Эспериментальная торговля

Естественно.

Сегодня решил провести активную торговлю. Т.е. больше открывать ордеров, доливаться и т.д. Результаты дня.

Gross Profit: 27 523.09 Gross Loss: 5 317.51 Total Net Profit: 22 205.58
Profit Factor: 5.18 Expected Payoff: 281.08
Absolute Drawdown: 0.00 Maximal Drawdown: 1 170.68 (0.53%) Relative Drawdown: 0.53% (1 170.68)

Total Trades: 79 Short Positions (won %): 55 (72.73%) Long Positions (won %): 24 (62.50%)
Profit Trades (% of total): 55 (69.62%) Loss trades (% of total): 24 (30.38%)
Largest profit trade: 2 340.81 loss trade: -731.74
Average profit trade: 500.42 loss trade: -221.56
Maximum consecutive wins ($): 12 (18 249.14) consecutive losses ($): 3 (-427.93)
Maximal consecutive profit (count): 18 249.14 (12) consecutive loss (count): -1 170.68 (2)
Average consecutive wins: 3 consecutive losses: 1

Вложения

что и требовалось доказать больше не значит лучше
адский пост выдался тут

Тьфу, тьфу, тьфу...

В четверг в отъезде. Ордера выставил, посмотрю что будет в пятницу. А пока за 10 дней такая картина.

Gross Profit: 63 197.99 Gross Loss: 9 860.35 Total Net Profit: 53 337.64
Profit Factor: 6.41 Expected Payoff: 315.61
Absolute Drawdown: 0.00 Maximal Drawdown: 3 370.11 (1.73%) Relative Drawdown: 1.73% (3 370.11)

Total Trades: 169 Short Positions (won %): 118 (81.36%) Long Positions (won %): 51 (70.59%)
Profit Trades (% of total): 132 (78.11%) Loss trades (% of total): 37 (21.89%)
Largest profit trade: 2 663.69 loss trade: -2 018.93
Average profit trade: 478.77 loss trade: -266.50
Maximum consecutive wins ($): 34 (22 660.43) consecutive losses ($): 4 (-250.76)
Maximal consecutive profit (count): 22 660.43 (34) consecutive loss (count): -3 370.11 (2)
Average consecutive wins: 5 consecutive losses: 1

Вложения

Вложения

Equity_v7.mq4

(23.66 KiB) Скачиваний: 17

В этой стратегии просадка по эквити заложена изначально. При фиксации прибыли всплывет и просадка. Читайте изначальные условия. Работаю в свое удовольствие, никому ничего доказывать не собираюсь. На вопросы по стратегии отвечу.

Результаты на сегодняшний день.

Gross Profit: 72 276.91 Gross Loss: 9 860.35 Total Net Profit: 62 416.56
Profit Factor: 7.33 Expected Payoff: 346.76
Absolute Drawdown: 0.00 Maximal Drawdown: 3 370.11 (1.73%) Relative Drawdown: 1.73% (3 370.11)

Total Trades: 180 Short Positions (won %): 126 (82.54%) Long Positions (won %): 54 (72.22%)
Profit Trades (% of total): 143 (79.44%) Loss trades (% of total): 37 (20.56%)
Largest profit trade: 2 663.69 loss trade: -2 018.93
Average profit trade: 505.43 loss trade: -266.50
Maximum consecutive wins ($): 34 (22 660.43) consecutive losses ($): 4 (-250.76)
Maximal consecutive profit (count): 22 660.43 (34) consecutive loss (count): -3 370.11 (2)
Average consecutive wins: 5 consecutive losses: 1

Вложения

Пока так.

Gross Profit: 100 397.42 Gross Loss: 24 552.96 Total Net Profit: 75 844.46
Profit Factor: 4.09 Expected Payoff: 340.11
Absolute Drawdown: 0.00 Maximal Drawdown: 8 303.28 (3.36%) Relative Drawdown: 3.36% (8 303.28)

Total Trades: 223 Short Positions (won %): 154 (83.12%) Long Positions (won %): 69 (71.01%)
Profit Trades (% of total): 177 (79.37%) Loss trades (% of total): 46 (20.63%)
Largest profit trade: 4 961.83 loss trade: -6 175.55
Average profit trade: 567.22 loss trade: -533.76
Maximum consecutive wins ($): 34 (22 660.43) consecutive losses ($): 4 (-250.76)
Maximal consecutive profit (count): 22 660.43 (34) consecutive loss (count): -6 175.55 (1)
Average consecutive wins: 5 consecutive losses: 1

Был в отъезде.

Вложения

Так я закрывал сегодня.