StratSDB MT4/MT5 -Strategy Rotation Algorithm
Performance Matrix, is an EA written specifically for MetaTrader. The app generates end-of-back-test results for 24 technical analysis focused strategies. Strategies are programmed to trade when conditions are met, for each underlying strategy. Backtests do not include money management or cost calculations. It is just a raw end-of-back-test manufacturer. All 23 strategies are currently programmed to hold positions overnight during the back-test calculations. No (day-trading-session-only) settings exist.
Performance Matrix functionality includes hypothetical back-tests that plot in MetaTrader when optimized, with new results.
Users may edit the symbol or symbol’s interval as desired. We recommend running the application on 1 minute bar intervals or greater. We cannot guarantee that errors will not appear when using the application on tick bars.
ü Hypothetical Back-Tests for 24 of Technical Strategies
ü Customizable Inputs
ü Multi Asset-Class - Forex, Futures, Stocks
ü Multi Bar Interval – Intra-Day, EOD
Performance summaries are derived from technical analysis based strategies. The plots published to MetaTrader are their default backtest metrics; each describes the underlying strategy's characteristics and assists with strategy assessment.
Performance Summary Metrics
This section requires an update so that metrics match MetaTrader platform.
* Net Profit = Gross Profit + Gross Loss
* Profit Factor = Divide Gross Profit by Gross Loss
* Percent Profitable = Winning Trades / Total Number of Trades
* Avg Winning Trade = Gross Profit divided by Winning Trades
* Avg Losing Trade = Gross Loss divided by Losing Trades
* Gross Profit = Cumulative Total of all Winning Trades
* Gross Loss = Cumulative Total of all Losing Trades
* Num Winning Trades = Completed Profitable Trades
* Num Losing Tradings = Completed Un-Profitable Trades
* Chart Start Date = First Bar in Data Set used for Back-testing
* Chart End Date = Last Bar in Data Set used for Back-testing
* Max ID Draw-down = Previous High Equity Run up, Top to Bottom, Peak-to-Trough
*Ranking, see below
*# Days included in the back-test (Duration), simply takes the chart start date and chart end date differences.
*CAVEAT, # Days calculation includes weekends. You’ll have to adjust this if you want to calculate yield using duration.