STRATEGY TEST REPORT

Valbury Asia Futures – Demo (Build 1335)

Version ex1.8

Symbol XAU/USD (Gold vs US Dollar)

Period 15 Minutes (M15) 2020 03.03.01.31 – 2021.03.17 22 46 (2020 06.01 – 2021 03.16)
Model Every Tick (the most precise method based on all available least timeframes)
Parameters BBPeriod+25; RSIPeriod=14; BBStdDev=2; UseSL=true; StopLoss=200000; Use ADX=true;
ADXPeriod=23; ADXLevel=25; Lots=2; RSI_OVERBOUGHT=70; RSI_OVERSOLD=30;
SL_Timeout=20; Magic= 17146

Bars in test 15504 Ticks modelled 18206563 Modelling quality 62.82%

Mismatched
Charts errors 4

Initial deposit : 10,0000 Spread Current (45)

Total Net Profit : 25,318.76 Gross Profit 52104.20 Gross Loss -26,785.42
Profit Factor : 1.95 Expected Payoff 649.20
Absolute
Drawdown : 3,752.85 Maximal Drawdown 17068.17 (38.59%) Relative Drawdown 52.47% (6895.65)

Total Trades : 39 Short positions (won %) 39 (74.36%) Long positions (won%) 0(0.00%)
Profit trades (% of total) 29 (74.36%) Loss trades (% of total) 10 (25.64%)

Largest Profit trade 5826.60 Loss trade -7553.00

Average Profit trade 1796.70 Loss trade -2678.54
Maximum Consecutive wins (profit in money) 8 (12011.20) Consecutive losses (loss in money) 2(-8464.17)
Maximal Consecutive profit (count of wins) 15453.40 (6) Consecutive loss (count of losses -8464.17 (2)
Average Consecutive wins 4 Consecutive losses

Performance Log
# Time Log Type Order Size Prices S/L T/P Profit Balance $
1 2020.08.10 16:28 Sell 1 2.00 2043.38 22043.38 0.00
2 2020 08.10 17:21 Close 1 2.00 2034.35 22043.38 0.00 1746.00 11,746.00
3 2020 08.18 09:46 Sell 2 2.40 2009.91 22009.91 0.00
4 2020.08.18 13:28 Close 2 2.40 2003.79 22009.91 0.00 1396.80 13,142.80
5 2020.08.24 09:31 Sell 3 2.60 1943.29 21943.29 0.00
6 2020.08.24 14:39 Close 3 2.60 1946.87 21943.29 0.00 -1008.80 12,134.00
7 2020.08.26 17:01 Sell 4 2.40 1937.85 21937.65 0.00
8 2020.08.27 02:46 Close 4 2.40 1950.70 21937.65 0.00 -3204.85 8,929.15
9 2020.08.27 15:16 Sell 5 2.00 1963.67 21963.67 0.00
10 2020.08.27 15:39 Close 5 2.00 1943.42 21963.67 0.00 3990.00 12,919.15
11 2020.09.10 15:01 Sell 6 2.40 1957.77 21957.77 0.00
12 2020.09.10 18:38 Close 6 2.60 1955.80 21957.77 0.00 462.80 13,381.95
13 2020.09.14 15:40 Sell 7 2.60 1986.25 21956.25 0.00
14 2020.09.14 19:18 Close 7 2.80 1964.51 21956.25 0.00 374.40 13,756.35
15 2020.10.01 14:31 Sell 8 2.80 1906.95 21906.85 0.00
15 2020.10.01 16:04 Close 8 2.80 1888.95 21906.85 0.00 2123.00 15,879.35
 Inclining Profit Graph

NOTES:

- We are using MQL4 for the app Metatrader 4 on the Valbury Asia Futures server.
- The algo is created on the M15 timeframe
- We created a 2.0 which most of the clients were using and that is the change of
decreasing the sensitivity of the rsi 30 & 70 in order to create more trades.
- On average this algo had 1-2 daily open trades. If the bot doesn’t open a trade for a
day or two is still reasonable due to market conditions that doesn’t meet with the
algo.
- As you can see in the position log there are very few trades going on. The 2.0 version
was opening 1-2 positions a day and this was due to decreasing the sensitivity of the
RSI and bolinger bands.
- This bot closes at the (MA) Moving Average 15, hence why the position can linger for
quite some time. I don’t mind this concept but I am trying to thinking of more
scalping method where profits are minimal but opens more positions, it should be
less risk.