New version of HedgedGrid cBot & backtests

Created at 16 Mar 2014, 12:58
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HI

hichem

Joined 17.12.2012

New version of HedgedGrid cBot & backtests
16 Mar 2014, 12:58


The hedged grid system is a system based on two opposite grids (one for buy and one for sale) that evolve together and hedge one another. The robot has been updated with the new cAlgo API

Download Demo version: http://www.scyware.com/upload/Scyware.HedgedGridDemo.zip

More info: http://www.scyware.com/hedged-grid

Backtest reuslts


Symbol: GBPNZD
Parameters
----------------
Buy Pips Apart: 100
Sell Pips Apart: 100
Buy Volume: 4000
Sell Volume: 4000
Backtest Results
----------------
From: 09/06/2013    
To: 16/03/2014
Starting Capital: 5000€
Ending Capital: 20 478.45€
Spread: Fixed 2
Commission: 30 per million
Total Net Profit: 15 478.45€
Profit Factor: 2.5
Max DrawDown: 15.82%

 


Symbol: EURUSD
Parameters
----------------
Buy Pips Apart: 60
Sell Pips Apart: 60
Buy Volume: 2000
Sell Volume: 2000
Backtest Results
----------------
From: 01/01/2014    
To: 15/03/2014
Starting Capital: 5000€
Ending Capital: 5503.20€
Spread: Fixed 0.8
Commission: 30 per million
Total Net Profit: 503.20€
Profit Factor: 4.47
Max DrawDown: 0.73%

 


Symbol: USDCAD
Parameters
----------------
Buy Pips Apart: 100
Sell Pips Apart: 100
Buy Volume: 4000
Sell Volume: 4000
Backtest Results
----------------
From: 01/07/2012    
To: 07/04/2013
Starting Capital: 5000€
Ending Capital: 5797.93€
Spread: Fixed 0.8
Commission: 30 per million
Total Net Profit: 797.93€
Profit Factor: 3.13
Max DrawDown: 2.22%


@hichem
Replies

aysos75
11 Jul 2015, 16:58 ( Updated at: 21 Dec 2023, 09:20 )

Your robot is not closing the losing positions so the Equity, the only outcome that makes sense is bad

Here is a graph of your robot with Equity -100 from an initial capital of 100,000!

 


@aysos75