currently i already build a system which tested from 2000-2007 with 10k margin, but still i am looking for more filter to reduce the bad trade, could someone help. This is the test result
Initial deposit10000.00
Total net profit4995.70
Gross profit113025.20
Gross loss-108029.50
Profit factor1.05
Expected payoff10.74
Absolute drawdown6581.00
Maximal drawdown9568.90 (47.28%)
Relative drawdown73.51% (9485.50)
Total trades465
Short positions (won %)232 (52.16%)
Long positions (won %)233 (51.93%)
Profit trades (% of total)242 (52.04%)
Loss trades (% of total)223 (47.96%)
Largest
profit trade496.00
loss trade-545.60
Average
profit trade467.05
loss trade-484.44
Maximum
consecutive wins (profit in money)7 (3316.00)
consecutive losses (loss in money)7 (-3357.90)
Maximal
consecutive profit (count of wins)3316.00 (7)
consecutive loss (count of losses)-3357.90 (7)
Average
consecutive wins2
consecutive losses2
Initial deposit10000.00
Total net profit4995.70
Gross profit113025.20
Gross loss-108029.50
Profit factor1.05
Expected payoff10.74
Absolute drawdown6581.00
Maximal drawdown9568.90 (47.28%)
Relative drawdown73.51% (9485.50)
Total trades465
Short positions (won %)232 (52.16%)
Long positions (won %)233 (51.93%)
Profit trades (% of total)242 (52.04%)
Loss trades (% of total)223 (47.96%)
Largest
profit trade496.00
loss trade-545.60
Average
profit trade467.05
loss trade-484.44
Maximum
consecutive wins (profit in money)7 (3316.00)
consecutive losses (loss in money)7 (-3357.90)
Maximal
consecutive profit (count of wins)3316.00 (7)
consecutive loss (count of losses)-3357.90 (7)
Average
consecutive wins2
consecutive losses2