alleybooster.blogg.se

The average win is 1.92 R while the average loss is -1.00 R. Unextended: 172.20 R of return, 2.19 of profit factor, 0.56 R of expected value, 53.23% winrate.The average win is 2.72 R while the average loss is -1.00 R. Extended: 223.46 R of return, 2.34 of profit factor, 0.72 R of expected value, 46.13% winrate.If you're not interested in the details, here are the stats of the strategy based on how I traded it. I took a total of 310 trades - although keep in mind that every position is most often composed by two entries, meaning that you can roughly halve this number. I backtested on the Daily chart, from January 2017 to December 2019, over 28 currency pairs. You can see the UNCOMPOUNDED equity curve in the Summary tab, together with the overall statistics for the system. In the "Trades" tab, you will find every trade I backtested with an attached screenshot and the results it would have had with the extended and the unextended target. There are a lot of entries, so it may take a while for them to load. You can find my spreadsheet at this link. Hopefully I won't be doxxed, but I think I should be fine. I am going to do something I hope I won't regret and share the link to my spreadsheet. ParallaxFx used the -61.8 as a target, but never tried the second one, so I wanted to compare the two and see what happens. Instead of using a fixed target of the -100.0 Fibonacci extension, I tracked both the -61.8 and the -100.0 targets. If you want to read more about the strategy, go to my previous thread where I linked it. I have just completed my second run of testing, and I am here to share my results with those who are interested. I am backtesting the strategy shared by ParallaxFx. I have the feeling my rambles may be long, so I'm not going to repeat anything I already said in my previous post for the sake of keeping this brief. This thread is the direct continuation of my previous entry, which you can find here.