Saturday, March 27, 2010

Zoop Expert Advisor

Was designed to run on DAILY T/F, and with EURJPY, (and not very impressive)
But this is what happens with a bit of tweaking and running it on H4 with EURUSD.

started 19/05/08 end 29/01/10 , $5000 => $3031631-36



Bars in test 2740
Ticks modelled 19473339
Modelling quality 71.96%
Mismatched charts errors 22
Initial deposit 5000.00
Total net profit 3026631.36
Gross profit 6927657.48
Gross loss -3901026.12
Profit factor 1.78
Expected payoff 1414.97
Absolute drawdown 82.99
Maximal drawdown 164745.77 (6.60%)
Relative drawdown 16.49% (4037.52)
Total trades 2139
Short positions (won %) 1309 (78.00%)
Long positions (won %) 830 (81.69%)
Profit trades (% of total) 1699 (79.43%)
Loss trades (% of total) 440 (20.57%)
Largest
profit trade 63862.50
loss trade -55000.00
Average
profit trade 4077.49
loss trade -8865.97
Maximum
consecutive wins (profit in money) 23 (438847.01)
consecutive losses (loss in money) 4 (-32180.50)
Maximal
consecutive profit (count of wins) 438847.01 (23)
consecutive loss (count of losses) -91556.68 (3)
Average
consecutive wins 5
consecutive losses 1

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