Krzysiaczek99
Well-known member
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In testing, the algo should be profitable on any pair but not necessarily on any time frame. Thus if it has to be optimised or restricted to 1 or so pairs it is imho not good enough.
This is a reason that i run it on 8 symbols to decrease the risk.
Here you have results for 8 months both per algo and per pair and you can see that
variance per algo is not so big as variance per pair
Krzysztof
Code:
>> resultsAll('')
resultsAll('*Peg*')
resultsAll('*CHIRP*')
resultsAll('*J48*')
resultsAll('*RBM*')
resultsAll('*SDAE*')
resultsAll('*ELM*')
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-294941604.50 0.81 -0.28 50.87 0.46 3126561 3033796 680 1620 -47.88
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-45299854.70 0.83 -0.29 51.60 0.53 587115 562889 125 270 -39.39
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-45721371.30 0.80 -0.13 51.65 0.44 467092 435979 112 270 -50.63
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-54606643.40 0.78 -0.32 50.84 0.42 496707 479771 116 270 -55.92
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-67780911.70 0.76 -0.36 49.89 0.46 529967 529545 105 270 -63.97
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-50482614.70 0.82 -0.31 50.86 0.50 569811 553772 107 270 -44.93
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-31050208.70 0.86 -0.29 50.37 0.41 475869 471840 115 270 -32.76
>> resultsAll('*AUDUSD*')
resultsAll('*EURUSD*')
resultsAll('*GBPUSD*')
resultsAll('*XAUUSD*')
resultsAll('*AUDJPY*')
resultsAll('*GBPJPY*')
resultsAll('*USDJPY*')
resultsAll('*US500*')
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-15189450.00 0.86 -0.29 51.43 0.46 401667 377302 89 204 -19.50
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-33474123.00 0.75 -0.28 48.91 0.48 394242 415935 82 204 -41.32
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-82445558.00 0.67 -0.28 48.96 0.46 382315 405050 78 204 -104.71
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-26464370.50 0.88 -0.28 52.45 0.47 420708 377585 78 204 -33.15
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-35181391.00 0.77 -0.28 48.07 0.46 374913 410893 73 204 -44.77
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
-134415565.00 0.64 -0.32 48.65 0.45 380813 399408 70 204 -172.28
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
7415998.00 1.05 -0.28 53.55 0.48 424010 365899 94 204 9.39
NORMAL DATA AVERAGE RESULTS
Profit PF avMC avPP avRC totTP totFP PF>1 algosnum perTrade
24812855.00 1.21 -0.27 55.20 0.43 347893 281724 116 192 39.41
>>