Dukascopy
 
 
Wiki JStore Search Login

Historical test VisualJF/JForex
 Post subject: Historical test VisualJF/JForex Post rating: 0   New post Posted: Tue 27 Jun, 2017, 11:13 
User avatar

User rating: 0
Joined: Mon 26 Jun, 2017, 13:11
Posts: 2
Location: Belgium,
If I do a historical test of a strategy in VisualJF I get the following results:
Quote:
Balance Statistics :
Start Balance: 100000.0
Final Balance: 155325.81

Account Statistics :
Total Profit/Loss: 55325.81
Total Profit of all Trades: 55990.0
Total Loss of all Trades: 0.0
Commissions in USD: : 664.19
Turnover in Millions: 16.5
Profit Factor: 0.0
Expected Payoff: 18663.33

Point Statistics :
Gross Points(Pips) Won: 101.8
Gross Points(Pips) Lost: 0.0
Net Profit/Loss in Points: 101.8

Equity Statistics :
Max. Equity: 156932.64
Min. Equity: 92849.12
Absolute Drawdown: 7150.88(40.8%)

Position Statistics :
Positions Total: 3
Number of Long Positions: 1(33.0%)
Number of Short Positions: 2(66.0%)
Number of Profit Positions: 3(100.0%)
Number of Loss Positions: 0(0.0%)


If I export it to java and import it in JForex and then run the historical test with the same parameters I get the following results:
Quote:
Account Currency USD
Initial deposit 100000
Finish deposit 102925.21
Turnover 6154995
Comission 110.79
Parameters

defaultTakeProfit 50
defaultInstrument EUR/USD
defaultSlippage 5
defaultTradeAmount 5.5
defaultStopLoss 90
defaultPeriod 30 Mins

Instrument EUR/USD

First tick time 2017-06-19 00:00:00
First tick bid value 1.12037
First tick ask value 1.12042
Last tick time 2017-06-25 23:59:58
Last tick bid value 1.11997
Last tick ask value 1.12
Positions total 1
Closed positions 0
Orders total 1
Bought 5.50
Sold 0.00
Turnover 6154995
Comission 110.79


Anyone who has run into this issue?

Kind Regards,


 
 Post subject: Re: Historical test VisualJF/JForex Post rating: 0   New post Posted: Fri 30 Jun, 2017, 08:29 
User avatar

User rating: 0
Joined: Sun 20 Jul, 2014, 11:25
Posts: 6
Location: ItalyItaly
Is the interpolation step the same ?


 
 Post subject: Re: Historical test VisualJF/JForex Post rating: 0   New post Posted: Mon 03 Jul, 2017, 08:47 
Visual JForex expert at Dukascopy
User avatar

User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Hi there,

The only difference between JForex and VJForex historical tester is related to the open positions at the end of the test: In VJF they are always closed where in JForex open positions are kept. The difference in terms of result shouldn't that big.
I need to the strategy in vfs format to dig into that ..

Cheers


 

Jump to:  

  © 1998-2024 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com