ARange2 after 4 weeks

i’m using InterbankFX demo for this forward test and they have or are in the process of reorganizing stuff and apparently i will not have acces to my demo acc. I’ll have to start a new account and lose continuity in the test.

anyway here are the stats for the 4 weeks since inception.

Deposit/Withdrawal: 10 000.00
Gross Profit: 6 030.20 Gross Loss: 4 770.03
Total Net Profit: 1 260.17
Profit Factor: 1.26 Expected Payoff: 19.39
Absolute Drawdown: 0.00 Maximal Drawdown (%): 863.36 (8.6%)

Total Trades: 65
Short Positions (won %):34 (44.12%) Long Positions (won %): 31 (54.84%)
Profit Trades (% of total):32 (49.23%) Loss trades (% of total):33 (50.77%)
Largest profit trade: 458.09 loss trade: -412.52
Average profit trade: 188.44 loss trade: -144.55
Maximum consecutive wins ($): 5 (1 295.83)
consecutive losses ($): 7 (-720.56)
Maximal consecutive profit (count): 1 295.83 (5)
Maximal consecutive loss (count):-863.36 (4)
Average consecutive wins: 2 consecutive losses: 2

ARange2 week1

First results posted on the new version of ARange that i’m forward testing, so far so good… the first couple of trades were losers but it recovered nicely.

Deposit/Withdrawal: 10 000.00
Closed Trade P/L: 810.04
Balance: 10 810.04 Equity: 10 810.04 Free Margin: 10 810.04

Gross Profit: 2 969.13 Gross Loss: 2 159.09 Total Net Profit: 810.04
Profit Factor: 1.38 Expected Payoff: 28.93
Absolute Drawdown: 863.36 Maximal Drawdown (%): 863.36 (8.6%)

Total Trades: 28
Short Positions (won %): 13 (53.85%) Long Positions (won %): 15 (53.33%)
Profit Trades (% of total): 15 (53.57%) Loss trades (% of total): 13 (46.43%)
Largest profit trade: 458.09 loss trade: -412.52
Average profit trade: 197.94 loss trade: -166.08
Maximum consecutive wins ($):5 (1 295.83)consecutive losses ($):4 (-863.36)
Average consecutive wins: 3 consecutive losses: 2

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

ARange week4

the system is starting to turn around after the losses last week, it was still a losing week but a small one. the bad thing tho’ is that i didn’t managed to get the ARange 2 and 3 off the ground, they still have some small bugs in the code…and i realize that this version i’m forward testing now is in need of some stricter money management to reduce the risks and to protect some of the winners.

hopefully all this will be done by 1’st february so that i’ll have a clean start.

ARange week 3

not exactly a profitable week, the system is definetly not a money machine yet..but the forward test goes on.

the second version i had tested appears to have some code flaws so i’ll need to recode it and fix the problems.

Gross Profit: 1 012.30 Gross Loss: 1 040.66 Total Net Profit: -28.36
Profit Factor: 0.97 Expected Payoff: -0.31
Absolute Drawdown: 28.36 Maximal Drawdown (%): 67.88 (5.0%)

Total Trades: 92
Short Positions (won %):49 (57.14%) Long Positions (won %):43 (69.77%)
Profit Trades (% of total):58 (63.04%) Loss trades (% of total):34 (36.96%)
Largest profit trade: 62.45 loss trade: -85.25
Average profit trade: 17.45 loss trade: -30.61
Maximum consecutive wins ($):12 (271.48) consecutive losses($): 5 (-181.26)
Maximal consecutive profit (count):271.48(12)consecutive loss (count):-181.26(5)
Average consecutive wins: 3 consecutive losses: 2

Autotrader week2

the second week of January’s forward demo testing is over with some bad results, down 151$ from the profits of last week… most of the losses occured wednsday and thursday with 4 SL hits and a number of smaller profits.

overall with the 1000$ account trading 0.1 lots the max drawdown is small around 5%, but in theory several weeks of losses can amount to a higher drawdown, we’ll see that in time.

starting next week i’ll start another forward demo test with some revised rules and hopefully some more complex money management rules, if i have time to code them.

with that in mind i still have faith in this system, not to would be a foolish thing coz the system is still over 20% in profit; i noticed that i tend not to give a name to my systems, and i’m certainly gone put a stop to this and start with this one; thing is i haven’t decided on a name yet so i’m open to sugestions..:)

Click here for a screnshot of the week’s statement

Summary:
Deposit/Withdrawal: 0.00 Credit Facility: 0.00
Closed Trade P/L: -151.59 Floating P/L: 0.00 Margin: 0.00
Balance: 1 132.33 Equity: 1 132.33 Free Margin: 1 132.33

Details:
Gross Profit: 320.18 Gross Loss: 471.77 Total Net Profit: -151.59
Profit Factor: 0.68 Expected Payoff: -4.46
Absolute Drawdown: 155.12 Maximal Drawdown (%): 67.88 (5.0%)

Total Trades: 34
Short Positions (won %): 22 (45.45%) Long Positions (won %): 12 (66.67%)
Profit Trades (% of total): 18 (52.94%) Loss trades (% of total): 16 (47.06%)
Largest profit trade: 54.54 loss trade: -85.25
Average profit trade: 17.79 loss trade: -29.49
Maximum consecutive wins ($): 4 (95.64) consecutive losses ($): 5 (-181.26)
Maximal consecutive profit (count): 95.64 (4) consecutive loss (count): -181.26 (5)
Average consecutive wins: 3 consecutive losses: 2

Click here for a screnshot of the statement for the hole period

Bad days

Today and yesterday haven’t been good for my automated expert, who profits from the small ranges the crosses ussually have… so days like yesterday with one way movements followed by today’s rather strong reversal, have done a little damage to my account. but i guess it’s all part of the testing period, you want to have some bad days with stop-loss hits so that you can observe and perhaps improve in the future.

will post more details when the week is over.