Setfile EURUSD M5 out of backtest/ forward test

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Martin
  • updated

Hello, I'm happy to present my first setfile out of a longer backtest/ forward test cycle.

Test conditions:

Periode: 2018.05.13  to 2021.03.09

Forward: 1/2 from 2019.10.10

Delays: 87ms

Broker: ICMarkets SC HedgeAccount Raw Spread

Modelling during backtest/ forward test: 1mOHLC

Modelling during single runs after optimization: Every tick based on real ticks

Optimization criteria, Algo: fast genetic based with complex criterion max.

Real trading:

currently not, please evaluate by yourself. Play with the initial lot setting for both setfiles. For the PASS 4486 I have tested fixed lot of 0.01 over the hole periode the max DD on 1000€ start deposit is 469,9€ (37,8%).

I will puplish the LINK to a Demo account later.


My Results:

CommunityPower MT5.EURUSD.M5.20180513.20191....opt


Image 998

EURUSD V4 PASS 1347 higher DD.set


EURUSD V4 PASS 4486 preferred.set

Screenshots from test final backtests

PASS 1347

Image 993

Image 994

PASS 4486

Image 995

Image 997

MT version:
Set for MT5 only
EA version:
2.27
Symbol:
EURUSD
TimeFrame:
M5
Replies 10
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0
Martin

I see, I can not edit my own post .... lol

Here the Link to the DEMO Account

https://www.mql5.com/de/signals/962187?source=Site+Signals+Page

In addition I have tested on RoboForex the PASS4486 there it also work. For both ICMarkets and RoboForex I have tested before May 2018 there also good performance especially survive April 2018 with Italien crisis.

Many thanks for your votes in the first hour ;)

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2
Sai Pratap

Nice set.Thanks.

Below is the result with Octa FX.

Preferred:

Higher DD one has blown off my account.

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0
Martin
Quote from Sai Pratap

Nice set.Thanks.

Below is the result with Octa FX.

Preferred:

Higher DD one has blown off my account.

Many thanks, the higher DD file was with nearly 90% DD... So not realistic for real because small deviations in quote data will kill you. This file is not recommend. 

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0
Martin

I stopped the optimization of oscillator settings based on PASS4486. It doesn't show an additional benefit only nor risk with less profit compared to the already shown result.

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1
Pham Tuan Anh

Good job and thanks for sharing your results. What period of time did you use to optimize? Did you keep at least a few months ago to verify optimal results? Because if you've spent the whole time optimizing, this set might be too overfitting and perform poorly for real trading.

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0
Martin
Quote from Pham Tuan Anh

Good job and thanks for sharing your results. What period of time did you use to optimize? Did you keep at least a few months ago to verify optimal results? Because if you've spent the whole time optimizing, this set might be too overfitting and perform poorly for real trading.

Hi, the test condition are mentioned in the discription above. The Backtest was May 2018 to October 2019. Than forward test until today. 

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0
Neil Zhu

very interesting set, back test on XM works pretty good. Will try it on my live account. 

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0
Breno Miguez

hello, what did you change in the set to get this high profit? was it only the lot amount?

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Breno Miguez

How can i use this set on 2.35?

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Ulises Cune
Quote from Breno Miguez

How can i use this set on 2.35?

try to convert to version 2.31 and load it to 2.35 and check the values. Share the set files.

https://communitypowerea.userecho.com/en/communities/7/topics/336-migrate-settings-file-230-to-231-version?redirect_to_reply=1972#comment-1972