Analysis of the EA Zone USDSGD robot.

Buy EA Zone USDSGD mt5 Expert Advisor in the store selling algo trading systems

Table of Contents

Introduction.

For this analysis I will take the 2 tutorials, I made for this purpose. There will also be additional criteria that I did not put on the tutorials, because they are not important.

Analysis Criterion and Strategy test analysis.

I know for my trading system certain point, in particular that there is no grid nor martingale, etc. …. but I will show you all this, I will analyse my robot as if it were not the mine and that I wish to make a constructive criticism of it which is not intended to influence you to buy it or not.

I would like to emphasise that it is your responsibility to purchase the product, you will have 7 days to withdraw and be reimbursed. Gains and losses are not the author’s responsibility, all the criteria to avoid a bad decision are present, it’s up to you to be careful.

As explained in my tutorial, I will start by preparing my backtest on the Metatrader 5 software by downloading the demo.

To do my tests, I will use these parameters and I will do 3 tests over periods that seem to come back often. The trading systems will be tested over the entire market period, from 2010 to today and from 2015 to today. These time units come back regularly and I think it is good to compare certain criteria over several periods to avoid that the trading system is optimised for one period.

Test results

A colour code for the following will make it possible to differentiate these 3 periods.

You can find the 3 graphs and their 3 backtest reports below.

Opening the image in a new tab will allow you to zoom in on the image and see all the analyses that will follow.

Entire history

Colour code : #000000

2010.01.01 to 2023.01.20

Colour code : #0514FB

2015.01.01 to 2023.01.20

Colour code : #8000F9

Analysis criterion

During the test the curves do not present a martingale or grid type strategy. However a trading account is required for hedging.

We note that each open position has an SL and a TP systematically and that the ratio between the SL and TP is greater than 1, which means that each strategy aims to earn more than what is risky.

We can see in the inputs parameters allowing managing the size of the positions to risk a percentage of the capital and no more.

Strategy test analysis

I’m going to use the strategy analysis tutorial to analyse where the strategy fits in the outcome criteria.

Average Win / Loss

You just need to have a ratio between the average win divide the average losers.

This reflects the risk of each position, in general one wishes to gain more than one has risk.

1.89 = 9 434$ / 4 968$

1.82 = 3 895$ / 2 130$

1.75 = 789$ / 450$

Conclusion Average

For all the periods, the ratio remained above 1 and the difference between the periods shows stability in the ratio.

Profit Factor

Profit Factor = 1.66

A ratio between 1.25 and 1.75 represents a mark of minimum security, but will not be able to support the various expenses over the years and transactions (brokers’ commission, platform fees, taxes, bank commission, data expenses Steps…)

Profit Factor = 1.70

A ratio between 1.25 and 1.75 represents a mark of minimum security, but will not be able to support the various expenses over the years and transactions (brokers’ commission, platform fees, taxes, bank commission, data expenses Steps…)

Profit Factor = 1.76

A ratio between 1.25 and 1.75 represents a mark of minimum security, but will not be able to support the various expenses over the years and transactions (brokers’ commission, platform fees, taxes, bank commission, data expenses Steps…)

Conclusion Profit Factor

All profit factor is low and is in the improved category, after that it is to compensate for the commissions and the swap, except that the objective is not played at the few cents asked for lots of 0.01 see which means that the system can survive despite a profit factor lower than 2. 

Recovery Factor

Recovery factor = 5.60 is better to update it, since its stability is questionable.

Recovery Factor = 5.91 is better to update it, since its stability is questionable.

Recovery Factor = 6.45 is better to update it, since its stability is questionable.

Conclusion Recovery Factor

Only the entire history has a good recovery factor, the other periods, although greater than 5, should be improved.

Sharpe Ratio

Sharpe Ratio = 1.32 this can mean that the risk pays off and that the portfolio/strategy can show results. Good.

Sharpe Ratio = 1.48 this can mean that the risk pays off and that the portfolio/strategy can show results. Good.

Sharpe Ratio = 1.59 this can mean that the risk pays off and that the portfolio/strategy can show results. Good.

Conclusion Sharpe Ratio

For all periods the sharpe ratio shows good risk management.

Score

Conclusion

It is a system of strategy which respects the analyses of criterion, which makes basically the strategy not dangerous. We can also observe that there is no over-optimisation, because there is not one period of time that is unloaded from the others.

Come and discuss the strategy on the community discord.