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FXCharger (by fxcharger)

获利: +1912.72%
资金回撤: 57.29%
点: 1088.9
交易: 564
成功:
损失:
类型: 真实的
杠杆值: -
交易: 自动的
vontogr (togr)
Feb 19 2020 at 07:59
4862个发言
fmlbfx2010 posted:
You need a year to recover the loss
togr posted:
I am not in any way affliated with FxCharger
But I would say closing trades at 15% loss is the right thing
And even though it is martingale at some point it should recover.
You need to look at system from long term perspective, does it make money for last 12 months?
Are the results stable?
I did backtest my own aggressive martingale system and it works for years with max dd of 13%.
I believe the owner can make some adjustements to get approximatelly the same results.

With 6% profit monthly you need about 2.5 month. Or do I miss something?

vontogr (togr)
Feb 19 2020 at 08:00
4862个发言
3165 posted:
Does anyone here have 90% (or more) accurate quality historical data to run a backtest for this strategy in metatrader 4?
I would like to compare results among others to see if we get same results.
If anyone wants to cooperate - I will send him the EA.

yeah I have 99.9% precision tick data and dedicated server
send me also the settings

dutchdevil
Feb 19 2020 at 15:07
16个发言
togr posted: With 6% profit monthly you need about 2.5 month. Or do I miss something?


Profit is not actually 6% monthly; they ran it very high risk initially but are now running it effectively at extremely low risk, to make it look like a safe and durable strategy. Their current monthly profit is about 2% (that's WITHOUT incorporating the stop-outs). You can check this by using the 'Custom Analysis' tool and look at the period from 11 March 2019 to 18 December 2019, a period that had no stop-outs.

If you DO incorporate the latest stop-out, which you should, the monthly profit over the last year exactly is 0.47%; daily profit is 0.00% (rounded).

And to compute loss versus what you have to gain back you have to take the inverse of 1-the loss; so for a 15% loss you need to make a 1/(1-0.15)-1=0.175=17.5% profit to break even again. This number grows substantially the larger your stop out was; for a 33% stop out, you need to make 50% again to be back at break even. For a 50% stop-out, you need to make 100% in profit to break even again; makes sense right, I have $2, I lose $1 (which is 50%)-->now I need to make $1 again to break even (which is 100%).

To regain 17.5% with a monthly profit of 2%, you need to divide the logarithmic of 1.175 by the log of 1.02-->so it takes you exactly 8.14 months to recover from this stop out with the current risk setting they have. That is assuming, that no other stop-outs occur in that period.

vontogr (togr)
Feb 19 2020 at 15:26
4862个发言
dutchdevil posted:
togr posted: With 6% profit monthly you need about 2.5 month. Or do I miss something?


Profit is not actually 6% monthly; they ran it very high risk initially but are now running it effectively at extremely low risk, to make it look like a safe and durable strategy. Their current monthly profit is about 2% (that's WITHOUT incorporating the stop-outs). You can check this by using the 'Custom Analysis' tool and look at the period from 11 March 2019 to 18 December 2019, a period that had no stop-outs.

If you DO incorporate the latest stop-out, which you should, the monthly profit over the last year exactly is 0.47%; daily profit is 0.00% (rounded).

And to compute loss versus what you have to gain back you have to take the inverse of 1-the loss; so for a 15% loss you need to make a 1/(1-0.15)-1=0.175=17.5% profit to break even again. This number grows substantially the larger your stop out was; for a 33% stop out, you need to make 50% again to be back at break even. For a 50% stop-out, you need to make 100% in profit to break even again; makes sense right, I have $2, I lose $1 (which is 50%)-->now I need to make $1 again to break even (which is 100%).

To regain 17.5% with a monthly profit of 2%, you need to divide the logarithmic of 1.175 by the log of 1.02-->so it takes you exactly 8.14 months to recover from this stop out with the current risk setting they have. That is assuming, that no other stop-outs occur in that period.

2019 profit was 40% which is about 3.5% which is about 4 months to recover the loss

dutchdevil
Feb 19 2020 at 21:14
16个发言
2019 profit was 40% which is about 3.5% which is about 4 months to recover the loss


I don't think you fully understand the math here. You cant just divide 40 by 12 to get 3.5.

It all works based on compounding. Before you post here you first need to look into that. For 2019 profit was 40%, but this means that monthly profit therefore was only 2.8%.

