forex software

Create and Test Forex Strategies

forex software

Skip to forum content

Forex Forum

Forex Software, Forex Strategies, Expert Advisors Generator

You are not logged in. Please login or register.


Forex Forum → Expert Advisor Studio → Return/Drawdown

Pages 1

You must login or register to post a reply

RSS topic feed

Posts: 8

1 (edited by yonkuro 2016-11-14 16:52:26)

Topic: Return/Drawdown

What is this? and how will it affect the strategy performance?

Regards

do or do not there is no try

Re: Return/Drawdown

Btw the new features are awesome

do or do not there is no try

Re: Return/Drawdown

"Return / Drawdown" is a very important and useful metrics for the strategy performance.

It is calculated as dividing the net profit of the strategy to the max drawdown during the backtest. for example if the max drawdown is $200 and the profit is $400, the Return / Drawdown is 2.0.

You can use the "Return / Drawdown" as a search target for the Generator and the Optimizer and also as Acceptance Criteria.

http://s14.postimg.org/8vj37rpwt/screenshot_91.jpg

Re: Return/Drawdown

Sounds great, I'll give it a try.

By the way, I'm sorry for asking same thing, but do you have a plan to include maximum stagnation in the future update?

do or do not there is no try

Re: Return/Drawdown

yonkuro wrote:

Sounds great, I'll give it a try.

By the way, I'm sorry for asking same thing, but do you have a plan to include maximum stagnation in the future update?

Are you unable to use maximum stagnation  as shown in acceptance criteria.?

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: Return/Drawdown

Blaiserboy wrote:

Are you unable to use maximum stagnation  as shown in acceptance criteria.?

The current EA Studio doesn't have such criteria

do or do not there is no try

Re: Return/Drawdown

I'll add Stagnation and Balance line stability criteria in the later releases.
Now I'm working on improved synchronization between the Editor and Collection. I'll upload a new version tomorrow.

Trade Safe!

Re: Return/Drawdown

Thank you

do or do not there is no try

Posts: 8

Pages 1

You must login or register to post a reply

Forex Forum → Expert Advisor Studio → Return/Drawdown

Similar topics in this forum