hi. i have been having this afl for some time now...ran a backtest on it in crude on 10min tf...and this was the result...
Initial capital 500000.00 500000.00 500000.00
Ending capital 525900.00 517700.00 508200.00
Net Profit 25900.00 17700.00 8200.00
Net Profit % 5.18 % 3.54 % 1.64 %
Exposure % 51.13 % 25.79 % 25.35 %
Net Risk Adjusted Return % 10.13 % 13.73 % 6.47 %
Annual Return % 88.82 % 54.94 % 22.72 %
Risk Adjusted Return % 173.71 % 213.04 % 89.64 %
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All trades 71 36 (50.70 %) 35 (49.30 %)
Avg. Profit/Loss 364.79 491.67 234.29
Avg. Profit/Loss % 0.07 % 0.10 % 0.05 %
Avg. Bars Held 14.82 14.75 14.89
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Winners 32 (45.07 %) 20 (28.17 %) 12 (16.90 %)
Total Profit 48700.00 28400.00 20300.00
Avg. Profit 1521.88 1420.00 1691.67
Avg. Profit % 0.30 % 0.28 % 0.34 %
Avg. Bars Held 18.72 17.90 20.08
Max. Consecutive 4 3 2
Largest win 4900.00 4300.00 4900.00
# bars in largest win 19 31 19
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Losers 39 (54.93 %) 16 (22.54 %) 23 (32.39 %)
Total Loss -22800.00 -10700.00 -12100.00
Avg. Loss -584.62 -668.75 -526.09
Avg. Loss % -0.12 % -0.13 % -0.10 %
Avg. Bars Held 11.62 10.81 12.17
Max. Consecutive 5 3 5
Largest loss -2400.00 -2000.00 -2400.00
# bars in largest loss 20 6 20
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Max. trade drawdown -5400.00 -2200.00 -5400.00
Max. trade % drawdown -1.07 % -0.44 % -1.07 %
Max. system drawdown -6100.00 -3300.00 -6800.00
Max. system % drawdown -1.17 % -0.65 % -1.32 %
Recovery Factor 4.25 5.36 1.21
CAR/MaxDD 76.18 84.12 17.20
RAR/MaxDD 148.99 326.20 67.88
Profit Factor 2.14 2.65 1.68
Payoff Ratio 2.60 2.12 3.22
Standard Error 4191.60 2996.63 1589.36
Risk-Reward Ratio 81.78 66.05 91.16
Ulcer Index 0.30 0.20 0.37
Ulcer Performance Index 282.29 245.45 47.36
Sharpe Ratio of trades 10.43 14.88 6.29
K-Ratio 0.0433 0.0350 0.0483
it looks like its coded by lincon sir..cuz it has its name in it..
Initial capital 500000.00 500000.00 500000.00
Ending capital 525900.00 517700.00 508200.00
Net Profit 25900.00 17700.00 8200.00
Net Profit % 5.18 % 3.54 % 1.64 %
Exposure % 51.13 % 25.79 % 25.35 %
Net Risk Adjusted Return % 10.13 % 13.73 % 6.47 %
Annual Return % 88.82 % 54.94 % 22.72 %
Risk Adjusted Return % 173.71 % 213.04 % 89.64 %
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All trades 71 36 (50.70 %) 35 (49.30 %)
Avg. Profit/Loss 364.79 491.67 234.29
Avg. Profit/Loss % 0.07 % 0.10 % 0.05 %
Avg. Bars Held 14.82 14.75 14.89
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Winners 32 (45.07 %) 20 (28.17 %) 12 (16.90 %)
Total Profit 48700.00 28400.00 20300.00
Avg. Profit 1521.88 1420.00 1691.67
Avg. Profit % 0.30 % 0.28 % 0.34 %
Avg. Bars Held 18.72 17.90 20.08
Max. Consecutive 4 3 2
Largest win 4900.00 4300.00 4900.00
# bars in largest win 19 31 19
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Losers 39 (54.93 %) 16 (22.54 %) 23 (32.39 %)
Total Loss -22800.00 -10700.00 -12100.00
Avg. Loss -584.62 -668.75 -526.09
Avg. Loss % -0.12 % -0.13 % -0.10 %
Avg. Bars Held 11.62 10.81 12.17
Max. Consecutive 5 3 5
Largest loss -2400.00 -2000.00 -2400.00
# bars in largest loss 20 6 20
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Max. trade drawdown -5400.00 -2200.00 -5400.00
Max. trade % drawdown -1.07 % -0.44 % -1.07 %
Max. system drawdown -6100.00 -3300.00 -6800.00
Max. system % drawdown -1.17 % -0.65 % -1.32 %
Recovery Factor 4.25 5.36 1.21
CAR/MaxDD 76.18 84.12 17.20
RAR/MaxDD 148.99 326.20 67.88
Profit Factor 2.14 2.65 1.68
Payoff Ratio 2.60 2.12 3.22
Standard Error 4191.60 2996.63 1589.36
Risk-Reward Ratio 81.78 66.05 91.16
Ulcer Index 0.30 0.20 0.37
Ulcer Performance Index 282.29 245.45 47.36
Sharpe Ratio of trades 10.43 14.88 6.29
K-Ratio 0.0433 0.0350 0.0483
it looks like its coded by lincon sir..cuz it has its name in it..