Metatrader expert advisors dissected.
Forex Trend Hunter live forward test
Trading style: attempts to capture large trend movements.
Currency pairs: EURUSD, EURJPY, GBPJPY
Timeframe: H1
Expert Advisor price: $129
NFA compliance: full (special parameter)
Refund policy: 30 days, unconditional
Read more at the Forex Trend Hunter website
Buy Forex Trend Hunter
Note: in spite of its recent good performance, the system is no longer available for sale.
Birt’s forward test
Settings: default, AutoRisk 3.0
Started: 01.11.2011
Broker: PrivateFx
Account type: live, micro
Starting balance: $300
Official account
Settings: unspecified
Started: 08.06.2012
Broker: FinFx
Account type: demo
Backtests
Forex Trend Hunter backtest EURUSD history center data, spread 1.5, default settings, AutoRisk 1.0
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 1999.01.08 19:00 - 2011.10.28 05:00 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Plimus_Order_ID=999999; cc="=================="; Robot_Comment="FxTrendHunter"; Magic=159753; Max_Spread=40; Max_Slippage=2; NFA=false; mm="=================="; Lots=0.1; Auto_Risk=1; Aggressive_MM=false; Multiplier=1.2; Max_Risk=30; ss="=================="; Tuesday_Double=false; Stop_Loss=160; Take_Profit=320; Volatility_Break=11; Volatility_Period=23; Volatility_Max=150; Fixed_Trailing=0; Vola_Trailing=17; Trailing_Period=18; | ||||
| Bars in test | 76077 | Ticks modelled | 52798180 | Modelling quality | 89.88% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 36804.86 | Gross profit | 107701.82 | Gross loss | -70896.97 |
| Profit factor | 1.52 | Expected payoff | 51.48 | ||
| Absolute drawdown | 1777.22 | Maximal drawdown | 3639.98 (8.22%) | Relative drawdown | 19.80% (2030.40) |
| Total trades | 715 | Short positions (won %) | 288 (50.00%) | Long positions (won %) | 427 (43.09%) |
| Profit trades (% of total) | 328 (45.87%) | Loss trades (% of total) | 387 (54.13%) | ||
| Largest | profit trade | 1429.68 | loss trade | -747.74 | |
| Average | profit trade | 328.36 | loss trade | -183.20 | |
| Maximum | consecutive wins (profit in money) | 7 (5693.43) | consecutive losses (loss in money) | 7 (-568.20) | |
| Maximal | consecutive profit (count of wins) | 5693.43 (7) | consecutive loss (count of losses) | -2025.45 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
Forex Trend Hunter backtest EURJPY history center data, spread 2.0, default settings, AutoRisk 1.0
| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 1999.01.11 05:00 - 2011.11.01 20:00 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Plimus_Order_ID=999999; cc="=================="; Robot_Comment=""; Magic=159753; Max_Spread=10; Max_Slippage=2; NFA=false; mm="=================="; Lots=0.1; Auto_Risk=1; Aggressive_MM=false; Multiplier=1.2; Max_Risk=20; ss="=================="; Tuesday_Double=false; Stop_Loss=380; Take_Profit=370; Volatility_Break=6; Volatility_Period=27; Volatility_Max=140; Fixed_Trailing=0; Vola_Trailing=17; Trailing_Period=15; | ||||
| Bars in test | 72509 | Ticks modelled | 68825849 | Modelling quality | 89.88% |
| Mismatched charts errors | 94 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 101969.95 | Gross profit | 286380.85 | Gross loss | -184410.90 |
| Profit factor | 1.55 | Expected payoff | 155.92 | ||
| Absolute drawdown | 1018.56 | Maximal drawdown | 17254.31 (14.51%) | Relative drawdown | 19.31% (6663.80) |
| Total trades | 654 | Short positions (won %) | 283 (42.40%) | Long positions (won %) | 371 (48.52%) |
| Profit trades (% of total) | 300 (45.87%) | Loss trades (% of total) | 354 (54.13%) | ||
| Largest | profit trade | 5133.59 | loss trade | -5459.39 | |
| Average | profit trade | 954.60 | loss trade | -520.93 | |
| Maximum | consecutive wins (profit in money) | 8 (5311.82) | consecutive losses (loss in money) | 10 (-3965.59) | |
| Maximal | consecutive profit (count of wins) | 20450.67 (7) | consecutive loss (count of losses) | -8372.00 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
Forex Trend Hunter backtest GBPJPY history center data, spread 2.5, default settings, AutoRisk 1.0
| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 1999.01.12 05:00 - 2011.11.01 20:00 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Plimus_Order_ID=999999; cc="=================="; Robot_Comment=""; Magic=159753; Max_Spread=10; Max_Slippage=2; NFA=false; mm="=================="; Lots=0.1; Auto_Risk=1; Aggressive_MM=false; Multiplier=1.2; Max_Risk=20; ss="=================="; Tuesday_Double=false; Stop_Loss=80; Take_Profit=540; Volatility_Break=12; Volatility_Period=24; Volatility_Max=140; Fixed_Trailing=0; Vola_Trailing=7; Trailing_Period=17; | ||||
| Bars in test | 70176 | Ticks modelled | 71085078 | Modelling quality | 89.87% |
| Mismatched charts errors | 5 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 45497.46 | Gross profit | 143018.27 | Gross loss | -97520.81 |
| Profit factor | 1.47 | Expected payoff | 70.76 | ||
| Absolute drawdown | 2671.81 | Maximal drawdown | 7746.23 (15.79%) | Relative drawdown | 27.87% (2830.81) |
| Total trades | 643 | Short positions (won %) | 166 (39.76%) | Long positions (won %) | 477 (28.93%) |
| Profit trades (% of total) | 204 (31.73%) | Loss trades (% of total) | 439 (68.27%) | ||
| Largest | profit trade | 3766.30 | loss trade | -624.49 | |
| Average | profit trade | 701.07 | loss trade | -222.14 | |
| Maximum | consecutive wins (profit in money) | 4 (10803.48) | consecutive losses (loss in money) | 15 (-1207.77) | |
| Maximal | consecutive profit (count of wins) | 10803.48 (4) | consecutive loss (count of losses) | -4927.48 (13) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
Birt – Whats the period of these backtests.