Disliked{quote} I can't understand why you erased the settings on your image.Ignored
New Martingale EA (logic like Mathtrader EA)
{quote} gain 200% vs. DD 28%...why do you think it is not reasonable?by trading half the size, both your profit and DD would get lower... gain 100% vs. DD 14% sounds better? or gain 50% vs. DD 7%? either way, i think the corresponding numbers arent bad. but would it do the same on live forward data too? or it is more the result of curve fitting to the (limited time) past data?
can we see your settings please?
- #127
- Nov 21, 2016 6:43am Nov 21, 2016 6:43am
- | Commercial User | Joined Aug 2014 | 3,922 Posts
{quote} Sorry profit I meant in my testing not yours
i could only entertain you with manual martingale results of live trading. i dont do backtests much, if any, that also manual.
my comments here try to relate purely on the martingale trading and of some aspects of it, not EA specific.
sorry for that confusion about the backtest.
can offer this about current result, was posting on other martingale thread about time in trade, that i found to be very important in (my) martingale trading. (the less the better.)
as you may notice, it is only 300+ trades/positions, thus i would not want to share % gain part of the screen, since it is maybe not enough data to exclude randomness of it. although Eod's BT was containing 67 trades only...
there is always, always another trade!!
Adapt useful, reject useless, add what is specifically your own.
David Perk CLS Strategy 1 All Time Return:
3,533.0%
- #135
- Nov 21, 2016 11:37am Nov 21, 2016 11:37am
- | Commercial User | Joined Aug 2014 | 3,922 Posts
good looking results!
can you kindly do a favor and add to the test 2015 also?...in 2016 your test made 67 entries, a little low number, at about 6 entry per month.
extra year should double your entry count, and produce similar result. or at the least similar drawdown numbers, i think that more important with martingale, as survival depends on it.
would be interesting to see that the same set file would hold up and produce similar results also. or not.
i am sure you aware of curve fitting fallacy.
if backtest, some more data beneficial.
can you kindly do a favor and add to the test 2015 also?...in 2016 your test made 67 entries, a little low number, at about 6 entry per month.
extra year should double your entry count, and produce similar result. or at the least similar drawdown numbers, i think that more important with martingale, as survival depends on it.
would be interesting to see that the same set file would hold up and produce similar results also. or not.
i am sure you aware of curve fitting fallacy.
if backtest, some more data beneficial.
there is always, always another trade!!
good looking results!
Start period 01.03.2015.....
- #138
- Nov 21, 2016 11:59am Nov 21, 2016 11:59am
- | Commercial User | Joined Aug 2014 | 3,922 Posts
there is always, always another trade!!