | consecutive loss (count of losses) | -319.00 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2013.12.22 21:45 | buy | 1 | 1.00 | 1.36698 | 1.36379 | 0.00000 | ||
| 2 | 2013.12.29 21:45 | modify | 1 | 1.00 | 1.36698 | 1.37253 | 0.00000 | ||
| 3 | 2013.12.31 00:00 | modify | 1 | 1.00 | 1.36698 | 1.37780 | 0.00000 | ||
| 4 | 2013.12.31 08:14 | s/l | 1 | 1.00 | 1.37780 | 1.37780 | 0.00000 | 1084.68 | 11084.68 |
| 5 | 2014.01.02 07:00 | sell | 2 | 1.00 | 1.37500 | 1.37819 | 0.00000 | ||
| 6 | 2014.01.03 00:00 | modify | 2 | 1.00 | 1.37500 | 1.36965 | 0.00000 | ||
| 7 | 2014.01.05 21:45 | modify | 2 | 1.00 | 1.37500 | 1.36231 | 0.00000 | ||
| 8 | 2014.01.06 11:09 | s/l | 2 | 1.00 | 1.36231 | 1.36231 | 0.00000 | 1267.10 | 12351.79 |
| 9 | 2014.01.07 00:00 | sell | 3 | 1.00 | 1.36293 | 1.36612 | 0.00000 | ||
| 10 | 2014.01.09 00:00 | modify | 3 | 1.00 | 1.36293 | 1.36029 | 0.00000 | ||
| 11 | 2014.01.09 08:00 | s/l | 3 | 1.00 | 1.36029 | 1.36029 | 0.00000 | 260.21 | 12611.99 |
| 12 | 2014.01.10 00:00 | sell | 4 | 1.00 | 1.36059 | 1.36378 | 0.00000 | ||
| 13 | 2014.01.10 13:30 | s/l | 4 | 1.00 | 1.36378 | 1.36378 | 0.00000 | -319.00 | 12292.99 |
| 14 | 2014.01.12 21:46 | sell | 5 | 1.00 | 1.36778 | 1.37097 | 0.00000 | ||
| 15 | 2014.01.16 00:00 | modify | 5 | 1.00 | 1.36778 | 1.36308 | 0.00000 | ||
| 16 | 2014.01.16 13:45 | s/l | 5 | 1.00 | 1.36308 | 1.36308 | 0.00000 | 464.31 | 12757.30 |
| 17 | 2014.01.17 00:00 | sell | 6 | 1.00 | 1.36151 | 1.36470 | 0.00000 | ||
| 18 | 2014.01.19 21:45 | modify | 6 | 1.00 | 1.36151 | 1.35699 | 0.00000 | ||
| 19 | 2014.01.21 16:21 | s/l | 6 | 1.00 | 1.35699 | 1.35699 | 0.00000 | 450.10 | 13207.41 |
| 20 | 2014.01.22 00:00 | sell | 7 | 1.00 | 1.35570 | 1.35889 | 0.00000 | ||
| 21 | 2014.01.22 19:04 | close at stop | 7 | 1.00 | 1.35472 | 1.35889 | 0.00000 | 98.00 | 13305.41 |
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