ARange week 8 – last one

awesome results this week,

Gross Profit: 350.26 Gross Loss: 132.26 Total Net Profit: 218.00
Profit Factor: 2.65 Expected Payoff: 8.07
Absolute Drawdown: 49.43 Maximal Drawdown (%): 64.53 (7.3%)

Total Trades: 27
Short Positions(won %):11 (90.91%) Long Positions (won %): 16 (37.50%)
Profit Trades (% of total):16 (59.26%)
Loss trades(%of total):11(40.74%)
Largest profit trade: 93.58 loss trade: -37.59
Average profit trade: 21.89 loss trade: -12.02

The results for the hole 2 months look like this(the robot started after i lost 75$ on bad trade, so infact the net profit generated is 155$ around 17% since the start without any compounding. )

Gross Profit: 2 387.97 Gross Loss: 2 306.59 Total Net Profit: 81.38
Profit Factor: 1.04 Expected Payoff: 0.35
Absolute Drawdown: 267.30 Maximal Drawdown (%): 78.69 (5.7%)

Total Trades: 230
Short Positions(won%): 109(58.72%)
Long Positions(won%): 121(65.29%)
Profit Trades (% of total): 143 (62.17%)
Loss trades (% of total):87 (37.83%)
Largest profit trade: 93.58 loss trade: -87.06
Average profit trade: 16.70 loss trade: -26.51
Maximum consecutive wins ($): 16 (273.51) consecutive losses ($):6 (-43.52)

ARange after 7 weeks

Here are the results for 7 weeks of forward testing of the ARange Mt4 robot.

Gross Profit: 2 023.68 Gross Loss: 2 098.09
Total Net Profit: -74.41
Profit Factor: 0.96 Expected Payoff: -0.37
Absolute Drawdown: 191.06
Maximal Drawdown (%): 78.69 (5.7%)

Total Trades: 200
Short Positions (won %): 97 (55.67%) Long Positions (won %): 103 (69.90%)
Profit Trades (% of total): 126 (63.00%) Loss trades (% of total): 74 (37.00%)

Largest profit trade: 72.00 loss trade: -87.06
Average profit trade: 16.06 loss trade: -28.35

Due to technical difficulties think this following week will probably be the last in forward testing this robot, i will give a chance and some more time to the other version’s of the system and see how they perform.

ARange v.1 did acomplish a lot of things and helped me see how the system performs automated for the Mt4 platform; and pointed out things that needed more attention, with this experience i believe i can produce a better version of the system.

ARange week6

The JPY had a great impact on the results till now, this week had 3 losses on Jpy pairs; it might be a good idea to reduce the exposure to it. Overall a positive week but not by much, slowly building the account.

I have a bunch of ideas i want to test but resources(time, hardware etc.) are limited so will have to do them over the next couple of months.

week: 6 Feb-10 Feb

Gross Profit: 264.06 Gross Loss: 243.96 Total Net Profit: 20.10
Profit Factor: 1.08 Expected Payoff: 0.69
Absolute Drawdown: 70.35 Maximal Drawdown (%): 40.31 (3.5%)

Total Trades: 29 Short Positions(won%):13 (53.85%)Long Positions(won%):16 (68.75%)
Profit Trades (% of total): 18 (62.07%) Loss trades (% of total):11 (37.93%)
Largest profit trade: 60.55 loss trade: -48.83
Average profit trade: 14.67 loss trade: -22.18
Maximum consecutive wins ($): 5 (47.03)consecutive losses($):3 (-111.39)
Maximal consecutive profit (count):67.52 (2)consecutive loss (count): -111.39 (3)
Average consecutive wins: 2 consecutive losses: 1

ARange week 5

Arange managed to recover the losses and then some, been a good week with only one stoploss which is reasurring(hope i spelled right).

I’ll post the results for the other versions of ARange starting next week.

Gross Profit: 354.00 Gross Loss: 92.97 Total Net Profit:261.03
Profit Factor: 3.81 Expected Payoff: 10.44
Absolute Drawdown:0.00 Maximal Drawdown (%): 22.11 (2.1%)

Total Trades: 25
Short Positions(won %): 11 (90.91%)Long Positions (won %):14 (85.71%)
Profit Trades (% of total):22 (88.00%)Loss trades (% of total):3 (12.00%)
Largest profit trade: 48.53 loss trade: -64.69
Average profit trade: 16.09 loss trade: -30.99
Maximum consecutive wins ($):11(172.75)consecutive losses ($):1(-64.69)
Maximal consecutive profit(count):172.75 (11)consecutive loss (count):-64.69 (1)
Average consecutive wins: 7 consecutive losses: 1