Hasil backtest version 1.2 (dengan tambahan fuzzy logic)
Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2009.01.02 18:30 - 2009.10.16 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters Setting1=" --- Open Trade Parameters ---";
Lots=0.1;
TakeProfit=45;
StopLoss=200;
slippage=3; Setting2=" ------ Risk Management ------";
RiskMM=true;
RiskPercent=3;
Setting3=" --- Martingle Management ----";
Multiplier=1.8;
MaxTrades=9;
Pips=30;
Inputs=" BBRSI & MA parameters ";
TimeFrame=1440;
Price=0;
RSIPeriod=8;
MAPeriod=8;
BBPeriod=20;
K=1;
Mode=0;
Bars in test 19645
Ticks modelled 2659953
Modelling quality 44.05%
Mismatched charts errors 1
Initial deposit 5000.00
Total net profit 21370.80
Gross profit 37155.50
Gross loss -15784.70
Profit factor 2.35
Expected payoff 25.94
Absolute drawdown 220.60
Maximal drawdown 6051.54 (27.03%)
Relative drawdown 36.88% (3993.54)
Total trades 824
Short positions (won %) 406 (64.04%)
Long positions (won %) 418 (65.07%)
Profit trades (% of total) 532 (64.56%)
Loss trades (% of total) 292 (35.44%)
Largest profit trade 2111.85
loss trade -543.72
Average profit trade 69.84
loss trade -54.06
Maximum consecutive wins (profit in money) 17 (482.54)
consecutive losses (loss in money) 7 (-2423.45)
Maximal consecutive profit (count of wins) 2869.46 (7)
consecutive loss (count of losses) -2423.45 (7)
Average consecutive wins 4
consecutive losses 2
Graf