Strategy testing of Destiny NN

 

 

 

Strategy tests for Destiny*                              

 

Date: 07-01-07  to  01-05

Initial deposit $10,000

Mode:  Every tick (the most precise method based on all available least time frames)

Note:  Destiny NN can only be tested back a total of 6 months as it needs to train itself with the data going back this far..     

 

Symbol EURUSD (Euro vs US Dollar)
Period 1 Minute (M1) 2007.07.01 00:00 - 2008.01.04 00:00 (2007.07.01 - 2008.01.05)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  RiskFactor=1.5; Lots=1; TakeProfit=180; StopLoss=100; MaxOrders=3;  DivergenceLevel=20
 
Bars in test 1160 Ticks modelled 691361 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 10000.00        
Total net profit 1167763.60 Gross profit 1458010.40 Gross loss -290246.80
Profit factor 5.02 Expected payoff 3779.17    
Absolute drawdown 1573.65 Maximal drawdown 212917.50 (19.63%) Relative drawdown 48.24% (39912.71)
 
Total trades 309 Short positions (won %) 117 (89.74%) Long positions (won %) 192 (96.88%)
  Profit trades (% of total) 291 (94.17%) Loss trades (% of total) 18 (5.83%)
Largest profit trade 33000.00 loss trade -49947.50
Average profit trade 5010.35 loss trade -16124.82
Maximum consecutive wins (profit in money) 117 (1010175.91) consecutive losses (loss in money) 3 (-149842.50)
Maximal consecutive profit (count of wins) 1010175.91 (117) consecutive loss (count of losses) -149842.50 (3)
Average consecutive wins 49 consecutive losses 3

 

 

*See the full strategy test report here                                                 

 

 

*Hypothetical performance results have many inherent...  Read more

 

 

   

Compounding ability

 

Destiny works equally well with a 1:100 standard account or a 1:200 mini account

 

  • Destiny compounds your money for every $1000 in your account.  Each increment of $1000 Destiny will open the next incrementally larger trade size automatically

 

 

Risk/Reward

 

  • Destiny will risk 5% on your trading account per trade sequence it opens.  The above testing shows 15% which is 3 times what the actual Destiny software will do.  This is to limit drawdown and yet provide a steady and substantial return.

 

 

 

 

 

 

 

 

 

 

Trading in the off exchange retail foreign currency market is one of the riskiest forms of investment available in the financial markets and suitable for sophisticated individuals and institutions.  The possibility exists that you could sustain a substantial loss of funds and therefore you should not invest money that you cannot afford to lose.  Nothing in this presentation is a recommendation to buy or sell currencies and  DigitalNet LLC and Protraderforex LLC is not liable for any loss or damage, including without limitation, any loss of profit which may arise directly or indirectly from the use of Destiny software..