Home Forex trading Rollover Scalper EA backtests – Statistics – 18 July 2022

Rollover Scalper EA backtests – Statistics – 18 July 2022

46
0


The backtests were done using the 1.2 version of Rollover Scalper EA, MT5, GBPUSD chart, a fixed 0.01 lot size.
Backtests over the 2015.01-2022.07 period were done using ICMarkets real ticks.
Backtests over the 2004/2006-2022.04 period of time were done using Dukascopy real ticks.

— sets which do not hold trades over weekend —

LF set
2015.01-2022.07    |    427$ profit, 28$ DD, 2,996 trades
2006.02-2022.04    |    1,245$ profit, 144$ DD, 8,953 trades

HF set
2015.01-2022.07    |    683$ profit, 74$ DD, 11,167 trades
2006.02-2022.04    |    2,462$ profit, 171$ DD, 28,357 trades

HF2 set
2015.01-2022.07    |    352$ profit, 35$ DD, 6,973 trades
2004.01-2022.04    |    2247$ profit, 53$ DD, 19,558 trades

HF3 set
2015.01-2022.07    |    576$ profit, 44$ DD, 6,810 trades
2004.01-2022.04    |    3,805$ profit, $ DD, 22,575 trades

— sets which hold trades over weekend —

v1.2 default set
2015.01-2022.07    |    477$ profit, 27$ DD, 3,697 trades
2004.01-2022.04    |    2,050$ profit, 87$ DD, 11,353 trades

MF set
2015.01-2022.07    |    821$ profit, 32$ DD, 5,553 trades
2004.01-2022.04    |    4,098$ profit, 49$ DD, 17,419 trades

— some comments on all sets —

LF and HF were created for v1.0 set. They trade (besides other pairs) EURAUD and AUDUSD, which even though recently show an ok drawdown, before 2010 are showing a much bigger drawdown. Because of these pairs the set cannot be backtested earlier than 2006.
HF2 was created for v1.1. The pairs it uses show a similar drawdown since 2004 till now, unlike sets LF and HF which would have a bigger drawdown in the past.
HF3, MF and “v1.2 default” were created for v1.2. They all use the same pairs as HF2, so the drawdown is mostly similar since 2004

v1.1 was supporting pretty the sets from v1.0.
v1.2 however shows a similar drawdown but a much lower profit for the sets from the previous versions (1.1 and 1.0). This is so because v1.2 had the most fundamental changes, the main being:
    1. indicators are using the previous bar (in v1.2) instead of the current bar (in v1.0 and v1.1)
    2. a second spread filter which deletes the pending orders when the spread is bigger than 100 points (this can be changed though)
    3. a “minimum profit” parameter which filters out the trades with a TP too small.



Source link

LEAVE A REPLY

Please enter your comment!
Please enter your name here