You can also see this when you use 'Custom Analysis', and use the period of 1/1/2019 to 1/1/2020; you'll see that the monthly profit was only 2.82% indeed.

vontogr (togr)
Feb 20 2020 at 07:31
4862个发言
dutchdevil posted:
2019 profit was 40% which is about 3.5% which is about 4 months to recover the loss


I don't think you fully understand the math here. You cant just divide 40 by 12 to get 3.5.

It all works based on compounding. Before you post here you first need to look into that. For 2019 profit was 40%, but this means that monthly profit therefore was only 2.8%.

You can also see this when you use 'Custom Analysis', and use the period of 1/1/2019 to 1/1/2020; you'll see that the monthly profit was only 2.82% indeed.

got it. I did not take the difference in balance and compounding into account.

vontogr (togr)
Feb 20 2020 at 10:03
4862个发言
togr posted:
I am not in any way affliated with FxCharger
But I would say closing trades at 15% loss is the right thing
And even though it is martingale at some point it should recover.
You need to look at system from long term perspective, does it make money for last 12 months?
Are the results stable?
I did backtest my own aggressive martingale system and it works for years with max dd of 13%.
I believe the owner can make some adjustements to get approximatelly the same results.


My BT of my own system are still running.
It is pretty slow as it is tick data BT with 99.9% precision
As you can see even with occasional spikes it had never hid stop loss at 15% DD. Max DD was about 13%.
The trading logic is the same aggressive one - not doubling but quadrupling trade size.
On the other hand I have limited number of such trades to decrease risk/burden

附件:


3165
Feb 20 2020 at 12:20
23个发言
togr posted:
I am not in any way affliated with FxCharger
But I would say closing trades at 15% loss is the right thing
And even though it is martingale at some point it should recover.
You need to look at system from long term perspective, does it make money for last 12 months?
Are the results stable?
I did backtest my own aggressive martingale system and it works for years with max dd of 13%.
I believe the owner can make some adjustements to get approximatelly the same results.


My BT of my own system are still running.
It is pretty slow as it is tick data BT with 99.9% precision
As you can see even with occasional spikes it had never hid stop loss at 15% DD. Max DD was about 13%.
The trading logic is the same aggressive one - not doubling but quadrupling trade size.
On the other hand I have limited number of such trades to decrease risk/burden

Your screenshot has nothing to show.
No numbers, No size of lots, No 99.9% modeling quality printed on the gif you upload.
We need more revealed details. As I showed earlier.

vontogr (togr)
Feb 20 2020 at 14:19
4862个发言
3165 posted:
togr posted:
I am not in any way affliated with FxCharger
But I would say closing trades at 15% loss is the right thing
And even though it is martingale at some point it should recover.
You need to look at system from long term perspective, does it make money for last 12 months?
Are the results stable?
I did backtest my own aggressive martingale system and it works for years with max dd of 13%.
I believe the owner can make some adjustements to get approximatelly the same results.


My BT of my own system are still running.
It is pretty slow as it is tick data BT with 99.9% precision
As you can see even with occasional spikes it had never hid stop loss at 15% DD. Max DD was about 13%.
The trading logic is the same aggressive one - not doubling but quadrupling trade size.
On the other hand I have limited number of such trades to decrease risk/burden


Your screenshot has nothing to show.
No numbers, No size of lots, No 99.9% modeling quality printed on the gif you upload.
We need more revealed details. As I showed earlier.

That is what mt4 is showing, I can't change that :)
More details are possible only once it finishes and generates the report. It is at 2017/12/20 now

vontogr (togr)
Feb 21 2020 at 08:26
4862个发言
togr posted:
3165 posted:
togr posted:
I am not in any way affliated with FxCharger
But I would say closing trades at 15% loss is the right thing
And even though it is martingale at some point it should recover.
You need to look at system from long term perspective, does it make money for last 12 months?
Are the results stable?
I did backtest my own aggressive martingale system and it works for years with max dd of 13%.
I believe the owner can make some adjustements to get approximatelly the same results.


My BT of my own system are still running.
It is pretty slow as it is tick data BT with 99.9% precision
As you can see even with occasional spikes it had never hid stop loss at 15% DD. Max DD was about 13%.
The trading logic is the same aggressive one - not doubling but quadrupling trade size.
On the other hand I have limited number of such trades to decrease risk/burden


Your screenshot has nothing to show.
No numbers, No size of lots, No 99.9% modeling quality printed on the gif you upload.
We need more revealed details. As I showed earlier.


That is what mt4 is showing, I can't change that :)
More details are possible only once it finishes and generates the report. It is at 2017/12/20 now
2018/10/02 now

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