• Registered: 2007-10-30
  • Posts: 3

Topic: not a lot of profit but small drowdown. Is it real?

Forex Strategy Builder v2.5.3.1
Strategy name: H4eurusd100
Exported on: 31.10.2007 15:57:05

Market: EURUSD 4 Hours
Spread: 4 pips
Swap Number: 1 pip

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 10467
Balance: 633 pips
Minimum account: 0 pips
Maximum drawdown: 62 pips
Time in position: 1 %

A same direction signal - Does nothing
An opposite direction signal - Reverses the position

[Opening point of the position]
Bar Closing
     Enter the market at the end of the bar
     Base price  -  Close

[Opening logic condition]
Commodity Channel Index
     The CCI crosses the Level line upward
     Smoothing method  -  Simple
     Base price  -  Close
     Smoothing period  -  3
     Level  -  94
     Multiplier  -  0,014
     Use previous bar value  -  No

[Opening logic condition]
Moving Averages Crossover
     The Fats MA crosses the Slow MA upward
     Base price  -  Close
     Fast MA method  -  Exponential
     Slow MA method  -  Exponential
     Fast MA period  -  13
     Slow MA period  -  33
     Fast MA shift  -  0
     Slow MA shift  -  0
     Use previous bar value  -  No

[Opening logic condition]
Long or Short
     Open long positions only

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: not a lot of profit but small drowdown. Is it real?

Cannot be sure without a thorough analysis. We need the hole strategy to test properly.
I see a potential problem here:
 
[Opening logic condition]
Long or Short
     Open long positions only

Set "Open short position only" and see the result. If it is negative your system is not enough rigid. You never know whether the market is rising.

In most of the cases FSB protects you from faulty back test but at the moment the curve-fitting is a problem.

Popov's Website