Thursday, February 7, 2013

Wallstreet Forex GBP Backtest | New Default Setting

Hi guys, as you may or may not know the Gbp default settings for Wallstreet forex robot have been slightly adjusted to stop loss 95 pips and take profit 50 pips. So the only change is the tighter stop loss.

I have run a backtest which includes 997 trades over a span of the last 3 years to see how it did.

Everything is default except:

  1. I set Closeonlyonprofit=True
  2. Friday close=true
  3. risk=0.5%
Here are the results:


Bars in test 100172
Ticks modelled 43636071
Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 3126.28
Gross profit 7815.36
Gross loss -4689.08
Profit factor 1.67
Expected payoff 3.14
Absolute drawdown 44.62
Maximal drawdown 235.27 (1.79%)
Relative drawdown 1.98% (214.14)
Total trades 997
Short positions (won %) 510 (93.14%)
Long positions (won %) 487 (90.97%)
Profit trades (% of total) 918 (92.08%)
Loss trades (% of total) 79 (7.92%)
Largest
profit trade 35.00
loss trade -66.50
Average
profit trade 8.51
loss trade -59.36
Maximum
consecutive wins (profit in money) 52 (401.17)
consecutive losses (loss in money) 2 (-133.00)
Maximal
consecutive profit (count of wins) 417.40 (50)
consecutive loss (count of losses) -133.00 (2)
Average
consecutive wins 13
consecutive losses 1