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Re: Publish data here for various historical backtested trades of trading systems and indicators
Posted: Tue Nov 01, 2022 2:11 am
by Krunal Gajjar
Number of transactions: 25 times
Number of losses: 7 times
Winning times: 18 times
72% Win Rate...
Re: Publish data here for various historical backtested trades of trading systems and indicators
Posted: Tue Nov 01, 2022 7:25 am
by Jedidiah
Krunal Gajjar wrote: Tue Nov 01, 2022 2:11 am
Number of transactions: 25 times
Number of losses: 7 times
Winning times: 18 times
72% Win Rate...
Don't be greedy, there is no rocket science
Re: Publish data here for various historical backtested trades of trading systems and indicators
Posted: Wed Nov 02, 2022 1:56 am
by Jedidiah
Backtested indicator or trading system: XU-V46
Backtest Trading Method: Use Soft4fx
Backtest currency: USDJPY
Historical date of backtesting:
2022/1/17 — 2022/4/11
Chart time: none
Chart type: Reiko
Leverage 1:1000
Gross Profit: 1 218.06
Gross Loss: -129.53
Total Net Profit: 1 088.53
Profit Factor: 9.40
Expected Payoff: 35.11
Absolute Drawdown: -7.44
Maximal Drawdown: -51.21 (-14.00%)
Relative Drawdown: -14.00% (-51.21)
Total Trades: 31
Short Positions(won %): 13(61.54%) Long Positions(won %): 18(66.67%)
Profit Trades(% of total): 20(64.52%) Loss trades(% of total): 11(35.48%)
Largest profit trade: 502.21 loss trade: -17.38
Average profit trade: 60.90 loss trade: -11.78
Maximum consecutive wins: 6 consecutive losses: 2
Maximal consecutive profit: 742.90 consecutive loss: -34.76
Re: Publish data here for various historical backtested trades of trading systems and indicators
Posted: Wed Nov 02, 2022 2:04 am
by josi
Don't take this the wrong way but this is no valid backtest.
As we know from statistics you need a minimum sample size of 1000 for the Gaussian distribution to establish itself.
If you are lazy - like me - you will "make do" with 400 (and do the rest in forward testing).
But 31? I hope you liked what you did, if not it wasn't time well spent...
Re: Publish data here for various historical backtested trades of trading systems and indicators
Posted: Wed Nov 02, 2022 2:09 am
by Jedidiah
josi wrote: Wed Nov 02, 2022 2:04 am
Don't take this the wrong way but this is no valid backtest.
As we know from statistics you need a minimum sample size of 1000 for the Gaussian distribution to establish itself.
If you are lazy - like me - you will "make do" with 400 (and do the rest in forward testing).
But 31? I hope you liked what you did, if not it wasn't time well spent...
Thanks for your advice. Data for 1000 transactions. .
This is estimated to take a week to test only one metric or system. . /(ㄒoㄒ)/~~. .
It's very difficult. But I can challenge
Re: Publish data here for various historical backtested trades of trading systems and indicators
Posted: Wed Nov 02, 2022 2:15 am
by josi
honje19960321 wrote: Wed Nov 02, 2022 2:09 am
Thanks for your advice. Data for 1000 transactions. .
This is estimated to take a week to test only one metric or system. . /(ㄒoㄒ)/~~. .
It's very difficult. But I can challenge
a) This is what good EAs are for - they will do your backtesting in no time (and on all TFs you want...)
[as market cycles change over time you can run this backtest every 6 months or so...]
[Imagine you have to pay yourself a salary for each backtest and then you know how much money you can pay someone to write a functioning EA for your strategy if you prefer reading a book or watching a series instead].
b) You have to repeat this for every strategy/system you use
c) The good news: as markets are fractal you should be ok to test only one TF extensively (preferably the one you want to trade)
we are not allowed links: so it is doublejudoublejudoubleju...
[...quantstart.com/articles/Successful-Backtesting-of-Algorithmic-Trading-Strategies-Part-I/]
Re: Publish data here for various historical backtested trades of trading systems and indicators
Posted: Wed Nov 02, 2022 2:20 am
by Jedidiah
josi wrote: Wed Nov 02, 2022 2:15 am
a) This is what good EAs are for - they will do your backtesting in no time (and on all TFs you want...)
[as market cycles change over time you can run this backtest every 6 months or so...]
[Imagine you have to pay yourself a salary for each backtest and then you know how much money you can pay someone to write a functioning EA for your strategy if you prefer reading a book or watching a series instead].
b) You have to repeat this for every strategy/system you use
c) The good news: as markets are fractal you should be ok to test only one TF extensively (preferably the one you want to trade)
Thank you for letting me know so much, but these are manual backtests, not EA automation. . . I use soft4fx. The best Forex simulator on the market, with a reliable source of historical data.
Re: Publish data here for various historical backtested trades of trading systems and indicators
Posted: Mon Nov 07, 2022 6:26 am
by gaarmitaar
Thx for the share Honje.
Will post my practice time as well.
This is really really f****** great
edit : MTF doesnt work

Re: Publish data here for various historical backtested trades of trading systems and indicators
Posted: Sun Jan 08, 2023 10:48 am
by Johan33
honje19960321 wrote: Wed Nov 02, 2022 1:56 am
Backtested indicator or trading system: XU-V46
Backtest Trading Method: Use Soft4fx
Backtest currency: USDJPY
Historical date of backtesting:
2022/1/17 — 2022/4/11
Chart time: none
Chart type: Reiko
Leverage 1:1000
Gross Profit: 1 218.06
Gross Loss: -129.53
Total Net Profit: 1 088.53
Profit Factor: 9.40
Expected Payoff: 35.11
Absolute Drawdown: -7.44
Maximal Drawdown: -51.21 (-14.00%)
Relative Drawdown: -14.00% (-51.21)
Total Trades: 31
Short Positions(won %): 13(61.54%) Long Positions(won %): 18(66.67%)
Profit Trades(% of total): 20(64.52%) Loss trades(% of total): 11(35.48%)
Largest profit trade: 502.21 loss trade: -17.38
Average profit trade: 60.90 loss trade: -11.78
Maximum consecutive wins: 6 consecutive losses: 2
Maximal consecutive profit: 742.90 consecutive loss: -34.76
Hi
Can you explain about trading rules and TP and SL?
Re: Publish data here for various historical backtested trades of trading systems and indicators
Posted: Thu Jan 26, 2023 11:56 pm
by Jedidiah
I'm struggling with backtesting.
Trying to figure it out for myself.
Higher time and lower time price structure relationship.