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History Tester Default Report
 Post subject: History Tester Default Report Post rating: 0   New post Posted: Mon 24 Feb, 2014, 09:17 
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User rating: 2
Joined: Wed 29 Jan, 2014, 10:18
Posts: 30
Location: Austria,
Hi

As with MT4/MT5 Strategy Tester, can a more detailed backtesting report generated by History Tester? The default HTML test report does not show other useful figures like:

-Profit factor
-Absolute drawdown
-Maximal drawdown
-Relative drawdown
-Total trades
-Short positions (won %)
-Long positions (won %)
-Profit trades (% of total)
-Loss trades (% of total)
-Largest profit trade
-Largest loss trade
-Average profit trade
-Average loss trade
-Maximum consecutive wins (profit in money)
-Maximum consecutive losses (loss in money)
-Maximal consecutive profit (count of wins)
-Maximal consecutive loss (count of losses)
-Average consecutive wins
-Average consecutive loss

So before I start calculating these statistical numbers by myself, is there a solution out there that I can use?

Thanks


 
 Post subject: Re: History Tester Default Report Post rating: 0   New post Posted: Wed 26 Feb, 2014, 13:49 
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User rating: 2
Joined: Wed 29 Jan, 2014, 10:18
Posts: 30
Location: Austria,
Hi Jforex support team,

Any feedback please on this? :)


 
 Post subject: Re: History Tester Default Report Post rating: 0   New post Posted: Wed 26 Feb, 2014, 14:10 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
There is no ready solution, however, you can employ similar techniques of those that are given here for aggregating and summarizing orders and positions:
https://www.dukascopy.com/wiki/#Order_Management
In many cases when there is value-per-order pattern it is convenient to use java.util.Map, see one application example here:
https://www.dukascopy.com/wiki/#Merge_Positions/Limit_merge_count_per_position


 
 Post subject: Re: History Tester Default Report Post rating: 0   New post Posted: Wed 26 Feb, 2014, 14:33 
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User rating: 2
Joined: Wed 29 Jan, 2014, 10:18
Posts: 30
Location: Austria,
API Support wrote:
There is no ready solution, however, you can employ similar techniques of those that are given here for aggregating and summarizing orders and positions:
https://www.dukascopy.com/wiki/#Order_Management
In many cases when there is value-per-order pattern it is convenient to use java.util.Map, see one application example here:
https://www.dukascopy.com/wiki/#Merge_Positions/Limit_merge_count_per_position


Ok, thank you! For now, I will then start working on developing a custom test report.


 

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