Сводная таблица результатов Momentum Scalp 0.0008 Range Bar Delta Turn Scalp 0.0004 Range Bar TPO Reverse Intraday 0.0008 Range Bar 05.дек 2964 2082 -1007 06.дек 3940 122 1689 07.дек 2192 1669 -1124 08.дек -1442 1432 580 09.дек 4877 -777 1267 ИТОГО 12531 4528 1405 1. Momentum Scalp 0.0008 Range Bar Результаты бэктестинга на хистори несколько отличаются от результата на реал тайм котировках. Что очень посмешило так это то, что оказывается система может быть прибыльной всего при 32%(!) входов в правильном направлении )))) Consolidated Summary: All Trades for Momentum Avg Profit/Trade $54.31 Avg Position Size $2,000.00 Avg % Gain/Trade 2.715% Avg % Gain/Bar 1.008% Gross profit $14,787.51 Maximum Drawdown $355.00 Commissions $1,427.50 Average Drawdown $49.55 Net Profit $13,360.01 Ratio Avg Win/Avg Loss 5.00 Total # Of Trades 246 Percent Profitable 32% Winning Trades 79 Losing Trades 167 Largest Winning Trade $543.75 Largest Losing Trade $355.00 Average Winning Trade $295.19 Average Losing Trade $59.05 Largest Winning Long $506.28 Largest Losing Long $329.99 Largest Winning Short $543.75 Largest Losing Short $355.00 Number Periods Long 438 Percent Periods Long 41.32% Number Periods Short 225 Percent Periods Short 21.23% Max Consec. Winners 4 Max Consec. Losers 20 Avg # Bars In Winners 5 Avg # Bars In Losers 1 Avg Profit/Avg Drawdown 1.096 ******************************************************************************** Powered by MarketDelta Professional 10.4.17, (c) 1996-2011 MarketDelta, LLC www.marketdelta.com 2. Delta Turn Scalp 0.0004 Range Bar . Avg Profit/Trade $52.69 Avg Position Size $2,000.00 Avg % Gain/Trade 2.635% Avg % Gain/Bar 0.141% Gross profit $4,612.58 Maximum Drawdown $279.99 Commissions $502.50 Average Drawdown $96.46 Net Profit $4,110.08 Ratio Avg Win/Avg Loss 2.13 Total # Of Trades 78 Percent Profitable 44% Winning Trades 35 Losing Trades 43 Largest Winning Trade $431.25 Largest Losing Trade $279.99 Average Winning Trade $281.29 Average Losing Trade $132.06 Largest Winning Long $418.76 Largest Losing Long $279.99 Largest Winning Short $431.25 Largest Losing Short $230.01 Number Periods Long 733 Percent Periods Long 19.85% Number Periods Short 727 Percent Periods Short 19.69% Max Consec. Winners 5 Max Consec. Losers 5 Avg # Bars In Winners 26 Avg # Bars In Losers 12 Avg Profit/Avg Drawdown 0.546 ******************************************************************************** Powered by MarketDelta Professional 10.4.17, (c) 1996-2011 MarketDelta, LLC www.marketdelta.com 3. TPO Reverse Intraday 0.0008 Range Bar Кривая доходности стратегии за торговый день на нижней гистограмме. Стратегии сконструированы и реализованы на Market Delta Pro Complete IQFeed Edition. Наблюдать за стратегиями реал тайм можно в нашем руме. Вход в FXOpen Live Trading Room http://www.omnovia.com/event/39851307691186 пароль fxopen