Create and Test Forex Strategies
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| eas-guide:report [2018/02/16 13:28] – yavor | eas-guide:report [2021/01/11 06:52] – Ilan Vardy | ||
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| The Report page shows more detailed information of the backtest of the currently loaded Expert in the Editor. | The Report page shows more detailed information of the backtest of the currently loaded Expert in the Editor. | ||
| - | The page consists of four tabs: Stats info, Indicator | + | The page consists of four tabs: Stats info, Indicator |
| ===== Stats info ===== | ===== Stats info ===== | ||
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| {{ : | {{ : | ||
| - | ===== Market info ===== | ||
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| - | Shows information for the historical data loaded in the application and used for backtesting the current strategy. | ||
| ===== Output parameters ===== | ===== Output parameters ===== | ||
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| * **Net balance** - the end amount in the trading account. The Net Balance is measured in the account' | * **Net balance** - the end amount in the trading account. The Net Balance is measured in the account' | ||
| * **Max drawdown** - the reduction of the account after a series of losing trades. This is normally calculated by getting the difference between the previous account peak minus the lowest following bottom. The drawdown is shown as a percentage of the trading account. | * **Max drawdown** - the reduction of the account after a series of losing trades. This is normally calculated by getting the difference between the previous account peak minus the lowest following bottom. The drawdown is shown as a percentage of the trading account. | ||
| - | * **Executed orders** - this is the number of executed transactions. Please note that the opening and the closing transactions are counting | + | * **Executed orders** - this is the number of executed transactions. Please note that the opening and the closing transactions are counted |
| - | * **Ambiguous bars** - the program marks a bar as ' | + | * **Ambiguous bars** - the program marks a bar as ' |
| * **Profit per day** - an average of the money gained by the strategy per day. | * **Profit per day** - an average of the money gained by the strategy per day. | ||
| * **Win/loss ratio** - calculated by dividing the count of the winning trades by the count of all trades. | * **Win/loss ratio** - calculated by dividing the count of the winning trades by the count of all trades. | ||
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| The Indicator chart shows the price bars, the indicators and the signals and the positions. | The Indicator chart shows the price bars, the indicators and the signals and the positions. | ||
| - | {{ :eas-guide:acceptance-criteria-complete-backtest.png?nolink |Indicator Chart With Trailing Stop Loss}} | + | {{ :eas-guide:trailing-stop-loss-indicator-chart.png?nolink |Trailing Stop Loss on the Indicator Chart}} |
| - | Trailing Stop Loss on the Indicator Chart whenever it is defined in the Strategy Properties. | + | Trailing Stop Loss will show on the Indicator Chart whenever it is defined in the Strategy Properties. |
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| - | The **Transaction Log** shows all trades made by the strategy during the backtest. It is useful to examine the exact entry/exit time and prices and to compare them with a backtest of an exported Expert Advisor in MetaTrader. The EA Studio backtest and the MetaTrader backtest must show very similar results. The main reason for differences might be that either the testing historical data is different from the one the MetaTrader uses or the historical data has a different | + | The **Transaction Log** shows all trades made by the strategy during the backtest. It is useful to examine the exact entry/exit time and prices and to compare them with a backtest of an exported Expert Advisor in MetaTrader. The EA Studio backtest and the MetaTrader backtest must show very similar results. The main reason for differences might be that either the testing historical data is different from the one the MetaTrader uses or the historical data has a different |
| - | Additionally please note that if a strategy is over-optimized, | + | Additionally, please note that if a strategy is over-optimized, |
| ~~DISQUS~~ | ~~DISQUS~~ | ||