Backtesting EA31337 Lite v1.076 with Docker

by kenorb 5 years ago

GNU/Linux ◆ xterm-256color ◆ bash 2865 views

Project page: https://github.com/EA31337/EA31337

Wiki: https://github.com/EA31337/EA31337/wiki

Command:

docker run ea31337/ea-tester:EURUSD-2018-DS run_backtest -v -e https://github.com/EA31337/EA31337/releases/download/v1.076/EA31337-Lite-v1.076.ex4

Here are the results:

Profit factor: 0.79, Total net profit: -7.43USD [+28.12/-35.55] (281.22pips), Total orders: 56 (Won: 69.6% [39] / Loss: 30.4% [17]) - CCI M15
Profit factor: 0.78, Total net profit: -6.81USD [+23.88/-30.69] (238.82pips), Total orders: 25 (Won: 68.0% [17] / Loss: 32.0% [8]) - CCI M5
Profit factor: 1.12, Total net profit: 1286.13USD [+11902.53/-10616.41] (119025.33pips), Total orders: 13573 (Won: 79.9% [10840] / Loss: 20.1% [2733]) - CCI M1
Profit factor: 0.16, Total net profit: -207.37USD [+40.14/-247.52] (401.44pips), Total orders: 83 (Won: 6.0% [5] / Loss: 94.0% [78]) - Bands M5
Profit factor: 15.81, Total net profit: 748.02USD [+798.54/-50.52] (7985.35pips), Total orders: 92 (Won: 75.0% [69] / Loss: 25.0% [23]) - Bands M1
Profit factor: 1.11, Total net profit: 1.25USD [+12.59/-11.34] (125.87pips), Total orders: 23 (Won: 30.4% [7] / Loss: 69.6% [16]) - Alligator M30
Profit factor: 0.48, Total net profit: -4.75USD [+4.32/-9.07] (43.20pips), Total orders: 21 (Won: 23.8% [5] / Loss: 76.2% [16]) - Alligator M15
Strategy stats:
Modelling quality:                          89.99%
Maximal consecutive loss (count of losses): 416.64 (106)
Maximal consecutive profit (count of wins): 963.00 (128)
Maximum consecutive losses (loss in money): 106 (-416.64)
Maximum consecutive wins (profit in money): 465 (509.56)
Average consecutive losses:                 9.00
Average consecutive wins:                   26.00
Average loss trade:                         -3.16
Average profit trade:                       1.23
Largest loss trade:                         -5.19
Largest profit trade:                       16.13
Loss trades (% of total):                   4140 (25.3%)
Profit trades (% of total):                 12208 (74.7%)
Long positions (won %):                     1429 (38.8%)
Short positions (won %):                    14919 (78.1%)
Trades total                                16348
Expected payoff:                            0.12
Profit factor:                              1.15
Relative drawdown:                          (12.3%) 1675.8 USD
Maximal drawdown:                           1675.8 USD (12.3%)
Absolute drawdown:                          324.96 USD
Gross loss:                                 13069.75 USD
Gross profit:                               14968.69 USD
Total net profit:                           1898.94 USD
Initial deposit:                            10000.00 USD
Currency pair symbol:                       EURUSD

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