Reports of tests of the adviser
During development of the automated variant of system CEGJ+ the preliminary working version already has appeared. On this page results of tests on history are laid out. Testing is conducted at the price of closing minute bars (the zero bar is not used), all history was downloaded from www.alpari.org.
Tests of new versions of the expert
1.
The first version
The tested pair: GBP/USD
The period of testing: 01.01.2003 - 24.10.2007
Lot: reinvestment through the certain intervals
Profit: 15260%
Relative drawdown: 57,27%
Detailed results of the test
2. The second version
The tested pair: GBP/USD
The period of testing: 01.01.2003 - 24.10.2007
Lot: without reinvestment
Profit: 782%
Relative drawdown: 52,27%
Detailed results of the test
3. The third vesion
The tested pair: GBP/USD
The period of testing: 01.01.2003 - 24.10.2007
Lot: without reinvestment
Profit: 1007%
Relative drawdown: 47,78%
Detailed results of the test
Tests of the second version of the expert
1. The first test
The tested pair: GBP/USD
The period of testing: 01.011.2003 - 24.10.2007
Lot: reinvestment through the certain intervals
Profit: 2945%
Maximum drawdown: 35,64%
Detailed results of the test
Tests of the first version of the expert
1. The first test
The tested pair: GBP/USD
The period of testing: 01.01.2005 - 01.05.2007
Lot: the fixed size 1 lot in each order
Profit: 291%
Maximum drawdown: 8%
Detailed results of the test
2. The second test
The tested pair: GBP/USD
The period of testing: 01.01.2005 - 01.05.2007
Lot: 10% from the current balance in each order
Profit: 819%
Maximum drawdown: 26%
Detailed results of the test
3. The thirs test
The tested pair: GBP/USD
The period of testing: 01.01.2002 - 01.01.2007
Lot: fixed - proportional escalating lot
Profit: 1081%
Maximum drawdown: 38%
Detailed results of the test
|
