気合でEAを改良しています。
Every tickはなかなか手ごわいですが、少しずつにじり寄っていけば良いと思っています。
改良か改悪か・・・全体のPFは上がったが直近に偏りすぎ、最近はトレードルールのサイクルがかみ合っているのでしょうね。
これでは、まだ使えないですね。
検証期間
1978/05/30～2009/12/12
Bars in test 8317
Ticks modelled 33539445
Modelling quality n/a
Mismatched charts errors 193
Initial deposit 10000.00
Total net profit 7948.62
Gross profit 52866.34
Gross loss -44917.72
Profit factor 1.18
Expected payoff 18.62
Absolute drawdown 8557.10
Maximal drawdown 9622.33 (86.96%)
Relative drawdown 86.96% (9622.33)
Total trades 427
Short positions (won %) 239 (51.05%)
Long positions (won %) 188 (48.94%)
Profit trades (% of total) 214 (50.12%)
Loss trades (% of total) 213 (49.88%)
Largest
profit trade 3282.28
loss trade -2112.69
Average
profit trade 247.04
loss trade -210.88
Maximum
consecutive wins (profit in money) 6 (699.75)
consecutive losses (loss in money) 10 (-480.85)
Maximal
consecutive profit (count of wins) 8701.58 (5)
consecutive loss (count of losses) -2112.69 (1)
Average
consecutive wins 2
consecutive losses 2
