Inputs: file='MAclusterexample.gvf', CSV='MAclusterexample.csv', window=90, step=10
| Pass | Start | Forward | Stop | Profit1 | PF1 | N1 | W1 | P1 | L1 | Sharpe | DDmax | DD% | Custom | Profit2 | PF2 | N2 | W2 | P2 | L2 | Parameters | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 301 | 2015.01.02 | 2015.04.02 | 2015.04.11 | 79.54 | 3.71 | 5 | 2 | 108.87 | 29.34 | 0.52 | 29.34 | 2.77 | 5.53 | -6.65 | 0.00 | 1 | 0 | 0.00 | 6.65 | 8 0 | ||||||||||||
| 228 | 2015.01.11 | 2015.04.11 | 2015.04.20 | 72.89 | 3.03 | 6 | 2 | 108.87 | 35.99 | 0.39 | 29.34 | 2.77 | 4.75 | 5.54 | 10.00 | 1 | 1 | 5.54 | 0.00 | 8 0 | ||||||||||||
| 317 | 2015.01.20 | 2015.04.20 | 2015.04.29 | 72.89 | 3.03 | 6 | 2 | 108.87 | 35.99 | 0.39 | 29.34 | 2.77 | 4.75 | 33.12 | 14.14 | 2 | 2 | 33.12 | 0.00 | 8 0 | ||||||||||||
| 358 | 2015.01.29 | 2015.04.29 | 2015.05.08 | 112.75 | 4.17 | 7 | 2 | 148.35 | 35.60 | 0.42 | 32.42 | 3.02 | 10.42 | 49.78 | 10.00 | 1 | 1 | 49.78 | 0.00 | 7 0 | ||||||||||||
| 313 | 2015.02.07 | 2015.05.08 | 2015.05.17 | 117.42 | 24.49 | 6 | 4 | 130.18 | 12.76 | 0.61 | 7.01 | 0.62 | 27.34 | 61.69 | 14.14 | 2 | 2 | 61.69 | 0.00 | 6 0 | ||||||||||||
| 292 | 2015.02.16 | 2015.05.17 | 2015.05.26 | 174.91 | 24.49 | 6 | 5 | 181.92 | 7.00 | 0.90 | 7.01 | 0.62 | 49.20 | 23.40 | 6.44 | 2 | 1 | 27.70 | 4.30 | 6 0 | ||||||||||||
| Total | 166.88 | 16.24 | 9 | 7 | 177.83 | 10.95 | ||||||||||||||||||||||||||
| Largest | 174.91 | 24.49 | 7 | 5 | 181.92 | 35.99 | 0.90 | 32.42 | 3.02 | 49.20 | 61.69 | 14.14 | 2 | 2 | 61.69 | 6.65 | ||||||||||||||||
| Average | 105.07 | 10.49 | 6 | 3 | 131.18 | 26.11 | 0.54 | 22.41 | 2.09 | 17.00 | 27.81 | 9.12 | 2 | 1 | 29.64 | 1.83 | ||||||||||||||||
| Deviation | 39.53 | 10.86 | 1 | 1 | 29.54 | 12.95 | 0.20 | 11.99 | 1.15 | 17.99 | 25.93 | 5.33 | 1 | 1 | 24.12 | 2.92 | ||||||||||||||||
| Smallest | 72.89 | 3.03 | 5 | 2 | 108.87 | 7.00 | 0.39 | 7.01 | 0.62 | 4.75 | -6.65 | 0.00 | 1 | 0 | 0.00 | 0.00 | ||||||||||||||||
| Annualized | 420.27 | 1112.53 | ||||||||||||||||||||||||||||||
| Walk-Forward Efficiency | 264.72% | |||||||||||||||||||||||||||||||
| Walk-Forward Consistency | 83.33% | |||||||||||||||||||||||||||||||
| Walk-Forward Drawdown | 1.58% (rough estimate, normalized) | |||||||||||||||||||||||||||||||
| Walk-Forward Profit Curve | ||||||||||||||||||||||||||||||||
| Totals | Plus | Minus |
|---|---|---|
| Net profit166.88 | Gross profit177.83 | Gross loss10.95 |
| Number of trades9 | Winning trades7 | Losing trades2 |
| Average trade18.54 | Average win25.40 | Average loss5.47 |
| % of winning trades78 | ||
| Profit Factor16.24 |
Generated by MT4 WF Reporter and WF Optimizer
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