Name: Artificial Intelligence
Author: Reshetov (2006.11.27 13:02) - This optimized code is designed for positional traders looking for higher returns and precision.
This system works best when tested on daily charts.
For more insights, check the link in the profile: Read More
Strategy Tester Details
Testing on auto M5 strategy
Strategy Tester Report
Pramod Baviskar's Auto M5
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | Daily (D1) 2013.12.22 00:00 - 2014.01.22 00:00 | ||||
| Model | Every Tick (the most precise method based on all available timeframes) | ||||
| Bars in Test | 1026 | Ticks Modeled | 526529 | Modeling Quality | 83.60% |
| Mismatched Charts Errors | 0 | ||||
| Initial Deposit | £10,000.00 | ||||
| Total Net Profit | £3,305.41 | Gross Profit | £3,624.41 | Gross Loss | -£319.00 |
| Profit Factor | 11.36 | Expected Payoff | £472.20 | ||
| Absolute Drawdown | £151.40 | Maximal Drawdown | £1,641.70 (13.42%) | Relative Drawdown | 13.42% (£1,641.70) |
| Total Trades | 7 | Short Positions (Won %) | 6 (83.33%) | Long Positions (Won %) | 1 (100.00%) |
| Profit Trades (% of Total) | 6 (85.71%) | Loss Trades (% of Total) | 1 (14.29%) | ||
| Largest | Profit Trade | £1,267.10 | Loss Trade | -£319.00 | |
| Average | Profit Trade | £604.07 | Loss Trade | -£319.00 | |
| Maximum | Consecutive Wins (Profit in Money) | 3 (£2,611.99) | Consecutive Losses (Loss in Money) | 1 (-£319.00) | |
| Maximal | Consecutive Profit (Count of Wins) | £2,611.99 (3) | Consecutive Loss (Count of Losses) | -£319.00 (1) | |
| Average | Consecutive Wins | 3 | Consecutive Losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2013.12.22 21:45 | Buy | 1 | 1.00 | 1.36698 | 1.36379 | 0.00000 | ||
| 2 | 2013.12.29 21:45 | Modify | 1 | 1.00 | 1.36698 | 1.37253 | 0.00000 | ||
| 3 | 2013.12.31 00:00 | Modify | 1 | 1.00 | 1.36698 | 1.37780 | 0.00000 | ||
| 4 | 2013.12.31 08:14 | S/L | 1 | 1.00 | 1.37780 | 1.37780 | 0.00000 | £1,084.68 | £11,084.68 |
| 5 | 2014.01.02 07:00 | Sell | 2 | 1.00 | 1.37500 | 1.37819 | 0.00000 | ||
| 6 | 2014.01.03 00:00 | Modify | 2 | 1.00 | 1.37500 | 1.36965 | 0.00000 | ||
| 7 | 2014.01.05 21:45 | Modify | 2 | 1.00 | 1.37500 | 1.36231 | 0.00000 | ||
| 8 | 2014.01.06 11:09 | S/L | 2 | 1.00 | 1.36231 | 1.36231 | 0.00000 | £1,267.10 | £12,351.79 |
| 9 | 2014.01.07 00:00 | Sell | 3 | 1.00 | 1.36293 | 1.36612 | 0.00000 | ||
| 10 | 2014.01.09 00:00 | Modify | 3 | 1.00 | 1.36293 | 1.36029 | 0.00000 | ||
| 11 | 2014.01.09 08:00 | S/L | 3 | 1.00 | 1.36029 | 1.36029 | 0.00000 | £260.21 | £12,611.99 |
| 12 | 2014.01.10 00:00 | Sell | 4 | 1.00 | 1.36059 | 1.36378 | 0.00000 | ||
| 13 | 2014.01.10 13:30 | S/L | 4 | 1.00 | 1.36378 | 1.36378 | 0.00000 | -£319.00 | £12,292.99 |
| 14 | 2014.01.12 21:46 | Sell | 5 | 1.00 | 1.36778 | 1.37097 | 0.00000 | ||
| 15 | 2014.01.16 00:00 | Modify | 5 | 1.00 | 1.36778 | 1.36308 | 0.00000 | ||
| 16 | 2014.01.16 13:45 | S/L | 5 | 1.00 | 1.36308 | 1.36308 | 0.00000 | £464.31 | £12,757.30 |
| 17 | 2014.01.17 00:00 | Sell | 6 | 1.00 | 1.36151 | 1.36470 | 0.00000 | ||
| 18 | 2014.01.19 21:45 | Modify | 6 | 1.00 | 1.36151 | 1.35699 | 0.00000 | ||
| 19 | 2014.01.21 16:21 | S/L | 6 | 1.00 | 1.35699 | 1.35699 | 0.00000 | £450.10 | £13,207.41 |
| 20 | 2014.01.22 00:00 | Sell | 7 | 1.00 | 1.35570 | 1.35889 | 0.00000 | ||
| 21 | 2014.01.22 19:04 | Close at Stop | 7 | 1.00 | 1.35472 | 1.35889 | 0.00000 | £98.00 | £13,305.41 |
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